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java.lang.Objectorg.netlib.lapack.LAPACK
public abstract class LAPACK
LAPACK provider which will attempt to access a native implementation and falling back to use F2J if none is available.
http://sourceforge.net/projects/f2j
,
http://www.netlib.org/lapack/
Constructor Summary | |
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LAPACK()
|
Method Summary | |
---|---|
abstract void |
dbdsdc(java.lang.String uplo,
java.lang.String compq,
int n,
double[] d,
double[] e,
double[] u,
int ldu,
double[] vt,
int ldvt,
double[] q,
int[] iq,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dbdsqr(java.lang.String uplo,
int n,
int ncvt,
int nru,
int ncc,
double[] d,
double[] e,
double[] vt,
int ldvt,
double[] u,
int ldu,
double[] c,
int Ldc,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
ddisna(java.lang.String job,
int m,
int n,
double[] d,
double[] sep,
org.netlib.util.intW info)
.. |
abstract void |
dgbbrd(java.lang.String vect,
int m,
int n,
int ncc,
int kl,
int ku,
double[] ab,
int ldab,
double[] d,
double[] e,
double[] q,
int ldq,
double[] pt,
int ldpt,
double[] c,
int Ldc,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dgbcon(java.lang.String norm,
int n,
int kl,
int ku,
double[] ab,
int ldab,
int[] ipiv,
double anorm,
org.netlib.util.doubleW rcond,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dgbequ(int m,
int n,
int kl,
int ku,
double[] ab,
int ldab,
double[] r,
double[] c,
org.netlib.util.doubleW rowcnd,
org.netlib.util.doubleW colcnd,
org.netlib.util.doubleW amax,
org.netlib.util.intW info)
.. |
abstract void |
dgbrfs(java.lang.String trans,
int n,
int kl,
int ku,
int nrhs,
double[] ab,
int ldab,
double[] afb,
int ldafb,
int[] ipiv,
double[] b,
int ldb,
double[] x,
int ldx,
double[] ferr,
double[] berr,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dgbsv(int n,
int kl,
int ku,
int nrhs,
double[] ab,
int ldab,
int[] ipiv,
double[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
dgbsvx(java.lang.String fact,
java.lang.String trans,
int n,
int kl,
int ku,
int nrhs,
double[] ab,
int ldab,
double[] afb,
int ldafb,
int[] ipiv,
org.netlib.util.StringW equed,
double[] r,
double[] c,
double[] b,
int ldb,
double[] x,
int ldx,
org.netlib.util.doubleW rcond,
double[] ferr,
double[] berr,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dgbtf2(int m,
int n,
int kl,
int ku,
double[] ab,
int ldab,
int[] ipiv,
org.netlib.util.intW info)
.. |
abstract void |
dgbtrf(int m,
int n,
int kl,
int ku,
double[] ab,
int ldab,
int[] ipiv,
org.netlib.util.intW info)
.. |
abstract void |
dgbtrs(java.lang.String trans,
int n,
int kl,
int ku,
int nrhs,
double[] ab,
int ldab,
int[] ipiv,
double[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
dgebak(java.lang.String job,
java.lang.String side,
int n,
int ilo,
int ihi,
double[] scale,
int m,
double[] v,
int ldv,
org.netlib.util.intW info)
.. |
abstract void |
dgebal(java.lang.String job,
int n,
double[] a,
int lda,
org.netlib.util.intW ilo,
org.netlib.util.intW ihi,
double[] scale,
org.netlib.util.intW info)
.. |
abstract void |
dgebd2(int m,
int n,
double[] a,
int lda,
double[] d,
double[] e,
double[] tauq,
double[] taup,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dgebrd(int m,
int n,
double[] a,
int lda,
double[] d,
double[] e,
double[] tauq,
double[] taup,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dgecon(java.lang.String norm,
int n,
double[] a,
int lda,
double anorm,
org.netlib.util.doubleW rcond,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dgeequ(int m,
int n,
double[] a,
int lda,
double[] r,
double[] c,
org.netlib.util.doubleW rowcnd,
org.netlib.util.doubleW colcnd,
org.netlib.util.doubleW amax,
org.netlib.util.intW info)
.. |
void |
dgees(java.lang.String jobvs,
java.lang.String sort,
java.lang.Object select,
int n,
double[] a,
int lda,
org.netlib.util.intW sdim,
double[] wr,
double[] wi,
double[] vs,
int ldvs,
double[] work,
int lwork,
boolean[] bwork,
org.netlib.util.intW info)
.. |
void |
dgeesx(java.lang.String jobvs,
java.lang.String sort,
java.lang.Object select,
java.lang.String sense,
int n,
double[] a,
int lda,
org.netlib.util.intW sdim,
double[] wr,
double[] wi,
double[] vs,
int ldvs,
org.netlib.util.doubleW rconde,
org.netlib.util.doubleW rcondv,
double[] work,
int lwork,
int[] iwork,
int liwork,
boolean[] bwork,
org.netlib.util.intW info)
.. |
abstract void |
dgeev(java.lang.String jobvl,
java.lang.String jobvr,
int n,
double[] a,
int lda,
double[] wr,
double[] wi,
double[] vl,
int ldvl,
double[] vr,
int ldvr,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dgeevx(java.lang.String balanc,
java.lang.String jobvl,
java.lang.String jobvr,
java.lang.String sense,
int n,
double[] a,
int lda,
double[] wr,
double[] wi,
double[] vl,
int ldvl,
double[] vr,
int ldvr,
org.netlib.util.intW ilo,
org.netlib.util.intW ihi,
double[] scale,
org.netlib.util.doubleW abnrm,
double[] rconde,
double[] rcondv,
double[] work,
int lwork,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dgegs(java.lang.String jobvsl,
java.lang.String jobvsr,
int n,
double[] a,
int lda,
double[] b,
int ldb,
double[] alphar,
double[] alphai,
double[] beta,
double[] vsl,
int ldvsl,
double[] vsr,
int ldvsr,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dgegv(java.lang.String jobvl,
java.lang.String jobvr,
int n,
double[] a,
int lda,
double[] b,
int ldb,
double[] alphar,
double[] alphai,
double[] beta,
double[] vl,
int ldvl,
double[] vr,
int ldvr,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dgehd2(int n,
int ilo,
int ihi,
double[] a,
int lda,
double[] tau,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dgehrd(int n,
int ilo,
int ihi,
double[] a,
int lda,
double[] tau,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dgelq2(int m,
int n,
double[] a,
int lda,
double[] tau,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dgelqf(int m,
int n,
double[] a,
int lda,
double[] tau,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dgels(java.lang.String trans,
int m,
int n,
int nrhs,
double[] a,
int lda,
double[] b,
int ldb,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dgelsd(int m,
int n,
int nrhs,
double[] a,
int lda,
double[] b,
int ldb,
double[] s,
double rcond,
org.netlib.util.intW rank,
double[] work,
int lwork,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dgelss(int m,
int n,
int nrhs,
double[] a,
int lda,
double[] b,
int ldb,
double[] s,
double rcond,
org.netlib.util.intW rank,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dgelsx(int m,
int n,
int nrhs,
double[] a,
int lda,
double[] b,
int ldb,
int[] jpvt,
double rcond,
org.netlib.util.intW rank,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dgelsy(int m,
int n,
int nrhs,
double[] a,
int lda,
double[] b,
int ldb,
int[] jpvt,
double rcond,
org.netlib.util.intW rank,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dgeql2(int m,
int n,
double[] a,
int lda,
double[] tau,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dgeqlf(int m,
int n,
double[] a,
int lda,
double[] tau,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dgeqp3(int m,
int n,
double[] a,
int lda,
int[] jpvt,
double[] tau,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dgeqpf(int m,
int n,
double[] a,
int lda,
int[] jpvt,
double[] tau,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dgeqr2(int m,
int n,
double[] a,
int lda,
double[] tau,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dgeqrf(int m,
int n,
double[] a,
int lda,
double[] tau,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dgerfs(java.lang.String trans,
int n,
int nrhs,
double[] a,
int lda,
double[] af,
int ldaf,
int[] ipiv,
double[] b,
int ldb,
double[] x,
int ldx,
double[] ferr,
double[] berr,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dgerq2(int m,
int n,
double[] a,
int lda,
double[] tau,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dgerqf(int m,
int n,
double[] a,
int lda,
double[] tau,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dgesc2(int n,
double[] a,
int lda,
double[] rhs,
int[] ipiv,
int[] jpiv,
org.netlib.util.doubleW scale)
.. |
abstract void |
dgesdd(java.lang.String jobz,
int m,
int n,
double[] a,
int lda,
double[] s,
double[] u,
int ldu,
double[] vt,
int ldvt,
double[] work,
int lwork,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dgesv(int n,
int nrhs,
double[] a,
int lda,
int[] ipiv,
double[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
dgesvd(java.lang.String jobu,
java.lang.String jobvt,
int m,
int n,
double[] a,
int lda,
double[] s,
double[] u,
int ldu,
double[] vt,
int ldvt,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dgesvx(java.lang.String fact,
java.lang.String trans,
int n,
int nrhs,
double[] a,
int lda,
double[] af,
int ldaf,
int[] ipiv,
org.netlib.util.StringW equed,
double[] r,
double[] c,
double[] b,
int ldb,
double[] x,
int ldx,
org.netlib.util.doubleW rcond,
double[] ferr,
double[] berr,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dgetc2(int n,
double[] a,
int lda,
int[] ipiv,
int[] jpiv,
org.netlib.util.intW info)
.. |
abstract void |
dgetf2(int m,
int n,
double[] a,
int lda,
int[] ipiv,
org.netlib.util.intW info)
.. |
abstract void |
dgetrf(int m,
int n,
double[] a,
int lda,
int[] ipiv,
org.netlib.util.intW info)
.. |
abstract void |
dgetri(int n,
double[] a,
int lda,
int[] ipiv,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dgetrs(java.lang.String trans,
int n,
int nrhs,
double[] a,
int lda,
int[] ipiv,
double[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
dggbak(java.lang.String job,
java.lang.String side,
int n,
int ilo,
int ihi,
double[] lscale,
double[] rscale,
int m,
double[] v,
int ldv,
org.netlib.util.intW info)
.. |
abstract void |
dggbal(java.lang.String job,
int n,
double[] a,
int lda,
double[] b,
int ldb,
org.netlib.util.intW ilo,
org.netlib.util.intW ihi,
double[] lscale,
double[] rscale,
double[] work,
org.netlib.util.intW info)
.. |
void |
dgges(java.lang.String jobvsl,
java.lang.String jobvsr,
java.lang.String sort,
java.lang.Object selctg,
int n,
double[] a,
int lda,
double[] b,
int ldb,
org.netlib.util.intW sdim,
double[] alphar,
double[] alphai,
double[] beta,
double[] vsl,
int ldvsl,
double[] vsr,
int ldvsr,
double[] work,
int lwork,
boolean[] bwork,
org.netlib.util.intW info)
.. |
void |
dggesx(java.lang.String jobvsl,
java.lang.String jobvsr,
java.lang.String sort,
java.lang.Object selctg,
java.lang.String sense,
int n,
double[] a,
int lda,
double[] b,
int ldb,
org.netlib.util.intW sdim,
double[] alphar,
double[] alphai,
double[] beta,
double[] vsl,
int ldvsl,
double[] vsr,
int ldvsr,
double[] rconde,
double[] rcondv,
double[] work,
int lwork,
int[] iwork,
int liwork,
boolean[] bwork,
org.netlib.util.intW info)
.. |
abstract void |
dggev(java.lang.String jobvl,
java.lang.String jobvr,
int n,
double[] a,
int lda,
double[] b,
int ldb,
double[] alphar,
double[] alphai,
double[] beta,
double[] vl,
int ldvl,
double[] vr,
int ldvr,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dggevx(java.lang.String balanc,
java.lang.String jobvl,
java.lang.String jobvr,
java.lang.String sense,
int n,
double[] a,
int lda,
double[] b,
int ldb,
double[] alphar,
double[] alphai,
double[] beta,
double[] vl,
int ldvl,
double[] vr,
int ldvr,
org.netlib.util.intW ilo,
org.netlib.util.intW ihi,
double[] lscale,
double[] rscale,
org.netlib.util.doubleW abnrm,
org.netlib.util.doubleW bbnrm,
double[] rconde,
double[] rcondv,
double[] work,
int lwork,
int[] iwork,
boolean[] bwork,
org.netlib.util.intW info)
.. |
abstract void |
dggglm(int n,
int m,
int p,
double[] a,
int lda,
double[] b,
int ldb,
double[] d,
double[] x,
double[] y,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dgghrd(java.lang.String compq,
java.lang.String compz,
int n,
int ilo,
int ihi,
double[] a,
int lda,
double[] b,
int ldb,
double[] q,
int ldq,
double[] z,
int ldz,
org.netlib.util.intW info)
.. |
abstract void |
dgglse(int m,
int n,
int p,
double[] a,
int lda,
double[] b,
int ldb,
double[] c,
double[] d,
double[] x,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dggqrf(int n,
int m,
int p,
double[] a,
int lda,
double[] taua,
double[] b,
int ldb,
double[] taub,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dggrqf(int m,
int p,
int n,
double[] a,
int lda,
double[] taua,
double[] b,
int ldb,
double[] taub,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dggsvd(java.lang.String jobu,
java.lang.String jobv,
java.lang.String jobq,
int m,
int n,
int p,
org.netlib.util.intW k,
org.netlib.util.intW l,
double[] a,
int lda,
double[] b,
int ldb,
double[] alpha,
double[] beta,
double[] u,
int ldu,
double[] v,
int ldv,
double[] q,
int ldq,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dggsvp(java.lang.String jobu,
java.lang.String jobv,
java.lang.String jobq,
int m,
int p,
int n,
double[] a,
int lda,
double[] b,
int ldb,
double tola,
double tolb,
org.netlib.util.intW k,
org.netlib.util.intW l,
double[] u,
int ldu,
double[] v,
int ldv,
double[] q,
int ldq,
int[] iwork,
double[] tau,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dgtcon(java.lang.String norm,
int n,
double[] dl,
double[] d,
double[] du,
double[] du2,
int[] ipiv,
double anorm,
org.netlib.util.doubleW rcond,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dgtrfs(java.lang.String trans,
int n,
int nrhs,
double[] dl,
double[] d,
double[] du,
double[] dlf,
double[] df,
double[] duf,
double[] du2,
int[] ipiv,
double[] b,
int ldb,
double[] x,
int ldx,
double[] ferr,
double[] berr,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dgtsv(int n,
int nrhs,
double[] dl,
double[] d,
double[] du,
double[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
dgtsvx(java.lang.String fact,
java.lang.String trans,
int n,
int nrhs,
double[] dl,
double[] d,
double[] du,
double[] dlf,
double[] df,
double[] duf,
double[] du2,
int[] ipiv,
double[] b,
int ldb,
double[] x,
int ldx,
org.netlib.util.doubleW rcond,
double[] ferr,
double[] berr,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dgttrf(int n,
double[] dl,
double[] d,
double[] du,
double[] du2,
int[] ipiv,
org.netlib.util.intW info)
.. |
abstract void |
dgttrs(java.lang.String trans,
int n,
int nrhs,
double[] dl,
double[] d,
double[] du,
double[] du2,
int[] ipiv,
double[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
dgtts2(int itrans,
int n,
int nrhs,
double[] dl,
double[] d,
double[] du,
double[] du2,
int[] ipiv,
double[] b,
int ldb)
.. |
abstract void |
dhgeqz(java.lang.String job,
java.lang.String compq,
java.lang.String compz,
int n,
int ilo,
int ihi,
double[] h,
int ldh,
double[] t,
int ldt,
double[] alphar,
double[] alphai,
double[] beta,
double[] q,
int ldq,
double[] z,
int ldz,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dhsein(java.lang.String side,
java.lang.String eigsrc,
java.lang.String initv,
boolean[] select,
int n,
double[] h,
int ldh,
double[] wr,
double[] wi,
double[] vl,
int ldvl,
double[] vr,
int ldvr,
int mm,
org.netlib.util.intW m,
double[] work,
int[] ifaill,
int[] ifailr,
org.netlib.util.intW info)
.. |
abstract void |
dhseqr(java.lang.String job,
java.lang.String compz,
int n,
int ilo,
int ihi,
double[] h,
int ldh,
double[] wr,
double[] wi,
double[] z,
int ldz,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
boolean |
disnan(double din)
.. |
abstract void |
dlabad(org.netlib.util.doubleW small,
org.netlib.util.doubleW large)
.. |
abstract void |
dlabrd(int m,
int n,
int nb,
double[] a,
int lda,
double[] d,
double[] e,
double[] tauq,
double[] taup,
double[] x,
int ldx,
double[] y,
int ldy)
.. |
void |
dlacn2(int n,
double[] v,
double[] x,
int[] isgn,
org.netlib.util.doubleW est,
org.netlib.util.intW kase,
int[] isave)
.. |
abstract void |
dlacon(int n,
double[] v,
double[] x,
int[] isgn,
org.netlib.util.doubleW est,
org.netlib.util.intW kase)
.. |
abstract void |
dlacpy(java.lang.String uplo,
int m,
int n,
double[] a,
int lda,
double[] b,
int ldb)
.. |
abstract void |
dladiv(double a,
double b,
double c,
double d,
org.netlib.util.doubleW p,
org.netlib.util.doubleW q)
.. |
abstract void |
dlae2(double a,
double b,
double c,
org.netlib.util.doubleW rt1,
org.netlib.util.doubleW rt2)
.. |
abstract void |
dlaebz(int ijob,
int nitmax,
int n,
int mmax,
int minp,
int nbmin,
double abstol,
double reltol,
double pivmin,
double[] d,
double[] e,
double[] e2,
int[] nval,
double[] ab,
double[] c,
org.netlib.util.intW mout,
int[] nab,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dlaed0(int icompq,
int qsiz,
int n,
double[] d,
double[] e,
double[] q,
int ldq,
double[] qstore,
int ldqs,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dlaed1(int n,
double[] d,
double[] q,
int ldq,
int[] indxq,
org.netlib.util.doubleW rho,
int cutpnt,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dlaed2(org.netlib.util.intW k,
int n,
int n1,
double[] d,
double[] q,
int ldq,
int[] indxq,
org.netlib.util.doubleW rho,
double[] z,
double[] dlamda,
double[] w,
double[] q2,
int[] indx,
int[] indxc,
int[] indxp,
int[] coltyp,
org.netlib.util.intW info)
.. |
abstract void |
dlaed3(int k,
int n,
int n1,
double[] d,
double[] q,
int ldq,
double rho,
double[] dlamda,
double[] q2,
int[] indx,
int[] ctot,
double[] w,
double[] s,
org.netlib.util.intW info)
.. |
abstract void |
dlaed4(int n,
int i,
double[] d,
double[] z,
double[] delta,
double rho,
org.netlib.util.doubleW dlam,
org.netlib.util.intW info)
.. |
abstract void |
dlaed5(int i,
double[] d,
double[] z,
double[] delta,
double rho,
org.netlib.util.doubleW dlam)
.. |
abstract void |
dlaed6(int kniter,
boolean orgati,
double rho,
double[] d,
double[] z,
double finit,
org.netlib.util.doubleW tau,
org.netlib.util.intW info)
.. |
abstract void |
dlaed7(int icompq,
int n,
int qsiz,
int tlvls,
int curlvl,
int curpbm,
double[] d,
double[] q,
int ldq,
int[] indxq,
org.netlib.util.doubleW rho,
int cutpnt,
double[] qstore,
int[] qptr,
int[] prmptr,
int[] perm,
int[] givptr,
int[] givcol,
double[] givnum,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dlaed8(int icompq,
org.netlib.util.intW k,
int n,
int qsiz,
double[] d,
double[] q,
int ldq,
int[] indxq,
org.netlib.util.doubleW rho,
int cutpnt,
double[] z,
double[] dlamda,
double[] q2,
int ldq2,
double[] w,
int[] perm,
org.netlib.util.intW givptr,
int[] givcol,
double[] givnum,
int[] indxp,
int[] indx,
org.netlib.util.intW info)
.. |
abstract void |
dlaed9(int k,
int kstart,
int kstop,
int n,
double[] d,
double[] q,
int ldq,
double rho,
double[] dlamda,
double[] w,
double[] s,
int lds,
org.netlib.util.intW info)
.. |
abstract void |
dlaeda(int n,
int tlvls,
int curlvl,
int curpbm,
int[] prmptr,
int[] perm,
int[] givptr,
int[] givcol,
double[] givnum,
double[] q,
int[] qptr,
double[] z,
double[] ztemp,
org.netlib.util.intW info)
.. |
abstract void |
dlaein(boolean rightv,
boolean noinit,
int n,
double[] h,
int ldh,
double wr,
double wi,
double[] vr,
double[] vi,
double[] b,
int ldb,
double[] work,
double eps3,
double smlnum,
double bignum,
org.netlib.util.intW info)
.. |
abstract void |
dlaev2(double a,
double b,
double c,
org.netlib.util.doubleW rt1,
org.netlib.util.doubleW rt2,
org.netlib.util.doubleW cs1,
org.netlib.util.doubleW sn1)
.. |
abstract void |
dlaexc(boolean wantq,
int n,
double[] t,
int ldt,
double[] q,
int ldq,
int j1,
int n1,
int n2,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dlag2(double[] a,
int lda,
double[] b,
int ldb,
double safmin,
org.netlib.util.doubleW scale1,
org.netlib.util.doubleW scale2,
org.netlib.util.doubleW wr1,
org.netlib.util.doubleW wr2,
org.netlib.util.doubleW wi)
.. |
void |
dlag2s(int m,
int n,
double[] a,
int lda,
float[] sa,
int ldsa,
org.netlib.util.intW info)
.. |
abstract void |
dlags2(boolean upper,
double a1,
double a2,
double a3,
double b1,
double b2,
double b3,
org.netlib.util.doubleW csu,
org.netlib.util.doubleW snu,
org.netlib.util.doubleW csv,
org.netlib.util.doubleW snv,
org.netlib.util.doubleW csq,
org.netlib.util.doubleW snq)
.. |
abstract void |
dlagtf(int n,
double[] a,
double lambda,
double[] b,
double[] c,
double tol,
double[] d,
int[] in,
org.netlib.util.intW info)
.. |
abstract void |
dlagtm(java.lang.String trans,
int n,
int nrhs,
double alpha,
double[] dl,
double[] d,
double[] du,
double[] x,
int ldx,
double beta,
double[] b,
int ldb)
.. |
abstract void |
dlagts(int job,
int n,
double[] a,
double[] b,
double[] c,
double[] d,
int[] in,
double[] y,
org.netlib.util.doubleW tol,
org.netlib.util.intW info)
.. |
abstract void |
dlagv2(double[] a,
int lda,
double[] b,
int ldb,
double[] alphar,
double[] alphai,
double[] beta,
org.netlib.util.doubleW csl,
org.netlib.util.doubleW snl,
org.netlib.util.doubleW csr,
org.netlib.util.doubleW snr)
.. |
abstract void |
dlahqr(boolean wantt,
boolean wantz,
int n,
int ilo,
int ihi,
double[] h,
int ldh,
double[] wr,
double[] wi,
int iloz,
int ihiz,
double[] z,
int ldz,
org.netlib.util.intW info)
.. |
void |
dlahr2(int n,
int k,
int nb,
double[] a,
int lda,
double[] tau,
double[] t,
int ldt,
double[] y,
int ldy)
.. |
abstract void |
dlahrd(int n,
int k,
int nb,
double[] a,
int lda,
double[] tau,
double[] t,
int ldt,
double[] y,
int ldy)
.. |
abstract void |
dlaic1(int job,
int j,
double[] x,
double sest,
double[] w,
double gamma,
org.netlib.util.doubleW sestpr,
org.netlib.util.doubleW s,
org.netlib.util.doubleW c)
.. |
boolean |
dlaisnan(double din1,
double din2)
.. |
abstract void |
dlaln2(boolean ltrans,
int na,
int nw,
double smin,
double ca,
double[] a,
int lda,
double d1,
double d2,
double[] b,
int ldb,
double wr,
double wi,
double[] x,
int ldx,
org.netlib.util.doubleW scale,
org.netlib.util.doubleW xnorm,
org.netlib.util.intW info)
.. |
abstract void |
dlals0(int icompq,
int nl,
int nr,
int sqre,
int nrhs,
double[] b,
int ldb,
double[] bx,
int ldbx,
int[] perm,
int givptr,
int[] givcol,
int ldgcol,
double[] givnum,
int ldgnum,
double[] poles,
double[] difl,
double[] difr,
double[] z,
int k,
double c,
double s,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dlalsa(int icompq,
int smlsiz,
int n,
int nrhs,
double[] b,
int ldb,
double[] bx,
int ldbx,
double[] u,
int ldu,
double[] vt,
int[] k,
double[] difl,
double[] difr,
double[] z,
double[] poles,
int[] givptr,
int[] givcol,
int ldgcol,
int[] perm,
double[] givnum,
double[] c,
double[] s,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dlalsd(java.lang.String uplo,
int smlsiz,
int n,
int nrhs,
double[] d,
double[] e,
double[] b,
int ldb,
double rcond,
org.netlib.util.intW rank,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dlamc1(org.netlib.util.intW beta,
org.netlib.util.intW t,
org.netlib.util.booleanW rnd,
org.netlib.util.booleanW ieee1)
.. |
abstract void |
dlamc2(org.netlib.util.intW beta,
org.netlib.util.intW t,
org.netlib.util.booleanW rnd,
org.netlib.util.doubleW eps,
org.netlib.util.intW emin,
org.netlib.util.doubleW rmin,
org.netlib.util.intW emax,
org.netlib.util.doubleW rmax)
.. |
double |
dlamc3(double a,
double b)
.. |
abstract void |
dlamc4(org.netlib.util.intW emin,
double start,
int base)
.. |
abstract void |
dlamc5(int beta,
int p,
int emin,
boolean ieee,
org.netlib.util.intW emax,
org.netlib.util.doubleW rmax)
.. |
abstract double |
dlamch(java.lang.String cmach)
.. |
abstract void |
dlamrg(int n1,
int n2,
double[] a,
int dtrd1,
int dtrd2,
int[] index)
.. |
int |
dlaneg(int n,
double[] d,
double[] lld,
double sigma,
double pivmin,
int r)
.. |
double |
dlangb(java.lang.String norm,
int n,
int kl,
int ku,
double[] ab,
int ldab,
double[] work)
.. |
double |
dlange(java.lang.String norm,
int m,
int n,
double[] a,
int lda,
double[] work)
.. |
double |
dlangt(java.lang.String norm,
int n,
double[] dl,
double[] d,
double[] du)
.. |
double |
dlanhs(java.lang.String norm,
int n,
double[] a,
int lda,
double[] work)
.. |
double |
dlansb(java.lang.String norm,
java.lang.String uplo,
int n,
int k,
double[] ab,
int ldab,
double[] work)
.. |
double |
dlansp(java.lang.String norm,
java.lang.String uplo,
int n,
double[] ap,
double[] work)
.. |
double |
dlanst(java.lang.String norm,
int n,
double[] d,
double[] e)
.. |
double |
dlansy(java.lang.String norm,
java.lang.String uplo,
int n,
double[] a,
int lda,
double[] work)
.. |
double |
dlantb(java.lang.String norm,
java.lang.String uplo,
java.lang.String diag,
int n,
int k,
double[] ab,
int ldab,
double[] work)
.. |
double |
dlantp(java.lang.String norm,
java.lang.String uplo,
java.lang.String diag,
int n,
double[] ap,
double[] work)
.. |
double |
dlantr(java.lang.String norm,
java.lang.String uplo,
java.lang.String diag,
int m,
int n,
double[] a,
int lda,
double[] work)
.. |
abstract void |
dlanv2(org.netlib.util.doubleW a,
org.netlib.util.doubleW b,
org.netlib.util.doubleW c,
org.netlib.util.doubleW d,
org.netlib.util.doubleW rt1r,
org.netlib.util.doubleW rt1i,
org.netlib.util.doubleW rt2r,
org.netlib.util.doubleW rt2i,
org.netlib.util.doubleW cs,
org.netlib.util.doubleW sn)
.. |
abstract void |
dlapll(int n,
double[] x,
int incx,
double[] y,
int incy,
org.netlib.util.doubleW ssmin)
.. |
abstract void |
dlapmt(boolean forwrd,
int m,
int n,
double[] x,
int ldx,
int[] k)
.. |
double |
dlapy2(double x,
double y)
.. |
double |
dlapy3(double x,
double y,
double z)
.. |
abstract void |
dlaqgb(int m,
int n,
int kl,
int ku,
double[] ab,
int ldab,
double[] r,
double[] c,
double rowcnd,
double colcnd,
double amax,
org.netlib.util.StringW equed)
.. |
abstract void |
dlaqge(int m,
int n,
double[] a,
int lda,
double[] r,
double[] c,
double rowcnd,
double colcnd,
double amax,
org.netlib.util.StringW equed)
.. |
abstract void |
dlaqp2(int m,
int n,
int offset,
double[] a,
int lda,
int[] jpvt,
double[] tau,
double[] vn1,
double[] vn2,
double[] work)
.. |
abstract void |
dlaqps(int m,
int n,
int offset,
int nb,
org.netlib.util.intW kb,
double[] a,
int lda,
int[] jpvt,
double[] tau,
double[] vn1,
double[] vn2,
double[] auxv,
double[] f,
int ldf)
.. |
void |
dlaqr0(boolean wantt,
boolean wantz,
int n,
int ilo,
int ihi,
double[] h,
int ldh,
double[] wr,
double[] wi,
int iloz,
int ihiz,
double[] z,
int ldz,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
void |
dlaqr1(int n,
double[] h,
int ldh,
double sr1,
double si1,
double sr2,
double si2,
double[] v)
.. |
void |
dlaqr2(boolean wantt,
boolean wantz,
int n,
int ktop,
int kbot,
int nw,
double[] h,
int ldh,
int iloz,
int ihiz,
double[] z,
int ldz,
org.netlib.util.intW ns,
org.netlib.util.intW nd,
double[] sr,
double[] si,
double[] v,
int ldv,
int nh,
double[] t,
int ldt,
int nv,
double[] wv,
int ldwv,
double[] work,
int lwork)
.. |
void |
dlaqr3(boolean wantt,
boolean wantz,
int n,
int ktop,
int kbot,
int nw,
double[] h,
int ldh,
int iloz,
int ihiz,
double[] z,
int ldz,
org.netlib.util.intW ns,
org.netlib.util.intW nd,
double[] sr,
double[] si,
double[] v,
int ldv,
int nh,
double[] t,
int ldt,
int nv,
double[] wv,
int ldwv,
double[] work,
int lwork)
.. |
void |
dlaqr4(boolean wantt,
boolean wantz,
int n,
int ilo,
int ihi,
double[] h,
int ldh,
double[] wr,
double[] wi,
int iloz,
int ihiz,
double[] z,
int ldz,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
void |
dlaqr5(boolean wantt,
boolean wantz,
int kacc22,
int n,
int ktop,
int kbot,
int nshfts,
double[] sr,
double[] si,
double[] h,
int ldh,
int iloz,
int ihiz,
double[] z,
int ldz,
double[] v,
int ldv,
double[] u,
int ldu,
int nv,
double[] wv,
int ldwv,
int nh,
double[] wh,
int ldwh)
.. |
abstract void |
dlaqsb(java.lang.String uplo,
int n,
int kd,
double[] ab,
int ldab,
double[] s,
double scond,
double amax,
org.netlib.util.StringW equed)
.. |
abstract void |
dlaqsp(java.lang.String uplo,
int n,
double[] ap,
double[] s,
double scond,
double amax,
org.netlib.util.StringW equed)
.. |
abstract void |
dlaqsy(java.lang.String uplo,
int n,
double[] a,
int lda,
double[] s,
double scond,
double amax,
org.netlib.util.StringW equed)
.. |
abstract void |
dlaqtr(boolean ltran,
boolean lreal,
int n,
double[] t,
int ldt,
double[] b,
double w,
org.netlib.util.doubleW scale,
double[] x,
double[] work,
org.netlib.util.intW info)
.. |
void |
dlar1v(int n,
int b1,
int bn,
double lambda,
double[] d,
double[] l,
double[] ld,
double[] lld,
double pivmin,
double gaptol,
double[] z,
boolean wantnc,
org.netlib.util.intW negcnt,
org.netlib.util.doubleW ztz,
org.netlib.util.doubleW mingma,
org.netlib.util.intW r,
int[] isuppz,
org.netlib.util.doubleW nrminv,
org.netlib.util.doubleW resid,
org.netlib.util.doubleW rqcorr,
double[] work)
.. |
abstract void |
dlar2v(int n,
double[] x,
double[] y,
double[] z,
int incx,
double[] c,
double[] s,
int incc)
.. |
abstract void |
dlarf(java.lang.String side,
int m,
int n,
double[] v,
int incv,
double tau,
double[] c,
int Ldc,
double[] work)
.. |
abstract void |
dlarfb(java.lang.String side,
java.lang.String trans,
java.lang.String direct,
java.lang.String storev,
int m,
int n,
int k,
double[] v,
int ldv,
double[] t,
int ldt,
double[] c,
int Ldc,
double[] work,
int ldwork)
.. |
abstract void |
dlarfg(int n,
org.netlib.util.doubleW alpha,
double[] x,
int incx,
org.netlib.util.doubleW tau)
.. |
abstract void |
dlarft(java.lang.String direct,
java.lang.String storev,
int n,
int k,
double[] v,
int ldv,
double[] tau,
double[] t,
int ldt)
.. |
abstract void |
dlarfx(java.lang.String side,
int m,
int n,
double[] v,
double tau,
double[] c,
int Ldc,
double[] work)
.. |
abstract void |
dlargv(int n,
double[] x,
int incx,
double[] y,
int incy,
double[] c,
int incc)
.. |
abstract void |
dlarnv(int idist,
int[] iseed,
int n,
double[] x)
.. |
void |
dlarra(int n,
double[] d,
double[] e,
double[] e2,
double spltol,
double tnrm,
org.netlib.util.intW nsplit,
int[] isplit,
org.netlib.util.intW info)
.. |
void |
dlarrb(int n,
double[] d,
double[] lld,
int ifirst,
int ilast,
double rtol1,
double rtol2,
int offset,
double[] w,
double[] wgap,
double[] werr,
double[] work,
int[] iwork,
double pivmin,
double spdiam,
int twist,
org.netlib.util.intW info)
.. |
void |
dlarrc(java.lang.String jobt,
int n,
double vl,
double vu,
double[] d,
double[] e,
double pivmin,
org.netlib.util.intW eigcnt,
org.netlib.util.intW lcnt,
org.netlib.util.intW rcnt,
org.netlib.util.intW info)
.. |
void |
dlarrd(java.lang.String range,
java.lang.String order,
int n,
double vl,
double vu,
int il,
int iu,
double[] gers,
double reltol,
double[] d,
double[] e,
double[] e2,
double pivmin,
int nsplit,
int[] isplit,
org.netlib.util.intW m,
double[] w,
double[] werr,
org.netlib.util.doubleW wl,
org.netlib.util.doubleW wu,
int[] iblock,
int[] indexw,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
void |
dlarre(java.lang.String range,
int n,
org.netlib.util.doubleW vl,
org.netlib.util.doubleW vu,
int il,
int iu,
double[] d,
double[] e,
double[] e2,
double rtol1,
double rtol2,
double spltol,
org.netlib.util.intW nsplit,
int[] isplit,
org.netlib.util.intW m,
double[] w,
double[] werr,
double[] wgap,
int[] iblock,
int[] indexw,
double[] gers,
org.netlib.util.doubleW pivmin,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
void |
dlarrf(int n,
double[] d,
double[] l,
double[] ld,
int clstrt,
int clend,
double[] w,
double[] wgap,
double[] werr,
double spdiam,
double clgapl,
double clgapr,
double pivmin,
org.netlib.util.doubleW sigma,
double[] dplus,
double[] lplus,
double[] work,
org.netlib.util.intW info)
.. |
void |
dlarrj(int n,
double[] d,
double[] e2,
int ifirst,
int ilast,
double rtol,
int offset,
double[] w,
double[] werr,
double[] work,
int[] iwork,
double pivmin,
double spdiam,
org.netlib.util.intW info)
.. |
void |
dlarrk(int n,
int iw,
double gl,
double gu,
double[] d,
double[] e2,
double pivmin,
double reltol,
org.netlib.util.doubleW w,
org.netlib.util.doubleW werr,
org.netlib.util.intW info)
.. |
void |
dlarrr(int n,
double[] d,
double[] e,
org.netlib.util.intW info)
.. |
void |
dlarrv(int n,
double vl,
double vu,
double[] d,
double[] l,
double pivmin,
int[] isplit,
int m,
int dol,
int dou,
double minrgp,
org.netlib.util.doubleW rtol1,
org.netlib.util.doubleW rtol2,
double[] w,
double[] werr,
double[] wgap,
int[] iblock,
int[] indexw,
double[] gers,
double[] z,
int ldz,
int[] isuppz,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dlartg(double f,
double g,
org.netlib.util.doubleW cs,
org.netlib.util.doubleW sn,
org.netlib.util.doubleW r)
.. |
abstract void |
dlartv(int n,
double[] x,
int incx,
double[] y,
int incy,
double[] c,
double[] s,
int incc)
.. |
abstract void |
dlaruv(int[] iseed,
int n,
double[] x)
.. |
abstract void |
dlarz(java.lang.String side,
int m,
int n,
int l,
double[] v,
int incv,
double tau,
double[] c,
int Ldc,
double[] work)
.. |
abstract void |
dlarzb(java.lang.String side,
java.lang.String trans,
java.lang.String direct,
java.lang.String storev,
int m,
int n,
int k,
int l,
double[] v,
int ldv,
double[] t,
int ldt,
double[] c,
int Ldc,
double[] work,
int ldwork)
.. |
abstract void |
dlarzt(java.lang.String direct,
java.lang.String storev,
int n,
int k,
double[] v,
int ldv,
double[] tau,
double[] t,
int ldt)
.. |
abstract void |
dlas2(double f,
double g,
double h,
org.netlib.util.doubleW ssmin,
org.netlib.util.doubleW ssmax)
.. |
abstract void |
dlascl(java.lang.String type,
int kl,
int ku,
double cfrom,
double cto,
int m,
int n,
double[] a,
int lda,
org.netlib.util.intW info)
.. |
abstract void |
dlasd0(int n,
int sqre,
double[] d,
double[] e,
double[] u,
int ldu,
double[] vt,
int ldvt,
int smlsiz,
int[] iwork,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dlasd1(int nl,
int nr,
int sqre,
double[] d,
org.netlib.util.doubleW alpha,
org.netlib.util.doubleW beta,
double[] u,
int ldu,
double[] vt,
int ldvt,
int[] idxq,
int[] iwork,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dlasd2(int nl,
int nr,
int sqre,
org.netlib.util.intW k,
double[] d,
double[] z,
double alpha,
double beta,
double[] u,
int ldu,
double[] vt,
int ldvt,
double[] dsigma,
double[] u2,
int ldu2,
double[] vt2,
int ldvt2,
int[] idxp,
int[] idx,
int[] idxc,
int[] idxq,
int[] coltyp,
org.netlib.util.intW info)
.. |
abstract void |
dlasd3(int nl,
int nr,
int sqre,
int k,
double[] d,
double[] q,
int ldq,
double[] dsigma,
double[] u,
int ldu,
double[] u2,
int ldu2,
double[] vt,
int ldvt,
double[] vt2,
int ldvt2,
int[] idxc,
int[] ctot,
double[] z,
org.netlib.util.intW info)
.. |
abstract void |
dlasd4(int n,
int i,
double[] d,
double[] z,
double[] delta,
double rho,
org.netlib.util.doubleW sigma,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dlasd5(int i,
double[] d,
double[] z,
double[] delta,
double rho,
org.netlib.util.doubleW dsigma,
double[] work)
.. |
abstract void |
dlasd6(int icompq,
int nl,
int nr,
int sqre,
double[] d,
double[] vf,
double[] vl,
org.netlib.util.doubleW alpha,
org.netlib.util.doubleW beta,
int[] idxq,
int[] perm,
org.netlib.util.intW givptr,
int[] givcol,
int ldgcol,
double[] givnum,
int ldgnum,
double[] poles,
double[] difl,
double[] difr,
double[] z,
org.netlib.util.intW k,
org.netlib.util.doubleW c,
org.netlib.util.doubleW s,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dlasd7(int icompq,
int nl,
int nr,
int sqre,
org.netlib.util.intW k,
double[] d,
double[] z,
double[] zw,
double[] vf,
double[] vfw,
double[] vl,
double[] vlw,
double alpha,
double beta,
double[] dsigma,
int[] idx,
int[] idxp,
int[] idxq,
int[] perm,
org.netlib.util.intW givptr,
int[] givcol,
int ldgcol,
double[] givnum,
int ldgnum,
org.netlib.util.doubleW c,
org.netlib.util.doubleW s,
org.netlib.util.intW info)
.. |
abstract void |
dlasd8(int icompq,
int k,
double[] d,
double[] z,
double[] vf,
double[] vl,
double[] difl,
double[] difr,
int lddifr,
double[] dsigma,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dlasda(int icompq,
int smlsiz,
int n,
int sqre,
double[] d,
double[] e,
double[] u,
int ldu,
double[] vt,
int[] k,
double[] difl,
double[] difr,
double[] z,
double[] poles,
int[] givptr,
int[] givcol,
int ldgcol,
int[] perm,
double[] givnum,
double[] c,
double[] s,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dlasdq(java.lang.String uplo,
int sqre,
int n,
int ncvt,
int nru,
int ncc,
double[] d,
double[] e,
double[] vt,
int ldvt,
double[] u,
int ldu,
double[] c,
int Ldc,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dlasdt(int n,
org.netlib.util.intW lvl,
org.netlib.util.intW nd,
int[] inode,
int[] ndiml,
int[] ndimr,
int msub)
.. |
abstract void |
dlaset(java.lang.String uplo,
int m,
int n,
double alpha,
double beta,
double[] a,
int lda)
.. |
abstract void |
dlasq1(int n,
double[] d,
double[] e,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dlasq2(int n,
double[] z,
org.netlib.util.intW info)
.. |
abstract void |
dlasq3(int i0,
org.netlib.util.intW n0,
double[] z,
int pp,
org.netlib.util.doubleW dmin,
org.netlib.util.doubleW sigma,
org.netlib.util.doubleW desig,
org.netlib.util.doubleW qmax,
org.netlib.util.intW nfail,
org.netlib.util.intW iter,
org.netlib.util.intW ndiv,
boolean ieee)
.. |
abstract void |
dlasq4(int i0,
int n0,
double[] z,
int pp,
int n0in,
double dmin,
double dmin1,
double dmin2,
double dn,
double dn1,
double dn2,
org.netlib.util.doubleW tau,
org.netlib.util.intW ttype)
.. |
abstract void |
dlasq5(int i0,
int n0,
double[] z,
int pp,
double tau,
org.netlib.util.doubleW dmin,
org.netlib.util.doubleW dmin1,
org.netlib.util.doubleW dmin2,
org.netlib.util.doubleW dn,
org.netlib.util.doubleW dnm1,
org.netlib.util.doubleW dnm2,
boolean ieee)
.. |
abstract void |
dlasq6(int i0,
int n0,
double[] z,
int pp,
org.netlib.util.doubleW dmin,
org.netlib.util.doubleW dmin1,
org.netlib.util.doubleW dmin2,
org.netlib.util.doubleW dn,
org.netlib.util.doubleW dnm1,
org.netlib.util.doubleW dnm2)
.. |
abstract void |
dlasr(java.lang.String side,
java.lang.String pivot,
java.lang.String direct,
int m,
int n,
double[] c,
double[] s,
double[] a,
int lda)
.. |
abstract void |
dlasrt(java.lang.String id,
int n,
double[] d,
org.netlib.util.intW info)
.. |
abstract void |
dlassq(int n,
double[] x,
int incx,
org.netlib.util.doubleW scale,
org.netlib.util.doubleW sumsq)
.. |
abstract void |
dlasv2(double f,
double g,
double h,
org.netlib.util.doubleW ssmin,
org.netlib.util.doubleW ssmax,
org.netlib.util.doubleW snr,
org.netlib.util.doubleW csr,
org.netlib.util.doubleW snl,
org.netlib.util.doubleW csl)
.. |
abstract void |
dlaswp(int n,
double[] a,
int lda,
int k1,
int k2,
int[] ipiv,
int incx)
.. |
abstract void |
dlasy2(boolean ltranl,
boolean ltranr,
int isgn,
int n1,
int n2,
double[] tl,
int ldtl,
double[] tr,
int ldtr,
double[] b,
int ldb,
org.netlib.util.doubleW scale,
double[] x,
int ldx,
org.netlib.util.doubleW xnorm,
org.netlib.util.intW info)
.. |
abstract void |
dlasyf(java.lang.String uplo,
int n,
int nb,
org.netlib.util.intW kb,
double[] a,
int lda,
int[] ipiv,
double[] w,
int ldw,
org.netlib.util.intW info)
.. |
abstract void |
dlatbs(java.lang.String uplo,
java.lang.String trans,
java.lang.String diag,
java.lang.String normin,
int n,
int kd,
double[] ab,
int ldab,
double[] x,
org.netlib.util.doubleW scale,
double[] cnorm,
org.netlib.util.intW info)
.. |
abstract void |
dlatdf(int ijob,
int n,
double[] z,
int ldz,
double[] rhs,
org.netlib.util.doubleW rdsum,
org.netlib.util.doubleW rdscal,
int[] ipiv,
int[] jpiv)
.. |
abstract void |
dlatps(java.lang.String uplo,
java.lang.String trans,
java.lang.String diag,
java.lang.String normin,
int n,
double[] ap,
double[] x,
org.netlib.util.doubleW scale,
double[] cnorm,
org.netlib.util.intW info)
.. |
abstract void |
dlatrd(java.lang.String uplo,
int n,
int nb,
double[] a,
int lda,
double[] e,
double[] tau,
double[] w,
int ldw)
.. |
abstract void |
dlatrs(java.lang.String uplo,
java.lang.String trans,
java.lang.String diag,
java.lang.String normin,
int n,
double[] a,
int lda,
double[] x,
org.netlib.util.doubleW scale,
double[] cnorm,
org.netlib.util.intW info)
.. |
abstract void |
dlatrz(int m,
int n,
int l,
double[] a,
int lda,
double[] tau,
double[] work)
.. |
abstract void |
dlatzm(java.lang.String side,
int m,
int n,
double[] v,
int incv,
double tau,
double[] c1,
double[] c2,
int Ldc,
double[] work)
.. |
abstract void |
dlauu2(java.lang.String uplo,
int n,
double[] a,
int lda,
org.netlib.util.intW info)
.. |
abstract void |
dlauum(java.lang.String uplo,
int n,
double[] a,
int lda,
org.netlib.util.intW info)
.. |
void |
dlazq3(int i0,
org.netlib.util.intW n0,
double[] z,
int pp,
org.netlib.util.doubleW dmin,
org.netlib.util.doubleW sigma,
org.netlib.util.doubleW desig,
org.netlib.util.doubleW qmax,
org.netlib.util.intW nfail,
org.netlib.util.intW iter,
org.netlib.util.intW ndiv,
boolean ieee,
org.netlib.util.intW ttype,
org.netlib.util.doubleW dmin1,
org.netlib.util.doubleW dmin2,
org.netlib.util.doubleW dn,
org.netlib.util.doubleW dn1,
org.netlib.util.doubleW dn2,
org.netlib.util.doubleW tau)
.. |
void |
dlazq4(int i0,
int n0,
double[] z,
int pp,
int n0in,
double dmin,
double dmin1,
double dmin2,
double dn,
double dn1,
double dn2,
org.netlib.util.doubleW tau,
org.netlib.util.intW ttype,
org.netlib.util.doubleW g)
.. |
abstract void |
dopgtr(java.lang.String uplo,
int n,
double[] ap,
double[] tau,
double[] q,
int ldq,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dopmtr(java.lang.String side,
java.lang.String uplo,
java.lang.String trans,
int m,
int n,
double[] ap,
double[] tau,
double[] c,
int Ldc,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dorg2l(int m,
int n,
int k,
double[] a,
int lda,
double[] tau,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dorg2r(int m,
int n,
int k,
double[] a,
int lda,
double[] tau,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dorgbr(java.lang.String vect,
int m,
int n,
int k,
double[] a,
int lda,
double[] tau,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dorghr(int n,
int ilo,
int ihi,
double[] a,
int lda,
double[] tau,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dorgl2(int m,
int n,
int k,
double[] a,
int lda,
double[] tau,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dorglq(int m,
int n,
int k,
double[] a,
int lda,
double[] tau,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dorgql(int m,
int n,
int k,
double[] a,
int lda,
double[] tau,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dorgqr(int m,
int n,
int k,
double[] a,
int lda,
double[] tau,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dorgr2(int m,
int n,
int k,
double[] a,
int lda,
double[] tau,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dorgrq(int m,
int n,
int k,
double[] a,
int lda,
double[] tau,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dorgtr(java.lang.String uplo,
int n,
double[] a,
int lda,
double[] tau,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dorm2l(java.lang.String side,
java.lang.String trans,
int m,
int n,
int k,
double[] a,
int lda,
double[] tau,
double[] c,
int Ldc,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dorm2r(java.lang.String side,
java.lang.String trans,
int m,
int n,
int k,
double[] a,
int lda,
double[] tau,
double[] c,
int Ldc,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dormbr(java.lang.String vect,
java.lang.String side,
java.lang.String trans,
int m,
int n,
int k,
double[] a,
int lda,
double[] tau,
double[] c,
int Ldc,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dormhr(java.lang.String side,
java.lang.String trans,
int m,
int n,
int ilo,
int ihi,
double[] a,
int lda,
double[] tau,
double[] c,
int Ldc,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dorml2(java.lang.String side,
java.lang.String trans,
int m,
int n,
int k,
double[] a,
int lda,
double[] tau,
double[] c,
int Ldc,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dormlq(java.lang.String side,
java.lang.String trans,
int m,
int n,
int k,
double[] a,
int lda,
double[] tau,
double[] c,
int Ldc,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dormql(java.lang.String side,
java.lang.String trans,
int m,
int n,
int k,
double[] a,
int lda,
double[] tau,
double[] c,
int Ldc,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dormqr(java.lang.String side,
java.lang.String trans,
int m,
int n,
int k,
double[] a,
int lda,
double[] tau,
double[] c,
int Ldc,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dormr2(java.lang.String side,
java.lang.String trans,
int m,
int n,
int k,
double[] a,
int lda,
double[] tau,
double[] c,
int Ldc,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dormr3(java.lang.String side,
java.lang.String trans,
int m,
int n,
int k,
int l,
double[] a,
int lda,
double[] tau,
double[] c,
int Ldc,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dormrq(java.lang.String side,
java.lang.String trans,
int m,
int n,
int k,
double[] a,
int lda,
double[] tau,
double[] c,
int Ldc,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dormrz(java.lang.String side,
java.lang.String trans,
int m,
int n,
int k,
int l,
double[] a,
int lda,
double[] tau,
double[] c,
int Ldc,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dormtr(java.lang.String side,
java.lang.String uplo,
java.lang.String trans,
int m,
int n,
double[] a,
int lda,
double[] tau,
double[] c,
int Ldc,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dpbcon(java.lang.String uplo,
int n,
int kd,
double[] ab,
int ldab,
double anorm,
org.netlib.util.doubleW rcond,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dpbequ(java.lang.String uplo,
int n,
int kd,
double[] ab,
int ldab,
double[] s,
org.netlib.util.doubleW scond,
org.netlib.util.doubleW amax,
org.netlib.util.intW info)
.. |
abstract void |
dpbrfs(java.lang.String uplo,
int n,
int kd,
int nrhs,
double[] ab,
int ldab,
double[] afb,
int ldafb,
double[] b,
int ldb,
double[] x,
int ldx,
double[] ferr,
double[] berr,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dpbstf(java.lang.String uplo,
int n,
int kd,
double[] ab,
int ldab,
org.netlib.util.intW info)
.. |
abstract void |
dpbsv(java.lang.String uplo,
int n,
int kd,
int nrhs,
double[] ab,
int ldab,
double[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
dpbsvx(java.lang.String fact,
java.lang.String uplo,
int n,
int kd,
int nrhs,
double[] ab,
int ldab,
double[] afb,
int ldafb,
org.netlib.util.StringW equed,
double[] s,
double[] b,
int ldb,
double[] x,
int ldx,
org.netlib.util.doubleW rcond,
double[] ferr,
double[] berr,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dpbtf2(java.lang.String uplo,
int n,
int kd,
double[] ab,
int ldab,
org.netlib.util.intW info)
.. |
abstract void |
dpbtrf(java.lang.String uplo,
int n,
int kd,
double[] ab,
int ldab,
org.netlib.util.intW info)
.. |
abstract void |
dpbtrs(java.lang.String uplo,
int n,
int kd,
int nrhs,
double[] ab,
int ldab,
double[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
dpocon(java.lang.String uplo,
int n,
double[] a,
int lda,
double anorm,
org.netlib.util.doubleW rcond,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dpoequ(int n,
double[] a,
int lda,
double[] s,
org.netlib.util.doubleW scond,
org.netlib.util.doubleW amax,
org.netlib.util.intW info)
.. |
abstract void |
dporfs(java.lang.String uplo,
int n,
int nrhs,
double[] a,
int lda,
double[] af,
int ldaf,
double[] b,
int ldb,
double[] x,
int ldx,
double[] ferr,
double[] berr,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dposv(java.lang.String uplo,
int n,
int nrhs,
double[] a,
int lda,
double[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
dposvx(java.lang.String fact,
java.lang.String uplo,
int n,
int nrhs,
double[] a,
int lda,
double[] af,
int ldaf,
org.netlib.util.StringW equed,
double[] s,
double[] b,
int ldb,
double[] x,
int ldx,
org.netlib.util.doubleW rcond,
double[] ferr,
double[] berr,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dpotf2(java.lang.String uplo,
int n,
double[] a,
int lda,
org.netlib.util.intW info)
.. |
abstract void |
dpotrf(java.lang.String uplo,
int n,
double[] a,
int lda,
org.netlib.util.intW info)
.. |
abstract void |
dpotri(java.lang.String uplo,
int n,
double[] a,
int lda,
org.netlib.util.intW info)
.. |
abstract void |
dpotrs(java.lang.String uplo,
int n,
int nrhs,
double[] a,
int lda,
double[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
dppcon(java.lang.String uplo,
int n,
double[] ap,
double anorm,
org.netlib.util.doubleW rcond,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dppequ(java.lang.String uplo,
int n,
double[] ap,
double[] s,
org.netlib.util.doubleW scond,
org.netlib.util.doubleW amax,
org.netlib.util.intW info)
.. |
abstract void |
dpprfs(java.lang.String uplo,
int n,
int nrhs,
double[] ap,
double[] afp,
double[] b,
int ldb,
double[] x,
int ldx,
double[] ferr,
double[] berr,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dppsv(java.lang.String uplo,
int n,
int nrhs,
double[] ap,
double[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
dppsvx(java.lang.String fact,
java.lang.String uplo,
int n,
int nrhs,
double[] ap,
double[] afp,
org.netlib.util.StringW equed,
double[] s,
double[] b,
int ldb,
double[] x,
int ldx,
org.netlib.util.doubleW rcond,
double[] ferr,
double[] berr,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dpptrf(java.lang.String uplo,
int n,
double[] ap,
org.netlib.util.intW info)
.. |
abstract void |
dpptri(java.lang.String uplo,
int n,
double[] ap,
org.netlib.util.intW info)
.. |
abstract void |
dpptrs(java.lang.String uplo,
int n,
int nrhs,
double[] ap,
double[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
dptcon(int n,
double[] d,
double[] e,
double anorm,
org.netlib.util.doubleW rcond,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dpteqr(java.lang.String compz,
int n,
double[] d,
double[] e,
double[] z,
int ldz,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dptrfs(int n,
int nrhs,
double[] d,
double[] e,
double[] df,
double[] ef,
double[] b,
int ldb,
double[] x,
int ldx,
double[] ferr,
double[] berr,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dptsv(int n,
int nrhs,
double[] d,
double[] e,
double[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
dptsvx(java.lang.String fact,
int n,
int nrhs,
double[] d,
double[] e,
double[] df,
double[] ef,
double[] b,
int ldb,
double[] x,
int ldx,
org.netlib.util.doubleW rcond,
double[] ferr,
double[] berr,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dpttrf(int n,
double[] d,
double[] e,
org.netlib.util.intW info)
.. |
abstract void |
dpttrs(int n,
int nrhs,
double[] d,
double[] e,
double[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
dptts2(int n,
int nrhs,
double[] d,
double[] e,
double[] b,
int ldb)
.. |
abstract void |
drscl(int n,
double sa,
double[] sx,
int incx)
.. |
abstract void |
dsbev(java.lang.String jobz,
java.lang.String uplo,
int n,
int kd,
double[] ab,
int ldab,
double[] w,
double[] z,
int ldz,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dsbevd(java.lang.String jobz,
java.lang.String uplo,
int n,
int kd,
double[] ab,
int ldab,
double[] w,
double[] z,
int ldz,
double[] work,
int lwork,
int[] iwork,
int liwork,
org.netlib.util.intW info)
.. |
abstract void |
dsbevx(java.lang.String jobz,
java.lang.String range,
java.lang.String uplo,
int n,
int kd,
double[] ab,
int ldab,
double[] q,
int ldq,
double vl,
double vu,
int il,
int iu,
double abstol,
org.netlib.util.intW m,
double[] w,
double[] z,
int ldz,
double[] work,
int[] iwork,
int[] ifail,
org.netlib.util.intW info)
.. |
abstract void |
dsbgst(java.lang.String vect,
java.lang.String uplo,
int n,
int ka,
int kb,
double[] ab,
int ldab,
double[] bb,
int ldbb,
double[] x,
int ldx,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dsbgv(java.lang.String jobz,
java.lang.String uplo,
int n,
int ka,
int kb,
double[] ab,
int ldab,
double[] bb,
int ldbb,
double[] w,
double[] z,
int ldz,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dsbgvd(java.lang.String jobz,
java.lang.String uplo,
int n,
int ka,
int kb,
double[] ab,
int ldab,
double[] bb,
int ldbb,
double[] w,
double[] z,
int ldz,
double[] work,
int lwork,
int[] iwork,
int liwork,
org.netlib.util.intW info)
.. |
abstract void |
dsbgvx(java.lang.String jobz,
java.lang.String range,
java.lang.String uplo,
int n,
int ka,
int kb,
double[] ab,
int ldab,
double[] bb,
int ldbb,
double[] q,
int ldq,
double vl,
double vu,
int il,
int iu,
double abstol,
org.netlib.util.intW m,
double[] w,
double[] z,
int ldz,
double[] work,
int[] iwork,
int[] ifail,
org.netlib.util.intW info)
.. |
abstract void |
dsbtrd(java.lang.String vect,
java.lang.String uplo,
int n,
int kd,
double[] ab,
int ldab,
double[] d,
double[] e,
double[] q,
int ldq,
double[] work,
org.netlib.util.intW info)
.. |
double |
dsecnd()
-- LAPACK auxiliary routine (version 3.1.1) -- Univ. |
void |
dsgesv(int n,
int nrhs,
double[] a,
int lda,
int[] ipiv,
double[] b,
int ldb,
double[] x,
int ldx,
double[] work,
float[] swork,
org.netlib.util.intW iter,
org.netlib.util.intW info)
.. |
abstract void |
dspcon(java.lang.String uplo,
int n,
double[] ap,
int[] ipiv,
double anorm,
org.netlib.util.doubleW rcond,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dspev(java.lang.String jobz,
java.lang.String uplo,
int n,
double[] ap,
double[] w,
double[] z,
int ldz,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dspevd(java.lang.String jobz,
java.lang.String uplo,
int n,
double[] ap,
double[] w,
double[] z,
int ldz,
double[] work,
int lwork,
int[] iwork,
int liwork,
org.netlib.util.intW info)
.. |
abstract void |
dspevx(java.lang.String jobz,
java.lang.String range,
java.lang.String uplo,
int n,
double[] ap,
double vl,
double vu,
int il,
int iu,
double abstol,
org.netlib.util.intW m,
double[] w,
double[] z,
int ldz,
double[] work,
int[] iwork,
int[] ifail,
org.netlib.util.intW info)
.. |
abstract void |
dspgst(int itype,
java.lang.String uplo,
int n,
double[] ap,
double[] bp,
org.netlib.util.intW info)
.. |
abstract void |
dspgv(int itype,
java.lang.String jobz,
java.lang.String uplo,
int n,
double[] ap,
double[] bp,
double[] w,
double[] z,
int ldz,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dspgvd(int itype,
java.lang.String jobz,
java.lang.String uplo,
int n,
double[] ap,
double[] bp,
double[] w,
double[] z,
int ldz,
double[] work,
int lwork,
int[] iwork,
int liwork,
org.netlib.util.intW info)
.. |
abstract void |
dspgvx(int itype,
java.lang.String jobz,
java.lang.String range,
java.lang.String uplo,
int n,
double[] ap,
double[] bp,
double vl,
double vu,
int il,
int iu,
double abstol,
org.netlib.util.intW m,
double[] w,
double[] z,
int ldz,
double[] work,
int[] iwork,
int[] ifail,
org.netlib.util.intW info)
.. |
abstract void |
dsprfs(java.lang.String uplo,
int n,
int nrhs,
double[] ap,
double[] afp,
int[] ipiv,
double[] b,
int ldb,
double[] x,
int ldx,
double[] ferr,
double[] berr,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dspsv(java.lang.String uplo,
int n,
int nrhs,
double[] ap,
int[] ipiv,
double[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
dspsvx(java.lang.String fact,
java.lang.String uplo,
int n,
int nrhs,
double[] ap,
double[] afp,
int[] ipiv,
double[] b,
int ldb,
double[] x,
int ldx,
org.netlib.util.doubleW rcond,
double[] ferr,
double[] berr,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dsptrd(java.lang.String uplo,
int n,
double[] ap,
double[] d,
double[] e,
double[] tau,
org.netlib.util.intW info)
.. |
abstract void |
dsptrf(java.lang.String uplo,
int n,
double[] ap,
int[] ipiv,
org.netlib.util.intW info)
.. |
abstract void |
dsptri(java.lang.String uplo,
int n,
double[] ap,
int[] ipiv,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dsptrs(java.lang.String uplo,
int n,
int nrhs,
double[] ap,
int[] ipiv,
double[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
dstebz(java.lang.String range,
java.lang.String order,
int n,
double vl,
double vu,
int il,
int iu,
double abstol,
double[] d,
double[] e,
org.netlib.util.intW m,
org.netlib.util.intW nsplit,
double[] w,
int[] iblock,
int[] isplit,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dstedc(java.lang.String compz,
int n,
double[] d,
double[] e,
double[] z,
int ldz,
double[] work,
int lwork,
int[] iwork,
int liwork,
org.netlib.util.intW info)
.. |
abstract void |
dstegr(java.lang.String jobz,
java.lang.String range,
int n,
double[] d,
double[] e,
double vl,
double vu,
int il,
int iu,
double abstol,
org.netlib.util.intW m,
double[] w,
double[] z,
int ldz,
int[] isuppz,
double[] work,
int lwork,
int[] iwork,
int liwork,
org.netlib.util.intW info)
.. |
abstract void |
dstein(int n,
double[] d,
double[] e,
int m,
double[] w,
int[] iblock,
int[] isplit,
double[] z,
int ldz,
double[] work,
int[] iwork,
int[] ifail,
org.netlib.util.intW info)
.. |
void |
dstemr(java.lang.String jobz,
java.lang.String range,
int n,
double[] d,
double[] e,
double vl,
double vu,
int il,
int iu,
org.netlib.util.intW m,
double[] w,
double[] z,
int ldz,
int nzc,
int[] isuppz,
org.netlib.util.booleanW tryrac,
double[] work,
int lwork,
int[] iwork,
int liwork,
org.netlib.util.intW info)
.. |
abstract void |
dsteqr(java.lang.String compz,
int n,
double[] d,
double[] e,
double[] z,
int ldz,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dsterf(int n,
double[] d,
double[] e,
org.netlib.util.intW info)
.. |
abstract void |
dstev(java.lang.String jobz,
int n,
double[] d,
double[] e,
double[] z,
int ldz,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dstevd(java.lang.String jobz,
int n,
double[] d,
double[] e,
double[] z,
int ldz,
double[] work,
int lwork,
int[] iwork,
int liwork,
org.netlib.util.intW info)
.. |
abstract void |
dstevr(java.lang.String jobz,
java.lang.String range,
int n,
double[] d,
double[] e,
double vl,
double vu,
int il,
int iu,
double abstol,
org.netlib.util.intW m,
double[] w,
double[] z,
int ldz,
int[] isuppz,
double[] work,
int lwork,
int[] iwork,
int liwork,
org.netlib.util.intW info)
.. |
abstract void |
dstevx(java.lang.String jobz,
java.lang.String range,
int n,
double[] d,
double[] e,
double vl,
double vu,
int il,
int iu,
double abstol,
org.netlib.util.intW m,
double[] w,
double[] z,
int ldz,
double[] work,
int[] iwork,
int[] ifail,
org.netlib.util.intW info)
.. |
abstract void |
dsycon(java.lang.String uplo,
int n,
double[] a,
int lda,
int[] ipiv,
double anorm,
org.netlib.util.doubleW rcond,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dsyev(java.lang.String jobz,
java.lang.String uplo,
int n,
double[] a,
int lda,
double[] w,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dsyevd(java.lang.String jobz,
java.lang.String uplo,
int n,
double[] a,
int lda,
double[] w,
double[] work,
int lwork,
int[] iwork,
int liwork,
org.netlib.util.intW info)
.. |
abstract void |
dsyevr(java.lang.String jobz,
java.lang.String range,
java.lang.String uplo,
int n,
double[] a,
int lda,
double vl,
double vu,
int il,
int iu,
double abstol,
org.netlib.util.intW m,
double[] w,
double[] z,
int ldz,
int[] isuppz,
double[] work,
int lwork,
int[] iwork,
int liwork,
org.netlib.util.intW info)
.. |
abstract void |
dsyevx(java.lang.String jobz,
java.lang.String range,
java.lang.String uplo,
int n,
double[] a,
int lda,
double vl,
double vu,
int il,
int iu,
double abstol,
org.netlib.util.intW m,
double[] w,
double[] z,
int ldz,
double[] work,
int lwork,
int[] iwork,
int[] ifail,
org.netlib.util.intW info)
.. |
abstract void |
dsygs2(int itype,
java.lang.String uplo,
int n,
double[] a,
int lda,
double[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
dsygst(int itype,
java.lang.String uplo,
int n,
double[] a,
int lda,
double[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
dsygv(int itype,
java.lang.String jobz,
java.lang.String uplo,
int n,
double[] a,
int lda,
double[] b,
int ldb,
double[] w,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dsygvd(int itype,
java.lang.String jobz,
java.lang.String uplo,
int n,
double[] a,
int lda,
double[] b,
int ldb,
double[] w,
double[] work,
int lwork,
int[] iwork,
int liwork,
org.netlib.util.intW info)
.. |
abstract void |
dsygvx(int itype,
java.lang.String jobz,
java.lang.String range,
java.lang.String uplo,
int n,
double[] a,
int lda,
double[] b,
int ldb,
double vl,
double vu,
int il,
int iu,
double abstol,
org.netlib.util.intW m,
double[] w,
double[] z,
int ldz,
double[] work,
int lwork,
int[] iwork,
int[] ifail,
org.netlib.util.intW info)
.. |
abstract void |
dsyrfs(java.lang.String uplo,
int n,
int nrhs,
double[] a,
int lda,
double[] af,
int ldaf,
int[] ipiv,
double[] b,
int ldb,
double[] x,
int ldx,
double[] ferr,
double[] berr,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dsysv(java.lang.String uplo,
int n,
int nrhs,
double[] a,
int lda,
int[] ipiv,
double[] b,
int ldb,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dsysvx(java.lang.String fact,
java.lang.String uplo,
int n,
int nrhs,
double[] a,
int lda,
double[] af,
int ldaf,
int[] ipiv,
double[] b,
int ldb,
double[] x,
int ldx,
org.netlib.util.doubleW rcond,
double[] ferr,
double[] berr,
double[] work,
int lwork,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dsytd2(java.lang.String uplo,
int n,
double[] a,
int lda,
double[] d,
double[] e,
double[] tau,
org.netlib.util.intW info)
.. |
abstract void |
dsytf2(java.lang.String uplo,
int n,
double[] a,
int lda,
int[] ipiv,
org.netlib.util.intW info)
.. |
abstract void |
dsytrd(java.lang.String uplo,
int n,
double[] a,
int lda,
double[] d,
double[] e,
double[] tau,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dsytrf(java.lang.String uplo,
int n,
double[] a,
int lda,
int[] ipiv,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dsytri(java.lang.String uplo,
int n,
double[] a,
int lda,
int[] ipiv,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dsytrs(java.lang.String uplo,
int n,
int nrhs,
double[] a,
int lda,
int[] ipiv,
double[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
dtbcon(java.lang.String norm,
java.lang.String uplo,
java.lang.String diag,
int n,
int kd,
double[] ab,
int ldab,
org.netlib.util.doubleW rcond,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dtbrfs(java.lang.String uplo,
java.lang.String trans,
java.lang.String diag,
int n,
int kd,
int nrhs,
double[] ab,
int ldab,
double[] b,
int ldb,
double[] x,
int ldx,
double[] ferr,
double[] berr,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dtbtrs(java.lang.String uplo,
java.lang.String trans,
java.lang.String diag,
int n,
int kd,
int nrhs,
double[] ab,
int ldab,
double[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
dtgevc(java.lang.String side,
java.lang.String howmny,
boolean[] select,
int n,
double[] s,
int lds,
double[] p,
int ldp,
double[] vl,
int ldvl,
double[] vr,
int ldvr,
int mm,
org.netlib.util.intW m,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dtgex2(boolean wantq,
boolean wantz,
int n,
double[] a,
int lda,
double[] b,
int ldb,
double[] q,
int ldq,
double[] z,
int ldz,
int j1,
int n1,
int n2,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dtgexc(boolean wantq,
boolean wantz,
int n,
double[] a,
int lda,
double[] b,
int ldb,
double[] q,
int ldq,
double[] z,
int ldz,
org.netlib.util.intW ifst,
org.netlib.util.intW ilst,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
dtgsen(int ijob,
boolean wantq,
boolean wantz,
boolean[] select,
int n,
double[] a,
int lda,
double[] b,
int ldb,
double[] alphar,
double[] alphai,
double[] beta,
double[] q,
int ldq,
double[] z,
int ldz,
org.netlib.util.intW m,
org.netlib.util.doubleW pl,
org.netlib.util.doubleW pr,
double[] dif,
double[] work,
int lwork,
int[] iwork,
int liwork,
org.netlib.util.intW info)
.. |
abstract void |
dtgsja(java.lang.String jobu,
java.lang.String jobv,
java.lang.String jobq,
int m,
int p,
int n,
int k,
int l,
double[] a,
int lda,
double[] b,
int ldb,
double tola,
double tolb,
double[] alpha,
double[] beta,
double[] u,
int ldu,
double[] v,
int ldv,
double[] q,
int ldq,
double[] work,
org.netlib.util.intW ncycle,
org.netlib.util.intW info)
.. |
abstract void |
dtgsna(java.lang.String job,
java.lang.String howmny,
boolean[] select,
int n,
double[] a,
int lda,
double[] b,
int ldb,
double[] vl,
int ldvl,
double[] vr,
int ldvr,
double[] s,
double[] dif,
int mm,
org.netlib.util.intW m,
double[] work,
int lwork,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dtgsy2(java.lang.String trans,
int ijob,
int m,
int n,
double[] a,
int lda,
double[] b,
int ldb,
double[] c,
int Ldc,
double[] d,
int ldd,
double[] e,
int lde,
double[] f,
int ldf,
org.netlib.util.doubleW scale,
org.netlib.util.doubleW rdsum,
org.netlib.util.doubleW rdscal,
int[] iwork,
org.netlib.util.intW pq,
org.netlib.util.intW info)
.. |
abstract void |
dtgsyl(java.lang.String trans,
int ijob,
int m,
int n,
double[] a,
int lda,
double[] b,
int ldb,
double[] c,
int Ldc,
double[] d,
int ldd,
double[] e,
int lde,
double[] f,
int ldf,
org.netlib.util.doubleW scale,
org.netlib.util.doubleW dif,
double[] work,
int lwork,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dtpcon(java.lang.String norm,
java.lang.String uplo,
java.lang.String diag,
int n,
double[] ap,
org.netlib.util.doubleW rcond,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dtprfs(java.lang.String uplo,
java.lang.String trans,
java.lang.String diag,
int n,
int nrhs,
double[] ap,
double[] b,
int ldb,
double[] x,
int ldx,
double[] ferr,
double[] berr,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dtptri(java.lang.String uplo,
java.lang.String diag,
int n,
double[] ap,
org.netlib.util.intW info)
.. |
abstract void |
dtptrs(java.lang.String uplo,
java.lang.String trans,
java.lang.String diag,
int n,
int nrhs,
double[] ap,
double[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
dtrcon(java.lang.String norm,
java.lang.String uplo,
java.lang.String diag,
int n,
double[] a,
int lda,
org.netlib.util.doubleW rcond,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dtrevc(java.lang.String side,
java.lang.String howmny,
boolean[] select,
int n,
double[] t,
int ldt,
double[] vl,
int ldvl,
double[] vr,
int ldvr,
int mm,
org.netlib.util.intW m,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dtrexc(java.lang.String compq,
int n,
double[] t,
int ldt,
double[] q,
int ldq,
org.netlib.util.intW ifst,
org.netlib.util.intW ilst,
double[] work,
org.netlib.util.intW info)
.. |
abstract void |
dtrrfs(java.lang.String uplo,
java.lang.String trans,
java.lang.String diag,
int n,
int nrhs,
double[] a,
int lda,
double[] b,
int ldb,
double[] x,
int ldx,
double[] ferr,
double[] berr,
double[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dtrsen(java.lang.String job,
java.lang.String compq,
boolean[] select,
int n,
double[] t,
int ldt,
double[] q,
int ldq,
double[] wr,
double[] wi,
org.netlib.util.intW m,
org.netlib.util.doubleW s,
org.netlib.util.doubleW sep,
double[] work,
int lwork,
int[] iwork,
int liwork,
org.netlib.util.intW info)
.. |
abstract void |
dtrsna(java.lang.String job,
java.lang.String howmny,
boolean[] select,
int n,
double[] t,
int ldt,
double[] vl,
int ldvl,
double[] vr,
int ldvr,
double[] s,
double[] sep,
int mm,
org.netlib.util.intW m,
double[] work,
int ldwork,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
dtrsyl(java.lang.String trana,
java.lang.String tranb,
int isgn,
int m,
int n,
double[] a,
int lda,
double[] b,
int ldb,
double[] c,
int Ldc,
org.netlib.util.doubleW scale,
org.netlib.util.intW info)
.. |
abstract void |
dtrti2(java.lang.String uplo,
java.lang.String diag,
int n,
double[] a,
int lda,
org.netlib.util.intW info)
.. |
abstract void |
dtrtri(java.lang.String uplo,
java.lang.String diag,
int n,
double[] a,
int lda,
org.netlib.util.intW info)
.. |
abstract void |
dtrtrs(java.lang.String uplo,
java.lang.String trans,
java.lang.String diag,
int n,
int nrhs,
double[] a,
int lda,
double[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
dtzrqf(int m,
int n,
double[] a,
int lda,
double[] tau,
org.netlib.util.intW info)
.. |
abstract void |
dtzrzf(int m,
int n,
double[] a,
int lda,
double[] tau,
double[] work,
int lwork,
org.netlib.util.intW info)
.. |
static LAPACK |
getInstance()
|
abstract int |
ieeeck(int ispec,
float zero,
float one)
.. |
abstract int |
ilaenv(int ispec,
java.lang.String name,
java.lang.String opts,
int n1,
int n2,
int n3,
int n4)
.. |
void |
ilaver(org.netlib.util.intW vers_major,
org.netlib.util.intW vers_minor,
org.netlib.util.intW vers_patch)
-- LAPACK routine (version 3.1.1) -- Univ. |
int |
iparmq(int ispec,
java.lang.String name,
java.lang.String opts,
int n,
int ilo,
int ihi,
int lwork)
Purpose ======= This program sets problem and machine dependent parameters useful for xHSEQR and its subroutines. |
boolean |
lsame(java.lang.String ca,
java.lang.String cb)
.. |
boolean |
lsamen(int n,
java.lang.String ca,
java.lang.String cb)
.. |
abstract void |
sbdsdc(java.lang.String uplo,
java.lang.String compq,
int n,
float[] d,
float[] e,
float[] u,
int ldu,
float[] vt,
int ldvt,
float[] q,
int[] iq,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
sbdsqr(java.lang.String uplo,
int n,
int ncvt,
int nru,
int ncc,
float[] d,
float[] e,
float[] vt,
int ldvt,
float[] u,
int ldu,
float[] c,
int Ldc,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
sdisna(java.lang.String job,
int m,
int n,
float[] d,
float[] sep,
org.netlib.util.intW info)
.. |
float |
second()
-- LAPACK auxiliary routine (version 3.1.1) -- Univ. |
abstract void |
sgbbrd(java.lang.String vect,
int m,
int n,
int ncc,
int kl,
int ku,
float[] ab,
int ldab,
float[] d,
float[] e,
float[] q,
int ldq,
float[] pt,
int ldpt,
float[] c,
int Ldc,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
sgbcon(java.lang.String norm,
int n,
int kl,
int ku,
float[] ab,
int ldab,
int[] ipiv,
float anorm,
org.netlib.util.floatW rcond,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
sgbequ(int m,
int n,
int kl,
int ku,
float[] ab,
int ldab,
float[] r,
float[] c,
org.netlib.util.floatW rowcnd,
org.netlib.util.floatW colcnd,
org.netlib.util.floatW amax,
org.netlib.util.intW info)
.. |
abstract void |
sgbrfs(java.lang.String trans,
int n,
int kl,
int ku,
int nrhs,
float[] ab,
int ldab,
float[] afb,
int ldafb,
int[] ipiv,
float[] b,
int ldb,
float[] x,
int ldx,
float[] ferr,
float[] berr,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
sgbsv(int n,
int kl,
int ku,
int nrhs,
float[] ab,
int ldab,
int[] ipiv,
float[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
sgbsvx(java.lang.String fact,
java.lang.String trans,
int n,
int kl,
int ku,
int nrhs,
float[] ab,
int ldab,
float[] afb,
int ldafb,
int[] ipiv,
org.netlib.util.StringW equed,
float[] r,
float[] c,
float[] b,
int ldb,
float[] x,
int ldx,
org.netlib.util.floatW rcond,
float[] ferr,
float[] berr,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
sgbtf2(int m,
int n,
int kl,
int ku,
float[] ab,
int ldab,
int[] ipiv,
org.netlib.util.intW info)
.. |
abstract void |
sgbtrf(int m,
int n,
int kl,
int ku,
float[] ab,
int ldab,
int[] ipiv,
org.netlib.util.intW info)
.. |
abstract void |
sgbtrs(java.lang.String trans,
int n,
int kl,
int ku,
int nrhs,
float[] ab,
int ldab,
int[] ipiv,
float[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
sgebak(java.lang.String job,
java.lang.String side,
int n,
int ilo,
int ihi,
float[] scale,
int m,
float[] v,
int ldv,
org.netlib.util.intW info)
.. |
abstract void |
sgebal(java.lang.String job,
int n,
float[] a,
int lda,
org.netlib.util.intW ilo,
org.netlib.util.intW ihi,
float[] scale,
org.netlib.util.intW info)
.. |
abstract void |
sgebd2(int m,
int n,
float[] a,
int lda,
float[] d,
float[] e,
float[] tauq,
float[] taup,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
sgebrd(int m,
int n,
float[] a,
int lda,
float[] d,
float[] e,
float[] tauq,
float[] taup,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sgecon(java.lang.String norm,
int n,
float[] a,
int lda,
float anorm,
org.netlib.util.floatW rcond,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
sgeequ(int m,
int n,
float[] a,
int lda,
float[] r,
float[] c,
org.netlib.util.floatW rowcnd,
org.netlib.util.floatW colcnd,
org.netlib.util.floatW amax,
org.netlib.util.intW info)
.. |
void |
sgees(java.lang.String jobvs,
java.lang.String sort,
java.lang.Object select,
int n,
float[] a,
int lda,
org.netlib.util.intW sdim,
float[] wr,
float[] wi,
float[] vs,
int ldvs,
float[] work,
int lwork,
boolean[] bwork,
org.netlib.util.intW info)
.. |
void |
sgeesx(java.lang.String jobvs,
java.lang.String sort,
java.lang.Object select,
java.lang.String sense,
int n,
float[] a,
int lda,
org.netlib.util.intW sdim,
float[] wr,
float[] wi,
float[] vs,
int ldvs,
org.netlib.util.floatW rconde,
org.netlib.util.floatW rcondv,
float[] work,
int lwork,
int[] iwork,
int liwork,
boolean[] bwork,
org.netlib.util.intW info)
.. |
abstract void |
sgeev(java.lang.String jobvl,
java.lang.String jobvr,
int n,
float[] a,
int lda,
float[] wr,
float[] wi,
float[] vl,
int ldvl,
float[] vr,
int ldvr,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sgeevx(java.lang.String balanc,
java.lang.String jobvl,
java.lang.String jobvr,
java.lang.String sense,
int n,
float[] a,
int lda,
float[] wr,
float[] wi,
float[] vl,
int ldvl,
float[] vr,
int ldvr,
org.netlib.util.intW ilo,
org.netlib.util.intW ihi,
float[] scale,
org.netlib.util.floatW abnrm,
float[] rconde,
float[] rcondv,
float[] work,
int lwork,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
sgegs(java.lang.String jobvsl,
java.lang.String jobvsr,
int n,
float[] a,
int lda,
float[] b,
int ldb,
float[] alphar,
float[] alphai,
float[] beta,
float[] vsl,
int ldvsl,
float[] vsr,
int ldvsr,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sgegv(java.lang.String jobvl,
java.lang.String jobvr,
int n,
float[] a,
int lda,
float[] b,
int ldb,
float[] alphar,
float[] alphai,
float[] beta,
float[] vl,
int ldvl,
float[] vr,
int ldvr,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sgehd2(int n,
int ilo,
int ihi,
float[] a,
int lda,
float[] tau,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
sgehrd(int n,
int ilo,
int ihi,
float[] a,
int lda,
float[] tau,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sgelq2(int m,
int n,
float[] a,
int lda,
float[] tau,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
sgelqf(int m,
int n,
float[] a,
int lda,
float[] tau,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sgels(java.lang.String trans,
int m,
int n,
int nrhs,
float[] a,
int lda,
float[] b,
int ldb,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sgelsd(int m,
int n,
int nrhs,
float[] a,
int lda,
float[] b,
int ldb,
float[] s,
float rcond,
org.netlib.util.intW rank,
float[] work,
int lwork,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
sgelss(int m,
int n,
int nrhs,
float[] a,
int lda,
float[] b,
int ldb,
float[] s,
float rcond,
org.netlib.util.intW rank,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sgelsx(int m,
int n,
int nrhs,
float[] a,
int lda,
float[] b,
int ldb,
int[] jpvt,
float rcond,
org.netlib.util.intW rank,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
sgelsy(int m,
int n,
int nrhs,
float[] a,
int lda,
float[] b,
int ldb,
int[] jpvt,
float rcond,
org.netlib.util.intW rank,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sgeql2(int m,
int n,
float[] a,
int lda,
float[] tau,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
sgeqlf(int m,
int n,
float[] a,
int lda,
float[] tau,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sgeqp3(int m,
int n,
float[] a,
int lda,
int[] jpvt,
float[] tau,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sgeqpf(int m,
int n,
float[] a,
int lda,
int[] jpvt,
float[] tau,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
sgeqr2(int m,
int n,
float[] a,
int lda,
float[] tau,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
sgeqrf(int m,
int n,
float[] a,
int lda,
float[] tau,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sgerfs(java.lang.String trans,
int n,
int nrhs,
float[] a,
int lda,
float[] af,
int ldaf,
int[] ipiv,
float[] b,
int ldb,
float[] x,
int ldx,
float[] ferr,
float[] berr,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
sgerq2(int m,
int n,
float[] a,
int lda,
float[] tau,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
sgerqf(int m,
int n,
float[] a,
int lda,
float[] tau,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sgesc2(int n,
float[] a,
int lda,
float[] rhs,
int[] ipiv,
int[] jpiv,
org.netlib.util.floatW scale)
.. |
abstract void |
sgesdd(java.lang.String jobz,
int m,
int n,
float[] a,
int lda,
float[] s,
float[] u,
int ldu,
float[] vt,
int ldvt,
float[] work,
int lwork,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
sgesv(int n,
int nrhs,
float[] a,
int lda,
int[] ipiv,
float[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
sgesvd(java.lang.String jobu,
java.lang.String jobvt,
int m,
int n,
float[] a,
int lda,
float[] s,
float[] u,
int ldu,
float[] vt,
int ldvt,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sgesvx(java.lang.String fact,
java.lang.String trans,
int n,
int nrhs,
float[] a,
int lda,
float[] af,
int ldaf,
int[] ipiv,
org.netlib.util.StringW equed,
float[] r,
float[] c,
float[] b,
int ldb,
float[] x,
int ldx,
org.netlib.util.floatW rcond,
float[] ferr,
float[] berr,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
sgetc2(int n,
float[] a,
int lda,
int[] ipiv,
int[] jpiv,
org.netlib.util.intW info)
.. |
abstract void |
sgetf2(int m,
int n,
float[] a,
int lda,
int[] ipiv,
org.netlib.util.intW info)
.. |
abstract void |
sgetrf(int m,
int n,
float[] a,
int lda,
int[] ipiv,
org.netlib.util.intW info)
.. |
abstract void |
sgetri(int n,
float[] a,
int lda,
int[] ipiv,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sgetrs(java.lang.String trans,
int n,
int nrhs,
float[] a,
int lda,
int[] ipiv,
float[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
sggbak(java.lang.String job,
java.lang.String side,
int n,
int ilo,
int ihi,
float[] lscale,
float[] rscale,
int m,
float[] v,
int ldv,
org.netlib.util.intW info)
.. |
abstract void |
sggbal(java.lang.String job,
int n,
float[] a,
int lda,
float[] b,
int ldb,
org.netlib.util.intW ilo,
org.netlib.util.intW ihi,
float[] lscale,
float[] rscale,
float[] work,
org.netlib.util.intW info)
.. |
void |
sgges(java.lang.String jobvsl,
java.lang.String jobvsr,
java.lang.String sort,
java.lang.Object selctg,
int n,
float[] a,
int lda,
float[] b,
int ldb,
org.netlib.util.intW sdim,
float[] alphar,
float[] alphai,
float[] beta,
float[] vsl,
int ldvsl,
float[] vsr,
int ldvsr,
float[] work,
int lwork,
boolean[] bwork,
org.netlib.util.intW info)
.. |
void |
sggesx(java.lang.String jobvsl,
java.lang.String jobvsr,
java.lang.String sort,
java.lang.Object selctg,
java.lang.String sense,
int n,
float[] a,
int lda,
float[] b,
int ldb,
org.netlib.util.intW sdim,
float[] alphar,
float[] alphai,
float[] beta,
float[] vsl,
int ldvsl,
float[] vsr,
int ldvsr,
float[] rconde,
float[] rcondv,
float[] work,
int lwork,
int[] iwork,
int liwork,
boolean[] bwork,
org.netlib.util.intW info)
.. |
abstract void |
sggev(java.lang.String jobvl,
java.lang.String jobvr,
int n,
float[] a,
int lda,
float[] b,
int ldb,
float[] alphar,
float[] alphai,
float[] beta,
float[] vl,
int ldvl,
float[] vr,
int ldvr,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sggevx(java.lang.String balanc,
java.lang.String jobvl,
java.lang.String jobvr,
java.lang.String sense,
int n,
float[] a,
int lda,
float[] b,
int ldb,
float[] alphar,
float[] alphai,
float[] beta,
float[] vl,
int ldvl,
float[] vr,
int ldvr,
org.netlib.util.intW ilo,
org.netlib.util.intW ihi,
float[] lscale,
float[] rscale,
org.netlib.util.floatW abnrm,
org.netlib.util.floatW bbnrm,
float[] rconde,
float[] rcondv,
float[] work,
int lwork,
int[] iwork,
boolean[] bwork,
org.netlib.util.intW info)
.. |
abstract void |
sggglm(int n,
int m,
int p,
float[] a,
int lda,
float[] b,
int ldb,
float[] d,
float[] x,
float[] y,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sgghrd(java.lang.String compq,
java.lang.String compz,
int n,
int ilo,
int ihi,
float[] a,
int lda,
float[] b,
int ldb,
float[] q,
int ldq,
float[] z,
int ldz,
org.netlib.util.intW info)
.. |
abstract void |
sgglse(int m,
int n,
int p,
float[] a,
int lda,
float[] b,
int ldb,
float[] c,
float[] d,
float[] x,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sggqrf(int n,
int m,
int p,
float[] a,
int lda,
float[] taua,
float[] b,
int ldb,
float[] taub,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sggrqf(int m,
int p,
int n,
float[] a,
int lda,
float[] taua,
float[] b,
int ldb,
float[] taub,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sggsvd(java.lang.String jobu,
java.lang.String jobv,
java.lang.String jobq,
int m,
int n,
int p,
org.netlib.util.intW k,
org.netlib.util.intW l,
float[] a,
int lda,
float[] b,
int ldb,
float[] alpha,
float[] beta,
float[] u,
int ldu,
float[] v,
int ldv,
float[] q,
int ldq,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
sggsvp(java.lang.String jobu,
java.lang.String jobv,
java.lang.String jobq,
int m,
int p,
int n,
float[] a,
int lda,
float[] b,
int ldb,
float tola,
float tolb,
org.netlib.util.intW k,
org.netlib.util.intW l,
float[] u,
int ldu,
float[] v,
int ldv,
float[] q,
int ldq,
int[] iwork,
float[] tau,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
sgtcon(java.lang.String norm,
int n,
float[] dl,
float[] d,
float[] du,
float[] du2,
int[] ipiv,
float anorm,
org.netlib.util.floatW rcond,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
sgtrfs(java.lang.String trans,
int n,
int nrhs,
float[] dl,
float[] d,
float[] du,
float[] dlf,
float[] df,
float[] duf,
float[] du2,
int[] ipiv,
float[] b,
int ldb,
float[] x,
int ldx,
float[] ferr,
float[] berr,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
sgtsv(int n,
int nrhs,
float[] dl,
float[] d,
float[] du,
float[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
sgtsvx(java.lang.String fact,
java.lang.String trans,
int n,
int nrhs,
float[] dl,
float[] d,
float[] du,
float[] dlf,
float[] df,
float[] duf,
float[] du2,
int[] ipiv,
float[] b,
int ldb,
float[] x,
int ldx,
org.netlib.util.floatW rcond,
float[] ferr,
float[] berr,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
sgttrf(int n,
float[] dl,
float[] d,
float[] du,
float[] du2,
int[] ipiv,
org.netlib.util.intW info)
.. |
abstract void |
sgttrs(java.lang.String trans,
int n,
int nrhs,
float[] dl,
float[] d,
float[] du,
float[] du2,
int[] ipiv,
float[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
sgtts2(int itrans,
int n,
int nrhs,
float[] dl,
float[] d,
float[] du,
float[] du2,
int[] ipiv,
float[] b,
int ldb)
.. |
abstract void |
shgeqz(java.lang.String job,
java.lang.String compq,
java.lang.String compz,
int n,
int ilo,
int ihi,
float[] h,
int ldh,
float[] t,
int ldt,
float[] alphar,
float[] alphai,
float[] beta,
float[] q,
int ldq,
float[] z,
int ldz,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
shsein(java.lang.String side,
java.lang.String eigsrc,
java.lang.String initv,
boolean[] select,
int n,
float[] h,
int ldh,
float[] wr,
float[] wi,
float[] vl,
int ldvl,
float[] vr,
int ldvr,
int mm,
org.netlib.util.intW m,
float[] work,
int[] ifaill,
int[] ifailr,
org.netlib.util.intW info)
.. |
abstract void |
shseqr(java.lang.String job,
java.lang.String compz,
int n,
int ilo,
int ihi,
float[] h,
int ldh,
float[] wr,
float[] wi,
float[] z,
int ldz,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
boolean |
sisnan(float sin)
.. |
abstract void |
slabad(org.netlib.util.floatW small,
org.netlib.util.floatW large)
.. |
abstract void |
slabrd(int m,
int n,
int nb,
float[] a,
int lda,
float[] d,
float[] e,
float[] tauq,
float[] taup,
float[] x,
int ldx,
float[] y,
int ldy)
.. |
void |
slacn2(int n,
float[] v,
float[] x,
int[] isgn,
org.netlib.util.floatW est,
org.netlib.util.intW kase,
int[] isave)
.. |
abstract void |
slacon(int n,
float[] v,
float[] x,
int[] isgn,
org.netlib.util.floatW est,
org.netlib.util.intW kase)
.. |
abstract void |
slacpy(java.lang.String uplo,
int m,
int n,
float[] a,
int lda,
float[] b,
int ldb)
.. |
abstract void |
sladiv(float a,
float b,
float c,
float d,
org.netlib.util.floatW p,
org.netlib.util.floatW q)
.. |
abstract void |
slae2(float a,
float b,
float c,
org.netlib.util.floatW rt1,
org.netlib.util.floatW rt2)
.. |
abstract void |
slaebz(int ijob,
int nitmax,
int n,
int mmax,
int minp,
int nbmin,
float abstol,
float reltol,
float pivmin,
float[] d,
float[] e,
float[] e2,
int[] nval,
float[] ab,
float[] c,
org.netlib.util.intW mout,
int[] nab,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
slaed0(int icompq,
int qsiz,
int n,
float[] d,
float[] e,
float[] q,
int ldq,
float[] qstore,
int ldqs,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
slaed1(int n,
float[] d,
float[] q,
int ldq,
int[] indxq,
org.netlib.util.floatW rho,
int cutpnt,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
slaed2(org.netlib.util.intW k,
int n,
int n1,
float[] d,
float[] q,
int ldq,
int[] indxq,
org.netlib.util.floatW rho,
float[] z,
float[] dlamda,
float[] w,
float[] q2,
int[] indx,
int[] indxc,
int[] indxp,
int[] coltyp,
org.netlib.util.intW info)
.. |
abstract void |
slaed3(int k,
int n,
int n1,
float[] d,
float[] q,
int ldq,
float rho,
float[] dlamda,
float[] q2,
int[] indx,
int[] ctot,
float[] w,
float[] s,
org.netlib.util.intW info)
.. |
abstract void |
slaed4(int n,
int i,
float[] d,
float[] z,
float[] delta,
float rho,
org.netlib.util.floatW dlam,
org.netlib.util.intW info)
.. |
abstract void |
slaed5(int i,
float[] d,
float[] z,
float[] delta,
float rho,
org.netlib.util.floatW dlam)
.. |
abstract void |
slaed6(int kniter,
boolean orgati,
float rho,
float[] d,
float[] z,
float finit,
org.netlib.util.floatW tau,
org.netlib.util.intW info)
.. |
abstract void |
slaed7(int icompq,
int n,
int qsiz,
int tlvls,
int curlvl,
int curpbm,
float[] d,
float[] q,
int ldq,
int[] indxq,
org.netlib.util.floatW rho,
int cutpnt,
float[] qstore,
int[] qptr,
int[] prmptr,
int[] perm,
int[] givptr,
int[] givcol,
float[] givnum,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
slaed8(int icompq,
org.netlib.util.intW k,
int n,
int qsiz,
float[] d,
float[] q,
int ldq,
int[] indxq,
org.netlib.util.floatW rho,
int cutpnt,
float[] z,
float[] dlamda,
float[] q2,
int ldq2,
float[] w,
int[] perm,
org.netlib.util.intW givptr,
int[] givcol,
float[] givnum,
int[] indxp,
int[] indx,
org.netlib.util.intW info)
.. |
abstract void |
slaed9(int k,
int kstart,
int kstop,
int n,
float[] d,
float[] q,
int ldq,
float rho,
float[] dlamda,
float[] w,
float[] s,
int lds,
org.netlib.util.intW info)
.. |
abstract void |
slaeda(int n,
int tlvls,
int curlvl,
int curpbm,
int[] prmptr,
int[] perm,
int[] givptr,
int[] givcol,
float[] givnum,
float[] q,
int[] qptr,
float[] z,
float[] ztemp,
org.netlib.util.intW info)
.. |
abstract void |
slaein(boolean rightv,
boolean noinit,
int n,
float[] h,
int ldh,
float wr,
float wi,
float[] vr,
float[] vi,
float[] b,
int ldb,
float[] work,
float eps3,
float smlnum,
float bignum,
org.netlib.util.intW info)
.. |
abstract void |
slaev2(float a,
float b,
float c,
org.netlib.util.floatW rt1,
org.netlib.util.floatW rt2,
org.netlib.util.floatW cs1,
org.netlib.util.floatW sn1)
.. |
abstract void |
slaexc(boolean wantq,
int n,
float[] t,
int ldt,
float[] q,
int ldq,
int j1,
int n1,
int n2,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
slag2(float[] a,
int lda,
float[] b,
int ldb,
float safmin,
org.netlib.util.floatW scale1,
org.netlib.util.floatW scale2,
org.netlib.util.floatW wr1,
org.netlib.util.floatW wr2,
org.netlib.util.floatW wi)
.. |
void |
slag2d(int m,
int n,
float[] sa,
int ldsa,
double[] a,
int lda,
org.netlib.util.intW info)
.. |
abstract void |
slags2(boolean upper,
float a1,
float a2,
float a3,
float b1,
float b2,
float b3,
org.netlib.util.floatW csu,
org.netlib.util.floatW snu,
org.netlib.util.floatW csv,
org.netlib.util.floatW snv,
org.netlib.util.floatW csq,
org.netlib.util.floatW snq)
.. |
abstract void |
slagtf(int n,
float[] a,
float lambda,
float[] b,
float[] c,
float tol,
float[] d,
int[] in,
org.netlib.util.intW info)
.. |
abstract void |
slagtm(java.lang.String trans,
int n,
int nrhs,
float alpha,
float[] dl,
float[] d,
float[] du,
float[] x,
int ldx,
float beta,
float[] b,
int ldb)
.. |
abstract void |
slagts(int job,
int n,
float[] a,
float[] b,
float[] c,
float[] d,
int[] in,
float[] y,
org.netlib.util.floatW tol,
org.netlib.util.intW info)
.. |
abstract void |
slagv2(float[] a,
int lda,
float[] b,
int ldb,
float[] alphar,
float[] alphai,
float[] beta,
org.netlib.util.floatW csl,
org.netlib.util.floatW snl,
org.netlib.util.floatW csr,
org.netlib.util.floatW snr)
.. |
abstract void |
slahqr(boolean wantt,
boolean wantz,
int n,
int ilo,
int ihi,
float[] h,
int ldh,
float[] wr,
float[] wi,
int iloz,
int ihiz,
float[] z,
int ldz,
org.netlib.util.intW info)
.. |
void |
slahr2(int n,
int k,
int nb,
float[] a,
int lda,
float[] tau,
float[] t,
int ldt,
float[] y,
int ldy)
.. |
abstract void |
slahrd(int n,
int k,
int nb,
float[] a,
int lda,
float[] tau,
float[] t,
int ldt,
float[] y,
int ldy)
.. |
abstract void |
slaic1(int job,
int j,
float[] x,
float sest,
float[] w,
float gamma,
org.netlib.util.floatW sestpr,
org.netlib.util.floatW s,
org.netlib.util.floatW c)
.. |
boolean |
slaisnan(float sin1,
float sin2)
.. |
abstract void |
slaln2(boolean ltrans,
int na,
int nw,
float smin,
float ca,
float[] a,
int lda,
float d1,
float d2,
float[] b,
int ldb,
float wr,
float wi,
float[] x,
int ldx,
org.netlib.util.floatW scale,
org.netlib.util.floatW xnorm,
org.netlib.util.intW info)
.. |
abstract void |
slals0(int icompq,
int nl,
int nr,
int sqre,
int nrhs,
float[] b,
int ldb,
float[] bx,
int ldbx,
int[] perm,
int givptr,
int[] givcol,
int ldgcol,
float[] givnum,
int ldgnum,
float[] poles,
float[] difl,
float[] difr,
float[] z,
int k,
float c,
float s,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
slalsa(int icompq,
int smlsiz,
int n,
int nrhs,
float[] b,
int ldb,
float[] bx,
int ldbx,
float[] u,
int ldu,
float[] vt,
int[] k,
float[] difl,
float[] difr,
float[] z,
float[] poles,
int[] givptr,
int[] givcol,
int ldgcol,
int[] perm,
float[] givnum,
float[] c,
float[] s,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
slalsd(java.lang.String uplo,
int smlsiz,
int n,
int nrhs,
float[] d,
float[] e,
float[] b,
int ldb,
float rcond,
org.netlib.util.intW rank,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
slamc1(org.netlib.util.intW beta,
org.netlib.util.intW t,
org.netlib.util.booleanW rnd,
org.netlib.util.booleanW ieee1)
.. |
abstract void |
slamc2(org.netlib.util.intW beta,
org.netlib.util.intW t,
org.netlib.util.booleanW rnd,
org.netlib.util.floatW eps,
org.netlib.util.intW emin,
org.netlib.util.floatW rmin,
org.netlib.util.intW emax,
org.netlib.util.floatW rmax)
.. |
float |
slamc3(float a,
float b)
.. |
abstract void |
slamc4(org.netlib.util.intW emin,
float start,
int base)
.. |
abstract void |
slamc5(int beta,
int p,
int emin,
boolean ieee,
org.netlib.util.intW emax,
org.netlib.util.floatW rmax)
.. |
float |
slamch(java.lang.String cmach)
.. |
abstract void |
slamrg(int n1,
int n2,
float[] a,
int strd1,
int strd2,
int[] index)
.. |
int |
slaneg(int n,
float[] d,
float[] lld,
float sigma,
float pivmin,
int r)
.. |
float |
slangb(java.lang.String norm,
int n,
int kl,
int ku,
float[] ab,
int ldab,
float[] work)
.. |
float |
slange(java.lang.String norm,
int m,
int n,
float[] a,
int lda,
float[] work)
.. |
float |
slangt(java.lang.String norm,
int n,
float[] dl,
float[] d,
float[] du)
.. |
float |
slanhs(java.lang.String norm,
int n,
float[] a,
int lda,
float[] work)
.. |
float |
slansb(java.lang.String norm,
java.lang.String uplo,
int n,
int k,
float[] ab,
int ldab,
float[] work)
.. |
float |
slansp(java.lang.String norm,
java.lang.String uplo,
int n,
float[] ap,
float[] work)
.. |
float |
slanst(java.lang.String norm,
int n,
float[] d,
float[] e)
.. |
float |
slansy(java.lang.String norm,
java.lang.String uplo,
int n,
float[] a,
int lda,
float[] work)
.. |
float |
slantb(java.lang.String norm,
java.lang.String uplo,
java.lang.String diag,
int n,
int k,
float[] ab,
int ldab,
float[] work)
.. |
float |
slantp(java.lang.String norm,
java.lang.String uplo,
java.lang.String diag,
int n,
float[] ap,
float[] work)
.. |
float |
slantr(java.lang.String norm,
java.lang.String uplo,
java.lang.String diag,
int m,
int n,
float[] a,
int lda,
float[] work)
.. |
abstract void |
slanv2(org.netlib.util.floatW a,
org.netlib.util.floatW b,
org.netlib.util.floatW c,
org.netlib.util.floatW d,
org.netlib.util.floatW rt1r,
org.netlib.util.floatW rt1i,
org.netlib.util.floatW rt2r,
org.netlib.util.floatW rt2i,
org.netlib.util.floatW cs,
org.netlib.util.floatW sn)
.. |
abstract void |
slapll(int n,
float[] x,
int incx,
float[] y,
int incy,
org.netlib.util.floatW ssmin)
.. |
abstract void |
slapmt(boolean forwrd,
int m,
int n,
float[] x,
int ldx,
int[] k)
.. |
float |
slapy2(float x,
float y)
.. |
float |
slapy3(float x,
float y,
float z)
.. |
abstract void |
slaqgb(int m,
int n,
int kl,
int ku,
float[] ab,
int ldab,
float[] r,
float[] c,
float rowcnd,
float colcnd,
float amax,
org.netlib.util.StringW equed)
.. |
abstract void |
slaqge(int m,
int n,
float[] a,
int lda,
float[] r,
float[] c,
float rowcnd,
float colcnd,
float amax,
org.netlib.util.StringW equed)
.. |
abstract void |
slaqp2(int m,
int n,
int offset,
float[] a,
int lda,
int[] jpvt,
float[] tau,
float[] vn1,
float[] vn2,
float[] work)
.. |
abstract void |
slaqps(int m,
int n,
int offset,
int nb,
org.netlib.util.intW kb,
float[] a,
int lda,
int[] jpvt,
float[] tau,
float[] vn1,
float[] vn2,
float[] auxv,
float[] f,
int ldf)
.. |
void |
slaqr0(boolean wantt,
boolean wantz,
int n,
int ilo,
int ihi,
float[] h,
int ldh,
float[] wr,
float[] wi,
int iloz,
int ihiz,
float[] z,
int ldz,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
void |
slaqr1(int n,
float[] h,
int ldh,
float sr1,
float si1,
float sr2,
float si2,
float[] v)
.. |
void |
slaqr2(boolean wantt,
boolean wantz,
int n,
int ktop,
int kbot,
int nw,
float[] h,
int ldh,
int iloz,
int ihiz,
float[] z,
int ldz,
org.netlib.util.intW ns,
org.netlib.util.intW nd,
float[] sr,
float[] si,
float[] v,
int ldv,
int nh,
float[] t,
int ldt,
int nv,
float[] wv,
int ldwv,
float[] work,
int lwork)
.. |
void |
slaqr3(boolean wantt,
boolean wantz,
int n,
int ktop,
int kbot,
int nw,
float[] h,
int ldh,
int iloz,
int ihiz,
float[] z,
int ldz,
org.netlib.util.intW ns,
org.netlib.util.intW nd,
float[] sr,
float[] si,
float[] v,
int ldv,
int nh,
float[] t,
int ldt,
int nv,
float[] wv,
int ldwv,
float[] work,
int lwork)
.. |
void |
slaqr4(boolean wantt,
boolean wantz,
int n,
int ilo,
int ihi,
float[] h,
int ldh,
float[] wr,
float[] wi,
int iloz,
int ihiz,
float[] z,
int ldz,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
void |
slaqr5(boolean wantt,
boolean wantz,
int kacc22,
int n,
int ktop,
int kbot,
int nshfts,
float[] sr,
float[] si,
float[] h,
int ldh,
int iloz,
int ihiz,
float[] z,
int ldz,
float[] v,
int ldv,
float[] u,
int ldu,
int nv,
float[] wv,
int ldwv,
int nh,
float[] wh,
int ldwh)
.. |
abstract void |
slaqsb(java.lang.String uplo,
int n,
int kd,
float[] ab,
int ldab,
float[] s,
float scond,
float amax,
org.netlib.util.StringW equed)
.. |
abstract void |
slaqsp(java.lang.String uplo,
int n,
float[] ap,
float[] s,
float scond,
float amax,
org.netlib.util.StringW equed)
.. |
abstract void |
slaqsy(java.lang.String uplo,
int n,
float[] a,
int lda,
float[] s,
float scond,
float amax,
org.netlib.util.StringW equed)
.. |
abstract void |
slaqtr(boolean ltran,
boolean lreal,
int n,
float[] t,
int ldt,
float[] b,
float w,
org.netlib.util.floatW scale,
float[] x,
float[] work,
org.netlib.util.intW info)
.. |
void |
slar1v(int n,
int b1,
int bn,
float lambda,
float[] d,
float[] l,
float[] ld,
float[] lld,
float pivmin,
float gaptol,
float[] z,
boolean wantnc,
org.netlib.util.intW negcnt,
org.netlib.util.floatW ztz,
org.netlib.util.floatW mingma,
org.netlib.util.intW r,
int[] isuppz,
org.netlib.util.floatW nrminv,
org.netlib.util.floatW resid,
org.netlib.util.floatW rqcorr,
float[] work)
.. |
abstract void |
slar2v(int n,
float[] x,
float[] y,
float[] z,
int incx,
float[] c,
float[] s,
int incc)
.. |
abstract void |
slarf(java.lang.String side,
int m,
int n,
float[] v,
int incv,
float tau,
float[] c,
int Ldc,
float[] work)
.. |
abstract void |
slarfb(java.lang.String side,
java.lang.String trans,
java.lang.String direct,
java.lang.String storev,
int m,
int n,
int k,
float[] v,
int ldv,
float[] t,
int ldt,
float[] c,
int Ldc,
float[] work,
int ldwork)
.. |
abstract void |
slarfg(int n,
org.netlib.util.floatW alpha,
float[] x,
int incx,
org.netlib.util.floatW tau)
.. |
abstract void |
slarft(java.lang.String direct,
java.lang.String storev,
int n,
int k,
float[] v,
int ldv,
float[] tau,
float[] t,
int ldt)
.. |
abstract void |
slarfx(java.lang.String side,
int m,
int n,
float[] v,
float tau,
float[] c,
int Ldc,
float[] work)
.. |
abstract void |
slargv(int n,
float[] x,
int incx,
float[] y,
int incy,
float[] c,
int incc)
.. |
abstract void |
slarnv(int idist,
int[] iseed,
int n,
float[] x)
.. |
void |
slarra(int n,
float[] d,
float[] e,
float[] e2,
float spltol,
float tnrm,
org.netlib.util.intW nsplit,
int[] isplit,
org.netlib.util.intW info)
.. |
void |
slarrb(int n,
float[] d,
float[] lld,
int ifirst,
int ilast,
float rtol1,
float rtol2,
int offset,
float[] w,
float[] wgap,
float[] werr,
float[] work,
int[] iwork,
float pivmin,
float spdiam,
int twist,
org.netlib.util.intW info)
.. |
void |
slarrc(java.lang.String jobt,
int n,
float vl,
float vu,
float[] d,
float[] e,
float pivmin,
org.netlib.util.intW eigcnt,
org.netlib.util.intW lcnt,
org.netlib.util.intW rcnt,
org.netlib.util.intW info)
.. |
void |
slarrd(java.lang.String range,
java.lang.String order,
int n,
float vl,
float vu,
int il,
int iu,
float[] gers,
float reltol,
float[] d,
float[] e,
float[] e2,
float pivmin,
int nsplit,
int[] isplit,
org.netlib.util.intW m,
float[] w,
float[] werr,
org.netlib.util.floatW wl,
org.netlib.util.floatW wu,
int[] iblock,
int[] indexw,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
void |
slarre(java.lang.String range,
int n,
org.netlib.util.floatW vl,
org.netlib.util.floatW vu,
int il,
int iu,
float[] d,
float[] e,
float[] e2,
float rtol1,
float rtol2,
float spltol,
org.netlib.util.intW nsplit,
int[] isplit,
org.netlib.util.intW m,
float[] w,
float[] werr,
float[] wgap,
int[] iblock,
int[] indexw,
float[] gers,
org.netlib.util.floatW pivmin,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
void |
slarrf(int n,
float[] d,
float[] l,
float[] ld,
int clstrt,
int clend,
float[] w,
float[] wgap,
float[] werr,
float spdiam,
float clgapl,
float clgapr,
float pivmin,
org.netlib.util.floatW sigma,
float[] dplus,
float[] lplus,
float[] work,
org.netlib.util.intW info)
.. |
void |
slarrj(int n,
float[] d,
float[] e2,
int ifirst,
int ilast,
float rtol,
int offset,
float[] w,
float[] werr,
float[] work,
int[] iwork,
float pivmin,
float spdiam,
org.netlib.util.intW info)
.. |
void |
slarrk(int n,
int iw,
float gl,
float gu,
float[] d,
float[] e2,
float pivmin,
float reltol,
org.netlib.util.floatW w,
org.netlib.util.floatW werr,
org.netlib.util.intW info)
.. |
void |
slarrr(int n,
float[] d,
float[] e,
org.netlib.util.intW info)
.. |
void |
slarrv(int n,
float vl,
float vu,
float[] d,
float[] l,
float pivmin,
int[] isplit,
int m,
int dol,
int dou,
float minrgp,
org.netlib.util.floatW rtol1,
org.netlib.util.floatW rtol2,
float[] w,
float[] werr,
float[] wgap,
int[] iblock,
int[] indexw,
float[] gers,
float[] z,
int ldz,
int[] isuppz,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
slartg(float f,
float g,
org.netlib.util.floatW cs,
org.netlib.util.floatW sn,
org.netlib.util.floatW r)
.. |
abstract void |
slartv(int n,
float[] x,
int incx,
float[] y,
int incy,
float[] c,
float[] s,
int incc)
.. |
abstract void |
slaruv(int[] iseed,
int n,
float[] x)
.. |
abstract void |
slarz(java.lang.String side,
int m,
int n,
int l,
float[] v,
int incv,
float tau,
float[] c,
int Ldc,
float[] work)
.. |
abstract void |
slarzb(java.lang.String side,
java.lang.String trans,
java.lang.String direct,
java.lang.String storev,
int m,
int n,
int k,
int l,
float[] v,
int ldv,
float[] t,
int ldt,
float[] c,
int Ldc,
float[] work,
int ldwork)
.. |
abstract void |
slarzt(java.lang.String direct,
java.lang.String storev,
int n,
int k,
float[] v,
int ldv,
float[] tau,
float[] t,
int ldt)
.. |
abstract void |
slas2(float f,
float g,
float h,
org.netlib.util.floatW ssmin,
org.netlib.util.floatW ssmax)
.. |
abstract void |
slascl(java.lang.String type,
int kl,
int ku,
float cfrom,
float cto,
int m,
int n,
float[] a,
int lda,
org.netlib.util.intW info)
.. |
abstract void |
slasd0(int n,
int sqre,
float[] d,
float[] e,
float[] u,
int ldu,
float[] vt,
int ldvt,
int smlsiz,
int[] iwork,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
slasd1(int nl,
int nr,
int sqre,
float[] d,
org.netlib.util.floatW alpha,
org.netlib.util.floatW beta,
float[] u,
int ldu,
float[] vt,
int ldvt,
int[] idxq,
int[] iwork,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
slasd2(int nl,
int nr,
int sqre,
org.netlib.util.intW k,
float[] d,
float[] z,
float alpha,
float beta,
float[] u,
int ldu,
float[] vt,
int ldvt,
float[] dsigma,
float[] u2,
int ldu2,
float[] vt2,
int ldvt2,
int[] idxp,
int[] idx,
int[] idxc,
int[] idxq,
int[] coltyp,
org.netlib.util.intW info)
.. |
abstract void |
slasd3(int nl,
int nr,
int sqre,
int k,
float[] d,
float[] q,
int ldq,
float[] dsigma,
float[] u,
int ldu,
float[] u2,
int ldu2,
float[] vt,
int ldvt,
float[] vt2,
int ldvt2,
int[] idxc,
int[] ctot,
float[] z,
org.netlib.util.intW info)
.. |
abstract void |
slasd4(int n,
int i,
float[] d,
float[] z,
float[] delta,
float rho,
org.netlib.util.floatW sigma,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
slasd5(int i,
float[] d,
float[] z,
float[] delta,
float rho,
org.netlib.util.floatW dsigma,
float[] work)
.. |
abstract void |
slasd6(int icompq,
int nl,
int nr,
int sqre,
float[] d,
float[] vf,
float[] vl,
org.netlib.util.floatW alpha,
org.netlib.util.floatW beta,
int[] idxq,
int[] perm,
org.netlib.util.intW givptr,
int[] givcol,
int ldgcol,
float[] givnum,
int ldgnum,
float[] poles,
float[] difl,
float[] difr,
float[] z,
org.netlib.util.intW k,
org.netlib.util.floatW c,
org.netlib.util.floatW s,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
slasd7(int icompq,
int nl,
int nr,
int sqre,
org.netlib.util.intW k,
float[] d,
float[] z,
float[] zw,
float[] vf,
float[] vfw,
float[] vl,
float[] vlw,
float alpha,
float beta,
float[] dsigma,
int[] idx,
int[] idxp,
int[] idxq,
int[] perm,
org.netlib.util.intW givptr,
int[] givcol,
int ldgcol,
float[] givnum,
int ldgnum,
org.netlib.util.floatW c,
org.netlib.util.floatW s,
org.netlib.util.intW info)
.. |
abstract void |
slasd8(int icompq,
int k,
float[] d,
float[] z,
float[] vf,
float[] vl,
float[] difl,
float[] difr,
int lddifr,
float[] dsigma,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
slasda(int icompq,
int smlsiz,
int n,
int sqre,
float[] d,
float[] e,
float[] u,
int ldu,
float[] vt,
int[] k,
float[] difl,
float[] difr,
float[] z,
float[] poles,
int[] givptr,
int[] givcol,
int ldgcol,
int[] perm,
float[] givnum,
float[] c,
float[] s,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
slasdq(java.lang.String uplo,
int sqre,
int n,
int ncvt,
int nru,
int ncc,
float[] d,
float[] e,
float[] vt,
int ldvt,
float[] u,
int ldu,
float[] c,
int Ldc,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
slasdt(int n,
org.netlib.util.intW lvl,
org.netlib.util.intW nd,
int[] inode,
int[] ndiml,
int[] ndimr,
int msub)
.. |
abstract void |
slaset(java.lang.String uplo,
int m,
int n,
float alpha,
float beta,
float[] a,
int lda)
.. |
abstract void |
slasq1(int n,
float[] d,
float[] e,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
slasq2(int n,
float[] z,
org.netlib.util.intW info)
.. |
abstract void |
slasq3(int i0,
org.netlib.util.intW n0,
float[] z,
int pp,
org.netlib.util.floatW dmin,
org.netlib.util.floatW sigma,
org.netlib.util.floatW desig,
org.netlib.util.floatW qmax,
org.netlib.util.intW nfail,
org.netlib.util.intW iter,
org.netlib.util.intW ndiv,
boolean ieee)
.. |
abstract void |
slasq4(int i0,
int n0,
float[] z,
int pp,
int n0in,
float dmin,
float dmin1,
float dmin2,
float dn,
float dn1,
float dn2,
org.netlib.util.floatW tau,
org.netlib.util.intW ttype)
.. |
abstract void |
slasq5(int i0,
int n0,
float[] z,
int pp,
float tau,
org.netlib.util.floatW dmin,
org.netlib.util.floatW dmin1,
org.netlib.util.floatW dmin2,
org.netlib.util.floatW dn,
org.netlib.util.floatW dnm1,
org.netlib.util.floatW dnm2,
boolean ieee)
.. |
abstract void |
slasq6(int i0,
int n0,
float[] z,
int pp,
org.netlib.util.floatW dmin,
org.netlib.util.floatW dmin1,
org.netlib.util.floatW dmin2,
org.netlib.util.floatW dn,
org.netlib.util.floatW dnm1,
org.netlib.util.floatW dnm2)
.. |
abstract void |
slasr(java.lang.String side,
java.lang.String pivot,
java.lang.String direct,
int m,
int n,
float[] c,
float[] s,
float[] a,
int lda)
.. |
abstract void |
slasrt(java.lang.String id,
int n,
float[] d,
org.netlib.util.intW info)
.. |
abstract void |
slassq(int n,
float[] x,
int incx,
org.netlib.util.floatW scale,
org.netlib.util.floatW sumsq)
.. |
abstract void |
slasv2(float f,
float g,
float h,
org.netlib.util.floatW ssmin,
org.netlib.util.floatW ssmax,
org.netlib.util.floatW snr,
org.netlib.util.floatW csr,
org.netlib.util.floatW snl,
org.netlib.util.floatW csl)
.. |
abstract void |
slaswp(int n,
float[] a,
int lda,
int k1,
int k2,
int[] ipiv,
int incx)
.. |
abstract void |
slasy2(boolean ltranl,
boolean ltranr,
int isgn,
int n1,
int n2,
float[] tl,
int ldtl,
float[] tr,
int ldtr,
float[] b,
int ldb,
org.netlib.util.floatW scale,
float[] x,
int ldx,
org.netlib.util.floatW xnorm,
org.netlib.util.intW info)
.. |
abstract void |
slasyf(java.lang.String uplo,
int n,
int nb,
org.netlib.util.intW kb,
float[] a,
int lda,
int[] ipiv,
float[] w,
int ldw,
org.netlib.util.intW info)
.. |
abstract void |
slatbs(java.lang.String uplo,
java.lang.String trans,
java.lang.String diag,
java.lang.String normin,
int n,
int kd,
float[] ab,
int ldab,
float[] x,
org.netlib.util.floatW scale,
float[] cnorm,
org.netlib.util.intW info)
.. |
abstract void |
slatdf(int ijob,
int n,
float[] z,
int ldz,
float[] rhs,
org.netlib.util.floatW rdsum,
org.netlib.util.floatW rdscal,
int[] ipiv,
int[] jpiv)
.. |
abstract void |
slatps(java.lang.String uplo,
java.lang.String trans,
java.lang.String diag,
java.lang.String normin,
int n,
float[] ap,
float[] x,
org.netlib.util.floatW scale,
float[] cnorm,
org.netlib.util.intW info)
.. |
abstract void |
slatrd(java.lang.String uplo,
int n,
int nb,
float[] a,
int lda,
float[] e,
float[] tau,
float[] w,
int ldw)
.. |
abstract void |
slatrs(java.lang.String uplo,
java.lang.String trans,
java.lang.String diag,
java.lang.String normin,
int n,
float[] a,
int lda,
float[] x,
org.netlib.util.floatW scale,
float[] cnorm,
org.netlib.util.intW info)
.. |
abstract void |
slatrz(int m,
int n,
int l,
float[] a,
int lda,
float[] tau,
float[] work)
.. |
abstract void |
slatzm(java.lang.String side,
int m,
int n,
float[] v,
int incv,
float tau,
float[] c1,
float[] c2,
int Ldc,
float[] work)
.. |
abstract void |
slauu2(java.lang.String uplo,
int n,
float[] a,
int lda,
org.netlib.util.intW info)
.. |
abstract void |
slauum(java.lang.String uplo,
int n,
float[] a,
int lda,
org.netlib.util.intW info)
.. |
void |
slazq3(int i0,
org.netlib.util.intW n0,
float[] z,
int pp,
org.netlib.util.floatW dmin,
org.netlib.util.floatW sigma,
org.netlib.util.floatW desig,
org.netlib.util.floatW qmax,
org.netlib.util.intW nfail,
org.netlib.util.intW iter,
org.netlib.util.intW ndiv,
boolean ieee,
org.netlib.util.intW ttype,
org.netlib.util.floatW dmin1,
org.netlib.util.floatW dmin2,
org.netlib.util.floatW dn,
org.netlib.util.floatW dn1,
org.netlib.util.floatW dn2,
org.netlib.util.floatW tau)
.. |
void |
slazq4(int i0,
int n0,
float[] z,
int pp,
int n0in,
float dmin,
float dmin1,
float dmin2,
float dn,
float dn1,
float dn2,
org.netlib.util.floatW tau,
org.netlib.util.intW ttype,
org.netlib.util.floatW g)
.. |
abstract void |
sopgtr(java.lang.String uplo,
int n,
float[] ap,
float[] tau,
float[] q,
int ldq,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
sopmtr(java.lang.String side,
java.lang.String uplo,
java.lang.String trans,
int m,
int n,
float[] ap,
float[] tau,
float[] c,
int Ldc,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
sorg2l(int m,
int n,
int k,
float[] a,
int lda,
float[] tau,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
sorg2r(int m,
int n,
int k,
float[] a,
int lda,
float[] tau,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
sorgbr(java.lang.String vect,
int m,
int n,
int k,
float[] a,
int lda,
float[] tau,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sorghr(int n,
int ilo,
int ihi,
float[] a,
int lda,
float[] tau,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sorgl2(int m,
int n,
int k,
float[] a,
int lda,
float[] tau,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
sorglq(int m,
int n,
int k,
float[] a,
int lda,
float[] tau,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sorgql(int m,
int n,
int k,
float[] a,
int lda,
float[] tau,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sorgqr(int m,
int n,
int k,
float[] a,
int lda,
float[] tau,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sorgr2(int m,
int n,
int k,
float[] a,
int lda,
float[] tau,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
sorgrq(int m,
int n,
int k,
float[] a,
int lda,
float[] tau,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sorgtr(java.lang.String uplo,
int n,
float[] a,
int lda,
float[] tau,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sorm2l(java.lang.String side,
java.lang.String trans,
int m,
int n,
int k,
float[] a,
int lda,
float[] tau,
float[] c,
int Ldc,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
sorm2r(java.lang.String side,
java.lang.String trans,
int m,
int n,
int k,
float[] a,
int lda,
float[] tau,
float[] c,
int Ldc,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
sormbr(java.lang.String vect,
java.lang.String side,
java.lang.String trans,
int m,
int n,
int k,
float[] a,
int lda,
float[] tau,
float[] c,
int Ldc,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sormhr(java.lang.String side,
java.lang.String trans,
int m,
int n,
int ilo,
int ihi,
float[] a,
int lda,
float[] tau,
float[] c,
int Ldc,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sorml2(java.lang.String side,
java.lang.String trans,
int m,
int n,
int k,
float[] a,
int lda,
float[] tau,
float[] c,
int Ldc,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
sormlq(java.lang.String side,
java.lang.String trans,
int m,
int n,
int k,
float[] a,
int lda,
float[] tau,
float[] c,
int Ldc,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sormql(java.lang.String side,
java.lang.String trans,
int m,
int n,
int k,
float[] a,
int lda,
float[] tau,
float[] c,
int Ldc,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sormqr(java.lang.String side,
java.lang.String trans,
int m,
int n,
int k,
float[] a,
int lda,
float[] tau,
float[] c,
int Ldc,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sormr2(java.lang.String side,
java.lang.String trans,
int m,
int n,
int k,
float[] a,
int lda,
float[] tau,
float[] c,
int Ldc,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
sormr3(java.lang.String side,
java.lang.String trans,
int m,
int n,
int k,
int l,
float[] a,
int lda,
float[] tau,
float[] c,
int Ldc,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
sormrq(java.lang.String side,
java.lang.String trans,
int m,
int n,
int k,
float[] a,
int lda,
float[] tau,
float[] c,
int Ldc,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sormrz(java.lang.String side,
java.lang.String trans,
int m,
int n,
int k,
int l,
float[] a,
int lda,
float[] tau,
float[] c,
int Ldc,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
sormtr(java.lang.String side,
java.lang.String uplo,
java.lang.String trans,
int m,
int n,
float[] a,
int lda,
float[] tau,
float[] c,
int Ldc,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
spbcon(java.lang.String uplo,
int n,
int kd,
float[] ab,
int ldab,
float anorm,
org.netlib.util.floatW rcond,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
spbequ(java.lang.String uplo,
int n,
int kd,
float[] ab,
int ldab,
float[] s,
org.netlib.util.floatW scond,
org.netlib.util.floatW amax,
org.netlib.util.intW info)
.. |
abstract void |
spbrfs(java.lang.String uplo,
int n,
int kd,
int nrhs,
float[] ab,
int ldab,
float[] afb,
int ldafb,
float[] b,
int ldb,
float[] x,
int ldx,
float[] ferr,
float[] berr,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
spbstf(java.lang.String uplo,
int n,
int kd,
float[] ab,
int ldab,
org.netlib.util.intW info)
.. |
abstract void |
spbsv(java.lang.String uplo,
int n,
int kd,
int nrhs,
float[] ab,
int ldab,
float[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
spbsvx(java.lang.String fact,
java.lang.String uplo,
int n,
int kd,
int nrhs,
float[] ab,
int ldab,
float[] afb,
int ldafb,
org.netlib.util.StringW equed,
float[] s,
float[] b,
int ldb,
float[] x,
int ldx,
org.netlib.util.floatW rcond,
float[] ferr,
float[] berr,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
spbtf2(java.lang.String uplo,
int n,
int kd,
float[] ab,
int ldab,
org.netlib.util.intW info)
.. |
abstract void |
spbtrf(java.lang.String uplo,
int n,
int kd,
float[] ab,
int ldab,
org.netlib.util.intW info)
.. |
abstract void |
spbtrs(java.lang.String uplo,
int n,
int kd,
int nrhs,
float[] ab,
int ldab,
float[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
spocon(java.lang.String uplo,
int n,
float[] a,
int lda,
float anorm,
org.netlib.util.floatW rcond,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
spoequ(int n,
float[] a,
int lda,
float[] s,
org.netlib.util.floatW scond,
org.netlib.util.floatW amax,
org.netlib.util.intW info)
.. |
abstract void |
sporfs(java.lang.String uplo,
int n,
int nrhs,
float[] a,
int lda,
float[] af,
int ldaf,
float[] b,
int ldb,
float[] x,
int ldx,
float[] ferr,
float[] berr,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
sposv(java.lang.String uplo,
int n,
int nrhs,
float[] a,
int lda,
float[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
sposvx(java.lang.String fact,
java.lang.String uplo,
int n,
int nrhs,
float[] a,
int lda,
float[] af,
int ldaf,
org.netlib.util.StringW equed,
float[] s,
float[] b,
int ldb,
float[] x,
int ldx,
org.netlib.util.floatW rcond,
float[] ferr,
float[] berr,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
spotf2(java.lang.String uplo,
int n,
float[] a,
int lda,
org.netlib.util.intW info)
.. |
abstract void |
spotrf(java.lang.String uplo,
int n,
float[] a,
int lda,
org.netlib.util.intW info)
.. |
abstract void |
spotri(java.lang.String uplo,
int n,
float[] a,
int lda,
org.netlib.util.intW info)
.. |
abstract void |
spotrs(java.lang.String uplo,
int n,
int nrhs,
float[] a,
int lda,
float[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
sppcon(java.lang.String uplo,
int n,
float[] ap,
float anorm,
org.netlib.util.floatW rcond,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
sppequ(java.lang.String uplo,
int n,
float[] ap,
float[] s,
org.netlib.util.floatW scond,
org.netlib.util.floatW amax,
org.netlib.util.intW info)
.. |
abstract void |
spprfs(java.lang.String uplo,
int n,
int nrhs,
float[] ap,
float[] afp,
float[] b,
int ldb,
float[] x,
int ldx,
float[] ferr,
float[] berr,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
sppsv(java.lang.String uplo,
int n,
int nrhs,
float[] ap,
float[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
sppsvx(java.lang.String fact,
java.lang.String uplo,
int n,
int nrhs,
float[] ap,
float[] afp,
org.netlib.util.StringW equed,
float[] s,
float[] b,
int ldb,
float[] x,
int ldx,
org.netlib.util.floatW rcond,
float[] ferr,
float[] berr,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
spptrf(java.lang.String uplo,
int n,
float[] ap,
org.netlib.util.intW info)
.. |
abstract void |
spptri(java.lang.String uplo,
int n,
float[] ap,
org.netlib.util.intW info)
.. |
abstract void |
spptrs(java.lang.String uplo,
int n,
int nrhs,
float[] ap,
float[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
sptcon(int n,
float[] d,
float[] e,
float anorm,
org.netlib.util.floatW rcond,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
spteqr(java.lang.String compz,
int n,
float[] d,
float[] e,
float[] z,
int ldz,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
sptrfs(int n,
int nrhs,
float[] d,
float[] e,
float[] df,
float[] ef,
float[] b,
int ldb,
float[] x,
int ldx,
float[] ferr,
float[] berr,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
sptsv(int n,
int nrhs,
float[] d,
float[] e,
float[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
sptsvx(java.lang.String fact,
int n,
int nrhs,
float[] d,
float[] e,
float[] df,
float[] ef,
float[] b,
int ldb,
float[] x,
int ldx,
org.netlib.util.floatW rcond,
float[] ferr,
float[] berr,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
spttrf(int n,
float[] d,
float[] e,
org.netlib.util.intW info)
.. |
abstract void |
spttrs(int n,
int nrhs,
float[] d,
float[] e,
float[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
sptts2(int n,
int nrhs,
float[] d,
float[] e,
float[] b,
int ldb)
.. |
abstract void |
srscl(int n,
float sa,
float[] sx,
int incx)
.. |
abstract void |
ssbev(java.lang.String jobz,
java.lang.String uplo,
int n,
int kd,
float[] ab,
int ldab,
float[] w,
float[] z,
int ldz,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
ssbevd(java.lang.String jobz,
java.lang.String uplo,
int n,
int kd,
float[] ab,
int ldab,
float[] w,
float[] z,
int ldz,
float[] work,
int lwork,
int[] iwork,
int liwork,
org.netlib.util.intW info)
.. |
abstract void |
ssbevx(java.lang.String jobz,
java.lang.String range,
java.lang.String uplo,
int n,
int kd,
float[] ab,
int ldab,
float[] q,
int ldq,
float vl,
float vu,
int il,
int iu,
float abstol,
org.netlib.util.intW m,
float[] w,
float[] z,
int ldz,
float[] work,
int[] iwork,
int[] ifail,
org.netlib.util.intW info)
.. |
abstract void |
ssbgst(java.lang.String vect,
java.lang.String uplo,
int n,
int ka,
int kb,
float[] ab,
int ldab,
float[] bb,
int ldbb,
float[] x,
int ldx,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
ssbgv(java.lang.String jobz,
java.lang.String uplo,
int n,
int ka,
int kb,
float[] ab,
int ldab,
float[] bb,
int ldbb,
float[] w,
float[] z,
int ldz,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
ssbgvd(java.lang.String jobz,
java.lang.String uplo,
int n,
int ka,
int kb,
float[] ab,
int ldab,
float[] bb,
int ldbb,
float[] w,
float[] z,
int ldz,
float[] work,
int lwork,
int[] iwork,
int liwork,
org.netlib.util.intW info)
.. |
abstract void |
ssbgvx(java.lang.String jobz,
java.lang.String range,
java.lang.String uplo,
int n,
int ka,
int kb,
float[] ab,
int ldab,
float[] bb,
int ldbb,
float[] q,
int ldq,
float vl,
float vu,
int il,
int iu,
float abstol,
org.netlib.util.intW m,
float[] w,
float[] z,
int ldz,
float[] work,
int[] iwork,
int[] ifail,
org.netlib.util.intW info)
.. |
abstract void |
ssbtrd(java.lang.String vect,
java.lang.String uplo,
int n,
int kd,
float[] ab,
int ldab,
float[] d,
float[] e,
float[] q,
int ldq,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
sspcon(java.lang.String uplo,
int n,
float[] ap,
int[] ipiv,
float anorm,
org.netlib.util.floatW rcond,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
sspev(java.lang.String jobz,
java.lang.String uplo,
int n,
float[] ap,
float[] w,
float[] z,
int ldz,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
sspevd(java.lang.String jobz,
java.lang.String uplo,
int n,
float[] ap,
float[] w,
float[] z,
int ldz,
float[] work,
int lwork,
int[] iwork,
int liwork,
org.netlib.util.intW info)
.. |
abstract void |
sspevx(java.lang.String jobz,
java.lang.String range,
java.lang.String uplo,
int n,
float[] ap,
float vl,
float vu,
int il,
int iu,
float abstol,
org.netlib.util.intW m,
float[] w,
float[] z,
int ldz,
float[] work,
int[] iwork,
int[] ifail,
org.netlib.util.intW info)
.. |
abstract void |
sspgst(int itype,
java.lang.String uplo,
int n,
float[] ap,
float[] bp,
org.netlib.util.intW info)
.. |
abstract void |
sspgv(int itype,
java.lang.String jobz,
java.lang.String uplo,
int n,
float[] ap,
float[] bp,
float[] w,
float[] z,
int ldz,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
sspgvd(int itype,
java.lang.String jobz,
java.lang.String uplo,
int n,
float[] ap,
float[] bp,
float[] w,
float[] z,
int ldz,
float[] work,
int lwork,
int[] iwork,
int liwork,
org.netlib.util.intW info)
.. |
abstract void |
sspgvx(int itype,
java.lang.String jobz,
java.lang.String range,
java.lang.String uplo,
int n,
float[] ap,
float[] bp,
float vl,
float vu,
int il,
int iu,
float abstol,
org.netlib.util.intW m,
float[] w,
float[] z,
int ldz,
float[] work,
int[] iwork,
int[] ifail,
org.netlib.util.intW info)
.. |
abstract void |
ssprfs(java.lang.String uplo,
int n,
int nrhs,
float[] ap,
float[] afp,
int[] ipiv,
float[] b,
int ldb,
float[] x,
int ldx,
float[] ferr,
float[] berr,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
sspsv(java.lang.String uplo,
int n,
int nrhs,
float[] ap,
int[] ipiv,
float[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
sspsvx(java.lang.String fact,
java.lang.String uplo,
int n,
int nrhs,
float[] ap,
float[] afp,
int[] ipiv,
float[] b,
int ldb,
float[] x,
int ldx,
org.netlib.util.floatW rcond,
float[] ferr,
float[] berr,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
ssptrd(java.lang.String uplo,
int n,
float[] ap,
float[] d,
float[] e,
float[] tau,
org.netlib.util.intW info)
.. |
abstract void |
ssptrf(java.lang.String uplo,
int n,
float[] ap,
int[] ipiv,
org.netlib.util.intW info)
.. |
abstract void |
ssptri(java.lang.String uplo,
int n,
float[] ap,
int[] ipiv,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
ssptrs(java.lang.String uplo,
int n,
int nrhs,
float[] ap,
int[] ipiv,
float[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
sstebz(java.lang.String range,
java.lang.String order,
int n,
float vl,
float vu,
int il,
int iu,
float abstol,
float[] d,
float[] e,
org.netlib.util.intW m,
org.netlib.util.intW nsplit,
float[] w,
int[] iblock,
int[] isplit,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
sstedc(java.lang.String compz,
int n,
float[] d,
float[] e,
float[] z,
int ldz,
float[] work,
int lwork,
int[] iwork,
int liwork,
org.netlib.util.intW info)
.. |
abstract void |
sstegr(java.lang.String jobz,
java.lang.String range,
int n,
float[] d,
float[] e,
float vl,
float vu,
int il,
int iu,
float abstol,
org.netlib.util.intW m,
float[] w,
float[] z,
int ldz,
int[] isuppz,
float[] work,
int lwork,
int[] iwork,
int liwork,
org.netlib.util.intW info)
.. |
abstract void |
sstein(int n,
float[] d,
float[] e,
int m,
float[] w,
int[] iblock,
int[] isplit,
float[] z,
int ldz,
float[] work,
int[] iwork,
int[] ifail,
org.netlib.util.intW info)
.. |
void |
sstemr(java.lang.String jobz,
java.lang.String range,
int n,
float[] d,
float[] e,
float vl,
float vu,
int il,
int iu,
org.netlib.util.intW m,
float[] w,
float[] z,
int ldz,
int nzc,
int[] isuppz,
org.netlib.util.booleanW tryrac,
float[] work,
int lwork,
int[] iwork,
int liwork,
org.netlib.util.intW info)
.. |
abstract void |
ssteqr(java.lang.String compz,
int n,
float[] d,
float[] e,
float[] z,
int ldz,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
ssterf(int n,
float[] d,
float[] e,
org.netlib.util.intW info)
.. |
abstract void |
sstev(java.lang.String jobz,
int n,
float[] d,
float[] e,
float[] z,
int ldz,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
sstevd(java.lang.String jobz,
int n,
float[] d,
float[] e,
float[] z,
int ldz,
float[] work,
int lwork,
int[] iwork,
int liwork,
org.netlib.util.intW info)
.. |
abstract void |
sstevr(java.lang.String jobz,
java.lang.String range,
int n,
float[] d,
float[] e,
float vl,
float vu,
int il,
int iu,
float abstol,
org.netlib.util.intW m,
float[] w,
float[] z,
int ldz,
int[] isuppz,
float[] work,
int lwork,
int[] iwork,
int liwork,
org.netlib.util.intW info)
.. |
abstract void |
sstevx(java.lang.String jobz,
java.lang.String range,
int n,
float[] d,
float[] e,
float vl,
float vu,
int il,
int iu,
float abstol,
org.netlib.util.intW m,
float[] w,
float[] z,
int ldz,
float[] work,
int[] iwork,
int[] ifail,
org.netlib.util.intW info)
.. |
abstract void |
ssycon(java.lang.String uplo,
int n,
float[] a,
int lda,
int[] ipiv,
float anorm,
org.netlib.util.floatW rcond,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
ssyev(java.lang.String jobz,
java.lang.String uplo,
int n,
float[] a,
int lda,
float[] w,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
ssyevd(java.lang.String jobz,
java.lang.String uplo,
int n,
float[] a,
int lda,
float[] w,
float[] work,
int lwork,
int[] iwork,
int liwork,
org.netlib.util.intW info)
.. |
abstract void |
ssyevr(java.lang.String jobz,
java.lang.String range,
java.lang.String uplo,
int n,
float[] a,
int lda,
float vl,
float vu,
int il,
int iu,
float abstol,
org.netlib.util.intW m,
float[] w,
float[] z,
int ldz,
int[] isuppz,
float[] work,
int lwork,
int[] iwork,
int liwork,
org.netlib.util.intW info)
.. |
abstract void |
ssyevx(java.lang.String jobz,
java.lang.String range,
java.lang.String uplo,
int n,
float[] a,
int lda,
float vl,
float vu,
int il,
int iu,
float abstol,
org.netlib.util.intW m,
float[] w,
float[] z,
int ldz,
float[] work,
int lwork,
int[] iwork,
int[] ifail,
org.netlib.util.intW info)
.. |
abstract void |
ssygs2(int itype,
java.lang.String uplo,
int n,
float[] a,
int lda,
float[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
ssygst(int itype,
java.lang.String uplo,
int n,
float[] a,
int lda,
float[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
ssygv(int itype,
java.lang.String jobz,
java.lang.String uplo,
int n,
float[] a,
int lda,
float[] b,
int ldb,
float[] w,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
ssygvd(int itype,
java.lang.String jobz,
java.lang.String uplo,
int n,
float[] a,
int lda,
float[] b,
int ldb,
float[] w,
float[] work,
int lwork,
int[] iwork,
int liwork,
org.netlib.util.intW info)
.. |
abstract void |
ssygvx(int itype,
java.lang.String jobz,
java.lang.String range,
java.lang.String uplo,
int n,
float[] a,
int lda,
float[] b,
int ldb,
float vl,
float vu,
int il,
int iu,
float abstol,
org.netlib.util.intW m,
float[] w,
float[] z,
int ldz,
float[] work,
int lwork,
int[] iwork,
int[] ifail,
org.netlib.util.intW info)
.. |
abstract void |
ssyrfs(java.lang.String uplo,
int n,
int nrhs,
float[] a,
int lda,
float[] af,
int ldaf,
int[] ipiv,
float[] b,
int ldb,
float[] x,
int ldx,
float[] ferr,
float[] berr,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
ssysv(java.lang.String uplo,
int n,
int nrhs,
float[] a,
int lda,
int[] ipiv,
float[] b,
int ldb,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
ssysvx(java.lang.String fact,
java.lang.String uplo,
int n,
int nrhs,
float[] a,
int lda,
float[] af,
int ldaf,
int[] ipiv,
float[] b,
int ldb,
float[] x,
int ldx,
org.netlib.util.floatW rcond,
float[] ferr,
float[] berr,
float[] work,
int lwork,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
ssytd2(java.lang.String uplo,
int n,
float[] a,
int lda,
float[] d,
float[] e,
float[] tau,
org.netlib.util.intW info)
.. |
abstract void |
ssytf2(java.lang.String uplo,
int n,
float[] a,
int lda,
int[] ipiv,
org.netlib.util.intW info)
.. |
abstract void |
ssytrd(java.lang.String uplo,
int n,
float[] a,
int lda,
float[] d,
float[] e,
float[] tau,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
ssytrf(java.lang.String uplo,
int n,
float[] a,
int lda,
int[] ipiv,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
ssytri(java.lang.String uplo,
int n,
float[] a,
int lda,
int[] ipiv,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
ssytrs(java.lang.String uplo,
int n,
int nrhs,
float[] a,
int lda,
int[] ipiv,
float[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
stbcon(java.lang.String norm,
java.lang.String uplo,
java.lang.String diag,
int n,
int kd,
float[] ab,
int ldab,
org.netlib.util.floatW rcond,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
stbrfs(java.lang.String uplo,
java.lang.String trans,
java.lang.String diag,
int n,
int kd,
int nrhs,
float[] ab,
int ldab,
float[] b,
int ldb,
float[] x,
int ldx,
float[] ferr,
float[] berr,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
stbtrs(java.lang.String uplo,
java.lang.String trans,
java.lang.String diag,
int n,
int kd,
int nrhs,
float[] ab,
int ldab,
float[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
stgevc(java.lang.String side,
java.lang.String howmny,
boolean[] select,
int n,
float[] s,
int lds,
float[] p,
int ldp,
float[] vl,
int ldvl,
float[] vr,
int ldvr,
int mm,
org.netlib.util.intW m,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
stgex2(boolean wantq,
boolean wantz,
int n,
float[] a,
int lda,
float[] b,
int ldb,
float[] q,
int ldq,
float[] z,
int ldz,
int j1,
int n1,
int n2,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
stgexc(boolean wantq,
boolean wantz,
int n,
float[] a,
int lda,
float[] b,
int ldb,
float[] q,
int ldq,
float[] z,
int ldz,
org.netlib.util.intW ifst,
org.netlib.util.intW ilst,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
abstract void |
stgsen(int ijob,
boolean wantq,
boolean wantz,
boolean[] select,
int n,
float[] a,
int lda,
float[] b,
int ldb,
float[] alphar,
float[] alphai,
float[] beta,
float[] q,
int ldq,
float[] z,
int ldz,
org.netlib.util.intW m,
org.netlib.util.floatW pl,
org.netlib.util.floatW pr,
float[] dif,
float[] work,
int lwork,
int[] iwork,
int liwork,
org.netlib.util.intW info)
.. |
abstract void |
stgsja(java.lang.String jobu,
java.lang.String jobv,
java.lang.String jobq,
int m,
int p,
int n,
int k,
int l,
float[] a,
int lda,
float[] b,
int ldb,
float tola,
float tolb,
float[] alpha,
float[] beta,
float[] u,
int ldu,
float[] v,
int ldv,
float[] q,
int ldq,
float[] work,
org.netlib.util.intW ncycle,
org.netlib.util.intW info)
.. |
abstract void |
stgsna(java.lang.String job,
java.lang.String howmny,
boolean[] select,
int n,
float[] a,
int lda,
float[] b,
int ldb,
float[] vl,
int ldvl,
float[] vr,
int ldvr,
float[] s,
float[] dif,
int mm,
org.netlib.util.intW m,
float[] work,
int lwork,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
stgsy2(java.lang.String trans,
int ijob,
int m,
int n,
float[] a,
int lda,
float[] b,
int ldb,
float[] c,
int Ldc,
float[] d,
int ldd,
float[] e,
int lde,
float[] f,
int ldf,
org.netlib.util.floatW scale,
org.netlib.util.floatW rdsum,
org.netlib.util.floatW rdscal,
int[] iwork,
org.netlib.util.intW pq,
org.netlib.util.intW info)
.. |
abstract void |
stgsyl(java.lang.String trans,
int ijob,
int m,
int n,
float[] a,
int lda,
float[] b,
int ldb,
float[] c,
int Ldc,
float[] d,
int ldd,
float[] e,
int lde,
float[] f,
int ldf,
org.netlib.util.floatW scale,
org.netlib.util.floatW dif,
float[] work,
int lwork,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
stpcon(java.lang.String norm,
java.lang.String uplo,
java.lang.String diag,
int n,
float[] ap,
org.netlib.util.floatW rcond,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
stprfs(java.lang.String uplo,
java.lang.String trans,
java.lang.String diag,
int n,
int nrhs,
float[] ap,
float[] b,
int ldb,
float[] x,
int ldx,
float[] ferr,
float[] berr,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
stptri(java.lang.String uplo,
java.lang.String diag,
int n,
float[] ap,
org.netlib.util.intW info)
.. |
abstract void |
stptrs(java.lang.String uplo,
java.lang.String trans,
java.lang.String diag,
int n,
int nrhs,
float[] ap,
float[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
strcon(java.lang.String norm,
java.lang.String uplo,
java.lang.String diag,
int n,
float[] a,
int lda,
org.netlib.util.floatW rcond,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
strevc(java.lang.String side,
java.lang.String howmny,
boolean[] select,
int n,
float[] t,
int ldt,
float[] vl,
int ldvl,
float[] vr,
int ldvr,
int mm,
org.netlib.util.intW m,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
strexc(java.lang.String compq,
int n,
float[] t,
int ldt,
float[] q,
int ldq,
org.netlib.util.intW ifst,
org.netlib.util.intW ilst,
float[] work,
org.netlib.util.intW info)
.. |
abstract void |
strrfs(java.lang.String uplo,
java.lang.String trans,
java.lang.String diag,
int n,
int nrhs,
float[] a,
int lda,
float[] b,
int ldb,
float[] x,
int ldx,
float[] ferr,
float[] berr,
float[] work,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
strsen(java.lang.String job,
java.lang.String compq,
boolean[] select,
int n,
float[] t,
int ldt,
float[] q,
int ldq,
float[] wr,
float[] wi,
org.netlib.util.intW m,
org.netlib.util.floatW s,
org.netlib.util.floatW sep,
float[] work,
int lwork,
int[] iwork,
int liwork,
org.netlib.util.intW info)
.. |
abstract void |
strsna(java.lang.String job,
java.lang.String howmny,
boolean[] select,
int n,
float[] t,
int ldt,
float[] vl,
int ldvl,
float[] vr,
int ldvr,
float[] s,
float[] sep,
int mm,
org.netlib.util.intW m,
float[] work,
int ldwork,
int[] iwork,
org.netlib.util.intW info)
.. |
abstract void |
strsyl(java.lang.String trana,
java.lang.String tranb,
int isgn,
int m,
int n,
float[] a,
int lda,
float[] b,
int ldb,
float[] c,
int Ldc,
org.netlib.util.floatW scale,
org.netlib.util.intW info)
.. |
abstract void |
strti2(java.lang.String uplo,
java.lang.String diag,
int n,
float[] a,
int lda,
org.netlib.util.intW info)
.. |
abstract void |
strtri(java.lang.String uplo,
java.lang.String diag,
int n,
float[] a,
int lda,
org.netlib.util.intW info)
.. |
abstract void |
strtrs(java.lang.String uplo,
java.lang.String trans,
java.lang.String diag,
int n,
int nrhs,
float[] a,
int lda,
float[] b,
int ldb,
org.netlib.util.intW info)
.. |
abstract void |
stzrqf(int m,
int n,
float[] a,
int lda,
float[] tau,
org.netlib.util.intW info)
.. |
abstract void |
stzrzf(int m,
int n,
float[] a,
int lda,
float[] tau,
float[] work,
int lwork,
org.netlib.util.intW info)
.. |
Methods inherited from class java.lang.Object |
---|
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
---|
public LAPACK()
Method Detail |
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public static LAPACK getInstance()
public abstract void dbdsdc(java.lang.String uplo, java.lang.String compq, int n, double[] d, double[] e, double[] u, int ldu, double[] vt, int ldvt, double[] q, int[] iq, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DBDSDC computes the singular value decomposition (SVD) of a real N-by-N (upper or lower) bidiagonal matrix B: B = U * S * VT, using a divide and conquer method, where S is a diagonal matrix with non-negative diagonal elements (the singular values of B), and U and VT are orthogonal matrices of left and right singular vectors, respectively. DBDSDC can be used to compute all singular values, and optionally, singular vectors or singular vectors in compact 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 DLASD3 for details. The code currently calls DLASDQ if singular values only are desired. However, it can be slightly modified to compute singular values using the divide and conquer method. Arguments ========= UPLO (input) CHARACTER*1 = 'U': B is upper bidiagonal. = 'L': B is lower bidiagonal. COMPQ (input) CHARACTER*1 Specifies whether singular vectors are to be computed as follows: = 'N': Compute singular values only; = 'P': Compute singular values and compute singular vectors in compact form; = 'I': Compute singular values and singular vectors. N (input) INTEGER The order of the matrix B. N >= 0. D (input/output) DOUBLE PRECISION array, dimension (N) On entry, the n diagonal elements of the bidiagonal matrix B. On exit, if INFO=0, the singular values of B. E (input/output) DOUBLE PRECISION array, dimension (N-1) On entry, the elements of E contain the offdiagonal elements of the bidiagonal matrix whose SVD is desired. On exit, E has been destroyed. U (output) DOUBLE PRECISION array, dimension (LDU,N) If COMPQ = 'I', then: On exit, if INFO = 0, U contains the left singular vectors of the bidiagonal matrix. For other values of COMPQ, U is not referenced. LDU (input) INTEGER The leading dimension of the array U. LDU >= 1. If singular vectors are desired, then LDU >= max( 1, N ). VT (output) DOUBLE PRECISION array, dimension (LDVT,N) If COMPQ = 'I', then: On exit, if INFO = 0, VT' contains the right singular vectors of the bidiagonal matrix. For other values of COMPQ, VT is not referenced. LDVT (input) INTEGER The leading dimension of the array VT. LDVT >= 1. If singular vectors are desired, then LDVT >= max( 1, N ). Q (output) DOUBLE PRECISION array, dimension (LDQ) If COMPQ = 'P', then: On exit, if INFO = 0, Q and IQ contain the left and right singular vectors in a compact form, requiring O(N log N) space instead of 2*N**2. In particular, Q contains all the DOUBLE PRECISION data in LDQ >= N*(11 + 2*SMLSIZ + 8*INT(LOG_2(N/(SMLSIZ+1)))) words of memory, where 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). For other values of COMPQ, Q is not referenced. IQ (output) INTEGER array, dimension (LDIQ) If COMPQ = 'P', then: On exit, if INFO = 0, Q and IQ contain the left and right singular vectors in a compact form, requiring O(N log N) space instead of 2*N**2. In particular, IQ contains all INTEGER data in LDIQ >= N*(3 + 3*INT(LOG_2(N/(SMLSIZ+1)))) words of memory, where 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). For other values of COMPQ, IQ is not referenced. WORK (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) If COMPQ = 'N' then LWORK >= (4 * N). If COMPQ = 'P' then LWORK >= (6 * N). If COMPQ = 'I' then LWORK >= (3 * N**2 + 4 * N). IWORK (workspace) INTEGER array, dimension (8*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. The update process of divide and conquer failed. Further Details =============== Based on contributions by Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA ===================================================================== Changed dimension statement in comment describing E from (N) to (N-1). Sven, 17 Feb 05. ===================================================================== .. Parameters ..
uplo
- compq
- n
- d
- e
- u
- ldu
- vt
- ldvt
- q
- iq
- work
- iwork
- info
- public abstract void dbdsqr(java.lang.String uplo, int n, int ncvt, int nru, int ncc, double[] d, double[] e, double[] vt, int ldvt, double[] u, int ldu, double[] c, int Ldc, double[] work, org.netlib.util.intW info)
.. Purpose ======= DBDSQR computes the singular values and, optionally, the right and/or left singular vectors from the singular value decomposition (SVD) of a real N-by-N (upper or lower) bidiagonal matrix B using the implicit zero-shift QR algorithm. The SVD of B has the form B = Q * S * P**T where S is the diagonal matrix of singular values, Q is an orthogonal matrix of left singular vectors, and P is an orthogonal matrix of right singular vectors. If left singular vectors are requested, this subroutine actually returns U*Q instead of Q, and, if right singular vectors are requested, this subroutine returns P**T*VT instead of P**T, for given real input matrices U and VT. When U and VT are the orthogonal matrices that reduce a general matrix A to bidiagonal form: A = U*B*VT, as computed by DGEBRD, then A = (U*Q) * S * (P**T*VT) is the SVD of A. Optionally, the subroutine may also compute Q**T*C for a given real input matrix C. See "Computing Small Singular Values of Bidiagonal Matrices With Guaranteed High Relative Accuracy," by J. Demmel and W. Kahan, LAPACK Working Note #3 (or SIAM J. Sci. Statist. Comput. vol. 11, no. 5, pp. 873-912, Sept 1990) and "Accurate singular values and differential qd algorithms," by B. Parlett and V. Fernando, Technical Report CPAM-554, Mathematics Department, University of California at Berkeley, July 1992 for a detailed description of the algorithm. Arguments ========= UPLO (input) CHARACTER*1 = 'U': B is upper bidiagonal; = 'L': B is lower bidiagonal. N (input) INTEGER The order of the matrix B. N >= 0. NCVT (input) INTEGER The number of columns of the matrix VT. NCVT >= 0. NRU (input) INTEGER The number of rows of the matrix U. NRU >= 0. NCC (input) INTEGER The number of columns of the matrix C. NCC >= 0. D (input/output) DOUBLE PRECISION array, dimension (N) On entry, the n diagonal elements of the bidiagonal matrix B. On exit, if INFO=0, the singular values of B in decreasing order. E (input/output) DOUBLE PRECISION array, dimension (N-1) On entry, the N-1 offdiagonal elements of the bidiagonal matrix B. On exit, if INFO = 0, E is destroyed; if INFO > 0, D and E will contain the diagonal and superdiagonal elements of a bidiagonal matrix orthogonally equivalent to the one given as input. VT (input/output) DOUBLE PRECISION array, dimension (LDVT, NCVT) On entry, an N-by-NCVT matrix VT. On exit, VT is overwritten by P**T * VT. Not referenced if NCVT = 0. LDVT (input) INTEGER The leading dimension of the array VT. LDVT >= max(1,N) if NCVT > 0; LDVT >= 1 if NCVT = 0. U (input/output) DOUBLE PRECISION array, dimension (LDU, N) On entry, an NRU-by-N matrix U. On exit, U is overwritten by U * Q. Not referenced if NRU = 0. LDU (input) INTEGER The leading dimension of the array U. LDU >= max(1,NRU). C (input/output) DOUBLE PRECISION array, dimension (LDC, NCC) On entry, an N-by-NCC matrix C. On exit, C is overwritten by Q**T * C. Not referenced if NCC = 0. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,N) if NCC > 0; LDC >=1 if NCC = 0. WORK (workspace) DOUBLE PRECISION array, dimension (2*N) if NCVT = NRU = NCC = 0, (max(1, 4*N)) otherwise INFO (output) INTEGER = 0: successful exit < 0: If INFO = -i, the i-th argument had an illegal value > 0: the algorithm did not converge; D and E contain the elements of a bidiagonal matrix which is orthogonally similar to the input matrix B; if INFO = i, i elements of E have not converged to zero. Internal Parameters =================== TOLMUL DOUBLE PRECISION, default = max(10,min(100,EPS**(-1/8))) TOLMUL controls the convergence criterion of the QR loop. If it is positive, TOLMUL*EPS is the desired relative precision in the computed singular values. If it is negative, abs(TOLMUL*EPS*sigma_max) is the desired absolute accuracy in the computed singular values (corresponds to relative accuracy abs(TOLMUL*EPS) in the largest singular value. abs(TOLMUL) should be between 1 and 1/EPS, and preferably between 10 (for fast convergence) and .1/EPS (for there to be some accuracy in the results). Default is to lose at either one eighth or 2 of the available decimal digits in each computed singular value (whichever is smaller). MAXITR INTEGER, default = 6 MAXITR controls the maximum number of passes of the algorithm through its inner loop. The algorithms stops (and so fails to converge) if the number of passes through the inner loop exceeds MAXITR*N**2. ===================================================================== .. Parameters ..
uplo
- n
- ncvt
- nru
- ncc
- d
- e
- vt
- ldvt
- u
- ldu
- c
- Ldc
- work
- info
- public abstract void ddisna(java.lang.String job, int m, int n, double[] d, double[] sep, org.netlib.util.intW info)
.. Purpose ======= DDISNA computes the reciprocal condition numbers for the eigenvectors of a real symmetric or complex Hermitian matrix or for the left or right singular vectors of a general m-by-n matrix. The reciprocal condition number is the 'gap' between the corresponding eigenvalue or singular value and the nearest other one. The bound on the error, measured by angle in radians, in the I-th computed vector is given by DLAMCH( 'E' ) * ( ANORM / SEP( I ) ) where ANORM = 2-norm(A) = max( abs( D(j) ) ). SEP(I) is not allowed to be smaller than DLAMCH( 'E' )*ANORM in order to limit the size of the error bound. DDISNA may also be used to compute error bounds for eigenvectors of the generalized symmetric definite eigenproblem. Arguments ========= JOB (input) CHARACTER*1 Specifies for which problem the reciprocal condition numbers should be computed: = 'E': the eigenvectors of a symmetric/Hermitian matrix; = 'L': the left singular vectors of a general matrix; = 'R': the right singular vectors of a general matrix. M (input) INTEGER The number of rows of the matrix. M >= 0. N (input) INTEGER If JOB = 'L' or 'R', the number of columns of the matrix, in which case N >= 0. Ignored if JOB = 'E'. D (input) DOUBLE PRECISION array, dimension (M) if JOB = 'E' dimension (min(M,N)) if JOB = 'L' or 'R' The eigenvalues (if JOB = 'E') or singular values (if JOB = 'L' or 'R') of the matrix, in either increasing or decreasing order. If singular values, they must be non-negative. SEP (output) DOUBLE PRECISION array, dimension (M) if JOB = 'E' dimension (min(M,N)) if JOB = 'L' or 'R' The reciprocal condition numbers of the vectors. INFO (output) INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. ===================================================================== .. Parameters ..
job
- m
- n
- d
- sep
- info
- public abstract void dgbbrd(java.lang.String vect, int m, int n, int ncc, int kl, int ku, double[] ab, int ldab, double[] d, double[] e, double[] q, int ldq, double[] pt, int ldpt, double[] c, int Ldc, double[] work, org.netlib.util.intW info)
.. Purpose ======= DGBBRD reduces a real general m-by-n band matrix A to upper bidiagonal form B by an orthogonal 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (min(M,N)) The diagonal elements of the bidiagonal matrix B. E (output) DOUBLE PRECISION array, dimension (min(M,N)-1) The superdiagonal elements of the bidiagonal matrix B. Q (output) DOUBLE PRECISION array, dimension (LDQ,M) If VECT = 'Q' or 'B', the m-by-m orthogonal 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) DOUBLE PRECISION array, dimension (LDPT,N) If VECT = 'P' or 'B', the n-by-n orthogonal 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (2*max(M,N)) INFO (output) INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. ===================================================================== .. Parameters ..
vect
- m
- n
- ncc
- kl
- ku
- ab
- ldab
- d
- e
- q
- ldq
- pt
- ldpt
- c
- Ldc
- work
- info
- public abstract void dgbcon(java.lang.String norm, int n, int kl, int ku, double[] ab, int ldab, int[] ipiv, double anorm, org.netlib.util.doubleW rcond, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DGBCON estimates the reciprocal of the condition number of a real general band matrix A, in either the 1-norm or the infinity-norm, using the LU factorization computed by DGBTRF. 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) DOUBLE PRECISION array, dimension (LDAB,N) Details of the LU factorization of the band matrix A, as computed by DGBTRF. 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) DOUBLE PRECISION 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) DOUBLE PRECISION The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(norm(A) * norm(inv(A))). WORK (workspace) DOUBLE PRECISION array, dimension (3*N) IWORK (workspace) INTEGER array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
norm
- n
- kl
- ku
- ab
- ldab
- ipiv
- anorm
- rcond
- work
- iwork
- info
- public abstract void dgbequ(int m, int n, int kl, int ku, double[] ab, int ldab, double[] r, double[] c, org.netlib.util.doubleW rowcnd, org.netlib.util.doubleW colcnd, org.netlib.util.doubleW amax, org.netlib.util.intW info)
.. Purpose ======= DGBEQU 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (M) If INFO = 0, or INFO > M, R contains the row scale factors for A. C (output) DOUBLE PRECISION array, dimension (N) If INFO = 0, C contains the column scale factors for A. ROWCND (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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 ..
m
- n
- kl
- ku
- ab
- ldab
- r
- c
- rowcnd
- colcnd
- amax
- info
- public abstract void dgbrfs(java.lang.String trans, int n, int kl, int ku, int nrhs, double[] ab, int ldab, double[] afb, int ldafb, int[] ipiv, double[] b, int ldb, double[] x, int ldx, double[] ferr, double[] berr, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DGBRFS 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 = 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDAFB,N) Details of the LU factorization of the band matrix A, as computed by DGBTRF. 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 DGBTRF; for 1<=i<=N, row i of the matrix was interchanged with row IPIV(i). B (input) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by DGBTRS. On exit, the improved solution matrix X. LDX (input) INTEGER The leading dimension of the array X. LDX >= max(1,N). FERR (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (3*N) IWORK (workspace) INTEGER 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 ..
trans
- n
- kl
- ku
- nrhs
- ab
- ldab
- afb
- ldafb
- ipiv
- b
- ldb
- x
- ldx
- ferr
- berr
- work
- iwork
- info
- public abstract void dgbsv(int n, int kl, int ku, int nrhs, double[] ab, int ldab, int[] ipiv, double[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= DGBSV computes the solution to a real 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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 ..
n
- kl
- ku
- nrhs
- ab
- ldab
- ipiv
- b
- ldb
- info
- public abstract void dgbsvx(java.lang.String fact, java.lang.String trans, int n, int kl, int ku, int nrhs, double[] ab, int ldab, double[] afb, int ldafb, int[] ipiv, org.netlib.util.StringW equed, double[] r, double[] c, double[] b, int ldb, double[] x, int ldx, org.netlib.util.doubleW rcond, double[] ferr, double[] berr, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DGBSVX uses the LU factorization to compute the solution to a real 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 (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) DOUBLE PRECISION 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) DOUBLE PRECISION 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 DGBTRF. 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 DGBTRF; 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (3*N) On exit, WORK(1) contains the reciprocal pivot growth factor norm(A)/norm(U). The "max absolute element" norm is used. If WORK(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 00: 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 ..
fact
- trans
- n
- kl
- ku
- nrhs
- ab
- ldab
- afb
- ldafb
- ipiv
- equed
- r
- c
- b
- ldb
- x
- ldx
- rcond
- ferr
- berr
- work
- iwork
- info
- public abstract void dgbtf2(int m, int n, int kl, int ku, double[] ab, int ldab, int[] ipiv, org.netlib.util.intW info)
.. Purpose ======= DGBTF2 computes an LU factorization of a real 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) DOUBLE PRECISION 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 ..
m
- n
- kl
- ku
- ab
- ldab
- ipiv
- info
- public abstract void dgbtrf(int m, int n, int kl, int ku, double[] ab, int ldab, int[] ipiv, org.netlib.util.intW info)
.. Purpose ======= DGBTRF computes an LU factorization of a real 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) DOUBLE PRECISION 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 ..
m
- n
- kl
- ku
- ab
- ldab
- ipiv
- info
- public abstract void dgbtrs(java.lang.String trans, int n, int kl, int ku, int nrhs, double[] ab, int ldab, int[] ipiv, double[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= DGBTRS solves a system of linear equations A * X = B or A' * X = B with a general band matrix A using the LU factorization computed by DGBTRF. Arguments ========= TRANS (input) CHARACTER*1 Specifies the form of the system of equations. = 'N': A * X = B (No transpose) = 'T': A'* X = B (Transpose) = 'C': A'* X = B (Conjugate transpose = 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) DOUBLE PRECISION array, dimension (LDAB,N) Details of the LU factorization of the band matrix A, as computed by DGBTRF. 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) DOUBLE PRECISION 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 ..
trans
- n
- kl
- ku
- nrhs
- ab
- ldab
- ipiv
- b
- ldb
- info
- public abstract void dgebak(java.lang.String job, java.lang.String side, int n, int ilo, int ihi, double[] scale, int m, double[] v, int ldv, org.netlib.util.intW info)
.. Purpose ======= DGEBAK forms the right or left eigenvectors of a real general matrix by backward transformation on the computed eigenvectors of the balanced matrix output by DGEBAL. 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 DGEBAL. 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 DGEBAL. 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0. SCALE (input) DOUBLE PRECISION array, dimension (N) Details of the permutation and scaling factors, as returned by DGEBAL. M (input) INTEGER The number of columns of the matrix V. M >= 0. V (input/output) DOUBLE PRECISION array, dimension (LDV,M) On entry, the matrix of right or left eigenvectors to be transformed, as returned by DHSEIN or DTREVC. 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 ..
job
- side
- n
- ilo
- ihi
- scale
- m
- v
- ldv
- info
- public abstract void dgebal(java.lang.String job, int n, double[] a, int lda, org.netlib.util.intW ilo, org.netlib.util.intW ihi, double[] scale, org.netlib.util.intW info)
.. Purpose ======= DGEBAL balances a general real 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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 BALANC. Modified by Tzu-Yi Chen, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
job
- n
- a
- lda
- ilo
- ihi
- scale
- info
- public abstract void dgebd2(int m, int n, double[] a, int lda, double[] d, double[] e, double[] tauq, double[] taup, double[] work, org.netlib.util.intW info)
.. Purpose ======= DGEBD2 reduces a real general m by n matrix A to upper or lower bidiagonal form B by an orthogonal 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) DOUBLE PRECISION 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 orthogonal matrix Q as a product of elementary reflectors, and the elements above the first superdiagonal, with the array TAUP, represent the orthogonal 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 orthogonal matrix Q as a product of elementary reflectors, and the elements above the diagonal, with the array TAUP, represent the orthogonal 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) DOUBLE PRECISION array, dimension (min(M,N)) The diagonal elements of the bidiagonal matrix B: D(i) = A(i,i). E (output) DOUBLE PRECISION 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) DOUBLE PRECISION array dimension (min(M,N)) The scalar factors of the elementary reflectors which represent the orthogonal matrix Q. See Further Details. TAUP (output) DOUBLE PRECISION array, dimension (min(M,N)) The scalar factors of the elementary reflectors which represent the orthogonal matrix P. See Further Details. WORK (workspace) DOUBLE PRECISION 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 real scalars, and v and u are real 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 real scalars, and v and u are real 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 ..
m
- n
- a
- lda
- d
- e
- tauq
- taup
- work
- info
- public abstract void dgebrd(int m, int n, double[] a, int lda, double[] d, double[] e, double[] tauq, double[] taup, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DGEBRD reduces a general real M-by-N matrix A to upper or lower bidiagonal form B by an orthogonal transformation: Q**T * 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) DOUBLE PRECISION 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 orthogonal matrix Q as a product of elementary reflectors, and the elements above the first superdiagonal, with the array TAUP, represent the orthogonal 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 orthogonal matrix Q as a product of elementary reflectors, and the elements above the diagonal, with the array TAUP, represent the orthogonal 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) DOUBLE PRECISION array, dimension (min(M,N)) The diagonal elements of the bidiagonal matrix B: D(i) = A(i,i). E (output) DOUBLE PRECISION 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) DOUBLE PRECISION array dimension (min(M,N)) The scalar factors of the elementary reflectors which represent the orthogonal matrix Q. See Further Details. TAUP (output) DOUBLE PRECISION array, dimension (min(M,N)) The scalar factors of the elementary reflectors which represent the orthogonal matrix P. See Further Details. WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L 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 real scalars, and v and u are real 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 real scalars, and v and u are real 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 ..
m
- n
- a
- lda
- d
- e
- tauq
- taup
- work
- lwork
- info
- public abstract void dgecon(java.lang.String norm, int n, double[] a, int lda, double anorm, org.netlib.util.doubleW rcond, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DGECON estimates the reciprocal of the condition number of a general real matrix A, in either the 1-norm or the infinity-norm, using the LU factorization computed by DGETRF. 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) DOUBLE PRECISION array, dimension (LDA,N) The factors L and U from the factorization A = P*L*U as computed by DGETRF. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). ANORM (input) DOUBLE PRECISION 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) DOUBLE PRECISION The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(norm(A) * norm(inv(A))). WORK (workspace) DOUBLE PRECISION array, dimension (4*N) IWORK (workspace) INTEGER array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
norm
- n
- a
- lda
- anorm
- rcond
- work
- iwork
- info
- public abstract void dgeequ(int m, int n, double[] a, int lda, double[] r, double[] c, org.netlib.util.doubleW rowcnd, org.netlib.util.doubleW colcnd, org.netlib.util.doubleW amax, org.netlib.util.intW info)
.. Purpose ======= DGEEQU 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (M) If INFO = 0 or INFO > M, R contains the row scale factors for A. C (output) DOUBLE PRECISION array, dimension (N) If INFO = 0, C contains the column scale factors for A. ROWCND (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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 ..
m
- n
- a
- lda
- r
- c
- rowcnd
- colcnd
- amax
- info
- public void dgees(java.lang.String jobvs, java.lang.String sort, java.lang.Object select, int n, double[] a, int lda, org.netlib.util.intW sdim, double[] wr, double[] wi, double[] vs, int ldvs, double[] work, int lwork, boolean[] bwork, org.netlib.util.intW info)
.. Purpose ======= DGEES computes for an N-by-N real nonsymmetric matrix A, the eigenvalues, the real Schur form T, and, optionally, the matrix of Schur vectors Z. This gives the Schur factorization A = Z*T*(Z**T). Optionally, it also orders the eigenvalues on the diagonal of the real 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 matrix is in real Schur form if it is upper quasi-triangular with 1-by-1 and 2-by-2 blocks. 2-by-2 blocks will be standardized in the form [ a b ] [ c a ] where b*c < 0. The eigenvalues of such a block are a +- sqrt(bc). 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 (external procedure) LOGICAL FUNCTION of two DOUBLE PRECISION SELECT must be declared EXTERNAL in the calling subroutine. If SORT = 'S', SELECT is used to select eigenvalues to sort to the top left of the Schur form. If SORT = 'N', SELECT is not referenced. An eigenvalue WR(j)+sqrt(-1)*WI(j) is selected if SELECT(WR(j),WI(j)) is true; i.e., if either one of a complex conjugate pair of eigenvalues is selected, then both complex eigenvalues are selected. Note that a selected complex eigenvalue may no longer satisfy SELECT(WR(j),WI(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 matrix A. N >= 0. A (input/output) DOUBLE PRECISION array, dimension (LDA,N) On entry, the N-by-N matrix A. On exit, A has been overwritten by its real 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 (after sorting) for which SELECT is true. (Complex conjugate pairs for which SELECT is true for either eigenvalue count as 2.) WR (output) DOUBLE PRECISION array, dimension (N) WI (output) DOUBLE PRECISION array, dimension (N) WR and WI contain the real and imaginary parts, respectively, of the computed eigenvalues in the same order that they appear on the diagonal of the output Schur form T. Complex conjugate pairs of eigenvalues will appear consecutively with the eigenvalue having the positive imaginary part first. VS (output) DOUBLE PRECISION array, dimension (LDVS,N) If JOBVS = 'V', VS contains the orthogonal 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) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) contains the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,3*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. 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 WR and WI 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 ..
jobvs
- sort
- select
- n
- a
- lda
- sdim
- wr
- wi
- vs
- ldvs
- work
- lwork
- bwork
- info
- public void dgeesx(java.lang.String jobvs, java.lang.String sort, java.lang.Object select, java.lang.String sense, int n, double[] a, int lda, org.netlib.util.intW sdim, double[] wr, double[] wi, double[] vs, int ldvs, org.netlib.util.doubleW rconde, org.netlib.util.doubleW rcondv, double[] work, int lwork, int[] iwork, int liwork, boolean[] bwork, org.netlib.util.intW info)
.. Purpose ======= DGEESX computes for an N-by-N real nonsymmetric matrix A, the eigenvalues, the real Schur form T, and, optionally, the matrix of Schur vectors Z. This gives the Schur factorization A = Z*T*(Z**T). Optionally, it also orders the eigenvalues on the diagonal of the real 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 real matrix is in real Schur form if it is upper quasi-triangular with 1-by-1 and 2-by-2 blocks. 2-by-2 blocks will be standardized in the form [ a b ] [ c a ] where b*c < 0. The eigenvalues of such a block are a +- sqrt(bc). 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 (external procedure) LOGICAL FUNCTION of two DOUBLE PRECISION SELECT must be declared EXTERNAL in the calling subroutine. If SORT = 'S', SELECT is used to select eigenvalues to sort to the top left of the Schur form. If SORT = 'N', SELECT is not referenced. An eigenvalue WR(j)+sqrt(-1)*WI(j) is selected if SELECT(WR(j),WI(j)) is true; i.e., if either one of a complex conjugate pair of eigenvalues is selected, then both are. Note that a selected complex eigenvalue may no longer satisfy SELECT(WR(j),WI(j)) = .TRUE. after ordering, since ordering may change the value of complex eigenvalues (especially if the eigenvalue is ill-conditioned); in this case INFO may be set to N+3 (see INFO below). 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) DOUBLE PRECISION array, dimension (LDA, N) On entry, the N-by-N matrix A. On exit, A is overwritten by its real 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 (after sorting) for which SELECT is true. (Complex conjugate pairs for which SELECT is true for either eigenvalue count as 2.) WR (output) DOUBLE PRECISION array, dimension (N) WI (output) DOUBLE PRECISION array, dimension (N) WR and WI contain the real and imaginary parts, respectively, of the computed eigenvalues, in the same order that they appear on the diagonal of the output Schur form T. Complex conjugate pairs of eigenvalues appear consecutively with the eigenvalue having the positive imaginary part first. VS (output) DOUBLE PRECISION array, dimension (LDVS,N) If JOBVS = 'V', VS contains the orthogonal 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,3*N). Also, if SENSE = 'E' or 'V' or 'B', LWORK >= N+2*SDIM*(N-SDIM), where SDIM is the number of selected eigenvalues computed by this routine. Note that N+2*SDIM*(N-SDIM) <= N+N*N/2. Note also that an error is only returned if LWORK < max(1,3*N), but if SENSE = 'E' or 'V' or 'B' this may not be large enough. For good performance, LWORK must generally be larger. If LWORK = -1, then a workspace query is assumed; the routine only calculates upper bounds on the optimal sizes of the arrays WORK and IWORK, returns these values as the first entries of the WORK and IWORK arrays, and no error messages related to LWORK or LIWORK are issued by XERBLA. IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. LIWORK (input) INTEGER The dimension of the array IWORK. LIWORK >= 1; if SENSE = 'V' or 'B', LIWORK >= SDIM*(N-SDIM). Note that SDIM*(N-SDIM) <= N*N/4. Note also that an error is only returned if LIWORK < 1, but if SENSE = 'V' or 'B' this may not be large enough. If LIWORK = -1, then a workspace query is assumed; the routine only calculates upper bounds on the optimal sizes of the arrays WORK and IWORK, returns these values as the first entries of the WORK and IWORK arrays, and no error messages related to LWORK or LIWORK are issued by XERBLA. 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 WR and WI 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 ..
jobvs
- sort
- select
- sense
- n
- a
- lda
- sdim
- wr
- wi
- vs
- ldvs
- rconde
- rcondv
- work
- lwork
- iwork
- liwork
- bwork
- info
- public abstract void dgeev(java.lang.String jobvl, java.lang.String jobvr, int n, double[] a, int lda, double[] wr, double[] wi, double[] vl, int ldvl, double[] vr, int ldvr, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DGEEV computes for an N-by-N real 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 A 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) DOUBLE PRECISION 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). WR (output) DOUBLE PRECISION array, dimension (N) WI (output) DOUBLE PRECISION array, dimension (N) WR and WI contain the real and imaginary parts, respectively, of the computed eigenvalues. Complex conjugate pairs of eigenvalues appear consecutively with the eigenvalue having the positive imaginary part first. VL (output) DOUBLE PRECISION 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. If the j-th eigenvalue is real, then u(j) = VL(:,j), the j-th column of VL. If the j-th and (j+1)-st eigenvalues form a complex conjugate pair, then u(j) = VL(:,j) + i*VL(:,j+1) and u(j+1) = VL(:,j) - i*VL(:,j+1). LDVL (input) INTEGER The leading dimension of the array VL. LDVL >= 1; if JOBVL = 'V', LDVL >= N. VR (output) DOUBLE PRECISION 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. If the j-th eigenvalue is real, then v(j) = VR(:,j), the j-th column of VR. If the j-th and (j+1)-st eigenvalues form a complex conjugate pair, then v(j) = VR(:,j) + i*VR(:,j+1) and v(j+1) = VR(:,j) - i*VR(:,j+1). LDVR (input) INTEGER The leading dimension of the array VR. LDVR >= 1; if JOBVR = 'V', LDVR >= N. WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,3*N), and if JOBVL = 'V' or JOBVR = 'V', LWORK >= 4*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. 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 i+1:N of WR and WI contain eigenvalues which have converged. ===================================================================== .. Parameters ..
jobvl
- jobvr
- n
- a
- lda
- wr
- wi
- vl
- ldvl
- vr
- ldvr
- work
- lwork
- info
- public abstract void dgeevx(java.lang.String balanc, java.lang.String jobvl, java.lang.String jobvr, java.lang.String sense, int n, double[] a, int lda, double[] wr, double[] wi, double[] vl, int ldvl, double[] vr, int ldvr, org.netlib.util.intW ilo, org.netlib.util.intW ihi, double[] scale, org.netlib.util.doubleW abnrm, double[] rconde, double[] rcondv, double[] work, int lwork, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DGEEVX computes for an N-by-N real 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, i.e. 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) DOUBLE PRECISION 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 real Schur form of the balanced version of the input matrix A. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). WR (output) DOUBLE PRECISION array, dimension (N) WI (output) DOUBLE PRECISION array, dimension (N) WR and WI contain the real and imaginary parts, respectively, of the computed eigenvalues. Complex conjugate pairs of eigenvalues will appear consecutively with the eigenvalue having the positive imaginary part first. VL (output) DOUBLE PRECISION 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. If the j-th eigenvalue is real, then u(j) = VL(:,j), the j-th column of VL. If the j-th and (j+1)-st eigenvalues form a complex conjugate pair, then u(j) = VL(:,j) + i*VL(:,j+1) and u(j+1) = VL(:,j) - i*VL(:,j+1). LDVL (input) INTEGER The leading dimension of the array VL. LDVL >= 1; if JOBVL = 'V', LDVL >= N. VR (output) DOUBLE PRECISION 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. If the j-th eigenvalue is real, then v(j) = VR(:,j), the j-th column of VR. If the j-th and (j+1)-st eigenvalues form a complex conjugate pair, then v(j) = VR(:,j) + i*VR(:,j+1) and v(j+1) = VR(:,j) - i*VR(:,j+1). LDVR (input) INTEGER The leading dimension of the array VR. LDVR >= 1, and if JOBVR = 'V', LDVR >= N. ILO (output) INTEGER 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) DOUBLE PRECISION 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) DOUBLE PRECISION The one-norm of the balanced matrix (the maximum of the sum of absolute values of elements of any column). RCONDE (output) DOUBLE PRECISION array, dimension (N) RCONDE(j) is the reciprocal condition number of the j-th eigenvalue. RCONDV (output) DOUBLE PRECISION array, dimension (N) RCONDV(j) is the reciprocal condition number of the j-th right eigenvector. WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L 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 JOBVL = 'V' or JOBVR = 'V', LWORK >= 3*N. If SENSE = 'V' or 'B', LWORK >= N*(N+6). 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. IWORK (workspace) INTEGER array, dimension (2*N-2) If SENSE = 'N' or 'E', not referenced. 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 WR and WI contain eigenvalues which have converged. ===================================================================== .. Parameters ..
balanc
- jobvl
- jobvr
- sense
- n
- a
- lda
- wr
- wi
- vl
- ldvl
- vr
- ldvr
- ilo
- ihi
- scale
- abnrm
- rconde
- rcondv
- work
- lwork
- iwork
- info
- public abstract void dgegs(java.lang.String jobvsl, java.lang.String jobvsr, int n, double[] a, int lda, double[] b, int ldb, double[] alphar, double[] alphai, double[] beta, double[] vsl, int ldvsl, double[] vsr, int ldvsr, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= This routine is deprecated and has been replaced by routine DGGES. DGEGS computes the eigenvalues, real Schur form, and, optionally, left and or/right Schur vectors of a real matrix pair (A,B). Given two square matrices A and B, the generalized real Schur factorization has the form A = Q*S*Z**T, B = Q*T*Z**T where Q and Z are orthogonal matrices, T is upper triangular, and S is an upper quasi-triangular matrix with 1-by-1 and 2-by-2 diagonal blocks, the 2-by-2 blocks corresponding to complex conjugate pairs of eigenvalues of (A,B). The columns of Q are the left Schur vectors and the columns of Z are the right Schur vectors. If only the eigenvalues of (A,B) are needed, the driver routine DGEGV should be used instead. See DGEGV for a description of the eigenvalues of the generalized nonsymmetric eigenvalue problem (GNEP). Arguments ========= JOBVSL (input) CHARACTER*1 = 'N': do not compute the left Schur vectors; = 'V': compute the left Schur vectors (returned in VSL). JOBVSR (input) CHARACTER*1 = 'N': do not compute the right Schur vectors; = 'V': compute the right Schur vectors (returned in VSR). N (input) INTEGER The order of the matrices A, B, VSL, and VSR. N >= 0. A (input/output) DOUBLE PRECISION array, dimension (LDA, N) On entry, the matrix A. On exit, the upper quasi-triangular matrix S from the generalized real Schur factorization. LDA (input) INTEGER The leading dimension of A. LDA >= max(1,N). B (input/output) DOUBLE PRECISION array, dimension (LDB, N) On entry, the matrix B. On exit, the upper triangular matrix T from the generalized real Schur factorization. LDB (input) INTEGER The leading dimension of B. LDB >= max(1,N). ALPHAR (output) DOUBLE PRECISION array, dimension (N) The real parts of each scalar alpha defining an eigenvalue of GNEP. ALPHAI (output) DOUBLE PRECISION array, dimension (N) The imaginary parts of each scalar alpha defining an eigenvalue of GNEP. If ALPHAI(j) is zero, then the j-th eigenvalue is real; if positive, then the j-th and (j+1)-st eigenvalues are a complex conjugate pair, with ALPHAI(j+1) = -ALPHAI(j). BETA (output) DOUBLE PRECISION array, dimension (N) The scalars beta that define the eigenvalues of GNEP. Together, the quantities alpha = (ALPHAR(j),ALPHAI(j)) and beta = BETA(j) represent the j-th eigenvalue of the matrix pair (A,B), in one of the forms lambda = alpha/beta or mu = beta/alpha. Since either lambda or mu may overflow, they should not, in general, be computed. VSL (output) DOUBLE PRECISION array, dimension (LDVSL,N) If JOBVSL = 'V', the matrix of left Schur vectors Q. 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) DOUBLE PRECISION array, dimension (LDVSR,N) If JOBVSR = 'V', the matrix of right Schur vectors Z. 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) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,4*N). For good performance, LWORK must generally be larger. To compute the optimal value of LWORK, call ILAENV to get blocksizes (for DGEQRF, DORMQR, and DORGQR.) Then compute: NB -- MAX of the blocksizes for DGEQRF, DORMQR, and DORGQR The optimal LWORK is 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. 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 ALPHAR(j), ALPHAI(j), and BETA(j) should be correct for j=INFO+1,...,N. > N: errors that usually indicate LAPACK problems: =N+1: error return from DGGBAL =N+2: error return from DGEQRF =N+3: error return from DORMQR =N+4: error return from DORGQR =N+5: error return from DGGHRD =N+6: error return from DHGEQZ (other than failed iteration) =N+7: error return from DGGBAK (computing VSL) =N+8: error return from DGGBAK (computing VSR) =N+9: error return from DLASCL (various places) ===================================================================== .. Parameters ..
jobvsl
- jobvsr
- n
- a
- lda
- b
- ldb
- alphar
- alphai
- beta
- vsl
- ldvsl
- vsr
- ldvsr
- work
- lwork
- info
- public abstract void dgegv(java.lang.String jobvl, java.lang.String jobvr, int n, double[] a, int lda, double[] b, int ldb, double[] alphar, double[] alphai, double[] beta, double[] vl, int ldvl, double[] vr, int ldvr, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= This routine is deprecated and has been replaced by routine DGGEV. DGEGV computes the eigenvalues and, optionally, the left and/or right eigenvectors of a real matrix pair (A,B). Given two square matrices A and B, the generalized nonsymmetric eigenvalue problem (GNEP) is to find the eigenvalues lambda and corresponding (non-zero) eigenvectors x such that A*x = lambda*B*x. An alternate form is to find the eigenvalues mu and corresponding eigenvectors y such that mu*A*y = B*y. These two forms are equivalent with mu = 1/lambda and x = y if neither lambda nor mu is zero. In order to deal with the case that lambda or mu is zero or small, two values alpha and beta are returned for each eigenvalue, such that lambda = alpha/beta and mu = beta/alpha. The vectors x and y in the above equations are right eigenvectors of the matrix pair (A,B). Vectors u and v satisfying u**H*A = lambda*u**H*B or mu*v**H*A = v**H*B are left eigenvectors of (A,B). 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 (returned in VL). JOBVR (input) CHARACTER*1 = 'N': do not compute the right generalized eigenvectors; = 'V': compute the right generalized eigenvectors (returned in VR). N (input) INTEGER The order of the matrices A, B, VL, and VR. N >= 0. A (input/output) DOUBLE PRECISION array, dimension (LDA, N) On entry, the matrix A. If JOBVL = 'V' or JOBVR = 'V', then on exit A contains the real Schur form of A from the generalized Schur factorization of the pair (A,B) after balancing. If no eigenvectors were computed, then only the diagonal blocks from the Schur form will be correct. See DGGHRD and DHGEQZ for details. LDA (input) INTEGER The leading dimension of A. LDA >= max(1,N). B (input/output) DOUBLE PRECISION array, dimension (LDB, N) On entry, the matrix B. If JOBVL = 'V' or JOBVR = 'V', then on exit B contains the upper triangular matrix obtained from B in the generalized Schur factorization of the pair (A,B) after balancing. If no eigenvectors were computed, then only those elements of B corresponding to the diagonal blocks from the Schur form of A will be correct. See DGGHRD and DHGEQZ for details. LDB (input) INTEGER The leading dimension of B. LDB >= max(1,N). ALPHAR (output) DOUBLE PRECISION array, dimension (N) The real parts of each scalar alpha defining an eigenvalue of GNEP. ALPHAI (output) DOUBLE PRECISION array, dimension (N) The imaginary parts of each scalar alpha defining an eigenvalue of GNEP. If ALPHAI(j) is zero, then the j-th eigenvalue is real; if positive, then the j-th and (j+1)-st eigenvalues are a complex conjugate pair, with ALPHAI(j+1) = -ALPHAI(j). BETA (output) DOUBLE PRECISION array, dimension (N) The scalars beta that define the eigenvalues of GNEP. Together, the quantities alpha = (ALPHAR(j),ALPHAI(j)) and beta = BETA(j) represent the j-th eigenvalue of the matrix pair (A,B), in one of the forms lambda = alpha/beta or mu = beta/alpha. Since either lambda or mu may overflow, they should not, in general, be computed. VL (output) DOUBLE PRECISION array, dimension (LDVL,N) If JOBVL = 'V', the left eigenvectors u(j) are stored in the columns of VL, in the same order as their eigenvalues. If the j-th eigenvalue is real, then u(j) = VL(:,j). If the j-th and (j+1)-st eigenvalues form a complex conjugate pair, then u(j) = VL(:,j) + i*VL(:,j+1) and u(j+1) = VL(:,j) - i*VL(:,j+1). Each eigenvector is scaled so that its largest component has abs(real part) + abs(imag. part) = 1, except for eigenvectors corresponding to an eigenvalue with alpha = beta = 0, which are set to zero. 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) DOUBLE PRECISION array, dimension (LDVR,N) If JOBVR = 'V', the right eigenvectors x(j) are stored in the columns of VR, in the same order as their eigenvalues. If the j-th eigenvalue is real, then x(j) = VR(:,j). If the j-th and (j+1)-st eigenvalues form a complex conjugate pair, then x(j) = VR(:,j) + i*VR(:,j+1) and x(j+1) = VR(:,j) - i*VR(:,j+1). Each eigenvector is scaled so that its largest component has abs(real part) + abs(imag. part) = 1, except for eigenvalues corresponding to an eigenvalue with alpha = beta = 0, which are set to zero. 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) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,8*N). For good performance, LWORK must generally be larger. To compute the optimal value of LWORK, call ILAENV to get blocksizes (for DGEQRF, DORMQR, and DORGQR.) Then compute: NB -- MAX of the blocksizes for DGEQRF, DORMQR, and DORGQR; The optimal LWORK is: 2*N + MAX( 6*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. 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 ALPHAR(j), ALPHAI(j), and BETA(j) should be correct for j=INFO+1,...,N. > N: errors that usually indicate LAPACK problems: =N+1: error return from DGGBAL =N+2: error return from DGEQRF =N+3: error return from DORMQR =N+4: error return from DORGQR =N+5: error return from DGGHRD =N+6: error return from DHGEQZ (other than failed iteration) =N+7: error return from DTGEVC =N+8: error return from DGGBAK (computing VL) =N+9: error return from DGGBAK (computing VR) =N+10: error return from DLASCL (various calls) Further Details =============== Balancing --------- This driver calls DGGBAL 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, DGGBAK 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 real Schur form[*] of the "balanced" versions of A and B. If no eigenvectors are computed, then only the diagonal blocks will be correct. [*] See DHGEQZ, DGEGS, or read the book "Matrix Computations", by Golub & van Loan, pub. by Johns Hopkins U. Press. ===================================================================== .. Parameters ..
jobvl
- jobvr
- n
- a
- lda
- b
- ldb
- alphar
- alphai
- beta
- vl
- ldvl
- vr
- ldvr
- work
- lwork
- info
- public abstract void dgehd2(int n, int ilo, int ihi, double[] a, int lda, double[] tau, double[] work, org.netlib.util.intW info)
.. Purpose ======= DGEHD2 reduces a real general matrix A to upper Hessenberg form H by an orthogonal 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 DGEBAL; otherwise they should be set to 1 and N respectively. See Further Details. 1 <= ILO <= IHI <= max(1,N). A (input/output) DOUBLE PRECISION 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 orthogonal 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) DOUBLE PRECISION array, dimension (N-1) The scalar factors of the elementary reflectors (see Further Details). WORK (workspace) DOUBLE PRECISION 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 real scalar, and v is a real 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 ..
n
- ilo
- ihi
- a
- lda
- tau
- work
- info
- public abstract void dgehrd(int n, int ilo, int ihi, double[] a, int lda, double[] tau, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DGEHRD reduces a real general matrix A to upper Hessenberg form H by an orthogonal 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 DGEBAL; 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) DOUBLE PRECISION 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 orthogonal 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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 real scalar, and v is a real 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). This file is a slight modification of LAPACK-3.0's DGEHRD subroutine incorporating improvements proposed by Quintana-Orti and Van de Geijn (2005). ===================================================================== .. Parameters ..
n
- ilo
- ihi
- a
- lda
- tau
- work
- lwork
- info
- public abstract void dgelq2(int m, int n, double[] a, int lda, double[] tau, double[] work, org.netlib.util.intW info)
.. Purpose ======= DGELQ2 computes an LQ factorization of a real 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) DOUBLE PRECISION 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 orthogonal 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) DOUBLE PRECISION array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details). WORK (workspace) DOUBLE PRECISION 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 real scalar, and v is a real vector with v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i,i+1:n), and tau in TAU(i). ===================================================================== .. Parameters ..
m
- n
- a
- lda
- tau
- work
- info
- public abstract void dgelqf(int m, int n, double[] a, int lda, double[] tau, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DGELQF computes an LQ factorization of a real 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) DOUBLE PRECISION 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 orthogonal 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) DOUBLE PRECISION array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details). WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L 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 real scalar, and v is a real vector with v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i,i+1:n), and tau in TAU(i). ===================================================================== .. Local Scalars ..
m
- n
- a
- lda
- tau
- work
- lwork
- info
- public abstract void dgels(java.lang.String trans, int m, int n, int nrhs, double[] a, int lda, double[] b, int ldb, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DGELS solves overdetermined or underdetermined real linear systems involving an M-by-N matrix A, or its 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 = 'T' and m >= n: find the minimum norm solution of an undetermined system A**T * X = B. 4. If TRANS = 'T' and m < n: find the least squares solution of an overdetermined system, i.e., solve the least squares problem minimize || B - A**T * 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*1 = 'N': the linear system involves A; = 'T': the linear system involves A**T. 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) DOUBLE PRECISION array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, if M >= N, A is overwritten by details of its QR factorization as returned by DGEQRF; if M < N, A is overwritten by details of its LQ factorization as returned by DGELQF. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M). B (input/output) DOUBLE PRECISION 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 = 'T'. On exit, if INFO = 0, 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 = 'T' and m >= n, rows 1 to M of B contain the minimum norm solution vectors; if TRANS = 'T' 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) DOUBLE PRECISION array, dimension (MAX(1,L 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 > 0: if INFO = i, the i-th diagonal element of the triangular factor of A is zero, so that A does not have full rank; the least squares solution could not be computed. ===================================================================== .. Parameters ..
trans
- m
- n
- nrhs
- a
- lda
- b
- ldb
- work
- lwork
- info
- public abstract void dgelsd(int m, int n, int nrhs, double[] a, int lda, double[] b, int ldb, double[] s, double rcond, org.netlib.util.intW rank, double[] work, int lwork, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DGELSD 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 transformations, 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 A. M >= 0. N (input) INTEGER The number of columns of 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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,max(M,N)). S (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (MAX(1,L 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 12*N + 2*N*SMLSIZ + 8*N*NLVL + N*NRHS + (SMLSIZ+1)**2, if M is greater than or equal to N or 12*M + 2*M*SMLSIZ + 8*M*NLVL + M*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 ) 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. IWORK (workspace) INTEGER array, dimension (MAX(1,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 ..
m
- n
- nrhs
- a
- lda
- b
- ldb
- s
- rcond
- rank
- work
- lwork
- iwork
- info
- public abstract void dgelss(int m, int n, int nrhs, double[] a, int lda, double[] b, int ldb, double[] s, double rcond, org.netlib.util.intW rank, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DGELSS 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 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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,max(M,N)). S (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (MAX(1,L 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 >= 3*min(M,N) + max( 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. 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 ..
m
- n
- nrhs
- a
- lda
- b
- ldb
- s
- rcond
- rank
- work
- lwork
- info
- public abstract void dgelsx(int m, int n, int nrhs, double[] a, int lda, double[] b, int ldb, int[] jpvt, double rcond, org.netlib.util.intW rank, double[] work, org.netlib.util.intW info)
.. Purpose ======= This routine is deprecated and has been replaced by routine DGELSY. DGELSX computes the minimum-norm solution to a real 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 orthogonal 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (max( min(M,N)+3*N, 2*min(M,N)+NRHS )), INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
m
- n
- nrhs
- a
- lda
- b
- ldb
- jpvt
- rcond
- rank
- work
- info
- public abstract void dgelsy(int m, int n, int nrhs, double[] a, int lda, double[] b, int ldb, int[] jpvt, double rcond, org.netlib.util.intW rank, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DGELSY computes the minimum-norm solution to a real 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 orthogonal 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 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. o The permutation of matrix B (the right hand side) is faster and more simple. 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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 AP was the k-th column of A. RCOND (input) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (MAX(1,L 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 >= MAX( MN+3*N+1, 2*MN+NRHS ), where MN = min( M, N ). The block algorithm requires that: LWORK >= MAX( MN+2*N+NB*(N+1), 2*MN+NB*NRHS ), where NB is an upper bound on the blocksize returned by ILAENV for the routines DGEQP3, DTZRZF, STZRQF, DORMQR, and DORMRZ. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. INFO (output) INTEGER = 0: successful exit < 0: If INFO = -i, the i-th argument had an illegal value. Further Details =============== Based on contributions by A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA E. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain ===================================================================== .. Parameters ..
m
- n
- nrhs
- a
- lda
- b
- ldb
- jpvt
- rcond
- rank
- work
- lwork
- info
- public abstract void dgeql2(int m, int n, double[] a, int lda, double[] tau, double[] work, org.netlib.util.intW info)
.. Purpose ======= DGEQL2 computes a QL factorization of a real 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) DOUBLE PRECISION 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 orthogonal 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) DOUBLE PRECISION array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details). WORK (workspace) DOUBLE PRECISION 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 real scalar, and v is a real 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 ..
m
- n
- a
- lda
- tau
- work
- info
- public abstract void dgeqlf(int m, int n, double[] a, int lda, double[] tau, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DGEQLF computes a QL factorization of a real 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) DOUBLE PRECISION 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 orthogonal 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) DOUBLE PRECISION array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details). WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L 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 real scalar, and v is a real 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 ..
m
- n
- a
- lda
- tau
- work
- lwork
- info
- public abstract void dgeqp3(int m, int n, double[] a, int lda, int[] jpvt, double[] tau, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DGEQP3 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) DOUBLE PRECISION 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 orthogonal 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) DOUBLE PRECISION array, dimension (min(M,N)) The scalar factors of the elementary reflectors. WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO=0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= 3*N+1. For optimal performance LWORK >= 2*N+( 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. 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 ..
m
- n
- a
- lda
- jpvt
- tau
- work
- lwork
- info
- public abstract void dgeqpf(int m, int n, double[] a, int lda, int[] jpvt, double[] tau, double[] work, org.netlib.util.intW info)
.. Purpose ======= This routine is deprecated and has been replaced by routine DGEQP3. DGEQPF computes a QR factorization with column pivoting of a real 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) DOUBLE PRECISION 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 orthogonal 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) DOUBLE PRECISION array, dimension (min(M,N)) The scalar factors of the elementary reflectors. WORK (workspace) DOUBLE PRECISION array, dimension (3*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 real scalar, and v is a real 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. Partial column norm updating strategy modified by Z. Drmac and Z. Bujanovic, Dept. of Mathematics, University of Zagreb, Croatia. June 2006. For more details see LAPACK Working Note 176. ===================================================================== .. Parameters ..
m
- n
- a
- lda
- jpvt
- tau
- work
- info
- public abstract void dgeqr2(int m, int n, double[] a, int lda, double[] tau, double[] work, org.netlib.util.intW info)
.. Purpose ======= DGEQR2 computes a QR factorization of a real 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) DOUBLE PRECISION 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 orthogonal 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) DOUBLE PRECISION array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details). WORK (workspace) DOUBLE PRECISION 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 real scalar, and v is a real 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 ..
m
- n
- a
- lda
- tau
- work
- info
- public abstract void dgeqrf(int m, int n, double[] a, int lda, double[] tau, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DGEQRF computes a QR factorization of a real 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) DOUBLE PRECISION 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 orthogonal 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) DOUBLE PRECISION array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details). WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L 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 real scalar, and v is a real 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 ..
m
- n
- a
- lda
- tau
- work
- lwork
- info
- public abstract void dgerfs(java.lang.String trans, int n, int nrhs, double[] a, int lda, double[] af, int ldaf, int[] ipiv, double[] b, int ldb, double[] x, int ldx, double[] ferr, double[] berr, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DGERFS 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 = 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDAF,N) The factors L and U from the factorization A = P*L*U as computed by DGETRF. LDAF (input) INTEGER The leading dimension of the array AF. LDAF >= max(1,N). IPIV (input) INTEGER array, dimension (N) The pivot indices from DGETRF; for 1<=i<=N, row i of the matrix was interchanged with row IPIV(i). B (input) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by DGETRS. On exit, the improved solution matrix X. LDX (input) INTEGER The leading dimension of the array X. LDX >= max(1,N). FERR (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (3*N) IWORK (workspace) INTEGER 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 ..
trans
- n
- nrhs
- a
- lda
- af
- ldaf
- ipiv
- b
- ldb
- x
- ldx
- ferr
- berr
- work
- iwork
- info
- public abstract void dgerq2(int m, int n, double[] a, int lda, double[] tau, double[] work, org.netlib.util.intW info)
.. Purpose ======= DGERQ2 computes an RQ factorization of a real 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) DOUBLE PRECISION 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 orthogonal 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) DOUBLE PRECISION array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details). WORK (workspace) DOUBLE PRECISION 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 real scalar, and v is a real 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 tau in TAU(i). ===================================================================== .. Parameters ..
m
- n
- a
- lda
- tau
- work
- info
- public abstract void dgerqf(int m, int n, double[] a, int lda, double[] tau, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DGERQF computes an RQ factorization of a real 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) DOUBLE PRECISION 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 orthogonal 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) DOUBLE PRECISION array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details). WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L 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 real scalar, and v is a real 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 tau in TAU(i). ===================================================================== .. Local Scalars ..
m
- n
- a
- lda
- tau
- work
- lwork
- info
- public abstract void dgesc2(int n, double[] a, int lda, double[] rhs, int[] ipiv, int[] jpiv, org.netlib.util.doubleW scale)
.. Purpose ======= DGESC2 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 DGETC2. Arguments ========= N (input) INTEGER The order of the matrix A. A (input) DOUBLE PRECISION array, dimension (LDA,N) On entry, the LU part of the factorization of the n-by-n matrix A computed by DGETC2: A = P * L * U * Q LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1, N). RHS (input/output) DOUBLE PRECISION array, dimension (N). On entry, the right hand side vector b. On exit, the solution vector X. 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). SCALE (output) DOUBLE PRECISION 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 ..
n
- a
- lda
- rhs
- ipiv
- jpiv
- scale
- public abstract void dgesdd(java.lang.String jobz, int m, int n, double[] a, int lda, double[] s, double[] u, int ldu, double[] vt, int ldvt, double[] work, int lwork, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DGESDD computes the singular value decomposition (SVD) of a real M-by-N matrix A, optionally computing the left and right singular vectors. If singular vectors are desired, it uses a divide-and-conquer algorithm. The SVD is written A = U * SIGMA * 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 orthogonal matrix, and V is an N-by-N orthogonal 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**T, 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**T 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**T 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**T are returned in the array VT; otherwise, all columns of U are returned in the array U and the first M rows of V**T are overwritten in the array A; = 'N': no columns of U or rows of V**T 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) DOUBLE PRECISION 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**T (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) DOUBLE PRECISION array, dimension (min(M,N)) The singular values of A, sorted so that S(i) >= S(i+1). U (output) DOUBLE PRECISION 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 orthogonal 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) DOUBLE PRECISION array, dimension (LDVT,N) If JOBZ = 'A' or JOBZ = 'O' and M >= N, VT contains the N-by-N orthogonal matrix V**T; if JOBZ = 'S', VT contains the first min(M,N) rows of V**T (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) DOUBLE PRECISION array, dimension (MAX(1,L 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 >= 3*min(M,N) + max(max(M,N),7*min(M,N)). If JOBZ = 'O', LWORK >= 3*min(M,N)*min(M,N) + max(max(M,N),5*min(M,N)*min(M,N)+4*min(M,N)). If JOBZ = 'S' or 'A' LWORK >= 3*min(M,N)*min(M,N) + max(max(M,N),4*min(M,N)*min(M,N)+4*min(M,N)). For good performance, LWORK should generally be larger. If LWORK = -1 but other input arguments are legal, WORK(1) returns the optimal LWORK. 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: DBDSDC did not converge, updating process failed. Further Details =============== Based on contributions by Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
jobz
- m
- n
- a
- lda
- s
- u
- ldu
- vt
- ldvt
- work
- lwork
- iwork
- info
- public abstract void dgesv(int n, int nrhs, double[] a, int lda, int[] ipiv, double[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= DGESV computes the solution to a real 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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 ..
n
- nrhs
- a
- lda
- ipiv
- b
- ldb
- info
- public abstract void dgesvd(java.lang.String jobu, java.lang.String jobvt, int m, int n, double[] a, int lda, double[] s, double[] u, int ldu, double[] vt, int ldvt, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DGESVD computes the singular value decomposition (SVD) of a real M-by-N matrix A, optionally computing the left and/or right singular vectors. The SVD is written A = U * SIGMA * 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 orthogonal matrix, and V is an N-by-N orthogonal 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**T, 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**T: = 'A': all N rows of V**T are returned in the array VT; = 'S': the first min(m,n) rows of V**T (the right singular vectors) are returned in the array VT; = 'O': the first min(m,n) rows of V**T (the right singular vectors) are overwritten on the array A; = 'N': no rows of V**T (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) DOUBLE PRECISION 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**T (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) DOUBLE PRECISION array, dimension (min(M,N)) The singular values of A, sorted so that S(i) >= S(i+1). U (output) DOUBLE PRECISION 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 orthogonal 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) DOUBLE PRECISION array, dimension (LDVT,N) If JOBVT = 'A', VT contains the N-by-N orthogonal matrix V**T; if JOBVT = 'S', VT contains the first min(m,n) rows of V**T (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) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal LWORK; if INFO > 0, WORK(2:MIN(M,N)) 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. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= MAX(1,3*MIN(M,N)+MAX(M,N),5*MIN(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. INFO (output) INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if DBDSQR did not converge, INFO specifies how many superdiagonals of an intermediate bidiagonal form B did not converge to zero. See the description of WORK above for details. ===================================================================== .. Parameters ..
jobu
- jobvt
- m
- n
- a
- lda
- s
- u
- ldu
- vt
- ldvt
- work
- lwork
- info
- public abstract void dgesvx(java.lang.String fact, java.lang.String trans, int n, int nrhs, double[] a, int lda, double[] af, int ldaf, int[] ipiv, org.netlib.util.StringW equed, double[] r, double[] c, double[] b, int ldb, double[] x, int ldx, org.netlib.util.doubleW rcond, double[] ferr, double[] berr, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DGESVX uses the LU factorization to compute the solution to a real 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 (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) DOUBLE PRECISION 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) DOUBLE PRECISION 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 DGETRF. 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 DGETRF; 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (4*N) On exit, WORK(1) contains the reciprocal pivot growth factor norm(A)/norm(U). The "max absolute element" norm is used. If WORK(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 00: 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 ..
fact
- trans
- n
- nrhs
- a
- lda
- af
- ldaf
- ipiv
- equed
- r
- c
- b
- ldb
- x
- ldx
- rcond
- ferr
- berr
- work
- iwork
- info
- public abstract void dgetc2(int n, double[] a, int lda, int[] ipiv, int[] jpiv, org.netlib.util.intW info)
.. Purpose ======= DGETC2 computes an LU factorization with 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 the Level 2 BLAS algorithm. Arguments ========= N (input) INTEGER The order of the matrix A. N >= 0. A (input/output) DOUBLE PRECISION array, dimension (LDA, N) On entry, the n-by-n matrix A 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, i.e., 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 owerflow if we try 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 ..
n
- a
- lda
- ipiv
- jpiv
- info
- public abstract void dgetf2(int m, int n, double[] a, int lda, int[] ipiv, org.netlib.util.intW info)
.. Purpose ======= DGETF2 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) DOUBLE PRECISION 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 ..
m
- n
- a
- lda
- ipiv
- info
- public abstract void dgetrf(int m, int n, double[] a, int lda, int[] ipiv, org.netlib.util.intW info)
.. Purpose ======= DGETRF 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) DOUBLE PRECISION 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 ..
m
- n
- a
- lda
- ipiv
- info
- public abstract void dgetri(int n, double[] a, int lda, int[] ipiv, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DGETRI computes the inverse of a matrix using the LU factorization computed by DGETRF. 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) DOUBLE PRECISION array, dimension (LDA,N) On entry, the factors L and U from the factorization A = P*L*U as computed by DGETRF. 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 DGETRF; for 1<=i<=N, row i of the matrix was interchanged with row IPIV(i). WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L 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 ..
n
- a
- lda
- ipiv
- work
- lwork
- info
- public abstract void dgetrs(java.lang.String trans, int n, int nrhs, double[] a, int lda, int[] ipiv, double[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= DGETRS solves a system of linear equations A * X = B or A' * X = B with a general N-by-N matrix A using the LU factorization computed by DGETRF. Arguments ========= TRANS (input) CHARACTER*1 Specifies the form of the system of equations: = 'N': A * X = B (No transpose) = 'T': A'* X = B (Transpose) = 'C': A'* X = B (Conjugate transpose = 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) DOUBLE PRECISION array, dimension (LDA,N) The factors L and U from the factorization A = P*L*U as computed by DGETRF. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). IPIV (input) INTEGER array, dimension (N) The pivot indices from DGETRF; for 1<=i<=N, row i of the matrix was interchanged with row IPIV(i). B (input/output) DOUBLE PRECISION 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 ..
trans
- n
- nrhs
- a
- lda
- ipiv
- b
- ldb
- info
- public abstract void dggbak(java.lang.String job, java.lang.String side, int n, int ilo, int ihi, double[] lscale, double[] rscale, int m, double[] v, int ldv, org.netlib.util.intW info)
.. Purpose ======= DGGBAK forms the right or left eigenvectors of a real generalized eigenvalue problem A*x = lambda*B*x, by backward transformation on the computed eigenvectors of the balanced pair of matrices output by DGGBAL. 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 DGGBAL. 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 DGGBAL. 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0. LSCALE (input) DOUBLE PRECISION array, dimension (N) Details of the permutations and/or scaling factors applied to the left side of A and B, as returned by DGGBAL. RSCALE (input) DOUBLE PRECISION array, dimension (N) Details of the permutations and/or scaling factors applied to the right side of A and B, as returned by DGGBAL. M (input) INTEGER The number of columns of the matrix V. M >= 0. V (input/output) DOUBLE PRECISION array, dimension (LDV,M) On entry, the matrix of right or left eigenvectors to be transformed, as returned by DTGEVC. 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 ..
job
- side
- n
- ilo
- ihi
- lscale
- rscale
- m
- v
- ldv
- info
- public abstract void dggbal(java.lang.String job, int n, double[] a, int lda, double[] b, int ldb, org.netlib.util.intW ilo, org.netlib.util.intW ihi, double[] lscale, double[] rscale, double[] work, org.netlib.util.intW info)
.. Purpose ======= DGGBAL balances a pair of general real 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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 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. WORK (workspace) REAL array, dimension (lwork) lwork must be at least max(1,6*N) when JOB = 'S' or 'B', and at least 1 when JOB = 'N' or 'P'. 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 ..
job
- n
- a
- lda
- b
- ldb
- ilo
- ihi
- lscale
- rscale
- work
- info
- public void dgges(java.lang.String jobvsl, java.lang.String jobvsr, java.lang.String sort, java.lang.Object selctg, int n, double[] a, int lda, double[] b, int ldb, org.netlib.util.intW sdim, double[] alphar, double[] alphai, double[] beta, double[] vsl, int ldvsl, double[] vsr, int ldvsr, double[] work, int lwork, boolean[] bwork, org.netlib.util.intW info)
.. Purpose ======= DGGES computes for a pair of N-by-N real nonsymmetric matrices (A,B), the generalized eigenvalues, the generalized real Schur form (S,T), optionally, the left and/or right matrices of Schur vectors (VSL and VSR). This gives the generalized Schur factorization (A,B) = ( (VSL)*S*(VSR)**T, (VSL)*T*(VSR)**T ) Optionally, it also orders the eigenvalues so that a selected cluster of eigenvalues appears in the leading diagonal blocks of the upper quasi-triangular matrix S and the upper triangular matrix T.The leading columns of VSL and VSR then form an orthonormal basis for the corresponding left and right eigenspaces (deflating subspaces). (If only the generalized eigenvalues are needed, use the driver DGGEV 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 or both being zero. A pair of matrices (S,T) is in generalized real Schur form if T is upper triangular with non-negative diagonal and S is block upper triangular with 1-by-1 and 2-by-2 blocks. 1-by-1 blocks correspond to real generalized eigenvalues, while 2-by-2 blocks of S will be "standardized" by making the corresponding elements of T have the form: [ a 0 ] [ 0 b ] and the pair of corresponding 2-by-2 blocks in S and T will have a complex conjugate pair of generalized eigenvalues. 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 (external procedure) LOGICAL FUNCTION of three DOUBLE PRECISI 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 (ALPHAR(j)+ALPHAI(j))/BETA(j) is selected if SELCTG(ALPHAR(j),ALPHAI(j),BETA(j)) is true; i.e. if either one of a complex conjugate pair of eigenvalues is selected, then both complex eigenvalues are selected. Note that in the ill-conditioned case, a selected complex eigenvalue may no longer satisfy SELCTG(ALPHAR(j),ALPHAI(j), BETA(j)) = .TRUE. after ordering. INFO is to be set to N+2 in this case. N (input) INTEGER The order of the matrices A, B, VSL, and VSR. N >= 0. A (input/output) DOUBLE PRECISION 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) DOUBLE PRECISION 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. (Complex conjugate pairs for which SELCTG is true for either eigenvalue count as 2.) ALPHAR (output) DOUBLE PRECISION array, dimension (N) ALPHAI (output) DOUBLE PRECISION array, dimension (N) BETA (output) DOUBLE PRECISION array, dimension (N) On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will be the generalized eigenvalues. ALPHAR(j) + ALPHAI(j)*i, and BETA(j),j=1,...,N are the diagonals of the complex Schur form (S,T) that would result if the 2-by-2 diagonal blocks of the real Schur form of (A,B) were further reduced to triangular form using 2-by-2 complex unitary transformations. If ALPHAI(j) is zero, then the j-th eigenvalue is real; if positive, then the j-th and (j+1)-st eigenvalues are a complex conjugate pair, with ALPHAI(j+1) negative. Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(j)/BETA(j) may easily over- or underflow, and BETA(j) may even be zero. Thus, the user should avoid naively computing the ratio. However, ALPHAR and ALPHAI 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If N = 0, LWORK >= 1, else LWORK >= 8*N+16. 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. 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 ALPHAR(j), ALPHAI(j), and BETA(j) should be correct for j=INFO+1,...,N. > N: =N+1: other than QZ iteration failed in DHGEQZ. =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 DTGSEN. ===================================================================== .. Parameters ..
jobvsl
- jobvsr
- sort
- selctg
- n
- a
- lda
- b
- ldb
- sdim
- alphar
- alphai
- beta
- vsl
- ldvsl
- vsr
- ldvsr
- work
- lwork
- bwork
- info
- public void dggesx(java.lang.String jobvsl, java.lang.String jobvsr, java.lang.String sort, java.lang.Object selctg, java.lang.String sense, int n, double[] a, int lda, double[] b, int ldb, org.netlib.util.intW sdim, double[] alphar, double[] alphai, double[] beta, double[] vsl, int ldvsl, double[] vsr, int ldvsr, double[] rconde, double[] rcondv, double[] work, int lwork, int[] iwork, int liwork, boolean[] bwork, org.netlib.util.intW info)
.. Purpose ======= DGGESX computes for a pair of N-by-N real nonsymmetric matrices (A,B), the generalized eigenvalues, the real 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)**T, (VSL) T (VSR)**T ) Optionally, it also orders the eigenvalues so that a selected cluster of eigenvalues appears in the leading diagonal blocks of the upper quasi-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 real Schur form if T is upper triangular with non-negative diagonal and S is block upper triangular with 1-by-1 and 2-by-2 blocks. 1-by-1 blocks correspond to real generalized eigenvalues, while 2-by-2 blocks of S will be "standardized" by making the corresponding elements of T have the form: [ a 0 ] [ 0 b ] and the pair of corresponding 2-by-2 blocks in S and T will have a complex conjugate pair of generalized eigenvalues. 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 (external procedure) LOGICAL FUNCTION of three DOUBLE PRECISI 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 (ALPHAR(j)+ALPHAI(j))/BETA(j) is selected if SELCTG(ALPHAR(j),ALPHAI(j),BETA(j)) is true; i.e. if either one of a complex conjugate pair of eigenvalues is selected, then both complex eigenvalues are selected. Note that a selected complex eigenvalue may no longer satisfy SELCTG(ALPHAR(j),ALPHAI(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. 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 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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. (Complex conjugate pairs for which SELCTG is true for either eigenvalue count as 2.) ALPHAR (output) DOUBLE PRECISION array, dimension (N) ALPHAI (output) DOUBLE PRECISION array, dimension (N) BETA (output) DOUBLE PRECISION array, dimension (N) On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will be the generalized eigenvalues. ALPHAR(j) + ALPHAI(j)*i and BETA(j),j=1,...,N are the diagonals of the complex Schur form (S,T) that would result if the 2-by-2 diagonal blocks of the real Schur form of (A,B) were further reduced to triangular form using 2-by-2 complex unitary transformations. If ALPHAI(j) is zero, then the j-th eigenvalue is real; if positive, then the j-th and (j+1)-st eigenvalues are a complex conjugate pair, with ALPHAI(j+1) negative. Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(j)/BETA(j) may easily over- or underflow, and BETA(j) may even be zero. Thus, the user should avoid naively computing the ratio. However, ALPHAR and ALPHAI 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension ( 2 ) If SENSE = 'V' or 'B', RCONDV(1) and RCONDV(2) contain the reciprocal condition numbers for the selected deflating subspaces. Not referenced if SENSE = 'N' or 'E'. WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If N = 0, LWORK >= 1, else if SENSE = 'E', 'V', or 'B', LWORK >= max( 8*N, 6*N+16, 2*SDIM*(N-SDIM) ), else LWORK >= max( 8*N, 6*N+16 ). Note that 2*SDIM*(N-SDIM) <= N*N/2. Note also that an error is only returned if LWORK < max( 8*N, 6*N+16), but if SENSE = 'E' or 'V' or 'B' this may not be large enough. If LWORK = -1, then a workspace query is assumed; the routine only calculates the bound on the optimal size of the WORK array and the minimum size of the IWORK array, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA. IWORK (workspace) INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK. LIWORK (input) INTEGER The dimension of the array IWORK. If SENSE = 'N' or N = 0, LIWORK >= 1, otherwise LIWORK >= N+6. If LIWORK = -1, then a workspace query is assumed; the routine only calculates the bound on the optimal size of the WORK array and the minimum size of the IWORK array, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA. 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 ALPHAR(j), ALPHAI(j), and BETA(j) should be correct for j=INFO+1,...,N. > N: =N+1: other than QZ iteration failed in DHGEQZ =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 DTGSEN. Further details =============== An approximate (asymptotic) bound on the average absolute error of the selected eigenvalues is EPS * norm((A, B)) / RCONDE( 1 ). An approximate (asymptotic) bound on the maximum angular error in the computed deflating subspaces is EPS * norm((A, B)) / RCONDV( 2 ). See LAPACK User's Guide, section 4.11 for more information. ===================================================================== .. Parameters ..
jobvsl
- jobvsr
- sort
- selctg
- sense
- n
- a
- lda
- b
- ldb
- sdim
- alphar
- alphai
- beta
- vsl
- ldvsl
- vsr
- ldvsr
- rconde
- rcondv
- work
- lwork
- iwork
- liwork
- bwork
- info
- public abstract void dggev(java.lang.String jobvl, java.lang.String jobvr, int n, double[] a, int lda, double[] b, int ldb, double[] alphar, double[] alphai, double[] beta, double[] vl, int ldvl, double[] vr, int ldvr, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DGGEV computes for a pair of N-by-N real 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 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 ========= 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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). ALPHAR (output) DOUBLE PRECISION array, dimension (N) ALPHAI (output) DOUBLE PRECISION array, dimension (N) BETA (output) DOUBLE PRECISION array, dimension (N) On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will be the generalized eigenvalues. If ALPHAI(j) is zero, then the j-th eigenvalue is real; if positive, then the j-th and (j+1)-st eigenvalues are a complex conjugate pair, with ALPHAI(j+1) negative. Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(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, ALPHAR and ALPHAI 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) DOUBLE PRECISION 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 the j-th eigenvalue is real, then u(j) = VL(:,j), the j-th column of VL. If the j-th and (j+1)-th eigenvalues form a complex conjugate pair, then u(j) = VL(:,j)+i*VL(:,j+1) and u(j+1) = VL(:,j)-i*VL(:,j+1). Each eigenvector is scaled so the largest component has 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) DOUBLE PRECISION 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 the j-th eigenvalue is real, then v(j) = VR(:,j), the j-th column of VR. If the j-th and (j+1)-th eigenvalues form a complex conjugate pair, then v(j) = VR(:,j)+i*VR(:,j+1) and v(j+1) = VR(:,j)-i*VR(:,j+1). Each eigenvector is scaled so the largest component has 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) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,8*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. 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 ALPHAR(j), ALPHAI(j), and BETA(j) should be correct for j=INFO+1,...,N. > N: =N+1: other than QZ iteration failed in DHGEQZ. =N+2: error return from DTGEVC. ===================================================================== .. Parameters ..
jobvl
- jobvr
- n
- a
- lda
- b
- ldb
- alphar
- alphai
- beta
- vl
- ldvl
- vr
- ldvr
- work
- lwork
- info
- public abstract void dggevx(java.lang.String balanc, java.lang.String jobvl, java.lang.String jobvr, java.lang.String sense, int n, double[] a, int lda, double[] b, int ldb, double[] alphar, double[] alphai, double[] beta, double[] vl, int ldvl, double[] vr, int ldvr, org.netlib.util.intW ilo, org.netlib.util.intW ihi, double[] lscale, double[] rscale, org.netlib.util.doubleW abnrm, org.netlib.util.doubleW bbnrm, double[] rconde, double[] rcondv, double[] work, int lwork, int[] iwork, boolean[] bwork, org.netlib.util.intW info)
.. Purpose ======= DGGEVX computes for a pair of N-by-N real nonsymmetric matrices (A,B) the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors. Optionally also, it 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) DOUBLE PRECISION 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 real 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) DOUBLE PRECISION 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 real Schur form of the "balanced" versions of the input A and B. LDB (input) INTEGER The leading dimension of B. LDB >= max(1,N). ALPHAR (output) DOUBLE PRECISION array, dimension (N) ALPHAI (output) DOUBLE PRECISION array, dimension (N) BETA (output) DOUBLE PRECISION array, dimension (N) On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will be the generalized eigenvalues. If ALPHAI(j) is zero, then the j-th eigenvalue is real; if positive, then the j-th and (j+1)-st eigenvalues are a complex conjugate pair, with ALPHAI(j+1) negative. Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(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, ALPHAR and ALPHAI 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) DOUBLE PRECISION 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 the j-th eigenvalue is real, then u(j) = VL(:,j), the j-th column of VL. If the j-th and (j+1)-th eigenvalues form a complex conjugate pair, then u(j) = VL(:,j)+i*VL(:,j+1) and u(j+1) = VL(:,j)-i*VL(:,j+1). Each eigenvector will be scaled so the largest component 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) DOUBLE PRECISION 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 the j-th eigenvalue is real, then v(j) = VR(:,j), the j-th column of VR. If the j-th and (j+1)-th eigenvalues form a complex conjugate pair, then v(j) = VR(:,j)+i*VR(:,j+1) and v(j+1) = VR(:,j)-i*VR(:,j+1). Each eigenvector will be scaled so the largest component 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 (output) INTEGER 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION The one-norm of the balanced matrix A. BBNRM (output) DOUBLE PRECISION The one-norm of the balanced matrix B. RCONDE (output) DOUBLE PRECISION array, dimension (N) If SENSE = 'E' or 'B', the reciprocal condition numbers of the eigenvalues, stored in consecutive elements of the array. For a complex conjugate pair of eigenvalues two consecutive elements of RCONDE are set to the same value. Thus RCONDE(j), RCONDV(j), and the j-th columns of VL and VR all correspond to the j-th eigenpair. If SENSE = 'N or 'V', RCONDE is not referenced. RCONDV (output) DOUBLE PRECISION array, dimension (N) If SENSE = 'V' or 'B', the estimated reciprocal condition numbers of the eigenvectors, stored in consecutive elements of the array. For a complex eigenvector two consecutive elements of RCONDV are set to the same value. 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 = 'N' or 'E', RCONDV is not referenced. WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L 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 BALANC = 'S' or 'B', or JOBVL = 'V', or JOBVR = 'V', LWORK >= max(1,6*N). If SENSE = 'E' or 'B', LWORK >= max(1,10*N). If SENSE = 'V' or 'B', LWORK >= 2*N*N+8*N+16. 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 (N+6) 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 ALPHAR(j), ALPHAI(j), and BETA(j) should be correct for j=INFO+1,...,N. > N: =N+1: other than QZ iteration failed in DHGEQZ. =N+2: error return from DTGEVC. 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 ..
balanc
- jobvl
- jobvr
- sense
- n
- a
- lda
- b
- ldb
- alphar
- alphai
- beta
- vl
- ldvl
- vr
- ldvr
- ilo
- ihi
- lscale
- rscale
- abnrm
- bbnrm
- rconde
- rcondv
- work
- lwork
- iwork
- bwork
- info
- public abstract void dggglm(int n, int m, int p, double[] a, int lda, double[] b, int ldb, double[] d, double[] x, double[] y, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DGGGLM 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 the matrices (A, B) given by A = Q*(R), B = Q*T*Z. (0) 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) DOUBLE PRECISION array, dimension (LDA,M) On entry, the N-by-M matrix A. On exit, the upper triangular part of the array A contains the M-by-M upper triangular matrix R. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). B (input/output) DOUBLE PRECISION 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. LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1,N). D (input/output) DOUBLE PRECISION array, dimension (N) On entry, D is the left hand side of the GLM equation. On exit, D is destroyed. X (output) DOUBLE PRECISION array, dimension (M) Y (output) DOUBLE PRECISION array, dimension (P) On exit, X and Y are the solutions of the GLM problem. WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L 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 DGEQRF, SGERQF, DORMQR and SORMRQ. 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. = 1: the upper triangular factor R associated with A in the generalized QR factorization of the pair (A, B) is singular, so that rank(A) < M; the least squares solution could not be computed. = 2: the bottom (N-M) by (N-M) part of the upper trapezoidal factor T associated with B in the generalized QR factorization of the pair (A, B) is singular, so that rank( A B ) < N; the least squares solution could not be computed. =================================================================== .. Parameters ..
n
- m
- p
- a
- lda
- b
- ldb
- d
- x
- y
- work
- lwork
- info
- public abstract void dgghrd(java.lang.String compq, java.lang.String compz, int n, int ilo, int ihi, double[] a, int lda, double[] b, int ldb, double[] q, int ldq, double[] z, int ldz, org.netlib.util.intW info)
.. Purpose ======= DGGHRD reduces a pair of real matrices (A,B) to generalized upper Hessenberg form using orthogonal transformations, where A is a general matrix and B is upper triangular. The form of the generalized eigenvalue problem is A*x = lambda*B*x, and B is typically made upper triangular by computing its QR factorization and moving the orthogonal matrix Q to the left side of the equation. This subroutine simultaneously reduces A to a Hessenberg matrix H: Q**T*A*Z = H and transforms B to another upper triangular matrix T: Q**T*B*Z = T in order to reduce the problem to its standard form H*y = lambda*T*y where y = Z**T*x. The orthogonal 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**T = (Q1*Q) * H * (Z1*Z)**T Q1 * B * Z1**T = (Q1*Q) * T * (Z1*Z)**T If Q1 is the orthogonal matrix from the QR factorization of B in the original equation A*x = lambda*B*x, then DGGHRD reduces the original problem to generalized Hessenberg form. Arguments ========= COMPQ (input) CHARACTER*1 = 'N': do not compute Q; = 'I': Q is initialized to the unit matrix, and the orthogonal matrix Q is returned; = 'V': Q must contain an orthogonal matrix Q1 on entry, and the product Q1*Q is returned. COMPZ (input) CHARACTER*1 = 'N': do not compute Z; = 'I': Z is initialized to the unit matrix, and the orthogonal matrix Z is returned; = 'V': Z must contain an orthogonal matrix Z1 on entry, and the product Z1*Z is returned. N (input) INTEGER The order of the matrices A and B. N >= 0. ILO (input) INTEGER IHI (input) INTEGER ILO and IHI mark the rows and columns of A which are to be reduced. 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 SGGBAL; 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDB, N) On entry, the N-by-N upper triangular matrix B. On exit, the upper triangular matrix T = Q**T 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) DOUBLE PRECISION array, dimension (LDQ, N) On entry, if COMPQ = 'V', the orthogonal matrix Q1, typically from the QR factorization of B. On exit, if COMPQ='I', the orthogonal matrix Q, and if COMPQ = 'V', the product Q1*Q. Not referenced if COMPQ='N'. LDQ (input) INTEGER The leading dimension of the array Q. LDQ >= N if COMPQ='V' or 'I'; LDQ >= 1 otherwise. Z (input/output) DOUBLE PRECISION array, dimension (LDZ, N) On entry, if COMPZ = 'V', the orthogonal matrix Z1. On exit, if COMPZ='I', the orthogonal matrix Z, and if COMPZ = 'V', the product Z1*Z. Not referenced if COMPZ='N'. 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 ..
compq
- compz
- n
- ilo
- ihi
- a
- lda
- b
- ldb
- q
- ldq
- z
- ldz
- info
- public abstract void dgglse(int m, int n, int p, double[] a, int lda, double[] b, int ldb, double[] c, double[] d, double[] x, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DGGLSE 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 generalized RQ factorization of the matrices (B, A) given by B = (0 R)*Q, A = Z*T*Q. 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) DOUBLE PRECISION 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 T. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M). B (input/output) DOUBLE PRECISION array, dimension (LDB,N) On entry, the P-by-N matrix B. On exit, the upper triangle of the subarray B(1:P,N-P+1:N) contains the P-by-P upper triangular matrix R. LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1,P). C (input/output) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (P) On entry, D contains the right hand side vector for the constrained equation. On exit, D is destroyed. X (output) DOUBLE PRECISION array, dimension (N) On exit, X is the solution of the LSE problem. WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L 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 DGEQRF, SGERQF, DORMQR and SORMRQ. 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. = 1: the upper triangular factor R associated with B in the generalized RQ factorization of the pair (B, A) is singular, so that rank(B) < P; the least squares solution could not be computed. = 2: the (N-P) by (N-P) part of the upper trapezoidal factor T associated with A in the generalized RQ factorization of the pair (B, A) is singular, so that rank( (A) ) < N; the least squares solution could not ( (B) ) be computed. ===================================================================== .. Parameters ..
m
- n
- p
- a
- lda
- b
- ldb
- c
- d
- x
- work
- lwork
- info
- public abstract void dggqrf(int n, int m, int p, double[] a, int lda, double[] taua, double[] b, int ldb, double[] taub, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DGGQRF 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 orthogonal matrix, Z is a P-by-P orthogonal 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 transpose of the 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) DOUBLE PRECISION 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 orthogonal 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) DOUBLE PRECISION array, dimension (min(N,M)) The scalar factors of the elementary reflectors which represent the orthogonal matrix Q (see Further Details). B (input/output) DOUBLE PRECISION 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 orthogonal 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) DOUBLE PRECISION array, dimension (min(N,P)) The scalar factors of the elementary reflectors which represent the orthogonal matrix Z (see Further Details). WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L 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 DORMQR. 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 real scalar, and v is a real 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 DORGQR. To use Q to update another matrix, use LAPACK subroutine DORMQR. 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 real scalar, and v is a real 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 DORGRQ. To use Z to update another matrix, use LAPACK subroutine DORMRQ. ===================================================================== .. Local Scalars ..
n
- m
- p
- a
- lda
- taua
- b
- ldb
- taub
- work
- lwork
- info
- public abstract void dggrqf(int m, int p, int n, double[] a, int lda, double[] taua, double[] b, int ldb, double[] taub, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DGGRQF 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 orthogonal matrix, Z is a P-by-P orthogonal 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 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) DOUBLE PRECISION 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 orthogonal 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) DOUBLE PRECISION array, dimension (min(M,N)) The scalar factors of the elementary reflectors which represent the orthogonal matrix Q (see Further Details). B (input/output) DOUBLE PRECISION 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 orthogonal 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) DOUBLE PRECISION array, dimension (min(P,N)) The scalar factors of the elementary reflectors which represent the orthogonal matrix Z (see Further Details). WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L 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 DORMRQ. 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 INF0= -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 real scalar, and v is a real 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 DORGRQ. To use Q to update another matrix, use LAPACK subroutine DORMRQ. 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 real scalar, and v is a real 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 DORGQR. To use Z to update another matrix, use LAPACK subroutine DORMQR. ===================================================================== .. Local Scalars ..
m
- p
- n
- a
- lda
- taua
- b
- ldb
- taub
- work
- lwork
- info
- public abstract void dggsvd(java.lang.String jobu, java.lang.String jobv, java.lang.String jobq, int m, int n, int p, org.netlib.util.intW k, org.netlib.util.intW l, double[] a, int lda, double[] b, int ldb, double[] alpha, double[] beta, double[] u, int ldu, double[] v, int ldv, double[] q, int ldq, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DGGSVD computes the generalized singular value decomposition (GSVD) of an M-by-N real matrix A and P-by-N real matrix B: U'*A*Q = D1*( 0 R ), V'*B*Q = D2*( 0 R ) where U, V and Q are orthogonal matrices, and Z' is the 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 orthogonal 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 orthonormal 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, 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': Orthogonal matrix U is computed; = 'N': U is not computed. JOBV (input) CHARACTER*1 = 'V': Orthogonal matrix V is computed; = 'N': V is not computed. JOBQ (input) CHARACTER*1 = 'Q': Orthogonal 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 the Purpose section. K + L = effective numerical rank of (A',B')'. A (input/output) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDB,N) On entry, the P-by-N matrix B. On exit, B contains 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) DOUBLE PRECISION array, dimension (N) BETA (output) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDU,M) If JOBU = 'U', U contains the M-by-M orthogonal 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) DOUBLE PRECISION array, dimension (LDV,P) If JOBV = 'V', V contains the P-by-P orthogonal 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) DOUBLE PRECISION array, dimension (LDQ,N) If JOBQ = 'Q', Q contains the N-by-N orthogonal 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) DOUBLE PRECISION array, dimension (max(3*N,M,P)+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 DTGSJA. Internal Parameters =================== TOLA DOUBLE PRECISION TOLB DOUBLE PRECISION 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)*MAZHEPS, TOLB = MAX(P,N)*norm(B)*MAZHEPS. 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 ..
jobu
- jobv
- jobq
- m
- n
- p
- k
- l
- a
- lda
- b
- ldb
- alpha
- beta
- u
- ldu
- v
- ldv
- q
- ldq
- work
- iwork
- info
- public abstract void dggsvp(java.lang.String jobu, java.lang.String jobv, java.lang.String jobq, int m, int p, int n, double[] a, int lda, double[] b, int ldb, double tola, double tolb, org.netlib.util.intW k, org.netlib.util.intW l, double[] u, int ldu, double[] v, int ldv, double[] q, int ldq, int[] iwork, double[] tau, double[] work, org.netlib.util.intW info)
.. Purpose ======= DGGSVP computes orthogonal 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 transpose of Z. This decomposition is the preprocessing step for computing the Generalized Singular Value Decomposition (GSVD), see subroutine DGGSVD. Arguments ========= JOBU (input) CHARACTER*1 = 'U': Orthogonal matrix U is computed; = 'N': U is not computed. JOBV (input) CHARACTER*1 = 'V': Orthogonal matrix V is computed; = 'N': V is not computed. JOBQ (input) CHARACTER*1 = 'Q': Orthogonal 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION TOLB (input) DOUBLE PRECISION 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)*MAZHEPS, TOLB = MAX(P,N)*norm(B)*MAZHEPS. 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. K + L = effective numerical rank of (A',B')'. U (output) DOUBLE PRECISION array, dimension (LDU,M) If JOBU = 'U', U contains the orthogonal 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) DOUBLE PRECISION array, dimension (LDV,M) If JOBV = 'V', V contains the orthogonal 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) DOUBLE PRECISION array, dimension (LDQ,N) If JOBQ = 'Q', Q contains the orthogonal 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) TAU (workspace) DOUBLE PRECISION array, dimension (N) WORK (workspace) DOUBLE PRECISION 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 DGEQPF 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 ..
jobu
- jobv
- jobq
- m
- p
- n
- a
- lda
- b
- ldb
- tola
- tolb
- k
- l
- u
- ldu
- v
- ldv
- q
- ldq
- iwork
- tau
- work
- info
- public abstract void dgtcon(java.lang.String norm, int n, double[] dl, double[] d, double[] du, double[] du2, int[] ipiv, double anorm, org.netlib.util.doubleW rcond, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DGTCON estimates the reciprocal of the condition number of a real tridiagonal matrix A using the LU factorization as computed by DGTTRF. 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) DOUBLE PRECISION array, dimension (N-1) The (n-1) multipliers that define the matrix L from the LU factorization of A as computed by DGTTRF. D (input) DOUBLE PRECISION array, dimension (N) The n diagonal elements of the upper triangular matrix U from the LU factorization of A. DU (input) DOUBLE PRECISION array, dimension (N-1) The (n-1) elements of the first superdiagonal of U. DU2 (input) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (2*N) IWORK (workspace) INTEGER array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
norm
- n
- dl
- d
- du
- du2
- ipiv
- anorm
- rcond
- work
- iwork
- info
- public abstract void dgtrfs(java.lang.String trans, int n, int nrhs, double[] dl, double[] d, double[] du, double[] dlf, double[] df, double[] duf, double[] du2, int[] ipiv, double[] b, int ldb, double[] x, int ldx, double[] ferr, double[] berr, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DGTRFS 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 = 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) DOUBLE PRECISION array, dimension (N-1) The (n-1) subdiagonal elements of A. D (input) DOUBLE PRECISION array, dimension (N) The diagonal elements of A. DU (input) DOUBLE PRECISION array, dimension (N-1) The (n-1) superdiagonal elements of A. DLF (input) DOUBLE PRECISION array, dimension (N-1) The (n-1) multipliers that define the matrix L from the LU factorization of A as computed by DGTTRF. DF (input) DOUBLE PRECISION array, dimension (N) The n diagonal elements of the upper triangular matrix U from the LU factorization of A. DUF (input) DOUBLE PRECISION array, dimension (N-1) The (n-1) elements of the first superdiagonal of U. DU2 (input) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by DGTTRS. On exit, the improved solution matrix X. LDX (input) INTEGER The leading dimension of the array X. LDX >= max(1,N). FERR (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (3*N) IWORK (workspace) INTEGER 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 ..
trans
- n
- nrhs
- dl
- d
- du
- dlf
- df
- duf
- du2
- ipiv
- b
- ldb
- x
- ldx
- ferr
- berr
- work
- iwork
- info
- public abstract void dgtsv(int n, int nrhs, double[] dl, double[] d, double[] du, double[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= DGTSV 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) DOUBLE PRECISION 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-2) elements of the second super-diagonal of the upper triangular matrix U from the LU factorization of A, in DL(1), ..., DL(n-2). D (input/output) DOUBLE PRECISION 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) DOUBLE PRECISION 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. B (input/output) DOUBLE PRECISION 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, and the solution has not been computed. The factorization has not been completed unless i = N. ===================================================================== .. Parameters ..
n
- nrhs
- dl
- d
- du
- b
- ldb
- info
- public abstract void dgtsvx(java.lang.String fact, java.lang.String trans, int n, int nrhs, double[] dl, double[] d, double[] du, double[] dlf, double[] df, double[] duf, double[] du2, int[] ipiv, double[] b, int ldb, double[] x, int ldx, org.netlib.util.doubleW rcond, double[] ferr, double[] berr, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DGTSVX uses the LU factorization to compute the solution to a real system of linear equations A * X = B or A**T * 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 = 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) DOUBLE PRECISION array, dimension (N-1) The (n-1) subdiagonal elements of A. D (input) DOUBLE PRECISION array, dimension (N) The n diagonal elements of A. DU (input) DOUBLE PRECISION array, dimension (N-1) The (n-1) superdiagonal elements of A. DLF (input or output) DOUBLE PRECISION 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 DGTTRF. 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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 DGTTRF. 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (3*N) IWORK (workspace) INTEGER 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 ..
fact
- trans
- n
- nrhs
- dl
- d
- du
- dlf
- df
- duf
- du2
- ipiv
- b
- ldb
- x
- ldx
- rcond
- ferr
- berr
- work
- iwork
- info
- public abstract void dgttrf(int n, double[] dl, double[] d, double[] du, double[] du2, int[] ipiv, org.netlib.util.intW info)
.. Purpose ======= DGTTRF computes an LU factorization of a real 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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 ..
n
- dl
- d
- du
- du2
- ipiv
- info
- public abstract void dgttrs(java.lang.String trans, int n, int nrhs, double[] dl, double[] d, double[] du, double[] du2, int[] ipiv, double[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= DGTTRS solves one of the systems of equations A*X = B or A'*X = B, with a tridiagonal matrix A using the LU factorization computed by DGTTRF. Arguments ========= TRANS (input) CHARACTER*1 Specifies the form of the system of equations. = 'N': A * X = B (No transpose) = 'T': A'* X = B (Transpose) = 'C': A'* X = B (Conjugate transpose = 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) DOUBLE PRECISION array, dimension (N-1) The (n-1) multipliers that define the matrix L from the LU factorization of A. D (input) DOUBLE PRECISION array, dimension (N) The n diagonal elements of the upper triangular matrix U from the LU factorization of A. DU (input) DOUBLE PRECISION array, dimension (N-1) The (n-1) elements of the first super-diagonal of U. DU2 (input) DOUBLE PRECISION 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) DOUBLE PRECISION 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 = -i, the i-th argument had an illegal value ===================================================================== .. Local Scalars ..
trans
- n
- nrhs
- dl
- d
- du
- du2
- ipiv
- b
- ldb
- info
- public abstract void dgtts2(int itrans, int n, int nrhs, double[] dl, double[] d, double[] du, double[] du2, int[] ipiv, double[] b, int ldb)
.. Purpose ======= DGTTS2 solves one of the systems of equations A*X = B or A'*X = B, with a tridiagonal matrix A using the LU factorization computed by DGTTRF. Arguments ========= ITRANS (input) INTEGER Specifies the form of the system of equations. = 0: A * X = B (No transpose) = 1: A'* X = B (Transpose) = 2: A'* X = B (Conjugate transpose = 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) DOUBLE PRECISION array, dimension (N-1) The (n-1) multipliers that define the matrix L from the LU factorization of A. D (input) DOUBLE PRECISION array, dimension (N) The n diagonal elements of the upper triangular matrix U from the LU factorization of A. DU (input) DOUBLE PRECISION array, dimension (N-1) The (n-1) elements of the first super-diagonal of U. DU2 (input) DOUBLE PRECISION 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) DOUBLE PRECISION 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 ..
itrans
- n
- nrhs
- dl
- d
- du
- du2
- ipiv
- b
- ldb
- public abstract void dhgeqz(java.lang.String job, java.lang.String compq, java.lang.String compz, int n, int ilo, int ihi, double[] h, int ldh, double[] t, int ldt, double[] alphar, double[] alphai, double[] beta, double[] q, int ldq, double[] z, int ldz, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DHGEQZ computes the eigenvalues of a real matrix pair (H,T), where H is an upper Hessenberg matrix and T is upper triangular, using the double-shift QZ method. Matrix pairs of this type are produced by the reduction to generalized upper Hessenberg form of a real matrix pair (A,B): A = Q1*H*Z1**T, B = Q1*T*Z1**T, as computed by DGGHRD. If JOB='S', then the Hessenberg-triangular pair (H,T) is also reduced to generalized Schur form, H = Q*S*Z**T, T = Q*P*Z**T, where Q and Z are orthogonal matrices, P is an upper triangular matrix, and S is a quasi-triangular matrix with 1-by-1 and 2-by-2 diagonal blocks. The 1-by-1 blocks correspond to real eigenvalues of the matrix pair (H,T) and the 2-by-2 blocks correspond to complex conjugate pairs of eigenvalues. Additionally, the 2-by-2 upper triangular diagonal blocks of P corresponding to 2-by-2 blocks of S are reduced to positive diagonal form, i.e., if S(j+1,j) is non-zero, then P(j+1,j) = P(j,j+1) = 0, P(j,j) > 0, and P(j+1,j+1) > 0. Optionally, the orthogonal matrix Q from the generalized Schur factorization may be postmultiplied into an input matrix Q1, and the orthogonal matrix Z may be postmultiplied into an input matrix Z1. If Q1 and Z1 are the orthogonal matrices from DGGHRD that reduced the matrix pair (A,B) to generalized upper Hessenberg form, then the output matrices Q1*Q and Z1*Z are the orthogonal factors from the generalized Schur factorization of (A,B): A = (Q1*Q)*S*(Z1*Z)**T, B = (Q1*Q)*P*(Z1*Z)**T. To avoid overflow, eigenvalues of the matrix pair (H,T) (equivalently of (A,B)) are computed as a pair of values (alpha,beta), where alpha complex and beta real. If beta is nonzero, lambda = alpha / beta is an eigenvalue of the generalized nonsymmetric eigenvalue problem (GNEP) A*x = lambda*B*x and if alpha is nonzero, mu = beta / alpha is an eigenvalue of the alternate form of the GNEP mu*A*y = B*y. Real eigenvalues can be read directly from the generalized Schur form: alpha = S(i,i), beta = P(i,i). 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 eigenvalues only; = 'S': Compute eigenvalues and the Schur form. COMPQ (input) CHARACTER*1 = 'N': Left Schur vectors (Q) are not computed; = 'I': Q is initialized to the unit matrix and the matrix Q of left Schur vectors of (H,T) is returned; = 'V': Q must contain an orthogonal matrix Q1 on entry and the product Q1*Q is returned. COMPZ (input) CHARACTER*1 = 'N': Right Schur vectors (Z) are not computed; = 'I': Z is initialized to the unit matrix and the matrix Z of right Schur vectors of (H,T) is returned; = 'V': Z must contain an orthogonal matrix Z1 on entry and the product Z1*Z is returned. N (input) INTEGER The order of the matrices H, T, Q, and Z. N >= 0. ILO (input) INTEGER IHI (input) INTEGER ILO and IHI mark the rows and columns of H which are in Hessenberg form. It is assumed that A is already upper triangular in rows and columns 1:ILO-1 and IHI+1:N. If N > 0, 1 <= ILO <= IHI <= N; if N = 0, ILO=1 and IHI=0. H (input/output) DOUBLE PRECISION array, dimension (LDH, N) On entry, the N-by-N upper Hessenberg matrix H. On exit, if JOB = 'S', H contains the upper quasi-triangular matrix S from the generalized Schur factorization; 2-by-2 diagonal blocks (corresponding to complex conjugate pairs of eigenvalues) are returned in standard form, with H(i,i) = H(i+1,i+1) and H(i+1,i)*H(i,i+1) < 0. If JOB = 'E', the diagonal blocks of H match those of S, but the rest of H is unspecified. LDH (input) INTEGER The leading dimension of the array H. LDH >= max( 1, N ). T (input/output) DOUBLE PRECISION array, dimension (LDT, N) On entry, the N-by-N upper triangular matrix T. On exit, if JOB = 'S', T contains the upper triangular matrix P from the generalized Schur factorization; 2-by-2 diagonal blocks of P corresponding to 2-by-2 blocks of are reduced to positive diagonal form, i.e., if H(j+1,j) is non-zero, then T(j+1,j) = T(j,j+1) = 0, T(j,j) > 0, and T(j+1,j+1) > 0. If JOB = 'E', the diagonal blocks of T match those of P, but the rest of T is unspecified. LDT (input) INTEGER The leading dimension of the array T. LDT >= max( 1, N ). ALPHAR (output) DOUBLE PRECISION array, dimension (N) The real parts of each scalar alpha defining an eigenvalue of GNEP. ALPHAI (output) DOUBLE PRECISION array, dimension (N) The imaginary parts of each scalar alpha defining an eigenvalue of GNEP. If ALPHAI(j) is zero, then the j-th eigenvalue is real; if positive, then the j-th and (j+1)-st eigenvalues are a complex conjugate pair, with ALPHAI(j+1) = -ALPHAI(j). BETA (output) DOUBLE PRECISION array, dimension (N) The scalars beta that define the eigenvalues of GNEP. Together, the quantities alpha = (ALPHAR(j),ALPHAI(j)) and beta = BETA(j) represent the j-th eigenvalue of the matrix pair (A,B), in one of the forms lambda = alpha/beta or mu = beta/alpha. Since either lambda or mu may overflow, they should not, in general, be computed. Q (input/output) DOUBLE PRECISION array, dimension (LDQ, N) On entry, if COMPZ = 'V', the orthogonal matrix Q1 used in the reduction of (A,B) to generalized Hessenberg form. On exit, if COMPZ = 'I', the orthogonal matrix of left Schur vectors of (H,T), and if COMPZ = 'V', the orthogonal matrix of left Schur vectors of (A,B). Not referenced if COMPZ = 'N'. LDQ (input) INTEGER The leading dimension of the array Q. LDQ >= 1. If COMPQ='V' or 'I', then LDQ >= N. Z (input/output) DOUBLE PRECISION array, dimension (LDZ, N) On entry, if COMPZ = 'V', the orthogonal matrix Z1 used in the reduction of (A,B) to generalized Hessenberg form. On exit, if COMPZ = 'I', the orthogonal matrix of right Schur vectors of (H,T), and if COMPZ = 'V', the orthogonal matrix of right Schur vectors of (A,B). Not referenced if COMPZ = 'N'. LDZ (input) INTEGER The leading dimension of the array Z. LDZ >= 1. If COMPZ='V' or 'I', then LDZ >= N. WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L 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 = 1,...,N: the QZ iteration did not converge. (H,T) is not in Schur form, but ALPHAR(i), ALPHAI(i), and BETA(i), i=INFO+1,...,N should be correct. = N+1,...,2*N: the shift calculation failed. (H,T) is not in Schur form, but ALPHAR(i), ALPHAI(i), and BETA(i), i=INFO-N+1,...,N should be correct. Further Details =============== Iteration counters: JITER -- counts iterations. IITER -- counts iterations run since ILAST was last changed. This is therefore reset only when a 1-by-1 or 2-by-2 block deflates off the bottom. ===================================================================== .. Parameters .. $ SAFETY = 1.0E+0 )
job
- compq
- compz
- n
- ilo
- ihi
- h
- ldh
- t
- ldt
- alphar
- alphai
- beta
- q
- ldq
- z
- ldz
- work
- lwork
- info
- public abstract void dhsein(java.lang.String side, java.lang.String eigsrc, java.lang.String initv, boolean[] select, int n, double[] h, int ldh, double[] wr, double[] wi, double[] vl, int ldvl, double[] vr, int ldvr, int mm, org.netlib.util.intW m, double[] work, int[] ifaill, int[] ifailr, org.netlib.util.intW info)
.. Purpose ======= DHSEIN uses inverse iteration to find specified right and/or left eigenvectors of a real 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 (WR,WI): = 'Q': the eigenvalues were found using DHSEQR; 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 DHSEIN 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, DHSEIN 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/output) LOGICAL array, dimension (N) Specifies the eigenvectors to be computed. To select the real eigenvector corresponding to a real eigenvalue WR(j), SELECT(j) must be set to .TRUE.. To select the complex eigenvector corresponding to a complex eigenvalue (WR(j),WI(j)), with complex conjugate (WR(j+1),WI(j+1)), either SELECT(j) or SELECT(j+1) or both must be set to .TRUE.; then on exit SELECT(j) is .TRUE. and SELECT(j+1) is .FALSE.. N (input) INTEGER The order of the matrix H. N >= 0. H (input) DOUBLE PRECISION array, dimension (LDH,N) The upper Hessenberg matrix H. LDH (input) INTEGER The leading dimension of the array H. LDH >= max(1,N). WR (input/output) DOUBLE PRECISION array, dimension (N) WI (input) DOUBLE PRECISION array, dimension (N) On entry, the real and imaginary parts of the eigenvalues of H; a complex conjugate pair of eigenvalues must be stored in consecutive elements of WR and WI. On exit, WR may have been altered since close eigenvalues are perturbed slightly in searching for independent eigenvectors. VL (input/output) DOUBLE PRECISION 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(s) 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. A complex eigenvector corresponding to a complex eigenvalue is stored in two consecutive columns, the first holding the real part and the second the imaginary part. 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) DOUBLE PRECISION 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(s) 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. A complex eigenvector corresponding to a complex eigenvalue is stored in two consecutive columns, the first holding the real part and the second the imaginary part. 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; each selected real eigenvector occupies one column and each selected complex eigenvector occupies two columns. WORK (workspace) DOUBLE PRECISION array, dimension ((N+2)*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 the i-th and (i+1)th columns of VL hold a complex eigenvector, then IFAILL(i) and IFAILL(i+1) are set to the same value. 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 the i-th and (i+1)th columns of VR hold a complex eigenvector, then IFAILR(i) and IFAILR(i+1) are set to the same value. 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 ..
side
- eigsrc
- initv
- select
- n
- h
- ldh
- wr
- wi
- vl
- ldvl
- vr
- ldvr
- mm
- m
- work
- ifaill
- ifailr
- info
- public abstract void dhseqr(java.lang.String job, java.lang.String compz, int n, int ilo, int ihi, double[] h, int ldh, double[] wr, double[] wi, double[] z, int ldz, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DHSEQR computes the eigenvalues of a Hessenberg matrix H and, optionally, the matrices T and Z from the Schur decomposition H = Z T Z**T, where T is an upper quasi-triangular matrix (the Schur form), and Z is the orthogonal matrix of Schur vectors. Optionally Z may be postmultiplied into an input orthogonal 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 orthogonal matrix Q: A = Q*H*Q**T = (QZ)*T*(QZ)**T. 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 orthogonal matrix Q on entry, and the product Q*Z is returned. N (input) INTEGER The order of the matrix H. N .GE. 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 DGEBAL, and then passed to DGEHRD when the matrix output by DGEBAL is reduced to Hessenberg form. Otherwise ILO and IHI should be set to 1 and N respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N. If N = 0, then ILO = 1 and IHI = 0. H (input/output) DOUBLE PRECISION array, dimension (LDH,N) On entry, the upper Hessenberg matrix H. On exit, if INFO = 0 and JOB = 'S', then H contains the upper quasi-triangular matrix T from the Schur decomposition (the Schur form); 2-by-2 diagonal blocks (corresponding to complex conjugate pairs of eigenvalues) are returned in standard form, with H(i,i) = H(i+1,i+1) and H(i+1,i)*H(i,i+1).LT.0. If INFO = 0 and JOB = 'E', the contents of H are unspecified on exit. (The output value of H when INFO.GT.0 is given under the description of INFO below.) Unlike earlier versions of DHSEQR, this subroutine may explicitly H(i,j) = 0 for i.GT.j and j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N. LDH (input) INTEGER The leading dimension of the array H. LDH .GE. max(1,N). WR (output) DOUBLE PRECISION array, dimension (N) WI (output) DOUBLE PRECISION array, dimension (N) The real and imaginary parts, respectively, of the computed eigenvalues. If two eigenvalues are computed as a complex conjugate pair, they are stored in consecutive elements of WR and WI, say the i-th and (i+1)th, with WI(i) .GT. 0 and WI(i+1) .LT. 0. If JOB = 'S', the eigenvalues are stored in the same order as on the diagonal of the Schur form returned in H, with WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal block, WI(i) = sqrt(-H(i+1,i)*H(i,i+1)) and WI(i+1) = -WI(i). Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N) If COMPZ = 'N', Z is not referenced. If COMPZ = 'I', on entry Z need not be set and on exit, if INFO = 0, Z contains the orthogonal 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, if INFO = 0, Z contains Q*Z. Normally Q is the orthogonal matrix generated by DORGHR after the call to DGEHRD which formed the Hessenberg matrix H. (The output value of Z when INFO.GT.0 is given under the description of INFO below.) LDZ (input) INTEGER The leading dimension of the array Z. if COMPZ = 'I' or COMPZ = 'V', then LDZ.GE.MAX(1,N). Otherwize, LDZ.GE.1. WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK) On exit, if INFO = 0, WORK(1) returns an estimate of the optimal value for LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK .GE. max(1,N) is sufficient, but LWORK typically as large as 6*N may be required for optimal performance. A workspace query to determine the optimal workspace size is recommended. If LWORK = -1, then DHSEQR does a workspace query. In this case, DHSEQR checks the input parameters and estimates the optimal workspace size for the given values of N, ILO and IHI. The estimate is returned in WORK(1). No error message related to LWORK is issued by XERBLA. Neither H nor Z are accessed. INFO (output) INTEGER = 0: successful exit .LT. 0: if INFO = -i, the i-th argument had an illegal value .GT. 0: if INFO = i, DHSEQR failed to compute all of the eigenvalues. Elements 1:ilo-1 and i+1:n of WR and WI contain those eigenvalues which have been successfully computed. (Failures are rare.) If INFO .GT. 0 and JOB = 'E', then on exit, the remaining unconverged eigenvalues are the eigen- values of the upper Hessenberg matrix rows and columns ILO through INFO of the final, output value of H. If INFO .GT. 0 and JOB = 'S', then on exit (*) (initial value of H)*U = U*(final value of H) where U is an orthogonal matrix. The final value of H is upper Hessenberg and quasi-triangular in rows and columns INFO+1 through IHI. If INFO .GT. 0 and COMPZ = 'V', then on exit (final value of Z) = (initial value of Z)*U where U is the orthogonal matrix in (*) (regard- less of the value of JOB.) If INFO .GT. 0 and COMPZ = 'I', then on exit (final value of Z) = U where U is the orthogonal matrix in (*) (regard- less of the value of JOB.) If INFO .GT. 0 and COMPZ = 'N', then Z is not accessed. ================================================================ Default values supplied by ILAENV(ISPEC,'DHSEQR',JOB(:1)//COMPZ(:1),N,ILO,IHI,LWORK). It is suggested that these defaults be adjusted in order to attain best performance in each particular computational environment. ISPEC=1: The DLAHQR vs DLAQR0 crossover point. Default: 75. (Must be at least 11.) ISPEC=2: Recommended deflation window size. This depends on ILO, IHI and NS. NS is the number of simultaneous shifts returned by ILAENV(ISPEC=4). (See ISPEC=4 below.) The default for (IHI-ILO+1).LE.500 is NS. The default for (IHI-ILO+1).GT.500 is 3*NS/2. ISPEC=3: Nibble crossover point. (See ILAENV for details.) Default: 14% of deflation window size. ISPEC=4: Number of simultaneous shifts, NS, in a multi-shift QR iteration. If IHI-ILO+1 is ... greater than ...but less ... the or equal to ... than default is 1 30 NS - 2(+) 30 60 NS - 4(+) 60 150 NS = 10(+) 150 590 NS = ** 590 3000 NS = 64 3000 6000 NS = 128 6000 infinity NS = 256 (+) By default some or all matrices of this order are passed to the implicit double shift routine DLAHQR and NS is ignored. See ISPEC=1 above and comments in IPARM for details. The asterisks (**) indicate an ad-hoc function of N increasing from 10 to 64. ISPEC=5: Select structured matrix multiply. (See ILAENV for details.) Default: 3. ================================================================ Based on contributions by Karen Braman and Ralph Byers, Department of Mathematics, University of Kansas, USA ================================================================ References: K. Braman, R. Byers and R. Mathias, The Multi-Shift QR Algorithm Part I: Maintaining Well Focused Shifts, and Level 3 Performance, SIAM Journal of Matrix Analysis, volume 23, pages 929--947, 2002. K. Braman, R. Byers and R. Mathias, The Multi-Shift QR Algorithm Part II: Aggressive Early Deflation, SIAM Journal of Matrix Analysis, volume 23, pages 948--973, 2002. ================================================================ .. Parameters .. ==== Matrices of order NTINY or smaller must be processed by . DLAHQR because of insufficient subdiagonal scratch space. . (This is a hard limit.) ==== ==== NL allocates some local workspace to help small matrices . through a rare DLAHQR failure. NL .GT. NTINY = 11 is . required and NL .LE. NMIN = ILAENV(ISPEC=1,...) is recom- . mended. (The default value of NMIN is 75.) Using NL = 49 . allows up to six simultaneous shifts and a 16-by-16 . deflation window. ====
job
- compz
- n
- ilo
- ihi
- h
- ldh
- wr
- wi
- z
- ldz
- work
- lwork
- info
- public boolean disnan(double din)
.. Purpose ======= DISNAN returns .TRUE. if its argument is NaN, and .FALSE. otherwise. To be replaced by the Fortran 2003 intrinsic in the future. Arguments ========= DIN (input) DOUBLE PRECISION Input to test for NaN. ===================================================================== .. External Functions ..
din
- public abstract void dlabad(org.netlib.util.doubleW small, org.netlib.util.doubleW large)
.. Purpose ======= DLABAD takes as input the values computed by DLAMCH for underflow and overflow, and returns the square root of each of these values if the log of LARGE is sufficiently large. This subroutine is intended to identify machines with a large exponent range, such as the Crays, and redefine the underflow and overflow limits to be the square roots of the values computed by DLAMCH. This subroutine is needed because DLAMCH does not compensate for poor arithmetic in the upper half of the exponent range, as is found on a Cray. Arguments ========= SMALL (input/output) DOUBLE PRECISION On entry, the underflow threshold as computed by DLAMCH. On exit, if LOG10(LARGE) is sufficiently large, the square root of SMALL, otherwise unchanged. LARGE (input/output) DOUBLE PRECISION On entry, the overflow threshold as computed by DLAMCH. On exit, if LOG10(LARGE) is sufficiently large, the square root of LARGE, otherwise unchanged. ===================================================================== .. Intrinsic Functions ..
small
- large
- public abstract void dlabrd(int m, int n, int nb, double[] a, int lda, double[] d, double[] e, double[] tauq, double[] taup, double[] x, int ldx, double[] y, int ldy)
.. Purpose ======= DLABRD reduces the first NB rows and columns of a real general m by n matrix A to upper or lower bidiagonal form by an orthogonal 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 DGEBRD 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) DOUBLE PRECISION 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 orthogonal matrix Q as a product of elementary reflectors; and elements above the diagonal in the first NB rows, with the array TAUP, represent the orthogonal 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 orthogonal 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 orthogonal 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) DOUBLE PRECISION array, dimension (NB) The diagonal elements of the first NB rows and columns of the reduced matrix. D(i) = A(i,i). E (output) DOUBLE PRECISION array, dimension (NB) The off-diagonal elements of the first NB rows and columns of the reduced matrix. TAUQ (output) DOUBLE PRECISION array dimension (NB) The scalar factors of the elementary reflectors which represent the orthogonal matrix Q. See Further Details. TAUP (output) DOUBLE PRECISION array, dimension (NB) The scalar factors of the elementary reflectors which represent the orthogonal matrix P. See Further Details. X (output) DOUBLE PRECISION 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 >= M. Y (output) DOUBLE PRECISION array, dimension (LDY,NB) The n-by-nb matrix Y required to update the unreduced part of A. LDY (input) INTEGER The leading dimension of the array Y. LDY >= 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 real scalars, and v and u are real 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 ..
m
- n
- nb
- a
- lda
- d
- e
- tauq
- taup
- x
- ldx
- y
- ldy
- public void dlacn2(int n, double[] v, double[] x, int[] isgn, org.netlib.util.doubleW est, org.netlib.util.intW kase, int[] isave)
.. Purpose ======= DLACN2 estimates the 1-norm of a square, real matrix A. Reverse communication is used for evaluating matrix-vector products. Arguments ========= N (input) INTEGER The order of the matrix. N >= 1. V (workspace) DOUBLE PRECISION array, dimension (N) On the final return, V = A*W, where EST = norm(V)/norm(W) (W is not returned). X (input/output) DOUBLE PRECISION array, dimension (N) On an intermediate return, X should be overwritten by A * X, if KASE=1, A' * X, if KASE=2, and DLACN2 must be re-called with all the other parameters unchanged. ISGN (workspace) INTEGER array, dimension (N) EST (input/output) DOUBLE PRECISION On entry with KASE = 1 or 2 and ISAVE(1) = 3, EST should be unchanged from the previous call to DLACN2. On exit, EST is an estimate (a lower bound) for norm(A). KASE (input/output) INTEGER On the initial call to DLACN2, 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 DLACN2, KASE will again be 0. ISAVE (input/output) INTEGER array, dimension (3) ISAVE is used to save variables between calls to DLACN2 Further Details ======= ======= Contributed by Nick Higham, University of Manchester. Originally named SONEST, 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. This is a thread safe version of DLACON, which uses the array ISAVE in place of a SAVE statement, as follows: DLACON DLACN2 JUMP ISAVE(1) J ISAVE(2) ITER ISAVE(3) ===================================================================== .. Parameters ..
n
- v
- x
- isgn
- est
- kase
- isave
- public abstract void dlacon(int n, double[] v, double[] x, int[] isgn, org.netlib.util.doubleW est, org.netlib.util.intW kase)
.. Purpose ======= DLACON estimates the 1-norm of a square, real matrix A. Reverse communication is used for evaluating matrix-vector products. Arguments ========= N (input) INTEGER The order of the matrix. N >= 1. V (workspace) DOUBLE PRECISION array, dimension (N) On the final return, V = A*W, where EST = norm(V)/norm(W) (W is not returned). X (input/output) DOUBLE PRECISION array, dimension (N) On an intermediate return, X should be overwritten by A * X, if KASE=1, A' * X, if KASE=2, and DLACON must be re-called with all the other parameters unchanged. ISGN (workspace) INTEGER array, dimension (N) EST (input/output) DOUBLE PRECISION On entry with KASE = 1 or 2 and JUMP = 3, EST should be unchanged from the previous call to DLACON. On exit, EST is an estimate (a lower bound) for norm(A). KASE (input/output) INTEGER On the initial call to DLACON, 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 DLACON, KASE will again be 0. Further Details ======= ======= Contributed by Nick Higham, University of Manchester. Originally named SONEST, 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. ===================================================================== .. Parameters ..
n
- v
- x
- isgn
- est
- kase
- public abstract void dlacpy(java.lang.String uplo, int m, int n, double[] a, int lda, double[] b, int ldb)
.. Purpose ======= DLACPY 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) DOUBLE PRECISION array, dimension (LDA,N) The m by n matrix A. If UPLO = 'U', only the upper triangle or trapezoid is accessed; if UPLO = 'L', only the lower triangle or trapezoid is accessed. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M). B (output) DOUBLE PRECISION 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 ..
uplo
- m
- n
- a
- lda
- b
- ldb
- public abstract void dladiv(double a, double b, double c, double d, org.netlib.util.doubleW p, org.netlib.util.doubleW q)
.. Purpose ======= DLADIV performs complex division in real arithmetic a + i*b p + i*q = --------- c + i*d The algorithm is due to Robert L. Smith and can be found in D. Knuth, The art of Computer Programming, Vol.2, p.195 Arguments ========= A (input) DOUBLE PRECISION B (input) DOUBLE PRECISION C (input) DOUBLE PRECISION D (input) DOUBLE PRECISION The scalars a, b, c, and d in the above expression. P (output) DOUBLE PRECISION Q (output) DOUBLE PRECISION The scalars p and q in the above expression. ===================================================================== .. Local Scalars ..
a
- b
- c
- d
- p
- q
- public abstract void dlae2(double a, double b, double c, org.netlib.util.doubleW rt1, org.netlib.util.doubleW rt2)
.. Purpose ======= DLAE2 computes the eigenvalues of a 2-by-2 symmetric matrix [ A B ] [ B C ]. On return, RT1 is the eigenvalue of larger absolute value, and RT2 is the eigenvalue of smaller absolute value. Arguments ========= A (input) DOUBLE PRECISION The (1,1) element of the 2-by-2 matrix. B (input) DOUBLE PRECISION The (1,2) and (2,1) elements of the 2-by-2 matrix. C (input) DOUBLE PRECISION The (2,2) element of the 2-by-2 matrix. RT1 (output) DOUBLE PRECISION The eigenvalue of larger absolute value. RT2 (output) DOUBLE PRECISION The eigenvalue of smaller absolute value. 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. 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 ..
a
- b
- c
- rt1
- rt2
- public abstract void dlaebz(int ijob, int nitmax, int n, int mmax, int minp, int nbmin, double abstol, double reltol, double pivmin, double[] d, double[] e, double[] e2, int[] nval, double[] ab, double[] c, org.netlib.util.intW mout, int[] nab, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DLAEBZ contains the iteration loops which compute and use the function N(w), which is the count of eigenvalues of a symmetric tridiagonal matrix T less than or equal to its argument w. It performs a choice of two types of loops: IJOB=1, followed by IJOB=2: It takes as input a list of intervals and returns a list of sufficiently small intervals whose union contains the same eigenvalues as the union of the original intervals. The input intervals are (AB(j,1),AB(j,2)], j=1,...,MINP. The output interval (AB(j,1),AB(j,2)] will contain eigenvalues NAB(j,1)+1,...,NAB(j,2), where 1 <= j <= MOUT. IJOB=3: It performs a binary search in each input interval (AB(j,1),AB(j,2)] for a point w(j) such that N(w(j))=NVAL(j), and uses C(j) as the starting point of the search. If such a w(j) is found, then on output AB(j,1)=AB(j,2)=w. If no such w(j) is found, then on output (AB(j,1),AB(j,2)] will be a small interval containing the point where N(w) jumps through NVAL(j), unless that point lies outside the initial interval. Note that the intervals are in all cases half-open intervals, i.e., of the form (a,b] , which includes b but not a . To avoid underflow, the matrix should be scaled so that its largest element is no greater than overflow**(1/2) * underflow**(1/4) in absolute value. To assure the most accurate computation of small eigenvalues, the matrix should be scaled to be not much smaller than that, either. See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal Matrix", Report CS41, Computer Science Dept., Stanford University, July 21, 1966 Note: the arguments are, in general, *not* checked for unreasonable values. Arguments ========= IJOB (input) INTEGER Specifies what is to be done: = 1: Compute NAB for the initial intervals. = 2: Perform bisection iteration to find eigenvalues of T. = 3: Perform bisection iteration to invert N(w), i.e., to find a point which has a specified number of eigenvalues of T to its left. Other values will cause DLAEBZ to return with INFO=-1. NITMAX (input) INTEGER The maximum number of "levels" of bisection to be performed, i.e., an interval of width W will not be made smaller than 2^(-NITMAX) * W. If not all intervals have converged after NITMAX iterations, then INFO is set to the number of non-converged intervals. N (input) INTEGER The dimension n of the tridiagonal matrix T. It must be at least 1. MMAX (input) INTEGER The maximum number of intervals. If more than MMAX intervals are generated, then DLAEBZ will quit with INFO=MMAX+1. MINP (input) INTEGER The initial number of intervals. It may not be greater than MMAX. NBMIN (input) INTEGER The smallest number of intervals that should be processed using a vector loop. If zero, then only the scalar loop will be used. ABSTOL (input) DOUBLE PRECISION The minimum (absolute) width of an interval. When an interval is narrower than ABSTOL, or than RELTOL times the larger (in magnitude) endpoint, then it is considered to be sufficiently small, i.e., converged. This must be at least zero. RELTOL (input) DOUBLE PRECISION The minimum relative width of an interval. When an interval is narrower than ABSTOL, or than RELTOL times the larger (in magnitude) endpoint, then it is considered to be sufficiently small, i.e., converged. Note: this should always be at least radix*machine epsilon. PIVMIN (input) DOUBLE PRECISION The minimum absolute value of a "pivot" in the Sturm sequence loop. This *must* be at least max |e(j)**2| * safe_min and at least safe_min, where safe_min is at least the smallest number that can divide one without overflow. D (input) DOUBLE PRECISION array, dimension (N) The diagonal elements of the tridiagonal matrix T. E (input) DOUBLE PRECISION array, dimension (N) The offdiagonal elements of the tridiagonal matrix T in positions 1 through N-1. E(N) is arbitrary. E2 (input) DOUBLE PRECISION array, dimension (N) The squares of the offdiagonal elements of the tridiagonal matrix T. E2(N) is ignored. NVAL (input/output) INTEGER array, dimension (MINP) If IJOB=1 or 2, not referenced. If IJOB=3, the desired values of N(w). The elements of NVAL will be reordered to correspond with the intervals in AB. Thus, NVAL(j) on output will not, in general be the same as NVAL(j) on input, but it will correspond with the interval (AB(j,1),AB(j,2)] on output. AB (input/output) DOUBLE PRECISION array, dimension (MMAX,2) The endpoints of the intervals. AB(j,1) is a(j), the left endpoint of the j-th interval, and AB(j,2) is b(j), the right endpoint of the j-th interval. The input intervals will, in general, be modified, split, and reordered by the calculation. C (input/output) DOUBLE PRECISION array, dimension (MMAX) If IJOB=1, ignored. If IJOB=2, workspace. If IJOB=3, then on input C(j) should be initialized to the first search point in the binary search. MOUT (output) INTEGER If IJOB=1, the number of eigenvalues in the intervals. If IJOB=2 or 3, the number of intervals output. If IJOB=3, MOUT will equal MINP. NAB (input/output) INTEGER array, dimension (MMAX,2) If IJOB=1, then on output NAB(i,j) will be set to N(AB(i,j)). If IJOB=2, then on input, NAB(i,j) should be set. It must satisfy the condition: N(AB(i,1)) <= NAB(i,1) <= NAB(i,2) <= N(AB(i,2)), which means that in interval i only eigenvalues NAB(i,1)+1,...,NAB(i,2) will be considered. Usually, NAB(i,j)=N(AB(i,j)), from a previous call to DLAEBZ with IJOB=1. On output, NAB(i,j) will contain max(na(k),min(nb(k),N(AB(i,j)))), where k is the index of the input interval that the output interval (AB(j,1),AB(j,2)] came from, and na(k) and nb(k) are the the input values of NAB(k,1) and NAB(k,2). If IJOB=3, then on output, NAB(i,j) contains N(AB(i,j)), unless N(w) > NVAL(i) for all search points w , in which case NAB(i,1) will not be modified, i.e., the output value will be the same as the input value (modulo reorderings -- see NVAL and AB), or unless N(w) < NVAL(i) for all search points w , in which case NAB(i,2) will not be modified. Normally, NAB should be set to some distinctive value(s) before DLAEBZ is called. WORK (workspace) DOUBLE PRECISION array, dimension (MMAX) Workspace. IWORK (workspace) INTEGER array, dimension (MMAX) Workspace. INFO (output) INTEGER = 0: All intervals converged. = 1--MMAX: The last INFO intervals did not converge. = MMAX+1: More than MMAX intervals were generated. Further Details =============== This routine is intended to be called only by other LAPACK routines, thus the interface is less user-friendly. It is intended for two purposes: (a) finding eigenvalues. In this case, DLAEBZ should have one or more initial intervals set up in AB, and DLAEBZ should be called with IJOB=1. This sets up NAB, and also counts the eigenvalues. Intervals with no eigenvalues would usually be thrown out at this point. Also, if not all the eigenvalues in an interval i are desired, NAB(i,1) can be increased or NAB(i,2) decreased. For example, set NAB(i,1)=NAB(i,2)-1 to get the largest eigenvalue. DLAEBZ is then called with IJOB=2 and MMAX no smaller than the value of MOUT returned by the call with IJOB=1. After this (IJOB=2) call, eigenvalues NAB(i,1)+1 through NAB(i,2) are approximately AB(i,1) (or AB(i,2)) to the tolerance specified by ABSTOL and RELTOL. (b) finding an interval (a',b'] containing eigenvalues w(f),...,w(l). In this case, start with a Gershgorin interval (a,b). Set up AB to contain 2 search intervals, both initially (a,b). One NVAL element should contain f-1 and the other should contain l , while C should contain a and b, resp. NAB(i,1) should be -1 and NAB(i,2) should be N+1, to flag an error if the desired interval does not lie in (a,b). DLAEBZ is then called with IJOB=3. On exit, if w(f-1) < w(f), then one of the intervals -- j -- will have AB(j,1)=AB(j,2) and NAB(j,1)=NAB(j,2)=f-1, while if, to the specified tolerance, w(f-k)=...=w(f+r), k > 0 and r >= 0, then the interval will have N(AB(j,1))=NAB(j,1)=f-k and N(AB(j,2))=NAB(j,2)=f+r. The cases w(l) < w(l+1) and w(l-r)=...=w(l+k) are handled similarly. ===================================================================== .. Parameters ..
ijob
- nitmax
- n
- mmax
- minp
- nbmin
- abstol
- reltol
- pivmin
- d
- e
- e2
- nval
- ab
- c
- mout
- nab
- work
- iwork
- info
- public abstract void dlaed0(int icompq, int qsiz, int n, double[] d, double[] e, double[] q, int ldq, double[] qstore, int ldqs, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DLAED0 computes all eigenvalues and corresponding eigenvectors of a symmetric tridiagonal matrix using the divide and conquer method. Arguments ========= ICOMPQ (input) INTEGER = 0: Compute eigenvalues only. = 1: Compute eigenvectors of original dense symmetric matrix also. On entry, Q contains the orthogonal matrix used to reduce the original matrix to tridiagonal form. = 2: Compute eigenvalues and eigenvectors of tridiagonal matrix. QSIZ (input) INTEGER The dimension of the orthogonal 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) DOUBLE PRECISION array, dimension (N) On entry, the main diagonal of the tridiagonal matrix. On exit, its eigenvalues. E (input) DOUBLE PRECISION array, dimension (N-1) The off-diagonal elements of the tridiagonal matrix. On exit, E has been destroyed. Q (input/output) DOUBLE PRECISION array, dimension (LDQ, N) On entry, Q must contain an N-by-N orthogonal matrix. If ICOMPQ = 0 Q is not referenced. If ICOMPQ = 1 On entry, Q is a subset of the columns of the orthogonal matrix used to reduce the full matrix to tridiagonal form corresponding to the subset of the full matrix which is being decomposed at this time. If ICOMPQ = 2 On entry, Q will be the identity matrix. On exit, Q contains the eigenvectors of the tridiagonal matrix. LDQ (input) INTEGER The leading dimension of the array Q. If eigenvectors are desired, then LDQ >= max(1,N). In any case, LDQ >= 1. QSTORE (workspace) DOUBLE PRECISION array, dimension (LDQS, N) Referenced only when ICOMPQ = 1. 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. If ICOMPQ = 1, then LDQS >= max(1,N). In any case, LDQS >= 1. WORK (workspace) DOUBLE PRECISION array, If ICOMPQ = 0 or 1, the dimension of WORK must be at least 1 + 3*N + 2*N*lg N + 2*N**2 ( lg( N ) = smallest integer k such that 2^k >= N ) If ICOMPQ = 2, the dimension of WORK must be at least 4*N + N**2. IWORK (workspace) INTEGER array, If ICOMPQ = 0 or 1, 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 ) If ICOMPQ = 2, the dimension of IWORK must be at least 3 + 5*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). Further Details =============== Based on contributions by Jeff Rutter, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
icompq
- qsiz
- n
- d
- e
- q
- ldq
- qstore
- ldqs
- work
- iwork
- info
- public abstract void dlaed1(int n, double[] d, double[] q, int ldq, int[] indxq, org.netlib.util.doubleW rho, int cutpnt, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DLAED1 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 eigenvectors of a tridiagonal matrix. DLAED7 handles the case in which eigenvalues only or eigenvalues and eigenvectors of a full symmetric matrix (which was reduced to tridiagonal form) are desired. 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 DLAED2. The second stage consists of calculating the updated eigenvalues. This is done by finding the roots of the secular equation via the routine DLAED4 (as called by DLAED3). 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. D (input/output) DOUBLE PRECISION array, dimension (N) On entry, the eigenvalues of the rank-1-perturbed matrix. On exit, the eigenvalues of the repaired matrix. Q (input/output) DOUBLE PRECISION 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). INDXQ (input/output) INTEGER array, dimension (N) On entry, the permutation which separately sorts the two subproblems in D into ascending order. On exit, the permutation which will reintegrate the subproblems back into sorted order, i.e. D( INDXQ( I = 1, N ) ) will be in ascending order. RHO (input) DOUBLE PRECISION The subdiagonal entry used to create the rank-1 modification. CUTPNT (input) INTEGER The location of the last eigenvalue in the leading sub-matrix. min(1,N) <= CUTPNT <= N/2. WORK (workspace) DOUBLE PRECISION array, dimension (4*N + N**2) IWORK (workspace) INTEGER 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 = 1, an eigenvalue did not converge Further Details =============== Based on contributions by Jeff Rutter, Computer Science Division, University of California at Berkeley, USA Modified by Francoise Tisseur, University of Tennessee. ===================================================================== .. Local Scalars ..
n
- d
- q
- ldq
- indxq
- rho
- cutpnt
- work
- iwork
- info
- public abstract void dlaed2(org.netlib.util.intW k, int n, int n1, double[] d, double[] q, int ldq, int[] indxq, org.netlib.util.doubleW rho, double[] z, double[] dlamda, double[] w, double[] q2, int[] indx, int[] indxc, int[] indxp, int[] coltyp, org.netlib.util.intW info)
.. Purpose ======= DLAED2 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 entry in the Z vector. For each such occurrence the order of the related secular equation problem is reduced by one. Arguments ========= K (output) INTEGER The number of non-deflated eigenvalues, and the order of the related secular equation. 0 <= K <=N. N (input) INTEGER The dimension of the symmetric tridiagonal matrix. N >= 0. N1 (input) INTEGER The location of the last eigenvalue in the leading sub-matrix. min(1,N) <= N1 <= N/2. D (input/output) DOUBLE PRECISION 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. Q (input/output) DOUBLE PRECISION array, dimension (LDQ, N) On entry, Q contains the eigenvectors of two submatrices in the two square blocks with corners at (1,1), (N1,N1) and (N1+1, N1+1), (N,N). 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). INDXQ (input/output) INTEGER array, dimension (N) 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 N1 added to their values. Destroyed on exit. RHO (input/output) DOUBLE PRECISION On entry, the off-diagonal element associated with the rank-1 cut which originally split the two submatrices which are now being recombined. On exit, RHO has been modified to the value required by DLAED3. Z (input) DOUBLE PRECISION array, dimension (N) On entry, Z contains the updating vector (the last row of the first sub-eigenvector matrix and the first row of the second sub-eigenvector matrix). On exit, the contents of Z have been destroyed by the updating process. DLAMDA (output) DOUBLE PRECISION array, dimension (N) A copy of the first K eigenvalues which will be used by DLAED3 to form the secular equation. W (output) DOUBLE PRECISION array, dimension (N) The first k values of the final deflation-altered z-vector which will be passed to DLAED3. Q2 (output) DOUBLE PRECISION array, dimension (N1**2+(N-N1)**2) A copy of the first K eigenvectors which will be used by DLAED3 in a matrix multiply (DGEMM) to solve for the new eigenvectors. INDX (workspace) INTEGER array, dimension (N) The permutation used to sort the contents of DLAMDA into ascending order. INDXC (output) INTEGER array, dimension (N) The permutation used to arrange the columns of the deflated Q matrix into three groups: the first group contains non-zero elements only at and above N1, the second contains non-zero elements only below N1, and the third is dense. INDXP (workspace) INTEGER array, dimension (N) The permutation used to place deflated values of D at the end of the array. INDXP(1:K) points to the nondeflated D-values and INDXP(K+1:N) points to the deflated eigenvalues. COLTYP (workspace/output) INTEGER array, dimension (N) During execution, a label which will indicate which of the following types a column in the Q2 matrix is: 1 : non-zero in the upper half only; 2 : dense; 3 : non-zero in the lower half only; 4 : deflated. On exit, COLTYP(i) is the number of columns of type i, for i=1 to 4 only. INFO (output) INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. Further Details =============== Based on contributions by Jeff Rutter, Computer Science Division, University of California at Berkeley, USA Modified by Francoise Tisseur, University of Tennessee. ===================================================================== .. Parameters ..
k
- n
- n1
- d
- q
- ldq
- indxq
- rho
- z
- dlamda
- w
- q2
- indx
- indxc
- indxp
- coltyp
- info
- public abstract void dlaed3(int k, int n, int n1, double[] d, double[] q, int ldq, double rho, double[] dlamda, double[] q2, int[] indx, int[] ctot, double[] w, double[] s, org.netlib.util.intW info)
.. Purpose ======= DLAED3 finds the roots of the secular equation, as defined by the values in D, W, and RHO, between 1 and K. It makes the appropriate calls to DLAED4 and then updates the eigenvectors by multiplying the matrix of eigenvectors of the pair of eigensystems being combined by the matrix of eigenvectors of the K-by-K system which is solved here. 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. Arguments ========= K (input) INTEGER The number of terms in the rational function to be solved by DLAED4. K >= 0. N (input) INTEGER The number of rows and columns in the Q matrix. N >= K (deflation may result in N>K). N1 (input) INTEGER The location of the last eigenvalue in the leading submatrix. min(1,N) <= N1 <= N/2. D (output) DOUBLE PRECISION array, dimension (N) D(I) contains the updated eigenvalues for 1 <= I <= K. Q (output) DOUBLE PRECISION array, dimension (LDQ,N) Initially the first K columns are used as workspace. On output the columns 1 to K contain the updated eigenvectors. LDQ (input) INTEGER The leading dimension of the array Q. LDQ >= max(1,N). RHO (input) DOUBLE PRECISION The value of the parameter in the rank one update equation. RHO >= 0 required. DLAMDA (input/output) DOUBLE PRECISION array, dimension (K) The first K elements of this array contain the old roots of the deflated updating problem. These are the poles of the secular equation. May be changed on output by having lowest order bit set to zero on Cray X-MP, Cray Y-MP, Cray-2, or Cray C-90, as described above. Q2 (input) DOUBLE PRECISION array, dimension (LDQ2, N) The first K columns of this matrix contain the non-deflated eigenvectors for the split problem. INDX (input) INTEGER array, dimension (N) The permutation used to arrange the columns of the deflated Q matrix into three groups (see DLAED2). The rows of the eigenvectors found by DLAED4 must be likewise permuted before the matrix multiply can take place. CTOT (input) INTEGER array, dimension (4) A count of the total number of the various types of columns in Q, as described in INDX. The fourth column type is any column which has been deflated. W (input/output) DOUBLE PRECISION array, dimension (K) The first K elements of this array contain the components of the deflation-adjusted updating vector. Destroyed on output. S (workspace) DOUBLE PRECISION array, dimension (N1 + 1)*K Will contain the eigenvectors of the repaired matrix which will be multiplied by the previously accumulated eigenvectors to update the system. LDS (input) INTEGER The leading dimension of S. LDS >= max(1,K). 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 Further Details =============== Based on contributions by Jeff Rutter, Computer Science Division, University of California at Berkeley, USA Modified by Francoise Tisseur, University of Tennessee. ===================================================================== .. Parameters ..
k
- n
- n1
- d
- q
- ldq
- rho
- dlamda
- q2
- indx
- ctot
- w
- s
- info
- public abstract void dlaed4(int n, int i, double[] d, double[] z, double[] delta, double rho, org.netlib.util.doubleW dlam, org.netlib.util.intW info)
.. Purpose ======= This subroutine computes the I-th updated eigenvalue of a symmetric rank-one modification to a diagonal matrix whose elements are given in the array d, and that D(i) < D(j) for i < j and that RHO > 0. This is arranged by the calling routine, and is no loss in generality. The rank-one modified system is thus diag( D ) + RHO * Z * Z_transpose. where we assume the Euclidean norm of Z is 1. The method consists of approximating the rational functions in the secular equation by simpler interpolating rational functions. Arguments ========= N (input) INTEGER The length of all arrays. I (input) INTEGER The index of the eigenvalue to be computed. 1 <= I <= N. D (input) DOUBLE PRECISION array, dimension (N) The original eigenvalues. It is assumed that they are in order, D(I) < D(J) for I < J. Z (input) DOUBLE PRECISION array, dimension (N) The components of the updating vector. DELTA (output) DOUBLE PRECISION array, dimension (N) If N .GT. 2, DELTA contains (D(j) - lambda_I) in its j-th component. If N = 1, then DELTA(1) = 1. If N = 2, see DLAED5 for detail. The vector DELTA contains the information necessar to construct the eigenvectors by DLAED3 and DLAED9. RHO (input) DOUBLE PRECISION The scalar in the symmetric updating formula. DLAM (output) DOUBLE PRECISION The computed lambda_I, the I-th updated eigenvalue. INFO (output) INTEGER = 0: successful exit > 0: if INFO = 1, the updating process failed. Internal Parameters =================== Logical variable ORGATI (origin-at-i?) is used for distinguishing whether D(i) or D(i+1) is treated as the origin. ORGATI = .true. origin at i ORGATI = .false. origin at i+1 Logical variable SWTCH3 (switch-for-3-poles?) is for noting if we are working with THREE poles! MAXIT is the maximum number of iterations allowed for each eigenvalue. Further Details =============== Based on contributions by Ren-Cang Li, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
n
- i
- d
- z
- delta
- rho
- dlam
- info
- public abstract void dlaed5(int i, double[] d, double[] z, double[] delta, double rho, org.netlib.util.doubleW dlam)
.. Purpose ======= This subroutine computes the I-th eigenvalue of a symmetric rank-one modification of a 2-by-2 diagonal matrix diag( D ) + RHO * Z * transpose(Z) . The diagonal elements in the array D are assumed to satisfy D(i) < D(j) for i < j . We also assume RHO > 0 and that the Euclidean norm of the vector Z is one. Arguments ========= I (input) INTEGER The index of the eigenvalue to be computed. I = 1 or I = 2. D (input) DOUBLE PRECISION array, dimension (2) The original eigenvalues. We assume D(1) < D(2). Z (input) DOUBLE PRECISION array, dimension (2) The components of the updating vector. DELTA (output) DOUBLE PRECISION array, dimension (2) The vector DELTA contains the information necessary to construct the eigenvectors. RHO (input) DOUBLE PRECISION The scalar in the symmetric updating formula. DLAM (output) DOUBLE PRECISION The computed lambda_I, the I-th updated eigenvalue. Further Details =============== Based on contributions by Ren-Cang Li, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
i
- d
- z
- delta
- rho
- dlam
- public abstract void dlaed6(int kniter, boolean orgati, double rho, double[] d, double[] z, double finit, org.netlib.util.doubleW tau, org.netlib.util.intW info)
.. Purpose ======= DLAED6 computes the positive or negative root (closest to the origin) of z(1) z(2) z(3) f(x) = rho + --------- + ---------- + --------- d(1)-x d(2)-x d(3)-x It is assumed that if ORGATI = .true. the root is between d(2) and d(3); otherwise it is between d(1) and d(2) This routine will be called by DLAED4 when necessary. In most cases, the root sought is the smallest in magnitude, though it might not be in some extremely rare situations. Arguments ========= KNITER (input) INTEGER Refer to DLAED4 for its significance. ORGATI (input) LOGICAL If ORGATI is true, the needed root is between d(2) and d(3); otherwise it is between d(1) and d(2). See DLAED4 for further details. RHO (input) DOUBLE PRECISION Refer to the equation f(x) above. D (input) DOUBLE PRECISION array, dimension (3) D satisfies d(1) < d(2) < d(3). Z (input) DOUBLE PRECISION array, dimension (3) Each of the elements in z must be positive. FINIT (input) DOUBLE PRECISION The value of f at 0. It is more accurate than the one evaluated inside this routine (if someone wants to do so). TAU (output) DOUBLE PRECISION The root of the equation f(x). INFO (output) INTEGER = 0: successful exit > 0: if INFO = 1, failure to converge Further Details =============== 30/06/99: Based on contributions by Ren-Cang Li, Computer Science Division, University of California at Berkeley, USA 10/02/03: This version has a few statements commented out for thread safety (machine parameters are computed on each entry). SJH. 05/10/06: Modified from a new version of Ren-Cang Li, use Gragg-Thornton-Warner cubic convergent scheme for better stability ===================================================================== .. Parameters ..
kniter
- orgati
- rho
- d
- z
- finit
- tau
- info
- public abstract void dlaed7(int icompq, int n, int qsiz, int tlvls, int curlvl, int curpbm, double[] d, double[] q, int ldq, int[] indxq, org.netlib.util.doubleW rho, int cutpnt, double[] qstore, int[] qptr, int[] prmptr, int[] perm, int[] givptr, int[] givcol, double[] givnum, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DLAED7 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 symmetric matrix that has been reduced to tridiagonal form. DLAED1 handles the case in which all eigenvalues and eigenvectors of a symmetric tridiagonal matrix are desired. 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 DLAED8. The second stage consists of calculating the updated eigenvalues. This is done by finding the roots of the secular equation via the routine DLAED4 (as called by DLAED9). 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 ========= ICOMPQ (input) INTEGER = 0: Compute eigenvalues only. = 1: Compute eigenvectors of original dense symmetric matrix also. On entry, Q contains the orthogonal matrix used to reduce the original matrix to tridiagonal form. N (input) INTEGER The dimension of the symmetric tridiagonal matrix. N >= 0. QSIZ (input) INTEGER The dimension of the orthogonal matrix used to reduce the full matrix to tridiagonal form. QSIZ >= N if ICOMPQ = 1. 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) DOUBLE PRECISION array, dimension (N) On entry, the eigenvalues of the rank-1-perturbed matrix. On exit, the eigenvalues of the repaired matrix. Q (input/output) DOUBLE PRECISION 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). INDXQ (output) INTEGER array, dimension (N) The permutation which will reintegrate the subproblem just solved back into sorted order, i.e., D( INDXQ( I = 1, N ) ) will be in ascending order. RHO (input) DOUBLE PRECISION The subdiagonal element used to create the rank-1 modification. CUTPNT (input) INTEGER Contains the location of the last eigenvalue in the leading sub-matrix. min(1,N) <= CUTPNT <= N. QSTORE (input/output) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (2, N lg N) Each number indicates the S value to be used in the corresponding Givens rotation. WORK (workspace) DOUBLE PRECISION array, dimension (3*N+QSIZ*N) IWORK (workspace) INTEGER 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 = 1, an eigenvalue did not converge Further Details =============== Based on contributions by Jeff Rutter, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
icompq
- n
- qsiz
- tlvls
- curlvl
- curpbm
- d
- q
- ldq
- indxq
- rho
- cutpnt
- qstore
- qptr
- prmptr
- perm
- givptr
- givcol
- givnum
- work
- iwork
- info
- public abstract void dlaed8(int icompq, org.netlib.util.intW k, int n, int qsiz, double[] d, double[] q, int ldq, int[] indxq, org.netlib.util.doubleW rho, int cutpnt, double[] z, double[] dlamda, double[] q2, int ldq2, double[] w, int[] perm, org.netlib.util.intW givptr, int[] givcol, double[] givnum, int[] indxp, int[] indx, org.netlib.util.intW info)
.. Purpose ======= DLAED8 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 ========= ICOMPQ (input) INTEGER = 0: Compute eigenvalues only. = 1: Compute eigenvectors of original dense symmetric matrix also. On entry, Q contains the orthogonal matrix used to reduce the original matrix to tridiagonal form. K (output) INTEGER The number of non-deflated eigenvalues, and 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 orthogonal matrix used to reduce the full matrix to tridiagonal form. QSIZ >= N if ICOMPQ = 1. D (input/output) DOUBLE PRECISION array, dimension (N) On entry, the eigenvalues of the two submatrices to be combined. On exit, the trailing (N-K) updated eigenvalues (those which were deflated) sorted into increasing order. Q (input/output) DOUBLE PRECISION array, dimension (LDQ,N) If ICOMPQ = 0, Q is not referenced. Otherwise, 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). INDXQ (input) INTEGER array, dimension (N) 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. RHO (input/output) DOUBLE PRECISION On entry, the off-diagonal element associated with the rank-1 cut which originally split the two submatrices which are now being recombined. On exit, RHO has been modified to the value required by DLAED3. CUTPNT (input) INTEGER The location of the last eigenvalue in the leading sub-matrix. min(1,N) <= CUTPNT <= N. Z (input) DOUBLE PRECISION array, dimension (N) On entry, Z contains the updating vector (the last row of the first sub-eigenvector matrix and the first row of the second sub-eigenvector matrix). On exit, the contents of Z are destroyed by the updating process. DLAMDA (output) DOUBLE PRECISION array, dimension (N) A copy of the first K eigenvalues which will be used by DLAED3 to form the secular equation. Q2 (output) DOUBLE PRECISION array, dimension (LDQ2,N) If ICOMPQ = 0, Q2 is not referenced. Otherwise, a copy of the first K eigenvectors which will be used by DLAED7 in a matrix multiply (DGEMM) to update the new eigenvectors. LDQ2 (input) INTEGER The leading dimension of the array Q2. LDQ2 >= max(1,N). W (output) DOUBLE PRECISION array, dimension (N) The first k values of the final deflation-altered z-vector and will be passed to DLAED3. PERM (output) INTEGER array, dimension (N) The permutations (from deflation and sorting) to be applied to each eigenblock. GIVPTR (output) INTEGER 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) DOUBLE PRECISION array, dimension (2, N) Each number indicates the S value to be used in the corresponding Givens rotation. INDXP (workspace) INTEGER array, dimension (N) The permutation used to place deflated values of D at the end of the array. 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) The permutation used to sort the contents of D into ascending order. INFO (output) INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. Further Details =============== Based on contributions by Jeff Rutter, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
icompq
- k
- n
- qsiz
- d
- q
- ldq
- indxq
- rho
- cutpnt
- z
- dlamda
- q2
- ldq2
- w
- perm
- givptr
- givcol
- givnum
- indxp
- indx
- info
- public abstract void dlaed9(int k, int kstart, int kstop, int n, double[] d, double[] q, int ldq, double rho, double[] dlamda, double[] w, double[] s, int lds, org.netlib.util.intW info)
.. Purpose ======= DLAED9 finds the roots of the secular equation, as defined by the values in D, Z, and RHO, between KSTART and KSTOP. It makes the appropriate calls to DLAED4 and then stores the new matrix of eigenvectors for use in calculating the next level of Z vectors. Arguments ========= K (input) INTEGER The number of terms in the rational function to be solved by DLAED4. K >= 0. KSTART (input) INTEGER KSTOP (input) INTEGER The updated eigenvalues Lambda(I), KSTART <= I <= KSTOP are to be computed. 1 <= KSTART <= KSTOP <= K. N (input) INTEGER The number of rows and columns in the Q matrix. N >= K (delation may result in N > K). D (output) DOUBLE PRECISION array, dimension (N) D(I) contains the updated eigenvalues for KSTART <= I <= KSTOP. Q (workspace) DOUBLE PRECISION array, dimension (LDQ,N) LDQ (input) INTEGER The leading dimension of the array Q. LDQ >= max( 1, N ). RHO (input) DOUBLE PRECISION The value of the parameter in the rank one update equation. RHO >= 0 required. DLAMDA (input) DOUBLE PRECISION array, dimension (K) The first K elements of this array contain the old roots of the deflated updating problem. These are the poles of the secular equation. W (input) DOUBLE PRECISION array, dimension (K) The first K elements of this array contain the components of the deflation-adjusted updating vector. S (output) DOUBLE PRECISION array, dimension (LDS, K) Will contain the eigenvectors of the repaired matrix which will be stored for subsequent Z vector calculation and multiplied by the previously accumulated eigenvectors to update the system. LDS (input) INTEGER The leading dimension of S. LDS >= max( 1, K ). 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 Further Details =============== Based on contributions by Jeff Rutter, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Local Scalars ..
k
- kstart
- kstop
- n
- d
- q
- ldq
- rho
- dlamda
- w
- s
- lds
- info
- public abstract void dlaeda(int n, int tlvls, int curlvl, int curpbm, int[] prmptr, int[] perm, int[] givptr, int[] givcol, double[] givnum, double[] q, int[] qptr, double[] z, double[] ztemp, org.netlib.util.intW info)
.. Purpose ======= DLAEDA computes the Z vector corresponding to the merge step in the CURLVLth step of the merge process with TLVLS steps for the CURPBMth problem. Arguments ========= N (input) INTEGER The dimension of the symmetric tridiagonal matrix. N >= 0. 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). 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 incidentally 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) DOUBLE PRECISION array, dimension (2, N lg N) Each number indicates the S value to be used in the corresponding Givens rotation. Q (input) DOUBLE PRECISION array, dimension (N**2) Contains the square eigenblocks from previous levels, the starting positions for blocks are given by QPTR. QPTR (input) INTEGER array, dimension (N+2) Contains a list of pointers which indicate where in Q an eigenblock is stored. SQRT( QPTR(i+1) - QPTR(i) ) indicates the size of the block. Z (output) DOUBLE PRECISION array, dimension (N) On output 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). ZTEMP (workspace) DOUBLE PRECISION array, dimension (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 Jeff Rutter, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
n
- tlvls
- curlvl
- curpbm
- prmptr
- perm
- givptr
- givcol
- givnum
- q
- qptr
- z
- ztemp
- info
- public abstract void dlaein(boolean rightv, boolean noinit, int n, double[] h, int ldh, double wr, double wi, double[] vr, double[] vi, double[] b, int ldb, double[] work, double eps3, double smlnum, double bignum, org.netlib.util.intW info)
.. Purpose ======= DLAEIN uses inverse iteration to find a right or left eigenvector corresponding to the eigenvalue (WR,WI) of a real 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 (VR,VI). = .FALSE.: initial vector supplied in (VR,VI). N (input) INTEGER The order of the matrix H. N >= 0. H (input) DOUBLE PRECISION array, dimension (LDH,N) The upper Hessenberg matrix H. LDH (input) INTEGER The leading dimension of the array H. LDH >= max(1,N). WR (input) DOUBLE PRECISION WI (input) DOUBLE PRECISION The real and imaginary parts of the eigenvalue of H whose corresponding right or left eigenvector is to be computed. VR (input/output) DOUBLE PRECISION array, dimension (N) VI (input/output) DOUBLE PRECISION array, dimension (N) On entry, if NOINIT = .FALSE. and WI = 0.0, VR must contain a real starting vector for inverse iteration using the real eigenvalue WR; if NOINIT = .FALSE. and WI.ne.0.0, VR and VI must contain the real and imaginary parts of a complex starting vector for inverse iteration using the complex eigenvalue (WR,WI); otherwise VR and VI need not be set. On exit, if WI = 0.0 (real eigenvalue), VR contains the computed real eigenvector; if WI.ne.0.0 (complex eigenvalue), VR and VI contain the real and imaginary parts of the computed complex eigenvector. The eigenvector is 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|. VI is not referenced if WI = 0.0. B (workspace) DOUBLE PRECISION array, dimension (LDB,N) LDB (input) INTEGER The leading dimension of the array B. LDB >= N+1. WORK (workspace) DOUBLE PRECISION array, dimension (N) EPS3 (input) DOUBLE PRECISION A small machine-dependent value which is used to perturb close eigenvalues, and to replace zero pivots. SMLNUM (input) DOUBLE PRECISION A machine-dependent value close to the underflow threshold. BIGNUM (input) DOUBLE PRECISION A machine-dependent value close to the overflow threshold. INFO (output) INTEGER = 0: successful exit = 1: inverse iteration did not converge; VR is set to the last iterate, and so is VI if WI.ne.0.0. ===================================================================== .. Parameters ..
rightv
- noinit
- n
- h
- ldh
- wr
- wi
- vr
- vi
- b
- ldb
- work
- eps3
- smlnum
- bignum
- info
- public abstract void dlaev2(double a, double b, double c, org.netlib.util.doubleW rt1, org.netlib.util.doubleW rt2, org.netlib.util.doubleW cs1, org.netlib.util.doubleW sn1)
.. Purpose ======= DLAEV2 computes the eigendecomposition of a 2-by-2 symmetric matrix [ A B ] [ 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 SN1 ] [ A B ] [ CS1 -SN1 ] = [ RT1 0 ] [-SN1 CS1 ] [ B C ] [ SN1 CS1 ] [ 0 RT2 ]. Arguments ========= A (input) DOUBLE PRECISION The (1,1) element of the 2-by-2 matrix. B (input) DOUBLE PRECISION The (1,2) element and the conjugate of the (2,1) element of the 2-by-2 matrix. C (input) DOUBLE PRECISION The (2,2) element of the 2-by-2 matrix. RT1 (output) DOUBLE PRECISION The eigenvalue of larger absolute value. RT2 (output) DOUBLE PRECISION The eigenvalue of smaller absolute value. CS1 (output) DOUBLE PRECISION SN1 (output) DOUBLE PRECISION 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 ..
a
- b
- c
- rt1
- rt2
- cs1
- sn1
- public abstract void dlaexc(boolean wantq, int n, double[] t, int ldt, double[] q, int ldq, int j1, int n1, int n2, double[] work, org.netlib.util.intW info)
.. Purpose ======= DLAEXC swaps adjacent diagonal blocks T11 and T22 of order 1 or 2 in an upper quasi-triangular matrix T by an orthogonal similarity transformation. T must be in Schur canonical form, that is, block upper triangular with 1-by-1 and 2-by-2 diagonal blocks; each 2-by-2 diagonal block has its diagonal elemnts equal and its off-diagonal elements of opposite sign. Arguments ========= WANTQ (input) LOGICAL = .TRUE. : accumulate the transformation in the matrix Q; = .FALSE.: do not accumulate the transformation. N (input) INTEGER The order of the matrix T. N >= 0. T (input/output) DOUBLE PRECISION array, dimension (LDT,N) On entry, the upper quasi-triangular matrix T, in Schur canonical form. On exit, the updated matrix T, again in Schur canonical form. LDT (input) INTEGER The leading dimension of the array T. LDT >= max(1,N). Q (input/output) DOUBLE PRECISION array, dimension (LDQ,N) On entry, if WANTQ is .TRUE., the orthogonal matrix Q. On exit, if WANTQ is .TRUE., the updated matrix Q. If WANTQ is .FALSE., Q is not referenced. LDQ (input) INTEGER The leading dimension of the array Q. LDQ >= 1; and if WANTQ is .TRUE., LDQ >= N. J1 (input) INTEGER The index of the first row of the first block T11. N1 (input) INTEGER The order of the first block T11. N1 = 0, 1 or 2. N2 (input) INTEGER The order of the second block T22. N2 = 0, 1 or 2. WORK (workspace) DOUBLE PRECISION array, dimension (N) INFO (output) INTEGER = 0: successful exit = 1: the transformed matrix T would be too far from Schur form; the blocks are not swapped and T and Q are unchanged. ===================================================================== .. Parameters ..
wantq
- n
- t
- ldt
- q
- ldq
- j1
- n1
- n2
- work
- info
- public abstract void dlag2(double[] a, int lda, double[] b, int ldb, double safmin, org.netlib.util.doubleW scale1, org.netlib.util.doubleW scale2, org.netlib.util.doubleW wr1, org.netlib.util.doubleW wr2, org.netlib.util.doubleW wi)
.. Purpose ======= DLAG2 computes the eigenvalues of a 2 x 2 generalized eigenvalue problem A - w B, with scaling as necessary to avoid over-/underflow. The scaling factor "s" results in a modified eigenvalue equation s A - w B where s is a non-negative scaling factor chosen so that w, w B, and s A do not overflow and, if possible, do not underflow, either. Arguments ========= A (input) DOUBLE PRECISION array, dimension (LDA, 2) On entry, the 2 x 2 matrix A. It is assumed that its 1-norm is less than 1/SAFMIN. Entries less than sqrt(SAFMIN)*norm(A) are subject to being treated as zero. LDA (input) INTEGER The leading dimension of the array A. LDA >= 2. B (input) DOUBLE PRECISION array, dimension (LDB, 2) On entry, the 2 x 2 upper triangular matrix B. It is assumed that the one-norm of B is less than 1/SAFMIN. The diagonals should be at least sqrt(SAFMIN) times the largest element of B (in absolute value); if a diagonal is smaller than that, then +/- sqrt(SAFMIN) will be used instead of that diagonal. LDB (input) INTEGER The leading dimension of the array B. LDB >= 2. SAFMIN (input) DOUBLE PRECISION The smallest positive number s.t. 1/SAFMIN does not overflow. (This should always be DLAMCH('S') -- it is an argument in order to avoid having to call DLAMCH frequently.) SCALE1 (output) DOUBLE PRECISION A scaling factor used to avoid over-/underflow in the eigenvalue equation which defines the first eigenvalue. If the eigenvalues are complex, then the eigenvalues are ( WR1 +/- WI i ) / SCALE1 (which may lie outside the exponent range of the machine), SCALE1=SCALE2, and SCALE1 will always be positive. If the eigenvalues are real, then the first (real) eigenvalue is WR1 / SCALE1 , but this may overflow or underflow, and in fact, SCALE1 may be zero or less than the underflow threshhold if the exact eigenvalue is sufficiently large. SCALE2 (output) DOUBLE PRECISION A scaling factor used to avoid over-/underflow in the eigenvalue equation which defines the second eigenvalue. If the eigenvalues are complex, then SCALE2=SCALE1. If the eigenvalues are real, then the second (real) eigenvalue is WR2 / SCALE2 , but this may overflow or underflow, and in fact, SCALE2 may be zero or less than the underflow threshhold if the exact eigenvalue is sufficiently large. WR1 (output) DOUBLE PRECISION If the eigenvalue is real, then WR1 is SCALE1 times the eigenvalue closest to the (2,2) element of A B**(-1). If the eigenvalue is complex, then WR1=WR2 is SCALE1 times the real part of the eigenvalues. WR2 (output) DOUBLE PRECISION If the eigenvalue is real, then WR2 is SCALE2 times the other eigenvalue. If the eigenvalue is complex, then WR1=WR2 is SCALE1 times the real part of the eigenvalues. WI (output) DOUBLE PRECISION If the eigenvalue is real, then WI is zero. If the eigenvalue is complex, then WI is SCALE1 times the imaginary part of the eigenvalues. WI will always be non-negative. ===================================================================== .. Parameters ..
a
- lda
- b
- ldb
- safmin
- scale1
- scale2
- wr1
- wr2
- wi
- public void dlag2s(int m, int n, double[] a, int lda, float[] sa, int ldsa, org.netlib.util.intW info)
.. Purpose ======= DLAG2S converts a DOUBLE PRECISION matrix, SA, to a SINGLE PRECISION matrix, A. RMAX is the overflow for the SINGLE PRECISION arithmetic DLAG2S checks that all the entries of A are between -RMAX and RMAX. If not the convertion is aborted and a flag is raised. This is a helper routine so there is no argument checking. Arguments ========= M (input) INTEGER The number of lines of the matrix A. M >= 0. N (input) INTEGER The number of columns of the matrix A. N >= 0. A (input) DOUBLE PRECISION array, dimension (LDA,N) On entry, the M-by-N coefficient matrix A. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M). SA (output) REAL array, dimension (LDSA,N) On exit, if INFO=0, the M-by-N coefficient matrix SA. LDSA (input) INTEGER The leading dimension of the array SA. LDSA >= max(1,M). INFO (output) INTEGER = 0: successful exit > 0: if INFO = k, the (i,j) entry of the matrix A has overflowed when moving from DOUBLE PRECISION to SINGLE k is given by k = (i-1)*LDA+j ========= .. Local Scalars ..
m
- n
- a
- lda
- sa
- ldsa
- info
- public abstract void dlags2(boolean upper, double a1, double a2, double a3, double b1, double b2, double b3, org.netlib.util.doubleW csu, org.netlib.util.doubleW snu, org.netlib.util.doubleW csv, org.netlib.util.doubleW snv, org.netlib.util.doubleW csq, org.netlib.util.doubleW snq)
.. Purpose ======= DLAGS2 computes 2-by-2 orthogonal 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 ) The rows of the transformed A and B are parallel, where U = ( CSU SNU ), V = ( CSV SNV ), Q = ( CSQ SNQ ) ( -SNU CSU ) ( -SNV CSV ) ( -SNQ CSQ ) Z' denotes the transpose of Z. 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) DOUBLE PRECISION A2 (input) DOUBLE PRECISION A3 (input) DOUBLE PRECISION On entry, A1, A2 and A3 are elements of the input 2-by-2 upper (lower) triangular matrix A. B1 (input) DOUBLE PRECISION B2 (input) DOUBLE PRECISION B3 (input) DOUBLE PRECISION On entry, B1, B2 and B3 are elements of the input 2-by-2 upper (lower) triangular matrix B. CSU (output) DOUBLE PRECISION SNU (output) DOUBLE PRECISION The desired orthogonal matrix U. CSV (output) DOUBLE PRECISION SNV (output) DOUBLE PRECISION The desired orthogonal matrix V. CSQ (output) DOUBLE PRECISION SNQ (output) DOUBLE PRECISION The desired orthogonal matrix Q. ===================================================================== .. Parameters ..
upper
- a1
- a2
- a3
- b1
- b2
- b3
- csu
- snu
- csv
- snv
- csq
- snq
- public abstract void dlagtf(int n, double[] a, double lambda, double[] b, double[] c, double tol, double[] d, int[] in, org.netlib.util.intW info)
.. Purpose ======= DLAGTF factorizes the matrix (T - lambda*I), where T is an n by n tridiagonal matrix and lambda is a scalar, as T - lambda*I = PLU, where P is a permutation matrix, L is a unit lower tridiagonal matrix with at most one non-zero sub-diagonal elements per column and U is an upper triangular matrix with at most two non-zero super-diagonal elements per column. The factorization is obtained by Gaussian elimination with partial pivoting and implicit row scaling. The parameter LAMBDA is included in the routine so that DLAGTF may be used, in conjunction with DLAGTS, to obtain eigenvectors of T by inverse iteration. Arguments ========= N (input) INTEGER The order of the matrix T. A (input/output) DOUBLE PRECISION array, dimension (N) On entry, A must contain the diagonal elements of T. On exit, A is overwritten by the n diagonal elements of the upper triangular matrix U of the factorization of T. LAMBDA (input) DOUBLE PRECISION On entry, the scalar lambda. B (input/output) DOUBLE PRECISION array, dimension (N-1) On entry, B must contain the (n-1) super-diagonal elements of T. On exit, B is overwritten by the (n-1) super-diagonal elements of the matrix U of the factorization of T. C (input/output) DOUBLE PRECISION array, dimension (N-1) On entry, C must contain the (n-1) sub-diagonal elements of T. On exit, C is overwritten by the (n-1) sub-diagonal elements of the matrix L of the factorization of T. TOL (input) DOUBLE PRECISION On entry, a relative tolerance used to indicate whether or not the matrix (T - lambda*I) is nearly singular. TOL should normally be chose as approximately the largest relative error in the elements of T. For example, if the elements of T are correct to about 4 significant figures, then TOL should be set to about 5*10**(-4). If TOL is supplied as less than eps, where eps is the relative machine precision, then the value eps is used in place of TOL. D (output) DOUBLE PRECISION array, dimension (N-2) On exit, D is overwritten by the (n-2) second super-diagonal elements of the matrix U of the factorization of T. IN (output) INTEGER array, dimension (N) On exit, IN contains details of the permutation matrix P. If an interchange occurred at the kth step of the elimination, then IN(k) = 1, otherwise IN(k) = 0. The element IN(n) returns the smallest positive integer j such that abs( u(j,j) ).le. norm( (T - lambda*I)(j) )*TOL, where norm( A(j) ) denotes the sum of the absolute values of the jth row of the matrix A. If no such j exists then IN(n) is returned as zero. If IN(n) is returned as positive, then a diagonal element of U is small, indicating that (T - lambda*I) is singular or nearly singular, INFO (output) INTEGER = 0 : successful exit .lt. 0: if INFO = -k, the kth argument had an illegal value ===================================================================== .. Parameters ..
n
- a
- lambda
- b
- c
- tol
- d
- in
- info
- public abstract void dlagtm(java.lang.String trans, int n, int nrhs, double alpha, double[] dl, double[] d, double[] du, double[] x, int ldx, double beta, double[] b, int ldb)
.. Purpose ======= DLAGTM 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*1 Specifies the operation applied to A. = 'N': No transpose, B := alpha * A * X + beta * B = 'T': Transpose, B := alpha * A'* X + beta * B = 'C': Conjugate transpose = 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 X and B. ALPHA (input) DOUBLE PRECISION The scalar alpha. ALPHA must be 0., 1., or -1.; otherwise, it is assumed to be 0. DL (input) DOUBLE PRECISION array, dimension (N-1) The (n-1) sub-diagonal elements of T. D (input) DOUBLE PRECISION array, dimension (N) The diagonal elements of T. DU (input) DOUBLE PRECISION array, dimension (N-1) The (n-1) super-diagonal elements of T. X (input) DOUBLE PRECISION 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) DOUBLE PRECISION The scalar beta. BETA must be 0., 1., or -1.; otherwise, it is assumed to be 1. B (input/output) DOUBLE PRECISION 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 ..
trans
- n
- nrhs
- alpha
- dl
- d
- du
- x
- ldx
- beta
- b
- ldb
- public abstract void dlagts(int job, int n, double[] a, double[] b, double[] c, double[] d, int[] in, double[] y, org.netlib.util.doubleW tol, org.netlib.util.intW info)
.. Purpose ======= DLAGTS may be used to solve one of the systems of equations (T - lambda*I)*x = y or (T - lambda*I)'*x = y, where T is an n by n tridiagonal matrix, for x, following the factorization of (T - lambda*I) as (T - lambda*I) = P*L*U , by routine DLAGTF. The choice of equation to be solved is controlled by the argument JOB, and in each case there is an option to perturb zero or very small diagonal elements of U, this option being intended for use in applications such as inverse iteration. Arguments ========= JOB (input) INTEGER Specifies the job to be performed by DLAGTS as follows: = 1: The equations (T - lambda*I)x = y are to be solved, but diagonal elements of U are not to be perturbed. = -1: The equations (T - lambda*I)x = y are to be solved and, if overflow would otherwise occur, the diagonal elements of U are to be perturbed. See argument TOL below. = 2: The equations (T - lambda*I)'x = y are to be solved, but diagonal elements of U are not to be perturbed. = -2: The equations (T - lambda*I)'x = y are to be solved and, if overflow would otherwise occur, the diagonal elements of U are to be perturbed. See argument TOL below. N (input) INTEGER The order of the matrix T. A (input) DOUBLE PRECISION array, dimension (N) On entry, A must contain the diagonal elements of U as returned from DLAGTF. B (input) DOUBLE PRECISION array, dimension (N-1) On entry, B must contain the first super-diagonal elements of U as returned from DLAGTF. C (input) DOUBLE PRECISION array, dimension (N-1) On entry, C must contain the sub-diagonal elements of L as returned from DLAGTF. D (input) DOUBLE PRECISION array, dimension (N-2) On entry, D must contain the second super-diagonal elements of U as returned from DLAGTF. IN (input) INTEGER array, dimension (N) On entry, IN must contain details of the matrix P as returned from DLAGTF. Y (input/output) DOUBLE PRECISION array, dimension (N) On entry, the right hand side vector y. On exit, Y is overwritten by the solution vector x. TOL (input/output) DOUBLE PRECISION On entry, with JOB .lt. 0, TOL should be the minimum perturbation to be made to very small diagonal elements of U. TOL should normally be chosen as about eps*norm(U), where eps is the relative machine precision, but if TOL is supplied as non-positive, then it is reset to eps*max( abs( u(i,j) ) ). If JOB .gt. 0 then TOL is not referenced. On exit, TOL is changed as described above, only if TOL is non-positive on entry. Otherwise TOL is unchanged. INFO (output) INTEGER = 0 : successful exit .lt. 0: if INFO = -i, the i-th argument had an illegal value .gt. 0: overflow would occur when computing the INFO(th) element of the solution vector x. This can only occur when JOB is supplied as positive and either means that a diagonal element of U is very small, or that the elements of the right-hand side vector y are very large. ===================================================================== .. Parameters ..
job
- n
- a
- b
- c
- d
- in
- y
- tol
- info
- public abstract void dlagv2(double[] a, int lda, double[] b, int ldb, double[] alphar, double[] alphai, double[] beta, org.netlib.util.doubleW csl, org.netlib.util.doubleW snl, org.netlib.util.doubleW csr, org.netlib.util.doubleW snr)
.. Purpose ======= DLAGV2 computes the Generalized Schur factorization of a real 2-by-2 matrix pencil (A,B) where B is upper triangular. This routine computes orthogonal (rotation) matrices given by CSL, SNL and CSR, SNR such that 1) if the pencil (A,B) has two real eigenvalues (include 0/0 or 1/0 types), then [ a11 a12 ] := [ CSL SNL ] [ a11 a12 ] [ CSR -SNR ] [ 0 a22 ] [ -SNL CSL ] [ a21 a22 ] [ SNR CSR ] [ b11 b12 ] := [ CSL SNL ] [ b11 b12 ] [ CSR -SNR ] [ 0 b22 ] [ -SNL CSL ] [ 0 b22 ] [ SNR CSR ], 2) if the pencil (A,B) has a pair of complex conjugate eigenvalues, then [ a11 a12 ] := [ CSL SNL ] [ a11 a12 ] [ CSR -SNR ] [ a21 a22 ] [ -SNL CSL ] [ a21 a22 ] [ SNR CSR ] [ b11 0 ] := [ CSL SNL ] [ b11 b12 ] [ CSR -SNR ] [ 0 b22 ] [ -SNL CSL ] [ 0 b22 ] [ SNR CSR ] where b11 >= b22 > 0. Arguments ========= A (input/output) DOUBLE PRECISION array, dimension (LDA, 2) On entry, the 2 x 2 matrix A. On exit, A is overwritten by the ``A-part'' of the generalized Schur form. LDA (input) INTEGER THe leading dimension of the array A. LDA >= 2. B (input/output) DOUBLE PRECISION array, dimension (LDB, 2) On entry, the upper triangular 2 x 2 matrix B. On exit, B is overwritten by the ``B-part'' of the generalized Schur form. LDB (input) INTEGER THe leading dimension of the array B. LDB >= 2. ALPHAR (output) DOUBLE PRECISION array, dimension (2) ALPHAI (output) DOUBLE PRECISION array, dimension (2) BETA (output) DOUBLE PRECISION array, dimension (2) (ALPHAR(k)+i*ALPHAI(k))/BETA(k) are the eigenvalues of the pencil (A,B), k=1,2, i = sqrt(-1). Note that BETA(k) may be zero. CSL (output) DOUBLE PRECISION The cosine of the left rotation matrix. SNL (output) DOUBLE PRECISION The sine of the left rotation matrix. CSR (output) DOUBLE PRECISION The cosine of the right rotation matrix. SNR (output) DOUBLE PRECISION The sine of the right rotation matrix. Further Details =============== Based on contributions by Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA ===================================================================== .. Parameters ..
a
- lda
- b
- ldb
- alphar
- alphai
- beta
- csl
- snl
- csr
- snr
- public abstract void dlahqr(boolean wantt, boolean wantz, int n, int ilo, int ihi, double[] h, int ldh, double[] wr, double[] wi, int iloz, int ihiz, double[] z, int ldz, org.netlib.util.intW info)
.. Purpose ======= DLAHQR is an auxiliary routine called by DHSEQR to update the eigenvalues and Schur decomposition already computed by DHSEQR, 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 quasi-triangular in rows and columns IHI+1:N, and that H(ILO,ILO-1) = 0 (unless ILO = 1). DLAHQR 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) DOUBLE PRECISION array, dimension (LDH,N) On entry, the upper Hessenberg matrix H. On exit, if INFO is zero and if WANTT is .TRUE., H is upper quasi-triangular in rows and columns ILO:IHI, with any 2-by-2 diagonal blocks in standard form. If INFO is zero and WANTT is .FALSE., the contents of H are unspecified on exit. The output state of H if INFO is nonzero is given below under the description of INFO. LDH (input) INTEGER The leading dimension of the array H. LDH >= max(1,N). WR (output) DOUBLE PRECISION array, dimension (N) WI (output) DOUBLE PRECISION array, dimension (N) The real and imaginary parts, respectively, of the computed eigenvalues ILO to IHI are stored in the corresponding elements of WR and WI. If two eigenvalues are computed as a complex conjugate pair, they are stored in consecutive elements of WR and WI, say the i-th and (i+1)th, with WI(i) > 0 and WI(i+1) < 0. If WANTT is .TRUE., the eigenvalues are stored in the same order as on the diagonal of the Schur form returned in H, with WR(i) = H(i,i), and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal block, WI(i) = sqrt(H(i+1,i)*H(i,i+1)) and WI(i+1) = -WI(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) DOUBLE PRECISION array, dimension (LDZ,N) If WANTZ is .TRUE., on entry Z must contain the current matrix Z of transformations accumulated by DHSEQR, 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 .GT. 0: If INFO = i, DLAHQR failed to compute all the eigenvalues ILO to IHI in a total of 30 iterations per eigenvalue; elements i+1:ihi of WR and WI contain those eigenvalues which have been successfully computed. If INFO .GT. 0 and WANTT is .FALSE., then on exit, the remaining unconverged eigenvalues are the eigenvalues of the upper Hessenberg matrix rows and columns ILO thorugh INFO of the final, output value of H. If INFO .GT. 0 and WANTT is .TRUE., then on exit (*) (initial value of H)*U = U*(final value of H) where U is an orthognal matrix. The final value of H is upper Hessenberg and triangular in rows and columns INFO+1 through IHI. If INFO .GT. 0 and WANTZ is .TRUE., then on exit (final value of Z) = (initial value of Z)*U where U is the orthogonal matrix in (*) (regardless of the value of WANTT.) Further Details =============== 02-96 Based on modifications by David Day, Sandia National Laboratory, USA 12-04 Further modifications by Ralph Byers, University of Kansas, USA This is a modified version of DLAHQR from LAPACK version 3.0. It is (1) more robust against overflow and underflow and (2) adopts the more conservative Ahues & Tisseur stopping criterion (LAWN 122, 1997). ========================================================= .. Parameters ..
wantt
- wantz
- n
- ilo
- ihi
- h
- ldh
- wr
- wi
- iloz
- ihiz
- z
- ldz
- info
- public void dlahr2(int n, int k, int nb, double[] a, int lda, double[] tau, double[] t, int ldt, double[] y, int ldy)
.. Purpose ======= DLAHR2 reduces the first NB columns of A real general n-BY-(n-k+1) matrix A so that elements below the k-th subdiagonal are zero. The reduction is performed by an orthogonal 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 DGEHRD. 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. K < N. NB (input) INTEGER The number of columns to be reduced. A (input/output) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (NB) The scalar factors of the elementary reflectors. See Further Details. T (output) DOUBLE PRECISION array, dimension (LDT,NB) The upper triangular matrix T. LDT (input) INTEGER The leading dimension of the array T. LDT >= NB. Y (output) DOUBLE PRECISION array, dimension (LDY,NB) The n-by-nb matrix Y. LDY (input) INTEGER The leading dimension of the array Y. LDY >= 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 real scalar, and v is a real 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 a a a a ) ( a a a a a ) ( a a 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). This file is a slight modification of LAPACK-3.0's DLAHRD incorporating improvements proposed by Quintana-Orti and Van de Gejin. Note that the entries of A(1:K,2:NB) differ from those returned by the original LAPACK routine. This function is not backward compatible with LAPACK3.0. ===================================================================== .. Parameters ..
n
- k
- nb
- a
- lda
- tau
- t
- ldt
- y
- ldy
- public abstract void dlahrd(int n, int k, int nb, double[] a, int lda, double[] tau, double[] t, int ldt, double[] y, int ldy)
.. Purpose ======= DLAHRD reduces the first NB columns of a real general n-by-(n-k+1) matrix A so that elements below the k-th subdiagonal are zero. The reduction is performed by an orthogonal 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 OBSOLETE auxiliary routine. This routine will be 'deprecated' in a future release. Please use the new routine DLAHR2 instead. 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (NB) The scalar factors of the elementary reflectors. See Further Details. T (output) DOUBLE PRECISION array, dimension (LDT,NB) The upper triangular matrix T. LDT (input) INTEGER The leading dimension of the array T. LDT >= NB. Y (output) DOUBLE PRECISION array, dimension (LDY,NB) The n-by-nb matrix Y. LDY (input) INTEGER The leading dimension of the array Y. LDY >= 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 real scalar, and v is a real 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 ..
n
- k
- nb
- a
- lda
- tau
- t
- ldt
- y
- ldy
- public abstract void dlaic1(int job, int j, double[] x, double sest, double[] w, double gamma, org.netlib.util.doubleW sestpr, org.netlib.util.doubleW s, org.netlib.util.doubleW c)
.. Purpose ======= DLAIC1 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 DLAIC1 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] * [ alpha ] [ gamma ] where alpha = 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) DOUBLE PRECISION array, dimension (J) The j-vector x. SEST (input) DOUBLE PRECISION Estimated singular value of j by j matrix L W (input) DOUBLE PRECISION array, dimension (J) The j-vector w. GAMMA (input) DOUBLE PRECISION The diagonal element gamma. SESTPR (output) DOUBLE PRECISION Estimated singular value of (j+1) by (j+1) matrix Lhat. S (output) DOUBLE PRECISION Sine needed in forming xhat. C (output) DOUBLE PRECISION Cosine needed in forming xhat. ===================================================================== .. Parameters ..
job
- j
- x
- sest
- w
- gamma
- sestpr
- s
- c
- public boolean dlaisnan(double din1, double din2)
.. Purpose ======= This routine is not for general use. It exists solely to avoid over-optimization in DISNAN. DLAISNAN checks for NaNs by comparing its two arguments for inequality. NaN is the only floating-point value where NaN != NaN returns .TRUE. To check for NaNs, pass the same variable as both arguments. Strictly speaking, Fortran does not allow aliasing of function arguments. So a compiler must assume that the two arguments are not the same variable, and the test will not be optimized away. Interprocedural or whole-program optimization may delete this test. The ISNAN functions will be replaced by the correct Fortran 03 intrinsic once the intrinsic is widely available. Arguments ========= DIN1 (input) DOUBLE PRECISION DIN2 (input) DOUBLE PRECISION Two numbers to compare for inequality. ===================================================================== .. Executable Statements ..
din1
- din2
- public abstract void dlaln2(boolean ltrans, int na, int nw, double smin, double ca, double[] a, int lda, double d1, double d2, double[] b, int ldb, double wr, double wi, double[] x, int ldx, org.netlib.util.doubleW scale, org.netlib.util.doubleW xnorm, org.netlib.util.intW info)
.. Purpose ======= DLALN2 solves a system of the form (ca A - w D ) X = s B or (ca A' - w D) X = s B with possible scaling ("s") and perturbation of A. (A' means A-transpose.) A is an NA x NA real matrix, ca is a real scalar, D is an NA x NA real diagonal matrix, w is a real or complex value, and X and B are NA x 1 matrices -- real if w is real, complex if w is complex. NA may be 1 or 2. If w is complex, X and B are represented as NA x 2 matrices, the first column of each being the real part and the second being the imaginary part. "s" is a scaling factor (.LE. 1), computed by DLALN2, which is so chosen that X can be computed without overflow. X is further scaled if necessary to assure that norm(ca A - w D)*norm(X) is less than overflow. If both singular values of (ca A - w D) are less than SMIN, SMIN*identity will be used instead of (ca A - w D). If only one singular value is less than SMIN, one element of (ca A - w D) will be perturbed enough to make the smallest singular value roughly SMIN. If both singular values are at least SMIN, (ca A - w D) will not be perturbed. In any case, the perturbation will be at most some small multiple of max( SMIN, ulp*norm(ca A - w D) ). The singular values are computed by infinity-norm approximations, and thus will only be correct to a factor of 2 or so. Note: all input quantities are assumed to be smaller than overflow by a reasonable factor. (See BIGNUM.) Arguments ========== LTRANS (input) LOGICAL =.TRUE.: A-transpose will be used. =.FALSE.: A will be used (not transposed.) NA (input) INTEGER The size of the matrix A. It may (only) be 1 or 2. NW (input) INTEGER 1 if "w" is real, 2 if "w" is complex. It may only be 1 or 2. SMIN (input) DOUBLE PRECISION The desired lower bound on the singular values of A. This should be a safe distance away from underflow or overflow, say, between (underflow/machine precision) and (machine precision * overflow ). (See BIGNUM and ULP.) CA (input) DOUBLE PRECISION The coefficient c, which A is multiplied by. A (input) DOUBLE PRECISION array, dimension (LDA,NA) The NA x NA matrix A. LDA (input) INTEGER The leading dimension of A. It must be at least NA. D1 (input) DOUBLE PRECISION The 1,1 element in the diagonal matrix D. D2 (input) DOUBLE PRECISION The 2,2 element in the diagonal matrix D. Not used if NW=1. B (input) DOUBLE PRECISION array, dimension (LDB,NW) The NA x NW matrix B (right-hand side). If NW=2 ("w" is complex), column 1 contains the real part of B and column 2 contains the imaginary part. LDB (input) INTEGER The leading dimension of B. It must be at least NA. WR (input) DOUBLE PRECISION The real part of the scalar "w". WI (input) DOUBLE PRECISION The imaginary part of the scalar "w". Not used if NW=1. X (output) DOUBLE PRECISION array, dimension (LDX,NW) The NA x NW matrix X (unknowns), as computed by DLALN2. If NW=2 ("w" is complex), on exit, column 1 will contain the real part of X and column 2 will contain the imaginary part. LDX (input) INTEGER The leading dimension of X. It must be at least NA. SCALE (output) DOUBLE PRECISION The scale factor that B must be multiplied by to insure that overflow does not occur when computing X. Thus, (ca A - w D) X will be SCALE*B, not B (ignoring perturbations of A.) It will be at most 1. XNORM (output) DOUBLE PRECISION The infinity-norm of X, when X is regarded as an NA x NW real matrix. INFO (output) INTEGER An error flag. It will be set to zero if no error occurs, a negative number if an argument is in error, or a positive number if ca A - w D had to be perturbed. The possible values are: = 0: No error occurred, and (ca A - w D) did not have to be perturbed. = 1: (ca A - w D) had to be perturbed to make its smallest (or only) singular value greater than SMIN. NOTE: In the interests of speed, this routine does not check the inputs for errors. ===================================================================== .. Parameters ..
ltrans
- na
- nw
- smin
- ca
- a
- lda
- d1
- d2
- b
- ldb
- wr
- wi
- x
- ldx
- scale
- xnorm
- info
- public abstract void dlals0(int icompq, int nl, int nr, int sqre, int nrhs, double[] b, int ldb, double[] bx, int ldbx, int[] perm, int givptr, int[] givcol, int ldgcol, double[] givnum, int ldgnum, double[] poles, double[] difl, double[] difr, double[] z, int k, double c, double s, double[] work, org.netlib.util.intW info)
.. Purpose ======= DLALS0 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION S contains garbage if SQRE =0 and the S-value of a Givens rotation related to the right null space if SQRE = 1. WORK (workspace) DOUBLE PRECISION array, dimension ( K ) 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 ..
icompq
- nl
- nr
- sqre
- nrhs
- b
- ldb
- bx
- ldbx
- perm
- givptr
- givcol
- ldgcol
- givnum
- ldgnum
- poles
- difl
- difr
- z
- k
- c
- s
- work
- info
- public abstract void dlalsa(int icompq, int smlsiz, int n, int nrhs, double[] b, int ldb, double[] bx, int ldbx, double[] u, int ldu, double[] vt, int[] k, double[] difl, double[] difr, double[] z, double[] poles, int[] givptr, int[] givcol, int ldgcol, int[] perm, double[] givnum, double[] c, double[] s, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DLALSA 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, DLALSA applies the inverse of the left singular vector matrix of an upper bidiagonal matrix to the right hand side; and if ICOMPQ = 1, DLALSA applies the right singular vector matrix to the right hand side. The singular vector matrices were generated in compact form by DLALSA. 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/output) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension ( LDU, NLVL ). where NLVL = INT(log_2 (N/(SMLSIZ+1))) + 1. DIFR (input) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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. WORK (workspace) DOUBLE PRECISION array. The dimension must be at least N. 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 ..
icompq
- smlsiz
- n
- nrhs
- b
- ldb
- bx
- ldbx
- u
- ldu
- vt
- k
- difl
- difr
- z
- poles
- givptr
- givcol
- ldgcol
- perm
- givnum
- c
- s
- work
- iwork
- info
- public abstract void dlalsd(java.lang.String uplo, int smlsiz, int n, int nrhs, double[] d, double[] e, double[] b, int ldb, double rcond, org.netlib.util.intW rank, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DLALSD 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) DOUBLE PRECISION 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/output) DOUBLE PRECISION array, dimension (N-1) Contains the super-diagonal entries of the bidiagonal matrix. On exit, E has been destroyed. B (input/output) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension at least (9*N + 2*N*SMLSIZ + 8*N*NLVL + N*NRHS + (SMLSIZ+1)**2), where NLVL = max(0, INT(log_2 (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 ..
uplo
- smlsiz
- n
- nrhs
- d
- e
- b
- ldb
- rcond
- rank
- work
- iwork
- info
- public abstract void dlamrg(int n1, int n2, double[] a, int dtrd1, int dtrd2, int[] index)
.. Purpose ======= DLAMRG will create a permutation list which will merge the elements of A (which is composed of two independently sorted sets) into a single set which is sorted in ascending order. Arguments ========= N1 (input) INTEGER N2 (input) INTEGER These arguements contain the respective lengths of the two sorted lists to be merged. A (input) DOUBLE PRECISION array, dimension (N1+N2) The first N1 elements of A contain a list of numbers which are sorted in either ascending or descending order. Likewise for the final N2 elements. DTRD1 (input) INTEGER DTRD2 (input) INTEGER These are the strides to be taken through the array A. Allowable strides are 1 and -1. They indicate whether a subset of A is sorted in ascending (DTRDx = 1) or descending (DTRDx = -1) order. INDEX (output) INTEGER array, dimension (N1+N2) On exit this array will contain a permutation such that if B( I ) = A( INDEX( I ) ) for I=1,N1+N2, then B will be sorted in ascending order. ===================================================================== .. Local Scalars ..
n1
- n2
- a
- dtrd1
- dtrd2
- index
- public int dlaneg(int n, double[] d, double[] lld, double sigma, double pivmin, int r)
.. Purpose ======= DLANEG computes the Sturm count, the number of negative pivots encountered while factoring tridiagonal T - sigma I = L D L^T. This implementation works directly on the factors without forming the tridiagonal matrix T. The Sturm count is also the number of eigenvalues of T less than sigma. This routine is called from DLARRB. The current routine does not use the PIVMIN parameter but rather requires IEEE-754 propagation of Infinities and NaNs. This routine also has no input range restrictions but does require default exception handling such that x/0 produces Inf when x is non-zero, and Inf/Inf produces NaN. For more information, see: Marques, Riedy, and Voemel, "Benefits of IEEE-754 Features in Modern Symmetric Tridiagonal Eigensolvers," SIAM Journal on Scientific Computing, v28, n5, 2006. DOI 10.1137/050641624 (Tech report version in LAWN 172 with the same title.) Arguments ========= N (input) INTEGER The order of the matrix. D (input) DOUBLE PRECISION array, dimension (N) The N diagonal elements of the diagonal matrix D. LLD (input) DOUBLE PRECISION array, dimension (N-1) The (N-1) elements L(i)*L(i)*D(i). SIGMA (input) DOUBLE PRECISION Shift amount in T - sigma I = L D L^T. PIVMIN (input) DOUBLE PRECISION The minimum pivot in the Sturm sequence. May be used when zero pivots are encountered on non-IEEE-754 architectures. R (input) INTEGER The twist index for the twisted factorization that is used for the negcount. Further Details =============== Based on contributions by Osni Marques, LBNL/NERSC, USA Christof Voemel, University of California, Berkeley, USA Jason Riedy, University of California, Berkeley, USA ===================================================================== .. Parameters ..
n
- d
- lld
- sigma
- pivmin
- r
- public double dlangb(java.lang.String norm, int n, int kl, int ku, double[] ab, int ldab, double[] work)
.. Purpose ======= DLANGB 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 =========== DLANGB returns the value DLANGB = ( 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 consistent matrix no Arguments ========= NORM (input) CHARACTER*1 Specifies the value to be returned in DLANGB as described above. N (input) INTEGER The order of the matrix A. N >= 0. When N = 0, DLANGB 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (MAX(1,LWORK)), where LWORK >= N when NORM = 'I'; otherwise, WORK is not referenced. ===================================================================== .. Parameters ..
norm
- n
- kl
- ku
- ab
- ldab
- work
- public double dlange(java.lang.String norm, int m, int n, double[] a, int lda, double[] work)
.. Purpose ======= DLANGE returns the value of the one norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a real matrix A. Description =========== DLANGE returns the value DLANGE = ( 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 consistent matrix no Arguments ========= NORM (input) CHARACTER*1 Specifies the value to be returned in DLANGE as described above. M (input) INTEGER The number of rows of the matrix A. M >= 0. When M = 0, DLANGE is set to zero. N (input) INTEGER The number of columns of the matrix A. N >= 0. When N = 0, DLANGE is set to zero. A (input) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (MAX(1,LWORK)), where LWORK >= M when NORM = 'I'; otherwise, WORK is not referenced. ===================================================================== .. Parameters ..
norm
- m
- n
- a
- lda
- work
- public double dlangt(java.lang.String norm, int n, double[] dl, double[] d, double[] du)
.. Purpose ======= DLANGT returns the value of the one norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a real tridiagonal matrix A. Description =========== DLANGT returns the value DLANGT = ( 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 consistent matrix no Arguments ========= NORM (input) CHARACTER*1 Specifies the value to be returned in DLANGT as described above. N (input) INTEGER The order of the matrix A. N >= 0. When N = 0, DLANGT is set to zero. DL (input) DOUBLE PRECISION array, dimension (N-1) The (n-1) sub-diagonal elements of A. D (input) DOUBLE PRECISION array, dimension (N) The diagonal elements of A. DU (input) DOUBLE PRECISION array, dimension (N-1) The (n-1) super-diagonal elements of A. ===================================================================== .. Parameters ..
norm
- n
- dl
- d
- du
- public double dlanhs(java.lang.String norm, int n, double[] a, int lda, double[] work)
.. Purpose ======= DLANHS 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 =========== DLANHS returns the value DLANHS = ( 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 consistent matrix no Arguments ========= NORM (input) CHARACTER*1 Specifies the value to be returned in DLANHS as described above. N (input) INTEGER The order of the matrix A. N >= 0. When N = 0, DLANHS is set to zero. A (input) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (MAX(1,LWORK)), where LWORK >= N when NORM = 'I'; otherwise, WORK is not referenced. ===================================================================== .. Parameters ..
norm
- n
- a
- lda
- work
- public double dlansb(java.lang.String norm, java.lang.String uplo, int n, int k, double[] ab, int ldab, double[] work)
.. Purpose ======= DLANSB 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 =========== DLANSB returns the value DLANSB = ( 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 consistent matrix no Arguments ========= NORM (input) CHARACTER*1 Specifies the value to be returned in DLANSB 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, DLANSB is set to zero. K (input) INTEGER The number of super-diagonals or sub-diagonals of the band matrix A. K >= 0. AB (input) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (MAX(1,LWORK)), where LWORK >= N when NORM = 'I' or '1' or 'O'; otherwise, WORK is not referenced. ===================================================================== .. Parameters ..
norm
- uplo
- n
- k
- ab
- ldab
- work
- public double dlansp(java.lang.String norm, java.lang.String uplo, int n, double[] ap, double[] work)
.. Purpose ======= DLANSP returns the value of the one norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a real symmetric matrix A, supplied in packed form. Description =========== DLANSP returns the value DLANSP = ( 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 consistent matrix no Arguments ========= NORM (input) CHARACTER*1 Specifies the value to be returned in DLANSP 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, DLANSP is set to zero. AP (input) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (MAX(1,LWORK)), where LWORK >= N when NORM = 'I' or '1' or 'O'; otherwise, WORK is not referenced. ===================================================================== .. Parameters ..
norm
- uplo
- n
- ap
- work
- public double dlanst(java.lang.String norm, int n, double[] d, double[] e)
.. Purpose ======= DLANST returns the value of the one norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a real symmetric tridiagonal matrix A. Description =========== DLANST returns the value DLANST = ( 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 consistent matrix no Arguments ========= NORM (input) CHARACTER*1 Specifies the value to be returned in DLANST as described above. N (input) INTEGER The order of the matrix A. N >= 0. When N = 0, DLANST is set to zero. D (input) DOUBLE PRECISION array, dimension (N) The diagonal elements of A. E (input) DOUBLE PRECISION array, dimension (N-1) The (n-1) sub-diagonal or super-diagonal elements of A. ===================================================================== .. Parameters ..
norm
- n
- d
- e
- public double dlansy(java.lang.String norm, java.lang.String uplo, int n, double[] a, int lda, double[] work)
.. Purpose ======= DLANSY returns the value of the one norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a real symmetric matrix A. Description =========== DLANSY returns the value DLANSY = ( 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 consistent matrix no Arguments ========= NORM (input) CHARACTER*1 Specifies the value to be returned in DLANSY 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, DLANSY is set to zero. A (input) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (MAX(1,LWORK)), where LWORK >= N when NORM = 'I' or '1' or 'O'; otherwise, WORK is not referenced. ===================================================================== .. Parameters ..
norm
- uplo
- n
- a
- lda
- work
- public double dlantb(java.lang.String norm, java.lang.String uplo, java.lang.String diag, int n, int k, double[] ab, int ldab, double[] work)
.. Purpose ======= DLANTB 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 =========== DLANTB returns the value DLANTB = ( 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 consistent matrix no Arguments ========= NORM (input) CHARACTER*1 Specifies the value to be returned in DLANTB 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, DLANTB 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (MAX(1,LWORK)), where LWORK >= N when NORM = 'I'; otherwise, WORK is not referenced. ===================================================================== .. Parameters ..
norm
- uplo
- diag
- n
- k
- ab
- ldab
- work
- public double dlantp(java.lang.String norm, java.lang.String uplo, java.lang.String diag, int n, double[] ap, double[] work)
.. Purpose ======= DLANTP 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 =========== DLANTP returns the value DLANTP = ( 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 consistent matrix no Arguments ========= NORM (input) CHARACTER*1 Specifies the value to be returned in DLANTP 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, DLANTP is set to zero. AP (input) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (MAX(1,LWORK)), where LWORK >= N when NORM = 'I'; otherwise, WORK is not referenced. ===================================================================== .. Parameters ..
norm
- uplo
- diag
- n
- ap
- work
- public double dlantr(java.lang.String norm, java.lang.String uplo, java.lang.String diag, int m, int n, double[] a, int lda, double[] work)
.. Purpose ======= DLANTR 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 =========== DLANTR returns the value DLANTR = ( 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 consistent matrix no Arguments ========= NORM (input) CHARACTER*1 Specifies the value to be returned in DLANTR 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, DLANTR 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, DLANTR is set to zero. A (input) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (MAX(1,LWORK)), where LWORK >= M when NORM = 'I'; otherwise, WORK is not referenced. ===================================================================== .. Parameters ..
norm
- uplo
- diag
- m
- n
- a
- lda
- work
- public abstract void dlanv2(org.netlib.util.doubleW a, org.netlib.util.doubleW b, org.netlib.util.doubleW c, org.netlib.util.doubleW d, org.netlib.util.doubleW rt1r, org.netlib.util.doubleW rt1i, org.netlib.util.doubleW rt2r, org.netlib.util.doubleW rt2i, org.netlib.util.doubleW cs, org.netlib.util.doubleW sn)
.. Purpose ======= DLANV2 computes the Schur factorization of a real 2-by-2 nonsymmetric matrix in standard form: [ A B ] = [ CS -SN ] [ AA BB ] [ CS SN ] [ C D ] [ SN CS ] [ CC DD ] [-SN CS ] where either 1) CC = 0 so that AA and DD are real eigenvalues of the matrix, or 2) AA = DD and BB*CC < 0, so that AA + or - sqrt(BB*CC) are complex conjugate eigenvalues. Arguments ========= A (input/output) DOUBLE PRECISION B (input/output) DOUBLE PRECISION C (input/output) DOUBLE PRECISION D (input/output) DOUBLE PRECISION On entry, the elements of the input matrix. On exit, they are overwritten by the elements of the standardised Schur form. RT1R (output) DOUBLE PRECISION RT1I (output) DOUBLE PRECISION RT2R (output) DOUBLE PRECISION RT2I (output) DOUBLE PRECISION The real and imaginary parts of the eigenvalues. If the eigenvalues are a complex conjugate pair, RT1I > 0. CS (output) DOUBLE PRECISION SN (output) DOUBLE PRECISION Parameters of the rotation matrix. Further Details =============== Modified by V. Sima, Research Institute for Informatics, Bucharest, Romania, to reduce the risk of cancellation errors, when computing real eigenvalues, and to ensure, if possible, that abs(RT1R) >= abs(RT2R). ===================================================================== .. Parameters ..
a
- b
- c
- d
- rt1r
- rt1i
- rt2r
- rt2i
- cs
- sn
- public abstract void dlapll(int n, double[] x, int incx, double[] y, int incy, org.netlib.util.doubleW ssmin)
.. 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION The smallest singular value of the N-by-2 matrix A = ( X Y ). ===================================================================== .. Parameters ..
n
- x
- incx
- y
- incy
- ssmin
- public abstract void dlapmt(boolean forwrd, int m, int n, double[] x, int ldx, int[] k)
.. Purpose ======= DLAPMT 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) DOUBLE PRECISION 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/output) INTEGER array, dimension (N) On entry, K contains the permutation vector. K is used as internal workspace, but reset to its original value on output. ===================================================================== .. Local Scalars ..
forwrd
- m
- n
- x
- ldx
- k
- public double dlapy2(double x, double y)
.. Purpose ======= DLAPY2 returns sqrt(x**2+y**2), taking care not to cause unnecessary overflow. Arguments ========= X (input) DOUBLE PRECISION Y (input) DOUBLE PRECISION X and Y specify the values x and y. ===================================================================== .. Parameters ..
x
- y
- public double dlapy3(double x, double y, double z)
.. Purpose ======= DLAPY3 returns sqrt(x**2+y**2+z**2), taking care not to cause unnecessary overflow. Arguments ========= X (input) DOUBLE PRECISION Y (input) DOUBLE PRECISION Z (input) DOUBLE PRECISION X, Y and Z specify the values x, y and z. ===================================================================== .. Parameters ..
x
- y
- z
- public abstract void dlaqgb(int m, int n, int kl, int ku, double[] ab, int ldab, double[] r, double[] c, double rowcnd, double colcnd, double amax, org.netlib.util.StringW equed)
.. Purpose ======= DLAQGB 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) DOUBLE PRECISION 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 (input) DOUBLE PRECISION array, dimension (M) The row scale factors for A. C (input) DOUBLE PRECISION array, dimension (N) The column scale factors for A. ROWCND (input) DOUBLE PRECISION Ratio of the smallest R(i) to the largest R(i). COLCND (input) DOUBLE PRECISION Ratio of the smallest C(i) to the largest C(i). AMAX (input) DOUBLE PRECISION 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 ..
m
- n
- kl
- ku
- ab
- ldab
- r
- c
- rowcnd
- colcnd
- amax
- equed
- public abstract void dlaqge(int m, int n, double[] a, int lda, double[] r, double[] c, double rowcnd, double colcnd, double amax, org.netlib.util.StringW equed)
.. Purpose ======= DLAQGE equilibrates a general M by N matrix A using the row and column 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (M) The row scale factors for A. C (input) DOUBLE PRECISION array, dimension (N) The column scale factors for A. ROWCND (input) DOUBLE PRECISION Ratio of the smallest R(i) to the largest R(i). COLCND (input) DOUBLE PRECISION Ratio of the smallest C(i) to the largest C(i). AMAX (input) DOUBLE PRECISION 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 ..
m
- n
- a
- lda
- r
- c
- rowcnd
- colcnd
- amax
- equed
- public abstract void dlaqp2(int m, int n, int offset, double[] a, int lda, int[] jpvt, double[] tau, double[] vn1, double[] vn2, double[] work)
.. Purpose ======= DLAQP2 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (min(M,N)) The scalar factors of the elementary reflectors. VN1 (input/output) DOUBLE PRECISION array, dimension (N) The vector with the partial column norms. VN2 (input/output) DOUBLE PRECISION array, dimension (N) The vector with the exact column norms. WORK (workspace) DOUBLE PRECISION 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 Partial column norm updating strategy modified by Z. Drmac and Z. Bujanovic, Dept. of Mathematics, University of Zagreb, Croatia. June 2006. For more details see LAPACK Working Note 176. ===================================================================== .. Parameters ..
m
- n
- offset
- a
- lda
- jpvt
- tau
- vn1
- vn2
- work
- public abstract void dlaqps(int m, int n, int offset, int nb, org.netlib.util.intW kb, double[] a, int lda, int[] jpvt, double[] tau, double[] vn1, double[] vn2, double[] auxv, double[] f, int ldf)
.. Purpose ======= DLAQPS computes a step of QR factorization with column pivoting of a real 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (KB) The scalar factors of the elementary reflectors. VN1 (input/output) DOUBLE PRECISION array, dimension (N) The vector with the partial column norms. VN2 (input/output) DOUBLE PRECISION array, dimension (N) The vector with the exact column norms. AUXV (input/output) DOUBLE PRECISION array, dimension (NB) Auxiliar vector. F (input/output) DOUBLE PRECISION 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 Partial column norm updating strategy modified by Z. Drmac and Z. Bujanovic, Dept. of Mathematics, University of Zagreb, Croatia. June 2006. For more details see LAPACK Working Note 176. ===================================================================== .. Parameters ..
m
- n
- offset
- nb
- kb
- a
- lda
- jpvt
- tau
- vn1
- vn2
- auxv
- f
- ldf
- public void dlaqr0(boolean wantt, boolean wantz, int n, int ilo, int ihi, double[] h, int ldh, double[] wr, double[] wi, int iloz, int ihiz, double[] z, int ldz, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DLAQR0 computes the eigenvalues of a Hessenberg matrix H and, optionally, the matrices T and Z from the Schur decomposition H = Z T Z**T, where T is an upper quasi-triangular matrix (the Schur form), and Z is the orthogonal matrix of Schur vectors. Optionally Z may be postmultiplied into an input orthogonal 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 orthogonal matrix Q: A = Q*H*Q**T = (QZ)*T*(QZ)**T. 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 .GE. 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 and, if ILO.GT.1, H(ILO,ILO-1) is zero. ILO and IHI are normally set by a previous call to DGEBAL, and then passed to DGEHRD when the matrix output by DGEBAL is reduced to Hessenberg form. Otherwise, ILO and IHI should be set to 1 and N, respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N. If N = 0, then ILO = 1 and IHI = 0. H (input/output) DOUBLE PRECISION array, dimension (LDH,N) On entry, the upper Hessenberg matrix H. On exit, if INFO = 0 and WANTT is .TRUE., then H contains the upper quasi-triangular matrix T from the Schur decomposition (the Schur form); 2-by-2 diagonal blocks (corresponding to complex conjugate pairs of eigenvalues) are returned in standard form, with H(i,i) = H(i+1,i+1) and H(i+1,i)*H(i,i+1).LT.0. If INFO = 0 and WANTT is .FALSE., then the contents of H are unspecified on exit. (The output value of H when INFO.GT.0 is given under the description of INFO below.) This subroutine may explicitly set H(i,j) = 0 for i.GT.j and j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N. LDH (input) INTEGER The leading dimension of the array H. LDH .GE. max(1,N). WR (output) DOUBLE PRECISION array, dimension (IHI) WI (output) DOUBLE PRECISION array, dimension (IHI) The real and imaginary parts, respectively, of the computed eigenvalues of H(ILO:IHI,ILO:IHI) are stored WR(ILO:IHI) and WI(ILO:IHI). If two eigenvalues are computed as a complex conjugate pair, they are stored in consecutive elements of WR and WI, say the i-th and (i+1)th, with WI(i) .GT. 0 and WI(i+1) .LT. 0. If WANTT is .TRUE., then the eigenvalues are stored in the same order as on the diagonal of the Schur form returned in H, with WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal block, WI(i) = sqrt(-H(i+1,i)*H(i,i+1)) and WI(i+1) = -WI(i). ILOZ (input) INTEGER IHIZ (input) INTEGER Specify the rows of Z to which transformations must be applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. ILO; IHI .LE. IHIZ .LE. N. Z (input/output) DOUBLE PRECISION array, dimension (LDZ,IHI) If WANTZ is .FALSE., then Z is not referenced. If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the orthogonal Schur factor of H(ILO:IHI,ILO:IHI). (The output value of Z when INFO.GT.0 is given under the description of INFO below.) LDZ (input) INTEGER The leading dimension of the array Z. if WANTZ is .TRUE. then LDZ.GE.MAX(1,IHIZ). Otherwize, LDZ.GE.1. WORK (workspace/output) DOUBLE PRECISION array, dimension LWORK On exit, if LWORK = -1, WORK(1) returns an estimate of the optimal value for LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK .GE. max(1,N) is sufficient, but LWORK typically as large as 6*N may be required for optimal performance. A workspace query to determine the optimal workspace size is recommended. If LWORK = -1, then DLAQR0 does a workspace query. In this case, DLAQR0 checks the input parameters and estimates the optimal workspace size for the given values of N, ILO and IHI. The estimate is returned in WORK(1). No error message related to LWORK is issued by XERBLA. Neither H nor Z are accessed. INFO (output) INTEGER = 0: successful exit .GT. 0: if INFO = i, DLAQR0 failed to compute all of the eigenvalues. Elements 1:ilo-1 and i+1:n of WR and WI contain those eigenvalues which have been successfully computed. (Failures are rare.) If INFO .GT. 0 and WANT is .FALSE., then on exit, the remaining unconverged eigenvalues are the eigen- values of the upper Hessenberg matrix rows and columns ILO through INFO of the final, output value of H. If INFO .GT. 0 and WANTT is .TRUE., then on exit (*) (initial value of H)*U = U*(final value of H) where U is an orthogonal matrix. The final value of H is upper Hessenberg and quasi-triangular in rows and columns INFO+1 through IHI. If INFO .GT. 0 and WANTZ is .TRUE., then on exit (final value of Z(ILO:IHI,ILOZ:IHIZ) = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U where U is the orthogonal matrix in (*) (regard- less of the value of WANTT.) If INFO .GT. 0 and WANTZ is .FALSE., then Z is not accessed. ================================================================ Based on contributions by Karen Braman and Ralph Byers, Department of Mathematics, University of Kansas, USA ================================================================ References: K. Braman, R. Byers and R. Mathias, The Multi-Shift QR Algorithm Part I: Maintaining Well Focused Shifts, and Level 3 Performance, SIAM Journal of Matrix Analysis, volume 23, pages 929--947, 2002. K. Braman, R. Byers and R. Mathias, The Multi-Shift QR Algorithm Part II: Aggressive Early Deflation, SIAM Journal of Matrix Analysis, volume 23, pages 948--973, 2002. ================================================================ .. Parameters .. ==== Matrices of order NTINY or smaller must be processed by . DLAHQR because of insufficient subdiagonal scratch space. . (This is a hard limit.) ==== ==== Exceptional deflation windows: try to cure rare . slow convergence by increasing the size of the . deflation window after KEXNW iterations. ===== ==== Exceptional shifts: try to cure rare slow convergence . with ad-hoc exceptional shifts every KEXSH iterations. . The constants WILK1 and WILK2 are used to form the . exceptional shifts. ====
wantt
- wantz
- n
- ilo
- ihi
- h
- ldh
- wr
- wi
- iloz
- ihiz
- z
- ldz
- work
- lwork
- info
- public void dlaqr1(int n, double[] h, int ldh, double sr1, double si1, double sr2, double si2, double[] v)
.. Given a 2-by-2 or 3-by-3 matrix H, DLAQR1 sets v to a scalar multiple of the first column of the product (*) K = (H - (sr1 + i*si1)*I)*(H - (sr2 + i*si2)*I) scaling to avoid overflows and most underflows. It is assumed that either 1) sr1 = sr2 and si1 = -si2 or 2) si1 = si2 = 0. This is useful for starting double implicit shift bulges in the QR algorithm. N (input) integer Order of the matrix H. N must be either 2 or 3. H (input) DOUBLE PRECISION array of dimension (LDH,N) The 2-by-2 or 3-by-3 matrix H in (*). LDH (input) integer The leading dimension of H as declared in the calling procedure. LDH.GE.N SR1 (input) DOUBLE PRECISION SI1 The shifts in (*). SR2 SI2 V (output) DOUBLE PRECISION array of dimension N A scalar multiple of the first column of the matrix K in (*). ================================================================ Based on contributions by Karen Braman and Ralph Byers, Department of Mathematics, University of Kansas, USA ================================================================ .. Parameters ..
n
- h
- ldh
- sr1
- si1
- sr2
- si2
- v
- public void dlaqr2(boolean wantt, boolean wantz, int n, int ktop, int kbot, int nw, double[] h, int ldh, int iloz, int ihiz, double[] z, int ldz, org.netlib.util.intW ns, org.netlib.util.intW nd, double[] sr, double[] si, double[] v, int ldv, int nh, double[] t, int ldt, int nv, double[] wv, int ldwv, double[] work, int lwork)
.. This subroutine is identical to DLAQR3 except that it avoids recursion by calling DLAHQR instead of DLAQR4. Aggressive early deflation: This subroutine accepts as input an upper Hessenberg matrix H and performs an orthogonal similarity transformation designed to detect and deflate fully converged eigenvalues from a trailing principal submatrix. On output H has been over- written by a new Hessenberg matrix that is a perturbation of an orthogonal similarity transformation of H. It is to be hoped that the final version of H has many zero subdiagonal entries. WANTT (input) LOGICAL If .TRUE., then the Hessenberg matrix H is fully updated so that the quasi-triangular Schur factor may be computed (in cooperation with the calling subroutine). If .FALSE., then only enough of H is updated to preserve the eigenvalues. WANTZ (input) LOGICAL If .TRUE., then the orthogonal matrix Z is updated so so that the orthogonal Schur factor may be computed (in cooperation with the calling subroutine). If .FALSE., then Z is not referenced. N (input) INTEGER The order of the matrix H and (if WANTZ is .TRUE.) the order of the orthogonal matrix Z. KTOP (input) INTEGER It is assumed that either KTOP = 1 or H(KTOP,KTOP-1)=0. KBOT and KTOP together determine an isolated block along the diagonal of the Hessenberg matrix. KBOT (input) INTEGER It is assumed without a check that either KBOT = N or H(KBOT+1,KBOT)=0. KBOT and KTOP together determine an isolated block along the diagonal of the Hessenberg matrix. NW (input) INTEGER Deflation window size. 1 .LE. NW .LE. (KBOT-KTOP+1). H (input/output) DOUBLE PRECISION array, dimension (LDH,N) On input the initial N-by-N section of H stores the Hessenberg matrix undergoing aggressive early deflation. On output H has been transformed by an orthogonal similarity transformation, perturbed, and the returned to Hessenberg form that (it is to be hoped) has some zero subdiagonal entries. LDH (input) integer Leading dimension of H just as declared in the calling subroutine. N .LE. LDH ILOZ (input) INTEGER IHIZ (input) INTEGER Specify the rows of Z to which transformations must be applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. IHIZ .LE. N. Z (input/output) DOUBLE PRECISION array, dimension (LDZ,IHI) IF WANTZ is .TRUE., then on output, the orthogonal similarity transformation mentioned above has been accumulated into Z(ILOZ:IHIZ,ILO:IHI) from the right. If WANTZ is .FALSE., then Z is unreferenced. LDZ (input) integer The leading dimension of Z just as declared in the calling subroutine. 1 .LE. LDZ. NS (output) integer The number of unconverged (ie approximate) eigenvalues returned in SR and SI that may be used as shifts by the calling subroutine. ND (output) integer The number of converged eigenvalues uncovered by this subroutine. SR (output) DOUBLE PRECISION array, dimension KBOT SI (output) DOUBLE PRECISION array, dimension KBOT On output, the real and imaginary parts of approximate eigenvalues that may be used for shifts are stored in SR(KBOT-ND-NS+1) through SR(KBOT-ND) and SI(KBOT-ND-NS+1) through SI(KBOT-ND), respectively. The real and imaginary parts of converged eigenvalues are stored in SR(KBOT-ND+1) through SR(KBOT) and SI(KBOT-ND+1) through SI(KBOT), respectively. V (workspace) DOUBLE PRECISION array, dimension (LDV,NW) An NW-by-NW work array. LDV (input) integer scalar The leading dimension of V just as declared in the calling subroutine. NW .LE. LDV NH (input) integer scalar The number of columns of T. NH.GE.NW. T (workspace) DOUBLE PRECISION array, dimension (LDT,NW) LDT (input) integer The leading dimension of T just as declared in the calling subroutine. NW .LE. LDT NV (input) integer The number of rows of work array WV available for workspace. NV.GE.NW. WV (workspace) DOUBLE PRECISION array, dimension (LDWV,NW) LDWV (input) integer The leading dimension of W just as declared in the calling subroutine. NW .LE. LDV WORK (workspace) DOUBLE PRECISION array, dimension LWORK. On exit, WORK(1) is set to an estimate of the optimal value of LWORK for the given values of N, NW, KTOP and KBOT. LWORK (input) integer The dimension of the work array WORK. LWORK = 2*NW suffices, but greater efficiency may result from larger values of LWORK. If LWORK = -1, then a workspace query is assumed; DLAQR2 only estimates the optimal workspace size for the given values of N, NW, KTOP and KBOT. The estimate is returned in WORK(1). No error message related to LWORK is issued by XERBLA. Neither H nor Z are accessed. ================================================================ Based on contributions by Karen Braman and Ralph Byers, Department of Mathematics, University of Kansas, USA ================================================================ .. Parameters ..
wantt
- wantz
- n
- ktop
- kbot
- nw
- h
- ldh
- iloz
- ihiz
- z
- ldz
- ns
- nd
- sr
- si
- v
- ldv
- nh
- t
- ldt
- nv
- wv
- ldwv
- work
- lwork
- public void dlaqr3(boolean wantt, boolean wantz, int n, int ktop, int kbot, int nw, double[] h, int ldh, int iloz, int ihiz, double[] z, int ldz, org.netlib.util.intW ns, org.netlib.util.intW nd, double[] sr, double[] si, double[] v, int ldv, int nh, double[] t, int ldt, int nv, double[] wv, int ldwv, double[] work, int lwork)
.. Aggressive early deflation: This subroutine accepts as input an upper Hessenberg matrix H and performs an orthogonal similarity transformation designed to detect and deflate fully converged eigenvalues from a trailing principal submatrix. On output H has been over- written by a new Hessenberg matrix that is a perturbation of an orthogonal similarity transformation of H. It is to be hoped that the final version of H has many zero subdiagonal entries. WANTT (input) LOGICAL If .TRUE., then the Hessenberg matrix H is fully updated so that the quasi-triangular Schur factor may be computed (in cooperation with the calling subroutine). If .FALSE., then only enough of H is updated to preserve the eigenvalues. WANTZ (input) LOGICAL If .TRUE., then the orthogonal matrix Z is updated so so that the orthogonal Schur factor may be computed (in cooperation with the calling subroutine). If .FALSE., then Z is not referenced. N (input) INTEGER The order of the matrix H and (if WANTZ is .TRUE.) the order of the orthogonal matrix Z. KTOP (input) INTEGER It is assumed that either KTOP = 1 or H(KTOP,KTOP-1)=0. KBOT and KTOP together determine an isolated block along the diagonal of the Hessenberg matrix. KBOT (input) INTEGER It is assumed without a check that either KBOT = N or H(KBOT+1,KBOT)=0. KBOT and KTOP together determine an isolated block along the diagonal of the Hessenberg matrix. NW (input) INTEGER Deflation window size. 1 .LE. NW .LE. (KBOT-KTOP+1). H (input/output) DOUBLE PRECISION array, dimension (LDH,N) On input the initial N-by-N section of H stores the Hessenberg matrix undergoing aggressive early deflation. On output H has been transformed by an orthogonal similarity transformation, perturbed, and the returned to Hessenberg form that (it is to be hoped) has some zero subdiagonal entries. LDH (input) integer Leading dimension of H just as declared in the calling subroutine. N .LE. LDH ILOZ (input) INTEGER IHIZ (input) INTEGER Specify the rows of Z to which transformations must be applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. IHIZ .LE. N. Z (input/output) DOUBLE PRECISION array, dimension (LDZ,IHI) IF WANTZ is .TRUE., then on output, the orthogonal similarity transformation mentioned above has been accumulated into Z(ILOZ:IHIZ,ILO:IHI) from the right. If WANTZ is .FALSE., then Z is unreferenced. LDZ (input) integer The leading dimension of Z just as declared in the calling subroutine. 1 .LE. LDZ. NS (output) integer The number of unconverged (ie approximate) eigenvalues returned in SR and SI that may be used as shifts by the calling subroutine. ND (output) integer The number of converged eigenvalues uncovered by this subroutine. SR (output) DOUBLE PRECISION array, dimension KBOT SI (output) DOUBLE PRECISION array, dimension KBOT On output, the real and imaginary parts of approximate eigenvalues that may be used for shifts are stored in SR(KBOT-ND-NS+1) through SR(KBOT-ND) and SI(KBOT-ND-NS+1) through SI(KBOT-ND), respectively. The real and imaginary parts of converged eigenvalues are stored in SR(KBOT-ND+1) through SR(KBOT) and SI(KBOT-ND+1) through SI(KBOT), respectively. V (workspace) DOUBLE PRECISION array, dimension (LDV,NW) An NW-by-NW work array. LDV (input) integer scalar The leading dimension of V just as declared in the calling subroutine. NW .LE. LDV NH (input) integer scalar The number of columns of T. NH.GE.NW. T (workspace) DOUBLE PRECISION array, dimension (LDT,NW) LDT (input) integer The leading dimension of T just as declared in the calling subroutine. NW .LE. LDT NV (input) integer The number of rows of work array WV available for workspace. NV.GE.NW. WV (workspace) DOUBLE PRECISION array, dimension (LDWV,NW) LDWV (input) integer The leading dimension of W just as declared in the calling subroutine. NW .LE. LDV WORK (workspace) DOUBLE PRECISION array, dimension LWORK. On exit, WORK(1) is set to an estimate of the optimal value of LWORK for the given values of N, NW, KTOP and KBOT. LWORK (input) integer The dimension of the work array WORK. LWORK = 2*NW suffices, but greater efficiency may result from larger values of LWORK. If LWORK = -1, then a workspace query is assumed; DLAQR3 only estimates the optimal workspace size for the given values of N, NW, KTOP and KBOT. The estimate is returned in WORK(1). No error message related to LWORK is issued by XERBLA. Neither H nor Z are accessed. ================================================================ Based on contributions by Karen Braman and Ralph Byers, Department of Mathematics, University of Kansas, USA ================================================================== .. Parameters ..
wantt
- wantz
- n
- ktop
- kbot
- nw
- h
- ldh
- iloz
- ihiz
- z
- ldz
- ns
- nd
- sr
- si
- v
- ldv
- nh
- t
- ldt
- nv
- wv
- ldwv
- work
- lwork
- public void dlaqr4(boolean wantt, boolean wantz, int n, int ilo, int ihi, double[] h, int ldh, double[] wr, double[] wi, int iloz, int ihiz, double[] z, int ldz, double[] work, int lwork, org.netlib.util.intW info)
.. This subroutine implements one level of recursion for DLAQR0. It is a complete implementation of the small bulge multi-shift QR algorithm. It may be called by DLAQR0 and, for large enough deflation window size, it may be called by DLAQR3. This subroutine is identical to DLAQR0 except that it calls DLAQR2 instead of DLAQR3. Purpose ======= DLAQR4 computes the eigenvalues of a Hessenberg matrix H and, optionally, the matrices T and Z from the Schur decomposition H = Z T Z**T, where T is an upper quasi-triangular matrix (the Schur form), and Z is the orthogonal matrix of Schur vectors. Optionally Z may be postmultiplied into an input orthogonal 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 orthogonal matrix Q: A = Q*H*Q**T = (QZ)*T*(QZ)**T. 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 .GE. 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 and, if ILO.GT.1, H(ILO,ILO-1) is zero. ILO and IHI are normally set by a previous call to DGEBAL, and then passed to DGEHRD when the matrix output by DGEBAL is reduced to Hessenberg form. Otherwise, ILO and IHI should be set to 1 and N, respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N. If N = 0, then ILO = 1 and IHI = 0. H (input/output) DOUBLE PRECISION array, dimension (LDH,N) On entry, the upper Hessenberg matrix H. On exit, if INFO = 0 and WANTT is .TRUE., then H contains the upper quasi-triangular matrix T from the Schur decomposition (the Schur form); 2-by-2 diagonal blocks (corresponding to complex conjugate pairs of eigenvalues) are returned in standard form, with H(i,i) = H(i+1,i+1) and H(i+1,i)*H(i,i+1).LT.0. If INFO = 0 and WANTT is .FALSE., then the contents of H are unspecified on exit. (The output value of H when INFO.GT.0 is given under the description of INFO below.) This subroutine may explicitly set H(i,j) = 0 for i.GT.j and j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N. LDH (input) INTEGER The leading dimension of the array H. LDH .GE. max(1,N). WR (output) DOUBLE PRECISION array, dimension (IHI) WI (output) DOUBLE PRECISION array, dimension (IHI) The real and imaginary parts, respectively, of the computed eigenvalues of H(ILO:IHI,ILO:IHI) are stored WR(ILO:IHI) and WI(ILO:IHI). If two eigenvalues are computed as a complex conjugate pair, they are stored in consecutive elements of WR and WI, say the i-th and (i+1)th, with WI(i) .GT. 0 and WI(i+1) .LT. 0. If WANTT is .TRUE., then the eigenvalues are stored in the same order as on the diagonal of the Schur form returned in H, with WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal block, WI(i) = sqrt(-H(i+1,i)*H(i,i+1)) and WI(i+1) = -WI(i). ILOZ (input) INTEGER IHIZ (input) INTEGER Specify the rows of Z to which transformations must be applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. ILO; IHI .LE. IHIZ .LE. N. Z (input/output) DOUBLE PRECISION array, dimension (LDZ,IHI) If WANTZ is .FALSE., then Z is not referenced. If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the orthogonal Schur factor of H(ILO:IHI,ILO:IHI). (The output value of Z when INFO.GT.0 is given under the description of INFO below.) LDZ (input) INTEGER The leading dimension of the array Z. if WANTZ is .TRUE. then LDZ.GE.MAX(1,IHIZ). Otherwize, LDZ.GE.1. WORK (workspace/output) DOUBLE PRECISION array, dimension LWORK On exit, if LWORK = -1, WORK(1) returns an estimate of the optimal value for LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK .GE. max(1,N) is sufficient, but LWORK typically as large as 6*N may be required for optimal performance. A workspace query to determine the optimal workspace size is recommended. If LWORK = -1, then DLAQR4 does a workspace query. In this case, DLAQR4 checks the input parameters and estimates the optimal workspace size for the given values of N, ILO and IHI. The estimate is returned in WORK(1). No error message related to LWORK is issued by XERBLA. Neither H nor Z are accessed. INFO (output) INTEGER = 0: successful exit .GT. 0: if INFO = i, DLAQR4 failed to compute all of the eigenvalues. Elements 1:ilo-1 and i+1:n of WR and WI contain those eigenvalues which have been successfully computed. (Failures are rare.) If INFO .GT. 0 and WANT is .FALSE., then on exit, the remaining unconverged eigenvalues are the eigen- values of the upper Hessenberg matrix rows and columns ILO through INFO of the final, output value of H. If INFO .GT. 0 and WANTT is .TRUE., then on exit (*) (initial value of H)*U = U*(final value of H) where U is an orthogonal matrix. The final value of H is upper Hessenberg and quasi-triangular in rows and columns INFO+1 through IHI. If INFO .GT. 0 and WANTZ is .TRUE., then on exit (final value of Z(ILO:IHI,ILOZ:IHIZ) = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U where U is the orthogonal matrix in (*) (regard- less of the value of WANTT.) If INFO .GT. 0 and WANTZ is .FALSE., then Z is not accessed. ================================================================ Based on contributions by Karen Braman and Ralph Byers, Department of Mathematics, University of Kansas, USA ================================================================ References: K. Braman, R. Byers and R. Mathias, The Multi-Shift QR Algorithm Part I: Maintaining Well Focused Shifts, and Level 3 Performance, SIAM Journal of Matrix Analysis, volume 23, pages 929--947, 2002. K. Braman, R. Byers and R. Mathias, The Multi-Shift QR Algorithm Part II: Aggressive Early Deflation, SIAM Journal of Matrix Analysis, volume 23, pages 948--973, 2002. ================================================================ .. Parameters .. ==== Matrices of order NTINY or smaller must be processed by . DLAHQR because of insufficient subdiagonal scratch space. . (This is a hard limit.) ==== ==== Exceptional deflation windows: try to cure rare . slow convergence by increasing the size of the . deflation window after KEXNW iterations. ===== ==== Exceptional shifts: try to cure rare slow convergence . with ad-hoc exceptional shifts every KEXSH iterations. . The constants WILK1 and WILK2 are used to form the . exceptional shifts. ====
wantt
- wantz
- n
- ilo
- ihi
- h
- ldh
- wr
- wi
- iloz
- ihiz
- z
- ldz
- work
- lwork
- info
- public void dlaqr5(boolean wantt, boolean wantz, int kacc22, int n, int ktop, int kbot, int nshfts, double[] sr, double[] si, double[] h, int ldh, int iloz, int ihiz, double[] z, int ldz, double[] v, int ldv, double[] u, int ldu, int nv, double[] wv, int ldwv, int nh, double[] wh, int ldwh)
.. This auxiliary subroutine called by DLAQR0 performs a single small-bulge multi-shift QR sweep. WANTT (input) logical scalar WANTT = .true. if the quasi-triangular Schur factor is being computed. WANTT is set to .false. otherwise. WANTZ (input) logical scalar WANTZ = .true. if the orthogonal Schur factor is being computed. WANTZ is set to .false. otherwise. KACC22 (input) integer with value 0, 1, or 2. Specifies the computation mode of far-from-diagonal orthogonal updates. = 0: DLAQR5 does not accumulate reflections and does not use matrix-matrix multiply to update far-from-diagonal matrix entries. = 1: DLAQR5 accumulates reflections and uses matrix-matrix multiply to update the far-from-diagonal matrix entries. = 2: DLAQR5 accumulates reflections, uses matrix-matrix multiply to update the far-from-diagonal matrix entries, and takes advantage of 2-by-2 block structure during matrix multiplies. N (input) integer scalar N is the order of the Hessenberg matrix H upon which this subroutine operates. KTOP (input) integer scalar KBOT (input) integer scalar These are the first and last rows and columns of an isolated diagonal block upon which the QR sweep is to be applied. It is assumed without a check that either KTOP = 1 or H(KTOP,KTOP-1) = 0 and either KBOT = N or H(KBOT+1,KBOT) = 0. NSHFTS (input) integer scalar NSHFTS gives the number of simultaneous shifts. NSHFTS must be positive and even. SR (input) DOUBLE PRECISION array of size (NSHFTS) SI (input) DOUBLE PRECISION array of size (NSHFTS) SR contains the real parts and SI contains the imaginary parts of the NSHFTS shifts of origin that define the multi-shift QR sweep. H (input/output) DOUBLE PRECISION array of size (LDH,N) On input H contains a Hessenberg matrix. On output a multi-shift QR sweep with shifts SR(J)+i*SI(J) is applied to the isolated diagonal block in rows and columns KTOP through KBOT. LDH (input) integer scalar LDH is the leading dimension of H just as declared in the calling procedure. LDH.GE.MAX(1,N). ILOZ (input) INTEGER IHIZ (input) INTEGER Specify the rows of Z to which transformations must be applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. IHIZ .LE. N Z (input/output) DOUBLE PRECISION array of size (LDZ,IHI) If WANTZ = .TRUE., then the QR Sweep orthogonal similarity transformation is accumulated into Z(ILOZ:IHIZ,ILO:IHI) from the right. If WANTZ = .FALSE., then Z is unreferenced. LDZ (input) integer scalar LDA is the leading dimension of Z just as declared in the calling procedure. LDZ.GE.N. V (workspace) DOUBLE PRECISION array of size (LDV,NSHFTS/2) LDV (input) integer scalar LDV is the leading dimension of V as declared in the calling procedure. LDV.GE.3. U (workspace) DOUBLE PRECISION array of size (LDU,3*NSHFTS-3) LDU (input) integer scalar LDU is the leading dimension of U just as declared in the in the calling subroutine. LDU.GE.3*NSHFTS-3. NH (input) integer scalar NH is the number of columns in array WH available for workspace. NH.GE.1. WH (workspace) DOUBLE PRECISION array of size (LDWH,NH) LDWH (input) integer scalar Leading dimension of WH just as declared in the calling procedure. LDWH.GE.3*NSHFTS-3. NV (input) integer scalar NV is the number of rows in WV agailable for workspace. NV.GE.1. WV (workspace) DOUBLE PRECISION array of size (LDWV,3*NSHFTS-3) LDWV (input) integer scalar LDWV is the leading dimension of WV as declared in the in the calling subroutine. LDWV.GE.NV. ================================================================ Based on contributions by Karen Braman and Ralph Byers, Department of Mathematics, University of Kansas, USA ============================================================ Reference: K. Braman, R. Byers and R. Mathias, The Multi-Shift QR Algorithm Part I: Maintaining Well Focused Shifts, and Level 3 Performance, SIAM Journal of Matrix Analysis, volume 23, pages 929--947, 2002. ============================================================ .. Parameters ..
wantt
- wantz
- kacc22
- n
- ktop
- kbot
- nshfts
- sr
- si
- h
- ldh
- iloz
- ihiz
- z
- ldz
- v
- ldv
- u
- ldu
- nv
- wv
- ldwv
- nh
- wh
- ldwh
- public abstract void dlaqsb(java.lang.String uplo, int n, int kd, double[] ab, int ldab, double[] s, double scond, double amax, org.netlib.util.StringW equed)
.. Purpose ======= DLAQSB 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) DOUBLE PRECISION 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 (input) DOUBLE PRECISION array, dimension (N) The scale factors for A. SCOND (input) DOUBLE PRECISION Ratio of the smallest S(i) to the largest S(i). AMAX (input) DOUBLE PRECISION 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 ..
uplo
- n
- kd
- ab
- ldab
- s
- scond
- amax
- equed
- public abstract void dlaqsp(java.lang.String uplo, int n, double[] ap, double[] s, double scond, double amax, org.netlib.util.StringW equed)
.. Purpose ======= DLAQSP 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (N) The scale factors for A. SCOND (input) DOUBLE PRECISION Ratio of the smallest S(i) to the largest S(i). AMAX (input) DOUBLE PRECISION 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 ..
uplo
- n
- ap
- s
- scond
- amax
- equed
- public abstract void dlaqsy(java.lang.String uplo, int n, double[] a, int lda, double[] s, double scond, double amax, org.netlib.util.StringW equed)
.. Purpose ======= DLAQSY 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (N) The scale factors for A. SCOND (input) DOUBLE PRECISION Ratio of the smallest S(i) to the largest S(i). AMAX (input) DOUBLE PRECISION 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 ..
uplo
- n
- a
- lda
- s
- scond
- amax
- equed
- public abstract void dlaqtr(boolean ltran, boolean lreal, int n, double[] t, int ldt, double[] b, double w, org.netlib.util.doubleW scale, double[] x, double[] work, org.netlib.util.intW info)
.. Purpose ======= DLAQTR solves the real quasi-triangular system op(T)*p = scale*c, if LREAL = .TRUE. or the complex quasi-triangular systems op(T + iB)*(p+iq) = scale*(c+id), if LREAL = .FALSE. in real arithmetic, where T is upper quasi-triangular. If LREAL = .FALSE., then the first diagonal block of T must be 1 by 1, B is the specially structured matrix B = [ b(1) b(2) ... b(n) ] [ w ] [ w ] [ . ] [ w ] op(A) = A or A', A' denotes the conjugate transpose of matrix A. On input, X = [ c ]. On output, X = [ p ]. [ d ] [ q ] This subroutine is designed for the condition number estimation in routine DTRSNA. Arguments ========= LTRAN (input) LOGICAL On entry, LTRAN specifies the option of conjugate transpose: = .FALSE., op(T+i*B) = T+i*B, = .TRUE., op(T+i*B) = (T+i*B)'. LREAL (input) LOGICAL On entry, LREAL specifies the input matrix structure: = .FALSE., the input is complex = .TRUE., the input is real N (input) INTEGER On entry, N specifies the order of T+i*B. N >= 0. T (input) DOUBLE PRECISION array, dimension (LDT,N) On entry, T contains a matrix in Schur canonical form. If LREAL = .FALSE., then the first diagonal block of T mu be 1 by 1. LDT (input) INTEGER The leading dimension of the matrix T. LDT >= max(1,N). B (input) DOUBLE PRECISION array, dimension (N) On entry, B contains the elements to form the matrix B as described above. If LREAL = .TRUE., B is not referenced. W (input) DOUBLE PRECISION On entry, W is the diagonal element of the matrix B. If LREAL = .TRUE., W is not referenced. SCALE (output) DOUBLE PRECISION On exit, SCALE is the scale factor. X (input/output) DOUBLE PRECISION array, dimension (2*N) On entry, X contains the right hand side of the system. On exit, X is overwritten by the solution. WORK (workspace) DOUBLE PRECISION array, dimension (N) INFO (output) INTEGER On exit, INFO is set to 0: successful exit. 1: the some diagonal 1 by 1 block has been perturbed by a small number SMIN to keep nonsingularity. 2: the some diagonal 2 by 2 block has been perturbed by a small number in DLALN2 to keep nonsingularity. NOTE: In the interests of speed, this routine does not check the inputs for errors. ===================================================================== .. Parameters ..
ltran
- lreal
- n
- t
- ldt
- b
- w
- scale
- x
- work
- info
- public void dlar1v(int n, int b1, int bn, double lambda, double[] d, double[] l, double[] ld, double[] lld, double pivmin, double gaptol, double[] z, boolean wantnc, org.netlib.util.intW negcnt, org.netlib.util.doubleW ztz, org.netlib.util.doubleW mingma, org.netlib.util.intW r, int[] isuppz, org.netlib.util.doubleW nrminv, org.netlib.util.doubleW resid, org.netlib.util.doubleW rqcorr, double[] work)
.. Purpose ======= DLAR1V 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. When sigma is close to an eigenvalue, the computed vector is an accurate eigenvector. Usually, r corresponds to the index where the eigenvector is largest in magnitude. 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. LAMBDA (input) DOUBLE PRECISION The shift. In order to compute an accurate eigenvector, LAMBDA should be a good approximation to an eigenvalue of L D L^T. L (input) DOUBLE PRECISION array, dimension (N-1) The (n-1) subdiagonal elements of the unit bidiagonal matrix L, in elements 1 to N-1. D (input) DOUBLE PRECISION array, dimension (N) The n diagonal elements of the diagonal matrix D. LD (input) DOUBLE PRECISION array, dimension (N-1) The n-1 elements L(i)*D(i). LLD (input) DOUBLE PRECISION array, dimension (N-1) The n-1 elements L(i)*L(i)*D(i). PIVMIN (input) DOUBLE PRECISION The minimum pivot in the Sturm sequence. GAPTOL (input) DOUBLE PRECISION Tolerance that indicates when eigenvector entries are neglig w.r.t. their contribution to the residual. Z (input/output) DOUBLE PRECISION array, dimension (N) On input, all entries of Z must be set to 0. On output, Z contains the (scaled) r-th column of the inverse. The scaling is such that Z(R) equals 1. WANTNC (input) LOGICAL Specifies whether NEGCNT has to be computed. NEGCNT (output) INTEGER If WANTNC is .TRUE. then NEGCNT = the number of pivots < piv in the matrix factorization L D L^T, and NEGCNT = -1 otherw ZTZ (output) DOUBLE PRECISION The square of the 2-norm of Z. MINGMA (output) DOUBLE PRECISION The reciprocal of the largest (in magnitude) diagonal element of the inverse of L D L^T - sigma I. R (input/output) INTEGER The twist index for the twisted factorization used to compute Z. On input, 0 <= R <= N. If R is input as 0, R is set to the index where (L D L^T - sigma I)^{-1} is largest in magnitude. If 1 <= R <= N, R is unchanged. On output, R contains the twist index used to compute Z. Ideally, R designates the position of the maximum entry in t eigenvector. 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 ). NRMINV (output) DOUBLE PRECISION NRMINV = 1/SQRT( ZTZ ) RESID (output) DOUBLE PRECISION The residual of the FP vector. RESID = ABS( MINGMA )/SQRT( ZTZ ) RQCORR (output) DOUBLE PRECISION The Rayleigh Quotient correction to LAMBDA. RQCORR = MINGMA*TMP WORK (workspace) DOUBLE PRECISION array, dimension (4*N) Further Details =============== Based on contributions by Beresford Parlett, University of California, Berkeley, USA Jim Demmel, University of California, Berkeley, USA Inderjit Dhillon, University of Texas, Austin, USA Osni Marques, LBNL/NERSC, USA Christof Voemel, University of California, Berkeley, USA ===================================================================== .. Parameters ..
n
- b1
- bn
- lambda
- d
- l
- ld
- lld
- pivmin
- gaptol
- z
- wantnc
- negcnt
- ztz
- mingma
- r
- isuppz
- nrminv
- resid
- rqcorr
- work
- public abstract void dlar2v(int n, double[] x, double[] y, double[] z, int incx, double[] c, double[] s, int incc)
.. Purpose ======= DLAR2V applies a vector of real plane rotations from both sides to a sequence of 2-by-2 real symmetric matrices, defined by the elements of the vectors x, y and z. For i = 1,2,...,n ( x(i) z(i) ) := ( c(i) s(i) ) ( x(i) z(i) ) ( c(i) -s(i) ) ( z(i) y(i) ) ( -s(i) c(i) ) ( z(i) y(i) ) ( s(i) c(i) ) Arguments ========= N (input) INTEGER The number of plane rotations to be applied. X (input/output) DOUBLE PRECISION array, dimension (1+(N-1)*INCX) The vector x. Y (input/output) DOUBLE PRECISION array, dimension (1+(N-1)*INCX) The vector y. Z (input/output) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (1+(N-1)*INCC) The cosines of the plane rotations. S (input) DOUBLE PRECISION 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 ..
n
- x
- y
- z
- incx
- c
- s
- incc
- public abstract void dlarf(java.lang.String side, int m, int n, double[] v, int incv, double tau, double[] c, int Ldc, double[] work)
.. Purpose ======= DLARF applies a real elementary reflector H to a real 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 real scalar and v is a real vector. If tau = 0, then H is taken to be the unit matrix. 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) DOUBLE PRECISION 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) DOUBLE PRECISION The value tau in the representation of H. C (input/output) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (N) if SIDE = 'L' or (M) if SIDE = 'R' ===================================================================== .. Parameters ..
side
- m
- n
- v
- incv
- tau
- c
- Ldc
- work
- public abstract void dlarfb(java.lang.String side, java.lang.String trans, java.lang.String direct, java.lang.String storev, int m, int n, int k, double[] v, int ldv, double[] t, int ldt, double[] c, int Ldc, double[] work, int ldwork)
.. Purpose ======= DLARFB applies a real block reflector H or its transpose H' to a real 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) = 'T': apply H' (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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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. LDA >= max(1,M). WORK (workspace) DOUBLE PRECISION 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 ..
side
- trans
- direct
- storev
- m
- n
- k
- v
- ldv
- t
- ldt
- c
- Ldc
- work
- ldwork
- public abstract void dlarfg(int n, org.netlib.util.doubleW alpha, double[] x, int incx, org.netlib.util.doubleW tau)
.. Purpose ======= DLARFG generates a real elementary reflector H of order n, such that H * ( alpha ) = ( beta ), H' * H = I. ( x ) ( 0 ) where alpha and beta are scalars, and x is an (n-1)-element real vector. H is represented in the form H = I - tau * ( 1 ) * ( 1 v' ) , ( v ) where tau is a real scalar and v is a real (n-1)-element vector. If the elements of x are all zero, then tau = 0 and H is taken to be the unit matrix. Otherwise 1 <= tau <= 2. Arguments ========= N (input) INTEGER The order of the elementary reflector. ALPHA (input/output) DOUBLE PRECISION On entry, the value alpha. On exit, it is overwritten with the value beta. X (input/output) DOUBLE PRECISION 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) DOUBLE PRECISION The value tau. ===================================================================== .. Parameters ..
n
- alpha
- x
- incx
- tau
- public abstract void dlarft(java.lang.String direct, java.lang.String storev, int n, int k, double[] v, int ldv, double[] tau, double[] t, int ldt)
.. Purpose ======= DLARFT forms the triangular factor T of a real 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i). T (output) DOUBLE PRECISION 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 ..
direct
- storev
- n
- k
- v
- ldv
- tau
- t
- ldt
- public abstract void dlarfx(java.lang.String side, int m, int n, double[] v, double tau, double[] c, int Ldc, double[] work)
.. Purpose ======= DLARFX applies a real elementary reflector H to a real 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 real scalar and v is a real 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) DOUBLE PRECISION array, dimension (M) if SIDE = 'L' or (N) if SIDE = 'R' The vector v in the representation of H. TAU (input) DOUBLE PRECISION The value tau in the representation of H. C (input/output) DOUBLE PRECISION 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 >= (1,M). WORK (workspace) DOUBLE PRECISION array, dimension (N) if SIDE = 'L' or (M) if SIDE = 'R' WORK is not referenced if H has order < 11. ===================================================================== .. Parameters ..
side
- m
- n
- v
- tau
- c
- Ldc
- work
- public abstract void dlargv(int n, double[] x, int incx, double[] y, int incy, double[] c, int incc)
.. Purpose ======= DLARGV generates a vector of real plane rotations, determined by elements of the real vectors x and y. For i = 1,2,...,n ( c(i) s(i) ) ( x(i) ) = ( a(i) ) ( -s(i) c(i) ) ( y(i) ) = ( 0 ) Arguments ========= N (input) INTEGER The number of plane rotations to be generated. X (input/output) DOUBLE PRECISION array, dimension (1+(N-1)*INCX) On entry, the vector x. On exit, x(i) is overwritten by a(i), for i = 1,...,n. INCX (input) INTEGER The increment between elements of X. INCX > 0. Y (input/output) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (1+(N-1)*INCC) The cosines of the plane rotations. INCC (input) INTEGER The increment between elements of C. INCC > 0. ===================================================================== .. Parameters ..
n
- x
- incx
- y
- incy
- c
- incc
- public abstract void dlarnv(int idist, int[] iseed, int n, double[] x)
.. Purpose ======= DLARNV returns a vector of n random real numbers from a uniform or normal distribution. Arguments ========= IDIST (input) INTEGER Specifies the distribution of the random numbers: = 1: uniform (0,1) = 2: uniform (-1,1) = 3: normal (0,1) 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) DOUBLE PRECISION array, dimension (N) The generated random numbers. Further Details =============== This routine calls the auxiliary routine DLARUV 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 ..
idist
- iseed
- n
- x
- public void dlarra(int n, double[] d, double[] e, double[] e2, double spltol, double tnrm, org.netlib.util.intW nsplit, int[] isplit, org.netlib.util.intW info)
.. Purpose ======= Compute the splitting points with threshold SPLTOL. DLARRA sets any "small" off-diagonal elements to zero. Arguments ========= N (input) INTEGER The order of the matrix. N > 0. D (input) DOUBLE PRECISION array, dimension (N) On entry, the N diagonal elements of the tridiagonal matrix T. E (input/output) DOUBLE PRECISION array, dimension (N) On entry, the first (N-1) entries contain the subdiagonal elements of the tridiagonal matrix T; E(N) need not be set. On exit, the entries E( ISPLIT( I ) ), 1 <= I <= NSPLIT, are set to zero, the other entries of E are untouched. E2 (input/output) DOUBLE PRECISION array, dimension (N) On entry, the first (N-1) entries contain the SQUARES of the subdiagonal elements of the tridiagonal matrix T; E2(N) need not be set. On exit, the entries E2( ISPLIT( I ) ), 1 <= I <= NSPLIT, have been set to zero SPLTOL (input) DOUBLE PRECISION The threshold for splitting. Two criteria can be used: SPLTOL<0 : criterion based on absolute off-diagonal value SPLTOL>0 : criterion that preserves relative accuracy TNRM (input) DOUBLE PRECISION The norm of the matrix. NSPLIT (output) INTEGER The number of blocks T splits into. 1 <= NSPLIT <= N. ISPLIT (output) INTEGER array, dimension (N) The splitting points, at which T breaks up into blocks. The first block consists of rows/columns 1 to ISPLIT(1), the second of rows/columns ISPLIT(1)+1 through ISPLIT(2), etc., and the NSPLIT-th consists of rows/columns ISPLIT(NSPLIT-1)+1 through ISPLIT(NSPLIT)=N. INFO (output) INTEGER = 0: successful exit Further Details =============== Based on contributions by Beresford Parlett, University of California, Berkeley, USA Jim Demmel, University of California, Berkeley, USA Inderjit Dhillon, University of Texas, Austin, USA Osni Marques, LBNL/NERSC, USA Christof Voemel, University of California, Berkeley, USA ===================================================================== .. Parameters ..
n
- d
- e
- e2
- spltol
- tnrm
- nsplit
- isplit
- info
- public void dlarrb(int n, double[] d, double[] lld, int ifirst, int ilast, double rtol1, double rtol2, int offset, double[] w, double[] wgap, double[] werr, double[] work, int[] iwork, double pivmin, double spdiam, int twist, org.netlib.util.intW info)
.. Purpose ======= Given the relatively robust representation(RRR) L D L^T, DLARRB does "limited" bisection to refine the eigenvalues of L D L^T, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ), to more accuracy. Initi guesses for these eigenvalues are input in W, the corresponding estim of the error in these guesses and their gaps are input in WERR and WGAP, respectively. During bisection, intervals [left, right] are maintained by storing their mid-points and semi-widths in the arrays W and WERR respectively. Arguments ========= N (input) INTEGER The order of the matrix. D (input) DOUBLE PRECISION array, dimension (N) The N diagonal elements of the diagonal matrix D. LLD (input) DOUBLE PRECISION array, dimension (N-1) The (N-1) elements L(i)*L(i)*D(i). IFIRST (input) INTEGER The index of the first eigenvalue to be computed. ILAST (input) INTEGER The index of the last eigenvalue to be computed. RTOL1 (input) DOUBLE PRECISION RTOL2 (input) DOUBLE PRECISION Tolerance for the convergence of the bisection intervals. An interval [LEFT,RIGHT] has converged if RIGHT-LEFT.LT.MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) where GAP is the (estimated) distance to the nearest eigenvalue. OFFSET (input) INTEGER Offset for the arrays W, WGAP and WERR, i.e., the IFIRST-OFFS through ILAST-OFFSET elements of these arrays are to be used. W (input/output) DOUBLE PRECISION array, dimension (N) On input, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ) are estimates of the eigenvalues of L D L^T indexed IFIRST throug ILAST. On output, these estimates are refined. WGAP (input/output) DOUBLE PRECISION array, dimension (N-1) On input, the (estimated) gaps between consecutive eigenvalues of L D L^T, i.e., WGAP(I-OFFSET) is the gap betwe eigenvalues I and I+1. Note that if IFIRST.EQ.ILAST then WGAP(IFIRST-OFFSET) must be set to ZERO. On output, these gaps are refined. WERR (input/output) DOUBLE PRECISION array, dimension (N) On input, WERR( IFIRST-OFFSET ) through WERR( ILAST-OFFSET ) the errors in the estimates of the corresponding elements in On output, these errors are refined. WORK (workspace) DOUBLE PRECISION array, dimension (2*N) Workspace. IWORK (workspace) INTEGER array, dimension (2*N) Workspace. PIVMIN (input) DOUBLE PRECISION The minimum pivot in the Sturm sequence. SPDIAM (input) DOUBLE PRECISION The spectral diameter of the matrix. TWIST (input) INTEGER The twist index for the twisted factorization that is used for the negcount. TWIST = N: Compute negcount from L D L^T - LAMBDA I = L+ D+ L TWIST = 1: Compute negcount from L D L^T - LAMBDA I = U- D- U TWIST = R: Compute negcount from L D L^T - LAMBDA I = N(r) D( INFO (output) INTEGER Error flag. Further Details =============== Based on contributions by Beresford Parlett, University of California, Berkeley, USA Jim Demmel, University of California, Berkeley, USA Inderjit Dhillon, University of Texas, Austin, USA Osni Marques, LBNL/NERSC, USA Christof Voemel, University of California, Berkeley, USA ===================================================================== .. Parameters ..
n
- d
- lld
- ifirst
- ilast
- rtol1
- rtol2
- offset
- w
- wgap
- werr
- work
- iwork
- pivmin
- spdiam
- twist
- info
- public void dlarrc(java.lang.String jobt, int n, double vl, double vu, double[] d, double[] e, double pivmin, org.netlib.util.intW eigcnt, org.netlib.util.intW lcnt, org.netlib.util.intW rcnt, org.netlib.util.intW info)
.. Purpose ======= Find the number of eigenvalues of the symmetric tridiagonal matrix T that are in the interval (VL,VU] if JOBT = 'T', and of L D L^T if JOBT = 'L'. Arguments ========= JOBT (input) CHARACTER*1 = 'T': Compute Sturm count for matrix T. = 'L': Compute Sturm count for matrix L D L^T. N (input) INTEGER The order of the matrix. N > 0. VL (input) DOUBLE PRECISION VU (input) DOUBLE PRECISION The lower and upper bounds for the eigenvalues. D (input) DOUBLE PRECISION array, dimension (N) JOBT = 'T': The N diagonal elements of the tridiagonal matrix JOBT = 'L': The N diagonal elements of the diagonal matrix D. E (input) DOUBLE PRECISION array, dimension (N) JOBT = 'T': The N-1 offdiagonal elements of the matrix T. JOBT = 'L': The N-1 offdiagonal elements of the matrix L. PIVMIN (input) DOUBLE PRECISION The minimum pivot in the Sturm sequence for T. EIGCNT (output) INTEGER The number of eigenvalues of the symmetric tridiagonal matrix that are in the interval (VL,VU] LCNT (output) INTEGER RCNT (output) INTEGER The left and right negcounts of the interval. INFO (output) INTEGER Further Details =============== Based on contributions by Beresford Parlett, University of California, Berkeley, USA Jim Demmel, University of California, Berkeley, USA Inderjit Dhillon, University of Texas, Austin, USA Osni Marques, LBNL/NERSC, USA Christof Voemel, University of California, Berkeley, USA ===================================================================== .. Parameters ..
jobt
- n
- vl
- vu
- d
- e
- pivmin
- eigcnt
- lcnt
- rcnt
- info
- public void dlarrd(java.lang.String range, java.lang.String order, int n, double vl, double vu, int il, int iu, double[] gers, double reltol, double[] d, double[] e, double[] e2, double pivmin, int nsplit, int[] isplit, org.netlib.util.intW m, double[] w, double[] werr, org.netlib.util.doubleW wl, org.netlib.util.doubleW wu, int[] iblock, int[] indexw, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DLARRD computes the eigenvalues of a symmetric tridiagonal matrix T to suitable accuracy. This is an auxiliary code to be called from DSTEMR. The user may ask for all eigenvalues, all eigenvalues in the half-open interval (VL, VU], or the IL-th through IU-th eigenvalues. To avoid overflow, the matrix must be scaled so that its largest element is no greater than overflow**(1/2) * underflow**(1/4) in absolute value, and for greatest accuracy, it should not be much smaller than that. See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal Matrix", Report CS41, Computer Science Dept., Stanford University, July 21, 1966. Arguments ========= RANGE (input) CHARACTER = 'A': ("All") all eigenvalues will be found. = 'V': ("Value") all eigenvalues in the half-open interval (VL, VU] will be found. = 'I': ("Index") the IL-th through IU-th eigenvalues (of the entire matrix) will be found. ORDER (input) CHARACTER = 'B': ("By Block") the eigenvalues will be grouped by split-off block (see IBLOCK, ISPLIT) and ordered from smallest to largest within the block. = 'E': ("Entire matrix") the eigenvalues for the entire matrix will be ordered from smallest to largest. N (input) INTEGER The order of the tridiagonal matrix T. N >= 0. VL (input) DOUBLE PRECISION VU (input) DOUBLE PRECISION If RANGE='V', the lower and upper bounds of the interval to be searched for eigenvalues. Eigenvalues less than or equal to VL, or greater than VU, will not be returned. 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'. GERS (input) DOUBLE PRECISION array, dimension (2*N) The N Gerschgorin intervals (the i-th Gerschgorin interval is (GERS(2*i-1), GERS(2*i)). RELTOL (input) DOUBLE PRECISION The minimum relative width of an interval. When an interval is narrower than RELTOL times the larger (in magnitude) endpoint, then it is considered to be sufficiently small, i.e., converged. Note: this should always be at least radix*machine epsilon. D (input) DOUBLE PRECISION array, dimension (N) The n diagonal elements of the tridiagonal matrix T. E (input) DOUBLE PRECISION array, dimension (N-1) The (n-1) off-diagonal elements of the tridiagonal matrix T. E2 (input) DOUBLE PRECISION array, dimension (N-1) The (n-1) squared off-diagonal elements of the tridiagonal ma PIVMIN (input) DOUBLE PRECISION The minimum pivot allowed in the Sturm sequence for T. NSPLIT (input) INTEGER The number of diagonal blocks in the matrix T. 1 <= NSPLIT <= N. 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., and the NSPLIT-th consists of rows/columns ISPLIT(NSPLIT-1)+1 through ISPLIT(NSPLIT)=N. (Only the first NSPLIT elements will actually be used, but since the user cannot know a priori what value NSPLIT will have, N words must be reserved for ISPLIT.) M (output) INTEGER The actual number of eigenvalues found. 0 <= M <= N. (See also the description of INFO=2,3.) W (output) DOUBLE PRECISION array, dimension (N) On exit, the first M elements of W will contain the eigenvalue approximations. DLARRD computes an interval I_j = (a_j, b_j] that includes eigenvalue j. The eigenvalue approximation is given as the interval midpoint W(j)= ( a_j + b_j)/2. The corresponding error is bounded by WERR(j) = abs( a_j - b_j)/2 WERR (output) DOUBLE PRECISION array, dimension (N) The error bound on the corresponding eigenvalue approximation in W. WL (output) DOUBLE PRECISION WU (output) DOUBLE PRECISION The interval (WL, WU] contains all the wanted eigenvalues. If RANGE='V', then WL=VL and WU=VU. If RANGE='A', then WL and WU are the global Gerschgorin bound on the spectrum. If RANGE='I', then WL and WU are computed by DLAEBZ from the index range specified. IBLOCK (output) INTEGER array, dimension (N) At each row/column j where E(j) is zero or small, the matrix T is considered to split into a block diagonal matrix. On exit, if INFO = 0, IBLOCK(i) specifies to which block (from 1 to the number of blocks) the eigenvalue W(i) belongs. (DLARRD may use the remaining N-M elements as workspace.) INDEXW (output) INTEGER array, dimension (N) The indices of the eigenvalues within each block (submatrix); for example, INDEXW(i)= j and IBLOCK(i)=k imply that the i-th eigenvalue W(i) is the j-th eigenvalue in block k. WORK (workspace) DOUBLE PRECISION array, dimension (4*N) IWORK (workspace) INTEGER array, dimension (3*N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: some or all of the eigenvalues failed to converge or were not computed: =1 or 3: Bisection failed to converge for some eigenvalues; these eigenvalues are flagged by a negative block number. The effect is that the eigenvalues may not be as accurate as the absolute and relative tolerances. This is generally caused by unexpectedly inaccurate arithmetic. =2 or 3: RANGE='I' only: Not all of the eigenvalues IL:IU were found. Effect: M < IU+1-IL Cause: non-monotonic arithmetic, causing the Sturm sequence to be non-monotonic. Cure: recalculate, using RANGE='A', and pick out eigenvalues IL:IU. In some cases, increasing the PARAMETER "FUDGE" may make things work. = 4: RANGE='I', and the Gershgorin interval initially used was too small. No eigenvalues were computed. Probable cause: your machine has sloppy floating-point arithmetic. Cure: Increase the PARAMETER "FUDGE", recompile, and try again. Internal Parameters =================== FUDGE DOUBLE PRECISION, default = 2 A "fudge factor" to widen the Gershgorin intervals. Ideally, a value of 1 should work, but on machines with sloppy arithmetic, this needs to be larger. The default for publicly released versions should be large enough to handle the worst machine around. Note that this has no effect on accuracy of the solution. Based on contributions by W. Kahan, University of California, Berkeley, USA Beresford Parlett, University of California, Berkeley, USA Jim Demmel, University of California, Berkeley, USA Inderjit Dhillon, University of Texas, Austin, USA Osni Marques, LBNL/NERSC, USA Christof Voemel, University of California, Berkeley, USA ===================================================================== .. Parameters ..
range
- order
- n
- vl
- vu
- il
- iu
- gers
- reltol
- d
- e
- e2
- pivmin
- nsplit
- isplit
- m
- w
- werr
- wl
- wu
- iblock
- indexw
- work
- iwork
- info
- public void dlarre(java.lang.String range, int n, org.netlib.util.doubleW vl, org.netlib.util.doubleW vu, int il, int iu, double[] d, double[] e, double[] e2, double rtol1, double rtol2, double spltol, org.netlib.util.intW nsplit, int[] isplit, org.netlib.util.intW m, double[] w, double[] werr, double[] wgap, int[] iblock, int[] indexw, double[] gers, org.netlib.util.doubleW pivmin, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= To find the desired eigenvalues of a given real symmetric tridiagonal matrix T, DLARRE sets any "small" off-diagonal elements to zero, and for each unreduced block T_i, it finds (a) a suitable shift at one end of the block's spectrum, (b) the base representation, T_i - sigma_i I = L_i D_i L_i^T, and (c) eigenvalues of each L_i D_i L_i^T. The representations and eigenvalues found are then used by DSTEMR to compute the eigenvectors of T. The accuracy varies depending on whether bisection is used to find a few eigenvalues or the dqds algorithm (subroutine DLASQ2) to conpute all and then discard any unwanted one. As an added benefit, DLARRE also outputs the n Gerschgorin intervals for the matrices L_i D_i L_i^T. Arguments ========= RANGE (input) CHARACTER = 'A': ("All") all eigenvalues will be found. = 'V': ("Value") all eigenvalues in the half-open interval (VL, VU] will be found. = 'I': ("Index") the IL-th through IU-th eigenvalues (of the entire matrix) will be found. N (input) INTEGER The order of the matrix. N > 0. VL (input/output) DOUBLE PRECISION VU (input/output) DOUBLE PRECISION If RANGE='V', the lower and upper bounds for the eigenvalues. Eigenvalues less than or equal to VL, or greater than VU, will not be returned. VL < VU. If RANGE='I' or ='A', DLARRE computes bounds on the desired part of the spectrum. 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. D (input/output) DOUBLE PRECISION array, dimension (N) On entry, the N diagonal elements of the tridiagonal matrix T. On exit, the N diagonal elements of the diagonal matrices D_i. E (input/output) DOUBLE PRECISION array, dimension (N) On entry, the first (N-1) entries contain the subdiagonal elements of the tridiagonal matrix T; E(N) need not be set. On exit, E contains the subdiagonal elements of the unit bidiagonal matrices L_i. The entries E( ISPLIT( I ) ), 1 <= I <= NSPLIT, contain the base points sigma_i on output. E2 (input/output) DOUBLE PRECISION array, dimension (N) On entry, the first (N-1) entries contain the SQUARES of the subdiagonal elements of the tridiagonal matrix T; E2(N) need not be set. On exit, the entries E2( ISPLIT( I ) ), 1 <= I <= NSPLIT, have been set to zero RTOL1 (input) DOUBLE PRECISION RTOL2 (input) DOUBLE PRECISION Parameters for bisection. An interval [LEFT,RIGHT] has converged if RIGHT-LEFT.LT.MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) SPLTOL (input) DOUBLE PRECISION The threshold for splitting. NSPLIT (output) INTEGER The number of blocks T splits into. 1 <= NSPLIT <= N. ISPLIT (output) INTEGER array, dimension (N) The splitting points, at which T breaks up into blocks. The first block consists of rows/columns 1 to ISPLIT(1), the second of rows/columns ISPLIT(1)+1 through ISPLIT(2), etc., and the NSPLIT-th consists of rows/columns ISPLIT(NSPLIT-1)+1 through ISPLIT(NSPLIT)=N. M (output) INTEGER The total number of eigenvalues (of all L_i D_i L_i^T) found. W (output) DOUBLE PRECISION array, dimension (N) The first M elements contain the eigenvalues. The eigenvalues of each of the blocks, L_i D_i L_i^T, are sorted in ascending order ( DLARRE may use the remaining N-M elements as workspace). WERR (output) DOUBLE PRECISION array, dimension (N) The error bound on the corresponding eigenvalue in W. WGAP (output) DOUBLE PRECISION array, dimension (N) The separation from the right neighbor eigenvalue in W. The gap is only with respect to the eigenvalues of the same b as each block has its own representation tree. Exception: at the right end of a block we store the left gap IBLOCK (output) INTEGER array, dimension (N) The indices of the blocks (submatrices) associated with the corresponding eigenvalues in W; IBLOCK(i)=1 if eigenvalue W(i) belongs to the first block from the top, =2 if W(i) belongs to the second block, etc. INDEXW (output) INTEGER array, dimension (N) The indices of the eigenvalues within each block (submatrix); for example, INDEXW(i)= 10 and IBLOCK(i)=2 imply that the i-th eigenvalue W(i) is the 10-th eigenvalue in block 2 GERS (output) DOUBLE PRECISION array, dimension (2*N) The N Gerschgorin intervals (the i-th Gerschgorin interval is (GERS(2*i-1), GERS(2*i)). PIVMIN (output) DOUBLE PRECISION The minimum pivot in the Sturm sequence for T. WORK (workspace) DOUBLE PRECISION array, dimension (6*N) Workspace. IWORK (workspace) INTEGER array, dimension (5*N) Workspace. INFO (output) INTEGER = 0: successful exit > 0: A problem occured in DLARRE. < 0: One of the called subroutines signaled an internal prob Needs inspection of the corresponding parameter IINFO for further information. =-1: Problem in DLARRD. = 2: No base representation could be found in MAXTRY iterati Increasing MAXTRY and recompilation might be a remedy. =-3: Problem in DLARRB when computing the refined root representation for DLASQ2. =-4: Problem in DLARRB when preforming bisection on the desired part of the spectrum. =-5: Problem in DLASQ2. =-6: Problem in DLASQ2. Further Details The base representations are required to suffer very little element growth and consequently define all their eigenvalues to high relative accuracy. =============== Based on contributions by Beresford Parlett, University of California, Berkeley, USA Jim Demmel, University of California, Berkeley, USA Inderjit Dhillon, University of Texas, Austin, USA Osni Marques, LBNL/NERSC, USA Christof Voemel, University of California, Berkeley, USA ===================================================================== .. Parameters ..
range
- n
- vl
- vu
- il
- iu
- d
- e
- e2
- rtol1
- rtol2
- spltol
- nsplit
- isplit
- m
- w
- werr
- wgap
- iblock
- indexw
- gers
- pivmin
- work
- iwork
- info
- public void dlarrf(int n, double[] d, double[] l, double[] ld, int clstrt, int clend, double[] w, double[] wgap, double[] werr, double spdiam, double clgapl, double clgapr, double pivmin, org.netlib.util.doubleW sigma, double[] dplus, double[] lplus, double[] work, org.netlib.util.intW info)
.. Purpose ======= Given the initial representation L D L^T and its cluster of close eigenvalues (in a relative measure), W( CLSTRT ), W( CLSTRT+1 ), ... W( CLEND ), DLARRF finds a new relatively robust representation L D L^T - SIGMA I = L(+) D(+) L(+)^T such that at least one of the eigenvalues of L(+) D(+) L(+)^T is relatively isolated. Arguments ========= N (input) INTEGER The order of the matrix (subblock, if the matrix splitted). D (input) DOUBLE PRECISION array, dimension (N) The N diagonal elements of the diagonal matrix D. L (input) DOUBLE PRECISION array, dimension (N-1) The (N-1) subdiagonal elements of the unit bidiagonal matrix L. LD (input) DOUBLE PRECISION array, dimension (N-1) The (N-1) elements L(i)*D(i). CLSTRT (input) INTEGER The index of the first eigenvalue in the cluster. CLEND (input) INTEGER The index of the last eigenvalue in the cluster. W (input) DOUBLE PRECISION array, dimension >= (CLEND-CLSTRT+1 The eigenvalue APPROXIMATIONS of L D L^T in ascending order. W( CLSTRT ) through W( CLEND ) form the cluster of relatively close eigenalues. WGAP (input/output) DOUBLE PRECISION array, dimension >= (CLEND-C The separation from the right neighbor eigenvalue in W. WERR (input) DOUBLE PRECISION array, dimension >= (CLEND-CLSTRT+1 WERR contain the semiwidth of the uncertainty interval of the corresponding eigenvalue APPROXIMATION in W SPDIAM (input) estimate of the spectral diameter obtained from the Gerschgorin intervals CLGAPL, CLGAPR (input) absolute gap on each end of the cluster. Set by the calling routine to protect against shifts too clos to eigenvalues outside the cluster. PIVMIN (input) DOUBLE PRECISION The minimum pivot allowed in the Sturm sequence. SIGMA (output) DOUBLE PRECISION The shift used to form L(+) D(+) L(+)^T. DPLUS (output) DOUBLE PRECISION array, dimension (N) The N diagonal elements of the diagonal matrix D(+). LPLUS (output) DOUBLE PRECISION array, dimension (N-1) The first (N-1) elements of LPLUS contain the subdiagonal elements of the unit bidiagonal matrix L(+). WORK (workspace) DOUBLE PRECISION array, dimension (2*N) Workspace. Further Details =============== Based on contributions by Beresford Parlett, University of California, Berkeley, USA Jim Demmel, University of California, Berkeley, USA Inderjit Dhillon, University of Texas, Austin, USA Osni Marques, LBNL/NERSC, USA Christof Voemel, University of California, Berkeley, USA ===================================================================== .. Parameters ..
n
- d
- l
- ld
- clstrt
- clend
- w
- wgap
- werr
- spdiam
- clgapl
- clgapr
- pivmin
- sigma
- dplus
- lplus
- work
- info
- public void dlarrj(int n, double[] d, double[] e2, int ifirst, int ilast, double rtol, int offset, double[] w, double[] werr, double[] work, int[] iwork, double pivmin, double spdiam, org.netlib.util.intW info)
.. Purpose ======= Given the initial eigenvalue approximations of T, DLARRJ does bisection to refine the eigenvalues of T, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ), to more accuracy. Initi guesses for these eigenvalues are input in W, the corresponding estim of the error in these guesses in WERR. During bisection, intervals [left, right] are maintained by storing their mid-points and semi-widths in the arrays W and WERR respectively. Arguments ========= N (input) INTEGER The order of the matrix. D (input) DOUBLE PRECISION array, dimension (N) The N diagonal elements of T. E2 (input) DOUBLE PRECISION array, dimension (N-1) The Squares of the (N-1) subdiagonal elements of T. IFIRST (input) INTEGER The index of the first eigenvalue to be computed. ILAST (input) INTEGER The index of the last eigenvalue to be computed. RTOL (input) DOUBLE PRECISION Tolerance for the convergence of the bisection intervals. An interval [LEFT,RIGHT] has converged if RIGHT-LEFT.LT.RTOL*MAX(|LEFT|,|RIGHT|). OFFSET (input) INTEGER Offset for the arrays W and WERR, i.e., the IFIRST-OFFSET through ILAST-OFFSET elements of these arrays are to be used. W (input/output) DOUBLE PRECISION array, dimension (N) On input, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ) are estimates of the eigenvalues of L D L^T indexed IFIRST throug ILAST. On output, these estimates are refined. WERR (input/output) DOUBLE PRECISION array, dimension (N) On input, WERR( IFIRST-OFFSET ) through WERR( ILAST-OFFSET ) the errors in the estimates of the corresponding elements in On output, these errors are refined. WORK (workspace) DOUBLE PRECISION array, dimension (2*N) Workspace. IWORK (workspace) INTEGER array, dimension (2*N) Workspace. PIVMIN (input) DOUBLE PRECISION The minimum pivot in the Sturm sequence for T. SPDIAM (input) DOUBLE PRECISION The spectral diameter of T. INFO (output) INTEGER Error flag. Further Details =============== Based on contributions by Beresford Parlett, University of California, Berkeley, USA Jim Demmel, University of California, Berkeley, USA Inderjit Dhillon, University of Texas, Austin, USA Osni Marques, LBNL/NERSC, USA Christof Voemel, University of California, Berkeley, USA ===================================================================== .. Parameters ..
n
- d
- e2
- ifirst
- ilast
- rtol
- offset
- w
- werr
- work
- iwork
- pivmin
- spdiam
- info
- public void dlarrk(int n, int iw, double gl, double gu, double[] d, double[] e2, double pivmin, double reltol, org.netlib.util.doubleW w, org.netlib.util.doubleW werr, org.netlib.util.intW info)
.. Purpose ======= DLARRK computes one eigenvalue of a symmetric tridiagonal matrix T to suitable accuracy. This is an auxiliary code to be called from DSTEMR. To avoid overflow, the matrix must be scaled so that its largest element is no greater than overflow**(1/2) * underflow**(1/4) in absolute value, and for greatest accuracy, it should not be much smaller than that. See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal Matrix", Report CS41, Computer Science Dept., Stanford University, July 21, 1966. Arguments ========= N (input) INTEGER The order of the tridiagonal matrix T. N >= 0. IW (input) INTEGER The index of the eigenvalues to be returned. GL (input) DOUBLE PRECISION GU (input) DOUBLE PRECISION An upper and a lower bound on the eigenvalue. D (input) DOUBLE PRECISION array, dimension (N) The n diagonal elements of the tridiagonal matrix T. E2 (input) DOUBLE PRECISION array, dimension (N-1) The (n-1) squared off-diagonal elements of the tridiagonal ma PIVMIN (input) DOUBLE PRECISION The minimum pivot allowed in the Sturm sequence for T. RELTOL (input) DOUBLE PRECISION The minimum relative width of an interval. When an interval is narrower than RELTOL times the larger (in magnitude) endpoint, then it is considered to be sufficiently small, i.e., converged. Note: this should always be at least radix*machine epsilon. W (output) DOUBLE PRECISION WERR (output) DOUBLE PRECISION The error bound on the corresponding eigenvalue approximation in W. INFO (output) INTEGER = 0: Eigenvalue converged = -1: Eigenvalue did NOT converge Internal Parameters =================== FUDGE DOUBLE PRECISION, default = 2 A "fudge factor" to widen the Gershgorin intervals. ===================================================================== .. Parameters ..
n
- iw
- gl
- gu
- d
- e2
- pivmin
- reltol
- w
- werr
- info
- public void dlarrr(int n, double[] d, double[] e, org.netlib.util.intW info)
.. Purpose ======= Perform tests to decide whether the symmetric tridiagonal matrix T warrants expensive computations which guarantee high relative accurac in the eigenvalues. Arguments ========= N (input) INTEGER The order of the matrix. N > 0. D (input) DOUBLE PRECISION array, dimension (N) The N diagonal elements of the tridiagonal matrix T. E (input/output) DOUBLE PRECISION array, dimension (N) On entry, the first (N-1) entries contain the subdiagonal elements of the tridiagonal matrix T; E(N) is set to ZERO. INFO (output) INTEGER INFO = 0(default) : the matrix warrants computations preservi relative accuracy. INFO = 1 : the matrix warrants computations guarante only absolute accuracy. Further Details =============== Based on contributions by Beresford Parlett, University of California, Berkeley, USA Jim Demmel, University of California, Berkeley, USA Inderjit Dhillon, University of Texas, Austin, USA Osni Marques, LBNL/NERSC, USA Christof Voemel, University of California, Berkeley, USA ===================================================================== .. Parameters ..
n
- d
- e
- info
- public void dlarrv(int n, double vl, double vu, double[] d, double[] l, double pivmin, int[] isplit, int m, int dol, int dou, double minrgp, org.netlib.util.doubleW rtol1, org.netlib.util.doubleW rtol2, double[] w, double[] werr, double[] wgap, int[] iblock, int[] indexw, double[] gers, double[] z, int ldz, int[] isuppz, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DLARRV computes the eigenvectors of the tridiagonal matrix T = L D L^T given L, D and APPROXIMATIONS to the eigenvalues of L D L The input eigenvalues should have been computed by DLARRE. Arguments ========= N (input) INTEGER The order of the matrix. N >= 0. VL (input) DOUBLE PRECISION VU (input) DOUBLE PRECISION Lower and upper bounds of the interval that contains the desi eigenvalues. VL < VU. Needed to compute gaps on the left or r end of the extremal eigenvalues in the desired RANGE. D (input/output) DOUBLE PRECISION array, dimension (N) On entry, the N diagonal elements of the diagonal matrix D. On exit, D may be overwritten. L (input/output) DOUBLE PRECISION array, dimension (N) On entry, the (N-1) subdiagonal elements of the unit bidiagonal matrix L are in elements 1 to N-1 of L (if the matrix is not splitted.) At the end of each block is stored the corresponding shift as given by DLARRE. On exit, L is overwritten. PIVMIN (in) DOUBLE PRECISION The minimum pivot allowed in the Sturm sequence. ISPLIT (input) INTEGER array, dimension (N) The splitting points, at which T breaks up into blocks. The first block consists of rows/columns 1 to ISPLIT( 1 ), the second of rows/columns ISPLIT( 1 )+1 through ISPLIT( 2 ), etc. M (input) INTEGER The total number of input eigenvalues. 0 <= M <= N. DOL (input) INTEGER DOU (input) INTEGER If the user wants to compute only selected eigenvectors from the eigenvalues supplied, he can specify an index range DOL:D Or else the setting DOL=1, DOU=M should be applied. Note that DOL and DOU refer to the order in which the eigenva are stored in W. If the user wants to compute only selected eigenpairs, then the columns DOL-1 to DOU+1 of the eigenvector space Z contain computed eigenvectors. All other columns of Z are set to zero MINRGP (input) DOUBLE PRECISION RTOL1 (input) DOUBLE PRECISION RTOL2 (input) DOUBLE PRECISION Parameters for bisection. An interval [LEFT,RIGHT] has converged if RIGHT-LEFT.LT.MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) W (input/output) DOUBLE PRECISION array, dimension (N) The first M elements of W contain the APPROXIMATE eigenvalues 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 DLARRE is expected here ). Furthermore, they are with respect to the shift of the corresponding root representation for their block. On exit, W holds the eigenvalues of the UNshifted matrix. WERR (input/output) DOUBLE PRECISION array, dimension (N) The first M elements contain the semiwidth of the uncertainty interval of the corresponding eigenvalue in W WGAP (input/output) DOUBLE PRECISION array, dimension (N) The separation from the right neighbor eigenvalue in W. IBLOCK (input) INTEGER array, dimension (N) The indices of the blocks (submatrices) associated with the corresponding eigenvalues in W; IBLOCK(i)=1 if eigenvalue W(i) belongs to the first block from the top, =2 if W(i) belongs to the second block, etc. INDEXW (input) INTEGER array, dimension (N) The indices of the eigenvalues within each block (submatrix); for example, INDEXW(i)= 10 and IBLOCK(i)=2 imply that the i-th eigenvalue W(i) is the 10-th eigenvalue in the second bl GERS (input) DOUBLE PRECISION array, dimension (2*N) The N Gerschgorin intervals (the i-th Gerschgorin interval is (GERS(2*i-1), GERS(2*i)). The Gerschgorin intervals should be computed from the original UNshifted matrix. Z (output) DOUBLE PRECISION array, dimension (LDZ, max(1,M) ) If INFO = 0, the first M columns of Z contain the orthonormal eigenvectors of the matrix T corresponding to the input eigenvalues, with the i-th column of Z holding the eigenvector associated with W(i). Note: the user must ensure that at least max(1,M) columns are supplied in the array Z. 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) DOUBLE PRECISION array, dimension (12*N) IWORK (workspace) INTEGER array, dimension (7*N) INFO (output) INTEGER = 0: successful exit > 0: A problem occured in DLARRV. < 0: One of the called subroutines signaled an internal prob Needs inspection of the corresponding parameter IINFO for further information. =-1: Problem in DLARRB when refining a child's eigenvalues. =-2: Problem in DLARRF when computing the RRR of a child. When a child is inside a tight cluster, it can be diffi to find an RRR. A partial remedy from the user's point view is to make the parameter MINRGP smaller and recomp However, as the orthogonality of the computed vectors i proportional to 1/MINRGP, the user should be aware that he might be trading in precision when he decreases MINR =-3: Problem in DLARRB when refining a single eigenvalue after the Rayleigh correction was rejected. = 5: The Rayleigh Quotient Iteration failed to converge to full accuracy in MAXITR steps. Further Details =============== Based on contributions by Beresford Parlett, University of California, Berkeley, USA Jim Demmel, University of California, Berkeley, USA Inderjit Dhillon, University of Texas, Austin, USA Osni Marques, LBNL/NERSC, USA Christof Voemel, University of California, Berkeley, USA ===================================================================== .. Parameters ..
n
- vl
- vu
- d
- l
- pivmin
- isplit
- m
- dol
- dou
- minrgp
- rtol1
- rtol2
- w
- werr
- wgap
- iblock
- indexw
- gers
- z
- ldz
- isuppz
- work
- iwork
- info
- public abstract void dlartg(double f, double g, org.netlib.util.doubleW cs, org.netlib.util.doubleW sn, org.netlib.util.doubleW r)
.. Purpose ======= DLARTG generate a plane rotation so that [ CS SN ] . [ F ] = [ R ] where CS**2 + SN**2 = 1. [ -SN CS ] [ G ] [ 0 ] This is a slower, more accurate version of the BLAS1 routine DROTG, with the following other differences: F and G are unchanged on return. If G=0, then CS=1 and SN=0. If F=0 and (G .ne. 0), then CS=0 and SN=1 without doing any floating point operations (saves work in DBDSQR when there are zeros on the diagonal). If F exceeds G in magnitude, CS will be positive. Arguments ========= F (input) DOUBLE PRECISION The first component of vector to be rotated. G (input) DOUBLE PRECISION The second component of vector to be rotated. CS (output) DOUBLE PRECISION The cosine of the rotation. SN (output) DOUBLE PRECISION The sine of the rotation. R (output) DOUBLE PRECISION The nonzero component of the rotated vector. This version has a few statements commented out for thread safety (machine parameters are computed on each entry). 10 feb 03, SJH. ===================================================================== .. Parameters ..
f
- g
- cs
- sn
- r
- public abstract void dlartv(int n, double[] x, int incx, double[] y, int incy, double[] c, double[] s, int incc)
.. Purpose ======= DLARTV applies a vector of real plane rotations to elements of the real vectors x and y. For i = 1,2,...,n ( x(i) ) := ( c(i) s(i) ) ( x(i) ) ( y(i) ) ( -s(i) c(i) ) ( y(i) ) Arguments ========= N (input) INTEGER The number of plane rotations to be applied. X (input/output) DOUBLE PRECISION array, dimension (1+(N-1)*INCX) The vector x. INCX (input) INTEGER The increment between elements of X. INCX > 0. Y (input/output) DOUBLE PRECISION array, dimension (1+(N-1)*INCY) The vector y. INCY (input) INTEGER The increment between elements of Y. INCY > 0. C (input) DOUBLE PRECISION array, dimension (1+(N-1)*INCC) The cosines of the plane rotations. S (input) DOUBLE PRECISION 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 ..
n
- x
- incx
- y
- incy
- c
- s
- incc
- public abstract void dlaruv(int[] iseed, int n, double[] x)
.. Purpose ======= DLARUV returns a vector of n random real numbers from a uniform (0,1) distribution (n <= 128). This is an auxiliary routine called by DLARNV and ZLARNV. Arguments ========= 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. N <= 128. X (output) DOUBLE PRECISION array, dimension (N) The generated random numbers. Further Details =============== This routine uses a multiplicative congruential method with modulus 2**48 and multiplier 33952834046453 (see G.S.Fishman, 'Multiplicative congruential random number generators with modulus 2**b: an exhaustive analysis for b = 32 and a partial analysis for b = 48', Math. Comp. 189, pp 331-344, 1990). 48-bit integers are stored in 4 integer array elements with 12 bits per element. Hence the routine is portable across machines with integers of 32 bits or more. ===================================================================== .. Parameters ..
iseed
- n
- x
- public abstract void dlarz(java.lang.String side, int m, int n, int l, double[] v, int incv, double tau, double[] c, int Ldc, double[] work)
.. Purpose ======= DLARZ applies a real elementary reflector H to a real 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 real scalar and v is a real vector. If tau = 0, then H is taken to be the unit matrix. H is a product of k elementary reflectors as returned by DTZRZF. 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) DOUBLE PRECISION array, dimension (1+(L-1)*abs(INCV)) The vector v in the representation of H as returned by DTZRZF. V is not used if TAU = 0. INCV (input) INTEGER The increment between elements of v. INCV <> 0. TAU (input) DOUBLE PRECISION The value tau in the representation of H. C (input/output) DOUBLE PRECISION 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) DOUBLE PRECISION 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 ..
side
- m
- n
- l
- v
- incv
- tau
- c
- Ldc
- work
- public abstract void dlarzb(java.lang.String side, java.lang.String trans, java.lang.String direct, java.lang.String storev, int m, int n, int k, int l, double[] v, int ldv, double[] t, int ldt, double[] c, int Ldc, double[] work, int ldwork)
.. Purpose ======= DLARZB applies a real block reflector H or its transpose H**T to a real 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' (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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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 ..
side
- trans
- direct
- storev
- m
- n
- k
- l
- v
- ldv
- t
- ldt
- c
- Ldc
- work
- ldwork
- public abstract void dlarzt(java.lang.String direct, java.lang.String storev, int n, int k, double[] v, int ldv, double[] tau, double[] t, int ldt)
.. Purpose ======= DLARZT forms the triangular factor T of a real 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i). T (output) DOUBLE PRECISION 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 ..
direct
- storev
- n
- k
- v
- ldv
- tau
- t
- ldt
- public abstract void dlas2(double f, double g, double h, org.netlib.util.doubleW ssmin, org.netlib.util.doubleW ssmax)
.. Purpose ======= DLAS2 computes the singular values of the 2-by-2 matrix [ F G ] [ 0 H ]. On return, SSMIN is the smaller singular value and SSMAX is the larger singular value. Arguments ========= F (input) DOUBLE PRECISION The (1,1) element of the 2-by-2 matrix. G (input) DOUBLE PRECISION The (1,2) element of the 2-by-2 matrix. H (input) DOUBLE PRECISION The (2,2) element of the 2-by-2 matrix. SSMIN (output) DOUBLE PRECISION The smaller singular value. SSMAX (output) DOUBLE PRECISION The larger singular value. Further Details =============== Barring over/underflow, all output quantities are correct to within a few units in the last place (ulps), even in the absence of a guard digit in addition/subtraction. In IEEE arithmetic, the code works correctly if one matrix element is infinite. Overflow will not occur unless the largest singular value itself overflows, or is within a few ulps of overflow. (On machines with partial overflow, like the Cray, overflow may occur if the largest singular value is within a factor of 2 of overflow.) Underflow is harmless if underflow is gradual. Otherwise, results may correspond to a matrix modified by perturbations of size near the underflow threshold. ==================================================================== .. Parameters ..
f
- g
- h
- ssmin
- ssmax
- public abstract void dlascl(java.lang.String type, int kl, int ku, double cfrom, double cto, int m, int n, double[] a, int lda, org.netlib.util.intW info)
.. Purpose ======= DLASCL multiplies the M by N real 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) DOUBLE PRECISION CTO (input) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDA,N) 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 ..
type
- kl
- ku
- cfrom
- cto
- m
- n
- a
- lda
- info
- public abstract void dlasd0(int n, int sqre, double[] d, double[] e, double[] u, int ldu, double[] vt, int ldvt, int smlsiz, int[] iwork, double[] work, org.netlib.util.intW info)
.. Purpose ======= Using a divide and conquer approach, DLASD0 computes the singular value decomposition (SVD) of a real upper bidiagonal N-by-M matrix B with diagonal D and offdiagonal E, where M = N + SQRE. The algorithm computes orthogonal matrices U and VT such that B = U * S * VT. The singular values S are overwritten on D. A related subroutine, DLASDA, computes only the singular values, and optionally, the singular vectors in compact form. Arguments ========= N (input) INTEGER On entry, the row dimension of the upper bidiagonal matrix. This is also the dimension of the main diagonal array D. SQRE (input) INTEGER Specifies the column dimension of the bidiagonal matrix. = 0: The bidiagonal matrix has column dimension M = N; = 1: The bidiagonal matrix has column dimension M = N+1; D (input/output) DOUBLE PRECISION array, dimension (N) On entry D contains the main diagonal of the bidiagonal matrix. On exit D, if INFO = 0, contains its singular values. E (input) DOUBLE PRECISION array, dimension (M-1) Contains the subdiagonal entries of the bidiagonal matrix. On exit, E has been destroyed. U (output) DOUBLE PRECISION array, dimension at least (LDQ, N) On exit, U contains the left singular vectors. LDU (input) INTEGER On entry, leading dimension of U. VT (output) DOUBLE PRECISION array, dimension at least (LDVT, M) On exit, VT' contains the right singular vectors. LDVT (input) INTEGER On entry, leading dimension of VT. SMLSIZ (input) INTEGER On entry, maximum size of the subproblems at the bottom of the computation tree. IWORK (workspace) INTEGER work array. Dimension must be at least (8 * N) WORK (workspace) DOUBLE PRECISION work array. Dimension must be at least (3 * M**2 + 2 * M) INFO (output) INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = 1, an singular value did not converge Further Details =============== Based on contributions by Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Local Scalars ..
n
- sqre
- d
- e
- u
- ldu
- vt
- ldvt
- smlsiz
- iwork
- work
- info
- public abstract void dlasd1(int nl, int nr, int sqre, double[] d, org.netlib.util.doubleW alpha, org.netlib.util.doubleW beta, double[] u, int ldu, double[] vt, int ldvt, int[] idxq, int[] iwork, double[] work, org.netlib.util.intW info)
.. Purpose ======= DLASD1 computes the SVD of an upper bidiagonal N-by-M matrix B, where N = NL + NR + 1 and M = N + SQRE. DLASD1 is called from DLASD0. A related subroutine DLASD7 handles the case in which the singular values (and the singular vectors in factored form) are desired. DLASD1 computes the SVD as follows: ( D1(in) 0 0 0 ) B = U(in) * ( Z1' a Z2' b ) * VT(in) ( 0 0 D2(in) 0 ) = U(out) * ( D(out) 0) * VT(out) where Z' = (Z1' a Z2' b) = u' VT', and u is a vector of dimension M with ALPHA and BETA in the NL+1 and NL+2 th entries and zeros elsewhere; and the entry b is empty if SQRE = 0. The left singular vectors of the original matrix are stored in U, and the transpose of the right singular vectors are stored in VT, and the singular values are in D. The algorithm consists of three stages: The first stage consists of deflating the size of the problem when there are multiple singular values or when there are zeros 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 DLASD2. The second stage consists of calculating the updated singular values. This is done by finding the square roots of the roots of the secular equation via the routine DLASD4 (as called by DLASD3). This routine also calculates the singular vectors of the current problem. The final stage consists of computing the updated singular vectors directly using the updated singular values. The singular vectors for the current problem are multiplied with the singular vectors from the overall problem. Arguments ========= 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. D (input/output) DOUBLE PRECISION array, dimension (N = NL+NR+1). On entry D(1:NL,1:NL) contains the singular values of the upper block; and D(NL+2:N) contains the singular values of the lower block. On exit D(1:N) contains the singular values of the modified matrix. ALPHA (input/output) DOUBLE PRECISION Contains the diagonal element associated with the added row. BETA (input/output) DOUBLE PRECISION Contains the off-diagonal element associated with the added row. U (input/output) DOUBLE PRECISION array, dimension(LDU,N) On entry U(1:NL, 1:NL) contains the left singular vectors of the upper block; U(NL+2:N, NL+2:N) contains the left singular vectors of the lower block. On exit U contains the left singular vectors of the bidiagonal matrix. LDU (input) INTEGER The leading dimension of the array U. LDU >= max( 1, N ). VT (input/output) DOUBLE PRECISION array, dimension(LDVT,M) where M = N + SQRE. On entry VT(1:NL+1, 1:NL+1)' contains the right singular vectors of the upper block; VT(NL+2:M, NL+2:M)' contains the right singular vectors of the lower block. On exit VT' contains the right singular vectors of the bidiagonal matrix. LDVT (input) INTEGER The leading dimension of the array VT. LDVT >= max( 1, M ). IDXQ (output) INTEGER array, dimension(N) This contains the permutation which will reintegrate the subproblem just solved back into sorted order, i.e. D( IDXQ( I = 1, N ) ) will be in ascending order. IWORK (workspace) INTEGER array, dimension( 4 * N ) WORK (workspace) DOUBLE PRECISION array, dimension( 3*M**2 + 2*M ) INFO (output) INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = 1, an singular value did not converge Further Details =============== Based on contributions by Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
nl
- nr
- sqre
- d
- alpha
- beta
- u
- ldu
- vt
- ldvt
- idxq
- iwork
- work
- info
- public abstract void dlasd2(int nl, int nr, int sqre, org.netlib.util.intW k, double[] d, double[] z, double alpha, double beta, double[] u, int ldu, double[] vt, int ldvt, double[] dsigma, double[] u2, int ldu2, double[] vt2, int ldvt2, int[] idxp, int[] idx, int[] idxc, int[] idxq, int[] coltyp, org.netlib.util.intW info)
.. Purpose ======= DLASD2 merges the two sets of singular values 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 singular values are close together or if there is a tiny entry in the Z vector. For each such occurrence the order of the related secular equation problem is reduced by one. DLASD2 is called from DLASD1. Arguments ========= 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 N = NL + NR + 1 rows and M = N + SQRE >= N columns. K (output) INTEGER Contains the dimension of the non-deflated matrix, This is the order of the related secular equation. 1 <= K <=N. D (input/output) DOUBLE PRECISION array, dimension(N) On entry D contains the singular values of the two submatrices to be combined. On exit D contains the trailing (N-K) updated singular values (those which were deflated) sorted into increasing order. Z (output) DOUBLE PRECISION array, dimension(N) On exit Z contains the updating row vector in the secular equation. ALPHA (input) DOUBLE PRECISION Contains the diagonal element associated with the added row. BETA (input) DOUBLE PRECISION Contains the off-diagonal element associated with the added row. U (input/output) DOUBLE PRECISION array, dimension(LDU,N) On entry U contains the left singular vectors of two submatrices in the two square blocks with corners at (1,1), (NL, NL), and (NL+2, NL+2), (N,N). On exit U contains the trailing (N-K) updated left singular vectors (those which were deflated) in its last N-K columns. LDU (input) INTEGER The leading dimension of the array U. LDU >= N. VT (input/output) DOUBLE PRECISION array, dimension(LDVT,M) On entry VT' contains the right singular vectors of two submatrices in the two square blocks with corners at (1,1), (NL+1, NL+1), and (NL+2, NL+2), (M,M). On exit VT' contains the trailing (N-K) updated right singular vectors (those which were deflated) in its last N-K columns. In case SQRE =1, the last row of VT spans the right null space. LDVT (input) INTEGER The leading dimension of the array VT. LDVT >= M. DSIGMA (output) DOUBLE PRECISION array, dimension (N) Contains a copy of the diagonal elements (K-1 singular values and one zero) in the secular equation. U2 (output) DOUBLE PRECISION array, dimension(LDU2,N) Contains a copy of the first K-1 left singular vectors which will be used by DLASD3 in a matrix multiply (DGEMM) to solve for the new left singular vectors. U2 is arranged into four blocks. The first block contains a column with 1 at NL+1 and zero everywhere else; the second block contains non-zero entries only at and above NL; the third contains non-zero entries only below NL+1; and the fourth is dense. LDU2 (input) INTEGER The leading dimension of the array U2. LDU2 >= N. VT2 (output) DOUBLE PRECISION array, dimension(LDVT2,N) VT2' contains a copy of the first K right singular vectors which will be used by DLASD3 in a matrix multiply (DGEMM) to solve for the new right singular vectors. VT2 is arranged into three blocks. The first block contains a row that corresponds to the special 0 diagonal element in SIGMA; the second block contains non-zeros only at and before NL +1; the third block contains non-zeros only at and after NL +2. LDVT2 (input) INTEGER The leading dimension of the array VT2. LDVT2 >= M. IDXP (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 IDXP(2:K) points to the nondeflated D-values and IDXP(K+1:N) points to the deflated singular values. IDX (workspace) INTEGER array dimension(N) This will contain the permutation used to sort the contents of D into ascending order. IDXC (output) INTEGER array dimension(N) This will contain the permutation used to arrange the columns of the deflated U matrix into three groups: the first group contains non-zero entries only at and above NL, the second contains non-zero entries only below NL+2, and the third is dense. IDXQ (input/output) INTEGER array dimension(N) This contains the permutation which separately sorts the two sub-problems in D into ascending order. Note that entries in the first hlaf of this permutation must first be moved one position backward; and entries in the second half must first have NL+1 added to their values. COLTYP (workspace/output) INTEGER array dimension(N) As workspace, this will contain a label which will indicate which of the following types a column in the U2 matrix or a row in the VT2 matrix is: 1 : non-zero in the upper half only 2 : non-zero in the lower half only 3 : dense 4 : deflated On exit, it is an array of dimension 4, with COLTYP(I) being the dimension of the I-th type columns. 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 Huan Ren, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
nl
- nr
- sqre
- k
- d
- z
- alpha
- beta
- u
- ldu
- vt
- ldvt
- dsigma
- u2
- ldu2
- vt2
- ldvt2
- idxp
- idx
- idxc
- idxq
- coltyp
- info
- public abstract void dlasd3(int nl, int nr, int sqre, int k, double[] d, double[] q, int ldq, double[] dsigma, double[] u, int ldu, double[] u2, int ldu2, double[] vt, int ldvt, double[] vt2, int ldvt2, int[] idxc, int[] ctot, double[] z, org.netlib.util.intW info)
.. Purpose ======= DLASD3 finds all the square roots of the roots of the secular equation, as defined by the values in D and Z. It makes the appropriate calls to DLASD4 and then updates the singular vectors by matrix multiplication. 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. DLASD3 is called from DLASD1. Arguments ========= 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 N = NL + NR + 1 rows and M = N + SQRE >= N columns. K (input) INTEGER The size of the secular equation, 1 =< K = < N. D (output) DOUBLE PRECISION array, dimension(K) On exit the square roots of the roots of the secular equation, in ascending order. Q (workspace) DOUBLE PRECISION array, dimension at least (LDQ,K). LDQ (input) INTEGER The leading dimension of the array Q. LDQ >= K. DSIGMA (input) DOUBLE PRECISION array, dimension(K) The first K elements of this array contain the old roots of the deflated updating problem. These are the poles of the secular equation. U (output) DOUBLE PRECISION array, dimension (LDU, N) The last N - K columns of this matrix contain the deflated left singular vectors. LDU (input) INTEGER The leading dimension of the array U. LDU >= N. U2 (input/output) DOUBLE PRECISION array, dimension (LDU2, N) The first K columns of this matrix contain the non-deflated left singular vectors for the split problem. LDU2 (input) INTEGER The leading dimension of the array U2. LDU2 >= N. VT (output) DOUBLE PRECISION array, dimension (LDVT, M) The last M - K columns of VT' contain the deflated right singular vectors. LDVT (input) INTEGER The leading dimension of the array VT. LDVT >= N. VT2 (input/output) DOUBLE PRECISION array, dimension (LDVT2, N) The first K columns of VT2' contain the non-deflated right singular vectors for the split problem. LDVT2 (input) INTEGER The leading dimension of the array VT2. LDVT2 >= N. IDXC (input) INTEGER array, dimension ( N ) The permutation used to arrange the columns of U (and rows of VT) into three groups: the first group contains non-zero entries only at and above (or before) NL +1; the second contains non-zero entries only at and below (or after) NL+2; and the third is dense. The first column of U and the row of VT are treated separately, however. The rows of the singular vectors found by DLASD4 must be likewise permuted before the matrix multiplies can take place. CTOT (input) INTEGER array, dimension ( 4 ) A count of the total number of the various types of columns in U (or rows in VT), as described in IDXC. The fourth column type is any column which has been deflated. Z (input) DOUBLE PRECISION array, dimension (K) The first K elements of this array contain the components of the deflation-adjusted updating row vector. INFO (output) INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = 1, an singular value did not converge Further Details =============== Based on contributions by Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
nl
- nr
- sqre
- k
- d
- q
- ldq
- dsigma
- u
- ldu
- u2
- ldu2
- vt
- ldvt
- vt2
- ldvt2
- idxc
- ctot
- z
- info
- public abstract void dlasd4(int n, int i, double[] d, double[] z, double[] delta, double rho, org.netlib.util.doubleW sigma, double[] work, org.netlib.util.intW info)
.. Purpose ======= This subroutine computes the square root of the I-th updated eigenvalue of a positive symmetric rank-one modification to a positive diagonal matrix whose entries are given as the squares of the corresponding entries in the array d, and that 0 <= D(i) < D(j) for i < j and that RHO > 0. This is arranged by the calling routine, and is no loss in generality. The rank-one modified system is thus diag( D ) * diag( D ) + RHO * Z * Z_transpose. where we assume the Euclidean norm of Z is 1. The method consists of approximating the rational functions in the secular equation by simpler interpolating rational functions. Arguments ========= N (input) INTEGER The length of all arrays. I (input) INTEGER The index of the eigenvalue to be computed. 1 <= I <= N. D (input) DOUBLE PRECISION array, dimension ( N ) The original eigenvalues. It is assumed that they are in order, 0 <= D(I) < D(J) for I < J. Z (input) DOUBLE PRECISION array, dimension ( N ) The components of the updating vector. DELTA (output) DOUBLE PRECISION array, dimension ( N ) If N .ne. 1, DELTA contains (D(j) - sigma_I) in its j-th component. If N = 1, then DELTA(1) = 1. The vector DELTA contains the information necessary to construct the (singular) eigenvectors. RHO (input) DOUBLE PRECISION The scalar in the symmetric updating formula. SIGMA (output) DOUBLE PRECISION The computed sigma_I, the I-th updated eigenvalue. WORK (workspace) DOUBLE PRECISION array, dimension ( N ) If N .ne. 1, WORK contains (D(j) + sigma_I) in its j-th component. If N = 1, then WORK( 1 ) = 1. INFO (output) INTEGER = 0: successful exit > 0: if INFO = 1, the updating process failed. Internal Parameters =================== Logical variable ORGATI (origin-at-i?) is used for distinguishing whether D(i) or D(i+1) is treated as the origin. ORGATI = .true. origin at i ORGATI = .false. origin at i+1 Logical variable SWTCH3 (switch-for-3-poles?) is for noting if we are working with THREE poles! MAXIT is the maximum number of iterations allowed for each eigenvalue. Further Details =============== Based on contributions by Ren-Cang Li, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
n
- i
- d
- z
- delta
- rho
- sigma
- work
- info
- public abstract void dlasd5(int i, double[] d, double[] z, double[] delta, double rho, org.netlib.util.doubleW dsigma, double[] work)
.. Purpose ======= This subroutine computes the square root of the I-th eigenvalue of a positive symmetric rank-one modification of a 2-by-2 diagonal matrix diag( D ) * diag( D ) + RHO * Z * transpose(Z) . The diagonal entries in the array D are assumed to satisfy 0 <= D(i) < D(j) for i < j . We also assume RHO > 0 and that the Euclidean norm of the vector Z is one. Arguments ========= I (input) INTEGER The index of the eigenvalue to be computed. I = 1 or I = 2. D (input) DOUBLE PRECISION array, dimension ( 2 ) The original eigenvalues. We assume 0 <= D(1) < D(2). Z (input) DOUBLE PRECISION array, dimension ( 2 ) The components of the updating vector. DELTA (output) DOUBLE PRECISION array, dimension ( 2 ) Contains (D(j) - sigma_I) in its j-th component. The vector DELTA contains the information necessary to construct the eigenvectors. RHO (input) DOUBLE PRECISION The scalar in the symmetric updating formula. DSIGMA (output) DOUBLE PRECISION The computed sigma_I, the I-th updated eigenvalue. WORK (workspace) DOUBLE PRECISION array, dimension ( 2 ) WORK contains (D(j) + sigma_I) in its j-th component. Further Details =============== Based on contributions by Ren-Cang Li, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
i
- d
- z
- delta
- rho
- dsigma
- work
- public abstract void dlasd6(int icompq, int nl, int nr, int sqre, double[] d, double[] vf, double[] vl, org.netlib.util.doubleW alpha, org.netlib.util.doubleW beta, int[] idxq, int[] perm, org.netlib.util.intW givptr, int[] givcol, int ldgcol, double[] givnum, int ldgnum, double[] poles, double[] difl, double[] difr, double[] z, org.netlib.util.intW k, org.netlib.util.doubleW c, org.netlib.util.doubleW s, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DLASD6 computes the SVD of an updated upper bidiagonal matrix B obtained by merging two smaller ones by appending a row. This routine is used only for the problem which requires all singular values and optionally singular vector matrices in factored form. B is an N-by-M matrix with N = NL + NR + 1 and M = N + SQRE. A related subroutine, DLASD1, handles the case in which all singular values and singular vectors of the bidiagonal matrix are desired. DLASD6 computes the SVD as follows: ( D1(in) 0 0 0 ) B = U(in) * ( Z1' a Z2' b ) * VT(in) ( 0 0 D2(in) 0 ) = U(out) * ( D(out) 0) * VT(out) where Z' = (Z1' a Z2' b) = u' VT', and u is a vector of dimension M with ALPHA and BETA in the NL+1 and NL+2 th entries and zeros elsewhere; and the entry b is empty if SQRE = 0. The singular values of B can be computed using D1, D2, the first components of all the right singular vectors of the lower block, and the last components of all the right singular vectors of the upper block. These components are stored and updated in VF and VL, respectively, in DLASD6. Hence U and VT are not explicitly referenced. The singular values are stored in D. The algorithm consists of two stages: The first stage consists of deflating the size of the problem when there are multiple singular values 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 DLASD7. The second stage consists of calculating the updated singular values. This is done by finding the roots of the secular equation via the routine DLASD4 (as called by DLASD8). This routine also updates VF and VL and computes the distances between the updated singular values and the old singular values. DLASD6 is called from DLASDA. Arguments ========= ICOMPQ (input) INTEGER Specifies whether singular vectors are to be computed in factored form: = 0: Compute singular values only. = 1: Compute singular vectors in factored form as well. 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. D (input/output) DOUBLE PRECISION array, dimension ( NL+NR+1 ). On entry D(1:NL,1:NL) contains the singular values of the upper block, and D(NL+2:N) contains the singular values of the lower block. On exit D(1:N) contains the singular values of the modified matrix. VF (input/output) DOUBLE PRECISION array, dimension ( M ) On entry, VF(1:NL+1) contains the first components of all right singular vectors of the upper block; and VF(NL+2:M) contains the first components of all right singular vectors of the lower block. On exit, VF contains the first components of all right singular vectors of the bidiagonal matrix. VL (input/output) DOUBLE PRECISION array, dimension ( M ) On entry, VL(1:NL+1) contains the last components of all right singular vectors of the upper block; and VL(NL+2:M) contains the last components of all right singular vectors of the lower block. On exit, VL contains the last components of all right singular vectors of the bidiagonal matrix. ALPHA (input/output) DOUBLE PRECISION Contains the diagonal element associated with the added row. BETA (input/output) DOUBLE PRECISION Contains the off-diagonal element associated with the added row. IDXQ (output) INTEGER array, dimension ( N ) This contains the permutation which will reintegrate the subproblem just solved back into sorted order, i.e. D( IDXQ( I = 1, N ) ) will be in ascending order. PERM (output) INTEGER array, dimension ( N ) The permutations (from deflation and sorting) to be applied to each block. Not referenced if ICOMPQ = 0. GIVPTR (output) INTEGER The number of Givens rotations which took place in this subproblem. Not referenced if ICOMPQ = 0. GIVCOL (output) INTEGER array, dimension ( LDGCOL, 2 ) Each pair of numbers indicates a pair of columns to take place in a Givens rotation. Not referenced if ICOMPQ = 0. LDGCOL (input) INTEGER leading dimension of GIVCOL, must be at least N. GIVNUM (output) DOUBLE PRECISION array, dimension ( LDGNUM, 2 ) Each number indicates the C or S value to be used in the corresponding Givens rotation. Not referenced if ICOMPQ = 0. LDGNUM (input) INTEGER The leading dimension of GIVNUM and POLES, must be at least N. POLES (output) DOUBLE PRECISION array, dimension ( LDGNUM, 2 ) On exit, POLES(1,*) is an array containing the new singular values obtained from solving the secular equation, and POLES(2,*) is an array containing the poles in the secular equation. Not referenced if ICOMPQ = 0. DIFL (output) DOUBLE PRECISION array, dimension ( N ) On exit, DIFL(I) is the distance between I-th updated (undeflated) singular value and the I-th (undeflated) old singular value. DIFR (output) DOUBLE PRECISION array, dimension ( LDGNUM, 2 ) if ICOMPQ = 1 and dimension ( N ) if ICOMPQ = 0. On exit, DIFR(I, 1) is the distance between I-th updated (undeflated) singular value and the I+1-th (undeflated) old singular value. If ICOMPQ = 1, DIFR(1:K,2) is an array containing the normalizing factors for the right singular vector matrix. See DLASD8 for details on DIFL and DIFR. Z (output) DOUBLE PRECISION array, dimension ( M ) The first elements of this array contain the components of the deflation-adjusted updating row vector. K (output) INTEGER Contains the dimension of the non-deflated matrix, This is the order of the related secular equation. 1 <= K <=N. C (output) DOUBLE PRECISION C contains garbage if SQRE =0 and the C-value of a Givens rotation related to the right null space if SQRE = 1. S (output) DOUBLE PRECISION S contains garbage if SQRE =0 and the S-value of a Givens rotation related to the right null space if SQRE = 1. WORK (workspace) DOUBLE PRECISION array, dimension ( 4 * M ) IWORK (workspace) INTEGER 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 = 1, an singular value did not converge Further Details =============== Based on contributions by Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
icompq
- nl
- nr
- sqre
- d
- vf
- vl
- alpha
- beta
- idxq
- perm
- givptr
- givcol
- ldgcol
- givnum
- ldgnum
- poles
- difl
- difr
- z
- k
- c
- s
- work
- iwork
- info
- public abstract void dlasd7(int icompq, int nl, int nr, int sqre, org.netlib.util.intW k, double[] d, double[] z, double[] zw, double[] vf, double[] vfw, double[] vl, double[] vlw, double alpha, double beta, double[] dsigma, int[] idx, int[] idxp, int[] idxq, int[] perm, org.netlib.util.intW givptr, int[] givcol, int ldgcol, double[] givnum, int ldgnum, org.netlib.util.doubleW c, org.netlib.util.doubleW s, org.netlib.util.intW info)
.. Purpose ======= DLASD7 merges the two sets of singular values 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 singular values are close together or if there is a tiny entry in the Z vector. For each such occurrence the order of the related secular equation problem is reduced by one. DLASD7 is called from DLASD6. Arguments ========= ICOMPQ (input) INTEGER Specifies whether singular vectors are to be computed in compact form, as follows: = 0: Compute singular values only. = 1: Compute singular vectors of upper bidiagonal matrix in compact form. 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 N = NL + NR + 1 rows and M = N + SQRE >= N columns. K (output) INTEGER Contains the dimension of the non-deflated matrix, this is the order of the related secular equation. 1 <= K <=N. D (input/output) DOUBLE PRECISION array, dimension ( N ) On entry D contains the singular values of the two submatrices to be combined. On exit D contains the trailing (N-K) updated singular values (those which were deflated) sorted into increasing order. Z (output) DOUBLE PRECISION array, dimension ( M ) On exit Z contains the updating row vector in the secular equation. ZW (workspace) DOUBLE PRECISION array, dimension ( M ) Workspace for Z. VF (input/output) DOUBLE PRECISION array, dimension ( M ) On entry, VF(1:NL+1) contains the first components of all right singular vectors of the upper block; and VF(NL+2:M) contains the first components of all right singular vectors of the lower block. On exit, VF contains the first components of all right singular vectors of the bidiagonal matrix. VFW (workspace) DOUBLE PRECISION array, dimension ( M ) Workspace for VF. VL (input/output) DOUBLE PRECISION array, dimension ( M ) On entry, VL(1:NL+1) contains the last components of all right singular vectors of the upper block; and VL(NL+2:M) contains the last components of all right singular vectors of the lower block. On exit, VL contains the last components of all right singular vectors of the bidiagonal matrix. VLW (workspace) DOUBLE PRECISION array, dimension ( M ) Workspace for VL. ALPHA (input) DOUBLE PRECISION Contains the diagonal element associated with the added row. BETA (input) DOUBLE PRECISION Contains the off-diagonal element associated with the added row. DSIGMA (output) DOUBLE PRECISION array, dimension ( N ) Contains a copy of the diagonal elements (K-1 singular values and one zero) in the secular equation. IDX (workspace) INTEGER array, dimension ( N ) This will contain the permutation used to sort the contents of D into ascending order. IDXP (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 IDXP(2:K) points to the nondeflated D-values and IDXP(K+1:N) points to the deflated singular values. IDXQ (input) INTEGER array, dimension ( N ) This contains the permutation which separately sorts the two sub-problems in D into ascending order. Note that entries in the first half of this permutation must first be moved one position backward; and entries in the second half must first have NL+1 added to their values. PERM (output) INTEGER array, dimension ( N ) The permutations (from deflation and sorting) to be applied to each singular block. Not referenced if ICOMPQ = 0. GIVPTR (output) INTEGER The number of Givens rotations which took place in this subproblem. Not referenced if ICOMPQ = 0. GIVCOL (output) INTEGER array, dimension ( LDGCOL, 2 ) Each pair of numbers indicates a pair of columns to take place in a Givens rotation. Not referenced if ICOMPQ = 0. LDGCOL (input) INTEGER The leading dimension of GIVCOL, must be at least N. GIVNUM (output) DOUBLE PRECISION array, dimension ( LDGNUM, 2 ) Each number indicates the C or S value to be used in the corresponding Givens rotation. Not referenced if ICOMPQ = 0. LDGNUM (input) INTEGER The leading dimension of GIVNUM, must be at least N. C (output) DOUBLE PRECISION C contains garbage if SQRE =0 and the C-value of a Givens rotation related to the right null space if SQRE = 1. S (output) DOUBLE PRECISION S contains garbage if SQRE =0 and the S-value of a Givens rotation related to the right null space if SQRE = 1. 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 Huan Ren, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
icompq
- nl
- nr
- sqre
- k
- d
- z
- zw
- vf
- vfw
- vl
- vlw
- alpha
- beta
- dsigma
- idx
- idxp
- idxq
- perm
- givptr
- givcol
- ldgcol
- givnum
- ldgnum
- c
- s
- info
- public abstract void dlasd8(int icompq, int k, double[] d, double[] z, double[] vf, double[] vl, double[] difl, double[] difr, int lddifr, double[] dsigma, double[] work, org.netlib.util.intW info)
.. Purpose ======= DLASD8 finds the square roots of the roots of the secular equation, as defined by the values in DSIGMA and Z. It makes the appropriate calls to DLASD4, and stores, for each element in D, the distance to its two nearest poles (elements in DSIGMA). It also updates the arrays VF and VL, the first and last components of all the right singular vectors of the original bidiagonal matrix. DLASD8 is called from DLASD6. Arguments ========= ICOMPQ (input) INTEGER Specifies whether singular vectors are to be computed in factored form in the calling routine: = 0: Compute singular values only. = 1: Compute singular vectors in factored form as well. K (input) INTEGER The number of terms in the rational function to be solved by DLASD4. K >= 1. D (output) DOUBLE PRECISION array, dimension ( K ) On output, D contains the updated singular values. Z (input) DOUBLE PRECISION array, dimension ( K ) The first K elements of this array contain the components of the deflation-adjusted updating row vector. VF (input/output) DOUBLE PRECISION array, dimension ( K ) On entry, VF contains information passed through DBEDE8. On exit, VF contains the first K components of the first components of all right singular vectors of the bidiagonal matrix. VL (input/output) DOUBLE PRECISION array, dimension ( K ) On entry, VL contains information passed through DBEDE8. On exit, VL contains the first K components of the last components of all right singular vectors of the bidiagonal matrix. DIFL (output) DOUBLE PRECISION array, dimension ( K ) On exit, DIFL(I) = D(I) - DSIGMA(I). DIFR (output) DOUBLE PRECISION array, dimension ( LDDIFR, 2 ) if ICOMPQ = 1 and dimension ( K ) if ICOMPQ = 0. On exit, DIFR(I,1) = D(I) - DSIGMA(I+1), DIFR(K,1) is not defined and will not be referenced. If ICOMPQ = 1, DIFR(1:K,2) is an array containing the normalizing factors for the right singular vector matrix. LDDIFR (input) INTEGER The leading dimension of DIFR, must be at least K. DSIGMA (input) DOUBLE PRECISION array, dimension ( K ) The first K elements of this array contain the old roots of the deflated updating problem. These are the poles of the secular equation. WORK (workspace) DOUBLE PRECISION array, dimension at least 3 * K INFO (output) INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = 1, an singular value did not converge Further Details =============== Based on contributions by Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
icompq
- k
- d
- z
- vf
- vl
- difl
- difr
- lddifr
- dsigma
- work
- info
- public abstract void dlasda(int icompq, int smlsiz, int n, int sqre, double[] d, double[] e, double[] u, int ldu, double[] vt, int[] k, double[] difl, double[] difr, double[] z, double[] poles, int[] givptr, int[] givcol, int ldgcol, int[] perm, double[] givnum, double[] c, double[] s, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= Using a divide and conquer approach, DLASDA computes the singular value decomposition (SVD) of a real upper bidiagonal N-by-M matrix B with diagonal D and offdiagonal E, where M = N + SQRE. The algorithm computes the singular values in the SVD B = U * S * VT. The orthogonal matrices U and VT are optionally computed in compact form. A related subroutine, DLASD0, computes the singular values and the singular vectors in explicit form. Arguments ========= ICOMPQ (input) INTEGER Specifies whether singular vectors are to be computed in compact form, as follows = 0: Compute singular values only. = 1: Compute singular vectors of upper bidiagonal matrix in compact form. SMLSIZ (input) INTEGER The maximum size of the subproblems at the bottom of the computation tree. N (input) INTEGER The row dimension of the upper bidiagonal matrix. This is also the dimension of the main diagonal array D. SQRE (input) INTEGER Specifies the column dimension of the bidiagonal matrix. = 0: The bidiagonal matrix has column dimension M = N; = 1: The bidiagonal matrix has column dimension M = N + 1. D (input/output) DOUBLE PRECISION array, dimension ( N ) On entry D contains the main diagonal of the bidiagonal matrix. On exit D, if INFO = 0, contains its singular values. E (input) DOUBLE PRECISION array, dimension ( M-1 ) Contains the subdiagonal entries of the bidiagonal matrix. On exit, E has been destroyed. U (output) DOUBLE PRECISION array, dimension ( LDU, SMLSIZ ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, 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 (output) DOUBLE PRECISION array, dimension ( LDU, SMLSIZ+1 ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, VT' contains the right singular vector matrices of all subproblems at the bottom level. K (output) INTEGER array, dimension ( N ) if ICOMPQ = 1 and dimension 1 if ICOMPQ = 0. If ICOMPQ = 1, on exit, K(I) is the dimension of the I-th secular equation on the computation tree. DIFL (output) DOUBLE PRECISION array, dimension ( LDU, NLVL ), where NLVL = floor(log_2 (N/SMLSIZ))). DIFR (output) DOUBLE PRECISION array, dimension ( LDU, 2 * NLVL ) if ICOMPQ = 1 and dimension ( N ) if ICOMPQ = 0. If ICOMPQ = 1, on exit, DIFL(1:N, I) and DIFR(1:N, 2 * I - 1) record distances between singular values on the I-th level and singular values on the (I -1)-th level, and DIFR(1:N, 2 * I ) contains the normalizing factors for the right singular vector matrix. See DLASD8 for details. Z (output) DOUBLE PRECISION array, dimension ( LDU, NLVL ) if ICOMPQ = 1 and dimension ( N ) if ICOMPQ = 0. The first K elements of Z(1, I) contain the components of the deflation-adjusted updating row vector for subproblems on the I-th level. POLES (output) DOUBLE PRECISION array, dimension ( LDU, 2 * NLVL ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, POLES(1, 2*I - 1) and POLES(1, 2*I) contain the new and old singular values involved in the secular equations on the I-th level. GIVPTR (output) INTEGER array, dimension ( N ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, GIVPTR( I ) records the number of Givens rotations performed on the I-th problem on the computation tree. GIVCOL (output) INTEGER array, dimension ( LDGCOL, 2 * NLVL ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, for each I, GIVCOL(1, 2 *I - 1) and GIVCOL(1, 2 *I) record 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 (output) INTEGER array, dimension ( LDGCOL, NLVL ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, PERM(1, I) records permutations done on the I-th level of the computation tree. GIVNUM (output) DOUBLE PRECISION array, dimension ( LDU, 2 * NLVL ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, for each I, GIVNUM(1, 2 *I - 1) and GIVNUM(1, 2 *I) record the C- and S- values of Givens rotations performed on the I-th level on the computation tree. C (output) DOUBLE PRECISION array, dimension ( N ) if ICOMPQ = 1, and dimension 1 if ICOMPQ = 0. If ICOMPQ = 1 and the I-th subproblem is not square, on exit, C( I ) contains the C-value of a Givens rotation related to the right null space of the I-th subproblem. S (output) DOUBLE PRECISION array, dimension ( N ) if ICOMPQ = 1, and dimension 1 if ICOMPQ = 0. If ICOMPQ = 1 and the I-th subproblem is not square, on exit, S( I ) contains the S-value of a Givens rotation related to the right null space of the I-th subproblem. WORK (workspace) DOUBLE PRECISION array, dimension (6 * N + (SMLSIZ + 1)*(SMLSIZ + 1)). IWORK (workspace) INTEGER array. Dimension must be at least (7 * N). INFO (output) INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = 1, an singular value did not converge Further Details =============== Based on contributions by Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
icompq
- smlsiz
- n
- sqre
- d
- e
- u
- ldu
- vt
- k
- difl
- difr
- z
- poles
- givptr
- givcol
- ldgcol
- perm
- givnum
- c
- s
- work
- iwork
- info
- public abstract void dlasdq(java.lang.String uplo, int sqre, int n, int ncvt, int nru, int ncc, double[] d, double[] e, double[] vt, int ldvt, double[] u, int ldu, double[] c, int Ldc, double[] work, org.netlib.util.intW info)
.. Purpose ======= DLASDQ computes the singular value decomposition (SVD) of a real (upper or lower) bidiagonal matrix with diagonal D and offdiagonal E, accumulating the transformations if desired. Letting B denote the input bidiagonal matrix, the algorithm computes orthogonal matrices Q and P such that B = Q * S * P' (P' denotes the transpose of P). The singular values S are overwritten on D. The input matrix U is changed to U * Q if desired. The input matrix VT is changed to P' * VT if desired. The input matrix C is changed to Q' * C if desired. See "Computing Small Singular Values of Bidiagonal Matrices With Guaranteed High Relative Accuracy," by J. Demmel and W. Kahan, LAPACK Working Note #3, for a detailed description of the algorithm. Arguments ========= UPLO (input) CHARACTER*1 On entry, UPLO specifies whether the input bidiagonal matrix is upper or lower bidiagonal, and wether it is square are not. UPLO = 'U' or 'u' B is upper bidiagonal. UPLO = 'L' or 'l' B is lower bidiagonal. SQRE (input) INTEGER = 0: then the input matrix is N-by-N. = 1: then the input matrix is N-by-(N+1) if UPLU = 'U' and (N+1)-by-N if UPLU = 'L'. The bidiagonal matrix has N = NL + NR + 1 rows and M = N + SQRE >= N columns. N (input) INTEGER On entry, N specifies the number of rows and columns in the matrix. N must be at least 0. NCVT (input) INTEGER On entry, NCVT specifies the number of columns of the matrix VT. NCVT must be at least 0. NRU (input) INTEGER On entry, NRU specifies the number of rows of the matrix U. NRU must be at least 0. NCC (input) INTEGER On entry, NCC specifies the number of columns of the matrix C. NCC must be at least 0. D (input/output) DOUBLE PRECISION array, dimension (N) On entry, D contains the diagonal entries of the bidiagonal matrix whose SVD is desired. On normal exit, D contains the singular values in ascending order. E (input/output) DOUBLE PRECISION array. dimension is (N-1) if SQRE = 0 and N if SQRE = 1. On entry, the entries of E contain the offdiagonal entries of the bidiagonal matrix whose SVD is desired. On normal exit, E will contain 0. If the algorithm does not converge, D and E will contain the diagonal and superdiagonal entries of a bidiagonal matrix orthogonally equivalent to the one given as input. VT (input/output) DOUBLE PRECISION array, dimension (LDVT, NCVT) On entry, contains a matrix which on exit has been premultiplied by P', dimension N-by-NCVT if SQRE = 0 and (N+1)-by-NCVT if SQRE = 1 (not referenced if NCVT=0). LDVT (input) INTEGER On entry, LDVT specifies the leading dimension of VT as declared in the calling (sub) program. LDVT must be at least 1. If NCVT is nonzero LDVT must also be at least N. U (input/output) DOUBLE PRECISION array, dimension (LDU, N) On entry, contains a matrix which on exit has been postmultiplied by Q, dimension NRU-by-N if SQRE = 0 and NRU-by-(N+1) if SQRE = 1 (not referenced if NRU=0). LDU (input) INTEGER On entry, LDU specifies the leading dimension of U as declared in the calling (sub) program. LDU must be at least max( 1, NRU ) . C (input/output) DOUBLE PRECISION array, dimension (LDC, NCC) On entry, contains an N-by-NCC matrix which on exit has been premultiplied by Q' dimension N-by-NCC if SQRE = 0 and (N+1)-by-NCC if SQRE = 1 (not referenced if NCC=0). LDC (input) INTEGER On entry, LDC specifies the leading dimension of C as declared in the calling (sub) program. LDC must be at least 1. If NCC is nonzero, LDC must also be at least N. WORK (workspace) DOUBLE PRECISION array, dimension (4*N) Workspace. Only referenced if one of NCVT, NRU, or NCC is nonzero, and if N is at least 2. INFO (output) INTEGER On exit, a value of 0 indicates a successful exit. If INFO < 0, argument number -INFO is illegal. If INFO > 0, the algorithm did not converge, and INFO specifies how many superdiagonals did not converge. Further Details =============== Based on contributions by Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
uplo
- sqre
- n
- ncvt
- nru
- ncc
- d
- e
- vt
- ldvt
- u
- ldu
- c
- Ldc
- work
- info
- public abstract void dlasdt(int n, org.netlib.util.intW lvl, org.netlib.util.intW nd, int[] inode, int[] ndiml, int[] ndimr, int msub)
.. Purpose ======= DLASDT creates a tree of subproblems for bidiagonal divide and conquer. Arguments ========= N (input) INTEGER On entry, the number of diagonal elements of the bidiagonal matrix. LVL (output) INTEGER On exit, the number of levels on the computation tree. ND (output) INTEGER On exit, the number of nodes on the tree. INODE (output) INTEGER array, dimension ( N ) On exit, centers of subproblems. NDIML (output) INTEGER array, dimension ( N ) On exit, row dimensions of left children. NDIMR (output) INTEGER array, dimension ( N ) On exit, row dimensions of right children. MSUB (input) INTEGER. On entry, the maximum row dimension each subproblem at the bottom of the tree can be of. Further Details =============== Based on contributions by Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
n
- lvl
- nd
- inode
- ndiml
- ndimr
- msub
- public abstract void dlaset(java.lang.String uplo, int m, int n, double alpha, double beta, double[] a, int lda)
.. Purpose ======= DLASET initializes an m-by-n matrix 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 strictly lower triangular part of A is not changed. = 'L': Lower triangular part is set; the strictly upper triangular part of A is not changed. Otherwise: All of the matrix A is set. 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. ALPHA (input) DOUBLE PRECISION The constant to which the offdiagonal elements are to be set. BETA (input) DOUBLE PRECISION The constant to which the diagonal elements are to be set. A (input/output) DOUBLE PRECISION array, dimension (LDA,N) On exit, the leading m-by-n submatrix of A is set as follows: if UPLO = 'U', A(i,j) = ALPHA, 1<=i<=j-1, 1<=j<=n, if UPLO = 'L', A(i,j) = ALPHA, j+1<=i<=m, 1<=j<=n, otherwise, A(i,j) = ALPHA, 1<=i<=m, 1<=j<=n, i.ne.j, and, for all UPLO, 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 ..
uplo
- m
- n
- alpha
- beta
- a
- lda
- public abstract void dlasq1(int n, double[] d, double[] e, double[] work, org.netlib.util.intW info)
.. Purpose ======= DLASQ1 computes the singular values of a real N-by-N bidiagonal matrix with diagonal D and off-diagonal E. The singular values are computed to high relative accuracy, in the absence of denormalization, underflow and overflow. The algorithm was first presented in "Accurate singular values and differential qd algorithms" by K. V. Fernando and B. N. Parlett, Numer. Math., Vol-67, No. 2, pp. 191-230, 1994, and the present implementation is described in "An implementation of the dqds Algorithm (Positive Case)", LAPACK Working Note. Arguments ========= N (input) INTEGER The number of rows and columns in the matrix. N >= 0. D (input/output) DOUBLE PRECISION array, dimension (N) On entry, D contains the diagonal elements of the bidiagonal matrix whose SVD is desired. On normal exit, D contains the singular values in decreasing order. E (input/output) DOUBLE PRECISION array, dimension (N) On entry, elements E(1:N-1) contain the off-diagonal elements of the bidiagonal matrix whose SVD is desired. On exit, E is overwritten. WORK (workspace) DOUBLE PRECISION 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 failed = 1, a split was marked by a positive value in E = 2, current block of Z not diagonalized after 30*N iterations (in inner while loop) = 3, termination criterion of outer while loop not met (program created more than N unreduced blocks) ===================================================================== .. Parameters ..
n
- d
- e
- work
- info
- public abstract void dlasq2(int n, double[] z, org.netlib.util.intW info)
.. Purpose ======= DLASQ2 computes all the eigenvalues of the symmetric positive definite tridiagonal matrix associated with the qd array Z to high relative accuracy are computed to high relative accuracy, in the absence of denormalization, underflow and overflow. To see the relation of Z to the tridiagonal matrix, let L be a unit lower bidiagonal matrix with subdiagonals Z(2,4,6,,..) and let U be an upper bidiagonal matrix with 1's above and diagonal Z(1,3,5,,..). The tridiagonal is L*U or, if you prefer, the symmetric tridiagonal to which it is similar. Note : DLASQ2 defines a logical variable, IEEE, which is true on machines which follow ieee-754 floating-point standard in their handling of infinities and NaNs, and false otherwise. This variable is passed to DLAZQ3. Arguments ========= N (input) INTEGER The number of rows and columns in the matrix. N >= 0. Z (workspace) DOUBLE PRECISION array, dimension ( 4*N ) On entry Z holds the qd array. On exit, entries 1 to N hold the eigenvalues in decreasing order, Z( 2*N+1 ) holds the trace, and Z( 2*N+2 ) holds the sum of the eigenvalues. If N > 2, then Z( 2*N+3 ) holds the iteration count, Z( 2*N+4 ) holds NDIVS/NIN^2, and Z( 2*N+5 ) holds the percentage of shifts that failed. INFO (output) INTEGER = 0: successful exit < 0: if the i-th argument is a scalar and had an illegal value, then INFO = -i, if the i-th argument is an array and the j-entry had an illegal value, then INFO = -(i*100+j) > 0: the algorithm failed = 1, a split was marked by a positive value in E = 2, current block of Z not diagonalized after 30*N iterations (in inner while loop) = 3, termination criterion of outer while loop not met (program created more than N unreduced blocks) Further Details =============== Local Variables: I0:N0 defines a current unreduced segment of Z. The shifts are accumulated in SIGMA. Iteration count is in ITER. Ping-pong is controlled by PP (alternates between 0 and 1). ===================================================================== .. Parameters ..
n
- z
- info
- public abstract void dlasq3(int i0, org.netlib.util.intW n0, double[] z, int pp, org.netlib.util.doubleW dmin, org.netlib.util.doubleW sigma, org.netlib.util.doubleW desig, org.netlib.util.doubleW qmax, org.netlib.util.intW nfail, org.netlib.util.intW iter, org.netlib.util.intW ndiv, boolean ieee)
.. Purpose ======= DLASQ3 checks for deflation, computes a shift (TAU) and calls dqds. In case of failure it changes shifts, and tries again until output is positive. Arguments ========= I0 (input) INTEGER First index. N0 (input) INTEGER Last index. Z (input) DOUBLE PRECISION array, dimension ( 4*N ) Z holds the qd array. PP (input) INTEGER PP=0 for ping, PP=1 for pong. DMIN (output) DOUBLE PRECISION Minimum value of d. SIGMA (output) DOUBLE PRECISION Sum of shifts used in current segment. DESIG (input/output) DOUBLE PRECISION Lower order part of SIGMA QMAX (input) DOUBLE PRECISION Maximum value of q. NFAIL (output) INTEGER Number of times shift was too big. ITER (output) INTEGER Number of iterations. NDIV (output) INTEGER Number of divisions. TTYPE (output) INTEGER Shift type. IEEE (input) LOGICAL Flag for IEEE or non IEEE arithmetic (passed to DLASQ5). ===================================================================== .. Parameters ..
i0
- n0
- z
- pp
- dmin
- sigma
- desig
- qmax
- nfail
- iter
- ndiv
- ieee
- public abstract void dlasq4(int i0, int n0, double[] z, int pp, int n0in, double dmin, double dmin1, double dmin2, double dn, double dn1, double dn2, org.netlib.util.doubleW tau, org.netlib.util.intW ttype)
.. Purpose ======= DLASQ4 computes an approximation TAU to the smallest eigenvalue using values of d from the previous transform. I0 (input) INTEGER First index. N0 (input) INTEGER Last index. Z (input) DOUBLE PRECISION array, dimension ( 4*N ) Z holds the qd array. PP (input) INTEGER PP=0 for ping, PP=1 for pong. N0IN (input) INTEGER The value of N0 at start of EIGTEST. DMIN (input) DOUBLE PRECISION Minimum value of d. DMIN1 (input) DOUBLE PRECISION Minimum value of d, excluding D( N0 ). DMIN2 (input) DOUBLE PRECISION Minimum value of d, excluding D( N0 ) and D( N0-1 ). DN (input) DOUBLE PRECISION d(N) DN1 (input) DOUBLE PRECISION d(N-1) DN2 (input) DOUBLE PRECISION d(N-2) TAU (output) DOUBLE PRECISION This is the shift. TTYPE (output) INTEGER Shift type. Further Details =============== CNST1 = 9/16 ===================================================================== .. Parameters ..
i0
- n0
- z
- pp
- n0in
- dmin
- dmin1
- dmin2
- dn
- dn1
- dn2
- tau
- ttype
- public abstract void dlasq5(int i0, int n0, double[] z, int pp, double tau, org.netlib.util.doubleW dmin, org.netlib.util.doubleW dmin1, org.netlib.util.doubleW dmin2, org.netlib.util.doubleW dn, org.netlib.util.doubleW dnm1, org.netlib.util.doubleW dnm2, boolean ieee)
.. Purpose ======= DLASQ5 computes one dqds transform in ping-pong form, one version for IEEE machines another for non IEEE machines. Arguments ========= I0 (input) INTEGER First index. N0 (input) INTEGER Last index. Z (input) DOUBLE PRECISION array, dimension ( 4*N ) Z holds the qd array. EMIN is stored in Z(4*N0) to avoid an extra argument. PP (input) INTEGER PP=0 for ping, PP=1 for pong. TAU (input) DOUBLE PRECISION This is the shift. DMIN (output) DOUBLE PRECISION Minimum value of d. DMIN1 (output) DOUBLE PRECISION Minimum value of d, excluding D( N0 ). DMIN2 (output) DOUBLE PRECISION Minimum value of d, excluding D( N0 ) and D( N0-1 ). DN (output) DOUBLE PRECISION d(N0), the last value of d. DNM1 (output) DOUBLE PRECISION d(N0-1). DNM2 (output) DOUBLE PRECISION d(N0-2). IEEE (input) LOGICAL Flag for IEEE or non IEEE arithmetic. ===================================================================== .. Parameter ..
i0
- n0
- z
- pp
- tau
- dmin
- dmin1
- dmin2
- dn
- dnm1
- dnm2
- ieee
- public abstract void dlasq6(int i0, int n0, double[] z, int pp, org.netlib.util.doubleW dmin, org.netlib.util.doubleW dmin1, org.netlib.util.doubleW dmin2, org.netlib.util.doubleW dn, org.netlib.util.doubleW dnm1, org.netlib.util.doubleW dnm2)
.. Purpose ======= DLASQ6 computes one dqd (shift equal to zero) transform in ping-pong form, with protection against underflow and overflow. Arguments ========= I0 (input) INTEGER First index. N0 (input) INTEGER Last index. Z (input) DOUBLE PRECISION array, dimension ( 4*N ) Z holds the qd array. EMIN is stored in Z(4*N0) to avoid an extra argument. PP (input) INTEGER PP=0 for ping, PP=1 for pong. DMIN (output) DOUBLE PRECISION Minimum value of d. DMIN1 (output) DOUBLE PRECISION Minimum value of d, excluding D( N0 ). DMIN2 (output) DOUBLE PRECISION Minimum value of d, excluding D( N0 ) and D( N0-1 ). DN (output) DOUBLE PRECISION d(N0), the last value of d. DNM1 (output) DOUBLE PRECISION d(N0-1). DNM2 (output) DOUBLE PRECISION d(N0-2). ===================================================================== .. Parameter ..
i0
- n0
- z
- pp
- dmin
- dmin1
- dmin2
- dn
- dnm1
- dnm2
- public abstract void dlasr(java.lang.String side, java.lang.String pivot, java.lang.String direct, int m, int n, double[] c, double[] s, double[] a, int lda)
.. Purpose ======= DLASR applies a sequence of plane rotations to a real matrix A, from either the left or the right. When SIDE = 'L', the transformation takes the form A := P*A and when SIDE = 'R', the transformation takes the form A := A*P**T where P is an orthogonal matrix consisting of a sequence of z plane rotations, with z = M when SIDE = 'L' and z = N when SIDE = 'R', and P**T is the transpose of P. When DIRECT = 'F' (Forward sequence), then P = P(z-1) * ... * P(2) * P(1) and when DIRECT = 'B' (Backward sequence), then P = P(1) * P(2) * ... * P(z-1) where P(k) is a plane rotation matrix defined by the 2-by-2 rotation R(k) = ( c(k) s(k) ) = ( -s(k) c(k) ). When PIVOT = 'V' (Variable pivot), the rotation is performed for the plane (k,k+1), i.e., P(k) has the form P(k) = ( 1 ) ( ... ) ( 1 ) ( c(k) s(k) ) ( -s(k) c(k) ) ( 1 ) ( ... ) ( 1 ) where R(k) appears as a rank-2 modification to the identity matrix in rows and columns k and k+1. When PIVOT = 'T' (Top pivot), the rotation is performed for the plane (1,k+1), so P(k) has the form P(k) = ( c(k) s(k) ) ( 1 ) ( ... ) ( 1 ) ( -s(k) c(k) ) ( 1 ) ( ... ) ( 1 ) where R(k) appears in rows and columns 1 and k+1. Similarly, when PIVOT = 'B' (Bottom pivot), the rotation is performed for the plane (k,z), giving P(k) the form P(k) = ( 1 ) ( ... ) ( 1 ) ( c(k) s(k) ) ( 1 ) ( ... ) ( 1 ) ( -s(k) c(k) ) where R(k) appears in rows and columns k and z. The rotations are performed without ever forming P(k) explicitly. 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**T 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) 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) 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 (input) DOUBLE PRECISION array, dimension (M-1) if SIDE = 'L' (N-1) if SIDE = 'R' The cosines c(k) of the plane rotations. S (input) DOUBLE PRECISION array, dimension (M-1) if SIDE = 'L' (N-1) if SIDE = 'R' The sines s(k) of the plane rotations. The 2-by-2 plane rotation part of the matrix P(k), R(k), has the form R(k) = ( c(k) s(k) ) ( -s(k) c(k) ). A (input/output) DOUBLE PRECISION 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**T if SIDE = 'L'. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M). ===================================================================== .. Parameters ..
side
- pivot
- direct
- m
- n
- c
- s
- a
- lda
- public abstract void dlasrt(java.lang.String id, int n, double[] d, org.netlib.util.intW info)
.. Purpose ======= Sort the numbers in D in increasing order (if ID = 'I') or in decreasing order (if ID = 'D' ). Use Quick Sort, reverting to Insertion sort on arrays of size <= 20. Dimension of STACK limits N to about 2**32. Arguments ========= ID (input) CHARACTER*1 = 'I': sort D in increasing order; = 'D': sort D in decreasing order. N (input) INTEGER The length of the array D. D (input/output) DOUBLE PRECISION array, dimension (N) On entry, the array to be sorted. On exit, D has been sorted into increasing order (D(1) <= ... <= D(N) ) or into decreasing order (D(1) >= ... >= D(N) ), depending on ID. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
id
- n
- d
- info
- public abstract void dlassq(int n, double[] x, int incx, org.netlib.util.doubleW scale, org.netlib.util.doubleW sumsq)
.. Purpose ======= DLASSQ returns the values scl and smsq such that ( scl**2 )*smsq = x( 1 )**2 +...+ x( n )**2 + ( scale**2 )*sumsq, where x( i ) = X( 1 + ( i - 1 )*INCX ). The value of sumsq is assumed to be non-negative and scl returns the value scl = max( scale, abs( x( i ) ) ). scale and sumsq must be supplied in SCALE and SUMSQ and scl and smsq are overwritten on SCALE and SUMSQ 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) DOUBLE PRECISION array, dimension (N) The vector for which a scaled sum of squares is computed. 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) DOUBLE PRECISION On entry, the value scale in the equation above. On exit, SCALE is overwritten with scl , the scaling factor for the sum of squares. SUMSQ (input/output) DOUBLE PRECISION On entry, the value sumsq in the equation above. On exit, SUMSQ is overwritten with smsq , the basic sum of squares from which scl has been factored out. ===================================================================== .. Parameters ..
n
- x
- incx
- scale
- sumsq
- public abstract void dlasv2(double f, double g, double h, org.netlib.util.doubleW ssmin, org.netlib.util.doubleW ssmax, org.netlib.util.doubleW snr, org.netlib.util.doubleW csr, org.netlib.util.doubleW snl, org.netlib.util.doubleW csl)
.. Purpose ======= DLASV2 computes the singular value decomposition of a 2-by-2 triangular matrix [ F G ] [ 0 H ]. On return, abs(SSMAX) is the larger singular value, abs(SSMIN) is the smaller singular value, and (CSL,SNL) and (CSR,SNR) are the left and right singular vectors for abs(SSMAX), giving the decomposition [ CSL SNL ] [ F G ] [ CSR -SNR ] = [ SSMAX 0 ] [-SNL CSL ] [ 0 H ] [ SNR CSR ] [ 0 SSMIN ]. Arguments ========= F (input) DOUBLE PRECISION The (1,1) element of the 2-by-2 matrix. G (input) DOUBLE PRECISION The (1,2) element of the 2-by-2 matrix. H (input) DOUBLE PRECISION The (2,2) element of the 2-by-2 matrix. SSMIN (output) DOUBLE PRECISION abs(SSMIN) is the smaller singular value. SSMAX (output) DOUBLE PRECISION abs(SSMAX) is the larger singular value. SNL (output) DOUBLE PRECISION CSL (output) DOUBLE PRECISION The vector (CSL, SNL) is a unit left singular vector for the singular value abs(SSMAX). SNR (output) DOUBLE PRECISION CSR (output) DOUBLE PRECISION The vector (CSR, SNR) is a unit right singular vector for the singular value abs(SSMAX). Further Details =============== Any input parameter may be aliased with any output parameter. Barring over/underflow and assuming a guard digit in subtraction, all output quantities are correct to within a few units in the last place (ulps). In IEEE arithmetic, the code works correctly if one matrix element is infinite. Overflow will not occur unless the largest singular value itself overflows or is within a few ulps of overflow. (On machines with partial overflow, like the Cray, overflow may occur if the largest singular value is within a factor of 2 of overflow.) Underflow is harmless if underflow is gradual. Otherwise, results may correspond to a matrix modified by perturbations of size near the underflow threshold. ===================================================================== .. Parameters ..
f
- g
- h
- ssmin
- ssmax
- snr
- csr
- snl
- csl
- public abstract void dlaswp(int n, double[] a, int lda, int k1, int k2, int[] ipiv, int incx)
.. Purpose ======= DLASWP 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) DOUBLE PRECISION 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 (K2*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 ..
n
- a
- lda
- k1
- k2
- ipiv
- incx
- public abstract void dlasy2(boolean ltranl, boolean ltranr, int isgn, int n1, int n2, double[] tl, int ldtl, double[] tr, int ldtr, double[] b, int ldb, org.netlib.util.doubleW scale, double[] x, int ldx, org.netlib.util.doubleW xnorm, org.netlib.util.intW info)
.. Purpose ======= DLASY2 solves for the N1 by N2 matrix X, 1 <= N1,N2 <= 2, in op(TL)*X + ISGN*X*op(TR) = SCALE*B, where TL is N1 by N1, TR is N2 by N2, B is N1 by N2, and ISGN = 1 or -1. op(T) = T or T', where T' denotes the transpose of T. Arguments ========= LTRANL (input) LOGICAL On entry, LTRANL specifies the op(TL): = .FALSE., op(TL) = TL, = .TRUE., op(TL) = TL'. LTRANR (input) LOGICAL On entry, LTRANR specifies the op(TR): = .FALSE., op(TR) = TR, = .TRUE., op(TR) = TR'. ISGN (input) INTEGER On entry, ISGN specifies the sign of the equation as described before. ISGN may only be 1 or -1. N1 (input) INTEGER On entry, N1 specifies the order of matrix TL. N1 may only be 0, 1 or 2. N2 (input) INTEGER On entry, N2 specifies the order of matrix TR. N2 may only be 0, 1 or 2. TL (input) DOUBLE PRECISION array, dimension (LDTL,2) On entry, TL contains an N1 by N1 matrix. LDTL (input) INTEGER The leading dimension of the matrix TL. LDTL >= max(1,N1). TR (input) DOUBLE PRECISION array, dimension (LDTR,2) On entry, TR contains an N2 by N2 matrix. LDTR (input) INTEGER The leading dimension of the matrix TR. LDTR >= max(1,N2). B (input) DOUBLE PRECISION array, dimension (LDB,2) On entry, the N1 by N2 matrix B contains the right-hand side of the equation. LDB (input) INTEGER The leading dimension of the matrix B. LDB >= max(1,N1). SCALE (output) DOUBLE PRECISION On exit, SCALE contains the scale factor. SCALE is chosen less than or equal to 1 to prevent the solution overflowing. X (output) DOUBLE PRECISION array, dimension (LDX,2) On exit, X contains the N1 by N2 solution. LDX (input) INTEGER The leading dimension of the matrix X. LDX >= max(1,N1). XNORM (output) DOUBLE PRECISION On exit, XNORM is the infinity-norm of the solution. INFO (output) INTEGER On exit, INFO is set to 0: successful exit. 1: TL and TR have too close eigenvalues, so TL or TR is perturbed to get a nonsingular equation. NOTE: In the interests of speed, this routine does not check the inputs for errors. ===================================================================== .. Parameters ..
ltranl
- ltranr
- isgn
- n1
- n2
- tl
- ldtl
- tr
- ldtr
- b
- ldb
- scale
- x
- ldx
- xnorm
- info
- public abstract void dlasyf(java.lang.String uplo, int n, int nb, org.netlib.util.intW kb, double[] a, int lda, int[] ipiv, double[] w, int ldw, org.netlib.util.intW info)
.. Purpose ======= DLASYF computes a partial factorization of a real 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. DLASYF is an auxiliary routine called by DSYTRF. 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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 ..
uplo
- n
- nb
- kb
- a
- lda
- ipiv
- w
- ldw
- info
- public abstract void dlatbs(java.lang.String uplo, java.lang.String trans, java.lang.String diag, java.lang.String normin, int n, int kd, double[] ab, int ldab, double[] x, org.netlib.util.doubleW scale, double[] cnorm, org.netlib.util.intW info)
.. Purpose ======= DLATBS solves one of the triangular systems A *x = s*b or A'*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 DTBSV 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'* x = s*b (Transpose) = 'C': Solve A'* x = s*b (Conjugate transpose = 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION The scaling factor s for the triangular system A * x = s*b or A'* 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) DOUBLE PRECISION 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, DTBSV 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 DTBSV 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'*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 DTBSV if 1/M(n) and 1/G(n) are both greater than max(underflow, 1/overflow). ===================================================================== .. Parameters ..
uplo
- trans
- diag
- normin
- n
- kd
- ab
- ldab
- x
- scale
- cnorm
- info
- public abstract void dlatdf(int ijob, int n, double[] z, int ldz, double[] rhs, org.netlib.util.doubleW rdsum, org.netlib.util.doubleW rdscal, int[] ipiv, int[] jpiv)
.. Purpose ======= DLATDF uses the LU factorization of the n-by-n matrix Z computed by DGETC2 and computes a contribution to the reciprocal Dif-estimate by solving Z * x = b for x, and choosing the r.h.s. b such that the norm of x is as large as possible. On entry RHS = b holds the contribution from earlier solved sub-systems, and on return RHS = x. The factorization of Z returned by DGETC2 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 DGECON, 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) DOUBLE PRECISION array, dimension (LDZ, N) On entry, the LU part of the factorization of the n-by-n matrix Z computed by DGETC2: Z = P * L * U * Q LDZ (input) INTEGER The leading dimension of the array Z. LDA >= max(1, N). RHS (input/output) DOUBLE PRECISION array, dimension N. On entry, RHS contains contributions from other subsystems. On exit, RHS contains the solution of the subsystem with entries acoording to the value of IJOB (see above). RDSUM (input/output) DOUBLE PRECISION On entry, the sum of squares of computed contributions to the Dif-estimate under computation by DTGSYL, 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 DTGSY2 is called by STGSYL. RDSCAL (input/output) DOUBLE PRECISION 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 DTGSY2 is called by DTGSYL. 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 IMINF-95.05, Departement of Computing Science, Umea University, S-901 87 Umea, Sweden, 1995. ===================================================================== .. Parameters ..
ijob
- n
- z
- ldz
- rhs
- rdsum
- rdscal
- ipiv
- jpiv
- public abstract void dlatps(java.lang.String uplo, java.lang.String trans, java.lang.String diag, java.lang.String normin, int n, double[] ap, double[] x, org.netlib.util.doubleW scale, double[] cnorm, org.netlib.util.intW info)
.. Purpose ======= DLATPS solves one of the triangular systems A *x = s*b or A'*x = s*b with scaling to prevent overflow, where A is an upper or lower triangular matrix stored in packed form. 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 DTPSV 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'* x = s*b (Transpose) = 'C': Solve A'* x = s*b (Conjugate transpose = 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION The scaling factor s for the triangular system A * x = s*b or A'* 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) DOUBLE PRECISION 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, DTPSV 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 DTPSV 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'*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 DTPSV if 1/M(n) and 1/G(n) are both greater than max(underflow, 1/overflow). ===================================================================== .. Parameters ..
uplo
- trans
- diag
- normin
- n
- ap
- x
- scale
- cnorm
- info
- public abstract void dlatrd(java.lang.String uplo, int n, int nb, double[] a, int lda, double[] e, double[] tau, double[] w, int ldw)
.. Purpose ======= DLATRD reduces NB rows and columns of a real symmetric matrix A to symmetric tridiagonal form by an orthogonal 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', DLATRD reduces the last NB rows and columns of a matrix, of which the upper triangle is supplied; if UPLO = 'L', DLATRD reduces the first NB rows and columns of a matrix, of which the lower triangle is supplied. This is an auxiliary routine called by DSYTRD. 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. NB (input) INTEGER The number of rows and columns to be reduced. A (input/output) DOUBLE PRECISION 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 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 orthogonal 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 orthogonal matrix Q as a product of elementary reflectors. See Further Details. LDA (input) INTEGER The leading dimension of the array A. LDA >= (1,N). E (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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 real scalar, and v is a real 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 real scalar, and v is a real 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 symmetric 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 ..
uplo
- n
- nb
- a
- lda
- e
- tau
- w
- ldw
- public abstract void dlatrs(java.lang.String uplo, java.lang.String trans, java.lang.String diag, java.lang.String normin, int n, double[] a, int lda, double[] x, org.netlib.util.doubleW scale, double[] cnorm, org.netlib.util.intW info)
.. Purpose ======= DLATRS solves one of the triangular systems A *x = s*b or A'*x = s*b with scaling to prevent overflow. Here A is an upper or lower triangular matrix, 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 DTRSV 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'* x = s*b (Transpose) = 'C': Solve A'* x = s*b (Conjugate transpose = 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION The scaling factor s for the triangular system A * x = s*b or A'* 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) DOUBLE PRECISION 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, DTRSV 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 DTRSV 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'*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 DTRSV if 1/M(n) and 1/G(n) are both greater than max(underflow, 1/overflow). ===================================================================== .. Parameters ..
uplo
- trans
- diag
- normin
- n
- a
- lda
- x
- scale
- cnorm
- info
- public abstract void dlatrz(int m, int n, int l, double[] a, int lda, double[] tau, double[] work)
.. Purpose ======= DLATRZ factors the M-by-(M+L) real upper trapezoidal matrix [ A1 A2 ] = [ A(1:M,1:M) A(1:M,N-L+1:N) ] as ( R 0 ) * Z, by means of orthogonal transformations. Z is an (M+L)-by-(M+L) orthogonal 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) DOUBLE PRECISION 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 orthogonal matrix Z as a product of M elementary reflectors. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M). TAU (output) DOUBLE PRECISION array, dimension (M) The scalar factors of the elementary reflectors. WORK (workspace) DOUBLE PRECISION 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 ..
m
- n
- l
- a
- lda
- tau
- work
- public abstract void dlatzm(java.lang.String side, int m, int n, double[] v, int incv, double tau, double[] c1, double[] c2, int Ldc, double[] work)
.. Purpose ======= This routine is deprecated and has been replaced by routine DORMRZ. DLATZM applies a Householder matrix generated by DTZRQF 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) DOUBLE PRECISION 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) DOUBLE PRECISION The value tau in the representation of P. C1 (input/output) DOUBLE PRECISION 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) DOUBLE PRECISION 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 >= (1,M). WORK (workspace) DOUBLE PRECISION array, dimension (N) if SIDE = 'L' (M) if SIDE = 'R' ===================================================================== .. Parameters ..
side
- m
- n
- v
- incv
- tau
- c1
- c2
- Ldc
- work
- public abstract void dlauu2(java.lang.String uplo, int n, double[] a, int lda, org.netlib.util.intW info)
.. Purpose ======= DLAUU2 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) DOUBLE PRECISION 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 ..
uplo
- n
- a
- lda
- info
- public abstract void dlauum(java.lang.String uplo, int n, double[] a, int lda, org.netlib.util.intW info)
.. Purpose ======= DLAUUM 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) DOUBLE PRECISION 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 ..
uplo
- n
- a
- lda
- info
- public void dlazq3(int i0, org.netlib.util.intW n0, double[] z, int pp, org.netlib.util.doubleW dmin, org.netlib.util.doubleW sigma, org.netlib.util.doubleW desig, org.netlib.util.doubleW qmax, org.netlib.util.intW nfail, org.netlib.util.intW iter, org.netlib.util.intW ndiv, boolean ieee, org.netlib.util.intW ttype, org.netlib.util.doubleW dmin1, org.netlib.util.doubleW dmin2, org.netlib.util.doubleW dn, org.netlib.util.doubleW dn1, org.netlib.util.doubleW dn2, org.netlib.util.doubleW tau)
.. Purpose ======= DLAZQ3 checks for deflation, computes a shift (TAU) and calls dqds. In case of failure it changes shifts, and tries again until output is positive. Arguments ========= I0 (input) INTEGER First index. N0 (input) INTEGER Last index. Z (input) DOUBLE PRECISION array, dimension ( 4*N ) Z holds the qd array. PP (input) INTEGER PP=0 for ping, PP=1 for pong. DMIN (output) DOUBLE PRECISION Minimum value of d. SIGMA (output) DOUBLE PRECISION Sum of shifts used in current segment. DESIG (input/output) DOUBLE PRECISION Lower order part of SIGMA QMAX (input) DOUBLE PRECISION Maximum value of q. NFAIL (output) INTEGER Number of times shift was too big. ITER (output) INTEGER Number of iterations. NDIV (output) INTEGER Number of divisions. IEEE (input) LOGICAL Flag for IEEE or non IEEE arithmetic (passed to DLASQ5). TTYPE (input/output) INTEGER Shift type. TTYPE is passed as an argument in order to save its value between calls to DLAZQ3 DMIN1 (input/output) REAL DMIN2 (input/output) REAL DN (input/output) REAL DN1 (input/output) REAL DN2 (input/output) REAL TAU (input/output) REAL These are passed as arguments in order to save their values between calls to DLAZQ3 This is a thread safe version of DLASQ3, which passes TTYPE, DMIN1, DMIN2, DN, DN1. DN2 and TAU through the argument list in place of declaring them in a SAVE statment. ===================================================================== .. Parameters ..
i0
- n0
- z
- pp
- dmin
- sigma
- desig
- qmax
- nfail
- iter
- ndiv
- ieee
- ttype
- dmin1
- dmin2
- dn
- dn1
- dn2
- tau
- public void dlazq4(int i0, int n0, double[] z, int pp, int n0in, double dmin, double dmin1, double dmin2, double dn, double dn1, double dn2, org.netlib.util.doubleW tau, org.netlib.util.intW ttype, org.netlib.util.doubleW g)
.. Purpose ======= DLAZQ4 computes an approximation TAU to the smallest eigenvalue using values of d from the previous transform. I0 (input) INTEGER First index. N0 (input) INTEGER Last index. Z (input) DOUBLE PRECISION array, dimension ( 4*N ) Z holds the qd array. PP (input) INTEGER PP=0 for ping, PP=1 for pong. N0IN (input) INTEGER The value of N0 at start of EIGTEST. DMIN (input) DOUBLE PRECISION Minimum value of d. DMIN1 (input) DOUBLE PRECISION Minimum value of d, excluding D( N0 ). DMIN2 (input) DOUBLE PRECISION Minimum value of d, excluding D( N0 ) and D( N0-1 ). DN (input) DOUBLE PRECISION d(N) DN1 (input) DOUBLE PRECISION d(N-1) DN2 (input) DOUBLE PRECISION d(N-2) TAU (output) DOUBLE PRECISION This is the shift. TTYPE (output) INTEGER Shift type. G (input/output) DOUBLE PRECISION G is passed as an argument in order to save its value between calls to DLAZQ4 Further Details =============== CNST1 = 9/16 This is a thread safe version of DLASQ4, which passes G through the argument list in place of declaring G in a SAVE statment. ===================================================================== .. Parameters ..
i0
- n0
- z
- pp
- n0in
- dmin
- dmin1
- dmin2
- dn
- dn1
- dn2
- tau
- ttype
- g
- public abstract void dopgtr(java.lang.String uplo, int n, double[] ap, double[] tau, double[] q, int ldq, double[] work, org.netlib.util.intW info)
.. Purpose ======= DOPGTR generates a real orthogonal matrix Q which is defined as the product of n-1 elementary reflectors H(i) of order n, as returned by DSPTRD using packed storage: if UPLO = 'U', Q = H(n-1) . . . H(2) H(1), if UPLO = 'L', Q = H(1) H(2) . . . H(n-1). Arguments ========= UPLO (input) CHARACTER*1 = 'U': Upper triangular packed storage used in previous call to DSPTRD; = 'L': Lower triangular packed storage used in previous call to DSPTRD. N (input) INTEGER The order of the matrix Q. N >= 0. AP (input) DOUBLE PRECISION array, dimension (N*(N+1)/2) The vectors which define the elementary reflectors, as returned by DSPTRD. TAU (input) DOUBLE PRECISION array, dimension (N-1) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by DSPTRD. Q (output) DOUBLE PRECISION array, dimension (LDQ,N) The N-by-N orthogonal matrix Q. LDQ (input) INTEGER The leading dimension of the array Q. LDQ >= max(1,N). WORK (workspace) DOUBLE PRECISION array, dimension (N-1) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
uplo
- n
- ap
- tau
- q
- ldq
- work
- info
- public abstract void dopmtr(java.lang.String side, java.lang.String uplo, java.lang.String trans, int m, int n, double[] ap, double[] tau, double[] c, int Ldc, double[] work, org.netlib.util.intW info)
.. Purpose ======= DOPMTR overwrites the general real M-by-N matrix C with SIDE = 'L' SIDE = 'R' TRANS = 'N': Q * C C * Q TRANS = 'T': Q**T * C C * Q**T where Q is a real orthogonal matrix of order nq, with nq = m if SIDE = 'L' and nq = n if SIDE = 'R'. Q is defined as the product of nq-1 elementary reflectors, as returned by DSPTRD using packed storage: if UPLO = 'U', Q = H(nq-1) . . . H(2) H(1); if UPLO = 'L', Q = H(1) H(2) . . . H(nq-1). Arguments ========= SIDE (input) CHARACTER*1 = 'L': apply Q or Q**T from the Left; = 'R': apply Q or Q**T from the Right. UPLO (input) CHARACTER*1 = 'U': Upper triangular packed storage used in previous call to DSPTRD; = 'L': Lower triangular packed storage used in previous call to DSPTRD. TRANS (input) CHARACTER*1 = 'N': No transpose, apply Q; = 'T': Transpose, apply Q**T. M (input) INTEGER The number of rows of the matrix C. M >= 0. N (input) INTEGER The number of columns of the matrix C. N >= 0. AP (input) DOUBLE PRECISION array, dimension (M*(M+1)/2) if SIDE = 'L' (N*(N+1)/2) if SIDE = 'R' The vectors which define the elementary reflectors, as returned by DSPTRD. AP is modified by the routine but restored on exit. TAU (input) DOUBLE PRECISION array, dimension (M-1) if SIDE = 'L' or (N-1) if SIDE = 'R' TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by DSPTRD. C (input/output) DOUBLE PRECISION array, dimension (LDC,N) On entry, the M-by-N matrix C. On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M). WORK (workspace) DOUBLE PRECISION array, dimension (N) if SIDE = 'L' (M) if SIDE = 'R' INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
side
- uplo
- trans
- m
- n
- ap
- tau
- c
- Ldc
- work
- info
- public abstract void dorg2l(int m, int n, int k, double[] a, int lda, double[] tau, double[] work, org.netlib.util.intW info)
.. Purpose ======= DORG2L generates an m by n real matrix Q with orthonormal columns, which is defined as the last n columns of a product of k elementary reflectors of order m Q = H(k) . . . H(2) H(1) as returned by DGEQLF. Arguments ========= M (input) INTEGER The number of rows of the matrix Q. M >= 0. N (input) INTEGER The number of columns of the matrix Q. M >= N >= 0. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. N >= K >= 0. A (input/output) DOUBLE PRECISION array, dimension (LDA,N) On entry, the (n-k+i)-th column must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by DGEQLF in the last k columns of its array argument A. On exit, the m by n matrix Q. LDA (input) INTEGER The first dimension of the array A. LDA >= max(1,M). TAU (input) DOUBLE PRECISION array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by DGEQLF. WORK (workspace) DOUBLE PRECISION array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument has an illegal value ===================================================================== .. Parameters ..
m
- n
- k
- a
- lda
- tau
- work
- info
- public abstract void dorg2r(int m, int n, int k, double[] a, int lda, double[] tau, double[] work, org.netlib.util.intW info)
.. Purpose ======= DORG2R generates an m by n real matrix Q with orthonormal columns, which is defined as the first n columns of a product of k elementary reflectors of order m Q = H(1) H(2) . . . H(k) as returned by DGEQRF. Arguments ========= M (input) INTEGER The number of rows of the matrix Q. M >= 0. N (input) INTEGER The number of columns of the matrix Q. M >= N >= 0. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. N >= K >= 0. A (input/output) DOUBLE PRECISION array, dimension (LDA,N) On entry, the i-th column must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by DGEQRF in the first k columns of its array argument A. On exit, the m-by-n matrix Q. LDA (input) INTEGER The first dimension of the array A. LDA >= max(1,M). TAU (input) DOUBLE PRECISION array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by DGEQRF. WORK (workspace) DOUBLE PRECISION array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument has an illegal value ===================================================================== .. Parameters ..
m
- n
- k
- a
- lda
- tau
- work
- info
- public abstract void dorgbr(java.lang.String vect, int m, int n, int k, double[] a, int lda, double[] tau, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DORGBR generates one of the real orthogonal matrices Q or P**T determined by DGEBRD when reducing a real matrix A to bidiagonal form: A = Q * B * P**T. Q and P**T are defined as products of elementary reflectors H(i) or G(i) respectively. If VECT = 'Q', A is assumed to have been an M-by-K matrix, and Q is of order M: if m >= k, Q = H(1) H(2) . . . H(k) and DORGBR returns the first n columns of Q, where m >= n >= k; if m < k, Q = H(1) H(2) . . . H(m-1) and DORGBR returns Q as an M-by-M matrix. If VECT = 'P', A is assumed to have been a K-by-N matrix, and P**T is of order N: if k < n, P**T = G(k) . . . G(2) G(1) and DORGBR returns the first m rows of P**T, where n >= m >= k; if k >= n, P**T = G(n-1) . . . G(2) G(1) and DORGBR returns P**T as an N-by-N matrix. Arguments ========= VECT (input) CHARACTER*1 Specifies whether the matrix Q or the matrix P**T is required, as defined in the transformation applied by DGEBRD: = 'Q': generate Q; = 'P': generate P**T. M (input) INTEGER The number of rows of the matrix Q or P**T to be returned. M >= 0. N (input) INTEGER The number of columns of the matrix Q or P**T to be returned. N >= 0. If VECT = 'Q', M >= N >= min(M,K); if VECT = 'P', N >= M >= min(N,K). K (input) INTEGER If VECT = 'Q', the number of columns in the original M-by-K matrix reduced by DGEBRD. If VECT = 'P', the number of rows in the original K-by-N matrix reduced by DGEBRD. K >= 0. A (input/output) DOUBLE PRECISION array, dimension (LDA,N) On entry, the vectors which define the elementary reflectors, as returned by DGEBRD. On exit, the M-by-N matrix Q or P**T. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M). TAU (input) DOUBLE PRECISION array, dimension (min(M,K)) if VECT = 'Q' (min(N,K)) if VECT = 'P' TAU(i) must contain the scalar factor of the elementary reflector H(i) or G(i), which determines Q or P**T, as returned by DGEBRD in its array argument TAUQ or TAUP. WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,min(M,N)). For optimum performance LWORK >= min(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 ===================================================================== .. Parameters ..
vect
- m
- n
- k
- a
- lda
- tau
- work
- lwork
- info
- public abstract void dorghr(int n, int ilo, int ihi, double[] a, int lda, double[] tau, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DORGHR generates a real orthogonal matrix Q which is defined as the product of IHI-ILO elementary reflectors of order N, as returned by DGEHRD: Q = H(ilo) H(ilo+1) . . . H(ihi-1). Arguments ========= N (input) INTEGER The order of the matrix Q. N >= 0. ILO (input) INTEGER IHI (input) INTEGER ILO and IHI must have the same values as in the previous call of DGEHRD. Q is equal to the unit matrix except in the submatrix Q(ilo+1:ihi,ilo+1:ihi). 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0. A (input/output) DOUBLE PRECISION array, dimension (LDA,N) On entry, the vectors which define the elementary reflectors, as returned by DGEHRD. On exit, the N-by-N orthogonal matrix Q. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). TAU (input) DOUBLE PRECISION array, dimension (N-1) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by DGEHRD. WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= IHI-ILO. For optimum performance LWORK >= (IHI-ILO)*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 ===================================================================== .. Parameters ..
n
- ilo
- ihi
- a
- lda
- tau
- work
- lwork
- info
- public abstract void dorgl2(int m, int n, int k, double[] a, int lda, double[] tau, double[] work, org.netlib.util.intW info)
.. Purpose ======= DORGL2 generates an m by n real matrix Q with orthonormal rows, which is defined as the first m rows of a product of k elementary reflectors of order n Q = H(k) . . . H(2) H(1) as returned by DGELQF. Arguments ========= M (input) INTEGER The number of rows of the matrix Q. M >= 0. N (input) INTEGER The number of columns of the matrix Q. N >= M. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. M >= K >= 0. A (input/output) DOUBLE PRECISION array, dimension (LDA,N) On entry, the i-th row must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by DGELQF in the first k rows of its array argument A. On exit, the m-by-n matrix Q. LDA (input) INTEGER The first dimension of the array A. LDA >= max(1,M). TAU (input) DOUBLE PRECISION array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by DGELQF. WORK (workspace) DOUBLE PRECISION array, dimension (M) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument has an illegal value ===================================================================== .. Parameters ..
m
- n
- k
- a
- lda
- tau
- work
- info
- public abstract void dorglq(int m, int n, int k, double[] a, int lda, double[] tau, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DORGLQ generates an M-by-N real matrix Q with orthonormal rows, which is defined as the first M rows of a product of K elementary reflectors of order N Q = H(k) . . . H(2) H(1) as returned by DGELQF. Arguments ========= M (input) INTEGER The number of rows of the matrix Q. M >= 0. N (input) INTEGER The number of columns of the matrix Q. N >= M. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. M >= K >= 0. A (input/output) DOUBLE PRECISION array, dimension (LDA,N) On entry, the i-th row must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by DGELQF in the first k rows of its array argument A. On exit, the M-by-N matrix Q. LDA (input) INTEGER The first dimension of the array A. LDA >= max(1,M). TAU (input) DOUBLE PRECISION array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by DGELQF. WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L 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 has an illegal value ===================================================================== .. Parameters ..
m
- n
- k
- a
- lda
- tau
- work
- lwork
- info
- public abstract void dorgql(int m, int n, int k, double[] a, int lda, double[] tau, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DORGQL generates an M-by-N real matrix Q with orthonormal columns, which is defined as the last N columns of a product of K elementary reflectors of order M Q = H(k) . . . H(2) H(1) as returned by DGEQLF. Arguments ========= M (input) INTEGER The number of rows of the matrix Q. M >= 0. N (input) INTEGER The number of columns of the matrix Q. M >= N >= 0. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. N >= K >= 0. A (input/output) DOUBLE PRECISION array, dimension (LDA,N) On entry, the (n-k+i)-th column must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by DGEQLF in the last k columns of its array argument A. On exit, the M-by-N matrix Q. LDA (input) INTEGER The first dimension of the array A. LDA >= max(1,M). TAU (input) DOUBLE PRECISION array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by DGEQLF. WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L 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 has an illegal value ===================================================================== .. Parameters ..
m
- n
- k
- a
- lda
- tau
- work
- lwork
- info
- public abstract void dorgqr(int m, int n, int k, double[] a, int lda, double[] tau, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DORGQR generates an M-by-N real matrix Q with orthonormal columns, which is defined as the first N columns of a product of K elementary reflectors of order M Q = H(1) H(2) . . . H(k) as returned by DGEQRF. Arguments ========= M (input) INTEGER The number of rows of the matrix Q. M >= 0. N (input) INTEGER The number of columns of the matrix Q. M >= N >= 0. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. N >= K >= 0. A (input/output) DOUBLE PRECISION array, dimension (LDA,N) On entry, the i-th column must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by DGEQRF in the first k columns of its array argument A. On exit, the M-by-N matrix Q. LDA (input) INTEGER The first dimension of the array A. LDA >= max(1,M). TAU (input) DOUBLE PRECISION array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by DGEQRF. WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L 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 has an illegal value ===================================================================== .. Parameters ..
m
- n
- k
- a
- lda
- tau
- work
- lwork
- info
- public abstract void dorgr2(int m, int n, int k, double[] a, int lda, double[] tau, double[] work, org.netlib.util.intW info)
.. Purpose ======= DORGR2 generates an m by n real matrix Q with orthonormal rows, which is defined as the last m rows of a product of k elementary reflectors of order n Q = H(1) H(2) . . . H(k) as returned by DGERQF. Arguments ========= M (input) INTEGER The number of rows of the matrix Q. M >= 0. N (input) INTEGER The number of columns of the matrix Q. N >= M. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. M >= K >= 0. A (input/output) DOUBLE PRECISION array, dimension (LDA,N) On entry, the (m-k+i)-th row must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by DGERQF in the last k rows of its array argument A. On exit, the m by n matrix Q. LDA (input) INTEGER The first dimension of the array A. LDA >= max(1,M). TAU (input) DOUBLE PRECISION array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by DGERQF. WORK (workspace) DOUBLE PRECISION array, dimension (M) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument has an illegal value ===================================================================== .. Parameters ..
m
- n
- k
- a
- lda
- tau
- work
- info
- public abstract void dorgrq(int m, int n, int k, double[] a, int lda, double[] tau, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DORGRQ generates an M-by-N real matrix Q with orthonormal rows, which is defined as the last M rows of a product of K elementary reflectors of order N Q = H(1) H(2) . . . H(k) as returned by DGERQF. Arguments ========= M (input) INTEGER The number of rows of the matrix Q. M >= 0. N (input) INTEGER The number of columns of the matrix Q. N >= M. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. M >= K >= 0. A (input/output) DOUBLE PRECISION array, dimension (LDA,N) On entry, the (m-k+i)-th row must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by DGERQF in the last k rows of its array argument A. On exit, the M-by-N matrix Q. LDA (input) INTEGER The first dimension of the array A. LDA >= max(1,M). TAU (input) DOUBLE PRECISION array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by DGERQF. WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L 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 has an illegal value ===================================================================== .. Parameters ..
m
- n
- k
- a
- lda
- tau
- work
- lwork
- info
- public abstract void dorgtr(java.lang.String uplo, int n, double[] a, int lda, double[] tau, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DORGTR generates a real orthogonal matrix Q which is defined as the product of n-1 elementary reflectors of order N, as returned by DSYTRD: if UPLO = 'U', Q = H(n-1) . . . H(2) H(1), if UPLO = 'L', Q = H(1) H(2) . . . H(n-1). Arguments ========= UPLO (input) CHARACTER*1 = 'U': Upper triangle of A contains elementary reflectors from DSYTRD; = 'L': Lower triangle of A contains elementary reflectors from DSYTRD. N (input) INTEGER The order of the matrix Q. N >= 0. A (input/output) DOUBLE PRECISION array, dimension (LDA,N) On entry, the vectors which define the elementary reflectors, as returned by DSYTRD. On exit, the N-by-N orthogonal matrix Q. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). TAU (input) DOUBLE PRECISION array, dimension (N-1) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by DSYTRD. WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,N-1). For optimum 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. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
uplo
- n
- a
- lda
- tau
- work
- lwork
- info
- public abstract void dorm2l(java.lang.String side, java.lang.String trans, int m, int n, int k, double[] a, int lda, double[] tau, double[] c, int Ldc, double[] work, org.netlib.util.intW info)
.. Purpose ======= DORM2L overwrites the general real m by n matrix C with Q * C if SIDE = 'L' and TRANS = 'N', or Q'* C if SIDE = 'L' and TRANS = 'T', or C * Q if SIDE = 'R' and TRANS = 'N', or C * Q' if SIDE = 'R' and TRANS = 'T', where Q is a real orthogonal matrix defined as the product of k elementary reflectors Q = H(k) . . . H(2) H(1) as returned by DGEQLF. Q is of order m if SIDE = 'L' and of order n if SIDE = 'R'. Arguments ========= SIDE (input) CHARACTER*1 = 'L': apply Q or Q' from the Left = 'R': apply Q or Q' from the Right TRANS (input) CHARACTER*1 = 'N': apply Q (No transpose) = 'T': apply Q' (Transpose) M (input) INTEGER The number of rows of the matrix C. M >= 0. N (input) INTEGER The number of columns of the matrix C. N >= 0. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. If SIDE = 'L', M >= K >= 0; if SIDE = 'R', N >= K >= 0. A (input) DOUBLE PRECISION array, dimension (LDA,K) The i-th column must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by DGEQLF in the last k columns of its array argument A. A is modified by the routine but restored on exit. LDA (input) INTEGER The leading dimension of the array A. If SIDE = 'L', LDA >= max(1,M); if SIDE = 'R', LDA >= max(1,N). TAU (input) DOUBLE PRECISION array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by DGEQLF. C (input/output) DOUBLE PRECISION array, dimension (LDC,N) On entry, the m by n matrix C. On exit, C is overwritten by Q*C or Q'*C or C*Q' or C*Q. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M). WORK (workspace) DOUBLE PRECISION array, dimension (N) if SIDE = 'L', (M) if SIDE = 'R' INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
side
- trans
- m
- n
- k
- a
- lda
- tau
- c
- Ldc
- work
- info
- public abstract void dorm2r(java.lang.String side, java.lang.String trans, int m, int n, int k, double[] a, int lda, double[] tau, double[] c, int Ldc, double[] work, org.netlib.util.intW info)
.. Purpose ======= DORM2R overwrites the general real m by n matrix C with Q * C if SIDE = 'L' and TRANS = 'N', or Q'* C if SIDE = 'L' and TRANS = 'T', or C * Q if SIDE = 'R' and TRANS = 'N', or C * Q' if SIDE = 'R' and TRANS = 'T', where Q is a real orthogonal matrix defined as the product of k elementary reflectors Q = H(1) H(2) . . . H(k) as returned by DGEQRF. Q is of order m if SIDE = 'L' and of order n if SIDE = 'R'. Arguments ========= SIDE (input) CHARACTER*1 = 'L': apply Q or Q' from the Left = 'R': apply Q or Q' from the Right TRANS (input) CHARACTER*1 = 'N': apply Q (No transpose) = 'T': apply Q' (Transpose) M (input) INTEGER The number of rows of the matrix C. M >= 0. N (input) INTEGER The number of columns of the matrix C. N >= 0. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. If SIDE = 'L', M >= K >= 0; if SIDE = 'R', N >= K >= 0. A (input) DOUBLE PRECISION array, dimension (LDA,K) The i-th column must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by DGEQRF in the first k columns of its array argument A. A is modified by the routine but restored on exit. LDA (input) INTEGER The leading dimension of the array A. If SIDE = 'L', LDA >= max(1,M); if SIDE = 'R', LDA >= max(1,N). TAU (input) DOUBLE PRECISION array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by DGEQRF. C (input/output) DOUBLE PRECISION array, dimension (LDC,N) On entry, the m by n matrix C. On exit, C is overwritten by Q*C or Q'*C or C*Q' or C*Q. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M). WORK (workspace) DOUBLE PRECISION array, dimension (N) if SIDE = 'L', (M) if SIDE = 'R' INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
side
- trans
- m
- n
- k
- a
- lda
- tau
- c
- Ldc
- work
- info
- public abstract void dormbr(java.lang.String vect, java.lang.String side, java.lang.String trans, int m, int n, int k, double[] a, int lda, double[] tau, double[] c, int Ldc, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= If VECT = 'Q', DORMBR overwrites the general real M-by-N matrix C with SIDE = 'L' SIDE = 'R' TRANS = 'N': Q * C C * Q TRANS = 'T': Q**T * C C * Q**T If VECT = 'P', DORMBR overwrites the general real M-by-N matrix C with SIDE = 'L' SIDE = 'R' TRANS = 'N': P * C C * P TRANS = 'T': P**T * C C * P**T Here Q and P**T are the orthogonal matrices determined by DGEBRD when reducing a real matrix A to bidiagonal form: A = Q * B * P**T. Q and P**T are defined as products of elementary reflectors H(i) and G(i) respectively. Let nq = m if SIDE = 'L' and nq = n if SIDE = 'R'. Thus nq is the order of the orthogonal matrix Q or P**T that is applied. If VECT = 'Q', A is assumed to have been an NQ-by-K matrix: if nq >= k, Q = H(1) H(2) . . . H(k); if nq < k, Q = H(1) H(2) . . . H(nq-1). If VECT = 'P', A is assumed to have been a K-by-NQ matrix: if k < nq, P = G(1) G(2) . . . G(k); if k >= nq, P = G(1) G(2) . . . G(nq-1). Arguments ========= VECT (input) CHARACTER*1 = 'Q': apply Q or Q**T; = 'P': apply P or P**T. SIDE (input) CHARACTER*1 = 'L': apply Q, Q**T, P or P**T from the Left; = 'R': apply Q, Q**T, P or P**T from the Right. TRANS (input) CHARACTER*1 = 'N': No transpose, apply Q or P; = 'T': Transpose, apply Q**T or P**T. M (input) INTEGER The number of rows of the matrix C. M >= 0. N (input) INTEGER The number of columns of the matrix C. N >= 0. K (input) INTEGER If VECT = 'Q', the number of columns in the original matrix reduced by DGEBRD. If VECT = 'P', the number of rows in the original matrix reduced by DGEBRD. K >= 0. A (input) DOUBLE PRECISION array, dimension (LDA,min(nq,K)) if VECT = 'Q' (LDA,nq) if VECT = 'P' The vectors which define the elementary reflectors H(i) and G(i), whose products determine the matrices Q and P, as returned by DGEBRD. LDA (input) INTEGER The leading dimension of the array A. If VECT = 'Q', LDA >= max(1,nq); if VECT = 'P', LDA >= max(1,min(nq,K)). TAU (input) DOUBLE PRECISION array, dimension (min(nq,K)) TAU(i) must contain the scalar factor of the elementary reflector H(i) or G(i) which determines Q or P, as returned by DGEBRD in the array argument TAUQ or TAUP. C (input/output) DOUBLE PRECISION array, dimension (LDC,N) On entry, the M-by-N matrix C. On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q or P*C or P**T*C or C*P or C*P**T. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M). WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If SIDE = 'L', LWORK >= max(1,N); if SIDE = 'R', LWORK >= max(1,M). For optimum performance LWORK >= N*NB if SIDE = 'L', and LWORK >= M*NB if SIDE = 'R', 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 ===================================================================== .. Local Scalars ..
vect
- side
- trans
- m
- n
- k
- a
- lda
- tau
- c
- Ldc
- work
- lwork
- info
- public abstract void dormhr(java.lang.String side, java.lang.String trans, int m, int n, int ilo, int ihi, double[] a, int lda, double[] tau, double[] c, int Ldc, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DORMHR overwrites the general real M-by-N matrix C with SIDE = 'L' SIDE = 'R' TRANS = 'N': Q * C C * Q TRANS = 'T': Q**T * C C * Q**T where Q is a real orthogonal matrix of order nq, with nq = m if SIDE = 'L' and nq = n if SIDE = 'R'. Q is defined as the product of IHI-ILO elementary reflectors, as returned by DGEHRD: Q = H(ilo) H(ilo+1) . . . H(ihi-1). Arguments ========= SIDE (input) CHARACTER*1 = 'L': apply Q or Q**T from the Left; = 'R': apply Q or Q**T from the Right. TRANS (input) CHARACTER*1 = 'N': No transpose, apply Q; = 'T': Transpose, apply Q**T. M (input) INTEGER The number of rows of the matrix C. M >= 0. N (input) INTEGER The number of columns of the matrix C. N >= 0. ILO (input) INTEGER IHI (input) INTEGER ILO and IHI must have the same values as in the previous call of DGEHRD. Q is equal to the unit matrix except in the submatrix Q(ilo+1:ihi,ilo+1:ihi). If SIDE = 'L', then 1 <= ILO <= IHI <= M, if M > 0, and ILO = 1 and IHI = 0, if M = 0; if SIDE = 'R', then 1 <= ILO <= IHI <= N, if N > 0, and ILO = 1 and IHI = 0, if N = 0. A (input) DOUBLE PRECISION array, dimension (LDA,M) if SIDE = 'L' (LDA,N) if SIDE = 'R' The vectors which define the elementary reflectors, as returned by DGEHRD. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M) if SIDE = 'L'; LDA >= max(1,N) if SIDE = 'R'. TAU (input) DOUBLE PRECISION array, dimension (M-1) if SIDE = 'L' (N-1) if SIDE = 'R' TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by DGEHRD. C (input/output) DOUBLE PRECISION array, dimension (LDC,N) On entry, the M-by-N matrix C. On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M). WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If SIDE = 'L', LWORK >= max(1,N); if SIDE = 'R', LWORK >= max(1,M). For optimum performance LWORK >= N*NB if SIDE = 'L', and LWORK >= M*NB if SIDE = 'R', 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 ===================================================================== .. Local Scalars ..
side
- trans
- m
- n
- ilo
- ihi
- a
- lda
- tau
- c
- Ldc
- work
- lwork
- info
- public abstract void dorml2(java.lang.String side, java.lang.String trans, int m, int n, int k, double[] a, int lda, double[] tau, double[] c, int Ldc, double[] work, org.netlib.util.intW info)
.. Purpose ======= DORML2 overwrites the general real m by n matrix C with Q * C if SIDE = 'L' and TRANS = 'N', or Q'* C if SIDE = 'L' and TRANS = 'T', or C * Q if SIDE = 'R' and TRANS = 'N', or C * Q' if SIDE = 'R' and TRANS = 'T', where Q is a real orthogonal matrix defined as the product of k elementary reflectors Q = H(k) . . . H(2) H(1) as returned by DGELQF. Q is of order m if SIDE = 'L' and of order n if SIDE = 'R'. Arguments ========= SIDE (input) CHARACTER*1 = 'L': apply Q or Q' from the Left = 'R': apply Q or Q' from the Right TRANS (input) CHARACTER*1 = 'N': apply Q (No transpose) = 'T': apply Q' (Transpose) M (input) INTEGER The number of rows of the matrix C. M >= 0. N (input) INTEGER The number of columns of the matrix C. N >= 0. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. If SIDE = 'L', M >= K >= 0; if SIDE = 'R', N >= K >= 0. A (input) DOUBLE PRECISION array, dimension (LDA,M) if SIDE = 'L', (LDA,N) if SIDE = 'R' The i-th row must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by DGELQF in the first k rows of its array argument A. A is modified by the routine but restored on exit. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,K). TAU (input) DOUBLE PRECISION array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by DGELQF. C (input/output) DOUBLE PRECISION array, dimension (LDC,N) On entry, the m by n matrix C. On exit, C is overwritten by Q*C or Q'*C or C*Q' or C*Q. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M). WORK (workspace) DOUBLE PRECISION array, dimension (N) if SIDE = 'L', (M) if SIDE = 'R' INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
side
- trans
- m
- n
- k
- a
- lda
- tau
- c
- Ldc
- work
- info
- public abstract void dormlq(java.lang.String side, java.lang.String trans, int m, int n, int k, double[] a, int lda, double[] tau, double[] c, int Ldc, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DORMLQ overwrites the general real M-by-N matrix C with SIDE = 'L' SIDE = 'R' TRANS = 'N': Q * C C * Q TRANS = 'T': Q**T * C C * Q**T where Q is a real orthogonal matrix defined as the product of k elementary reflectors Q = H(k) . . . H(2) H(1) as returned by DGELQF. Q is of order M if SIDE = 'L' and of order N if SIDE = 'R'. Arguments ========= SIDE (input) CHARACTER*1 = 'L': apply Q or Q**T from the Left; = 'R': apply Q or Q**T from the Right. TRANS (input) CHARACTER*1 = 'N': No transpose, apply Q; = 'T': Transpose, apply Q**T. M (input) INTEGER The number of rows of the matrix C. M >= 0. N (input) INTEGER The number of columns of the matrix C. N >= 0. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. If SIDE = 'L', M >= K >= 0; if SIDE = 'R', N >= K >= 0. A (input) DOUBLE PRECISION array, dimension (LDA,M) if SIDE = 'L', (LDA,N) if SIDE = 'R' The i-th row must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by DGELQF in the first k rows of its array argument A. A is modified by the routine but restored on exit. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,K). TAU (input) DOUBLE PRECISION array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by DGELQF. C (input/output) DOUBLE PRECISION array, dimension (LDC,N) On entry, the M-by-N matrix C. On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M). WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If SIDE = 'L', LWORK >= max(1,N); if SIDE = 'R', LWORK >= max(1,M). For optimum performance LWORK >= N*NB if SIDE = 'L', and LWORK >= M*NB if SIDE = 'R', 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 ===================================================================== .. Parameters ..
side
- trans
- m
- n
- k
- a
- lda
- tau
- c
- Ldc
- work
- lwork
- info
- public abstract void dormql(java.lang.String side, java.lang.String trans, int m, int n, int k, double[] a, int lda, double[] tau, double[] c, int Ldc, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DORMQL overwrites the general real M-by-N matrix C with SIDE = 'L' SIDE = 'R' TRANS = 'N': Q * C C * Q TRANS = 'T': Q**T * C C * Q**T where Q is a real orthogonal matrix defined as the product of k elementary reflectors Q = H(k) . . . H(2) H(1) as returned by DGEQLF. Q is of order M if SIDE = 'L' and of order N if SIDE = 'R'. Arguments ========= SIDE (input) CHARACTER*1 = 'L': apply Q or Q**T from the Left; = 'R': apply Q or Q**T from the Right. TRANS (input) CHARACTER*1 = 'N': No transpose, apply Q; = 'T': Transpose, apply Q**T. M (input) INTEGER The number of rows of the matrix C. M >= 0. N (input) INTEGER The number of columns of the matrix C. N >= 0. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. If SIDE = 'L', M >= K >= 0; if SIDE = 'R', N >= K >= 0. A (input) DOUBLE PRECISION array, dimension (LDA,K) The i-th column must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by DGEQLF in the last k columns of its array argument A. A is modified by the routine but restored on exit. LDA (input) INTEGER The leading dimension of the array A. If SIDE = 'L', LDA >= max(1,M); if SIDE = 'R', LDA >= max(1,N). TAU (input) DOUBLE PRECISION array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by DGEQLF. C (input/output) DOUBLE PRECISION array, dimension (LDC,N) On entry, the M-by-N matrix C. On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M). WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If SIDE = 'L', LWORK >= max(1,N); if SIDE = 'R', LWORK >= max(1,M). For optimum performance LWORK >= N*NB if SIDE = 'L', and LWORK >= M*NB if SIDE = 'R', 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 ===================================================================== .. Parameters ..
side
- trans
- m
- n
- k
- a
- lda
- tau
- c
- Ldc
- work
- lwork
- info
- public abstract void dormqr(java.lang.String side, java.lang.String trans, int m, int n, int k, double[] a, int lda, double[] tau, double[] c, int Ldc, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DORMQR overwrites the general real M-by-N matrix C with SIDE = 'L' SIDE = 'R' TRANS = 'N': Q * C C * Q TRANS = 'T': Q**T * C C * Q**T where Q is a real orthogonal matrix defined as the product of k elementary reflectors Q = H(1) H(2) . . . H(k) as returned by DGEQRF. Q is of order M if SIDE = 'L' and of order N if SIDE = 'R'. Arguments ========= SIDE (input) CHARACTER*1 = 'L': apply Q or Q**T from the Left; = 'R': apply Q or Q**T from the Right. TRANS (input) CHARACTER*1 = 'N': No transpose, apply Q; = 'T': Transpose, apply Q**T. M (input) INTEGER The number of rows of the matrix C. M >= 0. N (input) INTEGER The number of columns of the matrix C. N >= 0. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. If SIDE = 'L', M >= K >= 0; if SIDE = 'R', N >= K >= 0. A (input) DOUBLE PRECISION array, dimension (LDA,K) The i-th column must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by DGEQRF in the first k columns of its array argument A. A is modified by the routine but restored on exit. LDA (input) INTEGER The leading dimension of the array A. If SIDE = 'L', LDA >= max(1,M); if SIDE = 'R', LDA >= max(1,N). TAU (input) DOUBLE PRECISION array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by DGEQRF. C (input/output) DOUBLE PRECISION array, dimension (LDC,N) On entry, the M-by-N matrix C. On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M). WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If SIDE = 'L', LWORK >= max(1,N); if SIDE = 'R', LWORK >= max(1,M). For optimum performance LWORK >= N*NB if SIDE = 'L', and LWORK >= M*NB if SIDE = 'R', 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 ===================================================================== .. Parameters ..
side
- trans
- m
- n
- k
- a
- lda
- tau
- c
- Ldc
- work
- lwork
- info
- public abstract void dormr2(java.lang.String side, java.lang.String trans, int m, int n, int k, double[] a, int lda, double[] tau, double[] c, int Ldc, double[] work, org.netlib.util.intW info)
.. Purpose ======= DORMR2 overwrites the general real m by n matrix C with Q * C if SIDE = 'L' and TRANS = 'N', or Q'* C if SIDE = 'L' and TRANS = 'T', or C * Q if SIDE = 'R' and TRANS = 'N', or C * Q' if SIDE = 'R' and TRANS = 'T', where Q is a real orthogonal matrix defined as the product of k elementary reflectors Q = H(1) H(2) . . . H(k) as returned by DGERQF. Q is of order m if SIDE = 'L' and of order n if SIDE = 'R'. Arguments ========= SIDE (input) CHARACTER*1 = 'L': apply Q or Q' from the Left = 'R': apply Q or Q' from the Right TRANS (input) CHARACTER*1 = 'N': apply Q (No transpose) = 'T': apply Q' (Transpose) M (input) INTEGER The number of rows of the matrix C. M >= 0. N (input) INTEGER The number of columns of the matrix C. N >= 0. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. If SIDE = 'L', M >= K >= 0; if SIDE = 'R', N >= K >= 0. A (input) DOUBLE PRECISION array, dimension (LDA,M) if SIDE = 'L', (LDA,N) if SIDE = 'R' The i-th row must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by DGERQF in the last k rows of its array argument A. A is modified by the routine but restored on exit. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,K). TAU (input) DOUBLE PRECISION array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by DGERQF. C (input/output) DOUBLE PRECISION array, dimension (LDC,N) On entry, the m by n matrix C. On exit, C is overwritten by Q*C or Q'*C or C*Q' or C*Q. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M). WORK (workspace) DOUBLE PRECISION array, dimension (N) if SIDE = 'L', (M) if SIDE = 'R' INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
side
- trans
- m
- n
- k
- a
- lda
- tau
- c
- Ldc
- work
- info
- public abstract void dormr3(java.lang.String side, java.lang.String trans, int m, int n, int k, int l, double[] a, int lda, double[] tau, double[] c, int Ldc, double[] work, org.netlib.util.intW info)
.. Purpose ======= DORMR3 overwrites the general real m by n matrix C with Q * C if SIDE = 'L' and TRANS = 'N', or Q'* C if SIDE = 'L' and TRANS = 'T', or C * Q if SIDE = 'R' and TRANS = 'N', or C * Q' if SIDE = 'R' and TRANS = 'T', where Q is a real orthogonal matrix defined as the product of k elementary reflectors Q = H(1) H(2) . . . H(k) as returned by DTZRZF. Q is of order m if SIDE = 'L' and of order n if SIDE = 'R'. Arguments ========= SIDE (input) CHARACTER*1 = 'L': apply Q or Q' from the Left = 'R': apply Q or Q' from the Right TRANS (input) CHARACTER*1 = 'N': apply Q (No transpose) = 'T': apply Q' (Transpose) M (input) INTEGER The number of rows of the matrix C. M >= 0. N (input) INTEGER The number of columns of the matrix C. N >= 0. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. If SIDE = 'L', M >= K >= 0; if SIDE = 'R', N >= K >= 0. L (input) INTEGER The number of columns of the matrix A containing the meaningful part of the Householder reflectors. If SIDE = 'L', M >= L >= 0, if SIDE = 'R', N >= L >= 0. A (input) DOUBLE PRECISION array, dimension (LDA,M) if SIDE = 'L', (LDA,N) if SIDE = 'R' The i-th row must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by DTZRZF in the last k rows of its array argument A. A is modified by the routine but restored on exit. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,K). TAU (input) DOUBLE PRECISION array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by DTZRZF. C (input/output) DOUBLE PRECISION array, dimension (LDC,N) On entry, the m-by-n matrix C. On exit, C is overwritten by Q*C or Q'*C or C*Q' or C*Q. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M). WORK (workspace) DOUBLE PRECISION array, dimension (N) if SIDE = 'L', (M) if SIDE = 'R' 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 ===================================================================== .. Local Scalars ..
side
- trans
- m
- n
- k
- l
- a
- lda
- tau
- c
- Ldc
- work
- info
- public abstract void dormrq(java.lang.String side, java.lang.String trans, int m, int n, int k, double[] a, int lda, double[] tau, double[] c, int Ldc, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DORMRQ overwrites the general real M-by-N matrix C with SIDE = 'L' SIDE = 'R' TRANS = 'N': Q * C C * Q TRANS = 'T': Q**T * C C * Q**T where Q is a real orthogonal matrix defined as the product of k elementary reflectors Q = H(1) H(2) . . . H(k) as returned by DGERQF. Q is of order M if SIDE = 'L' and of order N if SIDE = 'R'. Arguments ========= SIDE (input) CHARACTER*1 = 'L': apply Q or Q**T from the Left; = 'R': apply Q or Q**T from the Right. TRANS (input) CHARACTER*1 = 'N': No transpose, apply Q; = 'T': Transpose, apply Q**T. M (input) INTEGER The number of rows of the matrix C. M >= 0. N (input) INTEGER The number of columns of the matrix C. N >= 0. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. If SIDE = 'L', M >= K >= 0; if SIDE = 'R', N >= K >= 0. A (input) DOUBLE PRECISION array, dimension (LDA,M) if SIDE = 'L', (LDA,N) if SIDE = 'R' The i-th row must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by DGERQF in the last k rows of its array argument A. A is modified by the routine but restored on exit. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,K). TAU (input) DOUBLE PRECISION array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by DGERQF. C (input/output) DOUBLE PRECISION array, dimension (LDC,N) On entry, the M-by-N matrix C. On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M). WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If SIDE = 'L', LWORK >= max(1,N); if SIDE = 'R', LWORK >= max(1,M). For optimum performance LWORK >= N*NB if SIDE = 'L', and LWORK >= M*NB if SIDE = 'R', 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 ===================================================================== .. Parameters ..
side
- trans
- m
- n
- k
- a
- lda
- tau
- c
- Ldc
- work
- lwork
- info
- public abstract void dormrz(java.lang.String side, java.lang.String trans, int m, int n, int k, int l, double[] a, int lda, double[] tau, double[] c, int Ldc, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DORMRZ overwrites the general real M-by-N matrix C with SIDE = 'L' SIDE = 'R' TRANS = 'N': Q * C C * Q TRANS = 'T': Q**T * C C * Q**T where Q is a real orthogonal matrix defined as the product of k elementary reflectors Q = H(1) H(2) . . . H(k) as returned by DTZRZF. Q is of order M if SIDE = 'L' and of order N if SIDE = 'R'. Arguments ========= SIDE (input) CHARACTER*1 = 'L': apply Q or Q**T from the Left; = 'R': apply Q or Q**T from the Right. TRANS (input) CHARACTER*1 = 'N': No transpose, apply Q; = 'T': Transpose, apply Q**T. M (input) INTEGER The number of rows of the matrix C. M >= 0. N (input) INTEGER The number of columns of the matrix C. N >= 0. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. If SIDE = 'L', M >= K >= 0; if SIDE = 'R', N >= K >= 0. L (input) INTEGER The number of columns of the matrix A containing the meaningful part of the Householder reflectors. If SIDE = 'L', M >= L >= 0, if SIDE = 'R', N >= L >= 0. A (input) DOUBLE PRECISION array, dimension (LDA,M) if SIDE = 'L', (LDA,N) if SIDE = 'R' The i-th row must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by DTZRZF in the last k rows of its array argument A. A is modified by the routine but restored on exit. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,K). TAU (input) DOUBLE PRECISION array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by DTZRZF. C (input/output) DOUBLE PRECISION array, dimension (LDC,N) On entry, the M-by-N matrix C. On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M). WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If SIDE = 'L', LWORK >= max(1,N); if SIDE = 'R', LWORK >= max(1,M). For optimum performance LWORK >= N*NB if SIDE = 'L', and LWORK >= M*NB if SIDE = 'R', where NB is the optimal blocksize. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Further Details =============== Based on contributions by A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA ===================================================================== .. Parameters ..
side
- trans
- m
- n
- k
- l
- a
- lda
- tau
- c
- Ldc
- work
- lwork
- info
- public abstract void dormtr(java.lang.String side, java.lang.String uplo, java.lang.String trans, int m, int n, double[] a, int lda, double[] tau, double[] c, int Ldc, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DORMTR overwrites the general real M-by-N matrix C with SIDE = 'L' SIDE = 'R' TRANS = 'N': Q * C C * Q TRANS = 'T': Q**T * C C * Q**T where Q is a real orthogonal matrix of order nq, with nq = m if SIDE = 'L' and nq = n if SIDE = 'R'. Q is defined as the product of nq-1 elementary reflectors, as returned by DSYTRD: if UPLO = 'U', Q = H(nq-1) . . . H(2) H(1); if UPLO = 'L', Q = H(1) H(2) . . . H(nq-1). Arguments ========= SIDE (input) CHARACTER*1 = 'L': apply Q or Q**T from the Left; = 'R': apply Q or Q**T from the Right. UPLO (input) CHARACTER*1 = 'U': Upper triangle of A contains elementary reflectors from DSYTRD; = 'L': Lower triangle of A contains elementary reflectors from DSYTRD. TRANS (input) CHARACTER*1 = 'N': No transpose, apply Q; = 'T': Transpose, apply Q**T. M (input) INTEGER The number of rows of the matrix C. M >= 0. N (input) INTEGER The number of columns of the matrix C. N >= 0. A (input) DOUBLE PRECISION array, dimension (LDA,M) if SIDE = 'L' (LDA,N) if SIDE = 'R' The vectors which define the elementary reflectors, as returned by DSYTRD. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M) if SIDE = 'L'; LDA >= max(1,N) if SIDE = 'R'. TAU (input) DOUBLE PRECISION array, dimension (M-1) if SIDE = 'L' (N-1) if SIDE = 'R' TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by DSYTRD. C (input/output) DOUBLE PRECISION array, dimension (LDC,N) On entry, the M-by-N matrix C. On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M). WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If SIDE = 'L', LWORK >= max(1,N); if SIDE = 'R', LWORK >= max(1,M). For optimum performance LWORK >= N*NB if SIDE = 'L', and LWORK >= M*NB if SIDE = 'R', 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 ===================================================================== .. Local Scalars ..
side
- uplo
- trans
- m
- n
- a
- lda
- tau
- c
- Ldc
- work
- lwork
- info
- public abstract void dpbcon(java.lang.String uplo, int n, int kd, double[] ab, int ldab, double anorm, org.netlib.util.doubleW rcond, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DPBCON estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite band matrix using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPBTRF. 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 subdiagonals if UPLO = 'L'. KD >= 0. AB (input) DOUBLE PRECISION array, dimension (LDAB,N) The triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T 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) DOUBLE PRECISION The 1-norm (or infinity-norm) of the symmetric band matrix A. RCOND (output) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (3*N) IWORK (workspace) INTEGER array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
uplo
- n
- kd
- ab
- ldab
- anorm
- rcond
- work
- iwork
- info
- public abstract void dpbequ(java.lang.String uplo, int n, int kd, double[] ab, int ldab, double[] s, org.netlib.util.doubleW scond, org.netlib.util.doubleW amax, org.netlib.util.intW info)
.. Purpose ======= DPBEQU computes row and column scalings intended to equilibrate a symmetric 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) DOUBLE PRECISION array, dimension (LDAB,N) 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). LDAB (input) INTEGER The leading dimension of the array A. LDAB >= KD+1. S (output) DOUBLE PRECISION array, dimension (N) If INFO = 0, S contains the scale factors for A. SCOND (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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 ..
uplo
- n
- kd
- ab
- ldab
- s
- scond
- amax
- info
- public abstract void dpbrfs(java.lang.String uplo, int n, int kd, int nrhs, double[] ab, int ldab, double[] afb, int ldafb, double[] b, int ldb, double[] x, int ldx, double[] ferr, double[] berr, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DPBRFS improves the computed solution to a system of linear equations when the coefficient matrix is symmetric 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) DOUBLE PRECISION array, dimension (LDAB,N) 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). LDAB (input) INTEGER The leading dimension of the array AB. LDAB >= KD+1. AFB (input) DOUBLE PRECISION array, dimension (LDAFB,N) The triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T of the band matrix A as computed by DPBTRF, in the same storage format as A (see AB). LDAFB (input) INTEGER The leading dimension of the array AFB. LDAFB >= KD+1. B (input) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by DPBTRS. On exit, the improved solution matrix X. LDX (input) INTEGER The leading dimension of the array X. LDX >= max(1,N). FERR (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (3*N) IWORK (workspace) INTEGER 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 ..
uplo
- n
- kd
- nrhs
- ab
- ldab
- afb
- ldafb
- b
- ldb
- x
- ldx
- ferr
- berr
- work
- iwork
- info
- public abstract void dpbstf(java.lang.String uplo, int n, int kd, double[] ab, int ldab, org.netlib.util.intW info)
.. Purpose ======= DPBSTF computes a split Cholesky factorization of a real symmetric positive definite band matrix A. This routine is designed to be used in conjunction with DSBGST. The factorization has the form A = S**T*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) DOUBLE PRECISION 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 factor S from the split Cholesky factorization A = S**T*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. ===================================================================== .. Parameters ..
uplo
- n
- kd
- ab
- ldab
- info
- public abstract void dpbsv(java.lang.String uplo, int n, int kd, int nrhs, double[] ab, int ldab, double[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= DPBSV computes the solution to a real system of linear equations A * X = B, where A is an N-by-N symmetric positive definite band matrix and X and B are N-by-NRHS matrices. The Cholesky decomposition is used to factor A as A = U**T * U, if UPLO = 'U', or A = L * L**T, 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) DOUBLE PRECISION 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). See below for further details. On exit, if INFO = 0, the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T 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) DOUBLE PRECISION 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 ..
uplo
- n
- kd
- nrhs
- ab
- ldab
- b
- ldb
- info
- public abstract void dpbsvx(java.lang.String fact, java.lang.String uplo, int n, int kd, int nrhs, double[] ab, int ldab, double[] afb, int ldafb, org.netlib.util.StringW equed, double[] s, double[] b, int ldb, double[] x, int ldx, org.netlib.util.doubleW rcond, double[] ferr, double[] berr, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DPBSVX uses the Cholesky factorization A = U**T*U or A = L*L**T to compute the solution to a real system of linear equations A * X = B, where A is an N-by-N symmetric 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**T * U, if UPLO = 'U', or A = L * L**T, 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) DOUBLE PRECISION 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, 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) DOUBLE PRECISION 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**T*U or A = L*L**T 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**T*U or A = L*L**T. 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**T*U or A = L*L**T 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (3*N) IWORK (workspace) INTEGER 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 symmetric 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 ..
fact
- uplo
- n
- kd
- nrhs
- ab
- ldab
- afb
- ldafb
- equed
- s
- b
- ldb
- x
- ldx
- rcond
- ferr
- berr
- work
- iwork
- info
- public abstract void dpbtf2(java.lang.String uplo, int n, int kd, double[] ab, int ldab, org.netlib.util.intW info)
.. Purpose ======= DPBTF2 computes the Cholesky factorization of a real symmetric 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 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 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) DOUBLE PRECISION 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. 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 ..
uplo
- n
- kd
- ab
- ldab
- info
- public abstract void dpbtrf(java.lang.String uplo, int n, int kd, double[] ab, int ldab, org.netlib.util.intW info)
.. Purpose ======= DPBTRF computes the Cholesky factorization of a real symmetric positive definite band matrix A. The factorization has the form A = U**T * U, if UPLO = 'U', or A = L * L**T, 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) DOUBLE PRECISION 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**T*U or A = L*L**T 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 ..
uplo
- n
- kd
- ab
- ldab
- info
- public abstract void dpbtrs(java.lang.String uplo, int n, int kd, int nrhs, double[] ab, int ldab, double[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= DPBTRS solves a system of linear equations A*X = B with a symmetric positive definite band matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPBTRF. 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) DOUBLE PRECISION array, dimension (LDAB,N) The triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T 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) DOUBLE PRECISION 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 ..
uplo
- n
- kd
- nrhs
- ab
- ldab
- b
- ldb
- info
- public abstract void dpocon(java.lang.String uplo, int n, double[] a, int lda, double anorm, org.netlib.util.doubleW rcond, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DPOCON estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite matrix using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPOTRF. 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) DOUBLE PRECISION array, dimension (LDA,N) The triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, as computed by DPOTRF. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). ANORM (input) DOUBLE PRECISION The 1-norm (or infinity-norm) of the symmetric matrix A. RCOND (output) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (3*N) IWORK (workspace) INTEGER array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
uplo
- n
- a
- lda
- anorm
- rcond
- work
- iwork
- info
- public abstract void dpoequ(int n, double[] a, int lda, double[] s, org.netlib.util.doubleW scond, org.netlib.util.doubleW amax, org.netlib.util.intW info)
.. Purpose ======= DPOEQU computes row and column scalings intended to equilibrate a symmetric 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) DOUBLE PRECISION array, dimension (LDA,N) The N-by-N symmetric 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) DOUBLE PRECISION array, dimension (N) If INFO = 0, S contains the scale factors for A. SCOND (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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 ..
n
- a
- lda
- s
- scond
- amax
- info
- public abstract void dporfs(java.lang.String uplo, int n, int nrhs, double[] a, int lda, double[] af, int ldaf, double[] b, int ldb, double[] x, int ldx, double[] ferr, double[] berr, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DPORFS improves the computed solution to a system of linear equations when the coefficient matrix is symmetric 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDAF,N) The triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, as computed by DPOTRF. LDAF (input) INTEGER The leading dimension of the array AF. LDAF >= max(1,N). B (input) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by DPOTRS. On exit, the improved solution matrix X. LDX (input) INTEGER The leading dimension of the array X. LDX >= max(1,N). FERR (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (3*N) IWORK (workspace) INTEGER 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 ..
uplo
- n
- nrhs
- a
- lda
- af
- ldaf
- b
- ldb
- x
- ldx
- ferr
- berr
- work
- iwork
- info
- public abstract void dposv(java.lang.String uplo, int n, int nrhs, double[] a, int lda, double[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= DPOSV computes the solution to a real system of linear equations A * X = B, where A is an N-by-N symmetric positive definite matrix and X and B are N-by-NRHS matrices. The Cholesky decomposition is used to factor A as A = U**T* U, if UPLO = 'U', or A = L * L**T, 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) DOUBLE PRECISION 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 factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). B (input/output) DOUBLE PRECISION 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 ..
uplo
- n
- nrhs
- a
- lda
- b
- ldb
- info
- public abstract void dposvx(java.lang.String fact, java.lang.String uplo, int n, int nrhs, double[] a, int lda, double[] af, int ldaf, org.netlib.util.StringW equed, double[] s, double[] b, int ldb, double[] x, int ldx, org.netlib.util.doubleW rcond, double[] ferr, double[] berr, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DPOSVX uses the Cholesky factorization A = U**T*U or A = L*L**T to compute the solution to a real system of linear equations A * X = B, where A is an N-by-N symmetric 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**T* U, if UPLO = 'U', or A = L * L**T, 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) DOUBLE PRECISION array, dimension (LDA,N) On entry, the symmetric 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) DOUBLE PRECISION 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**T*U or A = L*L**T, 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**T*U or A = L*L**T 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**T*U or A = L*L**T 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (3*N) IWORK (workspace) INTEGER 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 ..
fact
- uplo
- n
- nrhs
- a
- lda
- af
- ldaf
- equed
- s
- b
- ldb
- x
- ldx
- rcond
- ferr
- berr
- work
- iwork
- info
- public abstract void dpotf2(java.lang.String uplo, int n, double[] a, int lda, org.netlib.util.intW info)
.. Purpose ======= DPOTF2 computes the Cholesky factorization of a real symmetric 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 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) DOUBLE PRECISION 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 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 ..
uplo
- n
- a
- lda
- info
- public abstract void dpotrf(java.lang.String uplo, int n, double[] a, int lda, org.netlib.util.intW info)
.. Purpose ======= DPOTRF computes the Cholesky factorization of a real symmetric positive definite matrix A. The factorization has the form A = U**T * U, if UPLO = 'U', or A = L * L**T, 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) DOUBLE PRECISION 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 factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T. 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 ..
uplo
- n
- a
- lda
- info
- public abstract void dpotri(java.lang.String uplo, int n, double[] a, int lda, org.netlib.util.intW info)
.. Purpose ======= DPOTRI computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPOTRF. 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) DOUBLE PRECISION array, dimension (LDA,N) On entry, the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, as computed by DPOTRF. On exit, the upper or lower triangle of the (symmetric) 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 ..
uplo
- n
- a
- lda
- info
- public abstract void dpotrs(java.lang.String uplo, int n, int nrhs, double[] a, int lda, double[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= DPOTRS solves a system of linear equations A*X = B with a symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPOTRF. 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) DOUBLE PRECISION array, dimension (LDA,N) The triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, as computed by DPOTRF. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). B (input/output) DOUBLE PRECISION 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 ..
uplo
- n
- nrhs
- a
- lda
- b
- ldb
- info
- public abstract void dppcon(java.lang.String uplo, int n, double[] ap, double anorm, org.netlib.util.doubleW rcond, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DPPCON estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite packed matrix using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPPTRF. 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) DOUBLE PRECISION array, dimension (N*(N+1)/2) The triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, 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) DOUBLE PRECISION The 1-norm (or infinity-norm) of the symmetric matrix A. RCOND (output) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (3*N) IWORK (workspace) INTEGER array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
uplo
- n
- ap
- anorm
- rcond
- work
- iwork
- info
- public abstract void dppequ(java.lang.String uplo, int n, double[] ap, double[] s, org.netlib.util.doubleW scond, org.netlib.util.doubleW amax, org.netlib.util.intW info)
.. Purpose ======= DPPEQU computes row and column scalings intended to equilibrate a symmetric 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) DOUBLE PRECISION 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. S (output) DOUBLE PRECISION array, dimension (N) If INFO = 0, S contains the scale factors for A. SCOND (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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 ..
uplo
- n
- ap
- s
- scond
- amax
- info
- public abstract void dpprfs(java.lang.String uplo, int n, int nrhs, double[] ap, double[] afp, double[] b, int ldb, double[] x, int ldx, double[] ferr, double[] berr, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DPPRFS improves the computed solution to a system of linear equations when the coefficient matrix is symmetric 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) DOUBLE PRECISION 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. AFP (input) DOUBLE PRECISION array, dimension (N*(N+1)/2) The triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, as computed by DPPTRF/ZPPTRF, packed columnwise in a linear array in the same format as A (see AP). B (input) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by DPPTRS. On exit, the improved solution matrix X. LDX (input) INTEGER The leading dimension of the array X. LDX >= max(1,N). FERR (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (3*N) IWORK (workspace) INTEGER 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 ..
uplo
- n
- nrhs
- ap
- afp
- b
- ldb
- x
- ldx
- ferr
- berr
- work
- iwork
- info
- public abstract void dppsv(java.lang.String uplo, int n, int nrhs, double[] ap, double[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= DPPSV computes the solution to a real system of linear equations A * X = B, where A is an N-by-N symmetric 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**T* U, if UPLO = 'U', or A = L * L**T, 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) DOUBLE PRECISION 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, if INFO = 0, the factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, in the same storage format as A. B (input/output) DOUBLE PRECISION 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 symmetric 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 ..
uplo
- n
- nrhs
- ap
- b
- ldb
- info
- public abstract void dppsvx(java.lang.String fact, java.lang.String uplo, int n, int nrhs, double[] ap, double[] afp, org.netlib.util.StringW equed, double[] s, double[] b, int ldb, double[] x, int ldx, org.netlib.util.doubleW rcond, double[] ferr, double[] berr, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DPPSVX uses the Cholesky factorization A = U**T*U or A = L*L**T to compute the solution to a real system of linear equations A * X = B, where A is an N-by-N symmetric 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**T* U, if UPLO = 'U', or A = L * L**T, 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, 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) DOUBLE PRECISION array, dimension (N*(N+1)/2) On entry, the upper or lower triangle of the symmetric 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) DOUBLE PRECISION 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'*U or A = L*L', 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'*U or A = L*L' 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'*U or A = L*L' 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (3*N) IWORK (workspace) INTEGER 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 symmetric 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 ..
fact
- uplo
- n
- nrhs
- ap
- afp
- equed
- s
- b
- ldb
- x
- ldx
- rcond
- ferr
- berr
- work
- iwork
- info
- public abstract void dpptrf(java.lang.String uplo, int n, double[] ap, org.netlib.util.intW info)
.. Purpose ======= DPPTRF computes the Cholesky factorization of a real symmetric positive definite matrix A stored in packed format. The factorization has the form A = U**T * U, if UPLO = 'U', or A = L * L**T, 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) DOUBLE PRECISION 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, if INFO = 0, the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, 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 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 ..
uplo
- n
- ap
- info
- public abstract void dpptri(java.lang.String uplo, int n, double[] ap, org.netlib.util.intW info)
.. Purpose ======= DPPTRI computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPPTRF. 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) DOUBLE PRECISION array, dimension (N*(N+1)/2) On entry, the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, 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 (symmetric) 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 ..
uplo
- n
- ap
- info
- public abstract void dpptrs(java.lang.String uplo, int n, int nrhs, double[] ap, double[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= DPPTRS solves a system of linear equations A*X = B with a symmetric positive definite matrix A in packed storage using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPPTRF. 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) DOUBLE PRECISION array, dimension (N*(N+1)/2) The triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, 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) DOUBLE PRECISION 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 ..
uplo
- n
- nrhs
- ap
- b
- ldb
- info
- public abstract void dptcon(int n, double[] d, double[] e, double anorm, org.netlib.util.doubleW rcond, double[] work, org.netlib.util.intW info)
.. Purpose ======= DPTCON computes the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite tridiagonal matrix using the factorization A = L*D*L**T or A = U**T*D*U computed by DPTTRF. 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) DOUBLE PRECISION array, dimension (N) The n diagonal elements of the diagonal matrix D from the factorization of A, as computed by DPTTRF. E (input) DOUBLE PRECISION 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 DPTTRF. ANORM (input) DOUBLE PRECISION The 1-norm of the original matrix A. RCOND (output) DOUBLE PRECISION 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. WORK (workspace) DOUBLE PRECISION 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 ..
n
- d
- e
- anorm
- rcond
- work
- info
- public abstract void dpteqr(java.lang.String compz, int n, double[] d, double[] e, double[] z, int ldz, double[] work, org.netlib.util.intW info)
.. Purpose ======= DPTEQR computes all eigenvalues and, optionally, eigenvectors of a symmetric positive definite tridiagonal matrix by first factoring the matrix using DPTTRF, and then calling DBDSQR 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 symmetric positive definite matrix can also be found if DSYTRD, DSPTRD, or DSBTRD 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 symmetric matrix also. Array Z contains the orthogonal 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (N-1) On entry, the (n-1) subdiagonal elements of the tridiagonal matrix. On exit, E has been destroyed. Z (input/output) DOUBLE PRECISION array, dimension (LDZ, N) On entry, if COMPZ = 'V', the orthogonal matrix used in the reduction to tridiagonal form. On exit, if COMPZ = 'V', the orthonormal eigenvectors of the original symmetric 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) DOUBLE PRECISION 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 ..
compz
- n
- d
- e
- z
- ldz
- work
- info
- public abstract void dptrfs(int n, int nrhs, double[] d, double[] e, double[] df, double[] ef, double[] b, int ldb, double[] x, int ldx, double[] ferr, double[] berr, double[] work, org.netlib.util.intW info)
.. Purpose ======= DPTRFS improves the computed solution to a system of linear equations when the coefficient matrix is symmetric positive definite and tridiagonal, and provides error bounds and backward error estimates for the solution. 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) DOUBLE PRECISION array, dimension (N) The n diagonal elements of the tridiagonal matrix A. E (input) DOUBLE PRECISION array, dimension (N-1) The (n-1) subdiagonal elements of the tridiagonal matrix A. DF (input) DOUBLE PRECISION array, dimension (N) The n diagonal elements of the diagonal matrix D from the factorization computed by DPTTRF. EF (input) DOUBLE PRECISION array, dimension (N-1) The (n-1) subdiagonal elements of the unit bidiagonal factor L from the factorization computed by DPTTRF. B (input) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by DPTTRS. On exit, the improved solution matrix X. LDX (input) INTEGER The leading dimension of the array X. LDX >= max(1,N). FERR (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (2*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 ..
n
- nrhs
- d
- e
- df
- ef
- b
- ldb
- x
- ldx
- ferr
- berr
- work
- info
- public abstract void dptsv(int n, int nrhs, double[] d, double[] e, double[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= DPTSV computes the solution to a real system of linear equations A*X = B, where A is an N-by-N symmetric positive definite tridiagonal matrix, and X and B are N-by-NRHS matrices. A is factored as A = L*D*L**T, 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) DOUBLE PRECISION 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**T. E (input/output) DOUBLE PRECISION 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**T factorization of A. (E can also be regarded as the superdiagonal of the unit bidiagonal factor U from the U**T*D*U factorization of A.) B (input/output) DOUBLE PRECISION 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 ..
n
- nrhs
- d
- e
- b
- ldb
- info
- public abstract void dptsvx(java.lang.String fact, int n, int nrhs, double[] d, double[] e, double[] df, double[] ef, double[] b, int ldb, double[] x, int ldx, org.netlib.util.doubleW rcond, double[] ferr, double[] berr, double[] work, org.netlib.util.intW info)
.. Purpose ======= DPTSVX uses the factorization A = L*D*L**T to compute the solution to a real system of linear equations A*X = B, where A is an N-by-N symmetric 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**T, where L is a unit lower bidiagonal matrix and D is diagonal. The factorization can also be regarded as having the form A = U**T*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 A has been 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) DOUBLE PRECISION array, dimension (N) The n diagonal elements of the tridiagonal matrix A. E (input) DOUBLE PRECISION array, dimension (N-1) The (n-1) subdiagonal elements of the tridiagonal matrix A. DF (input or output) DOUBLE PRECISION 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**T 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**T factorization of A. EF (input or output) DOUBLE PRECISION 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**T 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**T factorization of A. B (input) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDX,NRHS) If INFO = 0 of 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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, 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 ..
fact
- n
- nrhs
- d
- e
- df
- ef
- b
- ldb
- x
- ldx
- rcond
- ferr
- berr
- work
- info
- public abstract void dpttrf(int n, double[] d, double[] e, org.netlib.util.intW info)
.. Purpose ======= DPTTRF computes the L*D*L' factorization of a real symmetric 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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 ..
n
- d
- e
- info
- public abstract void dpttrs(int n, int nrhs, double[] d, double[] e, double[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= DPTTRS solves a tridiagonal system of the form A * X = B using the L*D*L' factorization of A computed by DPTTRF. D is a diagonal matrix specified in the vector D, L is a unit bidiagonal matrix whose subdiagonal is specified in the vector E, and X and B are N by NRHS matrices. Arguments ========= 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) DOUBLE PRECISION array, dimension (N) The n diagonal elements of the diagonal matrix D from the L*D*L' factorization of A. E (input) DOUBLE PRECISION array, dimension (N-1) 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 factorization A = U'*D*U. B (input/output) DOUBLE PRECISION 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 ..
n
- nrhs
- d
- e
- b
- ldb
- info
- public abstract void dptts2(int n, int nrhs, double[] d, double[] e, double[] b, int ldb)
.. Purpose ======= DPTTS2 solves a tridiagonal system of the form A * X = B using the L*D*L' factorization of A computed by DPTTRF. D is a diagonal matrix specified in the vector D, L is a unit bidiagonal matrix whose subdiagonal is specified in the vector E, and X and B are N by NRHS matrices. Arguments ========= 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) DOUBLE PRECISION array, dimension (N) The n diagonal elements of the diagonal matrix D from the L*D*L' factorization of A. E (input) DOUBLE PRECISION array, dimension (N-1) 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 factorization A = U'*D*U. B (input/output) DOUBLE PRECISION 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 ..
n
- nrhs
- d
- e
- b
- ldb
- public abstract void drscl(int n, double sa, double[] sx, int incx)
.. Purpose ======= DRSCL multiplies an n-element real 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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 ..
n
- sa
- sx
- incx
- public abstract void dsbev(java.lang.String jobz, java.lang.String uplo, int n, int kd, double[] ab, int ldab, double[] w, double[] z, int ldz, double[] work, org.netlib.util.intW info)
.. Purpose ======= DSBEV computes all the eigenvalues and, optionally, eigenvectors of a real symmetric 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) DOUBLE PRECISION 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, 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) DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order. Z (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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 ..
jobz
- uplo
- n
- kd
- ab
- ldab
- w
- z
- ldz
- work
- info
- public abstract void dsbevd(java.lang.String jobz, java.lang.String uplo, int n, int kd, double[] ab, int ldab, double[] w, double[] z, int ldz, double[] work, int lwork, int[] iwork, int liwork, org.netlib.util.intW info)
.. Purpose ======= DSBEVD computes all the eigenvalues and, optionally, eigenvectors of a real symmetric 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) DOUBLE PRECISION 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, 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) DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order. Z (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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 > 2, LWORK must be at least 2*N. If JOBZ = 'V' and N > 2, LWORK must be at least ( 1 + 5*N + 2*N**2 ). If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA. IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. LIWORK (input) INTEGER The dimension of the array LIWORK. If JOBZ = 'N' or N <= 1, LIWORK must be at least 1. If JOBZ = 'V' and N > 2, LIWORK must be at least 3 + 5*N. If LIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or 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 ..
jobz
- uplo
- n
- kd
- ab
- ldab
- w
- z
- ldz
- work
- lwork
- iwork
- liwork
- info
- public abstract void dsbevx(java.lang.String jobz, java.lang.String range, java.lang.String uplo, int n, int kd, double[] ab, int ldab, double[] q, int ldq, double vl, double vu, int il, int iu, double abstol, org.netlib.util.intW m, double[] w, double[] z, int ldz, double[] work, int[] iwork, int[] ifail, org.netlib.util.intW info)
.. Purpose ======= DSBEVX computes selected eigenvalues and, optionally, eigenvectors of a real symmetric 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) DOUBLE PRECISION 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, 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. Q (output) DOUBLE PRECISION array, dimension (LDQ, N) If JOBZ = 'V', the N-by-N orthogonal 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) DOUBLE PRECISION VU (input) DOUBLE PRECISION 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) DOUBLE PRECISION 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*DLAMCH('S'), not zero. If this routine returns with INFO>0, indicating that some eigenvectors did not converge, try setting ABSTOL to 2*DLAMCH('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) DOUBLE PRECISION array, dimension (N) The first M elements contain the selected eigenvalues in ascending order. Z (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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 ..
jobz
- range
- uplo
- n
- kd
- ab
- ldab
- q
- ldq
- vl
- vu
- il
- iu
- abstol
- m
- w
- z
- ldz
- work
- iwork
- ifail
- info
- public abstract void dsbgst(java.lang.String vect, java.lang.String uplo, int n, int ka, int kb, double[] ab, int ldab, double[] bb, int ldbb, double[] x, int ldx, double[] work, org.netlib.util.intW info)
.. Purpose ======= DSBGST reduces a real symmetric-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**T*S by DPBSTF, using a split Cholesky factorization. A is overwritten by C = X**T*A*X, where X = S**(-1)*Q and Q is an orthogonal 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) DOUBLE PRECISION array, dimension (LDAB,N) On entry, the upper or lower triangle of the symmetric 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**T*A*X, stored in the same format as A. LDAB (input) INTEGER The leading dimension of the array AB. LDAB >= KA+1. BB (input) DOUBLE PRECISION array, dimension (LDBB,N) The banded factor S from the split Cholesky factorization of B, as returned by DPBSTF, 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (2*N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. ===================================================================== .. Parameters ..
vect
- uplo
- n
- ka
- kb
- ab
- ldab
- bb
- ldbb
- x
- ldx
- work
- info
- public abstract void dsbgv(java.lang.String jobz, java.lang.String uplo, int n, int ka, int kb, double[] ab, int ldab, double[] bb, int ldbb, double[] w, double[] z, int ldz, double[] work, org.netlib.util.intW info)
.. Purpose ======= DSBGV computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite banded eigenproblem, of the form A*x=(lambda)*B*x. Here A and B are assumed to be symmetric 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) DOUBLE PRECISION array, dimension (LDAB, N) On entry, the upper or lower triangle of the symmetric 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) DOUBLE PRECISION array, dimension (LDBB, N) On entry, the upper or lower triangle of the symmetric 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**T*S, as returned by DPBSTF. LDBB (input) INTEGER The leading dimension of the array BB. LDBB >= KB+1. W (output) DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order. Z (output) DOUBLE PRECISION 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**T*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) DOUBLE PRECISION 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 DPBSTF 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 ..
jobz
- uplo
- n
- ka
- kb
- ab
- ldab
- bb
- ldbb
- w
- z
- ldz
- work
- info
- public abstract void dsbgvd(java.lang.String jobz, java.lang.String uplo, int n, int ka, int kb, double[] ab, int ldab, double[] bb, int ldbb, double[] w, double[] z, int ldz, double[] work, int lwork, int[] iwork, int liwork, org.netlib.util.intW info)
.. Purpose ======= DSBGVD computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite banded eigenproblem, of the form A*x=(lambda)*B*x. Here A and B are assumed to be symmetric 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) DOUBLE PRECISION array, dimension (LDAB, N) On entry, the upper or lower triangle of the symmetric 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) DOUBLE PRECISION array, dimension (LDBB, N) On entry, the upper or lower triangle of the symmetric 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(ka+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**T*S, as returned by DPBSTF. LDBB (input) INTEGER The leading dimension of the array BB. LDBB >= KB+1. W (output) DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order. Z (output) DOUBLE PRECISION 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 Z**T*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/output) DOUBLE PRECISION array, dimension (MAX(1,L 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 >= 3*N. If JOBZ = 'V' and N > 1, LWORK >= 1 + 5*N + 2*N**2. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA. IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) On exit, if LIWORK > 0, IWORK(1) returns the optimal LIWORK. LIWORK (input) INTEGER The dimension of the 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 sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or 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 DPBSTF 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 ..
jobz
- uplo
- n
- ka
- kb
- ab
- ldab
- bb
- ldbb
- w
- z
- ldz
- work
- lwork
- iwork
- liwork
- info
- public abstract void dsbgvx(java.lang.String jobz, java.lang.String range, java.lang.String uplo, int n, int ka, int kb, double[] ab, int ldab, double[] bb, int ldbb, double[] q, int ldq, double vl, double vu, int il, int iu, double abstol, org.netlib.util.intW m, double[] w, double[] z, int ldz, double[] work, int[] iwork, int[] ifail, org.netlib.util.intW info)
.. Purpose ======= DSBGVX computes selected eigenvalues, and optionally, eigenvectors of a real generalized symmetric-definite banded eigenproblem, of the form A*x=(lambda)*B*x. Here A and B are assumed to be symmetric 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) DOUBLE PRECISION array, dimension (LDAB, N) On entry, the upper or lower triangle of the symmetric 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) DOUBLE PRECISION array, dimension (LDBB, N) On entry, the upper or lower triangle of the symmetric 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(ka+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**T*S, as returned by DPBSTF. LDBB (input) INTEGER The leading dimension of the array BB. LDBB >= KB+1. Q (output) DOUBLE PRECISION 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) DOUBLE PRECISION VU (input) DOUBLE PRECISION 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) DOUBLE PRECISION 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*DLAMCH('S'), not zero. If this routine returns with INFO>0, indicating that some eigenvectors did not converge, try setting ABSTOL to 2*DLAMCH('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) DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order. Z (output) DOUBLE PRECISION 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 Z**T*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/output) DOUBLE PRECISION array, dimension (7*N) IWORK (workspace/output) INTEGER array, dimension (5*N) IFAIL (output) INTEGER array, dimension (M) 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 eigenvalues 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 <= N: if INFO = i, then i eigenvectors failed to converge. Their indices are stored in IFAIL. > N : DPBSTF returned an error code; i.e., 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 ..
jobz
- range
- uplo
- n
- ka
- kb
- ab
- ldab
- bb
- ldbb
- q
- ldq
- vl
- vu
- il
- iu
- abstol
- m
- w
- z
- ldz
- work
- iwork
- ifail
- info
- public abstract void dsbtrd(java.lang.String vect, java.lang.String uplo, int n, int kd, double[] ab, int ldab, double[] d, double[] e, double[] q, int ldq, double[] work, org.netlib.util.intW info)
.. Purpose ======= DSBTRD reduces a real symmetric band matrix A to symmetric tridiagonal form T by an orthogonal similarity transformation: Q**T * 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) DOUBLE PRECISION 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, 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) DOUBLE PRECISION array, dimension (N) The diagonal elements of the tridiagonal matrix T. E (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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 orthogonal 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) DOUBLE PRECISION 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 ..
vect
- uplo
- n
- kd
- ab
- ldab
- d
- e
- q
- ldq
- work
- info
- public void dsgesv(int n, int nrhs, double[] a, int lda, int[] ipiv, double[] b, int ldb, double[] x, int ldx, double[] work, float[] swork, org.netlib.util.intW iter, org.netlib.util.intW info)
.. Purpose ======= DSGESV computes the solution to a real system of linear equations A * X = B, where A is an N-by-N matrix and X and B are N-by-NRHS matrices. DSGESV first attempts to factorize the matrix in SINGLE PRECISION and use this factorization within an iterative refinement procedure t produce a solution with DOUBLE PRECISION normwise backward error quality (see below). If the approach fails the method switches to a DOUBLE PRECISION factorization and solve. The iterative refinement is not going to be a winning strategy if the ratio SINGLE PRECISION performance over DOUBLE PRECISION performa is too small. A reasonable strategy should take the number of right-h sides and the size of the matrix into account. This might be done wit call to ILAENV in the future. Up to now, we always try iterative refi The iterative refinement process is stopped if ITER > ITERMAX or for all the RHS we have: RNRM < SQRT(N)*XNRM*ANRM*EPS*BWDMAX where o ITER is the number of the current iteration in the iterative refinement process o RNRM is the infinity-norm of the residual o XNRM is the infinity-norm of the solution o ANRM is the infinity-operator-norm of the matrix A o EPS is the machine epsilon returned by DLAMCH('Epsilon') The value ITERMAX and BWDMAX are fixed to 30 and 1.0D+00 respectively 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 or input/ouptut) DOUBLE PRECISION array, dimension (LDA,N) On entry, the N-by-N coefficient matrix A. On exit, if iterative refinement has been successfully used (INFO.EQ.0 and ITER.GE.0, see description below), then A is unchanged, if double precision factorization has been used (INFO.EQ.0 and ITER.LT.0, see description below), then the array A contains 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). Corresponds either to the single precision factorization (if INFO.EQ.0 and ITER.GE.0) or the double precision factorization (if INFO.EQ.0 and ITER.LT.0). B (input) DOUBLE PRECISION array, dimension (LDB,NRHS) The N-by-NRHS matrix of right hand side matrix B. LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1,N). X (output) DOUBLE PRECISION array, dimension (LDX,NRHS) If INFO = 0, the N-by-NRHS solution matrix X. LDX (input) INTEGER The leading dimension of the array X. LDX >= max(1,N). WORK (workspace) DOUBLE PRECISION array, dimension (N*NRHS) This array is used to hold the residual vectors. SWORK (workspace) REAL array, dimension (N*(N+NRHS)) This array is used to use the single precision matrix and the right-hand sides or solutions in single precision. ITER (output) INTEGER < 0: iterative refinement has failed, double precision factorization has been performed -1 : taking into account machine parameters, N, NRHS, it is a priori not worth working in SINGLE PRECISION -2 : overflow of an entry when moving from double to SINGLE PRECISION -3 : failure of SGETRF -31: stop the iterative refinement after the 30th iterations > 0: iterative refinement has been sucessfully used. Returns the number of iterations 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) computed in DOUBLE PRECISION is exactly zero. The factorization has been completed, but the factor U is exactly singular, so the solution could not be computed. ========= .. Parameters ..
n
- nrhs
- a
- lda
- ipiv
- b
- ldb
- x
- ldx
- work
- swork
- iter
- info
- public abstract void dspcon(java.lang.String uplo, int n, double[] ap, int[] ipiv, double anorm, org.netlib.util.doubleW rcond, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DSPCON estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric packed matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by DSPTRF. 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) DOUBLE PRECISION 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 DSPTRF, 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 DSPTRF. ANORM (input) DOUBLE PRECISION The 1-norm of the original matrix A. RCOND (output) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (2*N) IWORK (workspace) INTEGER array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
uplo
- n
- ap
- ipiv
- anorm
- rcond
- work
- iwork
- info
- public abstract void dspev(java.lang.String jobz, java.lang.String uplo, int n, double[] ap, double[] w, double[] z, int ldz, double[] work, org.netlib.util.intW info)
.. Purpose ======= DSPEV computes all the eigenvalues and, optionally, eigenvectors of a real symmetric matrix A 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) DOUBLE PRECISION 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)*(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) DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order. Z (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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, the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero. ===================================================================== .. Parameters ..
jobz
- uplo
- n
- ap
- w
- z
- ldz
- work
- info
- public abstract void dspevd(java.lang.String jobz, java.lang.String uplo, int n, double[] ap, double[] w, double[] z, int ldz, double[] work, int lwork, int[] iwork, int liwork, org.netlib.util.intW info)
.. Purpose ======= DSPEVD computes all the eigenvalues and, optionally, eigenvectors of a real symmetric 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) DOUBLE PRECISION 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)*(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) DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order. Z (output) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LWORK) On exit, if INFO = 0, WORK(1) returns the required 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 2*N. If JOBZ = 'V' and N > 1, LWORK must be at least 1 + 6*N + N**2. If LWORK = -1, then a workspace query is assumed; the routine only calculates the required sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA. IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the required LIWORK. LIWORK (input) INTEGER The dimension of the 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 required sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or 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 ..
jobz
- uplo
- n
- ap
- w
- z
- ldz
- work
- lwork
- iwork
- liwork
- info
- public abstract void dspevx(java.lang.String jobz, java.lang.String range, java.lang.String uplo, int n, double[] ap, double vl, double vu, int il, int iu, double abstol, org.netlib.util.intW m, double[] w, double[] z, int ldz, double[] work, int[] iwork, int[] ifail, org.netlib.util.intW info)
.. Purpose ======= DSPEVX computes selected eigenvalues and, optionally, eigenvectors of a real symmetric 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) DOUBLE PRECISION 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)*(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) DOUBLE PRECISION VU (input) DOUBLE PRECISION 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) DOUBLE PRECISION 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*DLAMCH('S'), not zero. If this routine returns with INFO>0, indicating that some eigenvectors did not converge, try setting ABSTOL to 2*DLAMCH('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) DOUBLE PRECISION array, dimension (N) If INFO = 0, the selected eigenvalues in ascending order. Z (output) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (8*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 ..
jobz
- range
- uplo
- n
- ap
- vl
- vu
- il
- iu
- abstol
- m
- w
- z
- ldz
- work
- iwork
- ifail
- info
- public abstract void dspgst(int itype, java.lang.String uplo, int n, double[] ap, double[] bp, org.netlib.util.intW info)
.. Purpose ======= DSPGST reduces a real symmetric-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**T)*A*inv(U) or inv(L)*A*inv(L**T) 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**T or L**T*A*L. B must have been previously factorized as U**T*U or L*L**T by DPPTRF. Arguments ========= ITYPE (input) INTEGER = 1: compute inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T); = 2 or 3: compute U*A*U**T or L**T*A*L. UPLO (input) CHARACTER*1 = 'U': Upper triangle of A is stored and B is factored as U**T*U; = 'L': Lower triangle of A is stored and B is factored as L*L**T. N (input) INTEGER The order of the matrices A and B. N >= 0. AP (input/output) DOUBLE PRECISION 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, if INFO = 0, the transformed matrix, stored in the same format as A. BP (input) DOUBLE PRECISION 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 DPPTRF. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
itype
- uplo
- n
- ap
- bp
- info
- public abstract void dspgv(int itype, java.lang.String jobz, java.lang.String uplo, int n, double[] ap, double[] bp, double[] w, double[] z, int ldz, double[] work, org.netlib.util.intW info)
.. Purpose ======= DSPGV computes all the eigenvalues and, optionally, the eigenvectors of a real generalized symmetric-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 symmetric, 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) DOUBLE PRECISION 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)*(2*n-j)/2) = A(i,j) for j<=i<=n. On exit, the contents of AP are destroyed. BP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2) On entry, the upper or lower triangle of the symmetric 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**T*U or B = L*L**T, in the same storage format as B. W (output) DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order. Z (output) DOUBLE PRECISION 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**T*B*Z = I; if ITYPE = 3, Z**T*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) DOUBLE PRECISION array, dimension (3*N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: DPPTRF or DSPEV returned an error code: <= N: if INFO = i, DSPEV 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. ===================================================================== .. Local Scalars ..
itype
- jobz
- uplo
- n
- ap
- bp
- w
- z
- ldz
- work
- info
- public abstract void dspgvd(int itype, java.lang.String jobz, java.lang.String uplo, int n, double[] ap, double[] bp, double[] w, double[] z, int ldz, double[] work, int lwork, int[] iwork, int liwork, org.netlib.util.intW info)
.. Purpose ======= DSPGVD computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-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 symmetric, 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) DOUBLE PRECISION 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)*(2*n-j)/2) = A(i,j) for j<=i<=n. On exit, the contents of AP are destroyed. BP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2) On entry, the upper or lower triangle of the symmetric 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**T*U or B = L*L**T, in the same storage format as B. W (output) DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order. Z (output) DOUBLE PRECISION 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**T*B*Z = I; if ITYPE = 3, Z**T*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/output) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the required LWORK. LWORK (input) INTEGER The dimension of the array WORK. If N <= 1, LWORK >= 1. If JOBZ = 'N' and N > 1, LWORK >= 2*N. If JOBZ = 'V' and N > 1, LWORK >= 1 + 6*N + 2*N**2. If LWORK = -1, then a workspace query is assumed; the routine only calculates the required sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA. IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the required LIWORK. LIWORK (input) INTEGER The dimension of the 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 required sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: DPPTRF or DSPEVD returned an error code: <= N: if INFO = i, DSPEVD 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 ..
itype
- jobz
- uplo
- n
- ap
- bp
- w
- z
- ldz
- work
- lwork
- iwork
- liwork
- info
- public abstract void dspgvx(int itype, java.lang.String jobz, java.lang.String range, java.lang.String uplo, int n, double[] ap, double[] bp, double vl, double vu, int il, int iu, double abstol, org.netlib.util.intW m, double[] w, double[] z, int ldz, double[] work, int[] iwork, int[] ifail, org.netlib.util.intW info)
.. Purpose ======= DSPGVX computes selected eigenvalues, and optionally, eigenvectors of a real generalized symmetric-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 symmetric, stored in packed storage, 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 triangle of A and B are stored; = 'L': Lower triangle of A and B are stored. N (input) INTEGER The order of the matrix pencil (A,B). N >= 0. AP (input/output) DOUBLE PRECISION 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)*(2*n-j)/2) = A(i,j) for j<=i<=n. On exit, the contents of AP are destroyed. BP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2) On entry, the upper or lower triangle of the symmetric 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**T*U or B = L*L**T, in the same storage format as B. VL (input) DOUBLE PRECISION VU (input) DOUBLE PRECISION 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) DOUBLE PRECISION 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*DLAMCH('S'), not zero. If this routine returns with INFO>0, indicating that some eigenvectors did not converge, try setting ABSTOL to 2*DLAMCH('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) DOUBLE PRECISION array, dimension (N) On normal exit, the first M elements contain the selected eigenvalues in ascending order. Z (output) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (8*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: DPPTRF or DSPEVX returned an error code: <= N: if INFO = i, DSPEVX 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 ..
itype
- jobz
- range
- uplo
- n
- ap
- bp
- vl
- vu
- il
- iu
- abstol
- m
- w
- z
- ldz
- work
- iwork
- ifail
- info
- public abstract void dsprfs(java.lang.String uplo, int n, int nrhs, double[] ap, double[] afp, int[] ipiv, double[] b, int ldb, double[] x, int ldx, double[] ferr, double[] berr, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DSPRFS 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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 DSPTRF, 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 DSPTRF. B (input) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by DSPTRS. On exit, the improved solution matrix X. LDX (input) INTEGER The leading dimension of the array X. LDX >= max(1,N). FERR (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (3*N) IWORK (workspace) INTEGER 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 ..
uplo
- n
- nrhs
- ap
- afp
- ipiv
- b
- ldb
- x
- ldx
- ferr
- berr
- work
- iwork
- info
- public abstract void dspsv(java.lang.String uplo, int n, int nrhs, double[] ap, int[] ipiv, double[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= DSPSV computes the solution to a real 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) DOUBLE PRECISION 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 DSPTRF, 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 DSPTRF. 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) DOUBLE PRECISION 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 ..
uplo
- n
- nrhs
- ap
- ipiv
- b
- ldb
- info
- public abstract void dspsvx(java.lang.String fact, java.lang.String uplo, int n, int nrhs, double[] ap, double[] afp, int[] ipiv, double[] b, int ldb, double[] x, int ldx, org.netlib.util.doubleW rcond, double[] ferr, double[] berr, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DSPSVX uses the diagonal pivoting factorization A = U*D*U**T or A = L*D*L**T to compute the solution to a real 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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 DSPTRF, 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 DSPTRF, 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 DSPTRF. 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 DSPTRF. B (input) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (3*N) IWORK (workspace) INTEGER 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 ..
fact
- uplo
- n
- nrhs
- ap
- afp
- ipiv
- b
- ldb
- x
- ldx
- rcond
- ferr
- berr
- work
- iwork
- info
- public abstract void dsptrd(java.lang.String uplo, int n, double[] ap, double[] d, double[] e, double[] tau, org.netlib.util.intW info)
.. Purpose ======= DSPTRD reduces a real symmetric matrix A stored in packed form to symmetric tridiagonal form T by an orthogonal similarity transformation: Q**T * 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) DOUBLE PRECISION 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)*(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 orthogonal 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 orthogonal matrix Q as a product of elementary reflectors. See Further Details. D (output) DOUBLE PRECISION array, dimension (N) The diagonal elements of the tridiagonal matrix T: D(i) = A(i,i). E (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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 real scalar, and v is a real 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 real scalar, and v is a real 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 ..
uplo
- n
- ap
- d
- e
- tau
- info
- public abstract void dsptrf(java.lang.String uplo, int n, double[] ap, int[] ipiv, org.netlib.util.intW info)
.. Purpose ======= DSPTRF computes the factorization of a real 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) DOUBLE PRECISION 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 ..
uplo
- n
- ap
- ipiv
- info
- public abstract void dsptri(java.lang.String uplo, int n, double[] ap, int[] ipiv, double[] work, org.netlib.util.intW info)
.. Purpose ======= DSPTRI computes the inverse of a real symmetric indefinite matrix A in packed storage using the factorization A = U*D*U**T or A = L*D*L**T computed by DSPTRF. 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) DOUBLE PRECISION 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 DSPTRF, 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 DSPTRF. WORK (workspace) DOUBLE PRECISION 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 ..
uplo
- n
- ap
- ipiv
- work
- info
- public abstract void dsptrs(java.lang.String uplo, int n, int nrhs, double[] ap, int[] ipiv, double[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= DSPTRS solves a system of linear equations A*X = B with a real symmetric matrix A stored in packed format using the factorization A = U*D*U**T or A = L*D*L**T computed by DSPTRF. 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) DOUBLE PRECISION 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 DSPTRF, 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 DSPTRF. B (input/output) DOUBLE PRECISION 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 ..
uplo
- n
- nrhs
- ap
- ipiv
- b
- ldb
- info
- public abstract void dstebz(java.lang.String range, java.lang.String order, int n, double vl, double vu, int il, int iu, double abstol, double[] d, double[] e, org.netlib.util.intW m, org.netlib.util.intW nsplit, double[] w, int[] iblock, int[] isplit, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DSTEBZ computes the eigenvalues of a symmetric tridiagonal matrix T. The user may ask for all eigenvalues, all eigenvalues in the half-open interval (VL, VU], or the IL-th through IU-th eigenvalues. To avoid overflow, the matrix must be scaled so that its largest element is no greater than overflow**(1/2) * underflow**(1/4) in absolute value, and for greatest accuracy, it should not be much smaller than that. See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal Matrix", Report CS41, Computer Science Dept., Stanford University, July 21, 1966. Arguments ========= RANGE (input) CHARACTER*1 = 'A': ("All") all eigenvalues will be found. = 'V': ("Value") all eigenvalues in the half-open interval (VL, VU] will be found. = 'I': ("Index") the IL-th through IU-th eigenvalues (of the entire matrix) will be found. ORDER (input) CHARACTER*1 = 'B': ("By Block") the eigenvalues will be grouped by split-off block (see IBLOCK, ISPLIT) and ordered from smallest to largest within the block. = 'E': ("Entire matrix") the eigenvalues for the entire matrix will be ordered from smallest to largest. N (input) INTEGER The order of the tridiagonal matrix T. N >= 0. VL (input) DOUBLE PRECISION VU (input) DOUBLE PRECISION If RANGE='V', the lower and upper bounds of the interval to be searched for eigenvalues. Eigenvalues less than or equal to VL, or greater than VU, will not be returned. 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) DOUBLE PRECISION The absolute tolerance for the eigenvalues. An eigenvalue (or cluster) is considered to be located if it has been determined to lie in an interval whose width is ABSTOL or less. If ABSTOL is less than or equal to zero, then ULP*|T| will be used, where |T| means the 1-norm of T. Eigenvalues will be computed most accurately when ABSTOL is set to twice the underflow threshold 2*DLAMCH('S'), not zero. D (input) DOUBLE PRECISION array, dimension (N) The n diagonal elements of the tridiagonal matrix T. E (input) DOUBLE PRECISION array, dimension (N-1) The (n-1) off-diagonal elements of the tridiagonal matrix T. M (output) INTEGER The actual number of eigenvalues found. 0 <= M <= N. (See also the description of INFO=2,3.) NSPLIT (output) INTEGER The number of diagonal blocks in the matrix T. 1 <= NSPLIT <= N. W (output) DOUBLE PRECISION array, dimension (N) On exit, the first M elements of W will contain the eigenvalues. (DSTEBZ may use the remaining N-M elements as workspace.) IBLOCK (output) INTEGER array, dimension (N) At each row/column j where E(j) is zero or small, the matrix T is considered to split into a block diagonal matrix. On exit, if INFO = 0, IBLOCK(i) specifies to which block (from 1 to the number of blocks) the eigenvalue W(i) belongs. (DSTEBZ may use the remaining N-M elements as workspace.) ISPLIT (output) 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., and the NSPLIT-th consists of rows/columns ISPLIT(NSPLIT-1)+1 through ISPLIT(NSPLIT)=N. (Only the first NSPLIT elements will actually be used, but since the user cannot know a priori what value NSPLIT will have, N words must be reserved for ISPLIT.) WORK (workspace) DOUBLE PRECISION array, dimension (4*N) IWORK (workspace) INTEGER array, dimension (3*N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: some or all of the eigenvalues failed to converge or were not computed: =1 or 3: Bisection failed to converge for some eigenvalues; these eigenvalues are flagged by a negative block number. The effect is that the eigenvalues may not be as accurate as the absolute and relative tolerances. This is generally caused by unexpectedly inaccurate arithmetic. =2 or 3: RANGE='I' only: Not all of the eigenvalues IL:IU were found. Effect: M < IU+1-IL Cause: non-monotonic arithmetic, causing the Sturm sequence to be non-monotonic. Cure: recalculate, using RANGE='A', and pick out eigenvalues IL:IU. In some cases, increasing the PARAMETER "FUDGE" may make things work. = 4: RANGE='I', and the Gershgorin interval initially used was too small. No eigenvalues were computed. Probable cause: your machine has sloppy floating-point arithmetic. Cure: Increase the PARAMETER "FUDGE", recompile, and try again. Internal Parameters =================== RELFAC DOUBLE PRECISION, default = 2.0e0 The relative tolerance. An interval (a,b] lies within "relative tolerance" if b-a < RELFAC*ulp*max(|a|,|b|), where "ulp" is the machine precision (distance from 1 to the next larger floating point number.) FUDGE DOUBLE PRECISION, default = 2 A "fudge factor" to widen the Gershgorin intervals. Ideally, a value of 1 should work, but on machines with sloppy arithmetic, this needs to be larger. The default for publicly released versions should be large enough to handle the worst machine around. Note that this has no effect on accuracy of the solution. ===================================================================== .. Parameters ..
range
- order
- n
- vl
- vu
- il
- iu
- abstol
- d
- e
- m
- nsplit
- w
- iblock
- isplit
- work
- iwork
- info
- public abstract void dstedc(java.lang.String compz, int n, double[] d, double[] e, double[] z, int ldz, double[] work, int lwork, int[] iwork, int liwork, org.netlib.util.intW info)
.. Purpose ======= DSTEDC computes all eigenvalues and, optionally, eigenvectors of a symmetric tridiagonal matrix using the divide and conquer method. The eigenvectors of a full or band real symmetric matrix can also be found if DSYTRD or DSPTRD or DSBTRD 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 DLAED3 for details. Arguments ========= COMPZ (input) CHARACTER*1 = 'N': Compute eigenvalues only. = 'I': Compute eigenvectors of tridiagonal matrix also. = 'V': Compute eigenvectors of original dense symmetric matrix also. On entry, Z contains the orthogonal 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (N-1) On entry, the subdiagonal elements of the tridiagonal matrix. On exit, E has been destroyed. Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N) On entry, if COMPZ = 'V', then Z contains the orthogonal 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 symmetric 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) DOUBLE PRECISION 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 N <= 1 then LWORK must be at least 1. If COMPZ = 'V' and N > 1 then LWORK 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 then LWORK must be at least ( 1 + 4*N + N**2 ). Note that for COMPZ = 'I' or 'V', then if N is less than or equal to the minimum divide size, usually 25, then LWORK need only be max(1,2*(N-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. IWORK (workspace/output) INTEGER array, dimension (MAX(1,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 then LIWORK must be at least 1. If COMPZ = 'V' and N > 1 then LIWORK must be at least ( 6 + 6*N + 5*N*lg N ). If COMPZ = 'I' and N > 1 then LIWORK must be at least ( 3 + 5*N ). Note that for COMPZ = 'I' or 'V', then if N is less than or equal to the minimum divide size, usually 25, then LIWORK need only be 1. 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 Modified by Francoise Tisseur, University of Tennessee. ===================================================================== .. Parameters ..
compz
- n
- d
- e
- z
- ldz
- work
- lwork
- iwork
- liwork
- info
- public abstract void dstegr(java.lang.String jobz, java.lang.String range, int n, double[] d, double[] e, double vl, double vu, int il, int iu, double abstol, org.netlib.util.intW m, double[] w, double[] z, int ldz, int[] isuppz, double[] work, int lwork, int[] iwork, int liwork, org.netlib.util.intW info)
.. Purpose ======= DSTEGR computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix T. Any such unreduced matrix h a well defined set of pairwise different real eigenvalues, the corres real eigenvectors are pairwise orthogonal. The spectrum may be computed either completely or partially by specif either an interval (VL,VU] or a range of indices IL:IU for the desire eigenvalues. DSTEGR is a compatability wrapper around the improved DSTEMR routine. See DSTEMR for further details. One important change is that the ABSTOL parameter no longer provides benefit and hence is no longer used. Note : DSTEGR and DSTEMR work only on machines which follow IEEE-754 floating-point standard in their handling of infinities and NaNs. Normal execution may create these exceptiona values and hence may abort due to a floating point exception in environments which do not conform to the IEEE-754 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. N (input) INTEGER The order of the matrix. N >= 0. D (input/output) DOUBLE PRECISION array, dimension (N) On entry, the N diagonal elements of the tridiagonal matrix T. On exit, D is overwritten. E (input/output) DOUBLE PRECISION 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 input, but is used internally as workspace. On exit, E is overwritten. VL (input) DOUBLE PRECISION VU (input) DOUBLE PRECISION 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. Not referenced if RANGE = 'A' or 'V'. ABSTOL (input) DOUBLE PRECISION Unused. Was the absolute error tolerance for the eigenvalues/eigenvectors in previous versions. 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) DOUBLE PRECISION array, dimension (N) The first M elements contain the selected eigenvalues in ascending order. Z (output) DOUBLE PRECISION array, dimension (LDZ, max(1,M) ) If JOBZ = 'V', and if INFO = 0, then 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. Supplying N columns is always safe. LDZ (input) INTEGER The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V', then 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 computed eigen is nonzero only in elements ISUPPZ( 2*i-1 ) through ISUPPZ( 2*i ). This is relevant in the case when the matrix is split. ISUPPZ is only accessed when JOBZ is 'V' and N > 0. WORK (workspace/output) DOUBLE PRECISION 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 JOBZ = 'V', and LWORK >= max(1,12*N) if JOBZ = '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 the eigenvectors are desired, and LIWORK >= max(1,8*N) if only the eigenvalues are to be computed. 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 On exit, INFO = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = 1X, internal error in DLARRE, if INFO = 2X, internal error in DLARRV. Here, the digit X = ABS( IINFO ) < 10, where IINFO is the nonzero error code returned by DLARRE or DLARRV, respectively. Further Details =============== Based on contributions by Inderjit Dhillon, IBM Almaden, USA Osni Marques, LBNL/NERSC, USA Christof Voemel, LBNL/NERSC, USA ===================================================================== .. Local Scalars ..
jobz
- range
- n
- d
- e
- vl
- vu
- il
- iu
- abstol
- m
- w
- z
- ldz
- isuppz
- work
- lwork
- iwork
- liwork
- info
- public abstract void dstein(int n, double[] d, double[] e, int m, double[] w, int[] iblock, int[] isplit, double[] z, int ldz, double[] work, int[] iwork, int[] ifail, org.netlib.util.intW info)
.. Purpose ======= DSTEIN 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). Arguments ========= N (input) INTEGER The order of the matrix. N >= 0. D (input) DOUBLE PRECISION array, dimension (N) The n diagonal elements of the tridiagonal matrix T. E (input) DOUBLE PRECISION array, dimension (N-1) The (n-1) subdiagonal elements of the tridiagonal matrix T, in elements 1 to N-1. M (input) INTEGER The number of eigenvectors to be found. 0 <= M <= N. W (input) DOUBLE PRECISION 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 DSTEBZ 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 DSTEBZ 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 DSTEBZ is expected here. ) Z (output) DOUBLE PRECISION 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. LDZ (input) INTEGER The leading dimension of the array Z. LDZ >= max(1,N). WORK (workspace) DOUBLE PRECISION 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 ..
n
- d
- e
- m
- w
- iblock
- isplit
- z
- ldz
- work
- iwork
- ifail
- info
- public void dstemr(java.lang.String jobz, java.lang.String range, int n, double[] d, double[] e, double vl, double vu, int il, int iu, org.netlib.util.intW m, double[] w, double[] z, int ldz, int nzc, int[] isuppz, org.netlib.util.booleanW tryrac, double[] work, int lwork, int[] iwork, int liwork, org.netlib.util.intW info)
.. Purpose ======= DSTEMR computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix T. Any such unreduced matrix h a well defined set of pairwise different real eigenvalues, the corres real eigenvectors are pairwise orthogonal. The spectrum may be computed either completely or partially by specif either an interval (VL,VU] or a range of indices IL:IU for the desire eigenvalues. Depending on the number of desired eigenvalues, these are computed ei by bisection or the dqds algorithm. Numerically orthogonal eigenvecto computed by the use of various suitable L D L^T factorizations near c of close eigenvalues (referred to as RRRs, Relatively Robust Representations). An informal sketch of the algorithm follows. For each unreduced block (submatrix) of T, (a) Compute T - sigma I = L D L^T, so that L and D define all the wanted eigenvalues to high relative accuracy. This means that small relative changes in the entries of D and cause only small relative changes in the eigenvalues and eigenvectors. The standard (unfactored) representation of the tridiagonal matrix T does not have this property in general. (b) Compute the eigenvalues to suitable accuracy. If the eigenvectors are desired, the algorithm attains full accuracy of the computed eigenvalues only right before the corresponding vectors have to be computed, see steps c) an (c) For each cluster of close eigenvalues, select a new shift close to the cluster, find a new factorization, and refi the shifted eigenvalues to suitable accuracy. (d) For each eigenvalue with a large enough relative separation co the corresponding eigenvector by forming a rank revealing twis factorization. Go back to (c) for any clusters that remain. For more details, see: - Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representat to compute orthogonal eigenvectors of symmetric tridiagonal matrice Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004. - Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors an Relative Gaps," SIAM Journal on Matrix Analysis and Applications, V 2004. Also LAPACK Working Note 154. - Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric tridiagonal eigenvalue/eigenvector problem", Computer Science Division Technical Report No. UCB/CSD-97-971, UC Berkeley, May 1997. Notes: 1.DSTEMR works only on machines which follow IEEE-754 floating-point standard in their handling of infinities and NaNs. This permits the use of efficient inner loops avoiding a check for zero divisors. 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. N (input) INTEGER The order of the matrix. N >= 0. D (input/output) DOUBLE PRECISION array, dimension (N) On entry, the N diagonal elements of the tridiagonal matrix T. On exit, D is overwritten. E (input/output) DOUBLE PRECISION 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 input, but is used internally as workspace. On exit, E is overwritten. VL (input) DOUBLE PRECISION VU (input) DOUBLE PRECISION 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. Not referenced if RANGE = 'A' or 'V'. 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) DOUBLE PRECISION array, dimension (N) The first M elements contain the selected eigenvalues in ascending order. Z (output) DOUBLE PRECISION array, dimension (LDZ, max(1,M) ) If JOBZ = 'V', and if INFO = 0, then 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 can be computed with a workspace query by setting NZC = -1, see below. LDZ (input) INTEGER The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V', then LDZ >= max(1,N). NZC (input) INTEGER The number of eigenvectors to be held in the array Z. If RANGE = 'A', then NZC >= max(1,N). If RANGE = 'V', then NZC >= the number of eigenvalues in (VL, If RANGE = 'I', then NZC >= IU-IL+1. If NZC = -1, then a workspace query is assumed; the routine calculates the number of columns of the array Z that are needed to hold the eigenvectors. This value is returned as the first entry of the Z array, and no error message related to NZC is issued by XERBLA. 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 computed eigen is nonzero only in elements ISUPPZ( 2*i-1 ) through ISUPPZ( 2*i ). This is relevant in the case when the matrix is split. ISUPPZ is only accessed when JOBZ is 'V' and N > 0. TRYRAC (input/output) LOGICAL If TRYRAC.EQ..TRUE., indicates that the code should check whe the tridiagonal matrix defines its eigenvalues to high relati accuracy. If so, the code uses relative-accuracy preserving algorithms that might be (a bit) slower depending on the matr If the matrix does not define its eigenvalues to high relativ accuracy, the code can uses possibly faster algorithms. If TRYRAC.EQ..FALSE., the code is not required to guarantee relatively accurate eigenvalues and can use the fastest possi techniques. On exit, a .TRUE. TRYRAC will be set to .FALSE. if the matrix does not define its eigenvalues to high relative accuracy. WORK (workspace/output) DOUBLE PRECISION 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 JOBZ = 'V', and LWORK >= max(1,12*N) if JOBZ = '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 the eigenvectors are desired, and LIWORK >= max(1,8*N) if only the eigenvalues are to be computed. 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 On exit, INFO = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = 1X, internal error in DLARRE, if INFO = 2X, internal error in DLARRV. Here, the digit X = ABS( IINFO ) < 10, where IINFO is the nonzero error code returned by DLARRE or DLARRV, respectively. Further Details =============== Based on contributions by Beresford Parlett, University of California, Berkeley, USA Jim Demmel, University of California, Berkeley, USA Inderjit Dhillon, University of Texas, Austin, USA Osni Marques, LBNL/NERSC, USA Christof Voemel, University of California, Berkeley, USA ===================================================================== .. Parameters ..
jobz
- range
- n
- d
- e
- vl
- vu
- il
- iu
- m
- w
- z
- ldz
- nzc
- isuppz
- tryrac
- work
- lwork
- iwork
- liwork
- info
- public abstract void dsteqr(java.lang.String compz, int n, double[] d, double[] e, double[] z, int ldz, double[] work, org.netlib.util.intW info)
.. Purpose ======= DSTEQR 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 symmetric matrix can also be found if DSYTRD or DSPTRD or DSBTRD 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 symmetric matrix. On entry, Z must contain the orthogonal 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (N-1) On entry, the (n-1) subdiagonal elements of the tridiagonal matrix. On exit, E has been destroyed. Z (input/output) DOUBLE PRECISION array, dimension (LDZ, N) On entry, if COMPZ = 'V', then Z contains the orthogonal 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 symmetric 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) DOUBLE PRECISION 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 orthogonally similar to the original matrix. ===================================================================== .. Parameters ..
compz
- n
- d
- e
- z
- ldz
- work
- info
- public abstract void dsterf(int n, double[] d, double[] e, org.netlib.util.intW info)
.. Purpose ======= DSTERF computes all eigenvalues of a symmetric tridiagonal matrix using the Pal-Walker-Kahan variant of the QL or QR algorithm. Arguments ========= N (input) INTEGER The order of the matrix. N >= 0. D (input/output) DOUBLE PRECISION array, dimension (N) On entry, the n diagonal elements of the tridiagonal matrix. On exit, if INFO = 0, the eigenvalues in ascending order. E (input/output) DOUBLE PRECISION array, dimension (N-1) On entry, the (n-1) subdiagonal elements of the tridiagonal matrix. On exit, E has been destroyed. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: the algorithm failed to find all of the eigenvalues in a total of 30*N iterations; if INFO = i, then i elements of E have not converged to zero. ===================================================================== .. Parameters ..
n
- d
- e
- info
- public abstract void dstev(java.lang.String jobz, int n, double[] d, double[] e, double[] z, int ldz, double[] work, org.netlib.util.intW info)
.. Purpose ======= DSTEV computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix A. Arguments ========= JOBZ (input) CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors. N (input) INTEGER The order of the matrix. N >= 0. D (input/output) DOUBLE PRECISION array, dimension (N) On entry, the n diagonal elements of the tridiagonal matrix A. On exit, if INFO = 0, the eigenvalues in ascending order. E (input/output) DOUBLE PRECISION array, dimension (N-1) On entry, the (n-1) subdiagonal elements of the tridiagonal matrix A, stored in elements 1 to N-1 of E. On exit, the contents of E are destroyed. Z (output) DOUBLE PRECISION 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 D(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) DOUBLE PRECISION array, dimension (max(1,2*N-2)) If JOBZ = 'N', WORK 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, the algorithm failed to converge; i off-diagonal elements of E did not converge to zero. ===================================================================== .. Parameters ..
jobz
- n
- d
- e
- z
- ldz
- work
- info
- public abstract void dstevd(java.lang.String jobz, int n, double[] d, double[] e, double[] z, int ldz, double[] work, int lwork, int[] iwork, int liwork, org.netlib.util.intW info)
.. Purpose ======= DSTEVD computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix. 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. N (input) INTEGER The order of the matrix. N >= 0. D (input/output) DOUBLE PRECISION array, dimension (N) On entry, the n diagonal elements of the tridiagonal matrix A. On exit, if INFO = 0, the eigenvalues in ascending order. E (input/output) DOUBLE PRECISION array, dimension (N-1) On entry, the (n-1) subdiagonal elements of the tridiagonal matrix A, stored in elements 1 to N-1 of E. On exit, the contents of E are destroyed. Z (output) DOUBLE PRECISION 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 D(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) DOUBLE PRECISION array, dimension (LWORK) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If JOBZ = 'N' or N <= 1 then LWORK must be at least 1. If JOBZ = 'V' and N > 1 then LWORK must be at least ( 1 + 4*N + N**2 ). If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA. IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. LIWORK (input) INTEGER The dimension of the array IWORK. If JOBZ = 'N' or N <= 1 then LIWORK must be at least 1. If JOBZ = 'V' and N > 1 then LIWORK must be at least 3+5*N. If LIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or 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 E did not converge to zero. ===================================================================== .. Parameters ..
jobz
- n
- d
- e
- z
- ldz
- work
- lwork
- iwork
- liwork
- info
- public abstract void dstevr(java.lang.String jobz, java.lang.String range, int n, double[] d, double[] e, double vl, double vu, int il, int iu, double abstol, org.netlib.util.intW m, double[] w, double[] z, int ldz, int[] isuppz, double[] work, int lwork, int[] iwork, int liwork, org.netlib.util.intW info)
.. Purpose ======= DSTEVR 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. Whenever possible, DSTEVR calls DSTEMR to compute the eigenspectrum using Relatively Robust Representations. DSTEMR 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 : DSTEVR calls DSTEMR when the full spectrum is requested on machines which conform to the ieee-754 floating point standard. DSTEVR calls DSTEBZ and DSTEIN on non-ieee machines and when partial spectrum requests are made. Normal execution of DSTEMR 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, DSTEBZ and DSTEIN are called N (input) INTEGER The order of the matrix. N >= 0. D (input/output) DOUBLE PRECISION array, dimension (N) On entry, the n diagonal elements of the tridiagonal matrix A. On exit, D may be multiplied by a constant factor chosen to avoid over/underflow in computing the eigenvalues. E (input/output) DOUBLE PRECISION array, dimension (max(1,N-1)) On entry, the (n-1) subdiagonal elements of the tridiagonal matrix A in elements 1 to N-1 of E. On exit, E may be multiplied by a constant factor chosen to avoid over/underflow in computing the eigenvalues. VL (input) DOUBLE PRECISION VU (input) DOUBLE PRECISION 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) DOUBLE PRECISION 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 DLAMCH( '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 future 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) DOUBLE PRECISION array, dimension (N) The first M elements contain the selected eigenvalues in ascending order. Z (output) DOUBLE PRECISION 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). 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) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal (and minimal) LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,20*N). If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA. IWORK (workspace/output) INTEGER array, dimension (MAX(1,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 sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or 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 ..
jobz
- range
- n
- d
- e
- vl
- vu
- il
- iu
- abstol
- m
- w
- z
- ldz
- isuppz
- work
- lwork
- iwork
- liwork
- info
- public abstract void dstevx(java.lang.String jobz, java.lang.String range, int n, double[] d, double[] e, double vl, double vu, int il, int iu, double abstol, org.netlib.util.intW m, double[] w, double[] z, int ldz, double[] work, int[] iwork, int[] ifail, org.netlib.util.intW info)
.. Purpose ======= DSTEVX computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal 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. N (input) INTEGER The order of the matrix. N >= 0. D (input/output) DOUBLE PRECISION array, dimension (N) On entry, the n diagonal elements of the tridiagonal matrix A. On exit, D may be multiplied by a constant factor chosen to avoid over/underflow in computing the eigenvalues. E (input/output) DOUBLE PRECISION array, dimension (max(1,N-1)) On entry, the (n-1) subdiagonal elements of the tridiagonal matrix A in elements 1 to N-1 of E. On exit, E may be multiplied by a constant factor chosen to avoid over/underflow in computing the eigenvalues. VL (input) DOUBLE PRECISION VU (input) DOUBLE PRECISION 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) DOUBLE PRECISION 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. Eigenvalues will be computed most accurately when ABSTOL is set to twice the underflow threshold 2*DLAMCH('S'), not zero. If this routine returns with INFO>0, indicating that some eigenvectors did not converge, try setting ABSTOL to 2*DLAMCH('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) DOUBLE PRECISION array, dimension (N) The first M elements contain the selected eigenvalues in ascending order. Z (output) DOUBLE PRECISION 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 (INFO > 0), 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) DOUBLE PRECISION array, dimension (5*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 ..
jobz
- range
- n
- d
- e
- vl
- vu
- il
- iu
- abstol
- m
- w
- z
- ldz
- work
- iwork
- ifail
- info
- public abstract void dsycon(java.lang.String uplo, int n, double[] a, int lda, int[] ipiv, double anorm, org.netlib.util.doubleW rcond, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DSYCON estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by DSYTRF. 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) DOUBLE PRECISION array, dimension (LDA,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by DSYTRF. 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 DSYTRF. ANORM (input) DOUBLE PRECISION The 1-norm of the original matrix A. RCOND (output) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (2*N) IWORK (workspace) INTEGER array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
uplo
- n
- a
- lda
- ipiv
- anorm
- rcond
- work
- iwork
- info
- public abstract void dsyev(java.lang.String jobz, java.lang.String uplo, int n, double[] a, int lda, double[] w, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DSYEV computes all eigenvalues and, optionally, eigenvectors of a real symmetric 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) DOUBLE PRECISION 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. 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) DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order. WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The length of the array WORK. LWORK >= max(1,3*N-1). For optimal efficiency, LWORK >= (NB+2)*N, where NB is the blocksize for DSYTRD 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, the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero. ===================================================================== .. Parameters ..
jobz
- uplo
- n
- a
- lda
- w
- work
- lwork
- info
- public abstract void dsyevd(java.lang.String jobz, java.lang.String uplo, int n, double[] a, int lda, double[] w, double[] work, int lwork, int[] iwork, int liwork, org.netlib.util.intW info)
.. Purpose ======= DSYEVD computes all eigenvalues and, optionally, eigenvectors of a real symmetric 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. Because of large use of BLAS of level 3, DSYEVD needs N**2 more workspace than DSYEVX. 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) DOUBLE PRECISION 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. 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) DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order. WORK (workspace/output) DOUBLE PRECISION 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 2*N+1. If JOBZ = 'V' and N > 1, LWORK must be at least 1 + 6*N + 2*N**2. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA. IWORK (workspace/output) INTEGER array, dimension (MAX(1,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 sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or 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 JOBZ = 'N', then the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero; if INFO = i and JOBZ = 'V', then 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 Modified by Francoise Tisseur, University of Tennessee. Modified description of INFO. Sven, 16 Feb 05. ===================================================================== .. Parameters ..
jobz
- uplo
- n
- a
- lda
- w
- work
- lwork
- iwork
- liwork
- info
- public abstract void dsyevr(java.lang.String jobz, java.lang.String range, java.lang.String uplo, int n, double[] a, int lda, double vl, double vu, int il, int iu, double abstol, org.netlib.util.intW m, double[] w, double[] z, int ldz, int[] isuppz, double[] work, int lwork, int[] iwork, int liwork, org.netlib.util.intW info)
.. Purpose ======= DSYEVR computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix A. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues. DSYEVR first reduces the matrix A to tridiagonal form T with a call to DSYTRD. Then, whenever possible, DSYEVR calls DSTEMR to compute the eigenspectrum using Relatively Robust Representations. DSTEMR 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 each unreduced block (submatrix) of T, (a) Compute T - sigma I = L D L^T, so that L and D define all the wanted eigenvalues to high relative accuracy. This means that small relative changes in the entries of D and cause only small relative changes in the eigenvalues and eigenvectors. The standard (unfactored) representation of the tridiagonal matrix T does not have this property in general. (b) Compute the eigenvalues to suitable accuracy. If the eigenvectors are desired, the algorithm attains full accuracy of the computed eigenvalues only right before the corresponding vectors have to be computed, see steps c) an (c) For each cluster of close eigenvalues, select a new shift close to the cluster, find a new factorization, and refi the shifted eigenvalues to suitable accuracy. (d) For each eigenvalue with a large enough relative separation co the corresponding eigenvector by forming a rank revealing twis factorization. Go back to (c) for any clusters that remain. The desired accuracy of the output can be specified by the input parameter ABSTOL. For more details, see DSTEMR's documentation and: - Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representat to compute orthogonal eigenvectors of symmetric tridiagonal matrice Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004. - Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors an Relative Gaps," SIAM Journal on Matrix Analysis and Applications, V 2004. Also LAPACK Working Note 154. - Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric tridiagonal eigenvalue/eigenvector problem", Computer Science Division Technical Report No. UCB/CSD-97-971, UC Berkeley, May 1997. Note 1 : DSYEVR calls DSTEMR when the full spectrum is requested on machines which conform to the ieee-754 floating point standard. DSYEVR calls DSTEBZ and SSTEIN on non-ieee machines and when partial spectrum requests are made. Normal execution of DSTEMR 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, DSTEBZ and DSTEIN 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) DOUBLE PRECISION 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. 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) DOUBLE PRECISION VU (input) DOUBLE PRECISION 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) DOUBLE PRECISION 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 DLAMCH( '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 future 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) DOUBLE PRECISION array, dimension (N) The first M elements contain the selected eigenvalues in ascending order. Z (output) DOUBLE PRECISION 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. Supplying N columns is always safe. 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) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,26*N). For optimal efficiency, LWORK >= (NB+6)*N, where NB is the max of the blocksize for DSYTRD and DORMTR 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. IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the optimal LWORK. 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 Jason Riedy, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
jobz
- range
- uplo
- n
- a
- lda
- vl
- vu
- il
- iu
- abstol
- m
- w
- z
- ldz
- isuppz
- work
- lwork
- iwork
- liwork
- info
- public abstract void dsyevx(java.lang.String jobz, java.lang.String range, java.lang.String uplo, int n, double[] a, int lda, double vl, double vu, int il, int iu, double abstol, org.netlib.util.intW m, double[] w, double[] z, int ldz, double[] work, int lwork, int[] iwork, int[] ifail, org.netlib.util.intW info)
.. Purpose ======= DSYEVX computes selected eigenvalues and, optionally, eigenvectors of a real symmetric 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) DOUBLE PRECISION 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. 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) DOUBLE PRECISION VU (input) DOUBLE PRECISION 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) DOUBLE PRECISION 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*DLAMCH('S'), not zero. If this routine returns with INFO>0, indicating that some eigenvectors did not converge, try setting ABSTOL to 2*DLAMCH('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) DOUBLE PRECISION array, dimension (N) On normal exit, the first M elements contain the selected eigenvalues in ascending order. Z (output) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The length of the array WORK. LWORK >= 1, when N <= 1; otherwise 8*N. For optimal efficiency, LWORK >= (NB+3)*N, where NB is the max of the blocksize for DSYTRD and DORMTR 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. 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 ..
jobz
- range
- uplo
- n
- a
- lda
- vl
- vu
- il
- iu
- abstol
- m
- w
- z
- ldz
- work
- lwork
- iwork
- ifail
- info
- public abstract void dsygs2(int itype, java.lang.String uplo, int n, double[] a, int lda, double[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= DSYGS2 reduces a real symmetric-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 DPOTRF. 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*1 Specifies whether the upper or lower triangular part of the symmetric 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) DOUBLE PRECISION 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 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) DOUBLE PRECISION array, dimension (LDB,N) The triangular factor from the Cholesky factorization of B, as returned by DPOTRF. 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 ..
itype
- uplo
- n
- a
- lda
- b
- ldb
- info
- public abstract void dsygst(int itype, java.lang.String uplo, int n, double[] a, int lda, double[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= DSYGST reduces a real symmetric-definite generalized eigenproblem to standard form. If ITYPE = 1, the problem is A*x = lambda*B*x, and A is overwritten by inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T) 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**T or L**T*A*L. B must have been previously factorized as U**T*U or L*L**T by DPOTRF. Arguments ========= ITYPE (input) INTEGER = 1: compute inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T); = 2 or 3: compute U*A*U**T or L**T*A*L. UPLO (input) CHARACTER*1 = 'U': Upper triangle of A is stored and B is factored as U**T*U; = 'L': Lower triangle of A is stored and B is factored as L*L**T. N (input) INTEGER The order of the matrices A and B. N >= 0. A (input/output) DOUBLE PRECISION 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 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) DOUBLE PRECISION array, dimension (LDB,N) The triangular factor from the Cholesky factorization of B, as returned by DPOTRF. 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 ..
itype
- uplo
- n
- a
- lda
- b
- ldb
- info
- public abstract void dsygv(int itype, java.lang.String jobz, java.lang.String uplo, int n, double[] a, int lda, double[] b, int ldb, double[] w, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DSYGV computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-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 symmetric 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) DOUBLE PRECISION 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. 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**T*B*Z = I; if ITYPE = 3, Z**T*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) DOUBLE PRECISION array, dimension (LDB, N) On entry, the symmetric 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**T*U or B = L*L**T. LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1,N). W (output) DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order. WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The length of the array WORK. LWORK >= max(1,3*N-1). For optimal efficiency, LWORK >= (NB+2)*N, where NB is the blocksize for DSYTRD 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: DPOTRF or DSYEV returned an error code: <= N: if INFO = i, DSYEV 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 ..
itype
- jobz
- uplo
- n
- a
- lda
- b
- ldb
- w
- work
- lwork
- info
- public abstract void dsygvd(int itype, java.lang.String jobz, java.lang.String uplo, int n, double[] a, int lda, double[] b, int ldb, double[] w, double[] work, int lwork, int[] iwork, int liwork, org.netlib.util.intW info)
.. Purpose ======= DSYGVD computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-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 symmetric 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) DOUBLE PRECISION 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. 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**T*B*Z = I; if ITYPE = 3, Z**T*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) DOUBLE PRECISION array, dimension (LDB, N) On entry, the symmetric 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**T*U or B = L*L**T. LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1,N). W (output) DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order. WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L 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 >= 2*N+1. If JOBZ = 'V' and N > 1, LWORK >= 1 + 6*N + 2*N**2. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA. IWORK (workspace/output) INTEGER array, dimension (MAX(1,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. If LIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: DPOTRF or DSYEVD returned an error code: <= N: if INFO = i and JOBZ = 'N', then the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero; if INFO = i and JOBZ = 'V', then 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); > 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 Modified so that no backsubstitution is performed if DSYEVD fails to converge (NEIG in old code could be greater than N causing out of bounds reference to A - reported by Ralf Meyer). Also corrected the description of INFO and the test on ITYPE. Sven, 16 Feb 05. ===================================================================== .. Parameters ..
itype
- jobz
- uplo
- n
- a
- lda
- b
- ldb
- w
- work
- lwork
- iwork
- liwork
- info
- public abstract void dsygvx(int itype, java.lang.String jobz, java.lang.String range, java.lang.String uplo, int n, double[] a, int lda, double[] b, int ldb, double vl, double vu, int il, int iu, double abstol, org.netlib.util.intW m, double[] w, double[] z, int ldz, double[] work, int lwork, int[] iwork, int[] ifail, org.netlib.util.intW info)
.. Purpose ======= DSYGVX computes selected eigenvalues, and optionally, eigenvectors of a real generalized symmetric-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 symmetric 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 triangle of A and B are stored; = 'L': Lower triangle of A and B are stored. N (input) INTEGER The order of the matrix pencil (A,B). N >= 0. A (input/output) DOUBLE PRECISION 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. 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) DOUBLE PRECISION array, dimension (LDA, N) On entry, the symmetric 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**T*U or B = L*L**T. LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1,N). VL (input) DOUBLE PRECISION VU (input) DOUBLE PRECISION 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) DOUBLE PRECISION 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*DLAMCH('S'), not zero. If this routine returns with INFO>0, indicating that some eigenvectors did not converge, try setting ABSTOL to 2*DLAMCH('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) DOUBLE PRECISION array, dimension (N) On normal exit, the first M elements contain the selected eigenvalues in ascending order. Z (output) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The length of the array WORK. LWORK >= max(1,8*N). For optimal efficiency, LWORK >= (NB+3)*N, where NB is the blocksize for DSYTRD 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. 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: DPOTRF or DSYEVX returned an error code: <= N: if INFO = i, DSYEVX 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 ..
itype
- jobz
- range
- uplo
- n
- a
- lda
- b
- ldb
- vl
- vu
- il
- iu
- abstol
- m
- w
- z
- ldz
- work
- lwork
- iwork
- ifail
- info
- public abstract void dsyrfs(java.lang.String uplo, int n, int nrhs, double[] a, int lda, double[] af, int ldaf, int[] ipiv, double[] b, int ldb, double[] x, int ldx, double[] ferr, double[] berr, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DSYRFS 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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 DSYTRF. 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 DSYTRF. B (input) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by DSYTRS. On exit, the improved solution matrix X. LDX (input) INTEGER The leading dimension of the array X. LDX >= max(1,N). FERR (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (3*N) IWORK (workspace) INTEGER 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 ..
uplo
- n
- nrhs
- a
- lda
- af
- ldaf
- ipiv
- b
- ldb
- x
- ldx
- ferr
- berr
- work
- iwork
- info
- public abstract void dsysv(java.lang.String uplo, int n, int nrhs, double[] a, int lda, int[] ipiv, double[] b, int ldb, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DSYSV computes the solution to a real 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) DOUBLE PRECISION 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 DSYTRF. 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 DSYTRF. 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (MAX(1,L 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 >= max(1,N*NB), where NB is the optimal blocksize for DSYTRF. 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 ..
uplo
- n
- nrhs
- a
- lda
- ipiv
- b
- ldb
- work
- lwork
- info
- public abstract void dsysvx(java.lang.String fact, java.lang.String uplo, int n, int nrhs, double[] a, int lda, double[] af, int ldaf, int[] ipiv, double[] b, int ldb, double[] x, int ldx, org.netlib.util.doubleW rcond, double[] ferr, double[] berr, double[] work, int lwork, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DSYSVX uses the diagonal pivoting factorization to compute the solution to a real 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. 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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 DSYTRF. 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 DSYTRF. 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 DSYTRF. B (input) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The length of WORK. LWORK >= max(1,3*N), and for best performance, when FACT = 'N', LWORK >= max(1,3*N,N*NB), where NB is the optimal blocksize for DSYTRF. 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 (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 ..
fact
- uplo
- n
- nrhs
- a
- lda
- af
- ldaf
- ipiv
- b
- ldb
- x
- ldx
- rcond
- ferr
- berr
- work
- lwork
- iwork
- info
- public abstract void dsytd2(java.lang.String uplo, int n, double[] a, int lda, double[] d, double[] e, double[] tau, org.netlib.util.intW info)
.. Purpose ======= DSYTD2 reduces a real symmetric matrix A to symmetric tridiagonal form T by an orthogonal similarity transformation: Q' * A * Q = T. 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) DOUBLE PRECISION 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 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 orthogonal 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 orthogonal 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) DOUBLE PRECISION array, dimension (N) The diagonal elements of the tridiagonal matrix T: D(i) = A(i,i). E (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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 real scalar, and v is a real 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 real scalar, and v is a real 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 ..
uplo
- n
- a
- lda
- d
- e
- tau
- info
- public abstract void dsytf2(java.lang.String uplo, int n, double[] a, int lda, int[] ipiv, org.netlib.util.intW info)
.. Purpose ======= DSYTF2 computes the factorization of a real 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) DOUBLE PRECISION 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 =============== 09-29-06 - patch from Bobby Cheng, MathWorks Replace l.204 and l.372 IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN by IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN 01-01-96 - Based on modifications by J. Lewis, Boeing Computer Services Company A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA 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 ..
uplo
- n
- a
- lda
- ipiv
- info
- public abstract void dsytrd(java.lang.String uplo, int n, double[] a, int lda, double[] d, double[] e, double[] tau, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DSYTRD reduces a real symmetric matrix A to real symmetric tridiagonal form T by an orthogonal similarity transformation: Q**T * 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) DOUBLE PRECISION 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 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 orthogonal 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 orthogonal 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) DOUBLE PRECISION array, dimension (N) The diagonal elements of the tridiagonal matrix T: D(i) = A(i,i). E (output) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (N-1) The scalar factors of the elementary reflectors (see Further Details). WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L 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 real scalar, and v is a real 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 real scalar, and v is a real 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 ..
uplo
- n
- a
- lda
- d
- e
- tau
- work
- lwork
- info
- public abstract void dsytrf(java.lang.String uplo, int n, double[] a, int lda, int[] ipiv, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DSYTRF computes the factorization of a real 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 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (MAX(1,L 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 ..
uplo
- n
- a
- lda
- ipiv
- work
- lwork
- info
- public abstract void dsytri(java.lang.String uplo, int n, double[] a, int lda, int[] ipiv, double[] work, org.netlib.util.intW info)
.. Purpose ======= DSYTRI computes the inverse of a real symmetric indefinite matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by DSYTRF. 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) DOUBLE PRECISION 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 DSYTRF. 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 DSYTRF. WORK (workspace) DOUBLE PRECISION 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 ..
uplo
- n
- a
- lda
- ipiv
- work
- info
- public abstract void dsytrs(java.lang.String uplo, int n, int nrhs, double[] a, int lda, int[] ipiv, double[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= DSYTRS solves a system of linear equations A*X = B with a real symmetric matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by DSYTRF. 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) DOUBLE PRECISION array, dimension (LDA,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by DSYTRF. 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 DSYTRF. B (input/output) DOUBLE PRECISION 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 ..
uplo
- n
- nrhs
- a
- lda
- ipiv
- b
- ldb
- info
- public abstract void dtbcon(java.lang.String norm, java.lang.String uplo, java.lang.String diag, int n, int kd, double[] ab, int ldab, org.netlib.util.doubleW rcond, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DTBCON 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) DOUBLE PRECISION 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) DOUBLE PRECISION The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(norm(A) * norm(inv(A))). WORK (workspace) DOUBLE PRECISION array, dimension (3*N) IWORK (workspace) INTEGER array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
norm
- uplo
- diag
- n
- kd
- ab
- ldab
- rcond
- work
- iwork
- info
- public abstract void dtbrfs(java.lang.String uplo, java.lang.String trans, java.lang.String diag, int n, int kd, int nrhs, double[] ab, int ldab, double[] b, int ldb, double[] x, int ldx, double[] ferr, double[] berr, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DTBRFS 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 DTBTRS or some other means before entering this routine. DTBRFS 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 = 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDX,NRHS) The solution matrix X. LDX (input) INTEGER The leading dimension of the array X. LDX >= max(1,N). FERR (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (3*N) IWORK (workspace) INTEGER array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
uplo
- trans
- diag
- n
- kd
- nrhs
- ab
- ldab
- b
- ldb
- x
- ldx
- ferr
- berr
- work
- iwork
- info
- public abstract void dtbtrs(java.lang.String uplo, java.lang.String trans, java.lang.String diag, int n, int kd, int nrhs, double[] ab, int ldab, double[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= DTBTRS solves a triangular system of the form A * X = B or A**T * 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 the system of equations: = 'N': A * X = B (No transpose) = 'T': A**T * X = B (Transpose) = 'C': A**H * X = B (Conjugate transpose = 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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 ..
uplo
- trans
- diag
- n
- kd
- nrhs
- ab
- ldab
- b
- ldb
- info
- public abstract void dtgevc(java.lang.String side, java.lang.String howmny, boolean[] select, int n, double[] s, int lds, double[] p, int ldp, double[] vl, int ldvl, double[] vr, int ldvr, int mm, org.netlib.util.intW m, double[] work, org.netlib.util.intW info)
.. Purpose ======= DTGEVC computes some or all of the right and/or left eigenvectors of a pair of real matrices (S,P), where S is a quasi-triangular matrix and P is upper triangular. Matrix pairs of this type are produced by the generalized Schur factorization of a matrix pair (A,B): A = Q*S*Z**T, B = Q*P*Z**T as computed by DGGHRD + DHGEQZ. The right eigenvector x and the left eigenvector y of (S,P) corresponding to an eigenvalue w are defined by: S*x = w*P*x, (y**H)*S = w*(y**H)*P, where y**H denotes the conjugate tranpose of y. The eigenvalues are not input to this routine, but are computed directly from the diagonal blocks of S and P. This routine returns the matrices X and/or Y of right and left eigenvectors of (S,P), or the products Z*X and/or Q*Y, where Z and Q are input matrices. If Q and Z are the orthogonal factors from the generalized Schur factorization of a matrix pair (A,B), then Z*X and Q*Y are the matrices of right and left eigenvectors of (A,B). 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, backtransformed by the matrices 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 w(j) is a real eigenvalue, the corresponding real eigenvector is computed if SELECT(j) is .TRUE.. If w(j) and w(j+1) are the real and imaginary parts of a complex eigenvalue, the corresponding complex eigenvector is computed if either SELECT(j) or SELECT(j+1) is .TRUE., and on exit SELECT(j) is set to .TRUE. and SELECT(j+1) is set to .FALSE.. Not referenced if HOWMNY = 'A' or 'B'. N (input) INTEGER The order of the matrices S and P. N >= 0. S (input) DOUBLE PRECISION array, dimension (LDS,N) The upper quasi-triangular matrix S from a generalized Schur factorization, as computed by DHGEQZ. LDS (input) INTEGER The leading dimension of array S. LDS >= max(1,N). P (input) DOUBLE PRECISION array, dimension (LDP,N) The upper triangular matrix P from a generalized Schur factorization, as computed by DHGEQZ. 2-by-2 diagonal blocks of P corresponding to 2-by-2 blocks of S must be in positive diagonal form. LDP (input) INTEGER The leading dimension of array P. LDP >= max(1,N). VL (input/output) DOUBLE PRECISION 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 orthogonal matrix Q of left Schur vectors returned by DHGEQZ). On exit, if SIDE = 'L' or 'B', VL contains: if HOWMNY = 'A', the matrix Y of left eigenvectors of (S,P); if HOWMNY = 'B', the matrix Q*Y; if HOWMNY = 'S', the left eigenvectors of (S,P) specified by SELECT, stored consecutively in the columns of VL, in the same order as their eigenvalues. A complex eigenvector corresponding to a complex eigenvalue is stored in two consecutive columns, the first holding the real part, and the second the imaginary part. Not referenced if SIDE = 'R'. LDVL (input) INTEGER The leading dimension of array VL. LDVL >= 1, and if SIDE = 'L' or 'B', LDVL >= N. VR (input/output) DOUBLE PRECISION array, dimension (LDVR,MM) On entry, if SIDE = 'R' or 'B' and HOWMNY = 'B', VR must contain an N-by-N matrix Z (usually the orthogonal matrix Z of right Schur vectors returned by DHGEQZ). On exit, if SIDE = 'R' or 'B', VR contains: if HOWMNY = 'A', the matrix X of right eigenvectors of (S,P); if HOWMNY = 'B' or 'b', the matrix Z*X; if HOWMNY = 'S' or 's', the right eigenvectors of (S,P) specified by SELECT, stored consecutively in the columns of VR, in the same order as their eigenvalues. A complex eigenvector corresponding to a complex eigenvalue is stored in two consecutive columns, the first holding the real part and the second the imaginary part. Not referenced if SIDE = 'L'. LDVR (input) INTEGER The leading dimension of the array VR. LDVR >= 1, and if SIDE = 'R' or 'B', LDVR >= N. 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 real eigenvector occupies one column and each selected complex eigenvector occupies two columns. WORK (workspace) DOUBLE PRECISION array, dimension (6*N) INFO (output) INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: the 2-by-2 block (INFO:INFO+1) does not have a complex eigenvalue. Further Details =============== Allocation of workspace: ---------- -- --------- WORK( j ) = 1-norm of j-th column of A, above the diagonal WORK( N+j ) = 1-norm of j-th column of B, above the diagonal WORK( 2*N+1:3*N ) = real part of eigenvector WORK( 3*N+1:4*N ) = imaginary part of eigenvector WORK( 4*N+1:5*N ) = real part of back-transformed eigenvector WORK( 5*N+1:6*N ) = imaginary part of back-transformed eigenvector Rowwise vs. columnwise solution methods: ------- -- ---------- -------- ------- Finding a generalized eigenvector consists basically of solving the singular triangular system (A - w B) x = 0 (for right) or: (A - w B)**H y = 0 (for left) Consider finding the i-th right eigenvector (assume all eigenvalues are real). The equation to be solved is: n i 0 = sum C(j,k) v(k) = sum C(j,k) v(k) for j = i,. . .,1 k=j k=j where C = (A - w B) (The components v(i+1:n) are 0.) The "rowwise" method is: (1) v(i) := 1 for j = i-1,. . .,1: i (2) compute s = - sum C(j,k) v(k) and k=j+1 (3) v(j) := s / C(j,j) Step 2 is sometimes called the "dot product" step, since it is an inner product between the j-th row and the portion of the eigenvector that has been computed so far. The "columnwise" method consists basically in doing the sums for all the rows in parallel. As each v(j) is computed, the contribution of v(j) times the j-th column of C is added to the partial sums. Since FORTRAN arrays are stored columnwise, this has the advantage that at each step, the elements of C that are accessed are adjacent to one another, whereas with the rowwise method, the elements accessed at a step are spaced LDS (and LDP) words apart. When finding left eigenvectors, the matrix in question is the transpose of the one in storage, so the rowwise method then actually accesses columns of A and B at each step, and so is the preferred method. ===================================================================== .. Parameters ..
side
- howmny
- select
- n
- s
- lds
- p
- ldp
- vl
- ldvl
- vr
- ldvr
- mm
- m
- work
- info
- public abstract void dtgex2(boolean wantq, boolean wantz, int n, double[] a, int lda, double[] b, int ldb, double[] q, int ldq, double[] z, int ldz, int j1, int n1, int n2, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DTGEX2 swaps adjacent diagonal blocks (A11, B11) and (A22, B22) of size 1-by-1 or 2-by-2 in an upper (quasi) triangular matrix pair (A, B) by an orthogonal equivalence transformation. (A, B) must be in generalized real Schur canonical form (as returned by DGGES), i.e. A is block upper triangular with 1-by-1 and 2-by-2 diagonal blocks. B is 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDZ,N) On entry, if WANTQ = .TRUE., the orthogonal 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) DOUBLE PRECISION array, dimension (LDZ,N) On entry, if WANTZ =.TRUE., the orthogonal 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). 1 <= J1 <= N. N1 (input) INTEGER The order of the first block (A11, B11). N1 = 0, 1 or 2. N2 (input) INTEGER The order of the second block (A22, B22). N2 = 0, 1 or 2. WORK (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK)). LWORK (input) INTEGER The dimension of the array WORK. LWORK >= MAX( 1, N*(N2+N1), (N2+N1)*(N2+N1)*2 ) INFO (output) INTEGER =0: Successful exit >0: If INFO = 1, the transformed matrix (A, B) would be too far from generalized Schur form; the blocks are not swapped and (A, B) and (Q, Z) are unchanged. The problem of swapping is too ill-conditioned. <0: If INFO = -16: LWORK is too small. Appropriate value for LWORK is returned in WORK(1). 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. ===================================================================== Replaced various illegal calls to DCOPY by calls to DLASET, or by DO loops. Sven Hammarling, 1/5/02. .. Parameters ..
wantq
- wantz
- n
- a
- lda
- b
- ldb
- q
- ldq
- z
- ldz
- j1
- n1
- n2
- work
- lwork
- info
- public abstract void dtgexc(boolean wantq, boolean wantz, int n, double[] a, int lda, double[] b, int ldb, double[] q, int ldq, double[] z, int ldz, org.netlib.util.intW ifst, org.netlib.util.intW ilst, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DTGEXC reorders the generalized real Schur decomposition of a real matrix pair (A,B) using an orthogonal 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 real Schur canonical form (as returned by DGGES), i.e. A is block upper triangular with 1-by-1 and 2-by-2 diagonal blocks. B is 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) DOUBLE PRECISION array, dimension (LDA,N) On entry, the matrix A in generalized real Schur canonical form. On exit, the updated matrix A, again in generalized real Schur canonical form. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). B (input/output) DOUBLE PRECISION array, dimension (LDB,N) On entry, the matrix B in generalized real Schur canonical form (A,B). On exit, the updated matrix B, again in generalized real Schur canonical form (A,B). LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1,N). Q (input/output) DOUBLE PRECISION array, dimension (LDZ,N) On entry, if WANTQ = .TRUE., the orthogonal 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) DOUBLE PRECISION array, dimension (LDZ,N) On entry, if WANTZ = .TRUE., the orthogonal 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. On exit, if IFST pointed on entry to the second row of a 2-by-2 block, it is changed to point to the first row; ILST always points to the first row of the block in its final position (which may differ from its input value by +1 or -1). 1 <= IFST, ILST <= N. WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= 1 when N <= 1, otherwise LWORK >= 4*N + 16. 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. =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. ===================================================================== .. Parameters ..
wantq
- wantz
- n
- a
- lda
- b
- ldb
- q
- ldq
- z
- ldz
- ifst
- ilst
- work
- lwork
- info
- public abstract void dtgsen(int ijob, boolean wantq, boolean wantz, boolean[] select, int n, double[] a, int lda, double[] b, int ldb, double[] alphar, double[] alphai, double[] beta, double[] q, int ldq, double[] z, int ldz, org.netlib.util.intW m, org.netlib.util.doubleW pl, org.netlib.util.doubleW pr, double[] dif, double[] work, int lwork, int[] iwork, int liwork, org.netlib.util.intW info)
.. Purpose ======= DTGSEN reorders the generalized real Schur decomposition of a real matrix pair (A, B) (in terms of an orthonormal equivalence trans- formation Q' * (A, B) * Z), so that a selected cluster of eigenvalues appears in the leading diagonal blocks of the upper quasi-triangular matrix A and the upper triangular B. The leading columns of Q and Z form orthonormal bases of the corresponding left and right eigen- spaces (deflating subspaces). (A, B) must be in generalized real Schur canonical form (as returned by DGGES), i.e. A is block upper triangular with 1-by-1 and 2-by-2 diagonal blocks. B is upper triangular. DTGSEN also computes the generalized eigenvalues w(j) = (ALPHAR(j) + i*ALPHAI(j))/BETA(j) of the reordered matrix pair (A, B). Optionally, DTGSEN computes the 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 a real eigenvalue w(j), SELECT(j) must be set to .TRUE.. To select a complex conjugate pair of eigenvalues w(j) and w(j+1), corresponding to a 2-by-2 diagonal block, either SELECT(j) or SELECT(j+1) or both must be set to .TRUE.; a complex conjugate pair of eigenvalues must be either both included in the cluster or both excluded. N (input) INTEGER The order of the matrices A and B. N >= 0. A (input/output) DOUBLE PRECISION array, dimension(LDA,N) On entry, the upper quasi-triangular matrix A, with (A, B) in generalized real 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) DOUBLE PRECISION array, dimension(LDB,N) On entry, the upper triangular matrix B, with (A, B) in generalized real 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). ALPHAR (output) DOUBLE PRECISION array, dimension (N) ALPHAI (output) DOUBLE PRECISION array, dimension (N) BETA (output) DOUBLE PRECISION array, dimension (N) On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will be the generalized eigenvalues. ALPHAR(j) + ALPHAI(j)*i and BETA(j),j=1,...,N are the diagonals of the complex Schur form (S,T) that would result if the 2-by-2 diagonal blocks of the real generalized Schur form of (A,B) were further reduced to triangular form using complex unitary transformations. If ALPHAI(j) is zero, then the j-th eigenvalue is real; if positive, then the j-th and (j+1)-st eigenvalues are a complex conjugate pair, with ALPHAI(j+1) negative. Q (input/output) DOUBLE PRECISION 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 orthogonal 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; and if WANTQ = .TRUE., LDQ >= N. Z (input/output) DOUBLE PRECISION 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 orthogonal 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 eigen- spaces (deflating subspaces). 0 <= M <= N. PL (output) DOUBLE PRECISION PR (output) DOUBLE PRECISION If IJOB = 1, 4 or 5, PL, PR are lower bounds on the reciprocal of the norm of "projections" onto left and right eigenspaces 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 and PR are not referenced. DIF (output) DOUBLE PRECISION 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. If M = 0 or N, DIF(1:2) = F-norm([A, B]). If IJOB = 0 or 1, DIF is not referenced. WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= 4*N+16. If IJOB = 1, 2 or 4, LWORK >= MAX(4*N+16, 2*M*(N-M)). If IJOB = 3 or 5, LWORK >= MAX(4*N+16, 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 array, dimension (MAX(1,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+6. If IJOB = 3 or 5, LIWORK >= MAX(2*M*(N-M), N+6). 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 =============== DTGSEN first collects the selected eigenvalues by computing orthogonal 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 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 real 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 DLATDF), then the parameter IDIFJB (see below) should be changed from 3 to 4 (routine DLATDF (IJOB = 2 will be used)). See DTGSYL 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 ..
ijob
- wantq
- wantz
- select
- n
- a
- lda
- b
- ldb
- alphar
- alphai
- beta
- q
- ldq
- z
- ldz
- m
- pl
- pr
- dif
- work
- lwork
- iwork
- liwork
- info
- public abstract void dtgsja(java.lang.String jobu, java.lang.String jobv, java.lang.String jobq, int m, int p, int n, int k, int l, double[] a, int lda, double[] b, int ldb, double tola, double tolb, double[] alpha, double[] beta, double[] u, int ldu, double[] v, int ldv, double[] q, int ldq, double[] work, org.netlib.util.intW ncycle, org.netlib.util.intW info)
.. Purpose ======= DTGSJA computes the generalized singular value decomposition (GSVD) of two real 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 DGGSVP 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 orthogonal matrices, Z' denotes the 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 orthogonal 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 an orthogonal matrix U1 on entry, and the product U1*U is returned; = 'I': U is initialized to the unit matrix, and the orthogonal matrix U is returned; = 'N': U is not computed. JOBV (input) CHARACTER*1 = 'V': V must contain an orthogonal matrix V1 on entry, and the product V1*V is returned; = 'I': V is initialized to the unit matrix, and the orthogonal matrix V is returned; = 'N': V is not computed. JOBQ (input) CHARACTER*1 = 'Q': Q must contain an orthogonal matrix Q1 on entry, and the product Q1*Q is returned; = 'I': Q is initialized to the unit matrix, and the orthogonal 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 DTGSJA. See Further details. A (input/output) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION TOLB (input) DOUBLE PRECISION 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)*MAZHEPS, TOLB = max(P,N)*norm(B)*MAZHEPS. ALPHA (output) DOUBLE PRECISION array, dimension (N) BETA (output) DOUBLE PRECISION 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 and BETA(K+L+1:N) = 0. U (input/output) DOUBLE PRECISION array, dimension (LDU,M) On entry, if JOBU = 'U', U must contain a matrix U1 (usually the orthogonal matrix returned by DGGSVP). On exit, if JOBU = 'I', U contains the orthogonal 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) DOUBLE PRECISION array, dimension (LDV,P) On entry, if JOBV = 'V', V must contain a matrix V1 (usually the orthogonal matrix returned by DGGSVP). On exit, if JOBV = 'I', V contains the orthogonal 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) DOUBLE PRECISION array, dimension (LDQ,N) On entry, if JOBQ = 'Q', Q must contain a matrix Q1 (usually the orthogonal matrix returned by DGGSVP). On exit, if JOBQ = 'I', Q contains the orthogonal 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) DOUBLE PRECISION 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 =============== DTGSJA 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 orthogonal matrix, and Z' is the 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 ..
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
- public abstract void dtgsna(java.lang.String job, java.lang.String howmny, boolean[] select, int n, double[] a, int lda, double[] b, int ldb, double[] vl, int ldvl, double[] vr, int ldvr, double[] s, double[] dif, int mm, org.netlib.util.intW m, double[] work, int lwork, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DTGSNA estimates reciprocal condition numbers for specified eigenvalues and/or eigenvectors of a matrix pair (A, B) in generalized real Schur canonical form (or of any matrix pair (Q*A*Z', Q*B*Z') with orthogonal matrices Q and Z, where Z' denotes the transpose of Z. (A, B) must be in generalized real Schur form (as returned by DGGES), i.e. A is block upper triangular with 1-by-1 and 2-by-2 diagonal blocks. B is 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 eigenpair corresponding to a real eigenvalue w(j), SELECT(j) must be set to .TRUE.. To select condition numbers corresponding to a complex conjugate pair of eigenvalues w(j) and w(j+1), either SELECT(j) or SELECT(j+1) or both, 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) DOUBLE PRECISION array, dimension (LDA,N) The upper quasi-triangular matrix A in the pair (A,B). LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). B (input) DOUBLE PRECISION 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) DOUBLE PRECISION 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 DTGEVC. If JOB = 'V', VL is not referenced. LDVL (input) INTEGER The leading dimension of the array VL. LDVL >= 1. If JOB = 'E' or 'B', LDVL >= N. VR (input) DOUBLE PRECISION 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 ov VR, as returned by DTGEVC. 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) DOUBLE PRECISION array, dimension (MM) If JOB = 'E' or 'B', the reciprocal condition numbers of the selected eigenvalues, stored in consecutive elements of the array. For a complex conjugate pair of eigenvalues two consecutive elements of S are set to the same value. Thus S(j), DIF(j), and the j-th columns of VL and VR all correspond to the same eigenpair (but not in general the j-th eigenpair, unless all eigenpairs are selected). If JOB = 'V', S is not referenced. DIF (output) DOUBLE PRECISION array, dimension (MM) If JOB = 'V' or 'B', the estimated reciprocal condition numbers of the selected eigenvectors, stored in consecutive elements of the array. For a complex eigenvector two consecutive elements of DIF are set to the same value. 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. 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 real eigenvalue one element is used, and for each selected complex conjugate pair of eigenvalues, two elements are used. If HOWMNY = 'A', M is set to N. WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L 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 JOB = 'V' or 'B' LWORK >= 2*N*(N+2)+16. 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 (N + 6) 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 a generalized eigenvalue w = (a, b) is defined as S(w) = (|u'Av|**2 + |u'Bv|**2)**(1/2) / (norm(u)*norm(v)) where u and v are the left and right 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 (= u'Av/u'Bv) 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 DIF(i) of right eigenvector u and left eigenvector v corresponding to the generalized eigenvalue w is defined as follows: a) If the i-th eigenvalue w = (a,b) is real Suppose U and V are orthogonal transformations such that U'*(A, B)*V = (S, T) = ( a * ) ( b * ) 1 ( 0 S22 ),( 0 T22 ) n-1 1 n-1 1 n-1 Then the reciprocal condition number DIF(i) is Difl((a, b), (S22, T22)) = sigma-min( Zl ), where sigma-min(Zl) denotes the smallest singular value of the 2(n-1)-by-2(n-1) matrix Zl = [ kron(a, In-1) -kron(1, S22) ] [ kron(b, In-1) -kron(1, T22) ] . Here In-1 is the identity matrix of size n-1. kron(X, Y) is the Kronecker product between the matrices X and Y. Note that if the default method for computing DIF(i) is wanted (see DLATDF), then the parameter DIFDRI (see below) should be changed from 3 to 4 (routine DLATDF(IJOB = 2 will be used)). See DTGSYL for more details. b) If the i-th and (i+1)-th eigenvalues are complex conjugate pair, Suppose U and V are orthogonal transformations such that U'*(A, B)*V = (S, T) = ( S11 * ) ( T11 * ) 2 ( 0 S22 ),( 0 T22) n-2 2 n-2 2 n-2 and (S11, T11) corresponds to the complex conjugate eigenvalue pair (w, conjg(w)). There exist unitary matrices U1 and V1 such that U1'*S11*V1 = ( s11 s12 ) and U1'*T11*V1 = ( t11 t12 ) ( 0 s22 ) ( 0 t22 ) where the generalized eigenvalues w = s11/t11 and conjg(w) = s22/t22. Then the reciprocal condition number DIF(i) is bounded by min( d1, max( 1, |real(s11)/real(s22)| )*d2 ) where, d1 = Difl((s11, t11), (s22, t22)) = sigma-min(Z1), where Z1 is the complex 2-by-2 matrix Z1 = [ s11 -s22 ] [ t11 -t22 ], This is done by computing (using real arithmetic) the roots of the characteristical polynomial det(Z1' * Z1 - lambda I), where Z1' denotes the conjugate transpose of Z1 and det(X) denotes the determinant of X. and d2 is an upper bound on Difl((S11, T11), (S22, T22)), i.e. an upper bound on sigma-min(Z2), where Z2 is (2n-2)-by-(2n-2) Z2 = [ kron(S11', In-2) -kron(I2, S22) ] [ kron(T11', In-2) -kron(I2, T22) ] Note that if the default method for computing DIF is wanted (see DLATDF), then the parameter DIFDRI (see below) should be changed from 3 to 4 (routine DLATDF(IJOB = 2 will be used)). See DTGSYL for more details. For each eigenvalue/vector specified by SELECT, DIF stores a Frobenius norm-based estimate of Difl. An approximate error bound for the i-th 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 ..
job
- howmny
- select
- n
- a
- lda
- b
- ldb
- vl
- ldvl
- vr
- ldvr
- s
- dif
- mm
- m
- work
- lwork
- iwork
- info
- public abstract void dtgsy2(java.lang.String trans, int ijob, int m, int n, double[] a, int lda, double[] b, int ldb, double[] c, int Ldc, double[] d, int ldd, double[] e, int lde, double[] f, int ldf, org.netlib.util.doubleW scale, org.netlib.util.doubleW rdsum, org.netlib.util.doubleW rdscal, int[] iwork, org.netlib.util.intW pq, org.netlib.util.intW info)
.. Purpose ======= DTGSY2 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, with real entries. (A, D) and (B, E) must be in generalized Schur canonical form, i.e. A, B are upper quasi triangular and D, E are upper triangular. 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 Z*x = 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. In the process of solving (1), we solve a number of such systems where Dim(In), Dim(In) = 1 or 2. If TRANS = 'T', solve the transposed system Z'*y = scale*b for y, 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 DLACON. DTGSY2 also (IJOB >= 1) contributes to the computation in DTGSYL of an upper bound on the separation between to matrix pairs. Then the input (A, D), (B, E) are sub-pencils of the matrix pair in DTGSYL. See DTGSYL for details. Arguments ========= TRANS (input) CHARACTER*1 = '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. (DGECON 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) DOUBLE PRECISION array, dimension (LDA, M) On entry, A contains an upper quasi triangular matrix. LDA (input) INTEGER The leading dimension of the matrix A. LDA >= max(1, M). B (input) DOUBLE PRECISION array, dimension (LDB, N) On entry, B contains an upper quasi triangular matrix. LDB (input) INTEGER The leading dimension of the matrix B. LDB >= max(1, N). C (input/output) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION On entry, the sum of squares of computed contributions to the Dif-estimate under computation by DTGSYL, 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 DTGSY2 is called by DTGSYL. RDSCAL (input/output) DOUBLE PRECISION 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 DTGSY2 is called by DTGSYL. IWORK (workspace) INTEGER array, dimension (M+N+2) PQ (output) INTEGER On exit, the number of subsystems (of size 2-by-2, 4-by-4 and 8-by-8) solved by this routine. INFO (output) INTEGER On exit, if INFO is set to =0: Successful exit <0: If INFO = -i, the i-th argument had an illegal value. >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. ===================================================================== Replaced various illegal calls to DCOPY by calls to DLASET. Sven Hammarling, 27/5/02. .. Parameters ..
trans
- ijob
- m
- n
- a
- lda
- b
- ldb
- c
- Ldc
- d
- ldd
- e
- lde
- f
- ldf
- scale
- rdsum
- rdscal
- iwork
- pq
- info
- public abstract void dtgsyl(java.lang.String trans, int ijob, int m, int n, double[] a, int lda, double[] b, int ldb, double[] c, int Ldc, double[] d, int ldd, double[] e, int lde, double[] f, int ldf, org.netlib.util.doubleW scale, org.netlib.util.doubleW dif, double[] work, int lwork, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DTGSYL 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 real entries. (A, D) and (B, E) must be in generalized (real) Schur canonical form, i.e. A, B are upper quasi triangular and D, E are upper triangular. 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 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 = 'T', DTGSYL solves the transposed system Z'*y = scale*b, 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 = 'T') 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 DLACON. If IJOB >= 1, DTGSYL 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. See [1-2] for more information. This is a level 3 BLAS algorithm. Arguments ========= TRANS (input) CHARACTER*1 = '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: 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 IJOB = 1 is used). =4: Only an estimate of Dif[(A,D), (B,E)] is computed. ( DGECON on sub-systems is used ). Not referenced if TRANS = 'T'. 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) DOUBLE PRECISION array, dimension (LDA, M) The upper quasi triangular matrix A. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1, M). B (input) DOUBLE PRECISION array, dimension (LDB, N) The upper quasi triangular matrix B. LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1, N). C (input/output) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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 = 'T', DIF is not touched. SCALE (output) DOUBLE PRECISION 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, C and F hold the solutions R and L, respectively, to the homogeneous system with C = F = 0. Normally, SCALE = 1. WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L 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 or 2 and TRANS = 'N', LWORK >= max(1,2*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+6) 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 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. ===================================================================== Replaced various illegal calls to DCOPY by calls to DLASET. Sven Hammarling, 1/5/02. .. Parameters ..
trans
- ijob
- m
- n
- a
- lda
- b
- ldb
- c
- Ldc
- d
- ldd
- e
- lde
- f
- ldf
- scale
- dif
- work
- lwork
- iwork
- info
- public abstract void dtpcon(java.lang.String norm, java.lang.String uplo, java.lang.String diag, int n, double[] ap, org.netlib.util.doubleW rcond, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DTPCON 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) DOUBLE PRECISION 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) DOUBLE PRECISION The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(norm(A) * norm(inv(A))). WORK (workspace) DOUBLE PRECISION array, dimension (3*N) IWORK (workspace) INTEGER array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
norm
- uplo
- diag
- n
- ap
- rcond
- work
- iwork
- info
- public abstract void dtprfs(java.lang.String uplo, java.lang.String trans, java.lang.String diag, int n, int nrhs, double[] ap, double[] b, int ldb, double[] x, int ldx, double[] ferr, double[] berr, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DTPRFS 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 DTPTRS or some other means before entering this routine. DTPRFS 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 = 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) DOUBLE PRECISION 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. If DIAG = 'U', the diagonal elements of A are not referenced and are assumed to be 1. B (input) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDX,NRHS) The solution matrix X. LDX (input) INTEGER The leading dimension of the array X. LDX >= max(1,N). FERR (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (3*N) IWORK (workspace) INTEGER array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
uplo
- trans
- diag
- n
- nrhs
- ap
- b
- ldb
- x
- ldx
- ferr
- berr
- work
- iwork
- info
- public abstract void dtptri(java.lang.String uplo, java.lang.String diag, int n, double[] ap, org.netlib.util.intW info)
.. Purpose ======= DTPTRI computes the inverse of a real 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) DOUBLE PRECISION 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 ..
uplo
- diag
- n
- ap
- info
- public abstract void dtptrs(java.lang.String uplo, java.lang.String trans, java.lang.String diag, int n, int nrhs, double[] ap, double[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= DTPTRS solves a triangular system of the form A * X = B or A**T * 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 = 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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 ..
uplo
- trans
- diag
- n
- nrhs
- ap
- b
- ldb
- info
- public abstract void dtrcon(java.lang.String norm, java.lang.String uplo, java.lang.String diag, int n, double[] a, int lda, org.netlib.util.doubleW rcond, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DTRCON 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) DOUBLE PRECISION 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) DOUBLE PRECISION The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(norm(A) * norm(inv(A))). WORK (workspace) DOUBLE PRECISION array, dimension (3*N) IWORK (workspace) INTEGER array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
norm
- uplo
- diag
- n
- a
- lda
- rcond
- work
- iwork
- info
- public abstract void dtrevc(java.lang.String side, java.lang.String howmny, boolean[] select, int n, double[] t, int ldt, double[] vl, int ldvl, double[] vr, int ldvr, int mm, org.netlib.util.intW m, double[] work, org.netlib.util.intW info)
.. Purpose ======= DTREVC computes some or all of the right and/or left eigenvectors of a real upper quasi-triangular matrix T. Matrices of this type are produced by the Schur factorization of a real general matrix: A = Q*T*Q**T, as computed by DHSEQR. The right eigenvector x and the left eigenvector y of T corresponding to an eigenvalue w are defined by: T*x = w*x, (y**H)*T = w*(y**H) where y**H denotes the conjugate transpose of y. The eigenvalues are not input to this routine, but are read directly from the diagonal blocks of T. This routine returns the matrices X and/or Y of right and left eigenvectors of T, or the products Q*X and/or Q*Y, where Q is an input matrix. If Q is the orthogonal factor that reduces a matrix A to Schur form T, then Q*X and Q*Y are the matrices of right and 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, backtransformed by the matrices in VR and/or VL; = 'S': compute selected right and/or left eigenvectors, as indicated by the logical array SELECT. SELECT (input/output) LOGICAL array, dimension (N) If HOWMNY = 'S', SELECT specifies the eigenvectors to be computed. If w(j) is a real eigenvalue, the corresponding real eigenvector is computed if SELECT(j) is .TRUE.. If w(j) and w(j+1) are the real and imaginary parts of a complex eigenvalue, the corresponding complex eigenvector is computed if either SELECT(j) or SELECT(j+1) is .TRUE., and on exit SELECT(j) is set to .TRUE. and SELECT(j+1) is set to .FALSE.. Not referenced if HOWMNY = 'A' or 'B'. N (input) INTEGER The order of the matrix T. N >= 0. T (input) DOUBLE PRECISION array, dimension (LDT,N) The upper quasi-triangular matrix T in Schur canonical form. LDT (input) INTEGER The leading dimension of the array T. LDT >= max(1,N). VL (input/output) DOUBLE PRECISION 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 orthogonal matrix Q of Schur vectors returned by DHSEQR). On exit, if SIDE = 'L' or 'B', VL contains: if HOWMNY = 'A', the matrix Y of left eigenvectors of T; 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. A complex eigenvector corresponding to a complex eigenvalue is stored in two consecutive columns, the first holding the real part, and the second the imaginary part. Not referenced if SIDE = 'R'. LDVL (input) INTEGER The leading dimension of the array VL. LDVL >= 1, and if SIDE = 'L' or 'B', LDVL >= N. VR (input/output) DOUBLE PRECISION 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 orthogonal matrix Q of Schur vectors returned by DHSEQR). On exit, if SIDE = 'R' or 'B', VR contains: if HOWMNY = 'A', the matrix X of right eigenvectors of T; 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. A complex eigenvector corresponding to a complex eigenvalue is stored in two consecutive columns, the first holding the real part and the second the imaginary part. Not referenced if SIDE = 'L'. LDVR (input) INTEGER The leading dimension of the array VR. LDVR >= 1, and if SIDE = 'R' or 'B', LDVR >= N. 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 real eigenvector occupies one column and each selected complex eigenvector occupies two columns. WORK (workspace) DOUBLE PRECISION array, dimension (3*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 ..
side
- howmny
- select
- n
- t
- ldt
- vl
- ldvl
- vr
- ldvr
- mm
- m
- work
- info
- public abstract void dtrexc(java.lang.String compq, int n, double[] t, int ldt, double[] q, int ldq, org.netlib.util.intW ifst, org.netlib.util.intW ilst, double[] work, org.netlib.util.intW info)
.. Purpose ======= DTREXC reorders the real Schur factorization of a real matrix A = Q*T*Q**T, so that the diagonal block of T with row index IFST is moved to row ILST. The real Schur form T is reordered by an orthogonal similarity transformation Z**T*T*Z, and optionally the matrix Q of Schur vectors is updated by postmultiplying it with Z. T must be in Schur canonical form (as returned by DHSEQR), that is, block upper triangular with 1-by-1 and 2-by-2 diagonal blocks; each 2-by-2 diagonal block has its diagonal elements equal and its off-diagonal elements of opposite sign. 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) DOUBLE PRECISION array, dimension (LDT,N) On entry, the upper quasi-triangular matrix T, in Schur Schur canonical form. On exit, the reordered upper quasi-triangular matrix, again in Schur canonical form. LDT (input) INTEGER The leading dimension of the array T. LDT >= max(1,N). Q (input/output) DOUBLE PRECISION 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 orthogonal 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/output) INTEGER ILST (input/output) INTEGER Specify the reordering of the diagonal blocks of T. The block with row index IFST is moved to row ILST, by a sequence of transpositions between adjacent blocks. On exit, if IFST pointed on entry to the second row of a 2-by-2 block, it is changed to point to the first row; ILST always points to the first row of the block in its final position (which may differ from its input value by +1 or -1). 1 <= IFST <= N; 1 <= ILST <= N. WORK (workspace) DOUBLE PRECISION array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value = 1: two adjacent blocks were too close to swap (the problem is very ill-conditioned); T may have been partially reordered, and ILST points to the first row of the current position of the block being moved. ===================================================================== .. Parameters ..
compq
- n
- t
- ldt
- q
- ldq
- ifst
- ilst
- work
- info
- public abstract void dtrrfs(java.lang.String uplo, java.lang.String trans, java.lang.String diag, int n, int nrhs, double[] a, int lda, double[] b, int ldb, double[] x, int ldx, double[] ferr, double[] berr, double[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DTRRFS 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 DTRTRS or some other means before entering this routine. DTRRFS 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 = 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDX,NRHS) The solution matrix X. LDX (input) INTEGER The leading dimension of the array X. LDX >= max(1,N). FERR (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (3*N) IWORK (workspace) INTEGER array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
uplo
- trans
- diag
- n
- nrhs
- a
- lda
- b
- ldb
- x
- ldx
- ferr
- berr
- work
- iwork
- info
- public abstract void dtrsen(java.lang.String job, java.lang.String compq, boolean[] select, int n, double[] t, int ldt, double[] q, int ldq, double[] wr, double[] wi, org.netlib.util.intW m, org.netlib.util.doubleW s, org.netlib.util.doubleW sep, double[] work, int lwork, int[] iwork, int liwork, org.netlib.util.intW info)
.. Purpose ======= DTRSEN reorders the real Schur factorization of a real matrix A = Q*T*Q**T, so that a selected cluster of eigenvalues appears in the leading diagonal blocks of the upper quasi-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. T must be in Schur canonical form (as returned by DHSEQR), that is, block upper triangular with 1-by-1 and 2-by-2 diagonal blocks; each 2-by-2 diagonal block has its diagonal elemnts equal and its off-diagonal elements of opposite sign. 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 a real eigenvalue w(j), SELECT(j) must be set to .TRUE.. To select a complex conjugate pair of eigenvalues w(j) and w(j+1), corresponding to a 2-by-2 diagonal block, either SELECT(j) or SELECT(j+1) or both must be set to .TRUE.; a complex conjugate pair of eigenvalues must be either both included in the cluster or both excluded. N (input) INTEGER The order of the matrix T. N >= 0. T (input/output) DOUBLE PRECISION array, dimension (LDT,N) On entry, the upper quasi-triangular matrix T, in Schur canonical form. On exit, T is overwritten by the reordered matrix T, again in Schur canonical form, with the selected eigenvalues in the leading diagonal blocks. LDT (input) INTEGER The leading dimension of the array T. LDT >= max(1,N). Q (input/output) DOUBLE PRECISION 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 orthogonal 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. WR (output) DOUBLE PRECISION array, dimension (N) WI (output) DOUBLE PRECISION array, dimension (N) The real and imaginary parts, respectively, of the reordered eigenvalues of T. The eigenvalues are stored in the same order as on the diagonal of T, with WR(i) = T(i,i) and, if T(i:i+1,i:i+1) is a 2-by-2 diagonal block, WI(i) > 0 and WI(i+1) = -WI(i). Note that if a complex eigenvalue is sufficiently ill-conditioned, then its value may differ significantly from its value before reordering. M (output) INTEGER The dimension of the specified invariant subspace. 0 < = M <= N. S (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If JOB = 'N', LWORK >= max(1,N); if JOB = 'E', LWORK >= max(1,M*(N-M)); if JOB = 'V' or 'B', LWORK >= max(1,2*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 array, and no error message related to LWORK is issued by XERBLA. IWORK (workspace) INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. LIWORK (input) INTEGER The dimension of the array IWORK. If JOB = 'N' or 'E', LIWORK >= 1; if JOB = 'V' or 'B', LIWORK >= max(1,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 T failed because some eigenvalues are too close to separate (the problem is very ill-conditioned); T may have been partially reordered, and WR and WI contain the eigenvalues in the same order as in T; S and SEP (if requested) are set to zero. Further Details =============== DTRSEN first collects the selected eigenvalues by computing an orthogonal transformation Z to move them to the top left corner of T. In other words, the selected eigenvalues are the eigenvalues of T11 in: Z'*T*Z = ( T11 T12 ) n1 ( 0 T22 ) n2 n1 n2 where N = n1+n2 and Z' means the transpose of Z. The first n1 columns of Z span the specified invariant subspace of T. If T has been obtained from the real Schur factorization of a matrix A = Q*T*Q', then the reordered real Schur factorization of A is given by A = (Q*Z)*(Z'*T*Z)*(Q*Z)', and the first n1 columns of Q*Z span the corresponding invariant subspace of A. The reciprocal condition number of the average of the eigenvalues of T11 may be returned in S. S lies between 0 (very badly conditioned) and 1 (very well conditioned). It is computed as follows. First we compute R so that P = ( I R ) n1 ( 0 0 ) n2 n1 n2 is the projector on the invariant subspace associated with T11. R is the solution of the Sylvester equation: T11*R - R*T22 = T12. Let F-norm(M) denote the Frobenius-norm of M and 2-norm(M) denote the two-norm of M. Then S is computed as the lower bound (1 + F-norm(R)**2)**(-1/2) on the reciprocal of 2-norm(P), the true reciprocal condition number. S cannot underestimate 1 / 2-norm(P) by more than a factor of sqrt(N). An approximate error bound for the computed average of the eigenvalues of T11 is EPS * norm(T) / S where EPS is the machine precision. The reciprocal condition number of the right invariant subspace spanned by the first n1 columns of Z (or of Q*Z) is returned in SEP. SEP is defined as the separation of T11 and T22: sep( T11, T22 ) = sigma-min( C ) where sigma-min(C) is the smallest singular value of the n1*n2-by-n1*n2 matrix C = kprod( I(n2), T11 ) - kprod( transpose(T22), I(n1) ) I(m) is an m by m identity matrix, and kprod denotes the Kronecker product. We estimate sigma-min(C) by the reciprocal of an estimate of the 1-norm of inverse(C). The true reciprocal 1-norm of inverse(C) cannot differ from sigma-min(C) by more than a factor of sqrt(n1*n2). When SEP is small, small changes in T can cause large changes in the invariant subspace. An approximate bound on the maximum angular error in the computed right invariant subspace is EPS * norm(T) / SEP ===================================================================== .. Parameters ..
job
- compq
- select
- n
- t
- ldt
- q
- ldq
- wr
- wi
- m
- s
- sep
- work
- lwork
- iwork
- liwork
- info
- public abstract void dtrsna(java.lang.String job, java.lang.String howmny, boolean[] select, int n, double[] t, int ldt, double[] vl, int ldvl, double[] vr, int ldvr, double[] s, double[] sep, int mm, org.netlib.util.intW m, double[] work, int ldwork, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= DTRSNA estimates reciprocal condition numbers for specified eigenvalues and/or right eigenvectors of a real upper quasi-triangular matrix T (or of any matrix Q*T*Q**T with Q orthogonal). T must be in Schur canonical form (as returned by DHSEQR), that is, block upper triangular with 1-by-1 and 2-by-2 diagonal blocks; each 2-by-2 diagonal block has its diagonal elements equal and its off-diagonal elements of opposite sign. Arguments ========= JOB (input) CHARACTER*1 Specifies whether condition numbers are required for eigenvalues (S) or eigenvectors (SEP): = 'E': for eigenvalues only (S); = 'V': for eigenvectors only (SEP); = 'B': for both eigenvalues and eigenvectors (S and SEP). 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 eigenpair corresponding to a real eigenvalue w(j), SELECT(j) must be set to .TRUE.. To select condition numbers corresponding to a complex conjugate pair of eigenvalues w(j) and w(j+1), either SELECT(j) or SELECT(j+1) or both, must be set to .TRUE.. If HOWMNY = 'A', SELECT is not referenced. N (input) INTEGER The order of the matrix T. N >= 0. T (input) DOUBLE PRECISION array, dimension (LDT,N) The upper quasi-triangular matrix T, in Schur canonical form. LDT (input) INTEGER The leading dimension of the array T. LDT >= max(1,N). VL (input) DOUBLE PRECISION array, dimension (LDVL,M) If JOB = 'E' or 'B', VL must contain left eigenvectors of T (or of any Q*T*Q**T with Q orthogonal), corresponding to the eigenpairs specified by HOWMNY and SELECT. The eigenvectors must be stored in consecutive columns of VL, as returned by DHSEIN or DTREVC. 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) DOUBLE PRECISION array, dimension (LDVR,M) If JOB = 'E' or 'B', VR must contain right eigenvectors of T (or of any Q*T*Q**T with Q orthogonal), corresponding to the eigenpairs specified by HOWMNY and SELECT. The eigenvectors must be stored in consecutive columns of VR, as returned by DHSEIN or DTREVC. If JOB = 'V', VR is not referenced. LDVR (input) INTEGER The leading dimension of the array VR. LDVR >= 1; and if JOB = 'E' or 'B', LDVR >= N. S (output) DOUBLE PRECISION array, dimension (MM) If JOB = 'E' or 'B', the reciprocal condition numbers of the selected eigenvalues, stored in consecutive elements of the array. For a complex conjugate pair of eigenvalues two consecutive elements of S are set to the same value. Thus S(j), SEP(j), and the j-th columns of VL and VR all correspond to the same eigenpair (but not in general the j-th eigenpair, unless all eigenpairs are selected). If JOB = 'V', S is not referenced. SEP (output) DOUBLE PRECISION array, dimension (MM) If JOB = 'V' or 'B', the estimated reciprocal condition numbers of the selected eigenvectors, stored in consecutive elements of the array. For a complex eigenvector two consecutive elements of SEP are set to the same value. If the eigenvalues cannot be reordered to compute SEP(j), SEP(j) is set to 0; this can only occur when the true value would be very small anyway. If JOB = 'E', SEP is not referenced. MM (input) INTEGER The number of elements in the arrays S (if JOB = 'E' or 'B') and/or SEP (if JOB = 'V' or 'B'). MM >= M. M (output) INTEGER The number of elements of the arrays S and/or SEP actually used to store the estimated condition numbers. If HOWMNY = 'A', M is set to N. WORK (workspace) DOUBLE PRECISION array, dimension (LDWORK,N+6) If JOB = 'E', WORK is not referenced. LDWORK (input) INTEGER The leading dimension of the array WORK. LDWORK >= 1; and if JOB = 'V' or 'B', LDWORK >= N. IWORK (workspace) INTEGER array, dimension (2*(N-1)) 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 an eigenvalue lambda is defined as S(lambda) = |v'*u| / (norm(u)*norm(v)) where u and v are the right and left eigenvectors of T corresponding to lambda; v' denotes the conjugate-transpose of v, and norm(u) denotes the Euclidean norm. These reciprocal condition numbers always lie between zero (very badly conditioned) and one (very well conditioned). If n = 1, S(lambda) is defined to be 1. An approximate error bound for a computed eigenvalue W(i) is given by EPS * norm(T) / S(i) where EPS is the machine precision. The reciprocal of the condition number of the right eigenvector u corresponding to lambda is defined as follows. Suppose T = ( lambda c ) ( 0 T22 ) Then the reciprocal condition number is SEP( lambda, T22 ) = sigma-min( T22 - lambda*I ) where sigma-min denotes the smallest singular value. We approximate the smallest singular value by the reciprocal of an estimate of the one-norm of the inverse of T22 - lambda*I. If n = 1, SEP(1) is defined to be abs(T(1,1)). An approximate error bound for a computed right eigenvector VR(i) is given by EPS * norm(T) / SEP(i) ===================================================================== .. Parameters ..
job
- howmny
- select
- n
- t
- ldt
- vl
- ldvl
- vr
- ldvr
- s
- sep
- mm
- m
- work
- ldwork
- iwork
- info
- public abstract void dtrsyl(java.lang.String trana, java.lang.String tranb, int isgn, int m, int n, double[] a, int lda, double[] b, int ldb, double[] c, int Ldc, org.netlib.util.doubleW scale, org.netlib.util.intW info)
.. Purpose ======= DTRSYL solves the real Sylvester matrix equation: op(A)*X + X*op(B) = scale*C or op(A)*X - X*op(B) = scale*C, where op(A) = A or A**T, and A and B are both upper quasi- triangular. A is M-by-M and B is N-by-N; the right hand side C and the solution X are M-by-N; and scale is an output scale factor, set <= 1 to avoid overflow in X. A and B must be in Schur canonical form (as returned by DHSEQR), that is, block upper triangular with 1-by-1 and 2-by-2 diagonal blocks; each 2-by-2 diagonal block has its diagonal elements equal and its off-diagonal elements of opposite sign. Arguments ========= TRANA (input) CHARACTER*1 Specifies the option op(A): = 'N': op(A) = A (No transpose) = 'T': op(A) = A**T (Transpose) = 'C': op(A) = A**H (Conjugate transpose = Transpose) TRANB (input) CHARACTER*1 Specifies the option op(B): = 'N': op(B) = B (No transpose) = 'T': op(B) = B**T (Transpose) = 'C': op(B) = B**H (Conjugate transpose = Transpose) ISGN (input) INTEGER Specifies the sign in the equation: = +1: solve op(A)*X + X*op(B) = scale*C = -1: solve op(A)*X - X*op(B) = scale*C M (input) INTEGER The order of the matrix A, and the number of rows in the matrices X and C. M >= 0. N (input) INTEGER The order of the matrix B, and the number of columns in the matrices X and C. N >= 0. A (input) DOUBLE PRECISION array, dimension (LDA,M) The upper quasi-triangular matrix A, in Schur canonical form. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M). B (input) DOUBLE PRECISION array, dimension (LDB,N) The upper quasi-triangular matrix B, in Schur canonical form. LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1,N). C (input/output) DOUBLE PRECISION array, dimension (LDC,N) On entry, the M-by-N right hand side matrix C. On exit, C is overwritten by the solution matrix X. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M) SCALE (output) DOUBLE PRECISION The scale factor, scale, set <= 1 to avoid overflow in X. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value = 1: A and B have common or very close eigenvalues; perturbed values were used to solve the equation (but the matrices A and B are unchanged). ===================================================================== .. Parameters ..
trana
- tranb
- isgn
- m
- n
- a
- lda
- b
- ldb
- c
- Ldc
- scale
- info
- public abstract void dtrti2(java.lang.String uplo, java.lang.String diag, int n, double[] a, int lda, org.netlib.util.intW info)
.. Purpose ======= DTRTI2 computes the inverse of a real upper or lower triangular matrix. This is the Level 2 BLAS version of the algorithm. Arguments ========= 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. A (input/output) DOUBLE PRECISION array, dimension (LDA,N) On entry, 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. On exit, the (triangular) inverse of the original matrix, in the same storage format. 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 ..
uplo
- diag
- n
- a
- lda
- info
- public abstract void dtrtri(java.lang.String uplo, java.lang.String diag, int n, double[] a, int lda, org.netlib.util.intW info)
.. Purpose ======= DTRTRI computes the inverse of a real upper or lower triangular matrix A. This is the Level 3 BLAS version of the algorithm. 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. A (input/output) DOUBLE PRECISION array, dimension (LDA,N) On entry, 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. On exit, the (triangular) inverse of the original matrix, in the same storage format. 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, A(i,i) is exactly zero. The triangular matrix is singular and its inverse can not be computed. ===================================================================== .. Parameters ..
uplo
- diag
- n
- a
- lda
- info
- public abstract void dtrtrs(java.lang.String uplo, java.lang.String trans, java.lang.String diag, int n, int nrhs, double[] a, int lda, double[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= DTRTRS solves a triangular system of the form A * X = B or A**T * X = B, where A is a triangular 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 = 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. A (input) DOUBLE PRECISION 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/output) DOUBLE PRECISION 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 ..
uplo
- trans
- diag
- n
- nrhs
- a
- lda
- b
- ldb
- info
- public abstract void dtzrqf(int m, int n, double[] a, int lda, double[] tau, org.netlib.util.intW info)
.. Purpose ======= This routine is deprecated and has been replaced by routine DTZRZF. DTZRQF reduces the M-by-N ( M<=N ) real upper trapezoidal matrix A to upper triangular form by means of orthogonal transformations. The upper trapezoidal matrix A is factored as A = ( R 0 ) * Z, where Z is an N-by-N orthogonal matrix and R is an M-by-M upper triangular matrix. Arguments ========= M (input) INTEGER The number of rows of the matrix A. M >= 0. N (input) INTEGER The number of columns of the matrix A. N >= M. A (input/output) DOUBLE PRECISION array, dimension (LDA,N) On entry, the leading M-by-N upper trapezoidal part of the array A must contain the matrix to be factorized. On exit, the leading M-by-M upper triangular part of A contains the upper triangular matrix R, and elements M+1 to N of the first M rows of A, with the array TAU, represent the orthogonal matrix Z as a product of M elementary reflectors. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M). TAU (output) DOUBLE PRECISION array, dimension (M) The scalar factors of the elementary reflectors. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Further Details =============== The factorization is obtained by Householder's method. The kth transformation matrix, Z( k ), which is used to introduce zeros into the ( m - k + 1 )th row of A, is given in the form Z( k ) = ( I 0 ), ( 0 T( k ) ) where T( k ) = I - tau*u( k )*u( k )', u( k ) = ( 1 ), ( 0 ) ( z( k ) ) tau is a scalar and z( k ) is an ( n - m ) element vector. tau and z( k ) are chosen to annihilate the elements of the kth row of X. The scalar tau is returned in the kth element of TAU and the vector u( k ) in the kth row of A, such that the elements of z( k ) are in a( k, m + 1 ), ..., a( k, n ). The elements of R are returned in the upper triangular part of A. Z is given by Z = Z( 1 ) * Z( 2 ) * ... * Z( m ). ===================================================================== .. Parameters ..
m
- n
- a
- lda
- tau
- info
- public abstract void dtzrzf(int m, int n, double[] a, int lda, double[] tau, double[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= DTZRZF reduces the M-by-N ( M<=N ) real upper trapezoidal matrix A to upper triangular form by means of orthogonal transformations. The upper trapezoidal matrix A is factored as A = ( R 0 ) * Z, where Z is an N-by-N orthogonal matrix and R is an M-by-M upper triangular matrix. Arguments ========= M (input) INTEGER The number of rows of the matrix A. M >= 0. N (input) INTEGER The number of columns of the matrix A. N >= M. A (input/output) DOUBLE PRECISION array, dimension (LDA,N) On entry, the leading M-by-N upper trapezoidal part of the array A must contain the matrix to be factorized. On exit, the leading M-by-M upper triangular part of A contains the upper triangular matrix R, and elements M+1 to N of the first M rows of A, with the array TAU, represent the orthogonal matrix Z as a product of M elementary reflectors. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M). TAU (output) DOUBLE PRECISION array, dimension (M) The scalar factors of the elementary reflectors. WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,L On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,M). For optimum performance LWORK >= M*NB, where NB is the optimal blocksize. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Further Details =============== Based on contributions by A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA The factorization is obtained by Householder's method. The kth transformation matrix, Z( k ), which is used to introduce zeros into the ( m - k + 1 )th row of A, is given in the form Z( k ) = ( I 0 ), ( 0 T( k ) ) where T( k ) = I - tau*u( k )*u( k )', u( k ) = ( 1 ), ( 0 ) ( z( k ) ) tau is a scalar and z( k ) is an ( n - m ) element vector. tau and z( k ) are chosen to annihilate the elements of the kth row of X. The scalar tau is returned in the kth element of TAU and the vector u( k ) in the kth row of A, such that the elements of z( k ) are in a( k, m + 1 ), ..., a( k, n ). The elements of R are returned in the upper triangular part of A. Z is given by Z = Z( 1 ) * Z( 2 ) * ... * Z( m ). ===================================================================== .. Parameters ..
m
- n
- a
- lda
- tau
- work
- lwork
- info
- public abstract int ieeeck(int ispec, float zero, float one)
.. Purpose ======= IEEECK is called from the ILAENV to verify that Infinity and possibly NaN arithmetic is safe (i.e. will not trap). Arguments ========= ISPEC (input) INTEGER Specifies whether to test just for inifinity arithmetic or whether to test for infinity and NaN arithmetic. = 0: Verify infinity arithmetic only. = 1: Verify infinity and NaN arithmetic. ZERO (input) REAL Must contain the value 0.0 This is passed to prevent the compiler from optimizing away this code. ONE (input) REAL Must contain the value 1.0 This is passed to prevent the compiler from optimizing away this code. RETURN VALUE: INTEGER = 0: Arithmetic failed to produce the correct answers = 1: Arithmetic produced the correct answers .. Local Scalars ..
ispec
- zero
- one
- public abstract int ilaenv(int ispec, java.lang.String name, java.lang.String opts, int n1, int n2, int n3, int n4)
.. Purpose ======= ILAENV is called from the LAPACK routines to choose problem-dependent parameters for the local environment. See ISPEC for a description of the parameters. ILAENV returns an INTEGER if ILAENV >= 0: ILAENV returns the value of the parameter specified b if ILAENV < 0: if ILAENV = -k, the k-th argument had an illegal valu This version provides a set of parameters which should give good, but not optimal, performance on many of the currently available computers. Users are encouraged to modify this subroutine to set the tuning parameters for their particular machine using the option and problem size information in the arguments. This routine will not function correctly if it is converted to all lower case. Converting it to all upper case is allowed. Arguments ========= ISPEC (input) INTEGER Specifies the parameter to be returned as the value of ILAENV. = 1: the optimal blocksize; if this value is 1, an unblocked algorithm will give the best performance. = 2: the minimum block size for which the block routine should be used; if the usable block size is less than this value, an unblocked routine should be used. = 3: the crossover point (in a block routine, for N less than this value, an unblocked routine should be used) = 4: the number of shifts, used in the nonsymmetric eigenvalue routines (DEPRECATED) = 5: the minimum column dimension for blocking to be used; rectangular blocks must have dimension at least k by m, where k is given by ILAENV(2,...) and m by ILAENV(5,...) = 6: the crossover point for the SVD (when reducing an m by n matrix to bidiagonal form, if max(m,n)/min(m,n) exceeds this value, a QR factorization is used first to reduce the matrix to a triangular form.) = 7: the number of processors = 8: the crossover point for the multishift QR method for nonsymmetric eigenvalue problems (DEPRECATED) = 9: maximum size of the subproblems at the bottom of the computation tree in the divide-and-conquer algorithm (used by xGELSD and xGESDD) =10: ieee NaN arithmetic can be trusted not to trap =11: infinity arithmetic can be trusted not to trap 12 <= ISPEC <= 16: xHSEQR or one of its subroutines, see IPARMQ for detailed explanation NAME (input) CHARACTER*(*) The name of the calling subroutine, in either upper case or lower case. OPTS (input) CHARACTER*(*) The character options to the subroutine NAME, concatenated into a single character string. For example, UPLO = 'U', TRANS = 'T', and DIAG = 'N' for a triangular routine would be specified as OPTS = 'UTN'. N1 (input) INTEGER N2 (input) INTEGER N3 (input) INTEGER N4 (input) INTEGER Problem dimensions for the subroutine NAME; these may not all be required. Further Details =============== The following conventions have been used when calling ILAENV from the LAPACK routines: 1) OPTS is a concatenation of all of the character options to subroutine NAME, in the same order that they appear in the argument list for NAME, even if they are not used in determining the value of the parameter specified by ISPEC. 2) The problem dimensions N1, N2, N3, N4 are specified in the order that they appear in the argument list for NAME. N1 is used first, N2 second, and so on, and unused problem dimensions are passed a value of -1. 3) The parameter value returned by ILAENV is checked for validity in the calling subroutine. For example, ILAENV is used to retrieve the optimal blocksize for STRTRI as follows: NB = ILAENV( 1, 'STRTRI', UPLO // DIAG, N, -1, -1, -1 ) IF( NB.LE.1 ) NB = MAX( 1, N ) ===================================================================== .. Local Scalars ..
ispec
- name
- opts
- n1
- n2
- n3
- n4
- public void ilaver(org.netlib.util.intW vers_major, org.netlib.util.intW vers_minor, org.netlib.util.intW vers_patch)
-- LAPACK routine (version 3.1.1) -- Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. January 2007 .. Purpose ======= This subroutine return the Lapack version Arguments ========= VERS_MAJOR (output) INTEGER return the lapack major version VERS_MINOR (output) INTEGER return the lapack minor version from the major version VERS_PATCH (output) INTEGER return the lapack patch version from the minor version =====================================================================
vers_major
- vers_minor
- vers_patch
- public int iparmq(int ispec, java.lang.String name, java.lang.String opts, int n, int ilo, int ihi, int lwork)
Purpose ======= This program sets problem and machine dependent parameters useful for xHSEQR and its subroutines. It is called whenever ILAENV is called with 12 <= ISPEC <= 16 Arguments ========= ISPEC (input) integer scalar ISPEC specifies which tunable parameter IPARMQ should return. ISPEC=12: (INMIN) Matrices of order nmin or less are sent directly to xLAHQR, the implicit double shift QR algorithm. NMIN must be at least 11. ISPEC=13: (INWIN) Size of the deflation window. This is best set greater than or equal to the number of simultaneous shifts NS. Larger matrices benefit from larger deflation windows. ISPEC=14: (INIBL) Determines when to stop nibbling and invest in an (expensive) multi-shift QR sweep. If the aggressive early deflation subroutine finds LD converged eigenvalues from an order NW deflation window and LD.GT.(NW*NIBBLE)/100, then the next QR sweep is skipped and early deflation is applied immediately to the remaining active diagonal block. Setting IPARMQ(ISPEC=14) = 0 causes TTQRE to skip a multi-shift QR sweep whenever early deflation finds a converged eigenvalue. Setting IPARMQ(ISPEC=14) greater than or equal to 100 prevents TTQRE from skipping a multi-shift QR sweep. ISPEC=15: (NSHFTS) The number of simultaneous shifts in a multi-shift QR iteration. ISPEC=16: (IACC22) IPARMQ is set to 0, 1 or 2 with the following meanings. 0: During the multi-shift QR sweep, xLAQR5 does not accumulate reflections and does not use matrix-matrix multiply to update the far-from-diagonal matrix entries. 1: During the multi-shift QR sweep, xLAQR5 and/or xLAQRaccumulates reflections matrix-matrix multiply to update the far-from-diagonal matrix entries. 2: During the multi-shift QR sweep. xLAQR5 accumulates reflections and takes advantage of 2-by-2 block structure during matrix-matrix multiplies. (If xTRMM is slower than xGEMM, then IPARMQ(ISPEC=16)=1 may be more efficient than IPARMQ(ISPEC=16)=2 despite the greater level of arithmetic work implied by the latter choice.) NAME (input) character string Name of the calling subroutine OPTS (input) character string This is a concatenation of the string arguments to TTQRE. N (input) integer scalar N is the order of the Hessenberg matrix H. 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. LWORK (input) integer scalar The amount of workspace available. Further Details =============== Little is known about how best to choose these parameters. It is possible to use different values of the parameters for each of CHSEQR, DHSEQR, SHSEQR and ZHSEQR. It is probably best to choose different parameters for different matrices and different parameters at different times during the iteration, but this has not been implemented --- yet. The best choices of most of the parameters depend in an ill-understood way on the relative execution rate of xLAQR3 and xLAQR5 and on the nature of each particular eigenvalue problem. Experiment may be the only practical way to determine which choices are most effective. Following is a list of default values supplied by IPARMQ. These defaults may be adjusted in order to attain better performance in any particular computational environment. IPARMQ(ISPEC=12) The xLAHQR vs xLAQR0 crossover point. Default: 75. (Must be at least 11.) IPARMQ(ISPEC=13) Recommended deflation window size. This depends on ILO, IHI and NS, the number of simultaneous shifts returned by IPARMQ(ISPEC=15). The default for (IHI-ILO+1).LE.500 is NS. The default for (IHI-ILO+1).GT.500 is 3*NS/2. IPARMQ(ISPEC=14) Nibble crossover point. Default: 14. IPARMQ(ISPEC=15) Number of simultaneous shifts, NS. a multi-shift QR iteration. If IHI-ILO+1 is ... greater than ...but less ... the or equal to ... than default is 0 30 NS = 2+ 30 60 NS = 4+ 60 150 NS = 10 150 590 NS = ** 590 3000 NS = 64 3000 6000 NS = 128 6000 infinity NS = 256 (+) By default matrices of this order are passed to the implicit double shift routine xLAHQR. See IPARMQ(ISPEC=12) above. These values of NS are used only in case of a rare xLAHQR failure. (**) The asterisks (**) indicate an ad-hoc function increasing from 10 to 64. IPARMQ(ISPEC=16) Select structured matrix multiply. (See ISPEC=16 above for details.) Default: 3. ================================================================ .. Parameters ..
ispec
- name
- opts
- n
- ilo
- ihi
- lwork
- public boolean lsamen(int n, java.lang.String ca, java.lang.String cb)
.. Purpose ======= LSAMEN tests if the first N letters of CA are the same as the first N letters of CB, regardless of case. LSAMEN returns .TRUE. if CA and CB are equivalent except for case and .FALSE. otherwise. LSAMEN also returns .FALSE. if LEN( CA ) or LEN( CB ) is less than N. Arguments ========= N (input) INTEGER The number of characters in CA and CB to be compared. CA (input) CHARACTER*(*) CB (input) CHARACTER*(*) CA and CB specify two character strings of length at least N. Only the first N characters of each string will be accessed. ===================================================================== .. Local Scalars ..
n
- ca
- cb
- public abstract void sbdsdc(java.lang.String uplo, java.lang.String compq, int n, float[] d, float[] e, float[] u, int ldu, float[] vt, int ldvt, float[] q, int[] iq, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SBDSDC computes the singular value decomposition (SVD) of a real N-by-N (upper or lower) bidiagonal matrix B: B = U * S * VT, using a divide and conquer method, where S is a diagonal matrix with non-negative diagonal elements (the singular values of B), and U and VT are orthogonal matrices of left and right singular vectors, respectively. SBDSDC can be used to compute all singular values, and optionally, singular vectors or singular vectors in compact 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 SLASD3 for details. The code currently calls SLASDQ if singular values only are desired. However, it can be slightly modified to compute singular values using the divide and conquer method. Arguments ========= UPLO (input) CHARACTER*1 = 'U': B is upper bidiagonal. = 'L': B is lower bidiagonal. COMPQ (input) CHARACTER*1 Specifies whether singular vectors are to be computed as follows: = 'N': Compute singular values only; = 'P': Compute singular values and compute singular vectors in compact form; = 'I': Compute singular values and singular vectors. N (input) INTEGER The order of the matrix B. N >= 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. E (input/output) REAL array, dimension (N-1) On entry, the elements of E contain the offdiagonal elements of the bidiagonal matrix whose SVD is desired. On exit, E has been destroyed. U (output) REAL array, dimension (LDU,N) If COMPQ = 'I', then: On exit, if INFO = 0, U contains the left singular vectors of the bidiagonal matrix. For other values of COMPQ, U is not referenced. LDU (input) INTEGER The leading dimension of the array U. LDU >= 1. If singular vectors are desired, then LDU >= max( 1, N ). VT (output) REAL array, dimension (LDVT,N) If COMPQ = 'I', then: On exit, if INFO = 0, VT' contains the right singular vectors of the bidiagonal matrix. For other values of COMPQ, VT is not referenced. LDVT (input) INTEGER The leading dimension of the array VT. LDVT >= 1. If singular vectors are desired, then LDVT >= max( 1, N ). Q (output) REAL array, dimension (LDQ) If COMPQ = 'P', then: On exit, if INFO = 0, Q and IQ contain the left and right singular vectors in a compact form, requiring O(N log N) space instead of 2*N**2. In particular, Q contains all the REAL data in LDQ >= N*(11 + 2*SMLSIZ + 8*INT(LOG_2(N/(SMLSIZ+1)))) words of memory, where 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). For other values of COMPQ, Q is not referenced. IQ (output) INTEGER array, dimension (LDIQ) If COMPQ = 'P', then: On exit, if INFO = 0, Q and IQ contain the left and right singular vectors in a compact form, requiring O(N log N) space instead of 2*N**2. In particular, IQ contains all INTEGER data in LDIQ >= N*(3 + 3*INT(LOG_2(N/(SMLSIZ+1)))) words of memory, where 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). For other values of COMPQ, IQ is not referenced. WORK (workspace) REAL array, dimension (MAX(1,LWORK)) If COMPQ = 'N' then LWORK >= (4 * N). If COMPQ = 'P' then LWORK >= (6 * N). If COMPQ = 'I' then LWORK >= (3 * N**2 + 4 * N). IWORK (workspace) INTEGER array, dimension (8*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. The update process of divide and conquer failed. Further Details =============== Based on contributions by Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA ===================================================================== Changed dimension statement in comment describing E from (N) to (N-1). Sven, 17 Feb 05. ===================================================================== .. Parameters ..
uplo
- compq
- n
- d
- e
- u
- ldu
- vt
- ldvt
- q
- iq
- work
- iwork
- info
- public abstract void sbdsqr(java.lang.String uplo, int n, int ncvt, int nru, int ncc, float[] d, float[] e, float[] vt, int ldvt, float[] u, int ldu, float[] c, int Ldc, float[] work, org.netlib.util.intW info)
.. Purpose ======= SBDSQR computes the singular values and, optionally, the right and/or left singular vectors from the singular value decomposition (SVD) of a real N-by-N (upper or lower) bidiagonal matrix B using the implicit zero-shift QR algorithm. The SVD of B has the form B = Q * S * P**T where S is the diagonal matrix of singular values, Q is an orthogonal matrix of left singular vectors, and P is an orthogonal matrix of right singular vectors. If left singular vectors are requested, this subroutine actually returns U*Q instead of Q, and, if right singular vectors are requested, this subroutine returns P**T*VT instead of P**T, for given real input matrices U and VT. When U and VT are the orthogonal matrices that reduce a general matrix A to bidiagonal form: A = U*B*VT, as computed by SGEBRD, then A = (U*Q) * S * (P**T*VT) is the SVD of A. Optionally, the subroutine may also compute Q**T*C for a given real input matrix C. See "Computing Small Singular Values of Bidiagonal Matrices With Guaranteed High Relative Accuracy," by J. Demmel and W. Kahan, LAPACK Working Note #3 (or SIAM J. Sci. Statist. Comput. vol. 11, no. 5, pp. 873-912, Sept 1990) and "Accurate singular values and differential qd algorithms," by B. Parlett and V. Fernando, Technical Report CPAM-554, Mathematics Department, University of California at Berkeley, July 1992 for a detailed description of the algorithm. Arguments ========= UPLO (input) CHARACTER*1 = 'U': B is upper bidiagonal; = 'L': B is lower bidiagonal. N (input) INTEGER The order of the matrix B. N >= 0. NCVT (input) INTEGER The number of columns of the matrix VT. NCVT >= 0. NRU (input) INTEGER The number of rows of the matrix U. NRU >= 0. NCC (input) INTEGER The number of columns of the matrix C. NCC >= 0. D (input/output) 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-1) On entry, the N-1 offdiagonal elements of the bidiagonal matrix B. On exit, if INFO = 0, E is destroyed; if INFO > 0, D and E will contain the diagonal and superdiagonal elements of a bidiagonal matrix orthogonally equivalent to the one given as input. VT (input/output) REAL array, dimension (LDVT, NCVT) On entry, an N-by-NCVT matrix VT. On exit, VT is overwritten by P**T * VT. Not referenced if NCVT = 0. LDVT (input) INTEGER The leading dimension of the array VT. LDVT >= max(1,N) if NCVT > 0; LDVT >= 1 if NCVT = 0. U (input/output) REAL array, dimension (LDU, N) On entry, an NRU-by-N matrix U. On exit, U is overwritten by U * Q. Not referenced if NRU = 0. LDU (input) INTEGER The leading dimension of the array U. LDU >= max(1,NRU). C (input/output) REAL array, dimension (LDC, NCC) On entry, an N-by-NCC matrix C. On exit, C is overwritten by Q**T * C. Not referenced if NCC = 0. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,N) if NCC > 0; LDC >=1 if NCC = 0. WORK (workspace) REAL array, dimension (2*N) if NCVT = NRU = NCC = 0, (max(1, 4*N)) otherwise INFO (output) INTEGER = 0: successful exit < 0: If INFO = -i, the i-th argument had an illegal value > 0: the algorithm did not converge; D and E contain the elements of a bidiagonal matrix which is orthogonally similar to the input matrix B; if INFO = i, i elements of E have not converged to zero. Internal Parameters =================== TOLMUL 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 ..
uplo
- n
- ncvt
- nru
- ncc
- d
- e
- vt
- ldvt
- u
- ldu
- c
- Ldc
- work
- info
- public abstract void sdisna(java.lang.String job, int m, int n, float[] d, float[] sep, org.netlib.util.intW info)
.. Purpose ======= SDISNA computes the reciprocal condition numbers for the eigenvectors of a real symmetric or complex Hermitian matrix or for the left or right singular vectors of a general m-by-n matrix. The reciprocal condition number is the 'gap' between the corresponding eigenvalue or singular value and the nearest other one. The bound on the error, measured by angle in radians, in the I-th computed vector is given by SLAMCH( 'E' ) * ( ANORM / SEP( I ) ) where ANORM = 2-norm(A) = max( abs( D(j) ) ). SEP(I) is not allowed to be smaller than SLAMCH( 'E' )*ANORM in order to limit the size of the error bound. SDISNA may also be used to compute error bounds for eigenvectors of the generalized symmetric definite eigenproblem. Arguments ========= JOB (input) CHARACTER*1 Specifies for which problem the reciprocal condition numbers should be computed: = 'E': the eigenvectors of a symmetric/Hermitian matrix; = 'L': the left singular vectors of a general matrix; = 'R': the right singular vectors of a general matrix. M (input) INTEGER The number of rows of the matrix. M >= 0. N (input) INTEGER If JOB = 'L' or 'R', the number of columns of the matrix, in which case N >= 0. Ignored if JOB = 'E'. D (input) REAL array, dimension (M) if JOB = 'E' dimension (min(M,N)) if JOB = 'L' or 'R' The eigenvalues (if JOB = 'E') or singular values (if JOB = 'L' or 'R') of the matrix, in either increasing or decreasing order. If singular values, they must be non-negative. SEP (output) REAL array, dimension (M) if JOB = 'E' dimension (min(M,N)) if JOB = 'L' or 'R' The reciprocal condition numbers of the vectors. INFO (output) INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. ===================================================================== .. Parameters ..
job
- m
- n
- d
- sep
- info
- public abstract void sgbbrd(java.lang.String vect, int m, int n, int ncc, int kl, int ku, float[] ab, int ldab, float[] d, float[] e, float[] q, int ldq, float[] pt, int ldpt, float[] c, int Ldc, float[] work, org.netlib.util.intW info)
.. Purpose ======= SGBBRD reduces a real general m-by-n band matrix A to upper bidiagonal form B by an orthogonal 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) REAL 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) REAL array, dimension (LDQ,M) If VECT = 'Q' or 'B', the m-by-m orthogonal 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) REAL array, dimension (LDPT,N) If VECT = 'P' or 'B', the n-by-n orthogonal 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) REAL 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) REAL array, dimension (2*max(M,N)) INFO (output) INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. ===================================================================== .. Parameters ..
vect
- m
- n
- ncc
- kl
- ku
- ab
- ldab
- d
- e
- q
- ldq
- pt
- ldpt
- c
- Ldc
- work
- info
- public abstract void sgbcon(java.lang.String norm, int n, int kl, int ku, float[] ab, int ldab, int[] ipiv, float anorm, org.netlib.util.floatW rcond, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SGBCON estimates the reciprocal of the condition number of a real general band matrix A, in either the 1-norm or the infinity-norm, using the LU factorization computed by SGBTRF. 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) REAL array, dimension (LDAB,N) Details of the LU factorization of the band matrix A, as computed by SGBTRF. 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) REAL array, dimension (3*N) IWORK (workspace) INTEGER array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
norm
- n
- kl
- ku
- ab
- ldab
- ipiv
- anorm
- rcond
- work
- iwork
- info
- public abstract void sgbequ(int m, int n, int kl, int ku, float[] ab, int ldab, float[] r, float[] c, org.netlib.util.floatW rowcnd, org.netlib.util.floatW colcnd, org.netlib.util.floatW amax, org.netlib.util.intW info)
.. Purpose ======= SGBEQU 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) REAL 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 ..
m
- n
- kl
- ku
- ab
- ldab
- r
- c
- rowcnd
- colcnd
- amax
- info
- public abstract void sgbrfs(java.lang.String trans, int n, int kl, int ku, int nrhs, float[] ab, int ldab, float[] afb, int ldafb, int[] ipiv, float[] b, int ldb, float[] x, int ldx, float[] ferr, float[] berr, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SGBRFS 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 = 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) REAL 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) REAL array, dimension (LDAFB,N) Details of the LU factorization of the band matrix A, as computed by SGBTRF. 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 SGBTRF; for 1<=i<=N, row i of the matrix was interchanged with row IPIV(i). B (input) REAL 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) REAL array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by SGBTRS. 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) REAL array, dimension (3*N) IWORK (workspace) INTEGER 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 ..
trans
- n
- kl
- ku
- nrhs
- ab
- ldab
- afb
- ldafb
- ipiv
- b
- ldb
- x
- ldx
- ferr
- berr
- work
- iwork
- info
- public abstract void sgbsv(int n, int kl, int ku, int nrhs, float[] ab, int ldab, int[] ipiv, float[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= SGBSV computes the solution to a real 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) REAL 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) REAL 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 ..
n
- kl
- ku
- nrhs
- ab
- ldab
- ipiv
- b
- ldb
- info
- public abstract void sgbsvx(java.lang.String fact, java.lang.String trans, int n, int kl, int ku, int nrhs, float[] ab, int ldab, float[] afb, int ldafb, int[] ipiv, org.netlib.util.StringW equed, float[] r, float[] c, float[] b, int ldb, float[] x, int ldx, org.netlib.util.floatW rcond, float[] ferr, float[] berr, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SGBSVX uses the LU factorization to compute the solution to a real 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 (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) REAL 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) REAL 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 SGBTRF. 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 SGBTRF; 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) REAL 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) REAL 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/output) REAL array, dimension (3*N) On exit, WORK(1) contains the reciprocal pivot growth factor norm(A)/norm(U). The "max absolute element" norm is used. If WORK(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 00: 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. ===================================================================== Moved setting of INFO = N+1 so INFO does not subsequently get overwritten. Sven, 17 Mar 05. ===================================================================== .. Parameters ..
fact
- trans
- n
- kl
- ku
- nrhs
- ab
- ldab
- afb
- ldafb
- ipiv
- equed
- r
- c
- b
- ldb
- x
- ldx
- rcond
- ferr
- berr
- work
- iwork
- info
- public abstract void sgbtf2(int m, int n, int kl, int ku, float[] ab, int ldab, int[] ipiv, org.netlib.util.intW info)
.. Purpose ======= SGBTF2 computes an LU factorization of a real 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) REAL 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 ..
m
- n
- kl
- ku
- ab
- ldab
- ipiv
- info
- public abstract void sgbtrf(int m, int n, int kl, int ku, float[] ab, int ldab, int[] ipiv, org.netlib.util.intW info)
.. Purpose ======= SGBTRF computes an LU factorization of a real 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) REAL 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 ..
m
- n
- kl
- ku
- ab
- ldab
- ipiv
- info
- public abstract void sgbtrs(java.lang.String trans, int n, int kl, int ku, int nrhs, float[] ab, int ldab, int[] ipiv, float[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= SGBTRS solves a system of linear equations A * X = B or A' * X = B with a general band matrix A using the LU factorization computed by SGBTRF. Arguments ========= TRANS (input) CHARACTER*1 Specifies the form of the system of equations. = 'N': A * X = B (No transpose) = 'T': A'* X = B (Transpose) = 'C': A'* X = B (Conjugate transpose = 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) REAL array, dimension (LDAB,N) Details of the LU factorization of the band matrix A, as computed by SGBTRF. 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) REAL 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 ..
trans
- n
- kl
- ku
- nrhs
- ab
- ldab
- ipiv
- b
- ldb
- info
- public abstract void sgebak(java.lang.String job, java.lang.String side, int n, int ilo, int ihi, float[] scale, int m, float[] v, int ldv, org.netlib.util.intW info)
.. Purpose ======= SGEBAK forms the right or left eigenvectors of a real general matrix by backward transformation on the computed eigenvectors of the balanced matrix output by SGEBAL. 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 SGEBAL. 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 SGEBAL. 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 SGEBAL. M (input) INTEGER The number of columns of the matrix V. M >= 0. V (input/output) REAL array, dimension (LDV,M) On entry, the matrix of right or left eigenvectors to be transformed, as returned by SHSEIN or STREVC. 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 ..
job
- side
- n
- ilo
- ihi
- scale
- m
- v
- ldv
- info
- public abstract void sgebal(java.lang.String job, int n, float[] a, int lda, org.netlib.util.intW ilo, org.netlib.util.intW ihi, float[] scale, org.netlib.util.intW info)
.. Purpose ======= SGEBAL balances a general real 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) REAL 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 BALANC. Modified by Tzu-Yi Chen, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
job
- n
- a
- lda
- ilo
- ihi
- scale
- info
- public abstract void sgebd2(int m, int n, float[] a, int lda, float[] d, float[] e, float[] tauq, float[] taup, float[] work, org.netlib.util.intW info)
.. Purpose ======= SGEBD2 reduces a real general m by n matrix A to upper or lower bidiagonal form B by an orthogonal 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) REAL 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 orthogonal matrix Q as a product of elementary reflectors, and the elements above the first superdiagonal, with the array TAUP, represent the orthogonal 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 orthogonal matrix Q as a product of elementary reflectors, and the elements above the diagonal, with the array TAUP, represent the orthogonal 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) REAL array dimension (min(M,N)) The scalar factors of the elementary reflectors which represent the orthogonal matrix Q. See Further Details. TAUP (output) REAL array, dimension (min(M,N)) The scalar factors of the elementary reflectors which represent the orthogonal matrix P. See Further Details. WORK (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. 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 real scalars, and v and u are real 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 real scalars, and v and u are real 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 ..
m
- n
- a
- lda
- d
- e
- tauq
- taup
- work
- info
- public abstract void sgebrd(int m, int n, float[] a, int lda, float[] d, float[] e, float[] tauq, float[] taup, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SGEBRD reduces a general real M-by-N matrix A to upper or lower bidiagonal form B by an orthogonal transformation: Q**T * 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) REAL 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 orthogonal matrix Q as a product of elementary reflectors, and the elements above the first superdiagonal, with the array TAUP, represent the orthogonal 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 orthogonal matrix Q as a product of elementary reflectors, and the elements above the diagonal, with the array TAUP, represent the orthogonal 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) REAL array dimension (min(M,N)) The scalar factors of the elementary reflectors which represent the orthogonal matrix Q. See Further Details. TAUP (output) REAL array, dimension (min(M,N)) The scalar factors of the elementary reflectors which represent the orthogonal matrix P. See Further Details. WORK (workspace/output) REAL array, dimension (MAX(1,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 real scalars, and v and u are real 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 real scalars, and v and u are real 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 ..
m
- n
- a
- lda
- d
- e
- tauq
- taup
- work
- lwork
- info
- public abstract void sgecon(java.lang.String norm, int n, float[] a, int lda, float anorm, org.netlib.util.floatW rcond, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SGECON estimates the reciprocal of the condition number of a general real matrix A, in either the 1-norm or the infinity-norm, using the LU factorization computed by SGETRF. 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) REAL array, dimension (LDA,N) The factors L and U from the factorization A = P*L*U as computed by SGETRF. 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) REAL array, dimension (4*N) IWORK (workspace) INTEGER array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
norm
- n
- a
- lda
- anorm
- rcond
- work
- iwork
- info
- public abstract void sgeequ(int m, int n, float[] a, int lda, float[] r, float[] c, org.netlib.util.floatW rowcnd, org.netlib.util.floatW colcnd, org.netlib.util.floatW amax, org.netlib.util.intW info)
.. Purpose ======= SGEEQU 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) REAL 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 ..
m
- n
- a
- lda
- r
- c
- rowcnd
- colcnd
- amax
- info
- public void sgees(java.lang.String jobvs, java.lang.String sort, java.lang.Object select, int n, float[] a, int lda, org.netlib.util.intW sdim, float[] wr, float[] wi, float[] vs, int ldvs, float[] work, int lwork, boolean[] bwork, org.netlib.util.intW info)
.. Purpose ======= SGEES computes for an N-by-N real nonsymmetric matrix A, the eigenvalues, the real Schur form T, and, optionally, the matrix of Schur vectors Z. This gives the Schur factorization A = Z*T*(Z**T). Optionally, it also orders the eigenvalues on the diagonal of the real 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 matrix is in real Schur form if it is upper quasi-triangular with 1-by-1 and 2-by-2 blocks. 2-by-2 blocks will be standardized in the form [ a b ] [ c a ] where b*c < 0. The eigenvalues of such a block are a +- sqrt(bc). 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 (external procedure) LOGICAL FUNCTION of two REAL arguments SELECT must be declared EXTERNAL in the calling subroutine. If SORT = 'S', SELECT is used to select eigenvalues to sort to the top left of the Schur form. If SORT = 'N', SELECT is not referenced. An eigenvalue WR(j)+sqrt(-1)*WI(j) is selected if SELECT(WR(j),WI(j)) is true; i.e., if either one of a complex conjugate pair of eigenvalues is selected, then both complex eigenvalues are selected. Note that a selected complex eigenvalue may no longer satisfy SELECT(WR(j),WI(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 matrix A. N >= 0. A (input/output) REAL array, dimension (LDA,N) On entry, the N-by-N matrix A. On exit, A has been overwritten by its real 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 (after sorting) for which SELECT is true. (Complex conjugate pairs for which SELECT is true for either eigenvalue count as 2.) WR (output) REAL array, dimension (N) WI (output) REAL array, dimension (N) WR and WI contain the real and imaginary parts, respectively, of the computed eigenvalues in the same order that they appear on the diagonal of the output Schur form T. Complex conjugate pairs of eigenvalues will appear consecutively with the eigenvalue having the positive imaginary part first. VS (output) REAL array, dimension (LDVS,N) If JOBVS = 'V', VS contains the orthogonal 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) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) contains the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,3*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. 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 WR and WI 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 ..
jobvs
- sort
- select
- n
- a
- lda
- sdim
- wr
- wi
- vs
- ldvs
- work
- lwork
- bwork
- info
- public void sgeesx(java.lang.String jobvs, java.lang.String sort, java.lang.Object select, java.lang.String sense, int n, float[] a, int lda, org.netlib.util.intW sdim, float[] wr, float[] wi, float[] vs, int ldvs, org.netlib.util.floatW rconde, org.netlib.util.floatW rcondv, float[] work, int lwork, int[] iwork, int liwork, boolean[] bwork, org.netlib.util.intW info)
.. Purpose ======= SGEESX computes for an N-by-N real nonsymmetric matrix A, the eigenvalues, the real Schur form T, and, optionally, the matrix of Schur vectors Z. This gives the Schur factorization A = Z*T*(Z**T). Optionally, it also orders the eigenvalues on the diagonal of the real 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 real matrix is in real Schur form if it is upper quasi-triangular with 1-by-1 and 2-by-2 blocks. 2-by-2 blocks will be standardized in the form [ a b ] [ c a ] where b*c < 0. The eigenvalues of such a block are a +- sqrt(bc). 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 (external procedure) LOGICAL FUNCTION of two REAL arguments SELECT must be declared EXTERNAL in the calling subroutine. If SORT = 'S', SELECT is used to select eigenvalues to sort to the top left of the Schur form. If SORT = 'N', SELECT is not referenced. An eigenvalue WR(j)+sqrt(-1)*WI(j) is selected if SELECT(WR(j),WI(j)) is true; i.e., if either one of a complex conjugate pair of eigenvalues is selected, then both are. Note that a selected complex eigenvalue may no longer satisfy SELECT(WR(j),WI(j)) = .TRUE. after ordering, since ordering may change the value of complex eigenvalues (especially if the eigenvalue is ill-conditioned); in this case INFO may be set to N+3 (see INFO below). 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) REAL array, dimension (LDA, N) On entry, the N-by-N matrix A. On exit, A is overwritten by its real 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 (after sorting) for which SELECT is true. (Complex conjugate pairs for which SELECT is true for either eigenvalue count as 2.) WR (output) REAL array, dimension (N) WI (output) REAL array, dimension (N) WR and WI contain the real and imaginary parts, respectively, of the computed eigenvalues, in the same order that they appear on the diagonal of the output Schur form T. Complex conjugate pairs of eigenvalues appear consecutively with the eigenvalue having the positive imaginary part first. VS (output) REAL array, dimension (LDVS,N) If JOBVS = 'V', VS contains the orthogonal 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) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,3*N). Also, if SENSE = 'E' or 'V' or 'B', LWORK >= N+2*SDIM*(N-SDIM), where SDIM is the number of selected eigenvalues computed by this routine. Note that N+2*SDIM*(N-SDIM) <= N+N*N/2. Note also that an error is only returned if LWORK < max(1,3*N), but if SENSE = 'E' or 'V' or 'B' this may not be large enough. For good performance, LWORK must generally be larger. If LWORK = -1, then a workspace query is assumed; the routine only calculates upper bounds on the optimal sizes of the arrays WORK and IWORK, returns these values as the first entries of the WORK and IWORK arrays, and no error messages related to LWORK or LIWORK are issued by XERBLA. IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. LIWORK (input) INTEGER The dimension of the array IWORK. LIWORK >= 1; if SENSE = 'V' or 'B', LIWORK >= SDIM*(N-SDIM). Note that SDIM*(N-SDIM) <= N*N/4. Note also that an error is only returned if LIWORK < 1, but if SENSE = 'V' or 'B' this may not be large enough. If LIWORK = -1, then a workspace query is assumed; the routine only calculates upper bounds on the optimal sizes of the arrays WORK and IWORK, returns these values as the first entries of the WORK and IWORK arrays, and no error messages related to LWORK or LIWORK are issued by XERBLA. 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 WR and WI 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 ..
jobvs
- sort
- select
- sense
- n
- a
- lda
- sdim
- wr
- wi
- vs
- ldvs
- rconde
- rcondv
- work
- lwork
- iwork
- liwork
- bwork
- info
- public abstract void sgeev(java.lang.String jobvl, java.lang.String jobvr, int n, float[] a, int lda, float[] wr, float[] wi, float[] vl, int ldvl, float[] vr, int ldvr, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SGEEV computes for an N-by-N real 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 A 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) REAL 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). WR (output) REAL array, dimension (N) WI (output) REAL array, dimension (N) WR and WI contain the real and imaginary parts, respectively, of the computed eigenvalues. Complex conjugate pairs of eigenvalues appear consecutively with the eigenvalue having the positive imaginary part first. VL (output) REAL 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. If the j-th eigenvalue is real, then u(j) = VL(:,j), the j-th column of VL. If the j-th and (j+1)-st eigenvalues form a complex conjugate pair, then u(j) = VL(:,j) + i*VL(:,j+1) and u(j+1) = VL(:,j) - i*VL(:,j+1). LDVL (input) INTEGER The leading dimension of the array VL. LDVL >= 1; if JOBVL = 'V', LDVL >= N. VR (output) REAL 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. If the j-th eigenvalue is real, then v(j) = VR(:,j), the j-th column of VR. If the j-th and (j+1)-st eigenvalues form a complex conjugate pair, then v(j) = VR(:,j) + i*VR(:,j+1) and v(j+1) = VR(:,j) - i*VR(:,j+1). LDVR (input) INTEGER The leading dimension of the array VR. LDVR >= 1; if JOBVR = 'V', LDVR >= N. WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,3*N), and if JOBVL = 'V' or JOBVR = 'V', LWORK >= 4*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. 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 i+1:N of WR and WI contain eigenvalues which have converged. ===================================================================== .. Parameters ..
jobvl
- jobvr
- n
- a
- lda
- wr
- wi
- vl
- ldvl
- vr
- ldvr
- work
- lwork
- info
- public abstract void sgeevx(java.lang.String balanc, java.lang.String jobvl, java.lang.String jobvr, java.lang.String sense, int n, float[] a, int lda, float[] wr, float[] wi, float[] vl, int ldvl, float[] vr, int ldvr, org.netlib.util.intW ilo, org.netlib.util.intW ihi, float[] scale, org.netlib.util.floatW abnrm, float[] rconde, float[] rcondv, float[] work, int lwork, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SGEEVX computes for an N-by-N real 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, i.e. 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) REAL 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 real Schur form of the balanced version of the input matrix A. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). WR (output) REAL array, dimension (N) WI (output) REAL array, dimension (N) WR and WI contain the real and imaginary parts, respectively, of the computed eigenvalues. Complex conjugate pairs of eigenvalues will appear consecutively with the eigenvalue having the positive imaginary part first. VL (output) REAL 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. If the j-th eigenvalue is real, then u(j) = VL(:,j), the j-th column of VL. If the j-th and (j+1)-st eigenvalues form a complex conjugate pair, then u(j) = VL(:,j) + i*VL(:,j+1) and u(j+1) = VL(:,j) - i*VL(:,j+1). LDVL (input) INTEGER The leading dimension of the array VL. LDVL >= 1; if JOBVL = 'V', LDVL >= N. VR (output) REAL 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. If the j-th eigenvalue is real, then v(j) = VR(:,j), the j-th column of VR. If the j-th and (j+1)-st eigenvalues form a complex conjugate pair, then v(j) = VR(:,j) + i*VR(:,j+1) and v(j+1) = VR(:,j) - i*VR(:,j+1). LDVR (input) INTEGER The leading dimension of the array VR. LDVR >= 1, and if JOBVR = 'V', LDVR >= N. ILO (output) INTEGER 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) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If SENSE = 'N' or 'E', LWORK >= max(1,2*N), and if JOBVL = 'V' or JOBVR = 'V', LWORK >= 3*N. If SENSE = 'V' or 'B', LWORK >= N*(N+6). 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. IWORK (workspace) INTEGER array, dimension (2*N-2) If SENSE = 'N' or 'E', not referenced. 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 WR and WI contain eigenvalues which have converged. ===================================================================== .. Parameters ..
balanc
- jobvl
- jobvr
- sense
- n
- a
- lda
- wr
- wi
- vl
- ldvl
- vr
- ldvr
- ilo
- ihi
- scale
- abnrm
- rconde
- rcondv
- work
- lwork
- iwork
- info
- public abstract void sgegs(java.lang.String jobvsl, java.lang.String jobvsr, int n, float[] a, int lda, float[] b, int ldb, float[] alphar, float[] alphai, float[] beta, float[] vsl, int ldvsl, float[] vsr, int ldvsr, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= This routine is deprecated and has been replaced by routine SGGES. SGEGS computes the eigenvalues, real Schur form, and, optionally, left and or/right Schur vectors of a real matrix pair (A,B). Given two square matrices A and B, the generalized real Schur factorization has the form A = Q*S*Z**T, B = Q*T*Z**T where Q and Z are orthogonal matrices, T is upper triangular, and S is an upper quasi-triangular matrix with 1-by-1 and 2-by-2 diagonal blocks, the 2-by-2 blocks corresponding to complex conjugate pairs of eigenvalues of (A,B). The columns of Q are the left Schur vectors and the columns of Z are the right Schur vectors. If only the eigenvalues of (A,B) are needed, the driver routine SGEGV should be used instead. See SGEGV for a description of the eigenvalues of the generalized nonsymmetric eigenvalue problem (GNEP). Arguments ========= JOBVSL (input) CHARACTER*1 = 'N': do not compute the left Schur vectors; = 'V': compute the left Schur vectors (returned in VSL). JOBVSR (input) CHARACTER*1 = 'N': do not compute the right Schur vectors; = 'V': compute the right Schur vectors (returned in VSR). N (input) INTEGER The order of the matrices A, B, VSL, and VSR. N >= 0. A (input/output) REAL array, dimension (LDA, N) On entry, the matrix A. On exit, the upper quasi-triangular matrix S from the generalized real Schur factorization. LDA (input) INTEGER The leading dimension of A. LDA >= max(1,N). B (input/output) REAL array, dimension (LDB, N) On entry, the matrix B. On exit, the upper triangular matrix T from the generalized real Schur factorization. LDB (input) INTEGER The leading dimension of B. LDB >= max(1,N). ALPHAR (output) REAL array, dimension (N) The real parts of each scalar alpha defining an eigenvalue of GNEP. ALPHAI (output) REAL array, dimension (N) The imaginary parts of each scalar alpha defining an eigenvalue of GNEP. If ALPHAI(j) is zero, then the j-th eigenvalue is real; if positive, then the j-th and (j+1)-st eigenvalues are a complex conjugate pair, with ALPHAI(j+1) = -ALPHAI(j). BETA (output) REAL array, dimension (N) The scalars beta that define the eigenvalues of GNEP. Together, the quantities alpha = (ALPHAR(j),ALPHAI(j)) and beta = BETA(j) represent the j-th eigenvalue of the matrix pair (A,B), in one of the forms lambda = alpha/beta or mu = beta/alpha. Since either lambda or mu may overflow, they should not, in general, be computed. VSL (output) REAL array, dimension (LDVSL,N) If JOBVSL = 'V', the matrix of left Schur vectors Q. 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) REAL array, dimension (LDVSR,N) If JOBVSR = 'V', the matrix of right Schur vectors Z. 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) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,4*N). For good performance, LWORK must generally be larger. To compute the optimal value of LWORK, call ILAENV to get blocksizes (for SGEQRF, SORMQR, and SORGQR.) Then compute: NB -- MAX of the blocksizes for SGEQRF, SORMQR, and SORGQR The optimal LWORK is 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. 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 ALPHAR(j), ALPHAI(j), and BETA(j) should be correct for j=INFO+1,...,N. > N: errors that usually indicate LAPACK problems: =N+1: error return from SGGBAL =N+2: error return from SGEQRF =N+3: error return from SORMQR =N+4: error return from SORGQR =N+5: error return from SGGHRD =N+6: error return from SHGEQZ (other than failed iteration) =N+7: error return from SGGBAK (computing VSL) =N+8: error return from SGGBAK (computing VSR) =N+9: error return from SLASCL (various places) ===================================================================== .. Parameters ..
jobvsl
- jobvsr
- n
- a
- lda
- b
- ldb
- alphar
- alphai
- beta
- vsl
- ldvsl
- vsr
- ldvsr
- work
- lwork
- info
- public abstract void sgegv(java.lang.String jobvl, java.lang.String jobvr, int n, float[] a, int lda, float[] b, int ldb, float[] alphar, float[] alphai, float[] beta, float[] vl, int ldvl, float[] vr, int ldvr, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= This routine is deprecated and has been replaced by routine SGGEV. SGEGV computes the eigenvalues and, optionally, the left and/or right eigenvectors of a real matrix pair (A,B). Given two square matrices A and B, the generalized nonsymmetric eigenvalue problem (GNEP) is to find the eigenvalues lambda and corresponding (non-zero) eigenvectors x such that A*x = lambda*B*x. An alternate form is to find the eigenvalues mu and corresponding eigenvectors y such that mu*A*y = B*y. These two forms are equivalent with mu = 1/lambda and x = y if neither lambda nor mu is zero. In order to deal with the case that lambda or mu is zero or small, two values alpha and beta are returned for each eigenvalue, such that lambda = alpha/beta and mu = beta/alpha. The vectors x and y in the above equations are right eigenvectors of the matrix pair (A,B). Vectors u and v satisfying u**H*A = lambda*u**H*B or mu*v**H*A = v**H*B are left eigenvectors of (A,B). 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 (returned in VL). JOBVR (input) CHARACTER*1 = 'N': do not compute the right generalized eigenvectors; = 'V': compute the right generalized eigenvectors (returned in VR). N (input) INTEGER The order of the matrices A, B, VL, and VR. N >= 0. A (input/output) REAL array, dimension (LDA, N) On entry, the matrix A. If JOBVL = 'V' or JOBVR = 'V', then on exit A contains the real Schur form of A from the generalized Schur factorization of the pair (A,B) after balancing. If no eigenvectors were computed, then only the diagonal blocks from the Schur form will be correct. See SGGHRD and SHGEQZ for details. LDA (input) INTEGER The leading dimension of A. LDA >= max(1,N). B (input/output) REAL array, dimension (LDB, N) On entry, the matrix B. If JOBVL = 'V' or JOBVR = 'V', then on exit B contains the upper triangular matrix obtained from B in the generalized Schur factorization of the pair (A,B) after balancing. If no eigenvectors were computed, then only those elements of B corresponding to the diagonal blocks from the Schur form of A will be correct. See SGGHRD and SHGEQZ for details. LDB (input) INTEGER The leading dimension of B. LDB >= max(1,N). ALPHAR (output) REAL array, dimension (N) The real parts of each scalar alpha defining an eigenvalue of GNEP. ALPHAI (output) REAL array, dimension (N) The imaginary parts of each scalar alpha defining an eigenvalue of GNEP. If ALPHAI(j) is zero, then the j-th eigenvalue is real; if positive, then the j-th and (j+1)-st eigenvalues are a complex conjugate pair, with ALPHAI(j+1) = -ALPHAI(j). BETA (output) REAL array, dimension (N) The scalars beta that define the eigenvalues of GNEP. Together, the quantities alpha = (ALPHAR(j),ALPHAI(j)) and beta = BETA(j) represent the j-th eigenvalue of the matrix pair (A,B), in one of the forms lambda = alpha/beta or mu = beta/alpha. Since either lambda or mu may overflow, they should not, in general, be computed. VL (output) REAL array, dimension (LDVL,N) If JOBVL = 'V', the left eigenvectors u(j) are stored in the columns of VL, in the same order as their eigenvalues. If the j-th eigenvalue is real, then u(j) = VL(:,j). If the j-th and (j+1)-st eigenvalues form a complex conjugate pair, then u(j) = VL(:,j) + i*VL(:,j+1) and u(j+1) = VL(:,j) - i*VL(:,j+1). Each eigenvector is scaled so that its largest component has abs(real part) + abs(imag. part) = 1, except for eigenvectors corresponding to an eigenvalue with alpha = beta = 0, which are set to zero. 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) REAL array, dimension (LDVR,N) If JOBVR = 'V', the right eigenvectors x(j) are stored in the columns of VR, in the same order as their eigenvalues. If the j-th eigenvalue is real, then x(j) = VR(:,j). If the j-th and (j+1)-st eigenvalues form a complex conjugate pair, then x(j) = VR(:,j) + i*VR(:,j+1) and x(j+1) = VR(:,j) - i*VR(:,j+1). Each eigenvector is scaled so that its largest component has abs(real part) + abs(imag. part) = 1, except for eigenvalues corresponding to an eigenvalue with alpha = beta = 0, which are set to zero. 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) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,8*N). For good performance, LWORK must generally be larger. To compute the optimal value of LWORK, call ILAENV to get blocksizes (for SGEQRF, SORMQR, and SORGQR.) Then compute: NB -- MAX of the blocksizes for SGEQRF, SORMQR, and SORGQR; The optimal LWORK is: 2*N + MAX( 6*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. 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 ALPHAR(j), ALPHAI(j), and BETA(j) should be correct for j=INFO+1,...,N. > N: errors that usually indicate LAPACK problems: =N+1: error return from SGGBAL =N+2: error return from SGEQRF =N+3: error return from SORMQR =N+4: error return from SORGQR =N+5: error return from SGGHRD =N+6: error return from SHGEQZ (other than failed iteration) =N+7: error return from STGEVC =N+8: error return from SGGBAK (computing VL) =N+9: error return from SGGBAK (computing VR) =N+10: error return from SLASCL (various calls) Further Details =============== Balancing --------- This driver calls SGGBAL 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, SGGBAK 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 real Schur form[*] of the "balanced" versions of A and B. If no eigenvectors are computed, then only the diagonal blocks will be correct. [*] See SHGEQZ, SGEGS, or read the book "Matrix Computations", by Golub & van Loan, pub. by Johns Hopkins U. Press. ===================================================================== .. Parameters ..
jobvl
- jobvr
- n
- a
- lda
- b
- ldb
- alphar
- alphai
- beta
- vl
- ldvl
- vr
- ldvr
- work
- lwork
- info
- public abstract void sgehd2(int n, int ilo, int ihi, float[] a, int lda, float[] tau, float[] work, org.netlib.util.intW info)
.. Purpose ======= SGEHD2 reduces a real general matrix A to upper Hessenberg form H by an orthogonal 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 SGEBAL; otherwise they should be set to 1 and N respectively. See Further Details. 1 <= ILO <= IHI <= max(1,N). A (input/output) REAL 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 orthogonal 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) REAL array, dimension (N-1) The scalar factors of the elementary reflectors (see Further Details). WORK (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 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 real scalar, and v is a real 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 ..
n
- ilo
- ihi
- a
- lda
- tau
- work
- info
- public abstract void sgehrd(int n, int ilo, int ihi, float[] a, int lda, float[] tau, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SGEHRD reduces a real general matrix A to upper Hessenberg form H by an orthogonal 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 SGEBAL; 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) REAL 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 orthogonal 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) REAL 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) REAL 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 real scalar, and v is a real 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). This file is a slight modification of LAPACK-3.0's SGEHRD subroutine incorporating improvements proposed by Quintana-Orti and Van de Geijn (2005). ===================================================================== .. Parameters ..
n
- ilo
- ihi
- a
- lda
- tau
- work
- lwork
- info
- public abstract void sgelq2(int m, int n, float[] a, int lda, float[] tau, float[] work, org.netlib.util.intW info)
.. Purpose ======= SGELQ2 computes an LQ factorization of a real 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) REAL 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 orthogonal 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) REAL array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details). WORK (workspace) REAL 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 real scalar, and v is a real vector with v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i,i+1:n), and tau in TAU(i). ===================================================================== .. Parameters ..
m
- n
- a
- lda
- tau
- work
- info
- public abstract void sgelqf(int m, int n, float[] a, int lda, float[] tau, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SGELQF computes an LQ factorization of a real 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) REAL 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 orthogonal 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) REAL array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details). WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,M). For optimum performance LWORK >= M*NB, where NB is the optimal blocksize. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Further Details =============== 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 real scalar, and v is a real vector with v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i,i+1:n), and tau in TAU(i). ===================================================================== .. Local Scalars ..
m
- n
- a
- lda
- tau
- work
- lwork
- info
- public abstract void sgels(java.lang.String trans, int m, int n, int nrhs, float[] a, int lda, float[] b, int ldb, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SGELS solves overdetermined or underdetermined real linear systems involving an M-by-N matrix A, or its 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 = 'T' and m >= n: find the minimum norm solution of an undetermined system A**T * X = B. 4. If TRANS = 'T' and m < n: find the least squares solution of an overdetermined system, i.e., solve the least squares problem minimize || B - A**T * 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*1 = 'N': the linear system involves A; = 'T': the linear system involves A**T. 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) REAL array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, if M >= N, A is overwritten by details of its QR factorization as returned by SGEQRF; if M < N, A is overwritten by details of its LQ factorization as returned by SGELQF. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M). B (input/output) REAL 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 = 'T'. On exit, if INFO = 0, 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 = 'T' and m >= n, rows 1 to M of B contain the minimum norm solution vectors; if TRANS = 'T' 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) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max( 1, 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 > 0: if INFO = i, the i-th diagonal element of the triangular factor of A is zero, so that A does not have full rank; the least squares solution could not be computed. ===================================================================== .. Parameters ..
trans
- m
- n
- nrhs
- a
- lda
- b
- ldb
- work
- lwork
- info
- public abstract void sgelsd(int m, int n, int nrhs, float[] a, int lda, float[] b, int ldb, float[] s, float rcond, org.netlib.util.intW rank, float[] work, int lwork, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SGELSD 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 transformations, 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 A. M >= 0. N (input) INTEGER The number of columns of 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) REAL 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) REAL 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,max(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) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK 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 12*N + 2*N*SMLSIZ + 8*N*NLVL + N*NRHS + (SMLSIZ+1)**2, if M is greater than or equal to N or 12*M + 2*M*SMLSIZ + 8*M*NLVL + M*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 ) 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 array WORK and the minimum size of the array IWORK, and returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK is issued by XERBLA. IWORK (workspace) INTEGER array, dimension (MAX(1,LIWORK)) LIWORK >= max(1, 3*MINMN*NLVL + 11*MINMN), where MINMN = MIN( M,N ). On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK. 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 ..
m
- n
- nrhs
- a
- lda
- b
- ldb
- s
- rcond
- rank
- work
- lwork
- iwork
- info
- public abstract void sgelss(int m, int n, int nrhs, float[] a, int lda, float[] b, int ldb, float[] s, float rcond, org.netlib.util.intW rank, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SGELSS 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 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) REAL 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) REAL 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,max(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) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= 1, and also: LWORK >= 3*min(M,N) + max( 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. 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 ..
m
- n
- nrhs
- a
- lda
- b
- ldb
- s
- rcond
- rank
- work
- lwork
- info
- public abstract void sgelsx(int m, int n, int nrhs, float[] a, int lda, float[] b, int ldb, int[] jpvt, float rcond, org.netlib.util.intW rank, float[] work, org.netlib.util.intW info)
.. Purpose ======= This routine is deprecated and has been replaced by routine SGELSY. SGELSX computes the minimum-norm solution to a real 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 orthogonal 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) REAL 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) REAL 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) REAL array, dimension (max( min(M,N)+3*N, 2*min(M,N)+NRHS )), INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
m
- n
- nrhs
- a
- lda
- b
- ldb
- jpvt
- rcond
- rank
- work
- info
- public abstract void sgelsy(int m, int n, int nrhs, float[] a, int lda, float[] b, int ldb, int[] jpvt, float rcond, org.netlib.util.intW rank, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SGELSY computes the minimum-norm solution to a real 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 orthogonal 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 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. o The permutation of matrix B (the right hand side) is faster and more simple. 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) REAL 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) REAL 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 AP 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) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. The unblocked strategy requires that: LWORK >= MAX( MN+3*N+1, 2*MN+NRHS ), where MN = min( M, N ). The block algorithm requires that: LWORK >= MAX( MN+2*N+NB*(N+1), 2*MN+NB*NRHS ), where NB is an upper bound on the blocksize returned by ILAENV for the routines SGEQP3, STZRZF, STZRQF, SORMQR, and SORMRZ. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. INFO (output) INTEGER = 0: successful exit < 0: If INFO = -i, the i-th argument had an illegal value. Further Details =============== Based on contributions by A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA E. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain ===================================================================== .. Parameters ..
m
- n
- nrhs
- a
- lda
- b
- ldb
- jpvt
- rcond
- rank
- work
- lwork
- info
- public abstract void sgeql2(int m, int n, float[] a, int lda, float[] tau, float[] work, org.netlib.util.intW info)
.. Purpose ======= SGEQL2 computes a QL factorization of a real 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) REAL 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 orthogonal 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) REAL array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details). WORK (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 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 real scalar, and v is a real 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 ..
m
- n
- a
- lda
- tau
- work
- info
- public abstract void sgeqlf(int m, int n, float[] a, int lda, float[] tau, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SGEQLF computes a QL factorization of a real 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) REAL 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 orthogonal 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) REAL array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details). WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,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 real scalar, and v is a real 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 ..
m
- n
- a
- lda
- tau
- work
- lwork
- info
- public abstract void sgeqp3(int m, int n, float[] a, int lda, int[] jpvt, float[] tau, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SGEQP3 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) REAL 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 orthogonal 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) REAL array, dimension (min(M,N)) The scalar factors of the elementary reflectors. WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO=0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= 3*N+1. For optimal performance LWORK >= 2*N+( 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. 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 ..
m
- n
- a
- lda
- jpvt
- tau
- work
- lwork
- info
- public abstract void sgeqpf(int m, int n, float[] a, int lda, int[] jpvt, float[] tau, float[] work, org.netlib.util.intW info)
.. Purpose ======= This routine is deprecated and has been replaced by routine SGEQP3. SGEQPF computes a QR factorization with column pivoting of a real 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) REAL 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 orthogonal 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) REAL array, dimension (min(M,N)) The scalar factors of the elementary reflectors. WORK (workspace) REAL array, dimension (3*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 real scalar, and v is a real 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. Partial column norm updating strategy modified by Z. Drmac and Z. Bujanovic, Dept. of Mathematics, University of Zagreb, Croatia. June 2006. For more details see LAPACK Working Note 176. ===================================================================== .. Parameters ..
m
- n
- a
- lda
- jpvt
- tau
- work
- info
- public abstract void sgeqr2(int m, int n, float[] a, int lda, float[] tau, float[] work, org.netlib.util.intW info)
.. Purpose ======= SGEQR2 computes a QR factorization of a real 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) REAL 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 orthogonal 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) REAL array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details). WORK (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 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 scalar, and v is a real 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 ..
m
- n
- a
- lda
- tau
- work
- info
- public abstract void sgeqrf(int m, int n, float[] a, int lda, float[] tau, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SGEQRF computes a QR factorization of a real 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) REAL 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 orthogonal 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) REAL array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details). WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,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 real scalar, and v is a real 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 ..
m
- n
- a
- lda
- tau
- work
- lwork
- info
- public abstract void sgerfs(java.lang.String trans, int n, int nrhs, float[] a, int lda, float[] af, int ldaf, int[] ipiv, float[] b, int ldb, float[] x, int ldx, float[] ferr, float[] berr, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SGERFS 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 = 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) REAL 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) REAL array, dimension (LDAF,N) The factors L and U from the factorization A = P*L*U as computed by SGETRF. LDAF (input) INTEGER The leading dimension of the array AF. LDAF >= max(1,N). IPIV (input) INTEGER array, dimension (N) The pivot indices from SGETRF; for 1<=i<=N, row i of the matrix was interchanged with row IPIV(i). B (input) REAL 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) REAL array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by SGETRS. 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) REAL array, dimension (3*N) IWORK (workspace) INTEGER 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 ..
trans
- n
- nrhs
- a
- lda
- af
- ldaf
- ipiv
- b
- ldb
- x
- ldx
- ferr
- berr
- work
- iwork
- info
- public abstract void sgerq2(int m, int n, float[] a, int lda, float[] tau, float[] work, org.netlib.util.intW info)
.. Purpose ======= SGERQ2 computes an RQ factorization of a real 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) REAL 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 orthogonal 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) REAL array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details). WORK (workspace) REAL 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 real scalar, and v is a real 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 tau in TAU(i). ===================================================================== .. Parameters ..
m
- n
- a
- lda
- tau
- work
- info
- public abstract void sgerqf(int m, int n, float[] a, int lda, float[] tau, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SGERQF computes an RQ factorization of a real 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) REAL 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 orthogonal 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) REAL array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details). WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,M). For optimum performance LWORK >= M*NB, where NB is the optimal blocksize. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Further Details =============== 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 scalar, and v is a real 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 tau in TAU(i). ===================================================================== .. Local Scalars ..
m
- n
- a
- lda
- tau
- work
- lwork
- info
- public abstract void sgesc2(int n, float[] a, int lda, float[] rhs, int[] ipiv, int[] jpiv, org.netlib.util.floatW scale)
.. Purpose ======= SGESC2 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 SGETC2. Arguments ========= N (input) INTEGER The order of the matrix A. A (input) REAL array, dimension (LDA,N) On entry, the LU part of the factorization of the n-by-n matrix A computed by SGETC2: A = P * L * U * Q LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1, N). RHS (input/output) REAL array, dimension (N). On entry, the right hand side vector b. On exit, the solution vector X. 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). 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 ..
n
- a
- lda
- rhs
- ipiv
- jpiv
- scale
- public abstract void sgesdd(java.lang.String jobz, int m, int n, float[] a, int lda, float[] s, float[] u, int ldu, float[] vt, int ldvt, float[] work, int lwork, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SGESDD computes the singular value decomposition (SVD) of a real M-by-N matrix A, optionally computing the left and right singular vectors. If singular vectors are desired, it uses a divide-and-conquer algorithm. The SVD is written A = U * SIGMA * 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 orthogonal matrix, and V is an N-by-N orthogonal 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**T, 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**T 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**T 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**T are returned in the array VT; otherwise, all columns of U are returned in the array U and the first M rows of V**T are overwritten in the array A; = 'N': no columns of U or rows of V**T 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) REAL 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**T (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) REAL 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 orthogonal 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) REAL array, dimension (LDVT,N) If JOBZ = 'A' or JOBZ = 'O' and M >= N, VT contains the N-by-N orthogonal matrix V**T; if JOBZ = 'S', VT contains the first min(M,N) rows of V**T (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) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK; LWORK (input) INTEGER The dimension of the array WORK. LWORK >= 1. If JOBZ = 'N', LWORK >= 3*min(M,N) + max(max(M,N),6*min(M,N)). If JOBZ = 'O', LWORK >= 3*min(M,N)*min(M,N) + max(max(M,N),5*min(M,N)*min(M,N)+4*min(M,N)). If JOBZ = 'S' or 'A' LWORK >= 3*min(M,N)*min(M,N) + max(max(M,N),4*min(M,N)*min(M,N)+4*min(M,N)). For good performance, LWORK should generally be larger. If LWORK = -1 but other input arguments are legal, WORK(1) returns the optimal LWORK. 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: SBDSDC did not converge, updating process failed. Further Details =============== Based on contributions by Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
jobz
- m
- n
- a
- lda
- s
- u
- ldu
- vt
- ldvt
- work
- lwork
- iwork
- info
- public abstract void sgesv(int n, int nrhs, float[] a, int lda, int[] ipiv, float[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= SGESV computes the solution to a real 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) REAL 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) REAL 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 ..
n
- nrhs
- a
- lda
- ipiv
- b
- ldb
- info
- public abstract void sgesvd(java.lang.String jobu, java.lang.String jobvt, int m, int n, float[] a, int lda, float[] s, float[] u, int ldu, float[] vt, int ldvt, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SGESVD computes the singular value decomposition (SVD) of a real M-by-N matrix A, optionally computing the left and/or right singular vectors. The SVD is written A = U * SIGMA * 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 orthogonal matrix, and V is an N-by-N orthogonal 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**T, 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**T: = 'A': all N rows of V**T are returned in the array VT; = 'S': the first min(m,n) rows of V**T (the right singular vectors) are returned in the array VT; = 'O': the first min(m,n) rows of V**T (the right singular vectors) are overwritten on the array A; = 'N': no rows of V**T (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) REAL 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**T (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) REAL 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 orthogonal 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) REAL array, dimension (LDVT,N) If JOBVT = 'A', VT contains the N-by-N orthogonal matrix V**T; if JOBVT = 'S', VT contains the first min(m,n) rows of V**T (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) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK; if INFO > 0, WORK(2:MIN(M,N)) 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. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= MAX(1,3*MIN(M,N)+MAX(M,N),5*MIN(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. INFO (output) INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if SBDSQR did not converge, INFO specifies how many superdiagonals of an intermediate bidiagonal form B did not converge to zero. See the description of WORK above for details. ===================================================================== .. Parameters ..
jobu
- jobvt
- m
- n
- a
- lda
- s
- u
- ldu
- vt
- ldvt
- work
- lwork
- info
- public abstract void sgesvx(java.lang.String fact, java.lang.String trans, int n, int nrhs, float[] a, int lda, float[] af, int ldaf, int[] ipiv, org.netlib.util.StringW equed, float[] r, float[] c, float[] b, int ldb, float[] x, int ldx, org.netlib.util.floatW rcond, float[] ferr, float[] berr, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SGESVX uses the LU factorization to compute the solution to a real 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 (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) REAL 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) REAL 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 SGETRF. 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 SGETRF; 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) REAL 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) REAL 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/output) REAL array, dimension (4*N) On exit, WORK(1) contains the reciprocal pivot growth factor norm(A)/norm(U). The "max absolute element" norm is used. If WORK(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 00: 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 ..
fact
- trans
- n
- nrhs
- a
- lda
- af
- ldaf
- ipiv
- equed
- r
- c
- b
- ldb
- x
- ldx
- rcond
- ferr
- berr
- work
- iwork
- info
- public abstract void sgetc2(int n, float[] a, int lda, int[] ipiv, int[] jpiv, org.netlib.util.intW info)
.. Purpose ======= SGETC2 computes an LU factorization with 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 the Level 2 BLAS algorithm. Arguments ========= N (input) INTEGER The order of the matrix A. N >= 0. A (input/output) REAL array, dimension (LDA, N) On entry, the n-by-n matrix A 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, i.e., 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 owerflow if we try 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 ..
n
- a
- lda
- ipiv
- jpiv
- info
- public abstract void sgetf2(int m, int n, float[] a, int lda, int[] ipiv, org.netlib.util.intW info)
.. Purpose ======= SGETF2 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) REAL 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 ..
m
- n
- a
- lda
- ipiv
- info
- public abstract void sgetrf(int m, int n, float[] a, int lda, int[] ipiv, org.netlib.util.intW info)
.. Purpose ======= SGETRF 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) REAL 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 ..
m
- n
- a
- lda
- ipiv
- info
- public abstract void sgetri(int n, float[] a, int lda, int[] ipiv, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SGETRI computes the inverse of a matrix using the LU factorization computed by SGETRF. 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) REAL array, dimension (LDA,N) On entry, the factors L and U from the factorization A = P*L*U as computed by SGETRF. 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 SGETRF; for 1<=i<=N, row i of the matrix was interchanged with row IPIV(i). WORK (workspace/output) REAL array, dimension (MAX(1,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 ..
n
- a
- lda
- ipiv
- work
- lwork
- info
- public abstract void sgetrs(java.lang.String trans, int n, int nrhs, float[] a, int lda, int[] ipiv, float[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= SGETRS solves a system of linear equations A * X = B or A' * X = B with a general N-by-N matrix A using the LU factorization computed by SGETRF. Arguments ========= TRANS (input) CHARACTER*1 Specifies the form of the system of equations: = 'N': A * X = B (No transpose) = 'T': A'* X = B (Transpose) = 'C': A'* X = B (Conjugate transpose = 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) REAL array, dimension (LDA,N) The factors L and U from the factorization A = P*L*U as computed by SGETRF. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). IPIV (input) INTEGER array, dimension (N) The pivot indices from SGETRF; for 1<=i<=N, row i of the matrix was interchanged with row IPIV(i). B (input/output) REAL 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 ..
trans
- n
- nrhs
- a
- lda
- ipiv
- b
- ldb
- info
- public abstract void sggbak(java.lang.String job, java.lang.String side, int n, int ilo, int ihi, float[] lscale, float[] rscale, int m, float[] v, int ldv, org.netlib.util.intW info)
.. Purpose ======= SGGBAK forms the right or left eigenvectors of a real generalized eigenvalue problem A*x = lambda*B*x, by backward transformation on the computed eigenvectors of the balanced pair of matrices output by SGGBAL. 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 SGGBAL. 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 SGGBAL. 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 SGGBAL. 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 SGGBAL. M (input) INTEGER The number of columns of the matrix V. M >= 0. V (input/output) REAL array, dimension (LDV,M) On entry, the matrix of right or left eigenvectors to be transformed, as returned by STGEVC. 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 ..
job
- side
- n
- ilo
- ihi
- lscale
- rscale
- m
- v
- ldv
- info
- public abstract void sggbal(java.lang.String job, int n, float[] a, int lda, float[] b, int ldb, org.netlib.util.intW ilo, org.netlib.util.intW ihi, float[] lscale, float[] rscale, float[] work, org.netlib.util.intW info)
.. Purpose ======= SGGBAL balances a pair of general real 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) REAL 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) REAL 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 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. WORK (workspace) REAL array, dimension (lwork) lwork must be at least max(1,6*N) when JOB = 'S' or 'B', and at least 1 when JOB = 'N' or 'P'. 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 ..
job
- n
- a
- lda
- b
- ldb
- ilo
- ihi
- lscale
- rscale
- work
- info
- public void sgges(java.lang.String jobvsl, java.lang.String jobvsr, java.lang.String sort, java.lang.Object selctg, int n, float[] a, int lda, float[] b, int ldb, org.netlib.util.intW sdim, float[] alphar, float[] alphai, float[] beta, float[] vsl, int ldvsl, float[] vsr, int ldvsr, float[] work, int lwork, boolean[] bwork, org.netlib.util.intW info)
.. Purpose ======= SGGES computes for a pair of N-by-N real nonsymmetric matrices (A,B), the generalized eigenvalues, the generalized real Schur form (S,T), optionally, the left and/or right matrices of Schur vectors (VSL and VSR). This gives the generalized Schur factorization (A,B) = ( (VSL)*S*(VSR)**T, (VSL)*T*(VSR)**T ) Optionally, it also orders the eigenvalues so that a selected cluster of eigenvalues appears in the leading diagonal blocks of the upper quasi-triangular matrix S and the upper triangular matrix T.The leading columns of VSL and VSR then form an orthonormal basis for the corresponding left and right eigenspaces (deflating subspaces). (If only the generalized eigenvalues are needed, use the driver SGGEV 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 or both being zero. A pair of matrices (S,T) is in generalized real Schur form if T is upper triangular with non-negative diagonal and S is block upper triangular with 1-by-1 and 2-by-2 blocks. 1-by-1 blocks correspond to real generalized eigenvalues, while 2-by-2 blocks of S will be "standardized" by making the corresponding elements of T have the form: [ a 0 ] [ 0 b ] and the pair of corresponding 2-by-2 blocks in S and T will have a complex conjugate pair of generalized eigenvalues. 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 (external procedure) LOGICAL FUNCTION of three REAL 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 (ALPHAR(j)+ALPHAI(j))/BETA(j) is selected if SELCTG(ALPHAR(j),ALPHAI(j),BETA(j)) is true; i.e. if either one of a complex conjugate pair of eigenvalues is selected, then both complex eigenvalues are selected. Note that in the ill-conditioned case, a selected complex eigenvalue may no longer satisfy SELCTG(ALPHAR(j),ALPHAI(j), BETA(j)) = .TRUE. after ordering. INFO is to be set to N+2 in this case. N (input) INTEGER The order of the matrices A, B, VSL, and VSR. N >= 0. A (input/output) REAL 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) REAL 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. (Complex conjugate pairs for which SELCTG is true for either eigenvalue count as 2.) ALPHAR (output) REAL array, dimension (N) ALPHAI (output) REAL array, dimension (N) BETA (output) REAL array, dimension (N) On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will be the generalized eigenvalues. ALPHAR(j) + ALPHAI(j)*i, and BETA(j),j=1,...,N are the diagonals of the complex Schur form (S,T) that would result if the 2-by-2 diagonal blocks of the real Schur form of (A,B) were further reduced to triangular form using 2-by-2 complex unitary transformations. If ALPHAI(j) is zero, then the j-th eigenvalue is real; if positive, then the j-th and (j+1)-st eigenvalues are a complex conjugate pair, with ALPHAI(j+1) negative. Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(j)/BETA(j) may easily over- or underflow, and BETA(j) may even be zero. Thus, the user should avoid naively computing the ratio. However, ALPHAR and ALPHAI 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) REAL 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) REAL 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) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If N = 0, LWORK >= 1, else LWORK >= max(8*N,6*N+16). 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. 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 ALPHAR(j), ALPHAI(j), and BETA(j) should be correct for j=INFO+1,...,N. > N: =N+1: other than QZ iteration failed in SHGEQZ. =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 STGSEN. ===================================================================== .. Parameters ..
jobvsl
- jobvsr
- sort
- selctg
- n
- a
- lda
- b
- ldb
- sdim
- alphar
- alphai
- beta
- vsl
- ldvsl
- vsr
- ldvsr
- work
- lwork
- bwork
- info
- public void sggesx(java.lang.String jobvsl, java.lang.String jobvsr, java.lang.String sort, java.lang.Object selctg, java.lang.String sense, int n, float[] a, int lda, float[] b, int ldb, org.netlib.util.intW sdim, float[] alphar, float[] alphai, float[] beta, float[] vsl, int ldvsl, float[] vsr, int ldvsr, float[] rconde, float[] rcondv, float[] work, int lwork, int[] iwork, int liwork, boolean[] bwork, org.netlib.util.intW info)
.. Purpose ======= SGGESX computes for a pair of N-by-N real nonsymmetric matrices (A,B), the generalized eigenvalues, the real 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)**T, (VSL) T (VSR)**T ) Optionally, it also orders the eigenvalues so that a selected cluster of eigenvalues appears in the leading diagonal blocks of the upper quasi-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 real Schur form if T is upper triangular with non-negative diagonal and S is block upper triangular with 1-by-1 and 2-by-2 blocks. 1-by-1 blocks correspond to real generalized eigenvalues, while 2-by-2 blocks of S will be "standardized" by making the corresponding elements of T have the form: [ a 0 ] [ 0 b ] and the pair of corresponding 2-by-2 blocks in S and T will have a complex conjugate pair of generalized eigenvalues. 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 (external procedure) LOGICAL FUNCTION of three REAL 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 (ALPHAR(j)+ALPHAI(j))/BETA(j) is selected if SELCTG(ALPHAR(j),ALPHAI(j),BETA(j)) is true; i.e. if either one of a complex conjugate pair of eigenvalues is selected, then both complex eigenvalues are selected. Note that a selected complex eigenvalue may no longer satisfy SELCTG(ALPHAR(j),ALPHAI(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. 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 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) REAL 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) REAL 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. (Complex conjugate pairs for which SELCTG is true for either eigenvalue count as 2.) ALPHAR (output) REAL array, dimension (N) ALPHAI (output) REAL array, dimension (N) BETA (output) REAL array, dimension (N) On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will be the generalized eigenvalues. ALPHAR(j) + ALPHAI(j)*i and BETA(j),j=1,...,N are the diagonals of the complex Schur form (S,T) that would result if the 2-by-2 diagonal blocks of the real Schur form of (A,B) were further reduced to triangular form using 2-by-2 complex unitary transformations. If ALPHAI(j) is zero, then the j-th eigenvalue is real; if positive, then the j-th and (j+1)-st eigenvalues are a complex conjugate pair, with ALPHAI(j+1) negative. Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(j)/BETA(j) may easily over- or underflow, and BETA(j) may even be zero. Thus, the user should avoid naively computing the ratio. However, ALPHAR and ALPHAI 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) REAL 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) REAL 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 numbers for the selected deflating subspaces. Not referenced if SENSE = 'N' or 'E'. WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If N = 0, LWORK >= 1, else if SENSE = 'E', 'V', or 'B', LWORK >= max( 8*N, 6*N+16, 2*SDIM*(N-SDIM) ), else LWORK >= max( 8*N, 6*N+16 ). Note that 2*SDIM*(N-SDIM) <= N*N/2. Note also that an error is only returned if LWORK < max( 8*N, 6*N+16), but if SENSE = 'E' or 'V' or 'B' this may not be large enough. If LWORK = -1, then a workspace query is assumed; the routine only calculates the bound on the optimal size of the WORK array and the minimum size of the IWORK array, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA. IWORK (workspace) INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK. LIWORK (input) INTEGER The dimension of the array IWORK. If SENSE = 'N' or N = 0, LIWORK >= 1, otherwise LIWORK >= N+6. If LIWORK = -1, then a workspace query is assumed; the routine only calculates the bound on the optimal size of the WORK array and the minimum size of the IWORK array, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA. 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 ALPHAR(j), ALPHAI(j), and BETA(j) should be correct for j=INFO+1,...,N. > N: =N+1: other than QZ iteration failed in SHGEQZ =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 STGSEN. Further details =============== An approximate (asymptotic) bound on the average absolute error of the selected eigenvalues is EPS * norm((A, B)) / RCONDE( 1 ). An approximate (asymptotic) bound on the maximum angular error in the computed deflating subspaces is EPS * norm((A, B)) / RCONDV( 2 ). See LAPACK User's Guide, section 4.11 for more information. ===================================================================== .. Parameters ..
jobvsl
- jobvsr
- sort
- selctg
- sense
- n
- a
- lda
- b
- ldb
- sdim
- alphar
- alphai
- beta
- vsl
- ldvsl
- vsr
- ldvsr
- rconde
- rcondv
- work
- lwork
- iwork
- liwork
- bwork
- info
- public abstract void sggev(java.lang.String jobvl, java.lang.String jobvr, int n, float[] a, int lda, float[] b, int ldb, float[] alphar, float[] alphai, float[] beta, float[] vl, int ldvl, float[] vr, int ldvr, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SGGEV computes for a pair of N-by-N real 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 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 ========= 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) REAL 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) REAL 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). ALPHAR (output) REAL array, dimension (N) ALPHAI (output) REAL array, dimension (N) BETA (output) REAL array, dimension (N) On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will be the generalized eigenvalues. If ALPHAI(j) is zero, then the j-th eigenvalue is real; if positive, then the j-th and (j+1)-st eigenvalues are a complex conjugate pair, with ALPHAI(j+1) negative. Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(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, ALPHAR and ALPHAI 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) REAL 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 the j-th eigenvalue is real, then u(j) = VL(:,j), the j-th column of VL. If the j-th and (j+1)-th eigenvalues form a complex conjugate pair, then u(j) = VL(:,j)+i*VL(:,j+1) and u(j+1) = VL(:,j)-i*VL(:,j+1). Each eigenvector is scaled so the largest component has 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) REAL 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 the j-th eigenvalue is real, then v(j) = VR(:,j), the j-th column of VR. If the j-th and (j+1)-th eigenvalues form a complex conjugate pair, then v(j) = VR(:,j)+i*VR(:,j+1) and v(j+1) = VR(:,j)-i*VR(:,j+1). Each eigenvector is scaled so the largest component has 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) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,8*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. 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 ALPHAR(j), ALPHAI(j), and BETA(j) should be correct for j=INFO+1,...,N. > N: =N+1: other than QZ iteration failed in SHGEQZ. =N+2: error return from STGEVC. ===================================================================== .. Parameters ..
jobvl
- jobvr
- n
- a
- lda
- b
- ldb
- alphar
- alphai
- beta
- vl
- ldvl
- vr
- ldvr
- work
- lwork
- info
- public abstract void sggevx(java.lang.String balanc, java.lang.String jobvl, java.lang.String jobvr, java.lang.String sense, int n, float[] a, int lda, float[] b, int ldb, float[] alphar, float[] alphai, float[] beta, float[] vl, int ldvl, float[] vr, int ldvr, org.netlib.util.intW ilo, org.netlib.util.intW ihi, float[] lscale, float[] rscale, org.netlib.util.floatW abnrm, org.netlib.util.floatW bbnrm, float[] rconde, float[] rcondv, float[] work, int lwork, int[] iwork, boolean[] bwork, org.netlib.util.intW info)
.. Purpose ======= SGGEVX computes for a pair of N-by-N real nonsymmetric matrices (A,B) the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors. Optionally also, it 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) REAL 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 real 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) REAL 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 real Schur form of the "balanced" versions of the input A and B. LDB (input) INTEGER The leading dimension of B. LDB >= max(1,N). ALPHAR (output) REAL array, dimension (N) ALPHAI (output) REAL array, dimension (N) BETA (output) REAL array, dimension (N) On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will be the generalized eigenvalues. If ALPHAI(j) is zero, then the j-th eigenvalue is real; if positive, then the j-th and (j+1)-st eigenvalues are a complex conjugate pair, with ALPHAI(j+1) negative. Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(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, ALPHAR and ALPHAI 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) REAL 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 the j-th eigenvalue is real, then u(j) = VL(:,j), the j-th column of VL. If the j-th and (j+1)-th eigenvalues form a complex conjugate pair, then u(j) = VL(:,j)+i*VL(:,j+1) and u(j+1) = VL(:,j)-i*VL(:,j+1). Each eigenvector will be scaled so the largest component 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) REAL 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 the j-th eigenvalue is real, then v(j) = VR(:,j), the j-th column of VR. If the j-th and (j+1)-th eigenvalues form a complex conjugate pair, then v(j) = VR(:,j)+i*VR(:,j+1) and v(j+1) = VR(:,j)-i*VR(:,j+1). Each eigenvector will be scaled so the largest component 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 (output) INTEGER 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 eigenvalues, stored in consecutive elements of the array. For a complex conjugate pair of eigenvalues two consecutive elements of RCONDE are set to the same value. Thus RCONDE(j), RCONDV(j), and the j-th columns of VL and VR all correspond to the j-th eigenpair. If SENSE = 'N' or 'V', RCONDE is not referenced. RCONDV (output) REAL array, dimension (N) If SENSE = 'V' or 'B', the estimated reciprocal condition numbers of the eigenvectors, stored in consecutive elements of the array. For a complex eigenvector two consecutive elements of RCONDV are set to the same value. 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 = 'N' or 'E', RCONDV is not referenced. WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,2*N). If BALANC = 'S' or 'B', or JOBVL = 'V', or JOBVR = 'V', LWORK >= max(1,6*N). If SENSE = 'E', LWORK >= max(1,10*N). If SENSE = 'V' or 'B', LWORK >= 2*N*N+8*N+16. 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 (N+6) 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 ALPHAR(j), ALPHAI(j), and BETA(j) should be correct for j=INFO+1,...,N. > N: =N+1: other than QZ iteration failed in SHGEQZ. =N+2: error return from STGEVC. 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 ..
balanc
- jobvl
- jobvr
- sense
- n
- a
- lda
- b
- ldb
- alphar
- alphai
- beta
- vl
- ldvl
- vr
- ldvr
- ilo
- ihi
- lscale
- rscale
- abnrm
- bbnrm
- rconde
- rcondv
- work
- lwork
- iwork
- bwork
- info
- public abstract void sggglm(int n, int m, int p, float[] a, int lda, float[] b, int ldb, float[] d, float[] x, float[] y, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SGGGLM 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 the matrices (A, B) given by A = Q*(R), B = Q*T*Z. (0) 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) REAL array, dimension (LDA,M) On entry, the N-by-M matrix A. On exit, the upper triangular part of the array A contains the M-by-M upper triangular matrix R. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). B (input/output) REAL 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. LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1,N). D (input/output) REAL array, dimension (N) On entry, D is the left hand side of the GLM equation. On exit, D is destroyed. X (output) REAL array, dimension (M) Y (output) REAL array, dimension (P) On exit, X and Y are the solutions of the GLM problem. WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,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 SGEQRF, SGERQF, SORMQR and SORMRQ. 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. = 1: the upper triangular factor R associated with A in the generalized QR factorization of the pair (A, B) is singular, so that rank(A) < M; the least squares solution could not be computed. = 2: the bottom (N-M) by (N-M) part of the upper trapezoidal factor T associated with B in the generalized QR factorization of the pair (A, B) is singular, so that rank( A B ) < N; the least squares solution could not be computed. =================================================================== .. Parameters ..
n
- m
- p
- a
- lda
- b
- ldb
- d
- x
- y
- work
- lwork
- info
- public abstract void sgghrd(java.lang.String compq, java.lang.String compz, int n, int ilo, int ihi, float[] a, int lda, float[] b, int ldb, float[] q, int ldq, float[] z, int ldz, org.netlib.util.intW info)
.. Purpose ======= SGGHRD reduces a pair of real matrices (A,B) to generalized upper Hessenberg form using orthogonal transformations, where A is a general matrix and B is upper triangular. The form of the generalized eigenvalue problem is A*x = lambda*B*x, and B is typically made upper triangular by computing its QR factorization and moving the orthogonal matrix Q to the left side of the equation. This subroutine simultaneously reduces A to a Hessenberg matrix H: Q**T*A*Z = H and transforms B to another upper triangular matrix T: Q**T*B*Z = T in order to reduce the problem to its standard form H*y = lambda*T*y where y = Z**T*x. The orthogonal 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**T = (Q1*Q) * H * (Z1*Z)**T Q1 * B * Z1**T = (Q1*Q) * T * (Z1*Z)**T If Q1 is the orthogonal matrix from the QR factorization of B in the original equation A*x = lambda*B*x, then SGGHRD reduces the original problem to generalized Hessenberg form. Arguments ========= COMPQ (input) CHARACTER*1 = 'N': do not compute Q; = 'I': Q is initialized to the unit matrix, and the orthogonal matrix Q is returned; = 'V': Q must contain an orthogonal matrix Q1 on entry, and the product Q1*Q is returned. COMPZ (input) CHARACTER*1 = 'N': do not compute Z; = 'I': Z is initialized to the unit matrix, and the orthogonal matrix Z is returned; = 'V': Z must contain an orthogonal matrix Z1 on entry, and the product Z1*Z is returned. N (input) INTEGER The order of the matrices A and B. N >= 0. ILO (input) INTEGER IHI (input) INTEGER ILO and IHI mark the rows and columns of A which are to be reduced. 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 SGGBAL; 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) REAL 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) REAL array, dimension (LDB, N) On entry, the N-by-N upper triangular matrix B. On exit, the upper triangular matrix T = Q**T 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) REAL array, dimension (LDQ, N) On entry, if COMPQ = 'V', the orthogonal matrix Q1, typically from the QR factorization of B. On exit, if COMPQ='I', the orthogonal matrix Q, and if COMPQ = 'V', the product Q1*Q. Not referenced if COMPQ='N'. LDQ (input) INTEGER The leading dimension of the array Q. LDQ >= N if COMPQ='V' or 'I'; LDQ >= 1 otherwise. Z (input/output) REAL array, dimension (LDZ, N) On entry, if COMPZ = 'V', the orthogonal matrix Z1. On exit, if COMPZ='I', the orthogonal matrix Z, and if COMPZ = 'V', the product Z1*Z. Not referenced if COMPZ='N'. 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 ..
compq
- compz
- n
- ilo
- ihi
- a
- lda
- b
- ldb
- q
- ldq
- z
- ldz
- info
- public abstract void sgglse(int m, int n, int p, float[] a, int lda, float[] b, int ldb, float[] c, float[] d, float[] x, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SGGLSE 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 generalized RQ factorization of the matrices (B, A) given by B = (0 R)*Q, A = Z*T*Q. 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) REAL 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 T. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M). B (input/output) REAL array, dimension (LDB,N) On entry, the P-by-N matrix B. On exit, the upper triangle of the subarray B(1:P,N-P+1:N) contains the P-by-P upper triangular matrix R. LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1,P). C (input/output) REAL 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) REAL array, dimension (P) On entry, D contains the right hand side vector for the constrained equation. On exit, D is destroyed. X (output) REAL array, dimension (N) On exit, X is the solution of the LSE problem. WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,M+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 SGEQRF, SGERQF, SORMQR and SORMRQ. 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. = 1: the upper triangular factor R associated with B in the generalized RQ factorization of the pair (B, A) is singular, so that rank(B) < P; the least squares solution could not be computed. = 2: the (N-P) by (N-P) part of the upper trapezoidal factor T associated with A in the generalized RQ factorization of the pair (B, A) is singular, so that rank( (A) ) < N; the least squares solution could not ( (B) ) be computed. ===================================================================== .. Parameters ..
m
- n
- p
- a
- lda
- b
- ldb
- c
- d
- x
- work
- lwork
- info
- public abstract void sggqrf(int n, int m, int p, float[] a, int lda, float[] taua, float[] b, int ldb, float[] taub, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SGGQRF 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 orthogonal matrix, Z is a P-by-P orthogonal 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 transpose of the 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) REAL 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 orthogonal 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) REAL array, dimension (min(N,M)) The scalar factors of the elementary reflectors which represent the orthogonal matrix Q (see Further Details). B (input/output) REAL 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 orthogonal 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) REAL array, dimension (min(N,P)) The scalar factors of the elementary reflectors which represent the orthogonal matrix Z (see Further Details). WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,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 SORMQR. 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 real scalar, and v is a real 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 SORGQR. To use Q to update another matrix, use LAPACK subroutine SORMQR. 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 real scalar, and v is a real 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 SORGRQ. To use Z to update another matrix, use LAPACK subroutine SORMRQ. ===================================================================== .. Local Scalars ..
n
- m
- p
- a
- lda
- taua
- b
- ldb
- taub
- work
- lwork
- info
- public abstract void sggrqf(int m, int p, int n, float[] a, int lda, float[] taua, float[] b, int ldb, float[] taub, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SGGRQF 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 orthogonal matrix, Z is a P-by-P orthogonal 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 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) REAL 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 orthogonal 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) REAL array, dimension (min(M,N)) The scalar factors of the elementary reflectors which represent the orthogonal matrix Q (see Further Details). B (input/output) REAL 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 orthogonal 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) REAL array, dimension (min(P,N)) The scalar factors of the elementary reflectors which represent the orthogonal matrix Z (see Further Details). WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,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 SORMRQ. 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 INF0= -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 real scalar, and v is a real 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 SORGRQ. To use Q to update another matrix, use LAPACK subroutine SORMRQ. 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 real scalar, and v is a real 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 SORGQR. To use Z to update another matrix, use LAPACK subroutine SORMQR. ===================================================================== .. Local Scalars ..
m
- p
- n
- a
- lda
- taua
- b
- ldb
- taub
- work
- lwork
- info
- public abstract void sggsvd(java.lang.String jobu, java.lang.String jobv, java.lang.String jobq, int m, int n, int p, org.netlib.util.intW k, org.netlib.util.intW l, float[] a, int lda, float[] b, int ldb, float[] alpha, float[] beta, float[] u, int ldu, float[] v, int ldv, float[] q, int ldq, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SGGSVD computes the generalized singular value decomposition (GSVD) of an M-by-N real matrix A and P-by-N real matrix B: U'*A*Q = D1*( 0 R ), V'*B*Q = D2*( 0 R ) where U, V and Q are orthogonal matrices, and Z' is the 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 orthogonal 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 orthonormal 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, 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': Orthogonal matrix U is computed; = 'N': U is not computed. JOBV (input) CHARACTER*1 = 'V': Orthogonal matrix V is computed; = 'N': V is not computed. JOBQ (input) CHARACTER*1 = 'Q': Orthogonal 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 the Purpose section. K + L = effective numerical rank of (A',B')'. A (input/output) REAL 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) REAL array, dimension (LDB,N) On entry, the P-by-N matrix B. On exit, B contains 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) REAL array, dimension (LDU,M) If JOBU = 'U', U contains the M-by-M orthogonal 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) REAL array, dimension (LDV,P) If JOBV = 'V', V contains the P-by-P orthogonal 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) REAL array, dimension (LDQ,N) If JOBQ = 'Q', Q contains the N-by-N orthogonal 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) REAL array, dimension (max(3*N,M,P)+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 STGSJA. 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 ..
jobu
- jobv
- jobq
- m
- n
- p
- k
- l
- a
- lda
- b
- ldb
- alpha
- beta
- u
- ldu
- v
- ldv
- q
- ldq
- work
- iwork
- info
- public abstract void sggsvp(java.lang.String jobu, java.lang.String jobv, java.lang.String jobq, int m, int p, int n, float[] a, int lda, float[] b, int ldb, float tola, float tolb, org.netlib.util.intW k, org.netlib.util.intW l, float[] u, int ldu, float[] v, int ldv, float[] q, int ldq, int[] iwork, float[] tau, float[] work, org.netlib.util.intW info)
.. Purpose ======= SGGSVP computes orthogonal 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 transpose of Z. This decomposition is the preprocessing step for computing the Generalized Singular Value Decomposition (GSVD), see subroutine SGGSVD. Arguments ========= JOBU (input) CHARACTER*1 = 'U': Orthogonal matrix U is computed; = 'N': U is not computed. JOBV (input) CHARACTER*1 = 'V': Orthogonal matrix V is computed; = 'N': V is not computed. JOBQ (input) CHARACTER*1 = 'Q': Orthogonal 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) REAL 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) REAL 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. K + L = effective numerical rank of (A',B')'. U (output) REAL array, dimension (LDU,M) If JOBU = 'U', U contains the orthogonal 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) REAL array, dimension (LDV,M) If JOBV = 'V', V contains the orthogonal 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) REAL array, dimension (LDQ,N) If JOBQ = 'Q', Q contains the orthogonal 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) TAU (workspace) REAL array, dimension (N) WORK (workspace) REAL 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 SGEQPF 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 ..
jobu
- jobv
- jobq
- m
- p
- n
- a
- lda
- b
- ldb
- tola
- tolb
- k
- l
- u
- ldu
- v
- ldv
- q
- ldq
- iwork
- tau
- work
- info
- public abstract void sgtcon(java.lang.String norm, int n, float[] dl, float[] d, float[] du, float[] du2, int[] ipiv, float anorm, org.netlib.util.floatW rcond, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SGTCON estimates the reciprocal of the condition number of a real tridiagonal matrix A using the LU factorization as computed by SGTTRF. 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) REAL array, dimension (N-1) The (n-1) multipliers that define the matrix L from the LU factorization of A as computed by SGTTRF. D (input) REAL array, dimension (N) The n diagonal elements of the upper triangular matrix U from the LU factorization of A. DU (input) REAL array, dimension (N-1) The (n-1) elements of the first superdiagonal of U. DU2 (input) REAL 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) REAL array, dimension (2*N) IWORK (workspace) INTEGER array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
norm
- n
- dl
- d
- du
- du2
- ipiv
- anorm
- rcond
- work
- iwork
- info
- public abstract void sgtrfs(java.lang.String trans, int n, int nrhs, float[] dl, float[] d, float[] du, float[] dlf, float[] df, float[] duf, float[] du2, int[] ipiv, float[] b, int ldb, float[] x, int ldx, float[] ferr, float[] berr, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SGTRFS 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 = 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) REAL array, dimension (N-1) The (n-1) subdiagonal elements of A. D (input) REAL array, dimension (N) The diagonal elements of A. DU (input) REAL array, dimension (N-1) The (n-1) superdiagonal elements of A. DLF (input) REAL array, dimension (N-1) The (n-1) multipliers that define the matrix L from the LU factorization of A as computed by SGTTRF. DF (input) REAL array, dimension (N) The n diagonal elements of the upper triangular matrix U from the LU factorization of A. DUF (input) REAL array, dimension (N-1) The (n-1) elements of the first superdiagonal of U. DU2 (input) REAL 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) REAL 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) REAL array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by SGTTRS. 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) REAL array, dimension (3*N) IWORK (workspace) INTEGER 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 ..
trans
- n
- nrhs
- dl
- d
- du
- dlf
- df
- duf
- du2
- ipiv
- b
- ldb
- x
- ldx
- ferr
- berr
- work
- iwork
- info
- public abstract void sgtsv(int n, int nrhs, float[] dl, float[] d, float[] du, float[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= SGTSV 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) REAL 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-2) elements of the second super-diagonal of the upper triangular matrix U from the LU factorization of A, in DL(1), ..., DL(n-2). D (input/output) REAL 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) REAL 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. B (input/output) REAL 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, and the solution has not been computed. The factorization has not been completed unless i = N. ===================================================================== .. Parameters ..
n
- nrhs
- dl
- d
- du
- b
- ldb
- info
- public abstract void sgtsvx(java.lang.String fact, java.lang.String trans, int n, int nrhs, float[] dl, float[] d, float[] du, float[] dlf, float[] df, float[] duf, float[] du2, int[] ipiv, float[] b, int ldb, float[] x, int ldx, org.netlib.util.floatW rcond, float[] ferr, float[] berr, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SGTSVX uses the LU factorization to compute the solution to a real system of linear equations A * X = B or A**T * 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 = 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) REAL array, dimension (N-1) The (n-1) subdiagonal elements of A. D (input) REAL array, dimension (N) The n diagonal elements of A. DU (input) REAL array, dimension (N-1) The (n-1) superdiagonal elements of A. DLF (input or output) REAL 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 SGTTRF. 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) REAL 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) REAL 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) REAL 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 SGTTRF. 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) REAL 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) REAL 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) REAL array, dimension (3*N) IWORK (workspace) INTEGER 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 ..
fact
- trans
- n
- nrhs
- dl
- d
- du
- dlf
- df
- duf
- du2
- ipiv
- b
- ldb
- x
- ldx
- rcond
- ferr
- berr
- work
- iwork
- info
- public abstract void sgttrf(int n, float[] dl, float[] d, float[] du, float[] du2, int[] ipiv, org.netlib.util.intW info)
.. Purpose ======= SGTTRF computes an LU factorization of a real 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) REAL 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) REAL 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) REAL 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) REAL 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 ..
n
- dl
- d
- du
- du2
- ipiv
- info
- public abstract void sgttrs(java.lang.String trans, int n, int nrhs, float[] dl, float[] d, float[] du, float[] du2, int[] ipiv, float[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= SGTTRS solves one of the systems of equations A*X = B or A'*X = B, with a tridiagonal matrix A using the LU factorization computed by SGTTRF. Arguments ========= TRANS (input) CHARACTER*1 Specifies the form of the system of equations. = 'N': A * X = B (No transpose) = 'T': A'* X = B (Transpose) = 'C': A'* X = B (Conjugate transpose = 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) REAL array, dimension (N-1) The (n-1) multipliers that define the matrix L from the LU factorization of A. D (input) REAL array, dimension (N) The n diagonal elements of the upper triangular matrix U from the LU factorization of A. DU (input) REAL array, dimension (N-1) The (n-1) elements of the first super-diagonal of U. DU2 (input) REAL 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) REAL 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 = -i, the i-th argument had an illegal value ===================================================================== .. Local Scalars ..
trans
- n
- nrhs
- dl
- d
- du
- du2
- ipiv
- b
- ldb
- info
- public abstract void sgtts2(int itrans, int n, int nrhs, float[] dl, float[] d, float[] du, float[] du2, int[] ipiv, float[] b, int ldb)
.. Purpose ======= SGTTS2 solves one of the systems of equations A*X = B or A'*X = B, with a tridiagonal matrix A using the LU factorization computed by SGTTRF. Arguments ========= ITRANS (input) INTEGER Specifies the form of the system of equations. = 0: A * X = B (No transpose) = 1: A'* X = B (Transpose) = 2: A'* X = B (Conjugate transpose = 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) REAL array, dimension (N-1) The (n-1) multipliers that define the matrix L from the LU factorization of A. D (input) REAL array, dimension (N) The n diagonal elements of the upper triangular matrix U from the LU factorization of A. DU (input) REAL array, dimension (N-1) The (n-1) elements of the first super-diagonal of U. DU2 (input) REAL 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) REAL 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 ..
itrans
- n
- nrhs
- dl
- d
- du
- du2
- ipiv
- b
- ldb
- public abstract void shgeqz(java.lang.String job, java.lang.String compq, java.lang.String compz, int n, int ilo, int ihi, float[] h, int ldh, float[] t, int ldt, float[] alphar, float[] alphai, float[] beta, float[] q, int ldq, float[] z, int ldz, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SHGEQZ computes the eigenvalues of a real matrix pair (H,T), where H is an upper Hessenberg matrix and T is upper triangular, using the double-shift QZ method. Matrix pairs of this type are produced by the reduction to generalized upper Hessenberg form of a real matrix pair (A,B): A = Q1*H*Z1**T, B = Q1*T*Z1**T, as computed by SGGHRD. If JOB='S', then the Hessenberg-triangular pair (H,T) is also reduced to generalized Schur form, H = Q*S*Z**T, T = Q*P*Z**T, where Q and Z are orthogonal matrices, P is an upper triangular matrix, and S is a quasi-triangular matrix with 1-by-1 and 2-by-2 diagonal blocks. The 1-by-1 blocks correspond to real eigenvalues of the matrix pair (H,T) and the 2-by-2 blocks correspond to complex conjugate pairs of eigenvalues. Additionally, the 2-by-2 upper triangular diagonal blocks of P corresponding to 2-by-2 blocks of S are reduced to positive diagonal form, i.e., if S(j+1,j) is non-zero, then P(j+1,j) = P(j,j+1) = 0, P(j,j) > 0, and P(j+1,j+1) > 0. Optionally, the orthogonal matrix Q from the generalized Schur factorization may be postmultiplied into an input matrix Q1, and the orthogonal matrix Z may be postmultiplied into an input matrix Z1. If Q1 and Z1 are the orthogonal matrices from SGGHRD that reduced the matrix pair (A,B) to generalized upper Hessenberg form, then the output matrices Q1*Q and Z1*Z are the orthogonal factors from the generalized Schur factorization of (A,B): A = (Q1*Q)*S*(Z1*Z)**T, B = (Q1*Q)*P*(Z1*Z)**T. To avoid overflow, eigenvalues of the matrix pair (H,T) (equivalently of (A,B)) are computed as a pair of values (alpha,beta), where alpha complex and beta real. If beta is nonzero, lambda = alpha / beta is an eigenvalue of the generalized nonsymmetric eigenvalue problem (GNEP) A*x = lambda*B*x and if alpha is nonzero, mu = beta / alpha is an eigenvalue of the alternate form of the GNEP mu*A*y = B*y. Real eigenvalues can be read directly from the generalized Schur form: alpha = S(i,i), beta = P(i,i). 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 eigenvalues only; = 'S': Compute eigenvalues and the Schur form. COMPQ (input) CHARACTER*1 = 'N': Left Schur vectors (Q) are not computed; = 'I': Q is initialized to the unit matrix and the matrix Q of left Schur vectors of (H,T) is returned; = 'V': Q must contain an orthogonal matrix Q1 on entry and the product Q1*Q is returned. COMPZ (input) CHARACTER*1 = 'N': Right Schur vectors (Z) are not computed; = 'I': Z is initialized to the unit matrix and the matrix Z of right Schur vectors of (H,T) is returned; = 'V': Z must contain an orthogonal matrix Z1 on entry and the product Z1*Z is returned. N (input) INTEGER The order of the matrices H, T, Q, and Z. N >= 0. ILO (input) INTEGER IHI (input) INTEGER ILO and IHI mark the rows and columns of H which are in Hessenberg form. It is assumed that A is already upper triangular in rows and columns 1:ILO-1 and IHI+1:N. If N > 0, 1 <= ILO <= IHI <= N; if N = 0, ILO=1 and IHI=0. H (input/output) REAL array, dimension (LDH, N) On entry, the N-by-N upper Hessenberg matrix H. On exit, if JOB = 'S', H contains the upper quasi-triangular matrix S from the generalized Schur factorization; 2-by-2 diagonal blocks (corresponding to complex conjugate pairs of eigenvalues) are returned in standard form, with H(i,i) = H(i+1,i+1) and H(i+1,i)*H(i,i+1) < 0. If JOB = 'E', the diagonal blocks of H match those of S, but the rest of H is unspecified. LDH (input) INTEGER The leading dimension of the array H. LDH >= max( 1, N ). T (input/output) REAL array, dimension (LDT, N) On entry, the N-by-N upper triangular matrix T. On exit, if JOB = 'S', T contains the upper triangular matrix P from the generalized Schur factorization; 2-by-2 diagonal blocks of P corresponding to 2-by-2 blocks of are reduced to positive diagonal form, i.e., if H(j+1,j) is non-zero, then T(j+1,j) = T(j,j+1) = 0, T(j,j) > 0, and T(j+1,j+1) > 0. If JOB = 'E', the diagonal blocks of T match those of P, but the rest of T is unspecified. LDT (input) INTEGER The leading dimension of the array T. LDT >= max( 1, N ). ALPHAR (output) REAL array, dimension (N) The real parts of each scalar alpha defining an eigenvalue of GNEP. ALPHAI (output) REAL array, dimension (N) The imaginary parts of each scalar alpha defining an eigenvalue of GNEP. If ALPHAI(j) is zero, then the j-th eigenvalue is real; if positive, then the j-th and (j+1)-st eigenvalues are a complex conjugate pair, with ALPHAI(j+1) = -ALPHAI(j). BETA (output) REAL array, dimension (N) The scalars beta that define the eigenvalues of GNEP. Together, the quantities alpha = (ALPHAR(j),ALPHAI(j)) and beta = BETA(j) represent the j-th eigenvalue of the matrix pair (A,B), in one of the forms lambda = alpha/beta or mu = beta/alpha. Since either lambda or mu may overflow, they should not, in general, be computed. Q (input/output) REAL array, dimension (LDQ, N) On entry, if COMPZ = 'V', the orthogonal matrix Q1 used in the reduction of (A,B) to generalized Hessenberg form. On exit, if COMPZ = 'I', the orthogonal matrix of left Schur vectors of (H,T), and if COMPZ = 'V', the orthogonal matrix of left Schur vectors of (A,B). Not referenced if COMPZ = 'N'. LDQ (input) INTEGER The leading dimension of the array Q. LDQ >= 1. If COMPQ='V' or 'I', then LDQ >= N. Z (input/output) REAL array, dimension (LDZ, N) On entry, if COMPZ = 'V', the orthogonal matrix Z1 used in the reduction of (A,B) to generalized Hessenberg form. On exit, if COMPZ = 'I', the orthogonal matrix of right Schur vectors of (H,T), and if COMPZ = 'V', the orthogonal matrix of right Schur vectors of (A,B). Not referenced if COMPZ = 'N'. LDZ (input) INTEGER The leading dimension of the array Z. LDZ >= 1. If COMPZ='V' or 'I', then LDZ >= N. WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO >= 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,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 = 1,...,N: the QZ iteration did not converge. (H,T) is not in Schur form, but ALPHAR(i), ALPHAI(i), and BETA(i), i=INFO+1,...,N should be correct. = N+1,...,2*N: the shift calculation failed. (H,T) is not in Schur form, but ALPHAR(i), ALPHAI(i), and BETA(i), i=INFO-N+1,...,N should be correct. Further Details =============== Iteration counters: JITER -- counts iterations. IITER -- counts iterations run since ILAST was last changed. This is therefore reset only when a 1-by-1 or 2-by-2 block deflates off the bottom. ===================================================================== .. Parameters .. $ SAFETY = 1.0E+0 )
job
- compq
- compz
- n
- ilo
- ihi
- h
- ldh
- t
- ldt
- alphar
- alphai
- beta
- q
- ldq
- z
- ldz
- work
- lwork
- info
- public abstract void shsein(java.lang.String side, java.lang.String eigsrc, java.lang.String initv, boolean[] select, int n, float[] h, int ldh, float[] wr, float[] wi, float[] vl, int ldvl, float[] vr, int ldvr, int mm, org.netlib.util.intW m, float[] work, int[] ifaill, int[] ifailr, org.netlib.util.intW info)
.. Purpose ======= SHSEIN uses inverse iteration to find specified right and/or left eigenvectors of a real 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 (WR,WI): = 'Q': the eigenvalues were found using SHSEQR; 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 SHSEIN 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, SHSEIN 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/output) LOGICAL array, dimension (N) Specifies the eigenvectors to be computed. To select the real eigenvector corresponding to a real eigenvalue WR(j), SELECT(j) must be set to .TRUE.. To select the complex eigenvector corresponding to a complex eigenvalue (WR(j),WI(j)), with complex conjugate (WR(j+1),WI(j+1)), either SELECT(j) or SELECT(j+1) or both must be set to .TRUE.; then on exit SELECT(j) is .TRUE. and SELECT(j+1) is .FALSE.. N (input) INTEGER The order of the matrix H. N >= 0. H (input) REAL array, dimension (LDH,N) The upper Hessenberg matrix H. LDH (input) INTEGER The leading dimension of the array H. LDH >= max(1,N). WR (input/output) REAL array, dimension (N) WI (input) REAL array, dimension (N) On entry, the real and imaginary parts of the eigenvalues of H; a complex conjugate pair of eigenvalues must be stored in consecutive elements of WR and WI. On exit, WR may have been altered since close eigenvalues are perturbed slightly in searching for independent eigenvectors. VL (input/output) REAL 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(s) 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. A complex eigenvector corresponding to a complex eigenvalue is stored in two consecutive columns, the first holding the real part and the second the imaginary part. 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) REAL 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(s) 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. A complex eigenvector corresponding to a complex eigenvalue is stored in two consecutive columns, the first holding the real part and the second the imaginary part. 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; each selected real eigenvector occupies one column and each selected complex eigenvector occupies two columns. WORK (workspace) REAL array, dimension ((N+2)*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 the i-th and (i+1)th columns of VL hold a complex eigenvector, then IFAILL(i) and IFAILL(i+1) are set to the same value. 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 the i-th and (i+1)th columns of VR hold a complex eigenvector, then IFAILR(i) and IFAILR(i+1) are set to the same value. 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 ..
side
- eigsrc
- initv
- select
- n
- h
- ldh
- wr
- wi
- vl
- ldvl
- vr
- ldvr
- mm
- m
- work
- ifaill
- ifailr
- info
- public abstract void shseqr(java.lang.String job, java.lang.String compz, int n, int ilo, int ihi, float[] h, int ldh, float[] wr, float[] wi, float[] z, int ldz, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SHSEQR computes the eigenvalues of a Hessenberg matrix H and, optionally, the matrices T and Z from the Schur decomposition H = Z T Z**T, where T is an upper quasi-triangular matrix (the Schur form), and Z is the orthogonal matrix of Schur vectors. Optionally Z may be postmultiplied into an input orthogonal 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 orthogonal matrix Q: A = Q*H*Q**T = (QZ)*T*(QZ)**T. 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 orthogonal matrix Q on entry, and the product Q*Z is returned. N (input) INTEGER The order of the matrix H. N .GE. 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 SGEBAL, and then passed to SGEHRD when the matrix output by SGEBAL is reduced to Hessenberg form. Otherwise ILO and IHI should be set to 1 and N respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N. If N = 0, then ILO = 1 and IHI = 0. H (input/output) REAL array, dimension (LDH,N) On entry, the upper Hessenberg matrix H. On exit, if INFO = 0 and JOB = 'S', then H contains the upper quasi-triangular matrix T from the Schur decomposition (the Schur form); 2-by-2 diagonal blocks (corresponding to complex conjugate pairs of eigenvalues) are returned in standard form, with H(i,i) = H(i+1,i+1) and H(i+1,i)*H(i,i+1).LT.0. If INFO = 0 and JOB = 'E', the contents of H are unspecified on exit. (The output value of H when INFO.GT.0 is given under the description of INFO below.) Unlike earlier versions of SHSEQR, this subroutine may explicitly H(i,j) = 0 for i.GT.j and j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N. LDH (input) INTEGER The leading dimension of the array H. LDH .GE. max(1,N). WR (output) REAL array, dimension (N) WI (output) REAL array, dimension (N) The real and imaginary parts, respectively, of the computed eigenvalues. If two eigenvalues are computed as a complex conjugate pair, they are stored in consecutive elements of WR and WI, say the i-th and (i+1)th, with WI(i) .GT. 0 and WI(i+1) .LT. 0. If JOB = 'S', the eigenvalues are stored in the same order as on the diagonal of the Schur form returned in H, with WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal block, WI(i) = sqrt(-H(i+1,i)*H(i,i+1)) and WI(i+1) = -WI(i). Z (input/output) REAL array, dimension (LDZ,N) If COMPZ = 'N', Z is not referenced. If COMPZ = 'I', on entry Z need not be set and on exit, if INFO = 0, Z contains the orthogonal 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, if INFO = 0, Z contains Q*Z. Normally Q is the orthogonal matrix generated by SORGHR after the call to SGEHRD which formed the Hessenberg matrix H. (The output value of Z when INFO.GT.0 is given under the description of INFO below.) LDZ (input) INTEGER The leading dimension of the array Z. if COMPZ = 'I' or COMPZ = 'V', then LDZ.GE.MAX(1,N). Otherwize, LDZ.GE.1. WORK (workspace/output) REAL array, dimension (LWORK) On exit, if INFO = 0, WORK(1) returns an estimate of the optimal value for LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK .GE. max(1,N) is sufficient, but LWORK typically as large as 6*N may be required for optimal performance. A workspace query to determine the optimal workspace size is recommended. If LWORK = -1, then SHSEQR does a workspace query. In this case, SHSEQR checks the input parameters and estimates the optimal workspace size for the given values of N, ILO and IHI. The estimate is returned in WORK(1). No error message related to LWORK is issued by XERBLA. Neither H nor Z are accessed. INFO (output) INTEGER = 0: successful exit .LT. 0: if INFO = -i, the i-th argument had an illegal value .GT. 0: if INFO = i, SHSEQR failed to compute all of the eigenvalues. Elements 1:ilo-1 and i+1:n of WR and WI contain those eigenvalues which have been successfully computed. (Failures are rare.) If INFO .GT. 0 and JOB = 'E', then on exit, the remaining unconverged eigenvalues are the eigen- values of the upper Hessenberg matrix rows and columns ILO through INFO of the final, output value of H. If INFO .GT. 0 and JOB = 'S', then on exit (*) (initial value of H)*U = U*(final value of H) where U is an orthogonal matrix. The final value of H is upper Hessenberg and quasi-triangular in rows and columns INFO+1 through IHI. If INFO .GT. 0 and COMPZ = 'V', then on exit (final value of Z) = (initial value of Z)*U where U is the orthogonal matrix in (*) (regard- less of the value of JOB.) If INFO .GT. 0 and COMPZ = 'I', then on exit (final value of Z) = U where U is the orthogonal matrix in (*) (regard- less of the value of JOB.) If INFO .GT. 0 and COMPZ = 'N', then Z is not accessed. ================================================================ Default values supplied by ILAENV(ISPEC,'SHSEQR',JOB(:1)//COMPZ(:1),N,ILO,IHI,LWORK). It is suggested that these defaults be adjusted in order to attain best performance in each particular computational environment. ISPEC=1: The SLAHQR vs SLAQR0 crossover point. Default: 75. (Must be at least 11.) ISPEC=2: Recommended deflation window size. This depends on ILO, IHI and NS. NS is the number of simultaneous shifts returned by ILAENV(ISPEC=4). (See ISPEC=4 below.) The default for (IHI-ILO+1).LE.500 is NS. The default for (IHI-ILO+1).GT.500 is 3*NS/2. ISPEC=3: Nibble crossover point. (See ILAENV for details.) Default: 14% of deflation window size. ISPEC=4: Number of simultaneous shifts, NS, in a multi-shift QR iteration. If IHI-ILO+1 is ... greater than ...but less ... the or equal to ... than default is 1 30 NS - 2(+) 30 60 NS - 4(+) 60 150 NS = 10(+) 150 590 NS = ** 590 3000 NS = 64 3000 6000 NS = 128 6000 infinity NS = 256 (+) By default some or all matrices of this order are passed to the implicit double shift routine SLAHQR and NS is ignored. See ISPEC=1 above and comments in IPARM for details. The asterisks (**) indicate an ad-hoc function of N increasing from 10 to 64. ISPEC=5: Select structured matrix multiply. (See ILAENV for details.) Default: 3. ================================================================ Based on contributions by Karen Braman and Ralph Byers, Department of Mathematics, University of Kansas, USA ================================================================ References: K. Braman, R. Byers and R. Mathias, The Multi-Shift QR Algorithm Part I: Maintaining Well Focused Shifts, and Level 3 Performance, SIAM Journal of Matrix Analysis, volume 23, pages 929--947, 2002. K. Braman, R. Byers and R. Mathias, The Multi-Shift QR Algorithm Part II: Aggressive Early Deflation, SIAM Journal of Matrix Analysis, volume 23, pages 948--973, 2002. ================================================================ .. Parameters .. ==== Matrices of order NTINY or smaller must be processed by . SLAHQR because of insufficient subdiagonal scratch space. . (This is a hard limit.) ==== ==== NL allocates some local workspace to help small matrices . through a rare SLAHQR failure. NL .GT. NTINY = 11 is . required and NL .LE. NMIN = ILAENV(ISPEC=1,...) is recom- . mended. (The default value of NMIN is 75.) Using NL = 49 . allows up to six simultaneous shifts and a 16-by-16 . deflation window. ====
job
- compz
- n
- ilo
- ihi
- h
- ldh
- wr
- wi
- z
- ldz
- work
- lwork
- info
- public boolean sisnan(float sin)
.. Purpose ======= SISNAN returns .TRUE. if its argument is NaN, and .FALSE. otherwise. To be replaced by the Fortran 2003 intrinsic in the future. Arguments ========= SIN (input) REAL Input to test for NaN. ===================================================================== .. External Functions ..
sin
- public abstract void slabad(org.netlib.util.floatW small, org.netlib.util.floatW large)
.. Purpose ======= SLABAD takes as input the values computed by SLAMCH for underflow and overflow, and returns the square root of each of these values if the log of LARGE is sufficiently large. This subroutine is intended to identify machines with a large exponent range, such as the Crays, and redefine the underflow and overflow limits to be the square roots of the values computed by SLAMCH. This subroutine is needed because SLAMCH does not compensate for poor arithmetic in the upper half of the exponent range, as is found on a Cray. Arguments ========= SMALL (input/output) REAL On entry, the underflow threshold as computed by SLAMCH. On exit, if LOG10(LARGE) is sufficiently large, the square root of SMALL, otherwise unchanged. LARGE (input/output) REAL On entry, the overflow threshold as computed by SLAMCH. On exit, if LOG10(LARGE) is sufficiently large, the square root of LARGE, otherwise unchanged. ===================================================================== .. Intrinsic Functions ..
small
- large
- public abstract void slabrd(int m, int n, int nb, float[] a, int lda, float[] d, float[] e, float[] tauq, float[] taup, float[] x, int ldx, float[] y, int ldy)
.. Purpose ======= SLABRD reduces the first NB rows and columns of a real general m by n matrix A to upper or lower bidiagonal form by an orthogonal 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 SGEBRD 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) REAL 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 orthogonal matrix Q as a product of elementary reflectors; and elements above the diagonal in the first NB rows, with the array TAUP, represent the orthogonal 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 orthogonal 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 orthogonal 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) REAL array dimension (NB) The scalar factors of the elementary reflectors which represent the orthogonal matrix Q. See Further Details. TAUP (output) REAL array, dimension (NB) The scalar factors of the elementary reflectors which represent the orthogonal matrix P. See Further Details. X (output) REAL 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 >= M. Y (output) REAL array, dimension (LDY,NB) The n-by-nb matrix Y required to update the unreduced part of A. LDY (input) INTEGER The leading dimension of the array Y. LDY >= 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 real scalars, and v and u are real 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 ..
m
- n
- nb
- a
- lda
- d
- e
- tauq
- taup
- x
- ldx
- y
- ldy
- public void slacn2(int n, float[] v, float[] x, int[] isgn, org.netlib.util.floatW est, org.netlib.util.intW kase, int[] isave)
.. Purpose ======= SLACN2 estimates the 1-norm of a square, real matrix A. Reverse communication is used for evaluating matrix-vector products. Arguments ========= N (input) INTEGER The order of the matrix. N >= 1. V (workspace) REAL array, dimension (N) On the final return, V = A*W, where EST = norm(V)/norm(W) (W is not returned). X (input/output) REAL array, dimension (N) On an intermediate return, X should be overwritten by A * X, if KASE=1, A' * X, if KASE=2, and SLACN2 must be re-called with all the other parameters unchanged. ISGN (workspace) INTEGER array, dimension (N) EST (input/output) REAL On entry with KASE = 1 or 2 and ISAVE(1) = 3, EST should be unchanged from the previous call to SLACN2. On exit, EST is an estimate (a lower bound) for norm(A). KASE (input/output) INTEGER On the initial call to SLACN2, 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 SLACN2, KASE will again be 0. ISAVE (input/output) INTEGER array, dimension (3) ISAVE is used to save variables between calls to SLACN2 Further Details ======= ======= Contributed by Nick Higham, University of Manchester. Originally named SONEST, 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. This is a thread safe version of SLACON, which uses the array ISAVE in place of a SAVE statement, as follows: SLACON SLACN2 JUMP ISAVE(1) J ISAVE(2) ITER ISAVE(3) ===================================================================== .. Parameters ..
n
- v
- x
- isgn
- est
- kase
- isave
- public abstract void slacon(int n, float[] v, float[] x, int[] isgn, org.netlib.util.floatW est, org.netlib.util.intW kase)
.. Purpose ======= SLACON estimates the 1-norm of a square, real matrix A. Reverse communication is used for evaluating matrix-vector products. Arguments ========= N (input) INTEGER The order of the matrix. N >= 1. V (workspace) REAL array, dimension (N) On the final return, V = A*W, where EST = norm(V)/norm(W) (W is not returned). X (input/output) REAL array, dimension (N) On an intermediate return, X should be overwritten by A * X, if KASE=1, A' * X, if KASE=2, and SLACON must be re-called with all the other parameters unchanged. ISGN (workspace) INTEGER array, dimension (N) EST (input/output) REAL On entry with KASE = 1 or 2 and JUMP = 3, EST should be unchanged from the previous call to SLACON. On exit, EST is an estimate (a lower bound) for norm(A). KASE (input/output) INTEGER On the initial call to SLACON, 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 SLACON, KASE will again be 0. Further Details ======= ======= Contributed by Nick Higham, University of Manchester. Originally named SONEST, 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. ===================================================================== .. Parameters ..
n
- v
- x
- isgn
- est
- kase
- public abstract void slacpy(java.lang.String uplo, int m, int n, float[] a, int lda, float[] b, int ldb)
.. Purpose ======= SLACPY 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) REAL array, dimension (LDA,N) The m by n matrix A. If UPLO = 'U', only the upper triangle or trapezoid is accessed; if UPLO = 'L', only the lower triangle or trapezoid is accessed. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M). B (output) REAL 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 ..
uplo
- m
- n
- a
- lda
- b
- ldb
- public abstract void sladiv(float a, float b, float c, float d, org.netlib.util.floatW p, org.netlib.util.floatW q)
.. Purpose ======= SLADIV performs complex division in real arithmetic a + i*b p + i*q = --------- c + i*d The algorithm is due to Robert L. Smith and can be found in D. Knuth, The art of Computer Programming, Vol.2, p.195 Arguments ========= A (input) REAL B (input) REAL C (input) REAL D (input) REAL The scalars a, b, c, and d in the above expression. P (output) REAL Q (output) REAL The scalars p and q in the above expression. ===================================================================== .. Local Scalars ..
a
- b
- c
- d
- p
- q
- public abstract void slae2(float a, float b, float c, org.netlib.util.floatW rt1, org.netlib.util.floatW rt2)
.. Purpose ======= SLAE2 computes the eigenvalues of a 2-by-2 symmetric matrix [ A B ] [ B C ]. On return, RT1 is the eigenvalue of larger absolute value, and RT2 is the eigenvalue of smaller absolute value. Arguments ========= A (input) REAL The (1,1) element of the 2-by-2 matrix. B (input) REAL The (1,2) and (2,1) elements of the 2-by-2 matrix. C (input) REAL 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. 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. 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 ..
a
- b
- c
- rt1
- rt2
- public abstract void slaebz(int ijob, int nitmax, int n, int mmax, int minp, int nbmin, float abstol, float reltol, float pivmin, float[] d, float[] e, float[] e2, int[] nval, float[] ab, float[] c, org.netlib.util.intW mout, int[] nab, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SLAEBZ contains the iteration loops which compute and use the function N(w), which is the count of eigenvalues of a symmetric tridiagonal matrix T less than or equal to its argument w. It performs a choice of two types of loops: IJOB=1, followed by IJOB=2: It takes as input a list of intervals and returns a list of sufficiently small intervals whose union contains the same eigenvalues as the union of the original intervals. The input intervals are (AB(j,1),AB(j,2)], j=1,...,MINP. The output interval (AB(j,1),AB(j,2)] will contain eigenvalues NAB(j,1)+1,...,NAB(j,2), where 1 <= j <= MOUT. IJOB=3: It performs a binary search in each input interval (AB(j,1),AB(j,2)] for a point w(j) such that N(w(j))=NVAL(j), and uses C(j) as the starting point of the search. If such a w(j) is found, then on output AB(j,1)=AB(j,2)=w. If no such w(j) is found, then on output (AB(j,1),AB(j,2)] will be a small interval containing the point where N(w) jumps through NVAL(j), unless that point lies outside the initial interval. Note that the intervals are in all cases half-open intervals, i.e., of the form (a,b] , which includes b but not a . To avoid underflow, the matrix should be scaled so that its largest element is no greater than overflow**(1/2) * underflow**(1/4) in absolute value. To assure the most accurate computation of small eigenvalues, the matrix should be scaled to be not much smaller than that, either. See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal Matrix", Report CS41, Computer Science Dept., Stanford University, July 21, 1966 Note: the arguments are, in general, *not* checked for unreasonable values. Arguments ========= IJOB (input) INTEGER Specifies what is to be done: = 1: Compute NAB for the initial intervals. = 2: Perform bisection iteration to find eigenvalues of T. = 3: Perform bisection iteration to invert N(w), i.e., to find a point which has a specified number of eigenvalues of T to its left. Other values will cause SLAEBZ to return with INFO=-1. NITMAX (input) INTEGER The maximum number of "levels" of bisection to be performed, i.e., an interval of width W will not be made smaller than 2^(-NITMAX) * W. If not all intervals have converged after NITMAX iterations, then INFO is set to the number of non-converged intervals. N (input) INTEGER The dimension n of the tridiagonal matrix T. It must be at least 1. MMAX (input) INTEGER The maximum number of intervals. If more than MMAX intervals are generated, then SLAEBZ will quit with INFO=MMAX+1. MINP (input) INTEGER The initial number of intervals. It may not be greater than MMAX. NBMIN (input) INTEGER The smallest number of intervals that should be processed using a vector loop. If zero, then only the scalar loop will be used. ABSTOL (input) REAL The minimum (absolute) width of an interval. When an interval is narrower than ABSTOL, or than RELTOL times the larger (in magnitude) endpoint, then it is considered to be sufficiently small, i.e., converged. This must be at least zero. RELTOL (input) REAL The minimum relative width of an interval. When an interval is narrower than ABSTOL, or than RELTOL times the larger (in magnitude) endpoint, then it is considered to be sufficiently small, i.e., converged. Note: this should always be at least radix*machine epsilon. PIVMIN (input) REAL The minimum absolute value of a "pivot" in the Sturm sequence loop. This *must* be at least max |e(j)**2| * safe_min and at least safe_min, where safe_min is at least the smallest number that can divide one without overflow. D (input) REAL array, dimension (N) The diagonal elements of the tridiagonal matrix T. E (input) REAL array, dimension (N) The offdiagonal elements of the tridiagonal matrix T in positions 1 through N-1. E(N) is arbitrary. E2 (input) REAL array, dimension (N) The squares of the offdiagonal elements of the tridiagonal matrix T. E2(N) is ignored. NVAL (input/output) INTEGER array, dimension (MINP) If IJOB=1 or 2, not referenced. If IJOB=3, the desired values of N(w). The elements of NVAL will be reordered to correspond with the intervals in AB. Thus, NVAL(j) on output will not, in general be the same as NVAL(j) on input, but it will correspond with the interval (AB(j,1),AB(j,2)] on output. AB (input/output) REAL array, dimension (MMAX,2) The endpoints of the intervals. AB(j,1) is a(j), the left endpoint of the j-th interval, and AB(j,2) is b(j), the right endpoint of the j-th interval. The input intervals will, in general, be modified, split, and reordered by the calculation. C (input/output) REAL array, dimension (MMAX) If IJOB=1, ignored. If IJOB=2, workspace. If IJOB=3, then on input C(j) should be initialized to the first search point in the binary search. MOUT (output) INTEGER If IJOB=1, the number of eigenvalues in the intervals. If IJOB=2 or 3, the number of intervals output. If IJOB=3, MOUT will equal MINP. NAB (input/output) INTEGER array, dimension (MMAX,2) If IJOB=1, then on output NAB(i,j) will be set to N(AB(i,j)). If IJOB=2, then on input, NAB(i,j) should be set. It must satisfy the condition: N(AB(i,1)) <= NAB(i,1) <= NAB(i,2) <= N(AB(i,2)), which means that in interval i only eigenvalues NAB(i,1)+1,...,NAB(i,2) will be considered. Usually, NAB(i,j)=N(AB(i,j)), from a previous call to SLAEBZ with IJOB=1. On output, NAB(i,j) will contain max(na(k),min(nb(k),N(AB(i,j)))), where k is the index of the input interval that the output interval (AB(j,1),AB(j,2)] came from, and na(k) and nb(k) are the the input values of NAB(k,1) and NAB(k,2). If IJOB=3, then on output, NAB(i,j) contains N(AB(i,j)), unless N(w) > NVAL(i) for all search points w , in which case NAB(i,1) will not be modified, i.e., the output value will be the same as the input value (modulo reorderings -- see NVAL and AB), or unless N(w) < NVAL(i) for all search points w , in which case NAB(i,2) will not be modified. Normally, NAB should be set to some distinctive value(s) before SLAEBZ is called. WORK (workspace) REAL array, dimension (MMAX) Workspace. IWORK (workspace) INTEGER array, dimension (MMAX) Workspace. INFO (output) INTEGER = 0: All intervals converged. = 1--MMAX: The last INFO intervals did not converge. = MMAX+1: More than MMAX intervals were generated. Further Details =============== This routine is intended to be called only by other LAPACK routines, thus the interface is less user-friendly. It is intended for two purposes: (a) finding eigenvalues. In this case, SLAEBZ should have one or more initial intervals set up in AB, and SLAEBZ should be called with IJOB=1. This sets up NAB, and also counts the eigenvalues. Intervals with no eigenvalues would usually be thrown out at this point. Also, if not all the eigenvalues in an interval i are desired, NAB(i,1) can be increased or NAB(i,2) decreased. For example, set NAB(i,1)=NAB(i,2)-1 to get the largest eigenvalue. SLAEBZ is then called with IJOB=2 and MMAX no smaller than the value of MOUT returned by the call with IJOB=1. After this (IJOB=2) call, eigenvalues NAB(i,1)+1 through NAB(i,2) are approximately AB(i,1) (or AB(i,2)) to the tolerance specified by ABSTOL and RELTOL. (b) finding an interval (a',b'] containing eigenvalues w(f),...,w(l). In this case, start with a Gershgorin interval (a,b). Set up AB to contain 2 search intervals, both initially (a,b). One NVAL element should contain f-1 and the other should contain l , while C should contain a and b, resp. NAB(i,1) should be -1 and NAB(i,2) should be N+1, to flag an error if the desired interval does not lie in (a,b). SLAEBZ is then called with IJOB=3. On exit, if w(f-1) < w(f), then one of the intervals -- j -- will have AB(j,1)=AB(j,2) and NAB(j,1)=NAB(j,2)=f-1, while if, to the specified tolerance, w(f-k)=...=w(f+r), k > 0 and r >= 0, then the interval will have N(AB(j,1))=NAB(j,1)=f-k and N(AB(j,2))=NAB(j,2)=f+r. The cases w(l) < w(l+1) and w(l-r)=...=w(l+k) are handled similarly. ===================================================================== .. Parameters ..
ijob
- nitmax
- n
- mmax
- minp
- nbmin
- abstol
- reltol
- pivmin
- d
- e
- e2
- nval
- ab
- c
- mout
- nab
- work
- iwork
- info
- public abstract void slaed0(int icompq, int qsiz, int n, float[] d, float[] e, float[] q, int ldq, float[] qstore, int ldqs, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SLAED0 computes all eigenvalues and corresponding eigenvectors of a symmetric tridiagonal matrix using the divide and conquer method. Arguments ========= ICOMPQ (input) INTEGER = 0: Compute eigenvalues only. = 1: Compute eigenvectors of original dense symmetric matrix also. On entry, Q contains the orthogonal matrix used to reduce the original matrix to tridiagonal form. = 2: Compute eigenvalues and eigenvectors of tridiagonal matrix. QSIZ (input) INTEGER The dimension of the orthogonal 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 main diagonal of the tridiagonal matrix. On exit, its eigenvalues. E (input) REAL array, dimension (N-1) The off-diagonal elements of the tridiagonal matrix. On exit, E has been destroyed. Q (input/output) REAL array, dimension (LDQ, N) On entry, Q must contain an N-by-N orthogonal matrix. If ICOMPQ = 0 Q is not referenced. If ICOMPQ = 1 On entry, Q is a subset of the columns of the orthogonal matrix used to reduce the full matrix to tridiagonal form corresponding to the subset of the full matrix which is being decomposed at this time. If ICOMPQ = 2 On entry, Q will be the identity matrix. On exit, Q contains the eigenvectors of the tridiagonal matrix. LDQ (input) INTEGER The leading dimension of the array Q. If eigenvectors are desired, then LDQ >= max(1,N). In any case, LDQ >= 1. QSTORE (workspace) REAL array, dimension (LDQS, N) Referenced only when ICOMPQ = 1. 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. If ICOMPQ = 1, then LDQS >= max(1,N). In any case, LDQS >= 1. WORK (workspace) REAL array, If ICOMPQ = 0 or 1, the dimension of WORK must be at least 1 + 3*N + 2*N*lg N + 2*N**2 ( lg( N ) = smallest integer k such that 2^k >= N ) If ICOMPQ = 2, the dimension of WORK must be at least 4*N + N**2. IWORK (workspace) INTEGER array, If ICOMPQ = 0 or 1, 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 ) If ICOMPQ = 2, the dimension of IWORK must be at least 3 + 5*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). Further Details =============== Based on contributions by Jeff Rutter, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
icompq
- qsiz
- n
- d
- e
- q
- ldq
- qstore
- ldqs
- work
- iwork
- info
- public abstract void slaed1(int n, float[] d, float[] q, int ldq, int[] indxq, org.netlib.util.floatW rho, int cutpnt, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SLAED1 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 eigenvectors of a tridiagonal matrix. SLAED7 handles the case in which eigenvalues only or eigenvalues and eigenvectors of a full symmetric matrix (which was reduced to tridiagonal form) are desired. 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. 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) REAL 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). INDXQ (input/output) INTEGER array, dimension (N) On entry, the permutation which separately sorts the two subproblems in D into ascending order. On exit, the permutation which will reintegrate the subproblems back into sorted order, i.e. D( INDXQ( I = 1, N ) ) will be in ascending order. RHO (input) REAL The subdiagonal entry used to create the rank-1 modification. CUTPNT (input) INTEGER The location of the last eigenvalue in the leading sub-matrix. min(1,N) <= CUTPNT <= N/2. WORK (workspace) REAL array, dimension (4*N + N**2) IWORK (workspace) INTEGER 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 = 1, an eigenvalue did not converge Further Details =============== Based on contributions by Jeff Rutter, Computer Science Division, University of California at Berkeley, USA Modified by Francoise Tisseur, University of Tennessee. ===================================================================== .. Local Scalars ..
n
- d
- q
- ldq
- indxq
- rho
- cutpnt
- work
- iwork
- info
- public abstract void slaed2(org.netlib.util.intW k, int n, int n1, float[] d, float[] q, int ldq, int[] indxq, org.netlib.util.floatW rho, float[] z, float[] dlamda, float[] w, float[] q2, int[] indx, int[] indxc, int[] indxp, int[] coltyp, org.netlib.util.intW info)
.. Purpose ======= SLAED2 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 entry in the Z vector. For each such occurrence the order of the related secular equation problem is reduced by one. Arguments ========= K (output) INTEGER The number of non-deflated eigenvalues, and the order of the related secular equation. 0 <= K <=N. N (input) INTEGER The dimension of the symmetric tridiagonal matrix. N >= 0. N1 (input) INTEGER The location of the last eigenvalue in the leading sub-matrix. min(1,N) <= N1 <= N/2. 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. Q (input/output) REAL array, dimension (LDQ, N) On entry, Q contains the eigenvectors of two submatrices in the two square blocks with corners at (1,1), (N1,N1) and (N1+1, N1+1), (N,N). 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). INDXQ (input/output) INTEGER array, dimension (N) 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 N1 added to their values. Destroyed on exit. RHO (input/output) REAL On entry, the off-diagonal element associated with the rank-1 cut which originally split the two submatrices which are now being recombined. On exit, RHO has been modified to the value required by SLAED3. Z (input) REAL array, dimension (N) On entry, Z contains the updating vector (the last row of the first sub-eigenvector matrix and the first row of the second sub-eigenvector matrix). On exit, the contents of Z have been destroyed by the updating process. DLAMDA (output) REAL array, dimension (N) A copy of the first K eigenvalues which will be used by SLAED3 to form the secular equation. W (output) REAL array, dimension (N) The first k values of the final deflation-altered z-vector which will be passed to SLAED3. Q2 (output) REAL array, dimension (N1**2+(N-N1)**2) A copy of the first K eigenvectors which will be used by SLAED3 in a matrix multiply (SGEMM) to solve for the new eigenvectors. INDX (workspace) INTEGER array, dimension (N) The permutation used to sort the contents of DLAMDA into ascending order. INDXC (output) INTEGER array, dimension (N) The permutation used to arrange the columns of the deflated Q matrix into three groups: the first group contains non-zero elements only at and above N1, the second contains non-zero elements only below N1, and the third is dense. INDXP (workspace) INTEGER array, dimension (N) The permutation used to place deflated values of D at the end of the array. INDXP(1:K) points to the nondeflated D-values and INDXP(K+1:N) points to the deflated eigenvalues. COLTYP (workspace/output) INTEGER array, dimension (N) During execution, a label which will indicate which of the following types a column in the Q2 matrix is: 1 : non-zero in the upper half only; 2 : dense; 3 : non-zero in the lower half only; 4 : deflated. On exit, COLTYP(i) is the number of columns of type i, for i=1 to 4 only. INFO (output) INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. Further Details =============== Based on contributions by Jeff Rutter, Computer Science Division, University of California at Berkeley, USA Modified by Francoise Tisseur, University of Tennessee. ===================================================================== .. Parameters ..
k
- n
- n1
- d
- q
- ldq
- indxq
- rho
- z
- dlamda
- w
- q2
- indx
- indxc
- indxp
- coltyp
- info
- public abstract void slaed3(int k, int n, int n1, float[] d, float[] q, int ldq, float rho, float[] dlamda, float[] q2, int[] indx, int[] ctot, float[] w, float[] s, org.netlib.util.intW info)
.. Purpose ======= SLAED3 finds the roots of the secular equation, as defined by the values in D, W, and RHO, between 1 and K. It makes the appropriate calls to SLAED4 and then updates the eigenvectors by multiplying the matrix of eigenvectors of the pair of eigensystems being combined by the matrix of eigenvectors of the K-by-K system which is solved here. 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. Arguments ========= K (input) INTEGER The number of terms in the rational function to be solved by SLAED4. K >= 0. N (input) INTEGER The number of rows and columns in the Q matrix. N >= K (deflation may result in N>K). N1 (input) INTEGER The location of the last eigenvalue in the leading submatrix. min(1,N) <= N1 <= N/2. D (output) REAL array, dimension (N) D(I) contains the updated eigenvalues for 1 <= I <= K. Q (output) REAL array, dimension (LDQ,N) Initially the first K columns are used as workspace. On output the columns 1 to K contain the updated eigenvectors. LDQ (input) INTEGER The leading dimension of the array Q. LDQ >= max(1,N). RHO (input) REAL The value of the parameter in the rank one update equation. RHO >= 0 required. DLAMDA (input/output) REAL array, dimension (K) The first K elements of this array contain the old roots of the deflated updating problem. These are the poles of the secular equation. May be changed on output by having lowest order bit set to zero on Cray X-MP, Cray Y-MP, Cray-2, or Cray C-90, as described above. Q2 (input) REAL array, dimension (LDQ2, N) The first K columns of this matrix contain the non-deflated eigenvectors for the split problem. INDX (input) INTEGER array, dimension (N) The permutation used to arrange the columns of the deflated Q matrix into three groups (see SLAED2). The rows of the eigenvectors found by SLAED4 must be likewise permuted before the matrix multiply can take place. CTOT (input) INTEGER array, dimension (4) A count of the total number of the various types of columns in Q, as described in INDX. The fourth column type is any column which has been deflated. W (input/output) REAL array, dimension (K) The first K elements of this array contain the components of the deflation-adjusted updating vector. Destroyed on output. S (workspace) REAL array, dimension (N1 + 1)*K Will contain the eigenvectors of the repaired matrix which will be multiplied by the previously accumulated eigenvectors to update the system. LDS (input) INTEGER The leading dimension of S. LDS >= max(1,K). 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 Further Details =============== Based on contributions by Jeff Rutter, Computer Science Division, University of California at Berkeley, USA Modified by Francoise Tisseur, University of Tennessee. ===================================================================== .. Parameters ..
k
- n
- n1
- d
- q
- ldq
- rho
- dlamda
- q2
- indx
- ctot
- w
- s
- info
- public abstract void slaed4(int n, int i, float[] d, float[] z, float[] delta, float rho, org.netlib.util.floatW dlam, org.netlib.util.intW info)
.. Purpose ======= This subroutine computes the I-th updated eigenvalue of a symmetric rank-one modification to a diagonal matrix whose elements are given in the array d, and that D(i) < D(j) for i < j and that RHO > 0. This is arranged by the calling routine, and is no loss in generality. The rank-one modified system is thus diag( D ) + RHO * Z * Z_transpose. where we assume the Euclidean norm of Z is 1. The method consists of approximating the rational functions in the secular equation by simpler interpolating rational functions. Arguments ========= N (input) INTEGER The length of all arrays. I (input) INTEGER The index of the eigenvalue to be computed. 1 <= I <= N. D (input) REAL array, dimension (N) The original eigenvalues. It is assumed that they are in order, D(I) < D(J) for I < J. Z (input) REAL array, dimension (N) The components of the updating vector. DELTA (output) REAL array, dimension (N) If N .GT. 2, DELTA contains (D(j) - lambda_I) in its j-th component. If N = 1, then DELTA(1) = 1. If N = 2, see SLAED5 for detail. The vector DELTA contains the information necessar to construct the eigenvectors by SLAED3 and SLAED9. RHO (input) REAL The scalar in the symmetric updating formula. DLAM (output) REAL The computed lambda_I, the I-th updated eigenvalue. INFO (output) INTEGER = 0: successful exit > 0: if INFO = 1, the updating process failed. Internal Parameters =================== Logical variable ORGATI (origin-at-i?) is used for distinguishing whether D(i) or D(i+1) is treated as the origin. ORGATI = .true. origin at i ORGATI = .false. origin at i+1 Logical variable SWTCH3 (switch-for-3-poles?) is for noting if we are working with THREE poles! MAXIT is the maximum number of iterations allowed for each eigenvalue. Further Details =============== Based on contributions by Ren-Cang Li, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
n
- i
- d
- z
- delta
- rho
- dlam
- info
- public abstract void slaed5(int i, float[] d, float[] z, float[] delta, float rho, org.netlib.util.floatW dlam)
.. Purpose ======= This subroutine computes the I-th eigenvalue of a symmetric rank-one modification of a 2-by-2 diagonal matrix diag( D ) + RHO * Z * transpose(Z) . The diagonal elements in the array D are assumed to satisfy D(i) < D(j) for i < j . We also assume RHO > 0 and that the Euclidean norm of the vector Z is one. Arguments ========= I (input) INTEGER The index of the eigenvalue to be computed. I = 1 or I = 2. D (input) REAL array, dimension (2) The original eigenvalues. We assume D(1) < D(2). Z (input) REAL array, dimension (2) The components of the updating vector. DELTA (output) REAL array, dimension (2) The vector DELTA contains the information necessary to construct the eigenvectors. RHO (input) REAL The scalar in the symmetric updating formula. DLAM (output) REAL The computed lambda_I, the I-th updated eigenvalue. Further Details =============== Based on contributions by Ren-Cang Li, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
i
- d
- z
- delta
- rho
- dlam
- public abstract void slaed6(int kniter, boolean orgati, float rho, float[] d, float[] z, float finit, org.netlib.util.floatW tau, org.netlib.util.intW info)
.. Purpose ======= SLAED6 computes the positive or negative root (closest to the origin) of z(1) z(2) z(3) f(x) = rho + --------- + ---------- + --------- d(1)-x d(2)-x d(3)-x It is assumed that if ORGATI = .true. the root is between d(2) and d(3); otherwise it is between d(1) and d(2) This routine will be called by SLAED4 when necessary. In most cases, the root sought is the smallest in magnitude, though it might not be in some extremely rare situations. Arguments ========= KNITER (input) INTEGER Refer to SLAED4 for its significance. ORGATI (input) LOGICAL If ORGATI is true, the needed root is between d(2) and d(3); otherwise it is between d(1) and d(2). See SLAED4 for further details. RHO (input) REAL Refer to the equation f(x) above. D (input) REAL array, dimension (3) D satisfies d(1) < d(2) < d(3). Z (input) REAL array, dimension (3) Each of the elements in z must be positive. FINIT (input) REAL The value of f at 0. It is more accurate than the one evaluated inside this routine (if someone wants to do so). TAU (output) REAL The root of the equation f(x). INFO (output) INTEGER = 0: successful exit > 0: if INFO = 1, failure to converge Further Details =============== 30/06/99: Based on contributions by Ren-Cang Li, Computer Science Division, University of California at Berkeley, USA 10/02/03: This version has a few statements commented out for thread (machine parameters are computed on each entry). SJH. 05/10/06: Modified from a new version of Ren-Cang Li, use Gragg-Thornton-Warner cubic convergent scheme for better stability ===================================================================== .. Parameters ..
kniter
- orgati
- rho
- d
- z
- finit
- tau
- info
- public abstract void slaed7(int icompq, int n, int qsiz, int tlvls, int curlvl, int curpbm, float[] d, float[] q, int ldq, int[] indxq, org.netlib.util.floatW rho, int cutpnt, float[] qstore, int[] qptr, int[] prmptr, int[] perm, int[] givptr, int[] givcol, float[] givnum, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SLAED7 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 symmetric matrix that has been reduced to tridiagonal form. SLAED1 handles the case in which all eigenvalues and eigenvectors of a symmetric tridiagonal matrix are desired. 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 SLAED8. 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 SLAED9). 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 ========= ICOMPQ (input) INTEGER = 0: Compute eigenvalues only. = 1: Compute eigenvectors of original dense symmetric matrix also. On entry, Q contains the orthogonal matrix used to reduce the original matrix to tridiagonal form. N (input) INTEGER The dimension of the symmetric tridiagonal matrix. N >= 0. QSIZ (input) INTEGER The dimension of the orthogonal matrix used to reduce the full matrix to tridiagonal form. QSIZ >= N if ICOMPQ = 1. 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) REAL 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). INDXQ (output) INTEGER array, dimension (N) The permutation which will reintegrate the subproblem just solved back into sorted order, i.e., D( INDXQ( I = 1, N ) ) will be in ascending order. RHO (input) REAL The subdiagonal element used to create the rank-1 modification. CUTPNT (input) INTEGER Contains the location of the last eigenvalue in the leading sub-matrix. min(1,N) <= CUTPNT <= 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. WORK (workspace) REAL array, dimension (3*N+QSIZ*N) IWORK (workspace) INTEGER 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 = 1, an eigenvalue did not converge Further Details =============== Based on contributions by Jeff Rutter, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
icompq
- n
- qsiz
- tlvls
- curlvl
- curpbm
- d
- q
- ldq
- indxq
- rho
- cutpnt
- qstore
- qptr
- prmptr
- perm
- givptr
- givcol
- givnum
- work
- iwork
- info
- public abstract void slaed8(int icompq, org.netlib.util.intW k, int n, int qsiz, float[] d, float[] q, int ldq, int[] indxq, org.netlib.util.floatW rho, int cutpnt, float[] z, float[] dlamda, float[] q2, int ldq2, float[] w, int[] perm, org.netlib.util.intW givptr, int[] givcol, float[] givnum, int[] indxp, int[] indx, org.netlib.util.intW info)
.. Purpose ======= SLAED8 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 ========= ICOMPQ (input) INTEGER = 0: Compute eigenvalues only. = 1: Compute eigenvectors of original dense symmetric matrix also. On entry, Q contains the orthogonal matrix used to reduce the original matrix to tridiagonal form. K (output) INTEGER The number of non-deflated eigenvalues, and 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 orthogonal matrix used to reduce the full matrix to tridiagonal form. QSIZ >= N if ICOMPQ = 1. D (input/output) REAL array, dimension (N) On entry, the eigenvalues of the two submatrices to be combined. On exit, the trailing (N-K) updated eigenvalues (those which were deflated) sorted into increasing order. Q (input/output) REAL array, dimension (LDQ,N) If ICOMPQ = 0, Q is not referenced. Otherwise, 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). INDXQ (input) INTEGER array, dimension (N) 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. RHO (input/output) REAL On entry, the off-diagonal element associated with the rank-1 cut which originally split the two submatrices which are now being recombined. On exit, RHO has been modified to the value required by SLAED3. CUTPNT (input) INTEGER The location of the last eigenvalue in the leading sub-matrix. min(1,N) <= CUTPNT <= N. Z (input) REAL array, dimension (N) On entry, Z contains the updating vector (the last row of the first sub-eigenvector matrix and the first row of the second sub-eigenvector matrix). On exit, the contents of Z are destroyed by the updating process. DLAMDA (output) REAL array, dimension (N) A copy of the first K eigenvalues which will be used by SLAED3 to form the secular equation. Q2 (output) REAL array, dimension (LDQ2,N) If ICOMPQ = 0, Q2 is not referenced. Otherwise, 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) The first k values of the final deflation-altered z-vector and will be passed to SLAED3. PERM (output) INTEGER array, dimension (N) The permutations (from deflation and sorting) to be applied to each eigenblock. GIVPTR (output) INTEGER 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. INDXP (workspace) INTEGER array, dimension (N) The permutation used to place deflated values of D at the end of the array. 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) The permutation used to sort the contents of D into ascending order. INFO (output) INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. Further Details =============== Based on contributions by Jeff Rutter, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
icompq
- k
- n
- qsiz
- d
- q
- ldq
- indxq
- rho
- cutpnt
- z
- dlamda
- q2
- ldq2
- w
- perm
- givptr
- givcol
- givnum
- indxp
- indx
- info
- public abstract void slaed9(int k, int kstart, int kstop, int n, float[] d, float[] q, int ldq, float rho, float[] dlamda, float[] w, float[] s, int lds, org.netlib.util.intW info)
.. Purpose ======= SLAED9 finds the roots of the secular equation, as defined by the values in D, Z, and RHO, between KSTART and KSTOP. It makes the appropriate calls to SLAED4 and then stores the new matrix of eigenvectors for use in calculating the next level of Z vectors. Arguments ========= K (input) INTEGER The number of terms in the rational function to be solved by SLAED4. K >= 0. KSTART (input) INTEGER KSTOP (input) INTEGER The updated eigenvalues Lambda(I), KSTART <= I <= KSTOP are to be computed. 1 <= KSTART <= KSTOP <= K. N (input) INTEGER The number of rows and columns in the Q matrix. N >= K (delation may result in N > K). D (output) REAL array, dimension (N) D(I) contains the updated eigenvalues for KSTART <= I <= KSTOP. Q (workspace) REAL array, dimension (LDQ,N) LDQ (input) INTEGER The leading dimension of the array Q. LDQ >= max( 1, N ). RHO (input) REAL The value of the parameter in the rank one update equation. RHO >= 0 required. DLAMDA (input) REAL array, dimension (K) The first K elements of this array contain the old roots of the deflated updating problem. These are the poles of the secular equation. W (input) REAL array, dimension (K) The first K elements of this array contain the components of the deflation-adjusted updating vector. S (output) REAL array, dimension (LDS, K) Will contain the eigenvectors of the repaired matrix which will be stored for subsequent Z vector calculation and multiplied by the previously accumulated eigenvectors to update the system. LDS (input) INTEGER The leading dimension of S. LDS >= max( 1, K ). 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 Further Details =============== Based on contributions by Jeff Rutter, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Local Scalars ..
k
- kstart
- kstop
- n
- d
- q
- ldq
- rho
- dlamda
- w
- s
- lds
- info
- public abstract void slaeda(int n, int tlvls, int curlvl, int curpbm, int[] prmptr, int[] perm, int[] givptr, int[] givcol, float[] givnum, float[] q, int[] qptr, float[] z, float[] ztemp, org.netlib.util.intW info)
.. Purpose ======= SLAEDA computes the Z vector corresponding to the merge step in the CURLVLth step of the merge process with TLVLS steps for the CURPBMth problem. Arguments ========= N (input) INTEGER The dimension of the symmetric tridiagonal matrix. N >= 0. 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). 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 incidentally 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. Q (input) REAL array, dimension (N**2) Contains the square eigenblocks from previous levels, the starting positions for blocks are given by QPTR. QPTR (input) INTEGER array, dimension (N+2) Contains a list of pointers which indicate where in Q an eigenblock is stored. SQRT( QPTR(i+1) - QPTR(i) ) indicates the size of the block. Z (output) REAL array, dimension (N) On output 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). ZTEMP (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 =============== Based on contributions by Jeff Rutter, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
n
- tlvls
- curlvl
- curpbm
- prmptr
- perm
- givptr
- givcol
- givnum
- q
- qptr
- z
- ztemp
- info
- public abstract void slaein(boolean rightv, boolean noinit, int n, float[] h, int ldh, float wr, float wi, float[] vr, float[] vi, float[] b, int ldb, float[] work, float eps3, float smlnum, float bignum, org.netlib.util.intW info)
.. Purpose ======= SLAEIN uses inverse iteration to find a right or left eigenvector corresponding to the eigenvalue (WR,WI) of a real 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 (VR,VI). = .FALSE.: initial vector supplied in (VR,VI). N (input) INTEGER The order of the matrix H. N >= 0. H (input) REAL array, dimension (LDH,N) The upper Hessenberg matrix H. LDH (input) INTEGER The leading dimension of the array H. LDH >= max(1,N). WR (input) REAL WI (input) REAL The real and imaginary parts of the eigenvalue of H whose corresponding right or left eigenvector is to be computed. VR (input/output) REAL array, dimension (N) VI (input/output) REAL array, dimension (N) On entry, if NOINIT = .FALSE. and WI = 0.0, VR must contain a real starting vector for inverse iteration using the real eigenvalue WR; if NOINIT = .FALSE. and WI.ne.0.0, VR and VI must contain the real and imaginary parts of a complex starting vector for inverse iteration using the complex eigenvalue (WR,WI); otherwise VR and VI need not be set. On exit, if WI = 0.0 (real eigenvalue), VR contains the computed real eigenvector; if WI.ne.0.0 (complex eigenvalue), VR and VI contain the real and imaginary parts of the computed complex eigenvector. The eigenvector is 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|. VI is not referenced if WI = 0.0. B (workspace) REAL array, dimension (LDB,N) LDB (input) INTEGER The leading dimension of the array B. LDB >= N+1. WORK (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. BIGNUM (input) REAL A machine-dependent value close to the overflow threshold. INFO (output) INTEGER = 0: successful exit = 1: inverse iteration did not converge; VR is set to the last iterate, and so is VI if WI.ne.0.0. ===================================================================== .. Parameters ..
rightv
- noinit
- n
- h
- ldh
- wr
- wi
- vr
- vi
- b
- ldb
- work
- eps3
- smlnum
- bignum
- info
- public abstract void slaev2(float a, float b, float c, org.netlib.util.floatW rt1, org.netlib.util.floatW rt2, org.netlib.util.floatW cs1, org.netlib.util.floatW sn1)
.. Purpose ======= SLAEV2 computes the eigendecomposition of a 2-by-2 symmetric matrix [ A B ] [ 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 SN1 ] [ A B ] [ CS1 -SN1 ] = [ RT1 0 ] [-SN1 CS1 ] [ B C ] [ SN1 CS1 ] [ 0 RT2 ]. Arguments ========= A (input) REAL The (1,1) element of the 2-by-2 matrix. B (input) REAL The (1,2) element and the conjugate of the (2,1) element of the 2-by-2 matrix. C (input) REAL 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) REAL 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 ..
a
- b
- c
- rt1
- rt2
- cs1
- sn1
- public abstract void slaexc(boolean wantq, int n, float[] t, int ldt, float[] q, int ldq, int j1, int n1, int n2, float[] work, org.netlib.util.intW info)
.. Purpose ======= SLAEXC swaps adjacent diagonal blocks T11 and T22 of order 1 or 2 in an upper quasi-triangular matrix T by an orthogonal similarity transformation. T must be in Schur canonical form, that is, block upper triangular with 1-by-1 and 2-by-2 diagonal blocks; each 2-by-2 diagonal block has its diagonal elemnts equal and its off-diagonal elements of opposite sign. Arguments ========= WANTQ (input) LOGICAL = .TRUE. : accumulate the transformation in the matrix Q; = .FALSE.: do not accumulate the transformation. N (input) INTEGER The order of the matrix T. N >= 0. T (input/output) REAL array, dimension (LDT,N) On entry, the upper quasi-triangular matrix T, in Schur canonical form. On exit, the updated matrix T, again in Schur canonical form. LDT (input) INTEGER The leading dimension of the array T. LDT >= max(1,N). Q (input/output) REAL array, dimension (LDQ,N) On entry, if WANTQ is .TRUE., the orthogonal matrix Q. On exit, if WANTQ is .TRUE., the updated matrix Q. If WANTQ is .FALSE., Q is not referenced. LDQ (input) INTEGER The leading dimension of the array Q. LDQ >= 1; and if WANTQ is .TRUE., LDQ >= N. J1 (input) INTEGER The index of the first row of the first block T11. N1 (input) INTEGER The order of the first block T11. N1 = 0, 1 or 2. N2 (input) INTEGER The order of the second block T22. N2 = 0, 1 or 2. WORK (workspace) REAL array, dimension (N) INFO (output) INTEGER = 0: successful exit = 1: the transformed matrix T would be too far from Schur form; the blocks are not swapped and T and Q are unchanged. ===================================================================== .. Parameters ..
wantq
- n
- t
- ldt
- q
- ldq
- j1
- n1
- n2
- work
- info
- public abstract void slag2(float[] a, int lda, float[] b, int ldb, float safmin, org.netlib.util.floatW scale1, org.netlib.util.floatW scale2, org.netlib.util.floatW wr1, org.netlib.util.floatW wr2, org.netlib.util.floatW wi)
.. Purpose ======= SLAG2 computes the eigenvalues of a 2 x 2 generalized eigenvalue problem A - w B, with scaling as necessary to avoid over-/underflow. The scaling factor "s" results in a modified eigenvalue equation s A - w B where s is a non-negative scaling factor chosen so that w, w B, and s A do not overflow and, if possible, do not underflow, either. Arguments ========= A (input) REAL array, dimension (LDA, 2) On entry, the 2 x 2 matrix A. It is assumed that its 1-norm is less than 1/SAFMIN. Entries less than sqrt(SAFMIN)*norm(A) are subject to being treated as zero. LDA (input) INTEGER The leading dimension of the array A. LDA >= 2. B (input) REAL array, dimension (LDB, 2) On entry, the 2 x 2 upper triangular matrix B. It is assumed that the one-norm of B is less than 1/SAFMIN. The diagonals should be at least sqrt(SAFMIN) times the largest element of B (in absolute value); if a diagonal is smaller than that, then +/- sqrt(SAFMIN) will be used instead of that diagonal. LDB (input) INTEGER The leading dimension of the array B. LDB >= 2. SAFMIN (input) REAL The smallest positive number s.t. 1/SAFMIN does not overflow. (This should always be SLAMCH('S') -- it is an argument in order to avoid having to call SLAMCH frequently.) SCALE1 (output) REAL A scaling factor used to avoid over-/underflow in the eigenvalue equation which defines the first eigenvalue. If the eigenvalues are complex, then the eigenvalues are ( WR1 +/- WI i ) / SCALE1 (which may lie outside the exponent range of the machine), SCALE1=SCALE2, and SCALE1 will always be positive. If the eigenvalues are real, then the first (real) eigenvalue is WR1 / SCALE1 , but this may overflow or underflow, and in fact, SCALE1 may be zero or less than the underflow threshhold if the exact eigenvalue is sufficiently large. SCALE2 (output) REAL A scaling factor used to avoid over-/underflow in the eigenvalue equation which defines the second eigenvalue. If the eigenvalues are complex, then SCALE2=SCALE1. If the eigenvalues are real, then the second (real) eigenvalue is WR2 / SCALE2 , but this may overflow or underflow, and in fact, SCALE2 may be zero or less than the underflow threshhold if the exact eigenvalue is sufficiently large. WR1 (output) REAL If the eigenvalue is real, then WR1 is SCALE1 times the eigenvalue closest to the (2,2) element of A B**(-1). If the eigenvalue is complex, then WR1=WR2 is SCALE1 times the real part of the eigenvalues. WR2 (output) REAL If the eigenvalue is real, then WR2 is SCALE2 times the other eigenvalue. If the eigenvalue is complex, then WR1=WR2 is SCALE1 times the real part of the eigenvalues. WI (output) REAL If the eigenvalue is real, then WI is zero. If the eigenvalue is complex, then WI is SCALE1 times the imaginary part of the eigenvalues. WI will always be non-negative. ===================================================================== .. Parameters ..
a
- lda
- b
- ldb
- safmin
- scale1
- scale2
- wr1
- wr2
- wi
- public void slag2d(int m, int n, float[] sa, int ldsa, double[] a, int lda, org.netlib.util.intW info)
.. Purpose ======= SLAG2D converts a SINGLE PRECISION matrix, SA, to a DOUBLE PRECISION matrix, A. Note that while it is possible to overflow while converting from double to single, it is not possible to overflow when converting from single to double. This is a helper routine so there is no argument checking. Arguments ========= M (input) INTEGER The number of lines of the matrix A. M >= 0. N (input) INTEGER The number of columns of the matrix A. N >= 0. SA (output) REAL array, dimension (LDSA,N) On exit, the M-by-N coefficient matrix SA. LDSA (input) INTEGER The leading dimension of the array SA. LDSA >= max(1,M). A (input) DOUBLE PRECISION array, dimension (LDA,N) On entry, the M-by-N coefficient matrix A. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M). INFO (output) INTEGER = 0: successful exit ========= .. Local Scalars ..
m
- n
- sa
- ldsa
- a
- lda
- info
- public abstract void slags2(boolean upper, float a1, float a2, float a3, float b1, float b2, float b3, org.netlib.util.floatW csu, org.netlib.util.floatW snu, org.netlib.util.floatW csv, org.netlib.util.floatW snv, org.netlib.util.floatW csq, org.netlib.util.floatW snq)
.. Purpose ======= SLAGS2 computes 2-by-2 orthogonal 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 ) The rows of the transformed A and B are parallel, where U = ( CSU SNU ), V = ( CSV SNV ), Q = ( CSQ SNQ ) ( -SNU CSU ) ( -SNV CSV ) ( -SNQ CSQ ) Z' denotes the transpose of Z. 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) REAL 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) REAL 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) REAL The desired orthogonal matrix U. CSV (output) REAL SNV (output) REAL The desired orthogonal matrix V. CSQ (output) REAL SNQ (output) REAL The desired orthogonal matrix Q. ===================================================================== .. Parameters ..
upper
- a1
- a2
- a3
- b1
- b2
- b3
- csu
- snu
- csv
- snv
- csq
- snq
- public abstract void slagtf(int n, float[] a, float lambda, float[] b, float[] c, float tol, float[] d, int[] in, org.netlib.util.intW info)
.. Purpose ======= SLAGTF factorizes the matrix (T - lambda*I), where T is an n by n tridiagonal matrix and lambda is a scalar, as T - lambda*I = PLU, where P is a permutation matrix, L is a unit lower tridiagonal matrix with at most one non-zero sub-diagonal elements per column and U is an upper triangular matrix with at most two non-zero super-diagonal elements per column. The factorization is obtained by Gaussian elimination with partial pivoting and implicit row scaling. The parameter LAMBDA is included in the routine so that SLAGTF may be used, in conjunction with SLAGTS, to obtain eigenvectors of T by inverse iteration. Arguments ========= N (input) INTEGER The order of the matrix T. A (input/output) REAL array, dimension (N) On entry, A must contain the diagonal elements of T. On exit, A is overwritten by the n diagonal elements of the upper triangular matrix U of the factorization of T. LAMBDA (input) REAL On entry, the scalar lambda. B (input/output) REAL array, dimension (N-1) On entry, B must contain the (n-1) super-diagonal elements of T. On exit, B is overwritten by the (n-1) super-diagonal elements of the matrix U of the factorization of T. C (input/output) REAL array, dimension (N-1) On entry, C must contain the (n-1) sub-diagonal elements of T. On exit, C is overwritten by the (n-1) sub-diagonal elements of the matrix L of the factorization of T. TOL (input) REAL On entry, a relative tolerance used to indicate whether or not the matrix (T - lambda*I) is nearly singular. TOL should normally be chose as approximately the largest relative error in the elements of T. For example, if the elements of T are correct to about 4 significant figures, then TOL should be set to about 5*10**(-4). If TOL is supplied as less than eps, where eps is the relative machine precision, then the value eps is used in place of TOL. D (output) REAL array, dimension (N-2) On exit, D is overwritten by the (n-2) second super-diagonal elements of the matrix U of the factorization of T. IN (output) INTEGER array, dimension (N) On exit, IN contains details of the permutation matrix P. If an interchange occurred at the kth step of the elimination, then IN(k) = 1, otherwise IN(k) = 0. The element IN(n) returns the smallest positive integer j such that abs( u(j,j) ).le. norm( (T - lambda*I)(j) )*TOL, where norm( A(j) ) denotes the sum of the absolute values of the jth row of the matrix A. If no such j exists then IN(n) is returned as zero. If IN(n) is returned as positive, then a diagonal element of U is small, indicating that (T - lambda*I) is singular or nearly singular, INFO (output) INTEGER = 0 : successful exit .lt. 0: if INFO = -k, the kth argument had an illegal value ===================================================================== .. Parameters ..
n
- a
- lambda
- b
- c
- tol
- d
- in
- info
- public abstract void slagtm(java.lang.String trans, int n, int nrhs, float alpha, float[] dl, float[] d, float[] du, float[] x, int ldx, float beta, float[] b, int ldb)
.. Purpose ======= SLAGTM 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*1 Specifies the operation applied to A. = 'N': No transpose, B := alpha * A * X + beta * B = 'T': Transpose, B := alpha * A'* X + beta * B = 'C': Conjugate transpose = 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 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) REAL array, dimension (N-1) The (n-1) sub-diagonal elements of T. D (input) REAL array, dimension (N) The diagonal elements of T. DU (input) REAL array, dimension (N-1) The (n-1) super-diagonal elements of T. X (input) REAL 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) REAL 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 ..
trans
- n
- nrhs
- alpha
- dl
- d
- du
- x
- ldx
- beta
- b
- ldb
- public abstract void slagts(int job, int n, float[] a, float[] b, float[] c, float[] d, int[] in, float[] y, org.netlib.util.floatW tol, org.netlib.util.intW info)
.. Purpose ======= SLAGTS may be used to solve one of the systems of equations (T - lambda*I)*x = y or (T - lambda*I)'*x = y, where T is an n by n tridiagonal matrix, for x, following the factorization of (T - lambda*I) as (T - lambda*I) = P*L*U , by routine SLAGTF. The choice of equation to be solved is controlled by the argument JOB, and in each case there is an option to perturb zero or very small diagonal elements of U, this option being intended for use in applications such as inverse iteration. Arguments ========= JOB (input) INTEGER Specifies the job to be performed by SLAGTS as follows: = 1: The equations (T - lambda*I)x = y are to be solved, but diagonal elements of U are not to be perturbed. = -1: The equations (T - lambda*I)x = y are to be solved and, if overflow would otherwise occur, the diagonal elements of U are to be perturbed. See argument TOL below. = 2: The equations (T - lambda*I)'x = y are to be solved, but diagonal elements of U are not to be perturbed. = -2: The equations (T - lambda*I)'x = y are to be solved and, if overflow would otherwise occur, the diagonal elements of U are to be perturbed. See argument TOL below. N (input) INTEGER The order of the matrix T. A (input) REAL array, dimension (N) On entry, A must contain the diagonal elements of U as returned from SLAGTF. B (input) REAL array, dimension (N-1) On entry, B must contain the first super-diagonal elements of U as returned from SLAGTF. C (input) REAL array, dimension (N-1) On entry, C must contain the sub-diagonal elements of L as returned from SLAGTF. D (input) REAL array, dimension (N-2) On entry, D must contain the second super-diagonal elements of U as returned from SLAGTF. IN (input) INTEGER array, dimension (N) On entry, IN must contain details of the matrix P as returned from SLAGTF. Y (input/output) REAL array, dimension (N) On entry, the right hand side vector y. On exit, Y is overwritten by the solution vector x. TOL (input/output) REAL On entry, with JOB .lt. 0, TOL should be the minimum perturbation to be made to very small diagonal elements of U. TOL should normally be chosen as about eps*norm(U), where eps is the relative machine precision, but if TOL is supplied as non-positive, then it is reset to eps*max( abs( u(i,j) ) ). If JOB .gt. 0 then TOL is not referenced. On exit, TOL is changed as described above, only if TOL is non-positive on entry. Otherwise TOL is unchanged. INFO (output) INTEGER = 0 : successful exit .lt. 0: if INFO = -i, the i-th argument had an illegal value .gt. 0: overflow would occur when computing the INFO(th) element of the solution vector x. This can only occur when JOB is supplied as positive and either means that a diagonal element of U is very small, or that the elements of the right-hand side vector y are very large. ===================================================================== .. Parameters ..
job
- n
- a
- b
- c
- d
- in
- y
- tol
- info
- public abstract void slagv2(float[] a, int lda, float[] b, int ldb, float[] alphar, float[] alphai, float[] beta, org.netlib.util.floatW csl, org.netlib.util.floatW snl, org.netlib.util.floatW csr, org.netlib.util.floatW snr)
.. Purpose ======= SLAGV2 computes the Generalized Schur factorization of a real 2-by-2 matrix pencil (A,B) where B is upper triangular. This routine computes orthogonal (rotation) matrices given by CSL, SNL and CSR, SNR such that 1) if the pencil (A,B) has two real eigenvalues (include 0/0 or 1/0 types), then [ a11 a12 ] := [ CSL SNL ] [ a11 a12 ] [ CSR -SNR ] [ 0 a22 ] [ -SNL CSL ] [ a21 a22 ] [ SNR CSR ] [ b11 b12 ] := [ CSL SNL ] [ b11 b12 ] [ CSR -SNR ] [ 0 b22 ] [ -SNL CSL ] [ 0 b22 ] [ SNR CSR ], 2) if the pencil (A,B) has a pair of complex conjugate eigenvalues, then [ a11 a12 ] := [ CSL SNL ] [ a11 a12 ] [ CSR -SNR ] [ a21 a22 ] [ -SNL CSL ] [ a21 a22 ] [ SNR CSR ] [ b11 0 ] := [ CSL SNL ] [ b11 b12 ] [ CSR -SNR ] [ 0 b22 ] [ -SNL CSL ] [ 0 b22 ] [ SNR CSR ] where b11 >= b22 > 0. Arguments ========= A (input/output) REAL array, dimension (LDA, 2) On entry, the 2 x 2 matrix A. On exit, A is overwritten by the ``A-part'' of the generalized Schur form. LDA (input) INTEGER THe leading dimension of the array A. LDA >= 2. B (input/output) REAL array, dimension (LDB, 2) On entry, the upper triangular 2 x 2 matrix B. On exit, B is overwritten by the ``B-part'' of the generalized Schur form. LDB (input) INTEGER THe leading dimension of the array B. LDB >= 2. ALPHAR (output) REAL array, dimension (2) ALPHAI (output) REAL array, dimension (2) BETA (output) REAL array, dimension (2) (ALPHAR(k)+i*ALPHAI(k))/BETA(k) are the eigenvalues of the pencil (A,B), k=1,2, i = sqrt(-1). Note that BETA(k) may be zero. CSL (output) REAL The cosine of the left rotation matrix. SNL (output) REAL The sine of the left rotation matrix. CSR (output) REAL The cosine of the right rotation matrix. SNR (output) REAL The sine of the right rotation matrix. Further Details =============== Based on contributions by Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA ===================================================================== .. Parameters ..
a
- lda
- b
- ldb
- alphar
- alphai
- beta
- csl
- snl
- csr
- snr
- public abstract void slahqr(boolean wantt, boolean wantz, int n, int ilo, int ihi, float[] h, int ldh, float[] wr, float[] wi, int iloz, int ihiz, float[] z, int ldz, org.netlib.util.intW info)
.. Purpose ======= SLAHQR is an auxiliary routine called by SHSEQR to update the eigenvalues and Schur decomposition already computed by SHSEQR, 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 quasi-triangular in rows and columns IHI+1:N, and that H(ILO,ILO-1) = 0 (unless ILO = 1). SLAHQR 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) REAL array, dimension (LDH,N) On entry, the upper Hessenberg matrix H. On exit, if INFO is zero and if WANTT is .TRUE., H is upper quasi-triangular in rows and columns ILO:IHI, with any 2-by-2 diagonal blocks in standard form. If INFO is zero and WANTT is .FALSE., the contents of H are unspecified on exit. The output state of H if INFO is nonzero is given below under the description of INFO. LDH (input) INTEGER The leading dimension of the array H. LDH >= max(1,N). WR (output) REAL array, dimension (N) WI (output) REAL array, dimension (N) The real and imaginary parts, respectively, of the computed eigenvalues ILO to IHI are stored in the corresponding elements of WR and WI. If two eigenvalues are computed as a complex conjugate pair, they are stored in consecutive elements of WR and WI, say the i-th and (i+1)th, with WI(i) > 0 and WI(i+1) < 0. If WANTT is .TRUE., the eigenvalues are stored in the same order as on the diagonal of the Schur form returned in H, with WR(i) = H(i,i), and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal block, WI(i) = sqrt(H(i+1,i)*H(i,i+1)) and WI(i+1) = -WI(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) REAL array, dimension (LDZ,N) If WANTZ is .TRUE., on entry Z must contain the current matrix Z of transformations accumulated by SHSEQR, 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 .GT. 0: If INFO = i, SLAHQR failed to compute all the eigenvalues ILO to IHI in a total of 30 iterations per eigenvalue; elements i+1:ihi of WR and WI contain those eigenvalues which have been successfully computed. If INFO .GT. 0 and WANTT is .FALSE., then on exit, the remaining unconverged eigenvalues are the eigenvalues of the upper Hessenberg matrix rows and columns ILO thorugh INFO of the final, output value of H. If INFO .GT. 0 and WANTT is .TRUE., then on exit (*) (initial value of H)*U = U*(final value of H) where U is an orthognal matrix. The final value of H is upper Hessenberg and triangular in rows and columns INFO+1 through IHI. If INFO .GT. 0 and WANTZ is .TRUE., then on exit (final value of Z) = (initial value of Z)*U where U is the orthogonal matrix in (*) (regardless of the value of WANTT.) Further Details =============== 02-96 Based on modifications by David Day, Sandia National Laboratory, USA 12-04 Further modifications by Ralph Byers, University of Kansas, USA This is a modified version of SLAHQR from LAPACK version 3.0. It is (1) more robust against overflow and underflow and (2) adopts the more conservative Ahues & Tisseur stopping criterion (LAWN 122, 1997). ========================================================= .. Parameters ..
wantt
- wantz
- n
- ilo
- ihi
- h
- ldh
- wr
- wi
- iloz
- ihiz
- z
- ldz
- info
- public void slahr2(int n, int k, int nb, float[] a, int lda, float[] tau, float[] t, int ldt, float[] y, int ldy)
.. Purpose ======= SLAHR2 reduces the first NB columns of A real general n-BY-(n-k+1) matrix A so that elements below the k-th subdiagonal are zero. The reduction is performed by an orthogonal 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 SGEHRD. 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. K < N. NB (input) INTEGER The number of columns to be reduced. A (input/output) REAL 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) REAL array, dimension (NB) The scalar factors of the elementary reflectors. See Further Details. T (output) REAL array, dimension (LDT,NB) The upper triangular matrix T. LDT (input) INTEGER The leading dimension of the array T. LDT >= NB. Y (output) REAL array, dimension (LDY,NB) The n-by-nb matrix Y. LDY (input) INTEGER The leading dimension of the array Y. LDY >= 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 real scalar, and v is a real 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 a a a a ) ( a a a a a ) ( a a 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). This file is a slight modification of LAPACK-3.0's SLAHRD incorporating improvements proposed by Quintana-Orti and Van de Gejin. Note that the entries of A(1:K,2:NB) differ from those returned by the original LAPACK routine. This function is not backward compatible with LAPACK3.0. ===================================================================== .. Parameters ..
n
- k
- nb
- a
- lda
- tau
- t
- ldt
- y
- ldy
- public abstract void slahrd(int n, int k, int nb, float[] a, int lda, float[] tau, float[] t, int ldt, float[] y, int ldy)
.. Purpose ======= SLAHRD reduces the first NB columns of a real general n-by-(n-k+1) matrix A so that elements below the k-th subdiagonal are zero. The reduction is performed by an orthogonal 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 OBSOLETE auxiliary routine. This routine will be 'deprecated' in a future release. Please use the new routine SLAHR2 instead. 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) REAL 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) REAL array, dimension (NB) The scalar factors of the elementary reflectors. See Further Details. T (output) REAL array, dimension (LDT,NB) The upper triangular matrix T. LDT (input) INTEGER The leading dimension of the array T. LDT >= NB. Y (output) REAL array, dimension (LDY,NB) The n-by-nb matrix Y. LDY (input) INTEGER The leading dimension of the array Y. LDY >= 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 real scalar, and v is a real 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 ..
n
- k
- nb
- a
- lda
- tau
- t
- ldt
- y
- ldy
- public abstract void slaic1(int job, int j, float[] x, float sest, float[] w, float gamma, org.netlib.util.floatW sestpr, org.netlib.util.floatW s, org.netlib.util.floatW c)
.. Purpose ======= SLAIC1 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 SLAIC1 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] * [ alpha ] [ gamma ] where alpha = 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) REAL array, dimension (J) The j-vector x. SEST (input) REAL Estimated singular value of j by j matrix L W (input) REAL array, dimension (J) The j-vector w. GAMMA (input) REAL The diagonal element gamma. SESTPR (output) REAL Estimated singular value of (j+1) by (j+1) matrix Lhat. S (output) REAL Sine needed in forming xhat. C (output) REAL Cosine needed in forming xhat. ===================================================================== .. Parameters ..
job
- j
- x
- sest
- w
- gamma
- sestpr
- s
- c
- public boolean slaisnan(float sin1, float sin2)
.. Purpose ======= This routine is not for general use. It exists solely to avoid over-optimization in SISNAN. SLAISNAN checks for NaNs by comparing its two arguments for inequality. NaN is the only floating-point value where NaN != NaN returns .TRUE. To check for NaNs, pass the same variable as both arguments. Strictly speaking, Fortran does not allow aliasing of function arguments. So a compiler must assume that the two arguments are not the same variable, and the test will not be optimized away. Interprocedural or whole-program optimization may delete this test. The ISNAN functions will be replaced by the correct Fortran 03 intrinsic once the intrinsic is widely available. Arguments ========= SIN1 (input) REAL SIN2 (input) REAL Two numbers to compare for inequality. ===================================================================== .. Executable Statements ..
sin1
- sin2
- public abstract void slaln2(boolean ltrans, int na, int nw, float smin, float ca, float[] a, int lda, float d1, float d2, float[] b, int ldb, float wr, float wi, float[] x, int ldx, org.netlib.util.floatW scale, org.netlib.util.floatW xnorm, org.netlib.util.intW info)
.. Purpose ======= SLALN2 solves a system of the form (ca A - w D ) X = s B or (ca A' - w D) X = s B with possible scaling ("s") and perturbation of A. (A' means A-transpose.) A is an NA x NA real matrix, ca is a real scalar, D is an NA x NA real diagonal matrix, w is a real or complex value, and X and B are NA x 1 matrices -- real if w is real, complex if w is complex. NA may be 1 or 2. If w is complex, X and B are represented as NA x 2 matrices, the first column of each being the real part and the second being the imaginary part. "s" is a scaling factor (.LE. 1), computed by SLALN2, which is so chosen that X can be computed without overflow. X is further scaled if necessary to assure that norm(ca A - w D)*norm(X) is less than overflow. If both singular values of (ca A - w D) are less than SMIN, SMIN*identity will be used instead of (ca A - w D). If only one singular value is less than SMIN, one element of (ca A - w D) will be perturbed enough to make the smallest singular value roughly SMIN. If both singular values are at least SMIN, (ca A - w D) will not be perturbed. In any case, the perturbation will be at most some small multiple of max( SMIN, ulp*norm(ca A - w D) ). The singular values are computed by infinity-norm approximations, and thus will only be correct to a factor of 2 or so. Note: all input quantities are assumed to be smaller than overflow by a reasonable factor. (See BIGNUM.) Arguments ========== LTRANS (input) LOGICAL =.TRUE.: A-transpose will be used. =.FALSE.: A will be used (not transposed.) NA (input) INTEGER The size of the matrix A. It may (only) be 1 or 2. NW (input) INTEGER 1 if "w" is real, 2 if "w" is complex. It may only be 1 or 2. SMIN (input) REAL The desired lower bound on the singular values of A. This should be a safe distance away from underflow or overflow, say, between (underflow/machine precision) and (machine precision * overflow ). (See BIGNUM and ULP.) CA (input) REAL The coefficient c, which A is multiplied by. A (input) REAL array, dimension (LDA,NA) The NA x NA matrix A. LDA (input) INTEGER The leading dimension of A. It must be at least NA. D1 (input) REAL The 1,1 element in the diagonal matrix D. D2 (input) REAL The 2,2 element in the diagonal matrix D. Not used if NW=1. B (input) REAL array, dimension (LDB,NW) The NA x NW matrix B (right-hand side). If NW=2 ("w" is complex), column 1 contains the real part of B and column 2 contains the imaginary part. LDB (input) INTEGER The leading dimension of B. It must be at least NA. WR (input) REAL The real part of the scalar "w". WI (input) REAL The imaginary part of the scalar "w". Not used if NW=1. X (output) REAL array, dimension (LDX,NW) The NA x NW matrix X (unknowns), as computed by SLALN2. If NW=2 ("w" is complex), on exit, column 1 will contain the real part of X and column 2 will contain the imaginary part. LDX (input) INTEGER The leading dimension of X. It must be at least NA. SCALE (output) REAL The scale factor that B must be multiplied by to insure that overflow does not occur when computing X. Thus, (ca A - w D) X will be SCALE*B, not B (ignoring perturbations of A.) It will be at most 1. XNORM (output) REAL The infinity-norm of X, when X is regarded as an NA x NW real matrix. INFO (output) INTEGER An error flag. It will be set to zero if no error occurs, a negative number if an argument is in error, or a positive number if ca A - w D had to be perturbed. The possible values are: = 0: No error occurred, and (ca A - w D) did not have to be perturbed. = 1: (ca A - w D) had to be perturbed to make its smallest (or only) singular value greater than SMIN. NOTE: In the interests of speed, this routine does not check the inputs for errors. ===================================================================== .. Parameters ..
ltrans
- na
- nw
- smin
- ca
- a
- lda
- d1
- d2
- b
- ldb
- wr
- wi
- x
- ldx
- scale
- xnorm
- info
- public abstract void slals0(int icompq, int nl, int nr, int sqre, int nrhs, float[] b, int ldb, float[] bx, int ldbx, int[] perm, int givptr, int[] givcol, int ldgcol, float[] givnum, int ldgnum, float[] poles, float[] difl, float[] difr, float[] z, int k, float c, float s, float[] work, org.netlib.util.intW info)
.. Purpose ======= SLALS0 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) REAL 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) REAL 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. WORK (workspace) REAL array, dimension ( K ) 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 ..
icompq
- nl
- nr
- sqre
- nrhs
- b
- ldb
- bx
- ldbx
- perm
- givptr
- givcol
- ldgcol
- givnum
- ldgnum
- poles
- difl
- difr
- z
- k
- c
- s
- work
- info
- public abstract void slalsa(int icompq, int smlsiz, int n, int nrhs, float[] b, int ldb, float[] bx, int ldbx, float[] u, int ldu, float[] vt, int[] k, float[] difl, float[] difr, float[] z, float[] poles, int[] givptr, int[] givcol, int ldgcol, int[] perm, float[] givnum, float[] c, float[] s, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SLALSA 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, SLALSA applies the inverse of the left singular vector matrix of an upper bidiagonal matrix to the right hand side; and if ICOMPQ = 1, SLALSA applies the right singular vector matrix to the right hand side. The singular vector matrices were generated in compact form by SLALSA. 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/output) REAL 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) REAL 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. WORK (workspace) REAL array. The dimension must be at least N. 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 ..
icompq
- smlsiz
- n
- nrhs
- b
- ldb
- bx
- ldbx
- u
- ldu
- vt
- k
- difl
- difr
- z
- poles
- givptr
- givcol
- ldgcol
- perm
- givnum
- c
- s
- work
- iwork
- info
- public abstract void slalsd(java.lang.String uplo, int smlsiz, int n, int nrhs, float[] d, float[] e, float[] b, int ldb, float rcond, org.netlib.util.intW rank, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SLALSD 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/output) REAL array, dimension (N-1) Contains the super-diagonal entries of the bidiagonal matrix. On exit, E has been destroyed. B (input/output) REAL 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) REAL array, dimension at least (9*N + 2*N*SMLSIZ + 8*N*NLVL + N*NRHS + (SMLSIZ+1)**2), where NLVL = max(0, INT(log_2 (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 ..
uplo
- smlsiz
- n
- nrhs
- d
- e
- b
- ldb
- rcond
- rank
- work
- iwork
- info
- public abstract void slamrg(int n1, int n2, float[] a, int strd1, int strd2, int[] index)
.. Purpose ======= SLAMRG will create a permutation list which will merge the elements of A (which is composed of two independently sorted sets) into a single set which is sorted in ascending order. Arguments ========= N1 (input) INTEGER N2 (input) INTEGER These arguements contain the respective lengths of the two sorted lists to be merged. A (input) REAL array, dimension (N1+N2) The first N1 elements of A contain a list of numbers which are sorted in either ascending or descending order. Likewise for the final N2 elements. STRD1 (input) INTEGER STRD2 (input) INTEGER These are the strides to be taken through the array A. Allowable strides are 1 and -1. They indicate whether a subset of A is sorted in ascending (STRDx = 1) or descending (STRDx = -1) order. INDEX (output) INTEGER array, dimension (N1+N2) On exit this array will contain a permutation such that if B( I ) = A( INDEX( I ) ) for I=1,N1+N2, then B will be sorted in ascending order. ===================================================================== .. Local Scalars ..
n1
- n2
- a
- strd1
- strd2
- index
- public int slaneg(int n, float[] d, float[] lld, float sigma, float pivmin, int r)
.. Purpose ======= SLANEG computes the Sturm count, the number of negative pivots encountered while factoring tridiagonal T - sigma I = L D L^T. This implementation works directly on the factors without forming the tridiagonal matrix T. The Sturm count is also the number of eigenvalues of T less than sigma. This routine is called from SLARRB. The current routine does not use the PIVMIN parameter but rather requires IEEE-754 propagation of Infinities and NaNs. This routine also has no input range restrictions but does require default exception handling such that x/0 produces Inf when x is non-zero, and Inf/Inf produces NaN. For more information, see: Marques, Riedy, and Voemel, "Benefits of IEEE-754 Features in Modern Symmetric Tridiagonal Eigensolvers," SIAM Journal on Scientific Computing, v28, n5, 2006. DOI 10.1137/050641624 (Tech report version in LAWN 172 with the same title.) Arguments ========= N (input) INTEGER The order of the matrix. D (input) REAL array, dimension (N) The N diagonal elements of the diagonal matrix D. LLD (input) REAL array, dimension (N-1) The (N-1) elements L(i)*L(i)*D(i). SIGMA (input) REAL Shift amount in T - sigma I = L D L^T. PIVMIN (input) REAL The minimum pivot in the Sturm sequence. May be used when zero pivots are encountered on non-IEEE-754 architectures. R (input) INTEGER The twist index for the twisted factorization that is used for the negcount. Further Details =============== Based on contributions by Osni Marques, LBNL/NERSC, USA Christof Voemel, University of California, Berkeley, USA Jason Riedy, University of California, Berkeley, USA ===================================================================== .. Parameters ..
n
- d
- lld
- sigma
- pivmin
- r
- public float slangb(java.lang.String norm, int n, int kl, int ku, float[] ab, int ldab, float[] work)
.. Purpose ======= SLANGB 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 =========== SLANGB returns the value SLANGB = ( 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 consistent matrix no Arguments ========= NORM (input) CHARACTER*1 Specifies the value to be returned in SLANGB as described above. N (input) INTEGER The order of the matrix A. N >= 0. When N = 0, SLANGB 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) REAL 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 (MAX(1,LWORK)), where LWORK >= N when NORM = 'I'; otherwise, WORK is not referenced. ===================================================================== .. Parameters ..
norm
- n
- kl
- ku
- ab
- ldab
- work
- public float slange(java.lang.String norm, int m, int n, float[] a, int lda, float[] work)
.. Purpose ======= SLANGE returns the value of the one norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a real matrix A. Description =========== SLANGE returns the value SLANGE = ( 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 consistent matrix no Arguments ========= NORM (input) CHARACTER*1 Specifies the value to be returned in SLANGE as described above. M (input) INTEGER The number of rows of the matrix A. M >= 0. When M = 0, SLANGE is set to zero. N (input) INTEGER The number of columns of the matrix A. N >= 0. When N = 0, SLANGE is set to zero. A (input) REAL 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 (MAX(1,LWORK)), where LWORK >= M when NORM = 'I'; otherwise, WORK is not referenced. ===================================================================== .. Parameters ..
norm
- m
- n
- a
- lda
- work
- public float slangt(java.lang.String norm, int n, float[] dl, float[] d, float[] du)
.. Purpose ======= SLANGT returns the value of the one norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a real tridiagonal matrix A. Description =========== SLANGT returns the value SLANGT = ( 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 consistent matrix no Arguments ========= NORM (input) CHARACTER*1 Specifies the value to be returned in SLANGT as described above. N (input) INTEGER The order of the matrix A. N >= 0. When N = 0, SLANGT is set to zero. DL (input) REAL array, dimension (N-1) The (n-1) sub-diagonal elements of A. D (input) REAL array, dimension (N) The diagonal elements of A. DU (input) REAL array, dimension (N-1) The (n-1) super-diagonal elements of A. ===================================================================== .. Parameters ..
norm
- n
- dl
- d
- du
- public float slanhs(java.lang.String norm, int n, float[] a, int lda, float[] work)
.. Purpose ======= SLANHS 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 =========== SLANHS returns the value SLANHS = ( 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 consistent matrix no Arguments ========= NORM (input) CHARACTER*1 Specifies the value to be returned in SLANHS as described above. N (input) INTEGER The order of the matrix A. N >= 0. When N = 0, SLANHS is set to zero. A (input) REAL 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 (MAX(1,LWORK)), where LWORK >= N when NORM = 'I'; otherwise, WORK is not referenced. ===================================================================== .. Parameters ..
norm
- n
- a
- lda
- work
- public float slansb(java.lang.String norm, java.lang.String uplo, int n, int k, float[] ab, int ldab, float[] work)
.. Purpose ======= SLANSB 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 =========== SLANSB returns the value SLANSB = ( 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 consistent matrix no Arguments ========= NORM (input) CHARACTER*1 Specifies the value to be returned in SLANSB 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, SLANSB is set to zero. K (input) INTEGER The number of super-diagonals or sub-diagonals of the band matrix A. K >= 0. AB (input) REAL 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 (MAX(1,LWORK)), where LWORK >= N when NORM = 'I' or '1' or 'O'; otherwise, WORK is not referenced. ===================================================================== .. Parameters ..
norm
- uplo
- n
- k
- ab
- ldab
- work
- public float slansp(java.lang.String norm, java.lang.String uplo, int n, float[] ap, float[] work)
.. Purpose ======= SLANSP returns the value of the one norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a real symmetric matrix A, supplied in packed form. Description =========== SLANSP returns the value SLANSP = ( 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 consistent matrix no Arguments ========= NORM (input) CHARACTER*1 Specifies the value to be returned in SLANSP 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, SLANSP is set to zero. AP (input) REAL 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 (MAX(1,LWORK)), where LWORK >= N when NORM = 'I' or '1' or 'O'; otherwise, WORK is not referenced. ===================================================================== .. Parameters ..
norm
- uplo
- n
- ap
- work
- public float slanst(java.lang.String norm, int n, float[] d, float[] e)
.. Purpose ======= SLANST returns the value of the one norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a real symmetric tridiagonal matrix A. Description =========== SLANST returns the value SLANST = ( 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 consistent matrix no Arguments ========= NORM (input) CHARACTER*1 Specifies the value to be returned in SLANST as described above. N (input) INTEGER The order of the matrix A. N >= 0. When N = 0, SLANST is set to zero. D (input) REAL array, dimension (N) The diagonal elements of A. E (input) REAL array, dimension (N-1) The (n-1) sub-diagonal or super-diagonal elements of A. ===================================================================== .. Parameters ..
norm
- n
- d
- e
- public float slansy(java.lang.String norm, java.lang.String uplo, int n, float[] a, int lda, float[] work)
.. Purpose ======= SLANSY returns the value of the one norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a real symmetric matrix A. Description =========== SLANSY returns the value SLANSY = ( 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 consistent matrix no Arguments ========= NORM (input) CHARACTER*1 Specifies the value to be returned in SLANSY 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, SLANSY is set to zero. A (input) REAL 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 (MAX(1,LWORK)), where LWORK >= N when NORM = 'I' or '1' or 'O'; otherwise, WORK is not referenced. ===================================================================== .. Parameters ..
norm
- uplo
- n
- a
- lda
- work
- public float slantb(java.lang.String norm, java.lang.String uplo, java.lang.String diag, int n, int k, float[] ab, int ldab, float[] work)
.. Purpose ======= SLANTB 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 =========== SLANTB returns the value SLANTB = ( 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 consistent matrix no Arguments ========= NORM (input) CHARACTER*1 Specifies the value to be returned in SLANTB 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, SLANTB 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) REAL 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 (MAX(1,LWORK)), where LWORK >= N when NORM = 'I'; otherwise, WORK is not referenced. ===================================================================== .. Parameters ..
norm
- uplo
- diag
- n
- k
- ab
- ldab
- work
- public float slantp(java.lang.String norm, java.lang.String uplo, java.lang.String diag, int n, float[] ap, float[] work)
.. Purpose ======= SLANTP 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 =========== SLANTP returns the value SLANTP = ( 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 consistent matrix no Arguments ========= NORM (input) CHARACTER*1 Specifies the value to be returned in SLANTP 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, SLANTP is set to zero. AP (input) REAL 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 (MAX(1,LWORK)), where LWORK >= N when NORM = 'I'; otherwise, WORK is not referenced. ===================================================================== .. Parameters ..
norm
- uplo
- diag
- n
- ap
- work
- public float slantr(java.lang.String norm, java.lang.String uplo, java.lang.String diag, int m, int n, float[] a, int lda, float[] work)
.. Purpose ======= SLANTR 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 =========== SLANTR returns the value SLANTR = ( 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 consistent matrix no Arguments ========= NORM (input) CHARACTER*1 Specifies the value to be returned in SLANTR 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, SLANTR 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, SLANTR is set to zero. A (input) REAL 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 (MAX(1,LWORK)), where LWORK >= M when NORM = 'I'; otherwise, WORK is not referenced. ===================================================================== .. Parameters ..
norm
- uplo
- diag
- m
- n
- a
- lda
- work
- public abstract void slanv2(org.netlib.util.floatW a, org.netlib.util.floatW b, org.netlib.util.floatW c, org.netlib.util.floatW d, org.netlib.util.floatW rt1r, org.netlib.util.floatW rt1i, org.netlib.util.floatW rt2r, org.netlib.util.floatW rt2i, org.netlib.util.floatW cs, org.netlib.util.floatW sn)
.. Purpose ======= SLANV2 computes the Schur factorization of a real 2-by-2 nonsymmetric matrix in standard form: [ A B ] = [ CS -SN ] [ AA BB ] [ CS SN ] [ C D ] [ SN CS ] [ CC DD ] [-SN CS ] where either 1) CC = 0 so that AA and DD are real eigenvalues of the matrix, or 2) AA = DD and BB*CC < 0, so that AA + or - sqrt(BB*CC) are complex conjugate eigenvalues. Arguments ========= A (input/output) REAL B (input/output) REAL C (input/output) REAL D (input/output) REAL On entry, the elements of the input matrix. On exit, they are overwritten by the elements of the standardised Schur form. RT1R (output) REAL RT1I (output) REAL RT2R (output) REAL RT2I (output) REAL The real and imaginary parts of the eigenvalues. If the eigenvalues are a complex conjugate pair, RT1I > 0. CS (output) REAL SN (output) REAL Parameters of the rotation matrix. Further Details =============== Modified by V. Sima, Research Institute for Informatics, Bucharest, Romania, to reduce the risk of cancellation errors, when computing real eigenvalues, and to ensure, if possible, that abs(RT1R) >= abs(RT2R). ===================================================================== .. Parameters ..
a
- b
- c
- d
- rt1r
- rt1i
- rt2r
- rt2i
- cs
- sn
- public abstract void slapll(int n, float[] x, int incx, float[] y, int incy, org.netlib.util.floatW ssmin)
.. 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) REAL 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) REAL 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 ..
n
- x
- incx
- y
- incy
- ssmin
- public abstract void slapmt(boolean forwrd, int m, int n, float[] x, int ldx, int[] k)
.. Purpose ======= SLAPMT 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) REAL 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/output) INTEGER array, dimension (N) On entry, K contains the permutation vector. K is used as internal workspace, but reset to its original value on output. ===================================================================== .. Local Scalars ..
forwrd
- m
- n
- x
- ldx
- k
- public float slapy2(float x, float y)
.. Purpose ======= SLAPY2 returns sqrt(x**2+y**2), taking care not to cause unnecessary overflow. Arguments ========= X (input) REAL Y (input) REAL X and Y specify the values x and y. ===================================================================== .. Parameters ..
x
- y
- public float slapy3(float x, float y, float z)
.. Purpose ======= SLAPY3 returns sqrt(x**2+y**2+z**2), taking care not to cause unnecessary overflow. Arguments ========= X (input) REAL Y (input) REAL Z (input) REAL X, Y and Z specify the values x, y and z. ===================================================================== .. Parameters ..
x
- y
- z
- public abstract void slaqgb(int m, int n, int kl, int ku, float[] ab, int ldab, float[] r, float[] c, float rowcnd, float colcnd, float amax, org.netlib.util.StringW equed)
.. Purpose ======= SLAQGB 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) REAL 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 (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 ..
m
- n
- kl
- ku
- ab
- ldab
- r
- c
- rowcnd
- colcnd
- amax
- equed
- public abstract void slaqge(int m, int n, float[] a, int lda, float[] r, float[] c, float rowcnd, float colcnd, float amax, org.netlib.util.StringW equed)
.. Purpose ======= SLAQGE equilibrates a general M by N matrix A using the row and column 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) REAL 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 ..
m
- n
- a
- lda
- r
- c
- rowcnd
- colcnd
- amax
- equed
- public abstract void slaqp2(int m, int n, int offset, float[] a, int lda, int[] jpvt, float[] tau, float[] vn1, float[] vn2, float[] work)
.. Purpose ======= SLAQP2 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) REAL 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) REAL 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) REAL 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 Partial column norm updating strategy modified by Z. Drmac and Z. Bujanovic, Dept. of Mathematics, University of Zagreb, Croatia. June 2006. For more details see LAPACK Working Note 176. ===================================================================== .. Parameters ..
m
- n
- offset
- a
- lda
- jpvt
- tau
- vn1
- vn2
- work
- public abstract void slaqps(int m, int n, int offset, int nb, org.netlib.util.intW kb, float[] a, int lda, int[] jpvt, float[] tau, float[] vn1, float[] vn2, float[] auxv, float[] f, int ldf)
.. Purpose ======= SLAQPS computes a step of QR factorization with column pivoting of a real 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) REAL 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) REAL 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) REAL array, dimension (NB) Auxiliar vector. F (input/output) REAL 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 Partial column norm updating strategy modified by Z. Drmac and Z. Bujanovic, Dept. of Mathematics, University of Zagreb, Croatia. June 2006. For more details see LAPACK Working Note 176. ===================================================================== .. Parameters ..
m
- n
- offset
- nb
- kb
- a
- lda
- jpvt
- tau
- vn1
- vn2
- auxv
- f
- ldf
- public void slaqr0(boolean wantt, boolean wantz, int n, int ilo, int ihi, float[] h, int ldh, float[] wr, float[] wi, int iloz, int ihiz, float[] z, int ldz, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SLAQR0 computes the eigenvalues of a Hessenberg matrix H and, optionally, the matrices T and Z from the Schur decomposition H = Z T Z**T, where T is an upper quasi-triangular matrix (the Schur form), and Z is the orthogonal matrix of Schur vectors. Optionally Z may be postmultiplied into an input orthogonal 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 orthogonal matrix Q: A = Q*H*Q**T = (QZ)*T*(QZ)**T. 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 .GE. 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 and, if ILO.GT.1, H(ILO,ILO-1) is zero. ILO and IHI are normally set by a previous call to SGEBAL, and then passed to SGEHRD when the matrix output by SGEBAL is reduced to Hessenberg form. Otherwise, ILO and IHI should be set to 1 and N, respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N. If N = 0, then ILO = 1 and IHI = 0. H (input/output) REAL array, dimension (LDH,N) On entry, the upper Hessenberg matrix H. On exit, if INFO = 0 and WANTT is .TRUE., then H contains the upper quasi-triangular matrix T from the Schur decomposition (the Schur form); 2-by-2 diagonal blocks (corresponding to complex conjugate pairs of eigenvalues) are returned in standard form, with H(i,i) = H(i+1,i+1) and H(i+1,i)*H(i,i+1).LT.0. If INFO = 0 and WANTT is .FALSE., then the contents of H are unspecified on exit. (The output value of H when INFO.GT.0 is given under the description of INFO below.) This subroutine may explicitly set H(i,j) = 0 for i.GT.j and j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N. LDH (input) INTEGER The leading dimension of the array H. LDH .GE. max(1,N). WR (output) REAL array, dimension (IHI) WI (output) REAL array, dimension (IHI) The real and imaginary parts, respectively, of the computed eigenvalues of H(ILO:IHI,ILO:IHI) are stored WR(ILO:IHI) and WI(ILO:IHI). If two eigenvalues are computed as a complex conjugate pair, they are stored in consecutive elements of WR and WI, say the i-th and (i+1)th, with WI(i) .GT. 0 and WI(i+1) .LT. 0. If WANTT is .TRUE., then the eigenvalues are stored in the same order as on the diagonal of the Schur form returned in H, with WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal block, WI(i) = sqrt(-H(i+1,i)*H(i,i+1)) and WI(i+1) = -WI(i). ILOZ (input) INTEGER IHIZ (input) INTEGER Specify the rows of Z to which transformations must be applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. ILO; IHI .LE. IHIZ .LE. N. Z (input/output) REAL array, dimension (LDZ,IHI) If WANTZ is .FALSE., then Z is not referenced. If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the orthogonal Schur factor of H(ILO:IHI,ILO:IHI). (The output value of Z when INFO.GT.0 is given under the description of INFO below.) LDZ (input) INTEGER The leading dimension of the array Z. if WANTZ is .TRUE. then LDZ.GE.MAX(1,IHIZ). Otherwize, LDZ.GE.1. WORK (workspace/output) REAL array, dimension LWORK On exit, if LWORK = -1, WORK(1) returns an estimate of the optimal value for LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK .GE. max(1,N) is sufficient, but LWORK typically as large as 6*N may be required for optimal performance. A workspace query to determine the optimal workspace size is recommended. If LWORK = -1, then SLAQR0 does a workspace query. In this case, SLAQR0 checks the input parameters and estimates the optimal workspace size for the given values of N, ILO and IHI. The estimate is returned in WORK(1). No error message related to LWORK is issued by XERBLA. Neither H nor Z are accessed. INFO (output) INTEGER = 0: successful exit .GT. 0: if INFO = i, SLAQR0 failed to compute all of the eigenvalues. Elements 1:ilo-1 and i+1:n of WR and WI contain those eigenvalues which have been successfully computed. (Failures are rare.) If INFO .GT. 0 and WANT is .FALSE., then on exit, the remaining unconverged eigenvalues are the eigen- values of the upper Hessenberg matrix rows and columns ILO through INFO of the final, output value of H. If INFO .GT. 0 and WANTT is .TRUE., then on exit (*) (initial value of H)*U = U*(final value of H) where U is an orthogonal matrix. The final value of H is upper Hessenberg and quasi-triangular in rows and columns INFO+1 through IHI. If INFO .GT. 0 and WANTZ is .TRUE., then on exit (final value of Z(ILO:IHI,ILOZ:IHIZ) = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U where U is the orthogonal matrix in (*) (regard- less of the value of WANTT.) If INFO .GT. 0 and WANTZ is .FALSE., then Z is not accessed. ================================================================ Based on contributions by Karen Braman and Ralph Byers, Department of Mathematics, University of Kansas, USA ================================================================ References: K. Braman, R. Byers and R. Mathias, The Multi-Shift QR Algorithm Part I: Maintaining Well Focused Shifts, and Level 3 Performance, SIAM Journal of Matrix Analysis, volume 23, pages 929--947, 2002. K. Braman, R. Byers and R. Mathias, The Multi-Shift QR Algorithm Part II: Aggressive Early Deflation, SIAM Journal of Matrix Analysis, volume 23, pages 948--973, 2002. ================================================================ .. Parameters .. ==== Matrices of order NTINY or smaller must be processed by . SLAHQR because of insufficient subdiagonal scratch space. . (This is a hard limit.) ==== ==== Exceptional deflation windows: try to cure rare . slow convergence by increasing the size of the . deflation window after KEXNW iterations. ===== ==== Exceptional shifts: try to cure rare slow convergence . with ad-hoc exceptional shifts every KEXSH iterations. . The constants WILK1 and WILK2 are used to form the . exceptional shifts. ====
wantt
- wantz
- n
- ilo
- ihi
- h
- ldh
- wr
- wi
- iloz
- ihiz
- z
- ldz
- work
- lwork
- info
- public void slaqr1(int n, float[] h, int ldh, float sr1, float si1, float sr2, float si2, float[] v)
.. Given a 2-by-2 or 3-by-3 matrix H, SLAQR1 sets v to a scalar multiple of the first column of the product (*) K = (H - (sr1 + i*si1)*I)*(H - (sr2 + i*si2)*I) scaling to avoid overflows and most underflows. It is assumed that either 1) sr1 = sr2 and si1 = -si2 or 2) si1 = si2 = 0. This is useful for starting double implicit shift bulges in the QR algorithm. N (input) integer Order of the matrix H. N must be either 2 or 3. H (input) REAL array of dimension (LDH,N) The 2-by-2 or 3-by-3 matrix H in (*). LDH (input) integer The leading dimension of H as declared in the calling procedure. LDH.GE.N SR1 (input) REAL SI1 The shifts in (*). SR2 SI2 V (output) REAL array of dimension N A scalar multiple of the first column of the matrix K in (*). ================================================================ Based on contributions by Karen Braman and Ralph Byers, Department of Mathematics, University of Kansas, USA ================================================================ .. Parameters ..
n
- h
- ldh
- sr1
- si1
- sr2
- si2
- v
- public void slaqr2(boolean wantt, boolean wantz, int n, int ktop, int kbot, int nw, float[] h, int ldh, int iloz, int ihiz, float[] z, int ldz, org.netlib.util.intW ns, org.netlib.util.intW nd, float[] sr, float[] si, float[] v, int ldv, int nh, float[] t, int ldt, int nv, float[] wv, int ldwv, float[] work, int lwork)
.. This subroutine is identical to SLAQR3 except that it avoids recursion by calling SLAHQR instead of SLAQR4. Aggressive early deflation: This subroutine accepts as input an upper Hessenberg matrix H and performs an orthogonal similarity transformation designed to detect and deflate fully converged eigenvalues from a trailing principal submatrix. On output H has been over- written by a new Hessenberg matrix that is a perturbation of an orthogonal similarity transformation of H. It is to be hoped that the final version of H has many zero subdiagonal entries. WANTT (input) LOGICAL If .TRUE., then the Hessenberg matrix H is fully updated so that the quasi-triangular Schur factor may be computed (in cooperation with the calling subroutine). If .FALSE., then only enough of H is updated to preserve the eigenvalues. WANTZ (input) LOGICAL If .TRUE., then the orthogonal matrix Z is updated so so that the orthogonal Schur factor may be computed (in cooperation with the calling subroutine). If .FALSE., then Z is not referenced. N (input) INTEGER The order of the matrix H and (if WANTZ is .TRUE.) the order of the orthogonal matrix Z. KTOP (input) INTEGER It is assumed that either KTOP = 1 or H(KTOP,KTOP-1)=0. KBOT and KTOP together determine an isolated block along the diagonal of the Hessenberg matrix. KBOT (input) INTEGER It is assumed without a check that either KBOT = N or H(KBOT+1,KBOT)=0. KBOT and KTOP together determine an isolated block along the diagonal of the Hessenberg matrix. NW (input) INTEGER Deflation window size. 1 .LE. NW .LE. (KBOT-KTOP+1). H (input/output) REAL array, dimension (LDH,N) On input the initial N-by-N section of H stores the Hessenberg matrix undergoing aggressive early deflation. On output H has been transformed by an orthogonal similarity transformation, perturbed, and the returned to Hessenberg form that (it is to be hoped) has some zero subdiagonal entries. LDH (input) integer Leading dimension of H just as declared in the calling subroutine. N .LE. LDH ILOZ (input) INTEGER IHIZ (input) INTEGER Specify the rows of Z to which transformations must be applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. IHIZ .LE. N. Z (input/output) REAL array, dimension (LDZ,IHI) IF WANTZ is .TRUE., then on output, the orthogonal similarity transformation mentioned above has been accumulated into Z(ILOZ:IHIZ,ILO:IHI) from the right. If WANTZ is .FALSE., then Z is unreferenced. LDZ (input) integer The leading dimension of Z just as declared in the calling subroutine. 1 .LE. LDZ. NS (output) integer The number of unconverged (ie approximate) eigenvalues returned in SR and SI that may be used as shifts by the calling subroutine. ND (output) integer The number of converged eigenvalues uncovered by this subroutine. SR (output) REAL array, dimension KBOT SI (output) REAL array, dimension KBOT On output, the real and imaginary parts of approximate eigenvalues that may be used for shifts are stored in SR(KBOT-ND-NS+1) through SR(KBOT-ND) and SI(KBOT-ND-NS+1) through SI(KBOT-ND), respectively. The real and imaginary parts of converged eigenvalues are stored in SR(KBOT-ND+1) through SR(KBOT) and SI(KBOT-ND+1) through SI(KBOT), respectively. V (workspace) REAL array, dimension (LDV,NW) An NW-by-NW work array. LDV (input) integer scalar The leading dimension of V just as declared in the calling subroutine. NW .LE. LDV NH (input) integer scalar The number of columns of T. NH.GE.NW. T (workspace) REAL array, dimension (LDT,NW) LDT (input) integer The leading dimension of T just as declared in the calling subroutine. NW .LE. LDT NV (input) integer The number of rows of work array WV available for workspace. NV.GE.NW. WV (workspace) REAL array, dimension (LDWV,NW) LDWV (input) integer The leading dimension of W just as declared in the calling subroutine. NW .LE. LDV WORK (workspace) REAL array, dimension LWORK. On exit, WORK(1) is set to an estimate of the optimal value of LWORK for the given values of N, NW, KTOP and KBOT. LWORK (input) integer The dimension of the work array WORK. LWORK = 2*NW suffices, but greater efficiency may result from larger values of LWORK. If LWORK = -1, then a workspace query is assumed; SLAQR2 only estimates the optimal workspace size for the given values of N, NW, KTOP and KBOT. The estimate is returned in WORK(1). No error message related to LWORK is issued by XERBLA. Neither H nor Z are accessed. ================================================================ Based on contributions by Karen Braman and Ralph Byers, Department of Mathematics, University of Kansas, USA ================================================================== .. Parameters ..
wantt
- wantz
- n
- ktop
- kbot
- nw
- h
- ldh
- iloz
- ihiz
- z
- ldz
- ns
- nd
- sr
- si
- v
- ldv
- nh
- t
- ldt
- nv
- wv
- ldwv
- work
- lwork
- public void slaqr3(boolean wantt, boolean wantz, int n, int ktop, int kbot, int nw, float[] h, int ldh, int iloz, int ihiz, float[] z, int ldz, org.netlib.util.intW ns, org.netlib.util.intW nd, float[] sr, float[] si, float[] v, int ldv, int nh, float[] t, int ldt, int nv, float[] wv, int ldwv, float[] work, int lwork)
.. Aggressive early deflation: This subroutine accepts as input an upper Hessenberg matrix H and performs an orthogonal similarity transformation designed to detect and deflate fully converged eigenvalues from a trailing principal submatrix. On output H has been over- written by a new Hessenberg matrix that is a perturbation of an orthogonal similarity transformation of H. It is to be hoped that the final version of H has many zero subdiagonal entries. WANTT (input) LOGICAL If .TRUE., then the Hessenberg matrix H is fully updated so that the quasi-triangular Schur factor may be computed (in cooperation with the calling subroutine). If .FALSE., then only enough of H is updated to preserve the eigenvalues. WANTZ (input) LOGICAL If .TRUE., then the orthogonal matrix Z is updated so so that the orthogonal Schur factor may be computed (in cooperation with the calling subroutine). If .FALSE., then Z is not referenced. N (input) INTEGER The order of the matrix H and (if WANTZ is .TRUE.) the order of the orthogonal matrix Z. KTOP (input) INTEGER It is assumed that either KTOP = 1 or H(KTOP,KTOP-1)=0. KBOT and KTOP together determine an isolated block along the diagonal of the Hessenberg matrix. KBOT (input) INTEGER It is assumed without a check that either KBOT = N or H(KBOT+1,KBOT)=0. KBOT and KTOP together determine an isolated block along the diagonal of the Hessenberg matrix. NW (input) INTEGER Deflation window size. 1 .LE. NW .LE. (KBOT-KTOP+1). H (input/output) REAL array, dimension (LDH,N) On input the initial N-by-N section of H stores the Hessenberg matrix undergoing aggressive early deflation. On output H has been transformed by an orthogonal similarity transformation, perturbed, and the returned to Hessenberg form that (it is to be hoped) has some zero subdiagonal entries. LDH (input) integer Leading dimension of H just as declared in the calling subroutine. N .LE. LDH ILOZ (input) INTEGER IHIZ (input) INTEGER Specify the rows of Z to which transformations must be applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. IHIZ .LE. N. Z (input/output) REAL array, dimension (LDZ,IHI) IF WANTZ is .TRUE., then on output, the orthogonal similarity transformation mentioned above has been accumulated into Z(ILOZ:IHIZ,ILO:IHI) from the right. If WANTZ is .FALSE., then Z is unreferenced. LDZ (input) integer The leading dimension of Z just as declared in the calling subroutine. 1 .LE. LDZ. NS (output) integer The number of unconverged (ie approximate) eigenvalues returned in SR and SI that may be used as shifts by the calling subroutine. ND (output) integer The number of converged eigenvalues uncovered by this subroutine. SR (output) REAL array, dimension KBOT SI (output) REAL array, dimension KBOT On output, the real and imaginary parts of approximate eigenvalues that may be used for shifts are stored in SR(KBOT-ND-NS+1) through SR(KBOT-ND) and SI(KBOT-ND-NS+1) through SI(KBOT-ND), respectively. The real and imaginary parts of converged eigenvalues are stored in SR(KBOT-ND+1) through SR(KBOT) and SI(KBOT-ND+1) through SI(KBOT), respectively. V (workspace) REAL array, dimension (LDV,NW) An NW-by-NW work array. LDV (input) integer scalar The leading dimension of V just as declared in the calling subroutine. NW .LE. LDV NH (input) integer scalar The number of columns of T. NH.GE.NW. T (workspace) REAL array, dimension (LDT,NW) LDT (input) integer The leading dimension of T just as declared in the calling subroutine. NW .LE. LDT NV (input) integer The number of rows of work array WV available for workspace. NV.GE.NW. WV (workspace) REAL array, dimension (LDWV,NW) LDWV (input) integer The leading dimension of W just as declared in the calling subroutine. NW .LE. LDV WORK (workspace) REAL array, dimension LWORK. On exit, WORK(1) is set to an estimate of the optimal value of LWORK for the given values of N, NW, KTOP and KBOT. LWORK (input) integer The dimension of the work array WORK. LWORK = 2*NW suffices, but greater efficiency may result from larger values of LWORK. If LWORK = -1, then a workspace query is assumed; SLAQR3 only estimates the optimal workspace size for the given values of N, NW, KTOP and KBOT. The estimate is returned in WORK(1). No error message related to LWORK is issued by XERBLA. Neither H nor Z are accessed. ================================================================ Based on contributions by Karen Braman and Ralph Byers, Department of Mathematics, University of Kansas, USA ================================================================== .. Parameters ..
wantt
- wantz
- n
- ktop
- kbot
- nw
- h
- ldh
- iloz
- ihiz
- z
- ldz
- ns
- nd
- sr
- si
- v
- ldv
- nh
- t
- ldt
- nv
- wv
- ldwv
- work
- lwork
- public void slaqr4(boolean wantt, boolean wantz, int n, int ilo, int ihi, float[] h, int ldh, float[] wr, float[] wi, int iloz, int ihiz, float[] z, int ldz, float[] work, int lwork, org.netlib.util.intW info)
.. This subroutine implements one level of recursion for SLAQR0. It is a complete implementation of the small bulge multi-shift QR algorithm. It may be called by SLAQR0 and, for large enough deflation window size, it may be called by SLAQR3. This subroutine is identical to SLAQR0 except that it calls SLAQR2 instead of SLAQR3. Purpose ======= SLAQR4 computes the eigenvalues of a Hessenberg matrix H and, optionally, the matrices T and Z from the Schur decomposition H = Z T Z**T, where T is an upper quasi-triangular matrix (the Schur form), and Z is the orthogonal matrix of Schur vectors. Optionally Z may be postmultiplied into an input orthogonal 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 orthogonal matrix Q: A = Q*H*Q**T = (QZ)*T*(QZ)**T. 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 .GE. 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 and, if ILO.GT.1, H(ILO,ILO-1) is zero. ILO and IHI are normally set by a previous call to SGEBAL, and then passed to SGEHRD when the matrix output by SGEBAL is reduced to Hessenberg form. Otherwise, ILO and IHI should be set to 1 and N, respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N. If N = 0, then ILO = 1 and IHI = 0. H (input/output) REAL array, dimension (LDH,N) On entry, the upper Hessenberg matrix H. On exit, if INFO = 0 and WANTT is .TRUE., then H contains the upper quasi-triangular matrix T from the Schur decomposition (the Schur form); 2-by-2 diagonal blocks (corresponding to complex conjugate pairs of eigenvalues) are returned in standard form, with H(i,i) = H(i+1,i+1) and H(i+1,i)*H(i,i+1).LT.0. If INFO = 0 and WANTT is .FALSE., then the contents of H are unspecified on exit. (The output value of H when INFO.GT.0 is given under the description of INFO below.) This subroutine may explicitly set H(i,j) = 0 for i.GT.j and j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N. LDH (input) INTEGER The leading dimension of the array H. LDH .GE. max(1,N). WR (output) REAL array, dimension (IHI) WI (output) REAL array, dimension (IHI) The real and imaginary parts, respectively, of the computed eigenvalues of H(ILO:IHI,ILO:IHI) are stored WR(ILO:IHI) and WI(ILO:IHI). If two eigenvalues are computed as a complex conjugate pair, they are stored in consecutive elements of WR and WI, say the i-th and (i+1)th, with WI(i) .GT. 0 and WI(i+1) .LT. 0. If WANTT is .TRUE., then the eigenvalues are stored in the same order as on the diagonal of the Schur form returned in H, with WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal block, WI(i) = sqrt(-H(i+1,i)*H(i,i+1)) and WI(i+1) = -WI(i). ILOZ (input) INTEGER IHIZ (input) INTEGER Specify the rows of Z to which transformations must be applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. ILO; IHI .LE. IHIZ .LE. N. Z (input/output) REAL array, dimension (LDZ,IHI) If WANTZ is .FALSE., then Z is not referenced. If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the orthogonal Schur factor of H(ILO:IHI,ILO:IHI). (The output value of Z when INFO.GT.0 is given under the description of INFO below.) LDZ (input) INTEGER The leading dimension of the array Z. if WANTZ is .TRUE. then LDZ.GE.MAX(1,IHIZ). Otherwize, LDZ.GE.1. WORK (workspace/output) REAL array, dimension LWORK On exit, if LWORK = -1, WORK(1) returns an estimate of the optimal value for LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK .GE. max(1,N) is sufficient, but LWORK typically as large as 6*N may be required for optimal performance. A workspace query to determine the optimal workspace size is recommended. If LWORK = -1, then SLAQR4 does a workspace query. In this case, SLAQR4 checks the input parameters and estimates the optimal workspace size for the given values of N, ILO and IHI. The estimate is returned in WORK(1). No error message related to LWORK is issued by XERBLA. Neither H nor Z are accessed. INFO (output) INTEGER = 0: successful exit .GT. 0: if INFO = i, SLAQR4 failed to compute all of the eigenvalues. Elements 1:ilo-1 and i+1:n of WR and WI contain those eigenvalues which have been successfully computed. (Failures are rare.) If INFO .GT. 0 and WANT is .FALSE., then on exit, the remaining unconverged eigenvalues are the eigen- values of the upper Hessenberg matrix rows and columns ILO through INFO of the final, output value of H. If INFO .GT. 0 and WANTT is .TRUE., then on exit (*) (initial value of H)*U = U*(final value of H) where U is an orthogonal matrix. The final value of H is upper Hessenberg and quasi-triangular in rows and columns INFO+1 through IHI. If INFO .GT. 0 and WANTZ is .TRUE., then on exit (final value of Z(ILO:IHI,ILOZ:IHIZ) = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U where U is the orthogonal matrix in (*) (regard- less of the value of WANTT.) If INFO .GT. 0 and WANTZ is .FALSE., then Z is not accessed. ================================================================ Based on contributions by Karen Braman and Ralph Byers, Department of Mathematics, University of Kansas, USA ================================================================ References: K. Braman, R. Byers and R. Mathias, The Multi-Shift QR Algorithm Part I: Maintaining Well Focused Shifts, and Level 3 Performance, SIAM Journal of Matrix Analysis, volume 23, pages 929--947, 2002. K. Braman, R. Byers and R. Mathias, The Multi-Shift QR Algorithm Part II: Aggressive Early Deflation, SIAM Journal of Matrix Analysis, volume 23, pages 948--973, 2002. ================================================================ .. Parameters .. ==== Matrices of order NTINY or smaller must be processed by . SLAHQR because of insufficient subdiagonal scratch space. . (This is a hard limit.) ==== ==== Exceptional deflation windows: try to cure rare . slow convergence by increasing the size of the . deflation window after KEXNW iterations. ===== ==== Exceptional shifts: try to cure rare slow convergence . with ad-hoc exceptional shifts every KEXSH iterations. . The constants WILK1 and WILK2 are used to form the . exceptional shifts. ====
wantt
- wantz
- n
- ilo
- ihi
- h
- ldh
- wr
- wi
- iloz
- ihiz
- z
- ldz
- work
- lwork
- info
- public void slaqr5(boolean wantt, boolean wantz, int kacc22, int n, int ktop, int kbot, int nshfts, float[] sr, float[] si, float[] h, int ldh, int iloz, int ihiz, float[] z, int ldz, float[] v, int ldv, float[] u, int ldu, int nv, float[] wv, int ldwv, int nh, float[] wh, int ldwh)
.. This auxiliary subroutine called by SLAQR0 performs a single small-bulge multi-shift QR sweep. WANTT (input) logical scalar WANTT = .true. if the quasi-triangular Schur factor is being computed. WANTT is set to .false. otherwise. WANTZ (input) logical scalar WANTZ = .true. if the orthogonal Schur factor is being computed. WANTZ is set to .false. otherwise. KACC22 (input) integer with value 0, 1, or 2. Specifies the computation mode of far-from-diagonal orthogonal updates. = 0: SLAQR5 does not accumulate reflections and does not use matrix-matrix multiply to update far-from-diagonal matrix entries. = 1: SLAQR5 accumulates reflections and uses matrix-matrix multiply to update the far-from-diagonal matrix entries. = 2: SLAQR5 accumulates reflections, uses matrix-matrix multiply to update the far-from-diagonal matrix entries, and takes advantage of 2-by-2 block structure during matrix multiplies. N (input) integer scalar N is the order of the Hessenberg matrix H upon which this subroutine operates. KTOP (input) integer scalar KBOT (input) integer scalar These are the first and last rows and columns of an isolated diagonal block upon which the QR sweep is to be applied. It is assumed without a check that either KTOP = 1 or H(KTOP,KTOP-1) = 0 and either KBOT = N or H(KBOT+1,KBOT) = 0. NSHFTS (input) integer scalar NSHFTS gives the number of simultaneous shifts. NSHFTS must be positive and even. SR (input) REAL array of size (NSHFTS) SI (input) REAL array of size (NSHFTS) SR contains the real parts and SI contains the imaginary parts of the NSHFTS shifts of origin that define the multi-shift QR sweep. H (input/output) REAL array of size (LDH,N) On input H contains a Hessenberg matrix. On output a multi-shift QR sweep with shifts SR(J)+i*SI(J) is applied to the isolated diagonal block in rows and columns KTOP through KBOT. LDH (input) integer scalar LDH is the leading dimension of H just as declared in the calling procedure. LDH.GE.MAX(1,N). ILOZ (input) INTEGER IHIZ (input) INTEGER Specify the rows of Z to which transformations must be applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. IHIZ .LE. N Z (input/output) REAL array of size (LDZ,IHI) If WANTZ = .TRUE., then the QR Sweep orthogonal similarity transformation is accumulated into Z(ILOZ:IHIZ,ILO:IHI) from the right. If WANTZ = .FALSE., then Z is unreferenced. LDZ (input) integer scalar LDA is the leading dimension of Z just as declared in the calling procedure. LDZ.GE.N. V (workspace) REAL array of size (LDV,NSHFTS/2) LDV (input) integer scalar LDV is the leading dimension of V as declared in the calling procedure. LDV.GE.3. U (workspace) REAL array of size (LDU,3*NSHFTS-3) LDU (input) integer scalar LDU is the leading dimension of U just as declared in the in the calling subroutine. LDU.GE.3*NSHFTS-3. NH (input) integer scalar NH is the number of columns in array WH available for workspace. NH.GE.1. WH (workspace) REAL array of size (LDWH,NH) LDWH (input) integer scalar Leading dimension of WH just as declared in the calling procedure. LDWH.GE.3*NSHFTS-3. NV (input) integer scalar NV is the number of rows in WV agailable for workspace. NV.GE.1. WV (workspace) REAL array of size (LDWV,3*NSHFTS-3) LDWV (input) integer scalar LDWV is the leading dimension of WV as declared in the in the calling subroutine. LDWV.GE.NV. ================================================================ Based on contributions by Karen Braman and Ralph Byers, Department of Mathematics, University of Kansas, USA ============================================================ Reference: K. Braman, R. Byers and R. Mathias, The Multi-Shift QR Algorithm Part I: Maintaining Well Focused Shifts, and Level 3 Performance, SIAM Journal of Matrix Analysis, volume 23, pages 929--947, 2002. ============================================================ .. Parameters ..
wantt
- wantz
- kacc22
- n
- ktop
- kbot
- nshfts
- sr
- si
- h
- ldh
- iloz
- ihiz
- z
- ldz
- v
- ldv
- u
- ldu
- nv
- wv
- ldwv
- nh
- wh
- ldwh
- public abstract void slaqsb(java.lang.String uplo, int n, int kd, float[] ab, int ldab, float[] s, float scond, float amax, org.netlib.util.StringW equed)
.. Purpose ======= SLAQSB 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) REAL 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 (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 ..
uplo
- n
- kd
- ab
- ldab
- s
- scond
- amax
- equed
- public abstract void slaqsp(java.lang.String uplo, int n, float[] ap, float[] s, float scond, float amax, org.netlib.util.StringW equed)
.. Purpose ======= SLAQSP 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) REAL 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 ..
uplo
- n
- ap
- s
- scond
- amax
- equed
- public abstract void slaqsy(java.lang.String uplo, int n, float[] a, int lda, float[] s, float scond, float amax, org.netlib.util.StringW equed)
.. Purpose ======= SLAQSY 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) REAL 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 ..
uplo
- n
- a
- lda
- s
- scond
- amax
- equed
- public abstract void slaqtr(boolean ltran, boolean lreal, int n, float[] t, int ldt, float[] b, float w, org.netlib.util.floatW scale, float[] x, float[] work, org.netlib.util.intW info)
.. Purpose ======= SLAQTR solves the real quasi-triangular system op(T)*p = scale*c, if LREAL = .TRUE. or the complex quasi-triangular systems op(T + iB)*(p+iq) = scale*(c+id), if LREAL = .FALSE. in real arithmetic, where T is upper quasi-triangular. If LREAL = .FALSE., then the first diagonal block of T must be 1 by 1, B is the specially structured matrix B = [ b(1) b(2) ... b(n) ] [ w ] [ w ] [ . ] [ w ] op(A) = A or A', A' denotes the conjugate transpose of matrix A. On input, X = [ c ]. On output, X = [ p ]. [ d ] [ q ] This subroutine is designed for the condition number estimation in routine STRSNA. Arguments ========= LTRAN (input) LOGICAL On entry, LTRAN specifies the option of conjugate transpose: = .FALSE., op(T+i*B) = T+i*B, = .TRUE., op(T+i*B) = (T+i*B)'. LREAL (input) LOGICAL On entry, LREAL specifies the input matrix structure: = .FALSE., the input is complex = .TRUE., the input is real N (input) INTEGER On entry, N specifies the order of T+i*B. N >= 0. T (input) REAL array, dimension (LDT,N) On entry, T contains a matrix in Schur canonical form. If LREAL = .FALSE., then the first diagonal block of T must be 1 by 1. LDT (input) INTEGER The leading dimension of the matrix T. LDT >= max(1,N). B (input) REAL array, dimension (N) On entry, B contains the elements to form the matrix B as described above. If LREAL = .TRUE., B is not referenced. W (input) REAL On entry, W is the diagonal element of the matrix B. If LREAL = .TRUE., W is not referenced. SCALE (output) REAL On exit, SCALE is the scale factor. X (input/output) REAL array, dimension (2*N) On entry, X contains the right hand side of the system. On exit, X is overwritten by the solution. WORK (workspace) REAL array, dimension (N) INFO (output) INTEGER On exit, INFO is set to 0: successful exit. 1: the some diagonal 1 by 1 block has been perturbed by a small number SMIN to keep nonsingularity. 2: the some diagonal 2 by 2 block has been perturbed by a small number in SLALN2 to keep nonsingularity. NOTE: In the interests of speed, this routine does not check the inputs for errors. ===================================================================== .. Parameters ..
ltran
- lreal
- n
- t
- ldt
- b
- w
- scale
- x
- work
- info
- public void slar1v(int n, int b1, int bn, float lambda, float[] d, float[] l, float[] ld, float[] lld, float pivmin, float gaptol, float[] z, boolean wantnc, org.netlib.util.intW negcnt, org.netlib.util.floatW ztz, org.netlib.util.floatW mingma, org.netlib.util.intW r, int[] isuppz, org.netlib.util.floatW nrminv, org.netlib.util.floatW resid, org.netlib.util.floatW rqcorr, float[] work)
.. Purpose ======= SLAR1V 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. When sigma is close to an eigenvalue, the computed vector is an accurate eigenvector. Usually, r corresponds to the index where the eigenvector is largest in magnitude. 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. LAMBDA (input) REAL The shift. In order to compute an accurate eigenvector, LAMBDA 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). PIVMIN (input) REAL The minimum pivot in the Sturm sequence. GAPTOL (input) REAL Tolerance that indicates when eigenvector entries are neglig w.r.t. their contribution to the residual. Z (input/output) REAL array, dimension (N) On input, all entries of Z must be set to 0. On output, Z contains the (scaled) r-th column of the inverse. The scaling is such that Z(R) equals 1. WANTNC (input) LOGICAL Specifies whether NEGCNT has to be computed. NEGCNT (output) INTEGER If WANTNC is .TRUE. then NEGCNT = the number of pivots < piv in the matrix factorization L D L^T, and NEGCNT = -1 otherw ZTZ (output) REAL The square of the 2-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 The twist index for the twisted factorization used to compute Z. On input, 0 <= R <= N. If R is input as 0, R is set to the index where (L D L^T - sigma I)^{-1} is largest in magnitude. If 1 <= R <= N, R is unchanged. On output, R contains the twist index used to compute Z. Ideally, R designates the position of the maximum entry in t eigenvector. 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 ). NRMINV (output) REAL NRMINV = 1/SQRT( ZTZ ) RESID (output) REAL The residual of the FP vector. RESID = ABS( MINGMA )/SQRT( ZTZ ) RQCORR (output) REAL The Rayleigh Quotient correction to LAMBDA. RQCORR = MINGMA*TMP WORK (workspace) REAL array, dimension (4*N) Further Details =============== Based on contributions by Beresford Parlett, University of California, Berkeley, USA Jim Demmel, University of California, Berkeley, USA Inderjit Dhillon, University of Texas, Austin, USA Osni Marques, LBNL/NERSC, USA Christof Voemel, University of California, Berkeley, USA ===================================================================== .. Parameters ..
n
- b1
- bn
- lambda
- d
- l
- ld
- lld
- pivmin
- gaptol
- z
- wantnc
- negcnt
- ztz
- mingma
- r
- isuppz
- nrminv
- resid
- rqcorr
- work
- public abstract void slar2v(int n, float[] x, float[] y, float[] z, int incx, float[] c, float[] s, int incc)
.. Purpose ======= SLAR2V applies a vector of real plane rotations from both sides to a sequence of 2-by-2 real symmetric matrices, defined by the elements of the vectors x, y and z. For i = 1,2,...,n ( x(i) z(i) ) := ( c(i) s(i) ) ( x(i) z(i) ) ( c(i) -s(i) ) ( z(i) y(i) ) ( -s(i) c(i) ) ( z(i) y(i) ) ( s(i) c(i) ) Arguments ========= N (input) INTEGER The number of plane rotations to be applied. X (input/output) REAL array, dimension (1+(N-1)*INCX) The vector x. Y (input/output) REAL array, dimension (1+(N-1)*INCX) The vector y. Z (input/output) REAL 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) REAL 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 ..
n
- x
- y
- z
- incx
- c
- s
- incc
- public abstract void slarf(java.lang.String side, int m, int n, float[] v, int incv, float tau, float[] c, int Ldc, float[] work)
.. Purpose ======= SLARF applies a real elementary reflector H to a real 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 real scalar and v is a real vector. If tau = 0, then H is taken to be the unit matrix. 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) REAL 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) REAL The value tau in the representation of H. C (input/output) REAL 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) REAL array, dimension (N) if SIDE = 'L' or (M) if SIDE = 'R' ===================================================================== .. Parameters ..
side
- m
- n
- v
- incv
- tau
- c
- Ldc
- work
- public abstract void slarfb(java.lang.String side, java.lang.String trans, java.lang.String direct, java.lang.String storev, int m, int n, int k, float[] v, int ldv, float[] t, int ldt, float[] c, int Ldc, float[] work, int ldwork)
.. Purpose ======= SLARFB applies a real block reflector H or its transpose H' to a real 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) = 'T': apply H' (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) REAL 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) REAL 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) REAL 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. LDA >= max(1,M). WORK (workspace) REAL 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 ..
side
- trans
- direct
- storev
- m
- n
- k
- v
- ldv
- t
- ldt
- c
- Ldc
- work
- ldwork
- public abstract void slarfg(int n, org.netlib.util.floatW alpha, float[] x, int incx, org.netlib.util.floatW tau)
.. Purpose ======= SLARFG generates a real elementary reflector H of order n, such that H * ( alpha ) = ( beta ), H' * H = I. ( x ) ( 0 ) where alpha and beta are scalars, and x is an (n-1)-element real vector. H is represented in the form H = I - tau * ( 1 ) * ( 1 v' ) , ( v ) where tau is a real scalar and v is a real (n-1)-element vector. If the elements of x are all zero, then tau = 0 and H is taken to be the unit matrix. Otherwise 1 <= tau <= 2. Arguments ========= N (input) INTEGER The order of the elementary reflector. ALPHA (input/output) REAL On entry, the value alpha. On exit, it is overwritten with the value beta. X (input/output) REAL 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) REAL The value tau. ===================================================================== .. Parameters ..
n
- alpha
- x
- incx
- tau
- public abstract void slarft(java.lang.String direct, java.lang.String storev, int n, int k, float[] v, int ldv, float[] tau, float[] t, int ldt)
.. Purpose ======= SLARFT forms the triangular factor T of a real 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) REAL 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) REAL array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i). T (output) REAL 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 ..
direct
- storev
- n
- k
- v
- ldv
- tau
- t
- ldt
- public abstract void slarfx(java.lang.String side, int m, int n, float[] v, float tau, float[] c, int Ldc, float[] work)
.. Purpose ======= SLARFX applies a real elementary reflector H to a real 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 real scalar and v is a real 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) REAL array, dimension (M) if SIDE = 'L' or (N) if SIDE = 'R' The vector v in the representation of H. TAU (input) REAL The value tau in the representation of H. C (input/output) REAL 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 >= (1,M). WORK (workspace) REAL array, dimension (N) if SIDE = 'L' or (M) if SIDE = 'R' WORK is not referenced if H has order < 11. ===================================================================== .. Parameters ..
side
- m
- n
- v
- tau
- c
- Ldc
- work
- public abstract void slargv(int n, float[] x, int incx, float[] y, int incy, float[] c, int incc)
.. Purpose ======= SLARGV generates a vector of real plane rotations, determined by elements of the real vectors x and y. For i = 1,2,...,n ( c(i) s(i) ) ( x(i) ) = ( a(i) ) ( -s(i) c(i) ) ( y(i) ) = ( 0 ) Arguments ========= N (input) INTEGER The number of plane rotations to be generated. X (input/output) REAL array, dimension (1+(N-1)*INCX) On entry, the vector x. On exit, x(i) is overwritten by a(i), for i = 1,...,n. INCX (input) INTEGER The increment between elements of X. INCX > 0. Y (input/output) REAL 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. ===================================================================== .. Parameters ..
n
- x
- incx
- y
- incy
- c
- incc
- public abstract void slarnv(int idist, int[] iseed, int n, float[] x)
.. Purpose ======= SLARNV returns a vector of n random real numbers from a uniform or normal distribution. Arguments ========= IDIST (input) INTEGER Specifies the distribution of the random numbers: = 1: uniform (0,1) = 2: uniform (-1,1) = 3: normal (0,1) 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) REAL 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 ..
idist
- iseed
- n
- x
- public void slarra(int n, float[] d, float[] e, float[] e2, float spltol, float tnrm, org.netlib.util.intW nsplit, int[] isplit, org.netlib.util.intW info)
.. Purpose ======= Compute the splitting points with threshold SPLTOL. SLARRA sets any "small" off-diagonal elements to zero. Arguments ========= N (input) INTEGER The order of the matrix. N > 0. D (input) REAL array, dimension (N) On entry, the N diagonal elements of the tridiagonal matrix T. E (input/output) REAL array, dimension (N) On entry, the first (N-1) entries contain the subdiagonal elements of the tridiagonal matrix T; E(N) need not be set. On exit, the entries E( ISPLIT( I ) ), 1 <= I <= NSPLIT, are set to zero, the other entries of E are untouched. E2 (input/output) REAL array, dimension (N) On entry, the first (N-1) entries contain the SQUARES of the subdiagonal elements of the tridiagonal matrix T; E2(N) need not be set. On exit, the entries E2( ISPLIT( I ) ), 1 <= I <= NSPLIT, have been set to zero SPLTOL (input) REAL The threshold for splitting. Two criteria can be used: SPLTOL<0 : criterion based on absolute off-diagonal value SPLTOL>0 : criterion that preserves relative accuracy TNRM (input) REAL The norm of the matrix. NSPLIT (output) INTEGER The number of blocks T splits into. 1 <= NSPLIT <= N. ISPLIT (output) INTEGER array, dimension (N) The splitting points, at which T breaks up into blocks. The first block consists of rows/columns 1 to ISPLIT(1), the second of rows/columns ISPLIT(1)+1 through ISPLIT(2), etc., and the NSPLIT-th consists of rows/columns ISPLIT(NSPLIT-1)+1 through ISPLIT(NSPLIT)=N. INFO (output) INTEGER = 0: successful exit Further Details =============== Based on contributions by Beresford Parlett, University of California, Berkeley, USA Jim Demmel, University of California, Berkeley, USA Inderjit Dhillon, University of Texas, Austin, USA Osni Marques, LBNL/NERSC, USA Christof Voemel, University of California, Berkeley, USA ===================================================================== .. Parameters ..
n
- d
- e
- e2
- spltol
- tnrm
- nsplit
- isplit
- info
- public void slarrb(int n, float[] d, float[] lld, int ifirst, int ilast, float rtol1, float rtol2, int offset, float[] w, float[] wgap, float[] werr, float[] work, int[] iwork, float pivmin, float spdiam, int twist, org.netlib.util.intW info)
.. Purpose ======= Given the relatively robust representation(RRR) L D L^T, SLARRB does "limited" bisection to refine the eigenvalues of L D L^T, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ), to more accuracy. Initi guesses for these eigenvalues are input in W, the corresponding estim of the error in these guesses and their gaps are input in WERR and WGAP, respectively. During bisection, intervals [left, right] are maintained by storing their mid-points and semi-widths in the arrays W and WERR respectively. Arguments ========= N (input) INTEGER The order of the matrix. D (input) REAL array, dimension (N) The N diagonal elements of the diagonal matrix D. LLD (input) REAL array, dimension (N-1) The (N-1) elements L(i)*L(i)*D(i). IFIRST (input) INTEGER The index of the first eigenvalue to be computed. ILAST (input) INTEGER The index of the last eigenvalue to be computed. RTOL1 (input) REAL RTOL2 (input) REAL Tolerance for the convergence of the bisection intervals. An interval [LEFT,RIGHT] has converged if RIGHT-LEFT.LT.MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) where GAP is the (estimated) distance to the nearest eigenvalue. OFFSET (input) INTEGER Offset for the arrays W, WGAP and WERR, i.e., the IFIRST-OFFS through ILAST-OFFSET elements of these arrays are to be used. W (input/output) REAL array, dimension (N) On input, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ) are estimates of the eigenvalues of L D L^T indexed IFIRST throug ILAST. On output, these estimates are refined. WGAP (input/output) REAL array, dimension (N-1) On input, the (estimated) gaps between consecutive eigenvalues of L D L^T, i.e., WGAP(I-OFFSET) is the gap betwe eigenvalues I and I+1. Note that if IFIRST.EQ.ILAST then WGAP(IFIRST-OFFSET) must be set to ZERO. On output, these gaps are refined. WERR (input/output) REAL array, dimension (N) On input, WERR( IFIRST-OFFSET ) through WERR( ILAST-OFFSET ) the errors in the estimates of the corresponding elements in On output, these errors are refined. WORK (workspace) REAL array, dimension (2*N) Workspace. IWORK (workspace) INTEGER array, dimension (2*N) Workspace. PIVMIN (input) DOUBLE PRECISION The minimum pivot in the Sturm sequence. SPDIAM (input) DOUBLE PRECISION The spectral diameter of the matrix. TWIST (input) INTEGER The twist index for the twisted factorization that is used for the negcount. TWIST = N: Compute negcount from L D L^T - LAMBDA I = L+ D+ L TWIST = 1: Compute negcount from L D L^T - LAMBDA I = U- D- U TWIST = R: Compute negcount from L D L^T - LAMBDA I = N(r) D( INFO (output) INTEGER Error flag. Further Details =============== Based on contributions by Beresford Parlett, University of California, Berkeley, USA Jim Demmel, University of California, Berkeley, USA Inderjit Dhillon, University of Texas, Austin, USA Osni Marques, LBNL/NERSC, USA Christof Voemel, University of California, Berkeley, USA ===================================================================== .. Parameters ..
n
- d
- lld
- ifirst
- ilast
- rtol1
- rtol2
- offset
- w
- wgap
- werr
- work
- iwork
- pivmin
- spdiam
- twist
- info
- public void slarrc(java.lang.String jobt, int n, float vl, float vu, float[] d, float[] e, float pivmin, org.netlib.util.intW eigcnt, org.netlib.util.intW lcnt, org.netlib.util.intW rcnt, org.netlib.util.intW info)
.. Purpose ======= Find the number of eigenvalues of the symmetric tridiagonal matrix T that are in the interval (VL,VU] if JOBT = 'T', and of L D L^T if JOBT = 'L'. Arguments ========= JOBT (input) CHARACTER*1 = 'T': Compute Sturm count for matrix T. = 'L': Compute Sturm count for matrix L D L^T. N (input) INTEGER The order of the matrix. N > 0. VL (input) DOUBLE PRECISION VU (input) DOUBLE PRECISION The lower and upper bounds for the eigenvalues. D (input) DOUBLE PRECISION array, dimension (N) JOBT = 'T': The N diagonal elements of the tridiagonal matrix JOBT = 'L': The N diagonal elements of the diagonal matrix D. E (input) DOUBLE PRECISION array, dimension (N) JOBT = 'T': The N-1 offdiagonal elements of the matrix T. JOBT = 'L': The N-1 offdiagonal elements of the matrix L. PIVMIN (input) DOUBLE PRECISION The minimum pivot in the Sturm sequence for T. EIGCNT (output) INTEGER The number of eigenvalues of the symmetric tridiagonal matrix that are in the interval (VL,VU] LCNT (output) INTEGER RCNT (output) INTEGER The left and right negcounts of the interval. INFO (output) INTEGER Further Details =============== Based on contributions by Beresford Parlett, University of California, Berkeley, USA Jim Demmel, University of California, Berkeley, USA Inderjit Dhillon, University of Texas, Austin, USA Osni Marques, LBNL/NERSC, USA Christof Voemel, University of California, Berkeley, USA ===================================================================== .. Parameters ..
jobt
- n
- vl
- vu
- d
- e
- pivmin
- eigcnt
- lcnt
- rcnt
- info
- public void slarrd(java.lang.String range, java.lang.String order, int n, float vl, float vu, int il, int iu, float[] gers, float reltol, float[] d, float[] e, float[] e2, float pivmin, int nsplit, int[] isplit, org.netlib.util.intW m, float[] w, float[] werr, org.netlib.util.floatW wl, org.netlib.util.floatW wu, int[] iblock, int[] indexw, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SLARRD computes the eigenvalues of a symmetric tridiagonal matrix T to suitable accuracy. This is an auxiliary code to be called from SSTEMR. The user may ask for all eigenvalues, all eigenvalues in the half-open interval (VL, VU], or the IL-th through IU-th eigenvalues. To avoid overflow, the matrix must be scaled so that its largest element is no greater than overflow**(1/2) * underflow**(1/4) in absolute value, and for greatest accuracy, it should not be much smaller than that. See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal Matrix", Report CS41, Computer Science Dept., Stanford University, July 21, 1966. Arguments ========= RANGE (input) CHARACTER = 'A': ("All") all eigenvalues will be found. = 'V': ("Value") all eigenvalues in the half-open interval (VL, VU] will be found. = 'I': ("Index") the IL-th through IU-th eigenvalues (of the entire matrix) will be found. ORDER (input) CHARACTER = 'B': ("By Block") the eigenvalues will be grouped by split-off block (see IBLOCK, ISPLIT) and ordered from smallest to largest within the block. = 'E': ("Entire matrix") the eigenvalues for the entire matrix will be ordered from smallest to largest. N (input) INTEGER The order of the tridiagonal matrix T. N >= 0. VL (input) REAL VU (input) REAL If RANGE='V', the lower and upper bounds of the interval to be searched for eigenvalues. Eigenvalues less than or equal to VL, or greater than VU, will not be returned. 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'. GERS (input) REAL array, dimension (2*N) The N Gerschgorin intervals (the i-th Gerschgorin interval is (GERS(2*i-1), GERS(2*i)). RELTOL (input) REAL The minimum relative width of an interval. When an interval is narrower than RELTOL times the larger (in magnitude) endpoint, then it is considered to be sufficiently small, i.e., converged. Note: this should always be at least radix*machine epsilon. D (input) REAL array, dimension (N) The n diagonal elements of the tridiagonal matrix T. E (input) REAL array, dimension (N-1) The (n-1) off-diagonal elements of the tridiagonal matrix T. E2 (input) REAL array, dimension (N-1) The (n-1) squared off-diagonal elements of the tridiagonal ma PIVMIN (input) REAL The minimum pivot allowed in the Sturm sequence for T. NSPLIT (input) INTEGER The number of diagonal blocks in the matrix T. 1 <= NSPLIT <= N. 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., and the NSPLIT-th consists of rows/columns ISPLIT(NSPLIT-1)+1 through ISPLIT(NSPLIT)=N. (Only the first NSPLIT elements will actually be used, but since the user cannot know a priori what value NSPLIT will have, N words must be reserved for ISPLIT.) M (output) INTEGER The actual number of eigenvalues found. 0 <= M <= N. (See also the description of INFO=2,3.) W (output) REAL array, dimension (N) On exit, the first M elements of W will contain the eigenvalue approximations. SLARRD computes an interval I_j = (a_j, b_j] that includes eigenvalue j. The eigenvalue approximation is given as the interval midpoint W(j)= ( a_j + b_j)/2. The corresponding error is bounded by WERR(j) = abs( a_j - b_j)/2 WERR (output) REAL array, dimension (N) The error bound on the corresponding eigenvalue approximation in W. WL (output) REAL WU (output) REAL The interval (WL, WU] contains all the wanted eigenvalues. If RANGE='V', then WL=VL and WU=VU. If RANGE='A', then WL and WU are the global Gerschgorin bound on the spectrum. If RANGE='I', then WL and WU are computed by SLAEBZ from the index range specified. IBLOCK (output) INTEGER array, dimension (N) At each row/column j where E(j) is zero or small, the matrix T is considered to split into a block diagonal matrix. On exit, if INFO = 0, IBLOCK(i) specifies to which block (from 1 to the number of blocks) the eigenvalue W(i) belongs. (SLARRD may use the remaining N-M elements as workspace.) INDEXW (output) INTEGER array, dimension (N) The indices of the eigenvalues within each block (submatrix); for example, INDEXW(i)= j and IBLOCK(i)=k imply that the i-th eigenvalue W(i) is the j-th eigenvalue in block k. WORK (workspace) REAL array, dimension (4*N) IWORK (workspace) INTEGER array, dimension (3*N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: some or all of the eigenvalues failed to converge or were not computed: =1 or 3: Bisection failed to converge for some eigenvalues; these eigenvalues are flagged by a negative block number. The effect is that the eigenvalues may not be as accurate as the absolute and relative tolerances. This is generally caused by unexpectedly inaccurate arithmetic. =2 or 3: RANGE='I' only: Not all of the eigenvalues IL:IU were found. Effect: M < IU+1-IL Cause: non-monotonic arithmetic, causing the Sturm sequence to be non-monotonic. Cure: recalculate, using RANGE='A', and pick out eigenvalues IL:IU. In some cases, increasing the PARAMETER "FUDGE" may make things work. = 4: RANGE='I', and the Gershgorin interval initially used was too small. No eigenvalues were computed. Probable cause: your machine has sloppy floating-point arithmetic. Cure: Increase the PARAMETER "FUDGE", recompile, and try again. Internal Parameters =================== FUDGE REAL , default = 2 A "fudge factor" to widen the Gershgorin intervals. Ideally, a value of 1 should work, but on machines with sloppy arithmetic, this needs to be larger. The default for publicly released versions should be large enough to handle the worst machine around. Note that this has no effect on accuracy of the solution. Based on contributions by W. Kahan, University of California, Berkeley, USA Beresford Parlett, University of California, Berkeley, USA Jim Demmel, University of California, Berkeley, USA Inderjit Dhillon, University of Texas, Austin, USA Osni Marques, LBNL/NERSC, USA Christof Voemel, University of California, Berkeley, USA ===================================================================== .. Parameters ..
range
- order
- n
- vl
- vu
- il
- iu
- gers
- reltol
- d
- e
- e2
- pivmin
- nsplit
- isplit
- m
- w
- werr
- wl
- wu
- iblock
- indexw
- work
- iwork
- info
- public void slarre(java.lang.String range, int n, org.netlib.util.floatW vl, org.netlib.util.floatW vu, int il, int iu, float[] d, float[] e, float[] e2, float rtol1, float rtol2, float spltol, org.netlib.util.intW nsplit, int[] isplit, org.netlib.util.intW m, float[] w, float[] werr, float[] wgap, int[] iblock, int[] indexw, float[] gers, org.netlib.util.floatW pivmin, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= To find the desired eigenvalues of a given real symmetric tridiagonal matrix T, SLARRE sets any "small" off-diagonal elements to zero, and for each unreduced block T_i, it finds (a) a suitable shift at one end of the block's spectrum, (b) the base representation, T_i - sigma_i I = L_i D_i L_i^T, and (c) eigenvalues of each L_i D_i L_i^T. The representations and eigenvalues found are then used by SSTEMR to compute the eigenvectors of T. The accuracy varies depending on whether bisection is used to find a few eigenvalues or the dqds algorithm (subroutine SLASQ2) to conpute all and then discard any unwanted one. As an added benefit, SLARRE also outputs the n Gerschgorin intervals for the matrices L_i D_i L_i^T. Arguments ========= RANGE (input) CHARACTER = 'A': ("All") all eigenvalues will be found. = 'V': ("Value") all eigenvalues in the half-open interval (VL, VU] will be found. = 'I': ("Index") the IL-th through IU-th eigenvalues (of the entire matrix) will be found. N (input) INTEGER The order of the matrix. N > 0. VL (input/output) REAL VU (input/output) REAL If RANGE='V', the lower and upper bounds for the eigenvalues. Eigenvalues less than or equal to VL, or greater than VU, will not be returned. VL < VU. If RANGE='I' or ='A', SLARRE computes bounds on the desired part of the spectrum. 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. D (input/output) REAL array, dimension (N) On entry, the N diagonal elements of the tridiagonal matrix T. On exit, the N diagonal elements of the diagonal matrices D_i. E (input/output) REAL array, dimension (N) On entry, the first (N-1) entries contain the subdiagonal elements of the tridiagonal matrix T; E(N) need not be set. On exit, E contains the subdiagonal elements of the unit bidiagonal matrices L_i. The entries E( ISPLIT( I ) ), 1 <= I <= NSPLIT, contain the base points sigma_i on output. E2 (input/output) REAL array, dimension (N) On entry, the first (N-1) entries contain the SQUARES of the subdiagonal elements of the tridiagonal matrix T; E2(N) need not be set. On exit, the entries E2( ISPLIT( I ) ), 1 <= I <= NSPLIT, have been set to zero RTOL1 (input) REAL RTOL2 (input) REAL Parameters for bisection. An interval [LEFT,RIGHT] has converged if RIGHT-LEFT.LT.MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) SPLTOL (input) REAL The threshold for splitting. NSPLIT (output) INTEGER The number of blocks T splits into. 1 <= NSPLIT <= N. ISPLIT (output) INTEGER array, dimension (N) The splitting points, at which T breaks up into blocks. The first block consists of rows/columns 1 to ISPLIT(1), the second of rows/columns ISPLIT(1)+1 through ISPLIT(2), etc., and the NSPLIT-th consists of rows/columns ISPLIT(NSPLIT-1)+1 through ISPLIT(NSPLIT)=N. M (output) INTEGER The total number of eigenvalues (of all L_i D_i L_i^T) found. W (output) REAL array, dimension (N) The first M elements contain the eigenvalues. The eigenvalues of each of the blocks, L_i D_i L_i^T, are sorted in ascending order ( SLARRE may use the remaining N-M elements as workspace). WERR (output) REAL array, dimension (N) The error bound on the corresponding eigenvalue in W. WGAP (output) REAL array, dimension (N) The separation from the right neighbor eigenvalue in W. The gap is only with respect to the eigenvalues of the same b as each block has its own representation tree. Exception: at the right end of a block we store the left gap IBLOCK (output) INTEGER array, dimension (N) The indices of the blocks (submatrices) associated with the corresponding eigenvalues in W; IBLOCK(i)=1 if eigenvalue W(i) belongs to the first block from the top, =2 if W(i) belongs to the second block, etc. INDEXW (output) INTEGER array, dimension (N) The indices of the eigenvalues within each block (submatrix); for example, INDEXW(i)= 10 and IBLOCK(i)=2 imply that the i-th eigenvalue W(i) is the 10-th eigenvalue in block 2 GERS (output) REAL array, dimension (2*N) The N Gerschgorin intervals (the i-th Gerschgorin interval is (GERS(2*i-1), GERS(2*i)). PIVMIN (output) DOUBLE PRECISION The minimum pivot in the Sturm sequence for T. WORK (workspace) REAL array, dimension (6*N) Workspace. IWORK (workspace) INTEGER array, dimension (5*N) Workspace. INFO (output) INTEGER = 0: successful exit > 0: A problem occured in SLARRE. < 0: One of the called subroutines signaled an internal prob Needs inspection of the corresponding parameter IINFO for further information. =-1: Problem in SLARRD. = 2: No base representation could be found in MAXTRY iterati Increasing MAXTRY and recompilation might be a remedy. =-3: Problem in SLARRB when computing the refined root representation for SLASQ2. =-4: Problem in SLARRB when preforming bisection on the desired part of the spectrum. =-5: Problem in SLASQ2. =-6: Problem in SLASQ2. Further Details The base representations are required to suffer very little element growth and consequently define all their eigenvalues to high relative accuracy. =============== Based on contributions by Beresford Parlett, University of California, Berkeley, USA Jim Demmel, University of California, Berkeley, USA Inderjit Dhillon, University of Texas, Austin, USA Osni Marques, LBNL/NERSC, USA Christof Voemel, University of California, Berkeley, USA ===================================================================== .. Parameters ..
range
- n
- vl
- vu
- il
- iu
- d
- e
- e2
- rtol1
- rtol2
- spltol
- nsplit
- isplit
- m
- w
- werr
- wgap
- iblock
- indexw
- gers
- pivmin
- work
- iwork
- info
- public void slarrf(int n, float[] d, float[] l, float[] ld, int clstrt, int clend, float[] w, float[] wgap, float[] werr, float spdiam, float clgapl, float clgapr, float pivmin, org.netlib.util.floatW sigma, float[] dplus, float[] lplus, float[] work, org.netlib.util.intW info)
.. Purpose ======= Given the initial representation L D L^T and its cluster of close eigenvalues (in a relative measure), W( CLSTRT ), W( CLSTRT+1 ), ... W( CLEND ), SLARRF finds a new relatively robust representation L D L^T - SIGMA I = L(+) D(+) L(+)^T such that at least one of the eigenvalues of L(+) D(+) L(+)^T is relatively isolated. Arguments ========= N (input) INTEGER The order of the matrix (subblock, if the matrix splitted). D (input) REAL array, dimension (N) The N diagonal elements of the diagonal matrix D. L (input) REAL array, dimension (N-1) The (N-1) subdiagonal elements of the unit bidiagonal matrix L. LD (input) REAL array, dimension (N-1) The (N-1) elements L(i)*D(i). CLSTRT (input) INTEGER The index of the first eigenvalue in the cluster. CLEND (input) INTEGER The index of the last eigenvalue in the cluster. W (input) REAL array, dimension >= (CLEND-CLSTRT+1 The eigenvalue APPROXIMATIONS of L D L^T in ascending order. W( CLSTRT ) through W( CLEND ) form the cluster of relatively close eigenalues. WGAP (input/output) REAL array, dimension >= (CLEND-C The separation from the right neighbor eigenvalue in W. WERR (input) REAL array, dimension >= (CLEND-CLSTRT+1 WERR contain the semiwidth of the uncertainty interval of the corresponding eigenvalue APPROXIMATION in W SPDIAM (input) estimate of the spectral diameter obtained from the Gerschgorin intervals CLGAPL, CLGAPR (input) absolute gap on each end of the cluster. Set by the calling routine to protect against shifts too clos to eigenvalues outside the cluster. PIVMIN (input) DOUBLE PRECISION The minimum pivot allowed in the Sturm sequence. SIGMA (output) REAL The shift used to form L(+) D(+) L(+)^T. DPLUS (output) REAL array, dimension (N) The N diagonal elements of the diagonal matrix D(+). LPLUS (output) REAL array, dimension (N-1) The first (N-1) elements of LPLUS contain the subdiagonal elements of the unit bidiagonal matrix L(+). WORK (workspace) REAL array, dimension (2*N) Workspace. Further Details =============== Based on contributions by Beresford Parlett, University of California, Berkeley, USA Jim Demmel, University of California, Berkeley, USA Inderjit Dhillon, University of Texas, Austin, USA Osni Marques, LBNL/NERSC, USA Christof Voemel, University of California, Berkeley, USA ===================================================================== .. Parameters ..
n
- d
- l
- ld
- clstrt
- clend
- w
- wgap
- werr
- spdiam
- clgapl
- clgapr
- pivmin
- sigma
- dplus
- lplus
- work
- info
- public void slarrj(int n, float[] d, float[] e2, int ifirst, int ilast, float rtol, int offset, float[] w, float[] werr, float[] work, int[] iwork, float pivmin, float spdiam, org.netlib.util.intW info)
.. Purpose ======= Given the initial eigenvalue approximations of T, SLARRJ does bisection to refine the eigenvalues of T, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ), to more accuracy. Initi guesses for these eigenvalues are input in W, the corresponding estim of the error in these guesses in WERR. During bisection, intervals [left, right] are maintained by storing their mid-points and semi-widths in the arrays W and WERR respectively. Arguments ========= N (input) INTEGER The order of the matrix. D (input) REAL array, dimension (N) The N diagonal elements of T. E2 (input) REAL array, dimension (N-1) The Squares of the (N-1) subdiagonal elements of T. IFIRST (input) INTEGER The index of the first eigenvalue to be computed. ILAST (input) INTEGER The index of the last eigenvalue to be computed. RTOL (input) REAL Tolerance for the convergence of the bisection intervals. An interval [LEFT,RIGHT] has converged if RIGHT-LEFT.LT.RTOL*MAX(|LEFT|,|RIGHT|). OFFSET (input) INTEGER Offset for the arrays W and WERR, i.e., the IFIRST-OFFSET through ILAST-OFFSET elements of these arrays are to be used. W (input/output) REAL array, dimension (N) On input, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ) are estimates of the eigenvalues of L D L^T indexed IFIRST throug ILAST. On output, these estimates are refined. WERR (input/output) REAL array, dimension (N) On input, WERR( IFIRST-OFFSET ) through WERR( ILAST-OFFSET ) the errors in the estimates of the corresponding elements in On output, these errors are refined. WORK (workspace) REAL array, dimension (2*N) Workspace. IWORK (workspace) INTEGER array, dimension (2*N) Workspace. PIVMIN (input) DOUBLE PRECISION The minimum pivot in the Sturm sequence for T. SPDIAM (input) DOUBLE PRECISION The spectral diameter of T. INFO (output) INTEGER Error flag. Further Details =============== Based on contributions by Beresford Parlett, University of California, Berkeley, USA Jim Demmel, University of California, Berkeley, USA Inderjit Dhillon, University of Texas, Austin, USA Osni Marques, LBNL/NERSC, USA Christof Voemel, University of California, Berkeley, USA ===================================================================== .. Parameters ..
n
- d
- e2
- ifirst
- ilast
- rtol
- offset
- w
- werr
- work
- iwork
- pivmin
- spdiam
- info
- public void slarrk(int n, int iw, float gl, float gu, float[] d, float[] e2, float pivmin, float reltol, org.netlib.util.floatW w, org.netlib.util.floatW werr, org.netlib.util.intW info)
.. Purpose ======= SLARRK computes one eigenvalue of a symmetric tridiagonal matrix T to suitable accuracy. This is an auxiliary code to be called from SSTEMR. To avoid overflow, the matrix must be scaled so that its largest element is no greater than overflow**(1/2) * underflow**(1/4) in absolute value, and for greatest accuracy, it should not be much smaller than that. See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal Matrix", Report CS41, Computer Science Dept., Stanford University, July 21, 1966. Arguments ========= N (input) INTEGER The order of the tridiagonal matrix T. N >= 0. IW (input) INTEGER The index of the eigenvalues to be returned. GL (input) REAL GU (input) REAL An upper and a lower bound on the eigenvalue. D (input) REAL array, dimension (N) The n diagonal elements of the tridiagonal matrix T. E2 (input) REAL array, dimension (N-1) The (n-1) squared off-diagonal elements of the tridiagonal ma PIVMIN (input) REAL The minimum pivot allowed in the Sturm sequence for T. RELTOL (input) REAL The minimum relative width of an interval. When an interval is narrower than RELTOL times the larger (in magnitude) endpoint, then it is considered to be sufficiently small, i.e., converged. Note: this should always be at least radix*machine epsilon. W (output) REAL WERR (output) REAL The error bound on the corresponding eigenvalue approximation in W. INFO (output) INTEGER = 0: Eigenvalue converged = -1: Eigenvalue did NOT converge Internal Parameters =================== FUDGE REAL , default = 2 A "fudge factor" to widen the Gershgorin intervals. ===================================================================== .. Parameters ..
n
- iw
- gl
- gu
- d
- e2
- pivmin
- reltol
- w
- werr
- info
- public void slarrr(int n, float[] d, float[] e, org.netlib.util.intW info)
.. Purpose ======= Perform tests to decide whether the symmetric tridiagonal matrix T warrants expensive computations which guarantee high relative accurac in the eigenvalues. 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/output) REAL array, dimension (N) On entry, the first (N-1) entries contain the subdiagonal elements of the tridiagonal matrix T; E(N) is set to ZERO. INFO (output) INTEGER INFO = 0(default) : the matrix warrants computations preservi relative accuracy. INFO = 1 : the matrix warrants computations guarante only absolute accuracy. Further Details =============== Based on contributions by Beresford Parlett, University of California, Berkeley, USA Jim Demmel, University of California, Berkeley, USA Inderjit Dhillon, University of Texas, Austin, USA Osni Marques, LBNL/NERSC, USA Christof Voemel, University of California, Berkeley, USA ===================================================================== .. Parameters ..
n
- d
- e
- info
- public void slarrv(int n, float vl, float vu, float[] d, float[] l, float pivmin, int[] isplit, int m, int dol, int dou, float minrgp, org.netlib.util.floatW rtol1, org.netlib.util.floatW rtol2, float[] w, float[] werr, float[] wgap, int[] iblock, int[] indexw, float[] gers, float[] z, int ldz, int[] isuppz, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SLARRV computes the eigenvectors of the tridiagonal matrix T = L D L^T given L, D and APPROXIMATIONS to the eigenvalues of L D L The input eigenvalues should have been computed by SLARRE. Arguments ========= N (input) INTEGER The order of the matrix. N >= 0. VL (input) REAL VU (input) REAL Lower and upper bounds of the interval that contains the desi eigenvalues. VL < VU. Needed to compute gaps on the left or r end of the extremal eigenvalues in the desired RANGE. 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) On entry, the (N-1) subdiagonal elements of the unit bidiagonal matrix L are in elements 1 to N-1 of L (if the matrix is not splitted.) At the end of each block is stored the corresponding shift as given by SLARRE. On exit, L is overwritten. PIVMIN (in) DOUBLE PRECISION The minimum pivot allowed in the Sturm sequence. ISPLIT (input) INTEGER array, dimension (N) The splitting points, at which T breaks up into blocks. The first block consists of rows/columns 1 to ISPLIT( 1 ), the second of rows/columns ISPLIT( 1 )+1 through ISPLIT( 2 ), etc. M (input) INTEGER The total number of input eigenvalues. 0 <= M <= N. DOL (input) INTEGER DOU (input) INTEGER If the user wants to compute only selected eigenvectors from the eigenvalues supplied, he can specify an index range DOL:D Or else the setting DOL=1, DOU=M should be applied. Note that DOL and DOU refer to the order in which the eigenva are stored in W. If the user wants to compute only selected eigenpairs, then the columns DOL-1 to DOU+1 of the eigenvector space Z contain computed eigenvectors. All other columns of Z are set to zero MINRGP (input) REAL RTOL1 (input) REAL RTOL2 (input) REAL Parameters for bisection. An interval [LEFT,RIGHT] has converged if RIGHT-LEFT.LT.MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) W (input/output) REAL array, dimension (N) The first M elements of W contain the APPROXIMATE eigenvalues 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 ). Furthermore, they are with respect to the shift of the corresponding root representation for their block. On exit, W holds the eigenvalues of the UNshifted matrix. WERR (input/output) REAL array, dimension (N) The first M elements contain the semiwidth of the uncertainty interval of the corresponding eigenvalue in W WGAP (input/output) REAL array, dimension (N) The separation from the right neighbor eigenvalue in W. IBLOCK (input) INTEGER array, dimension (N) The indices of the blocks (submatrices) associated with the corresponding eigenvalues in W; IBLOCK(i)=1 if eigenvalue W(i) belongs to the first block from the top, =2 if W(i) belongs to the second block, etc. INDEXW (input) INTEGER array, dimension (N) The indices of the eigenvalues within each block (submatrix); for example, INDEXW(i)= 10 and IBLOCK(i)=2 imply that the i-th eigenvalue W(i) is the 10-th eigenvalue in the second bl GERS (input) REAL array, dimension (2*N) The N Gerschgorin intervals (the i-th Gerschgorin interval is (GERS(2*i-1), GERS(2*i)). The Gerschgorin intervals should be computed from the original UNshifted matrix. Z (output) REAL array, dimension (LDZ, max(1,M) ) If INFO = 0, the first M columns of Z contain the orthonormal eigenvectors of the matrix T corresponding to the input eigenvalues, with the i-th column of Z holding the eigenvector associated with W(i). Note: the user must ensure that at least max(1,M) columns are supplied in the array Z. 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 (12*N) IWORK (workspace) INTEGER array, dimension (7*N) INFO (output) INTEGER = 0: successful exit > 0: A problem occured in SLARRV. < 0: One of the called subroutines signaled an internal prob Needs inspection of the corresponding parameter IINFO for further information. =-1: Problem in SLARRB when refining a child's eigenvalues. =-2: Problem in SLARRF when computing the RRR of a child. When a child is inside a tight cluster, it can be diffi to find an RRR. A partial remedy from the user's point view is to make the parameter MINRGP smaller and recomp However, as the orthogonality of the computed vectors i proportional to 1/MINRGP, the user should be aware that he might be trading in precision when he decreases MINR =-3: Problem in SLARRB when refining a single eigenvalue after the Rayleigh correction was rejected. = 5: The Rayleigh Quotient Iteration failed to converge to full accuracy in MAXITR steps. Further Details =============== Based on contributions by Beresford Parlett, University of California, Berkeley, USA Jim Demmel, University of California, Berkeley, USA Inderjit Dhillon, University of Texas, Austin, USA Osni Marques, LBNL/NERSC, USA Christof Voemel, University of California, Berkeley, USA ===================================================================== .. Parameters ..
n
- vl
- vu
- d
- l
- pivmin
- isplit
- m
- dol
- dou
- minrgp
- rtol1
- rtol2
- w
- werr
- wgap
- iblock
- indexw
- gers
- z
- ldz
- isuppz
- work
- iwork
- info
- public abstract void slartg(float f, float g, org.netlib.util.floatW cs, org.netlib.util.floatW sn, org.netlib.util.floatW r)
.. Purpose ======= SLARTG generate a plane rotation so that [ CS SN ] . [ F ] = [ R ] where CS**2 + SN**2 = 1. [ -SN CS ] [ G ] [ 0 ] This is a slower, more accurate version of the BLAS1 routine SROTG, with the following other differences: F and G are unchanged on return. If G=0, then CS=1 and SN=0. If F=0 and (G .ne. 0), then CS=0 and SN=1 without doing any floating point operations (saves work in SBDSQR when there are zeros on the diagonal). If F exceeds G in magnitude, CS will be positive. Arguments ========= F (input) REAL The first component of vector to be rotated. G (input) REAL The second component of vector to be rotated. CS (output) REAL The cosine of the rotation. SN (output) REAL The sine of the rotation. R (output) REAL The nonzero component of the rotated vector. This version has a few statements commented out for thread safety (machine parameters are computed on each entry). 10 feb 03, SJH. ===================================================================== .. Parameters ..
f
- g
- cs
- sn
- r
- public abstract void slartv(int n, float[] x, int incx, float[] y, int incy, float[] c, float[] s, int incc)
.. Purpose ======= SLARTV applies a vector of real plane rotations to elements of the real vectors x and y. For i = 1,2,...,n ( x(i) ) := ( c(i) s(i) ) ( x(i) ) ( y(i) ) ( -s(i) c(i) ) ( y(i) ) Arguments ========= N (input) INTEGER The number of plane rotations to be applied. X (input/output) REAL array, dimension (1+(N-1)*INCX) The vector x. INCX (input) INTEGER The increment between elements of X. INCX > 0. Y (input/output) REAL 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) REAL 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 ..
n
- x
- incx
- y
- incy
- c
- s
- incc
- public abstract void slaruv(int[] iseed, int n, float[] x)
.. Purpose ======= SLARUV returns a vector of n random real numbers from a uniform (0,1) distribution (n <= 128). This is an auxiliary routine called by SLARNV and CLARNV. Arguments ========= 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. N <= 128. X (output) REAL array, dimension (N) The generated random numbers. Further Details =============== This routine uses a multiplicative congruential method with modulus 2**48 and multiplier 33952834046453 (see G.S.Fishman, 'Multiplicative congruential random number generators with modulus 2**b: an exhaustive analysis for b = 32 and a partial analysis for b = 48', Math. Comp. 189, pp 331-344, 1990). 48-bit integers are stored in 4 integer array elements with 12 bits per element. Hence the routine is portable across machines with integers of 32 bits or more. ===================================================================== .. Parameters ..
iseed
- n
- x
- public abstract void slarz(java.lang.String side, int m, int n, int l, float[] v, int incv, float tau, float[] c, int Ldc, float[] work)
.. Purpose ======= SLARZ applies a real elementary reflector H to a real 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 real scalar and v is a real vector. If tau = 0, then H is taken to be the unit matrix. H is a product of k elementary reflectors as returned by STZRZF. 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) REAL array, dimension (1+(L-1)*abs(INCV)) The vector v in the representation of H as returned by STZRZF. V is not used if TAU = 0. INCV (input) INTEGER The increment between elements of v. INCV <> 0. TAU (input) REAL The value tau in the representation of H. C (input/output) REAL 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) REAL 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 ..
side
- m
- n
- l
- v
- incv
- tau
- c
- Ldc
- work
- public abstract void slarzb(java.lang.String side, java.lang.String trans, java.lang.String direct, java.lang.String storev, int m, int n, int k, int l, float[] v, int ldv, float[] t, int ldt, float[] c, int Ldc, float[] work, int ldwork)
.. Purpose ======= SLARZB applies a real block reflector H or its transpose H**T to a real 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' (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) REAL 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) REAL 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) REAL 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) REAL 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 ..
side
- trans
- direct
- storev
- m
- n
- k
- l
- v
- ldv
- t
- ldt
- c
- Ldc
- work
- ldwork
- public abstract void slarzt(java.lang.String direct, java.lang.String storev, int n, int k, float[] v, int ldv, float[] tau, float[] t, int ldt)
.. Purpose ======= SLARZT forms the triangular factor T of a real 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) REAL 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) REAL array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i). T (output) REAL 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 ..
direct
- storev
- n
- k
- v
- ldv
- tau
- t
- ldt
- public abstract void slas2(float f, float g, float h, org.netlib.util.floatW ssmin, org.netlib.util.floatW ssmax)
.. Purpose ======= SLAS2 computes the singular values of the 2-by-2 matrix [ F G ] [ 0 H ]. On return, SSMIN is the smaller singular value and SSMAX is the larger singular value. Arguments ========= F (input) REAL The (1,1) element of the 2-by-2 matrix. G (input) REAL The (1,2) element of the 2-by-2 matrix. H (input) REAL The (2,2) element of the 2-by-2 matrix. SSMIN (output) REAL The smaller singular value. SSMAX (output) REAL The larger singular value. Further Details =============== Barring over/underflow, all output quantities are correct to within a few units in the last place (ulps), even in the absence of a guard digit in addition/subtraction. In IEEE arithmetic, the code works correctly if one matrix element is infinite. Overflow will not occur unless the largest singular value itself overflows, or is within a few ulps of overflow. (On machines with partial overflow, like the Cray, overflow may occur if the largest singular value is within a factor of 2 of overflow.) Underflow is harmless if underflow is gradual. Otherwise, results may correspond to a matrix modified by perturbations of size near the underflow threshold. ==================================================================== .. Parameters ..
f
- g
- h
- ssmin
- ssmax
- public abstract void slascl(java.lang.String type, int kl, int ku, float cfrom, float cto, int m, int n, float[] a, int lda, org.netlib.util.intW info)
.. Purpose ======= SLASCL multiplies the M by N real 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) REAL array, dimension (LDA,N) 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 ..
type
- kl
- ku
- cfrom
- cto
- m
- n
- a
- lda
- info
- public abstract void slasd0(int n, int sqre, float[] d, float[] e, float[] u, int ldu, float[] vt, int ldvt, int smlsiz, int[] iwork, float[] work, org.netlib.util.intW info)
.. Purpose ======= Using a divide and conquer approach, SLASD0 computes the singular value decomposition (SVD) of a real upper bidiagonal N-by-M matrix B with diagonal D and offdiagonal E, where M = N + SQRE. The algorithm computes orthogonal matrices U and VT such that B = U * S * VT. The singular values S are overwritten on D. A related subroutine, SLASDA, computes only the singular values, and optionally, the singular vectors in compact form. Arguments ========= N (input) INTEGER On entry, the row dimension of the upper bidiagonal matrix. This is also the dimension of the main diagonal array D. SQRE (input) INTEGER Specifies the column dimension of the bidiagonal matrix. = 0: The bidiagonal matrix has column dimension M = N; = 1: The bidiagonal matrix has column dimension M = N+1; D (input/output) REAL array, dimension (N) On entry D contains the main diagonal of the bidiagonal matrix. On exit D, if INFO = 0, contains its singular values. E (input) REAL array, dimension (M-1) Contains the subdiagonal entries of the bidiagonal matrix. On exit, E has been destroyed. U (output) REAL array, dimension at least (LDQ, N) On exit, U contains the left singular vectors. LDU (input) INTEGER On entry, leading dimension of U. VT (output) REAL array, dimension at least (LDVT, M) On exit, VT' contains the right singular vectors. LDVT (input) INTEGER On entry, leading dimension of VT. SMLSIZ (input) INTEGER On entry, maximum size of the subproblems at the bottom of the computation tree. IWORK (workspace) INTEGER array, dimension (8*N) WORK (workspace) REAL array, dimension (3*M**2+2*M) INFO (output) INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = 1, an singular value did not converge Further Details =============== Based on contributions by Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Local Scalars ..
n
- sqre
- d
- e
- u
- ldu
- vt
- ldvt
- smlsiz
- iwork
- work
- info
- public abstract void slasd1(int nl, int nr, int sqre, float[] d, org.netlib.util.floatW alpha, org.netlib.util.floatW beta, float[] u, int ldu, float[] vt, int ldvt, int[] idxq, int[] iwork, float[] work, org.netlib.util.intW info)
.. Purpose ======= SLASD1 computes the SVD of an upper bidiagonal N-by-M matrix B, where N = NL + NR + 1 and M = N + SQRE. SLASD1 is called from SLASD0. A related subroutine SLASD7 handles the case in which the singular values (and the singular vectors in factored form) are desired. SLASD1 computes the SVD as follows: ( D1(in) 0 0 0 ) B = U(in) * ( Z1' a Z2' b ) * VT(in) ( 0 0 D2(in) 0 ) = U(out) * ( D(out) 0) * VT(out) where Z' = (Z1' a Z2' b) = u' VT', and u is a vector of dimension M with ALPHA and BETA in the NL+1 and NL+2 th entries and zeros elsewhere; and the entry b is empty if SQRE = 0. The left singular vectors of the original matrix are stored in U, and the transpose of the right singular vectors are stored in VT, and the singular values are in D. The algorithm consists of three stages: The first stage consists of deflating the size of the problem when there are multiple singular values or when there are zeros 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 SLASD2. The second stage consists of calculating the updated singular values. This is done by finding the square roots of the roots of the secular equation via the routine SLASD4 (as called by SLASD3). This routine also calculates the singular vectors of the current problem. The final stage consists of computing the updated singular vectors directly using the updated singular values. The singular vectors for the current problem are multiplied with the singular vectors from the overall problem. Arguments ========= 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. D (input/output) REAL array, dimension (NL+NR+1). N = NL+NR+1 On entry D(1:NL,1:NL) contains the singular values of the upper block; and D(NL+2:N) contains the singular values of the lower block. On exit D(1:N) contains the singular values of the modified matrix. ALPHA (input/output) REAL Contains the diagonal element associated with the added row. BETA (input/output) REAL Contains the off-diagonal element associated with the added row. U (input/output) REAL array, dimension (LDU,N) On entry U(1:NL, 1:NL) contains the left singular vectors of the upper block; U(NL+2:N, NL+2:N) contains the left singular vectors of the lower block. On exit U contains the left singular vectors of the bidiagonal matrix. LDU (input) INTEGER The leading dimension of the array U. LDU >= max( 1, N ). VT (input/output) REAL array, dimension (LDVT,M) where M = N + SQRE. On entry VT(1:NL+1, 1:NL+1)' contains the right singular vectors of the upper block; VT(NL+2:M, NL+2:M)' contains the right singular vectors of the lower block. On exit VT' contains the right singular vectors of the bidiagonal matrix. LDVT (input) INTEGER The leading dimension of the array VT. LDVT >= max( 1, M ). IDXQ (output) INTEGER array, dimension (N) This contains the permutation which will reintegrate the subproblem just solved back into sorted order, i.e. D( IDXQ( I = 1, N ) ) will be in ascending order. IWORK (workspace) INTEGER array, dimension (4*N) WORK (workspace) REAL array, dimension (3*M**2+2*M) INFO (output) INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = 1, an singular value did not converge Further Details =============== Based on contributions by Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
nl
- nr
- sqre
- d
- alpha
- beta
- u
- ldu
- vt
- ldvt
- idxq
- iwork
- work
- info
- public abstract void slasd2(int nl, int nr, int sqre, org.netlib.util.intW k, float[] d, float[] z, float alpha, float beta, float[] u, int ldu, float[] vt, int ldvt, float[] dsigma, float[] u2, int ldu2, float[] vt2, int ldvt2, int[] idxp, int[] idx, int[] idxc, int[] idxq, int[] coltyp, org.netlib.util.intW info)
.. Purpose ======= SLASD2 merges the two sets of singular values 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 singular values are close together or if there is a tiny entry in the Z vector. For each such occurrence the order of the related secular equation problem is reduced by one. SLASD2 is called from SLASD1. Arguments ========= 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 N = NL + NR + 1 rows and M = N + SQRE >= N columns. K (output) INTEGER Contains the dimension of the non-deflated matrix, This is the order of the related secular equation. 1 <= K <=N. D (input/output) REAL array, dimension (N) On entry D contains the singular values of the two submatrices to be combined. On exit D contains the trailing (N-K) updated singular values (those which were deflated) sorted into increasing order. Z (output) REAL array, dimension (N) On exit Z contains the updating row vector in the secular equation. ALPHA (input) REAL Contains the diagonal element associated with the added row. BETA (input) REAL Contains the off-diagonal element associated with the added row. U (input/output) REAL array, dimension (LDU,N) On entry U contains the left singular vectors of two submatrices in the two square blocks with corners at (1,1), (NL, NL), and (NL+2, NL+2), (N,N). On exit U contains the trailing (N-K) updated left singular vectors (those which were deflated) in its last N-K columns. LDU (input) INTEGER The leading dimension of the array U. LDU >= N. VT (input/output) REAL array, dimension (LDVT,M) On entry VT' contains the right singular vectors of two submatrices in the two square blocks with corners at (1,1), (NL+1, NL+1), and (NL+2, NL+2), (M,M). On exit VT' contains the trailing (N-K) updated right singular vectors (those which were deflated) in its last N-K columns. In case SQRE =1, the last row of VT spans the right null space. LDVT (input) INTEGER The leading dimension of the array VT. LDVT >= M. DSIGMA (output) REAL array, dimension (N) Contains a copy of the diagonal elements (K-1 singular values and one zero) in the secular equation. U2 (output) REAL array, dimension (LDU2,N) Contains a copy of the first K-1 left singular vectors which will be used by SLASD3 in a matrix multiply (SGEMM) to solve for the new left singular vectors. U2 is arranged into four blocks. The first block contains a column with 1 at NL+1 and zero everywhere else; the second block contains non-zero entries only at and above NL; the third contains non-zero entries only below NL+1; and the fourth is dense. LDU2 (input) INTEGER The leading dimension of the array U2. LDU2 >= N. VT2 (output) REAL array, dimension (LDVT2,N) VT2' contains a copy of the first K right singular vectors which will be used by SLASD3 in a matrix multiply (SGEMM) to solve for the new right singular vectors. VT2 is arranged into three blocks. The first block contains a row that corresponds to the special 0 diagonal element in SIGMA; the second block contains non-zeros only at and before NL +1; the third block contains non-zeros only at and after NL +2. LDVT2 (input) INTEGER The leading dimension of the array VT2. LDVT2 >= M. IDXP (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 IDXP(2:K) points to the nondeflated D-values and IDXP(K+1:N) points to the deflated singular values. IDX (workspace) INTEGER array, dimension (N) This will contain the permutation used to sort the contents of D into ascending order. IDXC (output) INTEGER array, dimension (N) This will contain the permutation used to arrange the columns of the deflated U matrix into three groups: the first group contains non-zero entries only at and above NL, the second contains non-zero entries only below NL+2, and the third is dense. IDXQ (input/output) INTEGER array, dimension (N) This contains the permutation which separately sorts the two sub-problems in D into ascending order. Note that entries in the first hlaf of this permutation must first be moved one position backward; and entries in the second half must first have NL+1 added to their values. COLTYP (workspace/output) INTEGER array, dimension (N) As workspace, this will contain a label which will indicate which of the following types a column in the U2 matrix or a row in the VT2 matrix is: 1 : non-zero in the upper half only 2 : non-zero in the lower half only 3 : dense 4 : deflated On exit, it is an array of dimension 4, with COLTYP(I) being the dimension of the I-th type columns. 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 Huan Ren, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
nl
- nr
- sqre
- k
- d
- z
- alpha
- beta
- u
- ldu
- vt
- ldvt
- dsigma
- u2
- ldu2
- vt2
- ldvt2
- idxp
- idx
- idxc
- idxq
- coltyp
- info
- public abstract void slasd3(int nl, int nr, int sqre, int k, float[] d, float[] q, int ldq, float[] dsigma, float[] u, int ldu, float[] u2, int ldu2, float[] vt, int ldvt, float[] vt2, int ldvt2, int[] idxc, int[] ctot, float[] z, org.netlib.util.intW info)
.. Purpose ======= SLASD3 finds all the square roots of the roots of the secular equation, as defined by the values in D and Z. It makes the appropriate calls to SLASD4 and then updates the singular vectors by matrix multiplication. 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. SLASD3 is called from SLASD1. Arguments ========= 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 N = NL + NR + 1 rows and M = N + SQRE >= N columns. K (input) INTEGER The size of the secular equation, 1 =< K = < N. D (output) REAL array, dimension(K) On exit the square roots of the roots of the secular equation, in ascending order. Q (workspace) REAL array, dimension at least (LDQ,K). LDQ (input) INTEGER The leading dimension of the array Q. LDQ >= K. DSIGMA (input/output) REAL array, dimension(K) The first K elements of this array contain the old roots of the deflated updating problem. These are the poles of the secular equation. U (output) REAL array, dimension (LDU, N) The last N - K columns of this matrix contain the deflated left singular vectors. LDU (input) INTEGER The leading dimension of the array U. LDU >= N. U2 (input) REAL array, dimension (LDU2, N) The first K columns of this matrix contain the non-deflated left singular vectors for the split problem. LDU2 (input) INTEGER The leading dimension of the array U2. LDU2 >= N. VT (output) REAL array, dimension (LDVT, M) The last M - K columns of VT' contain the deflated right singular vectors. LDVT (input) INTEGER The leading dimension of the array VT. LDVT >= N. VT2 (input/output) REAL array, dimension (LDVT2, N) The first K columns of VT2' contain the non-deflated right singular vectors for the split problem. LDVT2 (input) INTEGER The leading dimension of the array VT2. LDVT2 >= N. IDXC (input) INTEGER array, dimension (N) The permutation used to arrange the columns of U (and rows of VT) into three groups: the first group contains non-zero entries only at and above (or before) NL +1; the second contains non-zero entries only at and below (or after) NL+2; and the third is dense. The first column of U and the row of VT are treated separately, however. The rows of the singular vectors found by SLASD4 must be likewise permuted before the matrix multiplies can take place. CTOT (input) INTEGER array, dimension (4) A count of the total number of the various types of columns in U (or rows in VT), as described in IDXC. The fourth column type is any column which has been deflated. Z (input/output) REAL array, dimension (K) The first K elements of this array contain the components of the deflation-adjusted updating row vector. INFO (output) INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = 1, an singular value did not converge Further Details =============== Based on contributions by Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
nl
- nr
- sqre
- k
- d
- q
- ldq
- dsigma
- u
- ldu
- u2
- ldu2
- vt
- ldvt
- vt2
- ldvt2
- idxc
- ctot
- z
- info
- public abstract void slasd4(int n, int i, float[] d, float[] z, float[] delta, float rho, org.netlib.util.floatW sigma, float[] work, org.netlib.util.intW info)
.. Purpose ======= This subroutine computes the square root of the I-th updated eigenvalue of a positive symmetric rank-one modification to a positive diagonal matrix whose entries are given as the squares of the corresponding entries in the array d, and that 0 <= D(i) < D(j) for i < j and that RHO > 0. This is arranged by the calling routine, and is no loss in generality. The rank-one modified system is thus diag( D ) * diag( D ) + RHO * Z * Z_transpose. where we assume the Euclidean norm of Z is 1. The method consists of approximating the rational functions in the secular equation by simpler interpolating rational functions. Arguments ========= N (input) INTEGER The length of all arrays. I (input) INTEGER The index of the eigenvalue to be computed. 1 <= I <= N. D (input) REAL array, dimension ( N ) The original eigenvalues. It is assumed that they are in order, 0 <= D(I) < D(J) for I < J. Z (input) REAL array, dimension (N) The components of the updating vector. DELTA (output) REAL array, dimension (N) If N .ne. 1, DELTA contains (D(j) - sigma_I) in its j-th component. If N = 1, then DELTA(1) = 1. The vector DELTA contains the information necessary to construct the (singular) eigenvectors. RHO (input) REAL The scalar in the symmetric updating formula. SIGMA (output) REAL The computed sigma_I, the I-th updated eigenvalue. WORK (workspace) REAL array, dimension (N) If N .ne. 1, WORK contains (D(j) + sigma_I) in its j-th component. If N = 1, then WORK( 1 ) = 1. INFO (output) INTEGER = 0: successful exit > 0: if INFO = 1, the updating process failed. Internal Parameters =================== Logical variable ORGATI (origin-at-i?) is used for distinguishing whether D(i) or D(i+1) is treated as the origin. ORGATI = .true. origin at i ORGATI = .false. origin at i+1 Logical variable SWTCH3 (switch-for-3-poles?) is for noting if we are working with THREE poles! MAXIT is the maximum number of iterations allowed for each eigenvalue. Further Details =============== Based on contributions by Ren-Cang Li, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
n
- i
- d
- z
- delta
- rho
- sigma
- work
- info
- public abstract void slasd5(int i, float[] d, float[] z, float[] delta, float rho, org.netlib.util.floatW dsigma, float[] work)
.. Purpose ======= This subroutine computes the square root of the I-th eigenvalue of a positive symmetric rank-one modification of a 2-by-2 diagonal matrix diag( D ) * diag( D ) + RHO * Z * transpose(Z) . The diagonal entries in the array D are assumed to satisfy 0 <= D(i) < D(j) for i < j . We also assume RHO > 0 and that the Euclidean norm of the vector Z is one. Arguments ========= I (input) INTEGER The index of the eigenvalue to be computed. I = 1 or I = 2. D (input) REAL array, dimension (2) The original eigenvalues. We assume 0 <= D(1) < D(2). Z (input) REAL array, dimension (2) The components of the updating vector. DELTA (output) REAL array, dimension (2) Contains (D(j) - sigma_I) in its j-th component. The vector DELTA contains the information necessary to construct the eigenvectors. RHO (input) REAL The scalar in the symmetric updating formula. DSIGMA (output) REAL The computed sigma_I, the I-th updated eigenvalue. WORK (workspace) REAL array, dimension (2) WORK contains (D(j) + sigma_I) in its j-th component. Further Details =============== Based on contributions by Ren-Cang Li, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
i
- d
- z
- delta
- rho
- dsigma
- work
- public abstract void slasd6(int icompq, int nl, int nr, int sqre, float[] d, float[] vf, float[] vl, org.netlib.util.floatW alpha, org.netlib.util.floatW beta, int[] idxq, int[] perm, org.netlib.util.intW givptr, int[] givcol, int ldgcol, float[] givnum, int ldgnum, float[] poles, float[] difl, float[] difr, float[] z, org.netlib.util.intW k, org.netlib.util.floatW c, org.netlib.util.floatW s, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SLASD6 computes the SVD of an updated upper bidiagonal matrix B obtained by merging two smaller ones by appending a row. This routine is used only for the problem which requires all singular values and optionally singular vector matrices in factored form. B is an N-by-M matrix with N = NL + NR + 1 and M = N + SQRE. A related subroutine, SLASD1, handles the case in which all singular values and singular vectors of the bidiagonal matrix are desired. SLASD6 computes the SVD as follows: ( D1(in) 0 0 0 ) B = U(in) * ( Z1' a Z2' b ) * VT(in) ( 0 0 D2(in) 0 ) = U(out) * ( D(out) 0) * VT(out) where Z' = (Z1' a Z2' b) = u' VT', and u is a vector of dimension M with ALPHA and BETA in the NL+1 and NL+2 th entries and zeros elsewhere; and the entry b is empty if SQRE = 0. The singular values of B can be computed using D1, D2, the first components of all the right singular vectors of the lower block, and the last components of all the right singular vectors of the upper block. These components are stored and updated in VF and VL, respectively, in SLASD6. Hence U and VT are not explicitly referenced. The singular values are stored in D. The algorithm consists of two stages: The first stage consists of deflating the size of the problem when there are multiple singular values 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 SLASD7. The second stage consists of calculating the updated singular values. This is done by finding the roots of the secular equation via the routine SLASD4 (as called by SLASD8). This routine also updates VF and VL and computes the distances between the updated singular values and the old singular values. SLASD6 is called from SLASDA. Arguments ========= ICOMPQ (input) INTEGER Specifies whether singular vectors are to be computed in factored form: = 0: Compute singular values only. = 1: Compute singular vectors in factored form as well. 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. D (input/output) REAL array, dimension (NL+NR+1). On entry D(1:NL,1:NL) contains the singular values of the upper block, and D(NL+2:N) contains the singular values of the lower block. On exit D(1:N) contains the singular values of the modified matrix. VF (input/output) REAL array, dimension (M) On entry, VF(1:NL+1) contains the first components of all right singular vectors of the upper block; and VF(NL+2:M) contains the first components of all right singular vectors of the lower block. On exit, VF contains the first components of all right singular vectors of the bidiagonal matrix. VL (input/output) REAL array, dimension (M) On entry, VL(1:NL+1) contains the last components of all right singular vectors of the upper block; and VL(NL+2:M) contains the last components of all right singular vectors of the lower block. On exit, VL contains the last components of all right singular vectors of the bidiagonal matrix. ALPHA (input/output) REAL Contains the diagonal element associated with the added row. BETA (input/output) REAL Contains the off-diagonal element associated with the added row. IDXQ (output) INTEGER array, dimension (N) This contains the permutation which will reintegrate the subproblem just solved back into sorted order, i.e. D( IDXQ( I = 1, N ) ) will be in ascending order. PERM (output) INTEGER array, dimension ( N ) The permutations (from deflation and sorting) to be applied to each block. Not referenced if ICOMPQ = 0. GIVPTR (output) INTEGER The number of Givens rotations which took place in this subproblem. Not referenced if ICOMPQ = 0. GIVCOL (output) INTEGER array, dimension ( LDGCOL, 2 ) Each pair of numbers indicates a pair of columns to take place in a Givens rotation. Not referenced if ICOMPQ = 0. LDGCOL (input) INTEGER leading dimension of GIVCOL, must be at least N. GIVNUM (output) REAL array, dimension ( LDGNUM, 2 ) Each number indicates the C or S value to be used in the corresponding Givens rotation. Not referenced if ICOMPQ = 0. LDGNUM (input) INTEGER The leading dimension of GIVNUM and POLES, must be at least N. POLES (output) REAL array, dimension ( LDGNUM, 2 ) On exit, POLES(1,*) is an array containing the new singular values obtained from solving the secular equation, and POLES(2,*) is an array containing the poles in the secular equation. Not referenced if ICOMPQ = 0. DIFL (output) REAL array, dimension ( N ) On exit, DIFL(I) is the distance between I-th updated (undeflated) singular value and the I-th (undeflated) old singular value. DIFR (output) REAL array, dimension ( LDGNUM, 2 ) if ICOMPQ = 1 and dimension ( N ) if ICOMPQ = 0. On exit, DIFR(I, 1) is the distance between I-th updated (undeflated) singular value and the I+1-th (undeflated) old singular value. If ICOMPQ = 1, DIFR(1:K,2) is an array containing the normalizing factors for the right singular vector matrix. See SLASD8 for details on DIFL and DIFR. Z (output) REAL array, dimension ( M ) The first elements of this array contain the components of the deflation-adjusted updating row vector. K (output) INTEGER Contains the dimension of the non-deflated matrix, This is the order of the related secular equation. 1 <= K <=N. C (output) 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 (output) REAL S contains garbage if SQRE =0 and the S-value of a Givens rotation related to the right null space if SQRE = 1. WORK (workspace) REAL array, dimension ( 4 * M ) IWORK (workspace) INTEGER 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 = 1, an singular value did not converge Further Details =============== Based on contributions by Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
icompq
- nl
- nr
- sqre
- d
- vf
- vl
- alpha
- beta
- idxq
- perm
- givptr
- givcol
- ldgcol
- givnum
- ldgnum
- poles
- difl
- difr
- z
- k
- c
- s
- work
- iwork
- info
- public abstract void slasd7(int icompq, int nl, int nr, int sqre, org.netlib.util.intW k, float[] d, float[] z, float[] zw, float[] vf, float[] vfw, float[] vl, float[] vlw, float alpha, float beta, float[] dsigma, int[] idx, int[] idxp, int[] idxq, int[] perm, org.netlib.util.intW givptr, int[] givcol, int ldgcol, float[] givnum, int ldgnum, org.netlib.util.floatW c, org.netlib.util.floatW s, org.netlib.util.intW info)
.. Purpose ======= SLASD7 merges the two sets of singular values 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 singular values are close together or if there is a tiny entry in the Z vector. For each such occurrence the order of the related secular equation problem is reduced by one. SLASD7 is called from SLASD6. Arguments ========= ICOMPQ (input) INTEGER Specifies whether singular vectors are to be computed in compact form, as follows: = 0: Compute singular values only. = 1: Compute singular vectors of upper bidiagonal matrix in compact form. 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 N = NL + NR + 1 rows and M = N + SQRE >= N columns. K (output) INTEGER Contains the dimension of the non-deflated matrix, this is the order of the related secular equation. 1 <= K <=N. D (input/output) REAL array, dimension ( N ) On entry D contains the singular values of the two submatrices to be combined. On exit D contains the trailing (N-K) updated singular values (those which were deflated) sorted into increasing order. Z (output) REAL array, dimension ( M ) On exit Z contains the updating row vector in the secular equation. ZW (workspace) REAL array, dimension ( M ) Workspace for Z. VF (input/output) REAL array, dimension ( M ) On entry, VF(1:NL+1) contains the first components of all right singular vectors of the upper block; and VF(NL+2:M) contains the first components of all right singular vectors of the lower block. On exit, VF contains the first components of all right singular vectors of the bidiagonal matrix. VFW (workspace) REAL array, dimension ( M ) Workspace for VF. VL (input/output) REAL array, dimension ( M ) On entry, VL(1:NL+1) contains the last components of all right singular vectors of the upper block; and VL(NL+2:M) contains the last components of all right singular vectors of the lower block. On exit, VL contains the last components of all right singular vectors of the bidiagonal matrix. VLW (workspace) REAL array, dimension ( M ) Workspace for VL. ALPHA (input) REAL Contains the diagonal element associated with the added row. BETA (input) REAL Contains the off-diagonal element associated with the added row. DSIGMA (output) REAL array, dimension ( N ) Contains a copy of the diagonal elements (K-1 singular values and one zero) in the secular equation. IDX (workspace) INTEGER array, dimension ( N ) This will contain the permutation used to sort the contents of D into ascending order. IDXP (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 IDXP(2:K) points to the nondeflated D-values and IDXP(K+1:N) points to the deflated singular values. IDXQ (input) INTEGER array, dimension ( N ) This contains the permutation which separately sorts the two sub-problems in D into ascending order. Note that entries in the first half of this permutation must first be moved one position backward; and entries in the second half must first have NL+1 added to their values. PERM (output) INTEGER array, dimension ( N ) The permutations (from deflation and sorting) to be applied to each singular block. Not referenced if ICOMPQ = 0. GIVPTR (output) INTEGER The number of Givens rotations which took place in this subproblem. Not referenced if ICOMPQ = 0. GIVCOL (output) INTEGER array, dimension ( LDGCOL, 2 ) Each pair of numbers indicates a pair of columns to take place in a Givens rotation. Not referenced if ICOMPQ = 0. LDGCOL (input) INTEGER The leading dimension of GIVCOL, must be at least N. GIVNUM (output) REAL array, dimension ( LDGNUM, 2 ) Each number indicates the C or S value to be used in the corresponding Givens rotation. Not referenced if ICOMPQ = 0. LDGNUM (input) INTEGER The leading dimension of GIVNUM, must be at least N. C (output) 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 (output) REAL S contains garbage if SQRE =0 and the S-value of a Givens rotation related to the right null space if SQRE = 1. 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 Huan Ren, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
icompq
- nl
- nr
- sqre
- k
- d
- z
- zw
- vf
- vfw
- vl
- vlw
- alpha
- beta
- dsigma
- idx
- idxp
- idxq
- perm
- givptr
- givcol
- ldgcol
- givnum
- ldgnum
- c
- s
- info
- public abstract void slasd8(int icompq, int k, float[] d, float[] z, float[] vf, float[] vl, float[] difl, float[] difr, int lddifr, float[] dsigma, float[] work, org.netlib.util.intW info)
.. Purpose ======= SLASD8 finds the square roots of the roots of the secular equation, as defined by the values in DSIGMA and Z. It makes the appropriate calls to SLASD4, and stores, for each element in D, the distance to its two nearest poles (elements in DSIGMA). It also updates the arrays VF and VL, the first and last components of all the right singular vectors of the original bidiagonal matrix. SLASD8 is called from SLASD6. Arguments ========= ICOMPQ (input) INTEGER Specifies whether singular vectors are to be computed in factored form in the calling routine: = 0: Compute singular values only. = 1: Compute singular vectors in factored form as well. K (input) INTEGER The number of terms in the rational function to be solved by SLASD4. K >= 1. D (output) REAL array, dimension ( K ) On output, D contains the updated singular values. Z (input) REAL array, dimension ( K ) The first K elements of this array contain the components of the deflation-adjusted updating row vector. VF (input/output) REAL array, dimension ( K ) On entry, VF contains information passed through DBEDE8. On exit, VF contains the first K components of the first components of all right singular vectors of the bidiagonal matrix. VL (input/output) REAL array, dimension ( K ) On entry, VL contains information passed through DBEDE8. On exit, VL contains the first K components of the last components of all right singular vectors of the bidiagonal matrix. DIFL (output) REAL array, dimension ( K ) On exit, DIFL(I) = D(I) - DSIGMA(I). DIFR (output) REAL array, dimension ( LDDIFR, 2 ) if ICOMPQ = 1 and dimension ( K ) if ICOMPQ = 0. On exit, DIFR(I,1) = D(I) - DSIGMA(I+1), DIFR(K,1) is not defined and will not be referenced. If ICOMPQ = 1, DIFR(1:K,2) is an array containing the normalizing factors for the right singular vector matrix. LDDIFR (input) INTEGER The leading dimension of DIFR, must be at least K. DSIGMA (input) REAL array, dimension ( K ) The first K elements of this array contain the old roots of the deflated updating problem. These are the poles of the secular equation. WORK (workspace) REAL array, dimension at least 3 * K INFO (output) INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = 1, an singular value did not converge Further Details =============== Based on contributions by Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
icompq
- k
- d
- z
- vf
- vl
- difl
- difr
- lddifr
- dsigma
- work
- info
- public abstract void slasda(int icompq, int smlsiz, int n, int sqre, float[] d, float[] e, float[] u, int ldu, float[] vt, int[] k, float[] difl, float[] difr, float[] z, float[] poles, int[] givptr, int[] givcol, int ldgcol, int[] perm, float[] givnum, float[] c, float[] s, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= Using a divide and conquer approach, SLASDA computes the singular value decomposition (SVD) of a real upper bidiagonal N-by-M matrix B with diagonal D and offdiagonal E, where M = N + SQRE. The algorithm computes the singular values in the SVD B = U * S * VT. The orthogonal matrices U and VT are optionally computed in compact form. A related subroutine, SLASD0, computes the singular values and the singular vectors in explicit form. Arguments ========= ICOMPQ (input) INTEGER Specifies whether singular vectors are to be computed in compact form, as follows = 0: Compute singular values only. = 1: Compute singular vectors of upper bidiagonal matrix in compact form. SMLSIZ (input) INTEGER The maximum size of the subproblems at the bottom of the computation tree. N (input) INTEGER The row dimension of the upper bidiagonal matrix. This is also the dimension of the main diagonal array D. SQRE (input) INTEGER Specifies the column dimension of the bidiagonal matrix. = 0: The bidiagonal matrix has column dimension M = N; = 1: The bidiagonal matrix has column dimension M = N + 1. D (input/output) REAL array, dimension ( N ) On entry D contains the main diagonal of the bidiagonal matrix. On exit D, if INFO = 0, contains its singular values. E (input) REAL array, dimension ( M-1 ) Contains the subdiagonal entries of the bidiagonal matrix. On exit, E has been destroyed. U (output) REAL array, dimension ( LDU, SMLSIZ ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, 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 (output) REAL array, dimension ( LDU, SMLSIZ+1 ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, VT' contains the right singular vector matrices of all subproblems at the bottom level. K (output) INTEGER array, dimension ( N ) if ICOMPQ = 1 and dimension 1 if ICOMPQ = 0. If ICOMPQ = 1, on exit, K(I) is the dimension of the I-th secular equation on the computation tree. DIFL (output) REAL array, dimension ( LDU, NLVL ), where NLVL = floor(log_2 (N/SMLSIZ))). DIFR (output) REAL array, dimension ( LDU, 2 * NLVL ) if ICOMPQ = 1 and dimension ( N ) if ICOMPQ = 0. If ICOMPQ = 1, on exit, DIFL(1:N, I) and DIFR(1:N, 2 * I - 1) record distances between singular values on the I-th level and singular values on the (I -1)-th level, and DIFR(1:N, 2 * I ) contains the normalizing factors for the right singular vector matrix. See SLASD8 for details. Z (output) REAL array, dimension ( LDU, NLVL ) if ICOMPQ = 1 and dimension ( N ) if ICOMPQ = 0. The first K elements of Z(1, I) contain the components of the deflation-adjusted updating row vector for subproblems on the I-th level. POLES (output) REAL array, dimension ( LDU, 2 * NLVL ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, POLES(1, 2*I - 1) and POLES(1, 2*I) contain the new and old singular values involved in the secular equations on the I-th level. GIVPTR (output) INTEGER array, dimension ( N ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, GIVPTR( I ) records the number of Givens rotations performed on the I-th problem on the computation tree. GIVCOL (output) INTEGER array, dimension ( LDGCOL, 2 * NLVL ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, for each I, GIVCOL(1, 2 *I - 1) and GIVCOL(1, 2 *I) record 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 (output) INTEGER array, dimension ( LDGCOL, NLVL ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, PERM(1, I) records permutations done on the I-th level of the computation tree. GIVNUM (output) REAL array, dimension ( LDU, 2 * NLVL ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, for each I, GIVNUM(1, 2 *I - 1) and GIVNUM(1, 2 *I) record the C- and S- values of Givens rotations performed on the I-th level on the computation tree. C (output) REAL array, dimension ( N ) if ICOMPQ = 1, and dimension 1 if ICOMPQ = 0. If ICOMPQ = 1 and the I-th subproblem is not square, on exit, C( I ) contains the C-value of a Givens rotation related to the right null space of the I-th subproblem. S (output) REAL array, dimension ( N ) if ICOMPQ = 1, and dimension 1 if ICOMPQ = 0. If ICOMPQ = 1 and the I-th subproblem is not square, on exit, S( I ) contains the S-value of a Givens rotation related to the right null space of the I-th subproblem. WORK (workspace) REAL array, dimension (6 * N + (SMLSIZ + 1)*(SMLSIZ + 1)). IWORK (workspace) INTEGER array, dimension (7*N). INFO (output) INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = 1, an singular value did not converge Further Details =============== Based on contributions by Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
icompq
- smlsiz
- n
- sqre
- d
- e
- u
- ldu
- vt
- k
- difl
- difr
- z
- poles
- givptr
- givcol
- ldgcol
- perm
- givnum
- c
- s
- work
- iwork
- info
- public abstract void slasdq(java.lang.String uplo, int sqre, int n, int ncvt, int nru, int ncc, float[] d, float[] e, float[] vt, int ldvt, float[] u, int ldu, float[] c, int Ldc, float[] work, org.netlib.util.intW info)
.. Purpose ======= SLASDQ computes the singular value decomposition (SVD) of a real (upper or lower) bidiagonal matrix with diagonal D and offdiagonal E, accumulating the transformations if desired. Letting B denote the input bidiagonal matrix, the algorithm computes orthogonal matrices Q and P such that B = Q * S * P' (P' denotes the transpose of P). The singular values S are overwritten on D. The input matrix U is changed to U * Q if desired. The input matrix VT is changed to P' * VT if desired. The input matrix C is changed to Q' * C if desired. See "Computing Small Singular Values of Bidiagonal Matrices With Guaranteed High Relative Accuracy," by J. Demmel and W. Kahan, LAPACK Working Note #3, for a detailed description of the algorithm. Arguments ========= UPLO (input) CHARACTER*1 On entry, UPLO specifies whether the input bidiagonal matrix is upper or lower bidiagonal, and wether it is square are not. UPLO = 'U' or 'u' B is upper bidiagonal. UPLO = 'L' or 'l' B is lower bidiagonal. SQRE (input) INTEGER = 0: then the input matrix is N-by-N. = 1: then the input matrix is N-by-(N+1) if UPLU = 'U' and (N+1)-by-N if UPLU = 'L'. The bidiagonal matrix has N = NL + NR + 1 rows and M = N + SQRE >= N columns. N (input) INTEGER On entry, N specifies the number of rows and columns in the matrix. N must be at least 0. NCVT (input) INTEGER On entry, NCVT specifies the number of columns of the matrix VT. NCVT must be at least 0. NRU (input) INTEGER On entry, NRU specifies the number of rows of the matrix U. NRU must be at least 0. NCC (input) INTEGER On entry, NCC specifies the number of columns of the matrix C. NCC must be at least 0. D (input/output) REAL array, dimension (N) On entry, D contains the diagonal entries of the bidiagonal matrix whose SVD is desired. On normal exit, D contains the singular values in ascending order. E (input/output) REAL array. dimension is (N-1) if SQRE = 0 and N if SQRE = 1. On entry, the entries of E contain the offdiagonal entries of the bidiagonal matrix whose SVD is desired. On normal exit, E will contain 0. If the algorithm does not converge, D and E will contain the diagonal and superdiagonal entries of a bidiagonal matrix orthogonally equivalent to the one given as input. VT (input/output) REAL array, dimension (LDVT, NCVT) On entry, contains a matrix which on exit has been premultiplied by P', dimension N-by-NCVT if SQRE = 0 and (N+1)-by-NCVT if SQRE = 1 (not referenced if NCVT=0). LDVT (input) INTEGER On entry, LDVT specifies the leading dimension of VT as declared in the calling (sub) program. LDVT must be at least 1. If NCVT is nonzero LDVT must also be at least N. U (input/output) REAL array, dimension (LDU, N) On entry, contains a matrix which on exit has been postmultiplied by Q, dimension NRU-by-N if SQRE = 0 and NRU-by-(N+1) if SQRE = 1 (not referenced if NRU=0). LDU (input) INTEGER On entry, LDU specifies the leading dimension of U as declared in the calling (sub) program. LDU must be at least max( 1, NRU ) . C (input/output) REAL array, dimension (LDC, NCC) On entry, contains an N-by-NCC matrix which on exit has been premultiplied by Q' dimension N-by-NCC if SQRE = 0 and (N+1)-by-NCC if SQRE = 1 (not referenced if NCC=0). LDC (input) INTEGER On entry, LDC specifies the leading dimension of C as declared in the calling (sub) program. LDC must be at least 1. If NCC is nonzero, LDC must also be at least N. WORK (workspace) REAL array, dimension (4*N) Workspace. Only referenced if one of NCVT, NRU, or NCC is nonzero, and if N is at least 2. INFO (output) INTEGER On exit, a value of 0 indicates a successful exit. If INFO < 0, argument number -INFO is illegal. If INFO > 0, the algorithm did not converge, and INFO specifies how many superdiagonals did not converge. Further Details =============== Based on contributions by Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
uplo
- sqre
- n
- ncvt
- nru
- ncc
- d
- e
- vt
- ldvt
- u
- ldu
- c
- Ldc
- work
- info
- public abstract void slasdt(int n, org.netlib.util.intW lvl, org.netlib.util.intW nd, int[] inode, int[] ndiml, int[] ndimr, int msub)
.. Purpose ======= SLASDT creates a tree of subproblems for bidiagonal divide and conquer. Arguments ========= N (input) INTEGER On entry, the number of diagonal elements of the bidiagonal matrix. LVL (output) INTEGER On exit, the number of levels on the computation tree. ND (output) INTEGER On exit, the number of nodes on the tree. INODE (output) INTEGER array, dimension ( N ) On exit, centers of subproblems. NDIML (output) INTEGER array, dimension ( N ) On exit, row dimensions of left children. NDIMR (output) INTEGER array, dimension ( N ) On exit, row dimensions of right children. MSUB (input) INTEGER. On entry, the maximum row dimension each subproblem at the bottom of the tree can be of. Further Details =============== Based on contributions by Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
n
- lvl
- nd
- inode
- ndiml
- ndimr
- msub
- public abstract void slaset(java.lang.String uplo, int m, int n, float alpha, float beta, float[] a, int lda)
.. Purpose ======= SLASET initializes an m-by-n matrix 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 strictly lower triangular part of A is not changed. = 'L': Lower triangular part is set; the strictly upper triangular part of A is not changed. Otherwise: All of the matrix A is set. 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. ALPHA (input) REAL The constant to which the offdiagonal elements are to be set. BETA (input) REAL The constant to which the diagonal elements are to be set. A (input/output) REAL array, dimension (LDA,N) On exit, the leading m-by-n submatrix of A is set as follows: if UPLO = 'U', A(i,j) = ALPHA, 1<=i<=j-1, 1<=j<=n, if UPLO = 'L', A(i,j) = ALPHA, j+1<=i<=m, 1<=j<=n, otherwise, A(i,j) = ALPHA, 1<=i<=m, 1<=j<=n, i.ne.j, and, for all UPLO, 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 ..
uplo
- m
- n
- alpha
- beta
- a
- lda
- public abstract void slasq1(int n, float[] d, float[] e, float[] work, org.netlib.util.intW info)
.. Purpose ======= SLASQ1 computes the singular values of a real N-by-N bidiagonal matrix with diagonal D and off-diagonal E. The singular values are computed to high relative accuracy, in the absence of denormalization, underflow and overflow. The algorithm was first presented in "Accurate singular values and differential qd algorithms" by K. V. Fernando and B. N. Parlett, Numer. Math., Vol-67, No. 2, pp. 191-230, 1994, and the present implementation is described in "An implementation of the dqds Algorithm (Positive Case)", LAPACK Working Note. Arguments ========= N (input) INTEGER The number of rows and columns in the matrix. N >= 0. D (input/output) REAL array, dimension (N) On entry, D contains the diagonal elements of the bidiagonal matrix whose SVD is desired. On normal exit, D contains the singular values in decreasing order. E (input/output) REAL array, dimension (N) On entry, elements E(1:N-1) contain the off-diagonal elements of the bidiagonal matrix whose SVD is desired. On exit, E is overwritten. 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: the algorithm failed = 1, a split was marked by a positive value in E = 2, current block of Z not diagonalized after 30*N iterations (in inner while loop) = 3, termination criterion of outer while loop not met (program created more than N unreduced blocks) ===================================================================== .. Parameters ..
n
- d
- e
- work
- info
- public abstract void slasq2(int n, float[] z, org.netlib.util.intW info)
.. Purpose ======= SLASQ2 computes all the eigenvalues of the symmetric positive definite tridiagonal matrix associated with the qd array Z to high relative accuracy are computed to high relative accuracy, in the absence of denormalization, underflow and overflow. To see the relation of Z to the tridiagonal matrix, let L be a unit lower bidiagonal matrix with subdiagonals Z(2,4,6,,..) and let U be an upper bidiagonal matrix with 1's above and diagonal Z(1,3,5,,..). The tridiagonal is L*U or, if you prefer, the symmetric tridiagonal to which it is similar. Note : SLASQ2 defines a logical variable, IEEE, which is true on machines which follow ieee-754 floating-point standard in their handling of infinities and NaNs, and false otherwise. This variable is passed to SLAZQ3. Arguments ========= N (input) INTEGER The number of rows and columns in the matrix. N >= 0. Z (workspace) REAL array, dimension (4*N) On entry Z holds the qd array. On exit, entries 1 to N hold the eigenvalues in decreasing order, Z( 2*N+1 ) holds the trace, and Z( 2*N+2 ) holds the sum of the eigenvalues. If N > 2, then Z( 2*N+3 ) holds the iteration count, Z( 2*N+4 ) holds NDIVS/NIN^2, and Z( 2*N+5 ) holds the percentage of shifts that failed. INFO (output) INTEGER = 0: successful exit < 0: if the i-th argument is a scalar and had an illegal value, then INFO = -i, if the i-th argument is an array and the j-entry had an illegal value, then INFO = -(i*100+j) > 0: the algorithm failed = 1, a split was marked by a positive value in E = 2, current block of Z not diagonalized after 30*N iterations (in inner while loop) = 3, termination criterion of outer while loop not met (program created more than N unreduced blocks) Further Details =============== Local Variables: I0:N0 defines a current unreduced segment of Z. The shifts are accumulated in SIGMA. Iteration count is in ITER. Ping-pong is controlled by PP (alternates between 0 and 1). ===================================================================== .. Parameters ..
n
- z
- info
- public abstract void slasq3(int i0, org.netlib.util.intW n0, float[] z, int pp, org.netlib.util.floatW dmin, org.netlib.util.floatW sigma, org.netlib.util.floatW desig, org.netlib.util.floatW qmax, org.netlib.util.intW nfail, org.netlib.util.intW iter, org.netlib.util.intW ndiv, boolean ieee)
.. Purpose ======= SLASQ3 checks for deflation, computes a shift (TAU) and calls dqds. In case of failure it changes shifts, and tries again until output is positive. Arguments ========= I0 (input) INTEGER First index. N0 (input) INTEGER Last index. Z (input) REAL array, dimension ( 4*N ) Z holds the qd array. PP (input) INTEGER PP=0 for ping, PP=1 for pong. DMIN (output) REAL Minimum value of d. SIGMA (output) REAL Sum of shifts used in current segment. DESIG (input/output) REAL Lower order part of SIGMA QMAX (input) REAL Maximum value of q. NFAIL (output) INTEGER Number of times shift was too big. ITER (output) INTEGER Number of iterations. NDIV (output) INTEGER Number of divisions. TTYPE (output) INTEGER Shift type. IEEE (input) LOGICAL Flag for IEEE or non IEEE arithmetic (passed to SLASQ5). ===================================================================== .. Parameters ..
i0
- n0
- z
- pp
- dmin
- sigma
- desig
- qmax
- nfail
- iter
- ndiv
- ieee
- public abstract void slasq4(int i0, int n0, float[] z, int pp, int n0in, float dmin, float dmin1, float dmin2, float dn, float dn1, float dn2, org.netlib.util.floatW tau, org.netlib.util.intW ttype)
.. Purpose ======= SLASQ4 computes an approximation TAU to the smallest eigenvalue using values of d from the previous transform. I0 (input) INTEGER First index. N0 (input) INTEGER Last index. Z (input) REAL array, dimension ( 4*N ) Z holds the qd array. PP (input) INTEGER PP=0 for ping, PP=1 for pong. N0IN (input) INTEGER The value of N0 at start of EIGTEST. DMIN (input) REAL Minimum value of d. DMIN1 (input) REAL Minimum value of d, excluding D( N0 ). DMIN2 (input) REAL Minimum value of d, excluding D( N0 ) and D( N0-1 ). DN (input) REAL d(N) DN1 (input) REAL d(N-1) DN2 (input) REAL d(N-2) TAU (output) REAL This is the shift. TTYPE (output) INTEGER Shift type. Further Details =============== CNST1 = 9/16 ===================================================================== .. Parameters ..
i0
- n0
- z
- pp
- n0in
- dmin
- dmin1
- dmin2
- dn
- dn1
- dn2
- tau
- ttype
- public abstract void slasq5(int i0, int n0, float[] z, int pp, float tau, org.netlib.util.floatW dmin, org.netlib.util.floatW dmin1, org.netlib.util.floatW dmin2, org.netlib.util.floatW dn, org.netlib.util.floatW dnm1, org.netlib.util.floatW dnm2, boolean ieee)
.. Purpose ======= SLASQ5 computes one dqds transform in ping-pong form, one version for IEEE machines another for non IEEE machines. Arguments ========= I0 (input) INTEGER First index. N0 (input) INTEGER Last index. Z (input) REAL array, dimension ( 4*N ) Z holds the qd array. EMIN is stored in Z(4*N0) to avoid an extra argument. PP (input) INTEGER PP=0 for ping, PP=1 for pong. TAU (input) REAL This is the shift. DMIN (output) REAL Minimum value of d. DMIN1 (output) REAL Minimum value of d, excluding D( N0 ). DMIN2 (output) REAL Minimum value of d, excluding D( N0 ) and D( N0-1 ). DN (output) REAL d(N0), the last value of d. DNM1 (output) REAL d(N0-1). DNM2 (output) REAL d(N0-2). IEEE (input) LOGICAL Flag for IEEE or non IEEE arithmetic. ===================================================================== .. Parameter ..
i0
- n0
- z
- pp
- tau
- dmin
- dmin1
- dmin2
- dn
- dnm1
- dnm2
- ieee
- public abstract void slasq6(int i0, int n0, float[] z, int pp, org.netlib.util.floatW dmin, org.netlib.util.floatW dmin1, org.netlib.util.floatW dmin2, org.netlib.util.floatW dn, org.netlib.util.floatW dnm1, org.netlib.util.floatW dnm2)
.. Purpose ======= SLASQ6 computes one dqd (shift equal to zero) transform in ping-pong form, with protection against underflow and overflow. Arguments ========= I0 (input) INTEGER First index. N0 (input) INTEGER Last index. Z (input) REAL array, dimension ( 4*N ) Z holds the qd array. EMIN is stored in Z(4*N0) to avoid an extra argument. PP (input) INTEGER PP=0 for ping, PP=1 for pong. DMIN (output) REAL Minimum value of d. DMIN1 (output) REAL Minimum value of d, excluding D( N0 ). DMIN2 (output) REAL Minimum value of d, excluding D( N0 ) and D( N0-1 ). DN (output) REAL d(N0), the last value of d. DNM1 (output) REAL d(N0-1). DNM2 (output) REAL d(N0-2). ===================================================================== .. Parameter ..
i0
- n0
- z
- pp
- dmin
- dmin1
- dmin2
- dn
- dnm1
- dnm2
- public abstract void slasr(java.lang.String side, java.lang.String pivot, java.lang.String direct, int m, int n, float[] c, float[] s, float[] a, int lda)
.. Purpose ======= SLASR applies a sequence of plane rotations to a real matrix A, from either the left or the right. When SIDE = 'L', the transformation takes the form A := P*A and when SIDE = 'R', the transformation takes the form A := A*P**T where P is an orthogonal matrix consisting of a sequence of z plane rotations, with z = M when SIDE = 'L' and z = N when SIDE = 'R', and P**T is the transpose of P. When DIRECT = 'F' (Forward sequence), then P = P(z-1) * ... * P(2) * P(1) and when DIRECT = 'B' (Backward sequence), then P = P(1) * P(2) * ... * P(z-1) where P(k) is a plane rotation matrix defined by the 2-by-2 rotation R(k) = ( c(k) s(k) ) = ( -s(k) c(k) ). When PIVOT = 'V' (Variable pivot), the rotation is performed for the plane (k,k+1), i.e., P(k) has the form P(k) = ( 1 ) ( ... ) ( 1 ) ( c(k) s(k) ) ( -s(k) c(k) ) ( 1 ) ( ... ) ( 1 ) where R(k) appears as a rank-2 modification to the identity matrix in rows and columns k and k+1. When PIVOT = 'T' (Top pivot), the rotation is performed for the plane (1,k+1), so P(k) has the form P(k) = ( c(k) s(k) ) ( 1 ) ( ... ) ( 1 ) ( -s(k) c(k) ) ( 1 ) ( ... ) ( 1 ) where R(k) appears in rows and columns 1 and k+1. Similarly, when PIVOT = 'B' (Bottom pivot), the rotation is performed for the plane (k,z), giving P(k) the form P(k) = ( 1 ) ( ... ) ( 1 ) ( c(k) s(k) ) ( 1 ) ( ... ) ( 1 ) ( -s(k) c(k) ) where R(k) appears in rows and columns k and z. The rotations are performed without ever forming P(k) explicitly. 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**T 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) 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) 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 (input) REAL array, dimension (M-1) if SIDE = 'L' (N-1) if SIDE = 'R' The cosines c(k) of the plane rotations. S (input) REAL array, dimension (M-1) if SIDE = 'L' (N-1) if SIDE = 'R' The sines s(k) of the plane rotations. The 2-by-2 plane rotation part of the matrix P(k), R(k), has the form R(k) = ( c(k) s(k) ) ( -s(k) c(k) ). A (input/output) REAL 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**T if SIDE = 'L'. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M). ===================================================================== .. Parameters ..
side
- pivot
- direct
- m
- n
- c
- s
- a
- lda
- public abstract void slasrt(java.lang.String id, int n, float[] d, org.netlib.util.intW info)
.. Purpose ======= Sort the numbers in D in increasing order (if ID = 'I') or in decreasing order (if ID = 'D' ). Use Quick Sort, reverting to Insertion sort on arrays of size <= 20. Dimension of STACK limits N to about 2**32. Arguments ========= ID (input) CHARACTER*1 = 'I': sort D in increasing order; = 'D': sort D in decreasing order. N (input) INTEGER The length of the array D. D (input/output) REAL array, dimension (N) On entry, the array to be sorted. On exit, D has been sorted into increasing order (D(1) <= ... <= D(N) ) or into decreasing order (D(1) >= ... >= D(N) ), depending on ID. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
id
- n
- d
- info
- public abstract void slassq(int n, float[] x, int incx, org.netlib.util.floatW scale, org.netlib.util.floatW sumsq)
.. Purpose ======= SLASSQ returns the values scl and smsq such that ( scl**2 )*smsq = x( 1 )**2 +...+ x( n )**2 + ( scale**2 )*sumsq, where x( i ) = X( 1 + ( i - 1 )*INCX ). The value of sumsq is assumed to be non-negative and scl returns the value scl = max( scale, abs( x( i ) ) ). scale and sumsq must be supplied in SCALE and SUMSQ and scl and smsq are overwritten on SCALE and SUMSQ 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) REAL array, dimension (N) The vector for which a scaled sum of squares is computed. 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 scl , the scaling factor for the sum of squares. SUMSQ (input/output) REAL On entry, the value sumsq in the equation above. On exit, SUMSQ is overwritten with smsq , the basic sum of squares from which scl has been factored out. ===================================================================== .. Parameters ..
n
- x
- incx
- scale
- sumsq
- public abstract void slasv2(float f, float g, float h, org.netlib.util.floatW ssmin, org.netlib.util.floatW ssmax, org.netlib.util.floatW snr, org.netlib.util.floatW csr, org.netlib.util.floatW snl, org.netlib.util.floatW csl)
.. Purpose ======= SLASV2 computes the singular value decomposition of a 2-by-2 triangular matrix [ F G ] [ 0 H ]. On return, abs(SSMAX) is the larger singular value, abs(SSMIN) is the smaller singular value, and (CSL,SNL) and (CSR,SNR) are the left and right singular vectors for abs(SSMAX), giving the decomposition [ CSL SNL ] [ F G ] [ CSR -SNR ] = [ SSMAX 0 ] [-SNL CSL ] [ 0 H ] [ SNR CSR ] [ 0 SSMIN ]. Arguments ========= F (input) REAL The (1,1) element of the 2-by-2 matrix. G (input) REAL The (1,2) element of the 2-by-2 matrix. H (input) REAL The (2,2) element of the 2-by-2 matrix. SSMIN (output) REAL abs(SSMIN) is the smaller singular value. SSMAX (output) REAL abs(SSMAX) is the larger singular value. SNL (output) REAL CSL (output) REAL The vector (CSL, SNL) is a unit left singular vector for the singular value abs(SSMAX). SNR (output) REAL CSR (output) REAL The vector (CSR, SNR) is a unit right singular vector for the singular value abs(SSMAX). Further Details =============== Any input parameter may be aliased with any output parameter. Barring over/underflow and assuming a guard digit in subtraction, all output quantities are correct to within a few units in the last place (ulps). In IEEE arithmetic, the code works correctly if one matrix element is infinite. Overflow will not occur unless the largest singular value itself overflows or is within a few ulps of overflow. (On machines with partial overflow, like the Cray, overflow may occur if the largest singular value is within a factor of 2 of overflow.) Underflow is harmless if underflow is gradual. Otherwise, results may correspond to a matrix modified by perturbations of size near the underflow threshold. ===================================================================== .. Parameters ..
f
- g
- h
- ssmin
- ssmax
- snr
- csr
- snl
- csl
- public abstract void slaswp(int n, float[] a, int lda, int k1, int k2, int[] ipiv, int incx)
.. Purpose ======= SLASWP 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) REAL 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 (K2*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 ..
n
- a
- lda
- k1
- k2
- ipiv
- incx
- public abstract void slasy2(boolean ltranl, boolean ltranr, int isgn, int n1, int n2, float[] tl, int ldtl, float[] tr, int ldtr, float[] b, int ldb, org.netlib.util.floatW scale, float[] x, int ldx, org.netlib.util.floatW xnorm, org.netlib.util.intW info)
.. Purpose ======= SLASY2 solves for the N1 by N2 matrix X, 1 <= N1,N2 <= 2, in op(TL)*X + ISGN*X*op(TR) = SCALE*B, where TL is N1 by N1, TR is N2 by N2, B is N1 by N2, and ISGN = 1 or -1. op(T) = T or T', where T' denotes the transpose of T. Arguments ========= LTRANL (input) LOGICAL On entry, LTRANL specifies the op(TL): = .FALSE., op(TL) = TL, = .TRUE., op(TL) = TL'. LTRANR (input) LOGICAL On entry, LTRANR specifies the op(TR): = .FALSE., op(TR) = TR, = .TRUE., op(TR) = TR'. ISGN (input) INTEGER On entry, ISGN specifies the sign of the equation as described before. ISGN may only be 1 or -1. N1 (input) INTEGER On entry, N1 specifies the order of matrix TL. N1 may only be 0, 1 or 2. N2 (input) INTEGER On entry, N2 specifies the order of matrix TR. N2 may only be 0, 1 or 2. TL (input) REAL array, dimension (LDTL,2) On entry, TL contains an N1 by N1 matrix. LDTL (input) INTEGER The leading dimension of the matrix TL. LDTL >= max(1,N1). TR (input) REAL array, dimension (LDTR,2) On entry, TR contains an N2 by N2 matrix. LDTR (input) INTEGER The leading dimension of the matrix TR. LDTR >= max(1,N2). B (input) REAL array, dimension (LDB,2) On entry, the N1 by N2 matrix B contains the right-hand side of the equation. LDB (input) INTEGER The leading dimension of the matrix B. LDB >= max(1,N1). SCALE (output) REAL On exit, SCALE contains the scale factor. SCALE is chosen less than or equal to 1 to prevent the solution overflowing. X (output) REAL array, dimension (LDX,2) On exit, X contains the N1 by N2 solution. LDX (input) INTEGER The leading dimension of the matrix X. LDX >= max(1,N1). XNORM (output) REAL On exit, XNORM is the infinity-norm of the solution. INFO (output) INTEGER On exit, INFO is set to 0: successful exit. 1: TL and TR have too close eigenvalues, so TL or TR is perturbed to get a nonsingular equation. NOTE: In the interests of speed, this routine does not check the inputs for errors. ===================================================================== .. Parameters ..
ltranl
- ltranr
- isgn
- n1
- n2
- tl
- ldtl
- tr
- ldtr
- b
- ldb
- scale
- x
- ldx
- xnorm
- info
- public abstract void slasyf(java.lang.String uplo, int n, int nb, org.netlib.util.intW kb, float[] a, int lda, int[] ipiv, float[] w, int ldw, org.netlib.util.intW info)
.. Purpose ======= SLASYF computes a partial factorization of a real 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. SLASYF is an auxiliary routine called by SSYTRF. 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) REAL 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) REAL 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 ..
uplo
- n
- nb
- kb
- a
- lda
- ipiv
- w
- ldw
- info
- public abstract void slatbs(java.lang.String uplo, java.lang.String trans, java.lang.String diag, java.lang.String normin, int n, int kd, float[] ab, int ldab, float[] x, org.netlib.util.floatW scale, float[] cnorm, org.netlib.util.intW info)
.. Purpose ======= SLATBS solves one of the triangular systems A *x = s*b or A'*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 STBSV 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'* x = s*b (Transpose) = 'C': Solve A'* x = s*b (Conjugate transpose = 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) REAL 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) REAL 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 or A'* 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, STBSV 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 STBSV 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'*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 STBSV if 1/M(n) and 1/G(n) are both greater than max(underflow, 1/overflow). ===================================================================== .. Parameters ..
uplo
- trans
- diag
- normin
- n
- kd
- ab
- ldab
- x
- scale
- cnorm
- info
- public abstract void slatdf(int ijob, int n, float[] z, int ldz, float[] rhs, org.netlib.util.floatW rdsum, org.netlib.util.floatW rdscal, int[] ipiv, int[] jpiv)
.. Purpose ======= SLATDF uses the LU factorization of the n-by-n matrix Z computed by SGETC2 and computes a contribution to the reciprocal Dif-estimate by solving Z * x = b for x, and choosing the r.h.s. b such that the norm of x is as large as possible. On entry RHS = b holds the contribution from earlier solved sub-systems, and on return RHS = x. The factorization of Z returned by SGETC2 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 SGECON, 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 SGETC2: 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 acoording 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 STGSYL, 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 STGSY2 is called by STGSYL. 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 STGSY2 is called by STGSYL. 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 IMINF-95.05, Departement of Computing Science, Umea University, S-901 87 Umea, Sweden, 1995. ===================================================================== .. Parameters ..
ijob
- n
- z
- ldz
- rhs
- rdsum
- rdscal
- ipiv
- jpiv
- public abstract void slatps(java.lang.String uplo, java.lang.String trans, java.lang.String diag, java.lang.String normin, int n, float[] ap, float[] x, org.netlib.util.floatW scale, float[] cnorm, org.netlib.util.intW info)
.. Purpose ======= SLATPS solves one of the triangular systems A *x = s*b or A'*x = s*b with scaling to prevent overflow, where A is an upper or lower triangular matrix stored in packed form. 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 STPSV 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'* x = s*b (Transpose) = 'C': Solve A'* x = s*b (Conjugate transpose = 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) REAL 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) REAL 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 or A'* 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, STPSV 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 STPSV 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'*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 STPSV if 1/M(n) and 1/G(n) are both greater than max(underflow, 1/overflow). ===================================================================== .. Parameters ..
uplo
- trans
- diag
- normin
- n
- ap
- x
- scale
- cnorm
- info
- public abstract void slatrd(java.lang.String uplo, int n, int nb, float[] a, int lda, float[] e, float[] tau, float[] w, int ldw)
.. Purpose ======= SLATRD reduces NB rows and columns of a real symmetric matrix A to symmetric tridiagonal form by an orthogonal 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', SLATRD reduces the last NB rows and columns of a matrix, of which the upper triangle is supplied; if UPLO = 'L', SLATRD reduces the first NB rows and columns of a matrix, of which the lower triangle is supplied. This is an auxiliary routine called by SSYTRD. 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. NB (input) INTEGER The number of rows and columns to be reduced. A (input/output) REAL 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 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 orthogonal 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 orthogonal matrix Q as a product of elementary reflectors. See Further Details. LDA (input) INTEGER The leading dimension of the array A. LDA >= (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) REAL 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) REAL 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 real scalar, and v is a real 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 real scalar, and v is a real 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 symmetric 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 ..
uplo
- n
- nb
- a
- lda
- e
- tau
- w
- ldw
- public abstract void slatrs(java.lang.String uplo, java.lang.String trans, java.lang.String diag, java.lang.String normin, int n, float[] a, int lda, float[] x, org.netlib.util.floatW scale, float[] cnorm, org.netlib.util.intW info)
.. Purpose ======= SLATRS solves one of the triangular systems A *x = s*b or A'*x = s*b with scaling to prevent overflow. Here A is an upper or lower triangular matrix, 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 STRSV 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'* x = s*b (Transpose) = 'C': Solve A'* x = s*b (Conjugate transpose = 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) REAL 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) REAL 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 or A'* 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, STRSV 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 STRSV 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'*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 STRSV if 1/M(n) and 1/G(n) are both greater than max(underflow, 1/overflow). ===================================================================== .. Parameters ..
uplo
- trans
- diag
- normin
- n
- a
- lda
- x
- scale
- cnorm
- info
- public abstract void slatrz(int m, int n, int l, float[] a, int lda, float[] tau, float[] work)
.. Purpose ======= SLATRZ factors the M-by-(M+L) real upper trapezoidal matrix [ A1 A2 ] = [ A(1:M,1:M) A(1:M,N-L+1:N) ] as ( R 0 ) * Z, by means of orthogonal transformations. Z is an (M+L)-by-(M+L) orthogonal 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) REAL array, dimension (LDA,N) On entry, the leading M-by-N upper trapezoidal part of the array A must contain the matrix to be factorized. On exit, the leading M-by-M upper triangular part of A contains the upper triangular matrix R, and elements N-L+1 to N of the first M rows of A, with the array TAU, represent the orthogonal matrix Z as a product of M elementary reflectors. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M). TAU (output) REAL array, dimension (M) The scalar factors of the elementary reflectors. WORK (workspace) REAL 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 ..
m
- n
- l
- a
- lda
- tau
- work
- public abstract void slatzm(java.lang.String side, int m, int n, float[] v, int incv, float tau, float[] c1, float[] c2, int Ldc, float[] work)
.. Purpose ======= This routine is deprecated and has been replaced by routine SORMRZ. SLATZM applies a Householder matrix generated by STZRQF 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) REAL 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) REAL The value tau in the representation of P. C1 (input/output) REAL 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) REAL 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 >= (1,M). WORK (workspace) REAL array, dimension (N) if SIDE = 'L' (M) if SIDE = 'R' ===================================================================== .. Parameters ..
side
- m
- n
- v
- incv
- tau
- c1
- c2
- Ldc
- work
- public abstract void slauu2(java.lang.String uplo, int n, float[] a, int lda, org.netlib.util.intW info)
.. Purpose ======= SLAUU2 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) REAL 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 ..
uplo
- n
- a
- lda
- info
- public abstract void slauum(java.lang.String uplo, int n, float[] a, int lda, org.netlib.util.intW info)
.. Purpose ======= SLAUUM 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) REAL 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 ..
uplo
- n
- a
- lda
- info
- public void slazq3(int i0, org.netlib.util.intW n0, float[] z, int pp, org.netlib.util.floatW dmin, org.netlib.util.floatW sigma, org.netlib.util.floatW desig, org.netlib.util.floatW qmax, org.netlib.util.intW nfail, org.netlib.util.intW iter, org.netlib.util.intW ndiv, boolean ieee, org.netlib.util.intW ttype, org.netlib.util.floatW dmin1, org.netlib.util.floatW dmin2, org.netlib.util.floatW dn, org.netlib.util.floatW dn1, org.netlib.util.floatW dn2, org.netlib.util.floatW tau)
.. Purpose ======= SLAZQ3 checks for deflation, computes a shift (TAU) and calls dqds. In case of failure it changes shifts, and tries again until output is positive. Arguments ========= I0 (input) INTEGER First index. N0 (input) INTEGER Last index. Z (input) REAL array, dimension ( 4*N ) Z holds the qd array. PP (input) INTEGER PP=0 for ping, PP=1 for pong. DMIN (output) REAL Minimum value of d. SIGMA (output) REAL Sum of shifts used in current segment. DESIG (input/output) REAL Lower order part of SIGMA QMAX (input) REAL Maximum value of q. NFAIL (output) INTEGER Number of times shift was too big. ITER (output) INTEGER Number of iterations. NDIV (output) INTEGER Number of divisions. IEEE (input) LOGICAL Flag for IEEE or non IEEE arithmetic (passed to SLASQ5). TTYPE (input/output) INTEGER Shift type. TTYPE is passed as an argument in order to save its value between calls to SLAZQ3 DMIN1 (input/output) REAL DMIN2 (input/output) REAL DN (input/output) REAL DN1 (input/output) REAL DN2 (input/output) REAL TAU (input/output) REAL These are passed as arguments in order to save their values between calls to SLAZQ3 This is a thread safe version of SLASQ3, which passes TTYPE, DMIN1, DMIN2, DN, DN1. DN2 and TAU through the argument list in place of declaring them in a SAVE statment. ===================================================================== .. Parameters ..
i0
- n0
- z
- pp
- dmin
- sigma
- desig
- qmax
- nfail
- iter
- ndiv
- ieee
- ttype
- dmin1
- dmin2
- dn
- dn1
- dn2
- tau
- public void slazq4(int i0, int n0, float[] z, int pp, int n0in, float dmin, float dmin1, float dmin2, float dn, float dn1, float dn2, org.netlib.util.floatW tau, org.netlib.util.intW ttype, org.netlib.util.floatW g)
.. Purpose ======= SLAZQ4 computes an approximation TAU to the smallest eigenvalue using values of d from the previous transform. I0 (input) INTEGER First index. N0 (input) INTEGER Last index. Z (input) REAL array, dimension ( 4*N ) Z holds the qd array. PP (input) INTEGER PP=0 for ping, PP=1 for pong. N0IN (input) INTEGER The value of N0 at start of EIGTEST. DMIN (input) REAL Minimum value of d. DMIN1 (input) REAL Minimum value of d, excluding D( N0 ). DMIN2 (input) REAL Minimum value of d, excluding D( N0 ) and D( N0-1 ). DN (input) REAL d(N) DN1 (input) REAL d(N-1) DN2 (input) REAL d(N-2) TAU (output) REAL This is the shift. TTYPE (output) INTEGER Shift type. G (input/output) REAL G is passed as an argument in order to save its value between calls to SLAZQ4 Further Details =============== CNST1 = 9/16 This is a thread safe version of SLASQ4, which passes G through the argument list in place of declaring G in a SAVE statment. ===================================================================== .. Parameters ..
i0
- n0
- z
- pp
- n0in
- dmin
- dmin1
- dmin2
- dn
- dn1
- dn2
- tau
- ttype
- g
- public abstract void sopgtr(java.lang.String uplo, int n, float[] ap, float[] tau, float[] q, int ldq, float[] work, org.netlib.util.intW info)
.. Purpose ======= SOPGTR generates a real orthogonal matrix Q which is defined as the product of n-1 elementary reflectors H(i) of order n, as returned by SSPTRD using packed storage: if UPLO = 'U', Q = H(n-1) . . . H(2) H(1), if UPLO = 'L', Q = H(1) H(2) . . . H(n-1). Arguments ========= UPLO (input) CHARACTER*1 = 'U': Upper triangular packed storage used in previous call to SSPTRD; = 'L': Lower triangular packed storage used in previous call to SSPTRD. N (input) INTEGER The order of the matrix Q. N >= 0. AP (input) REAL array, dimension (N*(N+1)/2) The vectors which define the elementary reflectors, as returned by SSPTRD. TAU (input) REAL array, dimension (N-1) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by SSPTRD. Q (output) REAL array, dimension (LDQ,N) The N-by-N orthogonal matrix Q. LDQ (input) INTEGER The leading dimension of the array Q. LDQ >= max(1,N). WORK (workspace) REAL array, dimension (N-1) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
uplo
- n
- ap
- tau
- q
- ldq
- work
- info
- public abstract void sopmtr(java.lang.String side, java.lang.String uplo, java.lang.String trans, int m, int n, float[] ap, float[] tau, float[] c, int Ldc, float[] work, org.netlib.util.intW info)
.. Purpose ======= SOPMTR overwrites the general real M-by-N matrix C with SIDE = 'L' SIDE = 'R' TRANS = 'N': Q * C C * Q TRANS = 'T': Q**T * C C * Q**T where Q is a real orthogonal matrix of order nq, with nq = m if SIDE = 'L' and nq = n if SIDE = 'R'. Q is defined as the product of nq-1 elementary reflectors, as returned by SSPTRD using packed storage: if UPLO = 'U', Q = H(nq-1) . . . H(2) H(1); if UPLO = 'L', Q = H(1) H(2) . . . H(nq-1). Arguments ========= SIDE (input) CHARACTER*1 = 'L': apply Q or Q**T from the Left; = 'R': apply Q or Q**T from the Right. UPLO (input) CHARACTER*1 = 'U': Upper triangular packed storage used in previous call to SSPTRD; = 'L': Lower triangular packed storage used in previous call to SSPTRD. TRANS (input) CHARACTER*1 = 'N': No transpose, apply Q; = 'T': Transpose, apply Q**T. M (input) INTEGER The number of rows of the matrix C. M >= 0. N (input) INTEGER The number of columns of the matrix C. N >= 0. AP (input) REAL array, dimension (M*(M+1)/2) if SIDE = 'L' (N*(N+1)/2) if SIDE = 'R' The vectors which define the elementary reflectors, as returned by SSPTRD. AP is modified by the routine but restored on exit. TAU (input) REAL array, dimension (M-1) if SIDE = 'L' or (N-1) if SIDE = 'R' TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by SSPTRD. C (input/output) REAL array, dimension (LDC,N) On entry, the M-by-N matrix C. On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M). WORK (workspace) REAL array, dimension (N) if SIDE = 'L' (M) if SIDE = 'R' INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
side
- uplo
- trans
- m
- n
- ap
- tau
- c
- Ldc
- work
- info
- public abstract void sorg2l(int m, int n, int k, float[] a, int lda, float[] tau, float[] work, org.netlib.util.intW info)
.. Purpose ======= SORG2L generates an m by n real matrix Q with orthonormal columns, which is defined as the last n columns of a product of k elementary reflectors of order m Q = H(k) . . . H(2) H(1) as returned by SGEQLF. Arguments ========= M (input) INTEGER The number of rows of the matrix Q. M >= 0. N (input) INTEGER The number of columns of the matrix Q. M >= N >= 0. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. N >= K >= 0. A (input/output) REAL array, dimension (LDA,N) On entry, the (n-k+i)-th column must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by SGEQLF in the last k columns of its array argument A. On exit, the m by n matrix Q. LDA (input) INTEGER The first dimension of the array A. LDA >= max(1,M). TAU (input) REAL array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by SGEQLF. WORK (workspace) REAL array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument has an illegal value ===================================================================== .. Parameters ..
m
- n
- k
- a
- lda
- tau
- work
- info
- public abstract void sorg2r(int m, int n, int k, float[] a, int lda, float[] tau, float[] work, org.netlib.util.intW info)
.. Purpose ======= SORG2R generates an m by n real matrix Q with orthonormal columns, which is defined as the first n columns of a product of k elementary reflectors of order m Q = H(1) H(2) . . . H(k) as returned by SGEQRF. Arguments ========= M (input) INTEGER The number of rows of the matrix Q. M >= 0. N (input) INTEGER The number of columns of the matrix Q. M >= N >= 0. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. N >= K >= 0. A (input/output) REAL array, dimension (LDA,N) On entry, the i-th column must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by SGEQRF in the first k columns of its array argument A. On exit, the m-by-n matrix Q. LDA (input) INTEGER The first dimension of the array A. LDA >= max(1,M). TAU (input) REAL array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by SGEQRF. WORK (workspace) REAL array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument has an illegal value ===================================================================== .. Parameters ..
m
- n
- k
- a
- lda
- tau
- work
- info
- public abstract void sorgbr(java.lang.String vect, int m, int n, int k, float[] a, int lda, float[] tau, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SORGBR generates one of the real orthogonal matrices Q or P**T determined by SGEBRD when reducing a real matrix A to bidiagonal form: A = Q * B * P**T. Q and P**T are defined as products of elementary reflectors H(i) or G(i) respectively. If VECT = 'Q', A is assumed to have been an M-by-K matrix, and Q is of order M: if m >= k, Q = H(1) H(2) . . . H(k) and SORGBR returns the first n columns of Q, where m >= n >= k; if m < k, Q = H(1) H(2) . . . H(m-1) and SORGBR returns Q as an M-by-M matrix. If VECT = 'P', A is assumed to have been a K-by-N matrix, and P**T is of order N: if k < n, P**T = G(k) . . . G(2) G(1) and SORGBR returns the first m rows of P**T, where n >= m >= k; if k >= n, P**T = G(n-1) . . . G(2) G(1) and SORGBR returns P**T as an N-by-N matrix. Arguments ========= VECT (input) CHARACTER*1 Specifies whether the matrix Q or the matrix P**T is required, as defined in the transformation applied by SGEBRD: = 'Q': generate Q; = 'P': generate P**T. M (input) INTEGER The number of rows of the matrix Q or P**T to be returned. M >= 0. N (input) INTEGER The number of columns of the matrix Q or P**T to be returned. N >= 0. If VECT = 'Q', M >= N >= min(M,K); if VECT = 'P', N >= M >= min(N,K). K (input) INTEGER If VECT = 'Q', the number of columns in the original M-by-K matrix reduced by SGEBRD. If VECT = 'P', the number of rows in the original K-by-N matrix reduced by SGEBRD. K >= 0. A (input/output) REAL array, dimension (LDA,N) On entry, the vectors which define the elementary reflectors, as returned by SGEBRD. On exit, the M-by-N matrix Q or P**T. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M). TAU (input) REAL array, dimension (min(M,K)) if VECT = 'Q' (min(N,K)) if VECT = 'P' TAU(i) must contain the scalar factor of the elementary reflector H(i) or G(i), which determines Q or P**T, as returned by SGEBRD in its array argument TAUQ or TAUP. WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,min(M,N)). For optimum performance LWORK >= min(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 ===================================================================== .. Parameters ..
vect
- m
- n
- k
- a
- lda
- tau
- work
- lwork
- info
- public abstract void sorghr(int n, int ilo, int ihi, float[] a, int lda, float[] tau, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SORGHR generates a real orthogonal matrix Q which is defined as the product of IHI-ILO elementary reflectors of order N, as returned by SGEHRD: Q = H(ilo) H(ilo+1) . . . H(ihi-1). Arguments ========= N (input) INTEGER The order of the matrix Q. N >= 0. ILO (input) INTEGER IHI (input) INTEGER ILO and IHI must have the same values as in the previous call of SGEHRD. Q is equal to the unit matrix except in the submatrix Q(ilo+1:ihi,ilo+1:ihi). 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0. A (input/output) REAL array, dimension (LDA,N) On entry, the vectors which define the elementary reflectors, as returned by SGEHRD. On exit, the N-by-N orthogonal matrix Q. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). TAU (input) REAL array, dimension (N-1) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by SGEHRD. WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= IHI-ILO. For optimum performance LWORK >= (IHI-ILO)*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 ===================================================================== .. Parameters ..
n
- ilo
- ihi
- a
- lda
- tau
- work
- lwork
- info
- public abstract void sorgl2(int m, int n, int k, float[] a, int lda, float[] tau, float[] work, org.netlib.util.intW info)
.. Purpose ======= SORGL2 generates an m by n real matrix Q with orthonormal rows, which is defined as the first m rows of a product of k elementary reflectors of order n Q = H(k) . . . H(2) H(1) as returned by SGELQF. Arguments ========= M (input) INTEGER The number of rows of the matrix Q. M >= 0. N (input) INTEGER The number of columns of the matrix Q. N >= M. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. M >= K >= 0. A (input/output) REAL array, dimension (LDA,N) On entry, the i-th row must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by SGELQF in the first k rows of its array argument A. On exit, the m-by-n matrix Q. LDA (input) INTEGER The first dimension of the array A. LDA >= max(1,M). TAU (input) REAL array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by SGELQF. WORK (workspace) REAL array, dimension (M) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument has an illegal value ===================================================================== .. Parameters ..
m
- n
- k
- a
- lda
- tau
- work
- info
- public abstract void sorglq(int m, int n, int k, float[] a, int lda, float[] tau, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SORGLQ generates an M-by-N real matrix Q with orthonormal rows, which is defined as the first M rows of a product of K elementary reflectors of order N Q = H(k) . . . H(2) H(1) as returned by SGELQF. Arguments ========= M (input) INTEGER The number of rows of the matrix Q. M >= 0. N (input) INTEGER The number of columns of the matrix Q. N >= M. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. M >= K >= 0. A (input/output) REAL array, dimension (LDA,N) On entry, the i-th row must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by SGELQF in the first k rows of its array argument A. On exit, the M-by-N matrix Q. LDA (input) INTEGER The first dimension of the array A. LDA >= max(1,M). TAU (input) REAL array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by SGELQF. WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,M). For optimum performance LWORK >= M*NB, where NB is the optimal blocksize. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument has an illegal value ===================================================================== .. Parameters ..
m
- n
- k
- a
- lda
- tau
- work
- lwork
- info
- public abstract void sorgql(int m, int n, int k, float[] a, int lda, float[] tau, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SORGQL generates an M-by-N real matrix Q with orthonormal columns, which is defined as the last N columns of a product of K elementary reflectors of order M Q = H(k) . . . H(2) H(1) as returned by SGEQLF. Arguments ========= M (input) INTEGER The number of rows of the matrix Q. M >= 0. N (input) INTEGER The number of columns of the matrix Q. M >= N >= 0. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. N >= K >= 0. A (input/output) REAL array, dimension (LDA,N) On entry, the (n-k+i)-th column must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by SGEQLF in the last k columns of its array argument A. On exit, the M-by-N matrix Q. LDA (input) INTEGER The first dimension of the array A. LDA >= max(1,M). TAU (input) REAL array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by SGEQLF. WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,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 has an illegal value ===================================================================== .. Parameters ..
m
- n
- k
- a
- lda
- tau
- work
- lwork
- info
- public abstract void sorgqr(int m, int n, int k, float[] a, int lda, float[] tau, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SORGQR generates an M-by-N real matrix Q with orthonormal columns, which is defined as the first N columns of a product of K elementary reflectors of order M Q = H(1) H(2) . . . H(k) as returned by SGEQRF. Arguments ========= M (input) INTEGER The number of rows of the matrix Q. M >= 0. N (input) INTEGER The number of columns of the matrix Q. M >= N >= 0. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. N >= K >= 0. A (input/output) REAL array, dimension (LDA,N) On entry, the i-th column must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by SGEQRF in the first k columns of its array argument A. On exit, the M-by-N matrix Q. LDA (input) INTEGER The first dimension of the array A. LDA >= max(1,M). TAU (input) REAL array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by SGEQRF. WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,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 has an illegal value ===================================================================== .. Parameters ..
m
- n
- k
- a
- lda
- tau
- work
- lwork
- info
- public abstract void sorgr2(int m, int n, int k, float[] a, int lda, float[] tau, float[] work, org.netlib.util.intW info)
.. Purpose ======= SORGR2 generates an m by n real matrix Q with orthonormal rows, which is defined as the last m rows of a product of k elementary reflectors of order n Q = H(1) H(2) . . . H(k) as returned by SGERQF. Arguments ========= M (input) INTEGER The number of rows of the matrix Q. M >= 0. N (input) INTEGER The number of columns of the matrix Q. N >= M. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. M >= K >= 0. A (input/output) REAL array, dimension (LDA,N) On entry, the (m-k+i)-th row must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by SGERQF in the last k rows of its array argument A. On exit, the m by n matrix Q. LDA (input) INTEGER The first dimension of the array A. LDA >= max(1,M). TAU (input) REAL array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by SGERQF. WORK (workspace) REAL array, dimension (M) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument has an illegal value ===================================================================== .. Parameters ..
m
- n
- k
- a
- lda
- tau
- work
- info
- public abstract void sorgrq(int m, int n, int k, float[] a, int lda, float[] tau, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SORGRQ generates an M-by-N real matrix Q with orthonormal rows, which is defined as the last M rows of a product of K elementary reflectors of order N Q = H(1) H(2) . . . H(k) as returned by SGERQF. Arguments ========= M (input) INTEGER The number of rows of the matrix Q. M >= 0. N (input) INTEGER The number of columns of the matrix Q. N >= M. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. M >= K >= 0. A (input/output) REAL array, dimension (LDA,N) On entry, the (m-k+i)-th row must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by SGERQF in the last k rows of its array argument A. On exit, the M-by-N matrix Q. LDA (input) INTEGER The first dimension of the array A. LDA >= max(1,M). TAU (input) REAL array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by SGERQF. WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,M). For optimum performance LWORK >= M*NB, where NB is the optimal blocksize. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument has an illegal value ===================================================================== .. Parameters ..
m
- n
- k
- a
- lda
- tau
- work
- lwork
- info
- public abstract void sorgtr(java.lang.String uplo, int n, float[] a, int lda, float[] tau, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SORGTR generates a real orthogonal matrix Q which is defined as the product of n-1 elementary reflectors of order N, as returned by SSYTRD: if UPLO = 'U', Q = H(n-1) . . . H(2) H(1), if UPLO = 'L', Q = H(1) H(2) . . . H(n-1). Arguments ========= UPLO (input) CHARACTER*1 = 'U': Upper triangle of A contains elementary reflectors from SSYTRD; = 'L': Lower triangle of A contains elementary reflectors from SSYTRD. N (input) INTEGER The order of the matrix Q. N >= 0. A (input/output) REAL array, dimension (LDA,N) On entry, the vectors which define the elementary reflectors, as returned by SSYTRD. On exit, the N-by-N orthogonal matrix Q. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). TAU (input) REAL array, dimension (N-1) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by SSYTRD. WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,N-1). For optimum 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. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
uplo
- n
- a
- lda
- tau
- work
- lwork
- info
- public abstract void sorm2l(java.lang.String side, java.lang.String trans, int m, int n, int k, float[] a, int lda, float[] tau, float[] c, int Ldc, float[] work, org.netlib.util.intW info)
.. Purpose ======= SORM2L overwrites the general real m by n matrix C with Q * C if SIDE = 'L' and TRANS = 'N', or Q'* C if SIDE = 'L' and TRANS = 'T', or C * Q if SIDE = 'R' and TRANS = 'N', or C * Q' if SIDE = 'R' and TRANS = 'T', where Q is a real orthogonal matrix defined as the product of k elementary reflectors Q = H(k) . . . H(2) H(1) as returned by SGEQLF. Q is of order m if SIDE = 'L' and of order n if SIDE = 'R'. Arguments ========= SIDE (input) CHARACTER*1 = 'L': apply Q or Q' from the Left = 'R': apply Q or Q' from the Right TRANS (input) CHARACTER*1 = 'N': apply Q (No transpose) = 'T': apply Q' (Transpose) M (input) INTEGER The number of rows of the matrix C. M >= 0. N (input) INTEGER The number of columns of the matrix C. N >= 0. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. If SIDE = 'L', M >= K >= 0; if SIDE = 'R', N >= K >= 0. A (input) REAL array, dimension (LDA,K) The i-th column must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by SGEQLF in the last k columns of its array argument A. A is modified by the routine but restored on exit. LDA (input) INTEGER The leading dimension of the array A. If SIDE = 'L', LDA >= max(1,M); if SIDE = 'R', LDA >= max(1,N). TAU (input) REAL array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by SGEQLF. C (input/output) REAL array, dimension (LDC,N) On entry, the m by n matrix C. On exit, C is overwritten by Q*C or Q'*C or C*Q' or C*Q. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M). WORK (workspace) REAL array, dimension (N) if SIDE = 'L', (M) if SIDE = 'R' INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
side
- trans
- m
- n
- k
- a
- lda
- tau
- c
- Ldc
- work
- info
- public abstract void sorm2r(java.lang.String side, java.lang.String trans, int m, int n, int k, float[] a, int lda, float[] tau, float[] c, int Ldc, float[] work, org.netlib.util.intW info)
.. Purpose ======= SORM2R overwrites the general real m by n matrix C with Q * C if SIDE = 'L' and TRANS = 'N', or Q'* C if SIDE = 'L' and TRANS = 'T', or C * Q if SIDE = 'R' and TRANS = 'N', or C * Q' if SIDE = 'R' and TRANS = 'T', where Q is a real orthogonal matrix defined as the product of k elementary reflectors Q = H(1) H(2) . . . H(k) as returned by SGEQRF. Q is of order m if SIDE = 'L' and of order n if SIDE = 'R'. Arguments ========= SIDE (input) CHARACTER*1 = 'L': apply Q or Q' from the Left = 'R': apply Q or Q' from the Right TRANS (input) CHARACTER*1 = 'N': apply Q (No transpose) = 'T': apply Q' (Transpose) M (input) INTEGER The number of rows of the matrix C. M >= 0. N (input) INTEGER The number of columns of the matrix C. N >= 0. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. If SIDE = 'L', M >= K >= 0; if SIDE = 'R', N >= K >= 0. A (input) REAL array, dimension (LDA,K) The i-th column must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by SGEQRF in the first k columns of its array argument A. A is modified by the routine but restored on exit. LDA (input) INTEGER The leading dimension of the array A. If SIDE = 'L', LDA >= max(1,M); if SIDE = 'R', LDA >= max(1,N). TAU (input) REAL array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by SGEQRF. C (input/output) REAL array, dimension (LDC,N) On entry, the m by n matrix C. On exit, C is overwritten by Q*C or Q'*C or C*Q' or C*Q. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M). WORK (workspace) REAL array, dimension (N) if SIDE = 'L', (M) if SIDE = 'R' INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
side
- trans
- m
- n
- k
- a
- lda
- tau
- c
- Ldc
- work
- info
- public abstract void sormbr(java.lang.String vect, java.lang.String side, java.lang.String trans, int m, int n, int k, float[] a, int lda, float[] tau, float[] c, int Ldc, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= If VECT = 'Q', SORMBR overwrites the general real M-by-N matrix C with SIDE = 'L' SIDE = 'R' TRANS = 'N': Q * C C * Q TRANS = 'T': Q**T * C C * Q**T If VECT = 'P', SORMBR overwrites the general real M-by-N matrix C with SIDE = 'L' SIDE = 'R' TRANS = 'N': P * C C * P TRANS = 'T': P**T * C C * P**T Here Q and P**T are the orthogonal matrices determined by SGEBRD when reducing a real matrix A to bidiagonal form: A = Q * B * P**T. Q and P**T are defined as products of elementary reflectors H(i) and G(i) respectively. Let nq = m if SIDE = 'L' and nq = n if SIDE = 'R'. Thus nq is the order of the orthogonal matrix Q or P**T that is applied. If VECT = 'Q', A is assumed to have been an NQ-by-K matrix: if nq >= k, Q = H(1) H(2) . . . H(k); if nq < k, Q = H(1) H(2) . . . H(nq-1). If VECT = 'P', A is assumed to have been a K-by-NQ matrix: if k < nq, P = G(1) G(2) . . . G(k); if k >= nq, P = G(1) G(2) . . . G(nq-1). Arguments ========= VECT (input) CHARACTER*1 = 'Q': apply Q or Q**T; = 'P': apply P or P**T. SIDE (input) CHARACTER*1 = 'L': apply Q, Q**T, P or P**T from the Left; = 'R': apply Q, Q**T, P or P**T from the Right. TRANS (input) CHARACTER*1 = 'N': No transpose, apply Q or P; = 'T': Transpose, apply Q**T or P**T. M (input) INTEGER The number of rows of the matrix C. M >= 0. N (input) INTEGER The number of columns of the matrix C. N >= 0. K (input) INTEGER If VECT = 'Q', the number of columns in the original matrix reduced by SGEBRD. If VECT = 'P', the number of rows in the original matrix reduced by SGEBRD. K >= 0. A (input) REAL array, dimension (LDA,min(nq,K)) if VECT = 'Q' (LDA,nq) if VECT = 'P' The vectors which define the elementary reflectors H(i) and G(i), whose products determine the matrices Q and P, as returned by SGEBRD. LDA (input) INTEGER The leading dimension of the array A. If VECT = 'Q', LDA >= max(1,nq); if VECT = 'P', LDA >= max(1,min(nq,K)). TAU (input) REAL array, dimension (min(nq,K)) TAU(i) must contain the scalar factor of the elementary reflector H(i) or G(i) which determines Q or P, as returned by SGEBRD in the array argument TAUQ or TAUP. C (input/output) REAL array, dimension (LDC,N) On entry, the M-by-N matrix C. On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q or P*C or P**T*C or C*P or C*P**T. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M). WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If SIDE = 'L', LWORK >= max(1,N); if SIDE = 'R', LWORK >= max(1,M). For optimum performance LWORK >= N*NB if SIDE = 'L', and LWORK >= M*NB if SIDE = 'R', 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 ===================================================================== .. Local Scalars ..
vect
- side
- trans
- m
- n
- k
- a
- lda
- tau
- c
- Ldc
- work
- lwork
- info
- public abstract void sormhr(java.lang.String side, java.lang.String trans, int m, int n, int ilo, int ihi, float[] a, int lda, float[] tau, float[] c, int Ldc, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SORMHR overwrites the general real M-by-N matrix C with SIDE = 'L' SIDE = 'R' TRANS = 'N': Q * C C * Q TRANS = 'T': Q**T * C C * Q**T where Q is a real orthogonal matrix of order nq, with nq = m if SIDE = 'L' and nq = n if SIDE = 'R'. Q is defined as the product of IHI-ILO elementary reflectors, as returned by SGEHRD: Q = H(ilo) H(ilo+1) . . . H(ihi-1). Arguments ========= SIDE (input) CHARACTER*1 = 'L': apply Q or Q**T from the Left; = 'R': apply Q or Q**T from the Right. TRANS (input) CHARACTER*1 = 'N': No transpose, apply Q; = 'T': Transpose, apply Q**T. M (input) INTEGER The number of rows of the matrix C. M >= 0. N (input) INTEGER The number of columns of the matrix C. N >= 0. ILO (input) INTEGER IHI (input) INTEGER ILO and IHI must have the same values as in the previous call of SGEHRD. Q is equal to the unit matrix except in the submatrix Q(ilo+1:ihi,ilo+1:ihi). If SIDE = 'L', then 1 <= ILO <= IHI <= M, if M > 0, and ILO = 1 and IHI = 0, if M = 0; if SIDE = 'R', then 1 <= ILO <= IHI <= N, if N > 0, and ILO = 1 and IHI = 0, if N = 0. A (input) REAL array, dimension (LDA,M) if SIDE = 'L' (LDA,N) if SIDE = 'R' The vectors which define the elementary reflectors, as returned by SGEHRD. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M) if SIDE = 'L'; LDA >= max(1,N) if SIDE = 'R'. TAU (input) REAL array, dimension (M-1) if SIDE = 'L' (N-1) if SIDE = 'R' TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by SGEHRD. C (input/output) REAL array, dimension (LDC,N) On entry, the M-by-N matrix C. On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M). WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If SIDE = 'L', LWORK >= max(1,N); if SIDE = 'R', LWORK >= max(1,M). For optimum performance LWORK >= N*NB if SIDE = 'L', and LWORK >= M*NB if SIDE = 'R', 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 ===================================================================== .. Local Scalars ..
side
- trans
- m
- n
- ilo
- ihi
- a
- lda
- tau
- c
- Ldc
- work
- lwork
- info
- public abstract void sorml2(java.lang.String side, java.lang.String trans, int m, int n, int k, float[] a, int lda, float[] tau, float[] c, int Ldc, float[] work, org.netlib.util.intW info)
.. Purpose ======= SORML2 overwrites the general real m by n matrix C with Q * C if SIDE = 'L' and TRANS = 'N', or Q'* C if SIDE = 'L' and TRANS = 'T', or C * Q if SIDE = 'R' and TRANS = 'N', or C * Q' if SIDE = 'R' and TRANS = 'T', where Q is a real orthogonal matrix defined as the product of k elementary reflectors Q = H(k) . . . H(2) H(1) as returned by SGELQF. Q is of order m if SIDE = 'L' and of order n if SIDE = 'R'. Arguments ========= SIDE (input) CHARACTER*1 = 'L': apply Q or Q' from the Left = 'R': apply Q or Q' from the Right TRANS (input) CHARACTER*1 = 'N': apply Q (No transpose) = 'T': apply Q' (Transpose) M (input) INTEGER The number of rows of the matrix C. M >= 0. N (input) INTEGER The number of columns of the matrix C. N >= 0. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. If SIDE = 'L', M >= K >= 0; if SIDE = 'R', N >= K >= 0. A (input) REAL array, dimension (LDA,M) if SIDE = 'L', (LDA,N) if SIDE = 'R' The i-th row must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by SGELQF in the first k rows of its array argument A. A is modified by the routine but restored on exit. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,K). TAU (input) REAL array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by SGELQF. C (input/output) REAL array, dimension (LDC,N) On entry, the m by n matrix C. On exit, C is overwritten by Q*C or Q'*C or C*Q' or C*Q. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M). WORK (workspace) REAL array, dimension (N) if SIDE = 'L', (M) if SIDE = 'R' INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
side
- trans
- m
- n
- k
- a
- lda
- tau
- c
- Ldc
- work
- info
- public abstract void sormlq(java.lang.String side, java.lang.String trans, int m, int n, int k, float[] a, int lda, float[] tau, float[] c, int Ldc, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SORMLQ overwrites the general real M-by-N matrix C with SIDE = 'L' SIDE = 'R' TRANS = 'N': Q * C C * Q TRANS = 'T': Q**T * C C * Q**T where Q is a real orthogonal matrix defined as the product of k elementary reflectors Q = H(k) . . . H(2) H(1) as returned by SGELQF. Q is of order M if SIDE = 'L' and of order N if SIDE = 'R'. Arguments ========= SIDE (input) CHARACTER*1 = 'L': apply Q or Q**T from the Left; = 'R': apply Q or Q**T from the Right. TRANS (input) CHARACTER*1 = 'N': No transpose, apply Q; = 'T': Transpose, apply Q**T. M (input) INTEGER The number of rows of the matrix C. M >= 0. N (input) INTEGER The number of columns of the matrix C. N >= 0. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. If SIDE = 'L', M >= K >= 0; if SIDE = 'R', N >= K >= 0. A (input) REAL array, dimension (LDA,M) if SIDE = 'L', (LDA,N) if SIDE = 'R' The i-th row must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by SGELQF in the first k rows of its array argument A. A is modified by the routine but restored on exit. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,K). TAU (input) REAL array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by SGELQF. C (input/output) REAL array, dimension (LDC,N) On entry, the M-by-N matrix C. On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M). WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If SIDE = 'L', LWORK >= max(1,N); if SIDE = 'R', LWORK >= max(1,M). For optimum performance LWORK >= N*NB if SIDE = 'L', and LWORK >= M*NB if SIDE = 'R', 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 ===================================================================== .. Parameters ..
side
- trans
- m
- n
- k
- a
- lda
- tau
- c
- Ldc
- work
- lwork
- info
- public abstract void sormql(java.lang.String side, java.lang.String trans, int m, int n, int k, float[] a, int lda, float[] tau, float[] c, int Ldc, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SORMQL overwrites the general real M-by-N matrix C with SIDE = 'L' SIDE = 'R' TRANS = 'N': Q * C C * Q TRANS = 'T': Q**T * C C * Q**T where Q is a real orthogonal matrix defined as the product of k elementary reflectors Q = H(k) . . . H(2) H(1) as returned by SGEQLF. Q is of order M if SIDE = 'L' and of order N if SIDE = 'R'. Arguments ========= SIDE (input) CHARACTER*1 = 'L': apply Q or Q**T from the Left; = 'R': apply Q or Q**T from the Right. TRANS (input) CHARACTER*1 = 'N': No transpose, apply Q; = 'T': Transpose, apply Q**T. M (input) INTEGER The number of rows of the matrix C. M >= 0. N (input) INTEGER The number of columns of the matrix C. N >= 0. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. If SIDE = 'L', M >= K >= 0; if SIDE = 'R', N >= K >= 0. A (input) REAL array, dimension (LDA,K) The i-th column must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by SGEQLF in the last k columns of its array argument A. A is modified by the routine but restored on exit. LDA (input) INTEGER The leading dimension of the array A. If SIDE = 'L', LDA >= max(1,M); if SIDE = 'R', LDA >= max(1,N). TAU (input) REAL array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by SGEQLF. C (input/output) REAL array, dimension (LDC,N) On entry, the M-by-N matrix C. On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M). WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If SIDE = 'L', LWORK >= max(1,N); if SIDE = 'R', LWORK >= max(1,M). For optimum performance LWORK >= N*NB if SIDE = 'L', and LWORK >= M*NB if SIDE = 'R', 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 ===================================================================== .. Parameters ..
side
- trans
- m
- n
- k
- a
- lda
- tau
- c
- Ldc
- work
- lwork
- info
- public abstract void sormqr(java.lang.String side, java.lang.String trans, int m, int n, int k, float[] a, int lda, float[] tau, float[] c, int Ldc, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SORMQR overwrites the general real M-by-N matrix C with SIDE = 'L' SIDE = 'R' TRANS = 'N': Q * C C * Q TRANS = 'T': Q**T * C C * Q**T where Q is a real orthogonal matrix defined as the product of k elementary reflectors Q = H(1) H(2) . . . H(k) as returned by SGEQRF. Q is of order M if SIDE = 'L' and of order N if SIDE = 'R'. Arguments ========= SIDE (input) CHARACTER*1 = 'L': apply Q or Q**T from the Left; = 'R': apply Q or Q**T from the Right. TRANS (input) CHARACTER*1 = 'N': No transpose, apply Q; = 'T': Transpose, apply Q**T. M (input) INTEGER The number of rows of the matrix C. M >= 0. N (input) INTEGER The number of columns of the matrix C. N >= 0. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. If SIDE = 'L', M >= K >= 0; if SIDE = 'R', N >= K >= 0. A (input) REAL array, dimension (LDA,K) The i-th column must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by SGEQRF in the first k columns of its array argument A. A is modified by the routine but restored on exit. LDA (input) INTEGER The leading dimension of the array A. If SIDE = 'L', LDA >= max(1,M); if SIDE = 'R', LDA >= max(1,N). TAU (input) REAL array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by SGEQRF. C (input/output) REAL array, dimension (LDC,N) On entry, the M-by-N matrix C. On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M). WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If SIDE = 'L', LWORK >= max(1,N); if SIDE = 'R', LWORK >= max(1,M). For optimum performance LWORK >= N*NB if SIDE = 'L', and LWORK >= M*NB if SIDE = 'R', 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 ===================================================================== .. Parameters ..
side
- trans
- m
- n
- k
- a
- lda
- tau
- c
- Ldc
- work
- lwork
- info
- public abstract void sormr2(java.lang.String side, java.lang.String trans, int m, int n, int k, float[] a, int lda, float[] tau, float[] c, int Ldc, float[] work, org.netlib.util.intW info)
.. Purpose ======= SORMR2 overwrites the general real m by n matrix C with Q * C if SIDE = 'L' and TRANS = 'N', or Q'* C if SIDE = 'L' and TRANS = 'T', or C * Q if SIDE = 'R' and TRANS = 'N', or C * Q' if SIDE = 'R' and TRANS = 'T', where Q is a real orthogonal matrix defined as the product of k elementary reflectors Q = H(1) H(2) . . . H(k) as returned by SGERQF. Q is of order m if SIDE = 'L' and of order n if SIDE = 'R'. Arguments ========= SIDE (input) CHARACTER*1 = 'L': apply Q or Q' from the Left = 'R': apply Q or Q' from the Right TRANS (input) CHARACTER*1 = 'N': apply Q (No transpose) = 'T': apply Q' (Transpose) M (input) INTEGER The number of rows of the matrix C. M >= 0. N (input) INTEGER The number of columns of the matrix C. N >= 0. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. If SIDE = 'L', M >= K >= 0; if SIDE = 'R', N >= K >= 0. A (input) REAL array, dimension (LDA,M) if SIDE = 'L', (LDA,N) if SIDE = 'R' The i-th row must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by SGERQF in the last k rows of its array argument A. A is modified by the routine but restored on exit. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,K). TAU (input) REAL array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by SGERQF. C (input/output) REAL array, dimension (LDC,N) On entry, the m by n matrix C. On exit, C is overwritten by Q*C or Q'*C or C*Q' or C*Q. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M). WORK (workspace) REAL array, dimension (N) if SIDE = 'L', (M) if SIDE = 'R' INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
side
- trans
- m
- n
- k
- a
- lda
- tau
- c
- Ldc
- work
- info
- public abstract void sormr3(java.lang.String side, java.lang.String trans, int m, int n, int k, int l, float[] a, int lda, float[] tau, float[] c, int Ldc, float[] work, org.netlib.util.intW info)
.. Purpose ======= SORMR3 overwrites the general real m by n matrix C with Q * C if SIDE = 'L' and TRANS = 'N', or Q'* C if SIDE = 'L' and TRANS = 'T', or C * Q if SIDE = 'R' and TRANS = 'N', or C * Q' if SIDE = 'R' and TRANS = 'T', where Q is a real orthogonal matrix defined as the product of k elementary reflectors Q = H(1) H(2) . . . H(k) as returned by STZRZF. Q is of order m if SIDE = 'L' and of order n if SIDE = 'R'. Arguments ========= SIDE (input) CHARACTER*1 = 'L': apply Q or Q' from the Left = 'R': apply Q or Q' from the Right TRANS (input) CHARACTER*1 = 'N': apply Q (No transpose) = 'T': apply Q' (Transpose) M (input) INTEGER The number of rows of the matrix C. M >= 0. N (input) INTEGER The number of columns of the matrix C. N >= 0. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. If SIDE = 'L', M >= K >= 0; if SIDE = 'R', N >= K >= 0. L (input) INTEGER The number of columns of the matrix A containing the meaningful part of the Householder reflectors. If SIDE = 'L', M >= L >= 0, if SIDE = 'R', N >= L >= 0. A (input) REAL array, dimension (LDA,M) if SIDE = 'L', (LDA,N) if SIDE = 'R' The i-th row must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by STZRZF in the last k rows of its array argument A. A is modified by the routine but restored on exit. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,K). TAU (input) REAL array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by STZRZF. C (input/output) REAL array, dimension (LDC,N) On entry, the m-by-n matrix C. On exit, C is overwritten by Q*C or Q'*C or C*Q' or C*Q. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M). WORK (workspace) REAL array, dimension (N) if SIDE = 'L', (M) if SIDE = 'R' 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 ===================================================================== .. Local Scalars ..
side
- trans
- m
- n
- k
- l
- a
- lda
- tau
- c
- Ldc
- work
- info
- public abstract void sormrq(java.lang.String side, java.lang.String trans, int m, int n, int k, float[] a, int lda, float[] tau, float[] c, int Ldc, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SORMRQ overwrites the general real M-by-N matrix C with SIDE = 'L' SIDE = 'R' TRANS = 'N': Q * C C * Q TRANS = 'T': Q**T * C C * Q**T where Q is a real orthogonal matrix defined as the product of k elementary reflectors Q = H(1) H(2) . . . H(k) as returned by SGERQF. Q is of order M if SIDE = 'L' and of order N if SIDE = 'R'. Arguments ========= SIDE (input) CHARACTER*1 = 'L': apply Q or Q**T from the Left; = 'R': apply Q or Q**T from the Right. TRANS (input) CHARACTER*1 = 'N': No transpose, apply Q; = 'T': Transpose, apply Q**T. M (input) INTEGER The number of rows of the matrix C. M >= 0. N (input) INTEGER The number of columns of the matrix C. N >= 0. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. If SIDE = 'L', M >= K >= 0; if SIDE = 'R', N >= K >= 0. A (input) REAL array, dimension (LDA,M) if SIDE = 'L', (LDA,N) if SIDE = 'R' The i-th row must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by SGERQF in the last k rows of its array argument A. A is modified by the routine but restored on exit. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,K). TAU (input) REAL array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by SGERQF. C (input/output) REAL array, dimension (LDC,N) On entry, the M-by-N matrix C. On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M). WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If SIDE = 'L', LWORK >= max(1,N); if SIDE = 'R', LWORK >= max(1,M). For optimum performance LWORK >= N*NB if SIDE = 'L', and LWORK >= M*NB if SIDE = 'R', 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 ===================================================================== .. Parameters ..
side
- trans
- m
- n
- k
- a
- lda
- tau
- c
- Ldc
- work
- lwork
- info
- public abstract void sormrz(java.lang.String side, java.lang.String trans, int m, int n, int k, int l, float[] a, int lda, float[] tau, float[] c, int Ldc, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SORMRZ overwrites the general real M-by-N matrix C with SIDE = 'L' SIDE = 'R' TRANS = 'N': Q * C C * Q TRANS = 'T': Q**T * C C * Q**T where Q is a real orthogonal matrix defined as the product of k elementary reflectors Q = H(1) H(2) . . . H(k) as returned by STZRZF. Q is of order M if SIDE = 'L' and of order N if SIDE = 'R'. Arguments ========= SIDE (input) CHARACTER*1 = 'L': apply Q or Q**T from the Left; = 'R': apply Q or Q**T from the Right. TRANS (input) CHARACTER*1 = 'N': No transpose, apply Q; = 'T': Transpose, apply Q**T. M (input) INTEGER The number of rows of the matrix C. M >= 0. N (input) INTEGER The number of columns of the matrix C. N >= 0. K (input) INTEGER The number of elementary reflectors whose product defines the matrix Q. If SIDE = 'L', M >= K >= 0; if SIDE = 'R', N >= K >= 0. L (input) INTEGER The number of columns of the matrix A containing the meaningful part of the Householder reflectors. If SIDE = 'L', M >= L >= 0, if SIDE = 'R', N >= L >= 0. A (input) REAL array, dimension (LDA,M) if SIDE = 'L', (LDA,N) if SIDE = 'R' The i-th row must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,k, as returned by STZRZF in the last k rows of its array argument A. A is modified by the routine but restored on exit. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,K). TAU (input) REAL array, dimension (K) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by STZRZF. C (input/output) REAL array, dimension (LDC,N) On entry, the M-by-N matrix C. On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M). WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If SIDE = 'L', LWORK >= max(1,N); if SIDE = 'R', LWORK >= max(1,M). For optimum performance LWORK >= N*NB if SIDE = 'L', and LWORK >= M*NB if SIDE = 'R', where NB is the optimal blocksize. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Further Details =============== Based on contributions by A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA ===================================================================== .. Parameters ..
side
- trans
- m
- n
- k
- l
- a
- lda
- tau
- c
- Ldc
- work
- lwork
- info
- public abstract void sormtr(java.lang.String side, java.lang.String uplo, java.lang.String trans, int m, int n, float[] a, int lda, float[] tau, float[] c, int Ldc, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SORMTR overwrites the general real M-by-N matrix C with SIDE = 'L' SIDE = 'R' TRANS = 'N': Q * C C * Q TRANS = 'T': Q**T * C C * Q**T where Q is a real orthogonal matrix of order nq, with nq = m if SIDE = 'L' and nq = n if SIDE = 'R'. Q is defined as the product of nq-1 elementary reflectors, as returned by SSYTRD: if UPLO = 'U', Q = H(nq-1) . . . H(2) H(1); if UPLO = 'L', Q = H(1) H(2) . . . H(nq-1). Arguments ========= SIDE (input) CHARACTER*1 = 'L': apply Q or Q**T from the Left; = 'R': apply Q or Q**T from the Right. UPLO (input) CHARACTER*1 = 'U': Upper triangle of A contains elementary reflectors from SSYTRD; = 'L': Lower triangle of A contains elementary reflectors from SSYTRD. TRANS (input) CHARACTER*1 = 'N': No transpose, apply Q; = 'T': Transpose, apply Q**T. M (input) INTEGER The number of rows of the matrix C. M >= 0. N (input) INTEGER The number of columns of the matrix C. N >= 0. A (input) REAL array, dimension (LDA,M) if SIDE = 'L' (LDA,N) if SIDE = 'R' The vectors which define the elementary reflectors, as returned by SSYTRD. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M) if SIDE = 'L'; LDA >= max(1,N) if SIDE = 'R'. TAU (input) REAL array, dimension (M-1) if SIDE = 'L' (N-1) if SIDE = 'R' TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by SSYTRD. C (input/output) REAL array, dimension (LDC,N) On entry, the M-by-N matrix C. On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M). WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If SIDE = 'L', LWORK >= max(1,N); if SIDE = 'R', LWORK >= max(1,M). For optimum performance LWORK >= N*NB if SIDE = 'L', and LWORK >= M*NB if SIDE = 'R', 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 ===================================================================== .. Local Scalars ..
side
- uplo
- trans
- m
- n
- a
- lda
- tau
- c
- Ldc
- work
- lwork
- info
- public abstract void spbcon(java.lang.String uplo, int n, int kd, float[] ab, int ldab, float anorm, org.netlib.util.floatW rcond, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SPBCON estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite band matrix using the Cholesky factorization A = U**T*U or A = L*L**T computed by SPBTRF. 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 subdiagonals if UPLO = 'L'. KD >= 0. AB (input) REAL array, dimension (LDAB,N) The triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T 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 symmetric 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) REAL array, dimension (3*N) IWORK (workspace) INTEGER array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
uplo
- n
- kd
- ab
- ldab
- anorm
- rcond
- work
- iwork
- info
- public abstract void spbequ(java.lang.String uplo, int n, int kd, float[] ab, int ldab, float[] s, org.netlib.util.floatW scond, org.netlib.util.floatW amax, org.netlib.util.intW info)
.. Purpose ======= SPBEQU computes row and column scalings intended to equilibrate a symmetric 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) REAL array, dimension (LDAB,N) 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). 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 ..
uplo
- n
- kd
- ab
- ldab
- s
- scond
- amax
- info
- public abstract void spbrfs(java.lang.String uplo, int n, int kd, int nrhs, float[] ab, int ldab, float[] afb, int ldafb, float[] b, int ldb, float[] x, int ldx, float[] ferr, float[] berr, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SPBRFS improves the computed solution to a system of linear equations when the coefficient matrix is symmetric 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) REAL array, dimension (LDAB,N) 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). LDAB (input) INTEGER The leading dimension of the array AB. LDAB >= KD+1. AFB (input) REAL array, dimension (LDAFB,N) The triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T of the band matrix A as computed by SPBTRF, in the same storage format as A (see AB). LDAFB (input) INTEGER The leading dimension of the array AFB. LDAFB >= KD+1. B (input) REAL 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) REAL array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by SPBTRS. 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) REAL array, dimension (3*N) IWORK (workspace) INTEGER 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 ..
uplo
- n
- kd
- nrhs
- ab
- ldab
- afb
- ldafb
- b
- ldb
- x
- ldx
- ferr
- berr
- work
- iwork
- info
- public abstract void spbstf(java.lang.String uplo, int n, int kd, float[] ab, int ldab, org.netlib.util.intW info)
.. Purpose ======= SPBSTF computes a split Cholesky factorization of a real symmetric positive definite band matrix A. This routine is designed to be used in conjunction with SSBGST. The factorization has the form A = S**T*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) REAL 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 factor S from the split Cholesky factorization A = S**T*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. ===================================================================== .. Parameters ..
uplo
- n
- kd
- ab
- ldab
- info
- public abstract void spbsv(java.lang.String uplo, int n, int kd, int nrhs, float[] ab, int ldab, float[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= SPBSV computes the solution to a real system of linear equations A * X = B, where A is an N-by-N symmetric positive definite band matrix and X and B are N-by-NRHS matrices. The Cholesky decomposition is used to factor A as A = U**T * U, if UPLO = 'U', or A = L * L**T, 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) REAL 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). See below for further details. On exit, if INFO = 0, the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T 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) REAL 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 ..
uplo
- n
- kd
- nrhs
- ab
- ldab
- b
- ldb
- info
- public abstract void spbsvx(java.lang.String fact, java.lang.String uplo, int n, int kd, int nrhs, float[] ab, int ldab, float[] afb, int ldafb, org.netlib.util.StringW equed, float[] s, float[] b, int ldb, float[] x, int ldx, org.netlib.util.floatW rcond, float[] ferr, float[] berr, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SPBSVX uses the Cholesky factorization A = U**T*U or A = L*L**T to compute the solution to a real system of linear equations A * X = B, where A is an N-by-N symmetric 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**T * U, if UPLO = 'U', or A = L * L**T, 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) REAL 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, 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) REAL 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**T*U or A = L*L**T 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**T*U or A = L*L**T. 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**T*U or A = L*L**T 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) REAL 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) REAL 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) REAL array, dimension (3*N) IWORK (workspace) INTEGER 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 symmetric 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 ..
fact
- uplo
- n
- kd
- nrhs
- ab
- ldab
- afb
- ldafb
- equed
- s
- b
- ldb
- x
- ldx
- rcond
- ferr
- berr
- work
- iwork
- info
- public abstract void spbtf2(java.lang.String uplo, int n, int kd, float[] ab, int ldab, org.netlib.util.intW info)
.. Purpose ======= SPBTF2 computes the Cholesky factorization of a real symmetric 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 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 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) REAL 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. 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 ..
uplo
- n
- kd
- ab
- ldab
- info
- public abstract void spbtrf(java.lang.String uplo, int n, int kd, float[] ab, int ldab, org.netlib.util.intW info)
.. Purpose ======= SPBTRF computes the Cholesky factorization of a real symmetric positive definite band matrix A. The factorization has the form A = U**T * U, if UPLO = 'U', or A = L * L**T, 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) REAL 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**T*U or A = L*L**T 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 ..
uplo
- n
- kd
- ab
- ldab
- info
- public abstract void spbtrs(java.lang.String uplo, int n, int kd, int nrhs, float[] ab, int ldab, float[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= SPBTRS solves a system of linear equations A*X = B with a symmetric positive definite band matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by SPBTRF. 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) REAL array, dimension (LDAB,N) The triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T 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) REAL 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 ..
uplo
- n
- kd
- nrhs
- ab
- ldab
- b
- ldb
- info
- public abstract void spocon(java.lang.String uplo, int n, float[] a, int lda, float anorm, org.netlib.util.floatW rcond, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SPOCON estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite matrix using the Cholesky factorization A = U**T*U or A = L*L**T computed by SPOTRF. 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) REAL array, dimension (LDA,N) The triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, as computed by SPOTRF. 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 symmetric 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) REAL array, dimension (3*N) IWORK (workspace) INTEGER array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
uplo
- n
- a
- lda
- anorm
- rcond
- work
- iwork
- info
- public abstract void spoequ(int n, float[] a, int lda, float[] s, org.netlib.util.floatW scond, org.netlib.util.floatW amax, org.netlib.util.intW info)
.. Purpose ======= SPOEQU computes row and column scalings intended to equilibrate a symmetric 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) REAL array, dimension (LDA,N) The N-by-N symmetric 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 ..
n
- a
- lda
- s
- scond
- amax
- info
- public abstract void sporfs(java.lang.String uplo, int n, int nrhs, float[] a, int lda, float[] af, int ldaf, float[] b, int ldb, float[] x, int ldx, float[] ferr, float[] berr, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SPORFS improves the computed solution to a system of linear equations when the coefficient matrix is symmetric 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) REAL 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) REAL array, dimension (LDAF,N) The triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, as computed by SPOTRF. LDAF (input) INTEGER The leading dimension of the array AF. LDAF >= max(1,N). B (input) REAL 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) REAL array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by SPOTRS. 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) REAL array, dimension (3*N) IWORK (workspace) INTEGER 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 ..
uplo
- n
- nrhs
- a
- lda
- af
- ldaf
- b
- ldb
- x
- ldx
- ferr
- berr
- work
- iwork
- info
- public abstract void sposv(java.lang.String uplo, int n, int nrhs, float[] a, int lda, float[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= SPOSV computes the solution to a real system of linear equations A * X = B, where A is an N-by-N symmetric positive definite matrix and X and B are N-by-NRHS matrices. The Cholesky decomposition is used to factor A as A = U**T* U, if UPLO = 'U', or A = L * L**T, 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) REAL 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 factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). B (input/output) REAL 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 ..
uplo
- n
- nrhs
- a
- lda
- b
- ldb
- info
- public abstract void sposvx(java.lang.String fact, java.lang.String uplo, int n, int nrhs, float[] a, int lda, float[] af, int ldaf, org.netlib.util.StringW equed, float[] s, float[] b, int ldb, float[] x, int ldx, org.netlib.util.floatW rcond, float[] ferr, float[] berr, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SPOSVX uses the Cholesky factorization A = U**T*U or A = L*L**T to compute the solution to a real system of linear equations A * X = B, where A is an N-by-N symmetric 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**T* U, if UPLO = 'U', or A = L * L**T, 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) REAL array, dimension (LDA,N) On entry, the symmetric 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) REAL 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**T*U or A = L*L**T, 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**T*U or A = L*L**T 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**T*U or A = L*L**T 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) REAL 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) REAL 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) REAL array, dimension (3*N) IWORK (workspace) INTEGER 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 ..
fact
- uplo
- n
- nrhs
- a
- lda
- af
- ldaf
- equed
- s
- b
- ldb
- x
- ldx
- rcond
- ferr
- berr
- work
- iwork
- info
- public abstract void spotf2(java.lang.String uplo, int n, float[] a, int lda, org.netlib.util.intW info)
.. Purpose ======= SPOTF2 computes the Cholesky factorization of a real symmetric 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 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) REAL 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 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 ..
uplo
- n
- a
- lda
- info
- public abstract void spotrf(java.lang.String uplo, int n, float[] a, int lda, org.netlib.util.intW info)
.. Purpose ======= SPOTRF computes the Cholesky factorization of a real symmetric positive definite matrix A. The factorization has the form A = U**T * U, if UPLO = 'U', or A = L * L**T, 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) REAL 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 factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T. 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 ..
uplo
- n
- a
- lda
- info
- public abstract void spotri(java.lang.String uplo, int n, float[] a, int lda, org.netlib.util.intW info)
.. Purpose ======= SPOTRI computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by SPOTRF. 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) REAL array, dimension (LDA,N) On entry, the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, as computed by SPOTRF. On exit, the upper or lower triangle of the (symmetric) 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 ..
uplo
- n
- a
- lda
- info
- public abstract void spotrs(java.lang.String uplo, int n, int nrhs, float[] a, int lda, float[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= SPOTRS solves a system of linear equations A*X = B with a symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by SPOTRF. 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) REAL array, dimension (LDA,N) The triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, as computed by SPOTRF. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). B (input/output) REAL 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 ..
uplo
- n
- nrhs
- a
- lda
- b
- ldb
- info
- public abstract void sppcon(java.lang.String uplo, int n, float[] ap, float anorm, org.netlib.util.floatW rcond, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SPPCON estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite packed matrix using the Cholesky factorization A = U**T*U or A = L*L**T computed by SPPTRF. 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) REAL array, dimension (N*(N+1)/2) The triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, 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 symmetric 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) REAL array, dimension (3*N) IWORK (workspace) INTEGER array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
uplo
- n
- ap
- anorm
- rcond
- work
- iwork
- info
- public abstract void sppequ(java.lang.String uplo, int n, float[] ap, float[] s, org.netlib.util.floatW scond, org.netlib.util.floatW amax, org.netlib.util.intW info)
.. Purpose ======= SPPEQU computes row and column scalings intended to equilibrate a symmetric 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) REAL 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. 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 ..
uplo
- n
- ap
- s
- scond
- amax
- info
- public abstract void spprfs(java.lang.String uplo, int n, int nrhs, float[] ap, float[] afp, float[] b, int ldb, float[] x, int ldx, float[] ferr, float[] berr, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SPPRFS improves the computed solution to a system of linear equations when the coefficient matrix is symmetric 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) REAL 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. AFP (input) REAL array, dimension (N*(N+1)/2) The triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, as computed by SPPTRF/CPPTRF, packed columnwise in a linear array in the same format as A (see AP). B (input) REAL 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) REAL array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by SPPTRS. 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) REAL array, dimension (3*N) IWORK (workspace) INTEGER 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 ..
uplo
- n
- nrhs
- ap
- afp
- b
- ldb
- x
- ldx
- ferr
- berr
- work
- iwork
- info
- public abstract void sppsv(java.lang.String uplo, int n, int nrhs, float[] ap, float[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= SPPSV computes the solution to a real system of linear equations A * X = B, where A is an N-by-N symmetric 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**T* U, if UPLO = 'U', or A = L * L**T, 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) REAL 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, if INFO = 0, the factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, in the same storage format as A. B (input/output) REAL 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 symmetric 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 ..
uplo
- n
- nrhs
- ap
- b
- ldb
- info
- public abstract void sppsvx(java.lang.String fact, java.lang.String uplo, int n, int nrhs, float[] ap, float[] afp, org.netlib.util.StringW equed, float[] s, float[] b, int ldb, float[] x, int ldx, org.netlib.util.floatW rcond, float[] ferr, float[] berr, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SPPSVX uses the Cholesky factorization A = U**T*U or A = L*L**T to compute the solution to a real system of linear equations A * X = B, where A is an N-by-N symmetric 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**T* U, if UPLO = 'U', or A = L * L**T, 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, 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) REAL array, dimension (N*(N+1)/2) On entry, the upper or lower triangle of the symmetric 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) REAL 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'*U or A = L*L', 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'*U or A = L*L' 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'*U or A = L*L' 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) REAL 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) REAL 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) REAL array, dimension (3*N) IWORK (workspace) INTEGER 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 symmetric 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 ..
fact
- uplo
- n
- nrhs
- ap
- afp
- equed
- s
- b
- ldb
- x
- ldx
- rcond
- ferr
- berr
- work
- iwork
- info
- public abstract void spptrf(java.lang.String uplo, int n, float[] ap, org.netlib.util.intW info)
.. Purpose ======= SPPTRF computes the Cholesky factorization of a real symmetric positive definite matrix A stored in packed format. The factorization has the form A = U**T * U, if UPLO = 'U', or A = L * L**T, 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) REAL 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, if INFO = 0, the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, 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 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 ..
uplo
- n
- ap
- info
- public abstract void spptri(java.lang.String uplo, int n, float[] ap, org.netlib.util.intW info)
.. Purpose ======= SPPTRI computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by SPPTRF. 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) REAL array, dimension (N*(N+1)/2) On entry, the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, 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 (symmetric) 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 ..
uplo
- n
- ap
- info
- public abstract void spptrs(java.lang.String uplo, int n, int nrhs, float[] ap, float[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= SPPTRS solves a system of linear equations A*X = B with a symmetric positive definite matrix A in packed storage using the Cholesky factorization A = U**T*U or A = L*L**T computed by SPPTRF. 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) REAL array, dimension (N*(N+1)/2) The triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, 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) REAL 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 ..
uplo
- n
- nrhs
- ap
- b
- ldb
- info
- public abstract void sptcon(int n, float[] d, float[] e, float anorm, org.netlib.util.floatW rcond, float[] work, org.netlib.util.intW info)
.. Purpose ======= SPTCON computes the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite tridiagonal matrix using the factorization A = L*D*L**T or A = U**T*D*U computed by SPTTRF. 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 SPTTRF. E (input) REAL 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 SPTTRF. 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. WORK (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 ..
n
- d
- e
- anorm
- rcond
- work
- info
- public abstract void spteqr(java.lang.String compz, int n, float[] d, float[] e, float[] z, int ldz, float[] work, org.netlib.util.intW info)
.. Purpose ======= SPTEQR computes all eigenvalues and, optionally, eigenvectors of a symmetric positive definite tridiagonal matrix by first factoring the matrix using SPTTRF, and then calling SBDSQR 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 symmetric positive definite matrix can also be found if SSYTRD, SSPTRD, or SSBTRD 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 symmetric matrix also. Array Z contains the orthogonal 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) REAL array, dimension (LDZ, N) On entry, if COMPZ = 'V', the orthogonal matrix used in the reduction to tridiagonal form. On exit, if COMPZ = 'V', the orthonormal eigenvectors of the original symmetric 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 ..
compz
- n
- d
- e
- z
- ldz
- work
- info
- public abstract void sptrfs(int n, int nrhs, float[] d, float[] e, float[] df, float[] ef, float[] b, int ldb, float[] x, int ldx, float[] ferr, float[] berr, float[] work, org.netlib.util.intW info)
.. Purpose ======= SPTRFS improves the computed solution to a system of linear equations when the coefficient matrix is symmetric positive definite and tridiagonal, and provides error bounds and backward error estimates for the solution. 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) REAL array, dimension (N) The n diagonal elements of the tridiagonal matrix A. E (input) REAL array, dimension (N-1) The (n-1) subdiagonal elements of the tridiagonal matrix A. DF (input) REAL array, dimension (N) The n diagonal elements of the diagonal matrix D from the factorization computed by SPTTRF. EF (input) REAL array, dimension (N-1) The (n-1) subdiagonal elements of the unit bidiagonal factor L from the factorization computed by SPTTRF. B (input) REAL 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) REAL array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by SPTTRS. 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) REAL array, dimension (2*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 ..
n
- nrhs
- d
- e
- df
- ef
- b
- ldb
- x
- ldx
- ferr
- berr
- work
- info
- public abstract void sptsv(int n, int nrhs, float[] d, float[] e, float[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= SPTSV computes the solution to a real system of linear equations A*X = B, where A is an N-by-N symmetric positive definite tridiagonal matrix, and X and B are N-by-NRHS matrices. A is factored as A = L*D*L**T, 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**T. E (input/output) REAL 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**T factorization of A. (E can also be regarded as the superdiagonal of the unit bidiagonal factor U from the U**T*D*U factorization of A.) B (input/output) REAL 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 ..
n
- nrhs
- d
- e
- b
- ldb
- info
- public abstract void sptsvx(java.lang.String fact, int n, int nrhs, float[] d, float[] e, float[] df, float[] ef, float[] b, int ldb, float[] x, int ldx, org.netlib.util.floatW rcond, float[] ferr, float[] berr, float[] work, org.netlib.util.intW info)
.. Purpose ======= SPTSVX uses the factorization A = L*D*L**T to compute the solution to a real system of linear equations A*X = B, where A is an N-by-N symmetric 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**T, where L is a unit lower bidiagonal matrix and D is diagonal. The factorization can also be regarded as having the form A = U**T*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 A has been 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) REAL 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**T 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**T factorization of A. EF (input or output) REAL 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**T 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**T factorization of A. B (input) REAL 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) REAL array, dimension (LDX,NRHS) If INFO = 0 of 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) 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, 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 ..
fact
- n
- nrhs
- d
- e
- df
- ef
- b
- ldb
- x
- ldx
- rcond
- ferr
- berr
- work
- info
- public abstract void spttrf(int n, float[] d, float[] e, org.netlib.util.intW info)
.. Purpose ======= SPTTRF computes the L*D*L' factorization of a real symmetric 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) REAL 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 ..
n
- d
- e
- info
- public abstract void spttrs(int n, int nrhs, float[] d, float[] e, float[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= SPTTRS solves a tridiagonal system of the form A * X = B using the L*D*L' factorization of A computed by SPTTRF. D is a diagonal matrix specified in the vector D, L is a unit bidiagonal matrix whose subdiagonal is specified in the vector E, and X and B are N by NRHS matrices. Arguments ========= 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 L*D*L' factorization of A. E (input) REAL array, dimension (N-1) 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 factorization A = U'*D*U. 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 ..
n
- nrhs
- d
- e
- b
- ldb
- info
- public abstract void sptts2(int n, int nrhs, float[] d, float[] e, float[] b, int ldb)
.. Purpose ======= SPTTS2 solves a tridiagonal system of the form A * X = B using the L*D*L' factorization of A computed by SPTTRF. D is a diagonal matrix specified in the vector D, L is a unit bidiagonal matrix whose subdiagonal is specified in the vector E, and X and B are N by NRHS matrices. Arguments ========= 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 L*D*L' factorization of A. E (input) REAL array, dimension (N-1) 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 factorization A = U'*D*U. 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 ..
n
- nrhs
- d
- e
- b
- ldb
- public abstract void srscl(int n, float sa, float[] sx, int incx)
.. Purpose ======= SRSCL multiplies an n-element real 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) REAL 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 ..
n
- sa
- sx
- incx
- public abstract void ssbev(java.lang.String jobz, java.lang.String uplo, int n, int kd, float[] ab, int ldab, float[] w, float[] z, int ldz, float[] work, org.netlib.util.intW info)
.. Purpose ======= SSBEV computes all the eigenvalues and, optionally, eigenvectors of a real symmetric 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) REAL 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, 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) REAL 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) 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 ..
jobz
- uplo
- n
- kd
- ab
- ldab
- w
- z
- ldz
- work
- info
- public abstract void ssbevd(java.lang.String jobz, java.lang.String uplo, int n, int kd, float[] ab, int ldab, float[] w, float[] z, int ldz, float[] work, int lwork, int[] iwork, int liwork, org.netlib.util.intW info)
.. Purpose ======= SSBEVD computes all the eigenvalues and, optionally, eigenvectors of a real symmetric 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) REAL 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, 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) REAL 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) REAL 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 > 2, LWORK must be at least 2*N. If JOBZ = 'V' and N > 2, LWORK must be at least ( 1 + 5*N + 2*N**2 ). If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA. IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. LIWORK (input) INTEGER The dimension of the array LIWORK. If JOBZ = 'N' or N <= 1, LIWORK must be at least 1. If JOBZ = 'V' and N > 2, LIWORK must be at least 3 + 5*N. If LIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or 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 ..
jobz
- uplo
- n
- kd
- ab
- ldab
- w
- z
- ldz
- work
- lwork
- iwork
- liwork
- info
- public abstract void ssbevx(java.lang.String jobz, java.lang.String range, java.lang.String uplo, int n, int kd, float[] ab, int ldab, float[] q, int ldq, float vl, float vu, int il, int iu, float abstol, org.netlib.util.intW m, float[] w, float[] z, int ldz, float[] work, int[] iwork, int[] ifail, org.netlib.util.intW info)
.. Purpose ======= SSBEVX computes selected eigenvalues and, optionally, eigenvectors of a real symmetric 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) REAL 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, 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. Q (output) REAL array, dimension (LDQ, N) If JOBZ = 'V', the N-by-N orthogonal 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) REAL 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) 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 ..
jobz
- range
- uplo
- n
- kd
- ab
- ldab
- q
- ldq
- vl
- vu
- il
- iu
- abstol
- m
- w
- z
- ldz
- work
- iwork
- ifail
- info
- public abstract void ssbgst(java.lang.String vect, java.lang.String uplo, int n, int ka, int kb, float[] ab, int ldab, float[] bb, int ldbb, float[] x, int ldx, float[] work, org.netlib.util.intW info)
.. Purpose ======= SSBGST reduces a real symmetric-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**T*S by SPBSTF, using a split Cholesky factorization. A is overwritten by C = X**T*A*X, where X = S**(-1)*Q and Q is an orthogonal 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) REAL array, dimension (LDAB,N) On entry, the upper or lower triangle of the symmetric 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**T*A*X, stored in the same format as A. LDAB (input) INTEGER The leading dimension of the array AB. LDAB >= KA+1. BB (input) REAL array, dimension (LDBB,N) The banded factor S from the split Cholesky factorization of B, as returned by SPBSTF, 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) REAL 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) REAL array, dimension (2*N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. ===================================================================== .. Parameters ..
vect
- uplo
- n
- ka
- kb
- ab
- ldab
- bb
- ldbb
- x
- ldx
- work
- info
- public abstract void ssbgv(java.lang.String jobz, java.lang.String uplo, int n, int ka, int kb, float[] ab, int ldab, float[] bb, int ldbb, float[] w, float[] z, int ldz, float[] work, org.netlib.util.intW info)
.. Purpose ======= SSBGV computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite banded eigenproblem, of the form A*x=(lambda)*B*x. Here A and B are assumed to be symmetric 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) REAL array, dimension (LDAB, N) On entry, the upper or lower triangle of the symmetric 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) REAL array, dimension (LDBB, N) On entry, the upper or lower triangle of the symmetric 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**T*S, as returned by SPBSTF. 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) REAL 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**T*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) 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 SPBSTF 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 ..
jobz
- uplo
- n
- ka
- kb
- ab
- ldab
- bb
- ldbb
- w
- z
- ldz
- work
- info
- public abstract void ssbgvd(java.lang.String jobz, java.lang.String uplo, int n, int ka, int kb, float[] ab, int ldab, float[] bb, int ldbb, float[] w, float[] z, int ldz, float[] work, int lwork, int[] iwork, int liwork, org.netlib.util.intW info)
.. Purpose ======= SSBGVD computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite banded eigenproblem, of the form A*x=(lambda)*B*x. Here A and B are assumed to be symmetric 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) REAL array, dimension (LDAB, N) On entry, the upper or lower triangle of the symmetric 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) REAL array, dimension (LDBB, N) On entry, the upper or lower triangle of the symmetric 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(ka+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**T*S, as returned by SPBSTF. 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) REAL 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 Z**T*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/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If N <= 1, LWORK >= 1. If JOBZ = 'N' and N > 1, LWORK >= 3*N. If JOBZ = 'V' and N > 1, LWORK >= 1 + 5*N + 2*N**2. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA. IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) On exit, if LIWORK > 0, IWORK(1) returns the optimal LIWORK. LIWORK (input) INTEGER The dimension of the 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 sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or 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 SPBSTF 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 ..
jobz
- uplo
- n
- ka
- kb
- ab
- ldab
- bb
- ldbb
- w
- z
- ldz
- work
- lwork
- iwork
- liwork
- info
- public abstract void ssbgvx(java.lang.String jobz, java.lang.String range, java.lang.String uplo, int n, int ka, int kb, float[] ab, int ldab, float[] bb, int ldbb, float[] q, int ldq, float vl, float vu, int il, int iu, float abstol, org.netlib.util.intW m, float[] w, float[] z, int ldz, float[] work, int[] iwork, int[] ifail, org.netlib.util.intW info)
.. Purpose ======= SSBGVX computes selected eigenvalues, and optionally, eigenvectors of a real generalized symmetric-definite banded eigenproblem, of the form A*x=(lambda)*B*x. Here A and B are assumed to be symmetric 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) REAL array, dimension (LDAB, N) On entry, the upper or lower triangle of the symmetric 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) REAL array, dimension (LDBB, N) On entry, the upper or lower triangle of the symmetric 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(ka+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**T*S, as returned by SPBSTF. LDBB (input) INTEGER The leading dimension of the array BB. LDBB >= KB+1. Q (output) REAL 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 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) If INFO = 0, the eigenvalues in ascending order. Z (output) REAL 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 Z**T*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/output) REAL array, dimension (7N) IWORK (workspace/output) INTEGER array, dimension (5N) IFAIL (output) INTEGER array, dimension (M) 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 eigenvalues 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 <= N: if INFO = i, then i eigenvectors failed to converge. Their indices are stored in IFAIL. > N : SPBSTF returned an error code; i.e., 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 ..
jobz
- range
- uplo
- n
- ka
- kb
- ab
- ldab
- bb
- ldbb
- q
- ldq
- vl
- vu
- il
- iu
- abstol
- m
- w
- z
- ldz
- work
- iwork
- ifail
- info
- public abstract void ssbtrd(java.lang.String vect, java.lang.String uplo, int n, int kd, float[] ab, int ldab, float[] d, float[] e, float[] q, int ldq, float[] work, org.netlib.util.intW info)
.. Purpose ======= SSBTRD reduces a real symmetric band matrix A to symmetric tridiagonal form T by an orthogonal similarity transformation: Q**T * 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) REAL 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, 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) REAL 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 orthogonal 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) REAL 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 ..
vect
- uplo
- n
- kd
- ab
- ldab
- d
- e
- q
- ldq
- work
- info
- public abstract void sspcon(java.lang.String uplo, int n, float[] ap, int[] ipiv, float anorm, org.netlib.util.floatW rcond, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SSPCON estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric packed matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by SSPTRF. 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) REAL 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 SSPTRF, 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 SSPTRF. 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) REAL array, dimension (2*N) IWORK (workspace) INTEGER array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
uplo
- n
- ap
- ipiv
- anorm
- rcond
- work
- iwork
- info
- public abstract void sspev(java.lang.String jobz, java.lang.String uplo, int n, float[] ap, float[] w, float[] z, int ldz, float[] work, org.netlib.util.intW info)
.. Purpose ======= SSPEV computes all the eigenvalues and, optionally, eigenvectors of a real symmetric matrix A 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) REAL 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)*(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) REAL 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) 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, the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero. ===================================================================== .. Parameters ..
jobz
- uplo
- n
- ap
- w
- z
- ldz
- work
- info
- public abstract void sspevd(java.lang.String jobz, java.lang.String uplo, int n, float[] ap, float[] w, float[] z, int ldz, float[] work, int lwork, int[] iwork, int liwork, org.netlib.util.intW info)
.. Purpose ======= SSPEVD computes all the eigenvalues and, optionally, eigenvectors of a real symmetric 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) REAL 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)*(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) REAL 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) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the required 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 2*N. If JOBZ = 'V' and N > 1, LWORK must be at least 1 + 6*N + N**2. If LWORK = -1, then a workspace query is assumed; the routine only calculates the required sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA. IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the required LIWORK. LIWORK (input) INTEGER The dimension of the 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 required sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or 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 ..
jobz
- uplo
- n
- ap
- w
- z
- ldz
- work
- lwork
- iwork
- liwork
- info
- public abstract void sspevx(java.lang.String jobz, java.lang.String range, java.lang.String uplo, int n, float[] ap, float vl, float vu, int il, int iu, float abstol, org.netlib.util.intW m, float[] w, float[] z, int ldz, float[] work, int[] iwork, int[] ifail, org.netlib.util.intW info)
.. Purpose ======= SSPEVX computes selected eigenvalues and, optionally, eigenvectors of a real symmetric 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) REAL 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)*(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) REAL 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) REAL array, dimension (8*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 ..
jobz
- range
- uplo
- n
- ap
- vl
- vu
- il
- iu
- abstol
- m
- w
- z
- ldz
- work
- iwork
- ifail
- info
- public abstract void sspgst(int itype, java.lang.String uplo, int n, float[] ap, float[] bp, org.netlib.util.intW info)
.. Purpose ======= SSPGST reduces a real symmetric-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**T)*A*inv(U) or inv(L)*A*inv(L**T) 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**T or L**T*A*L. B must have been previously factorized as U**T*U or L*L**T by SPPTRF. Arguments ========= ITYPE (input) INTEGER = 1: compute inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T); = 2 or 3: compute U*A*U**T or L**T*A*L. UPLO (input) CHARACTER*1 = 'U': Upper triangle of A is stored and B is factored as U**T*U; = 'L': Lower triangle of A is stored and B is factored as L*L**T. N (input) INTEGER The order of the matrices A and B. N >= 0. AP (input/output) REAL 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, if INFO = 0, the transformed matrix, stored in the same format as A. BP (input) REAL 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 SPPTRF. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
itype
- uplo
- n
- ap
- bp
- info
- public abstract void sspgv(int itype, java.lang.String jobz, java.lang.String uplo, int n, float[] ap, float[] bp, float[] w, float[] z, int ldz, float[] work, org.netlib.util.intW info)
.. Purpose ======= SSPGV computes all the eigenvalues and, optionally, the eigenvectors of a real generalized symmetric-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 symmetric, 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) REAL 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)*(2*n-j)/2) = A(i,j) for j<=i<=n. On exit, the contents of AP are destroyed. BP (input/output) REAL array, dimension (N*(N+1)/2) On entry, the upper or lower triangle of the symmetric 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**T*U or B = L*L**T, in the same storage format as B. W (output) REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order. Z (output) REAL 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**T*B*Z = I; if ITYPE = 3, Z**T*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) REAL array, dimension (3*N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: SPPTRF or SSPEV returned an error code: <= N: if INFO = i, SSPEV 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. ===================================================================== .. Local Scalars ..
itype
- jobz
- uplo
- n
- ap
- bp
- w
- z
- ldz
- work
- info
- public abstract void sspgvd(int itype, java.lang.String jobz, java.lang.String uplo, int n, float[] ap, float[] bp, float[] w, float[] z, int ldz, float[] work, int lwork, int[] iwork, int liwork, org.netlib.util.intW info)
.. Purpose ======= SSPGVD computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-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 symmetric, 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) REAL 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)*(2*n-j)/2) = A(i,j) for j<=i<=n. On exit, the contents of AP are destroyed. BP (input/output) REAL array, dimension (N*(N+1)/2) On entry, the upper or lower triangle of the symmetric 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**T*U or B = L*L**T, in the same storage format as B. W (output) REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order. Z (output) REAL 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**T*B*Z = I; if ITYPE = 3, Z**T*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/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the required LWORK. LWORK (input) INTEGER The dimension of the array WORK. If N <= 1, LWORK >= 1. If JOBZ = 'N' and N > 1, LWORK >= 2*N. If JOBZ = 'V' and N > 1, LWORK >= 1 + 6*N + 2*N**2. If LWORK = -1, then a workspace query is assumed; the routine only calculates the required sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA. IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the required LIWORK. LIWORK (input) INTEGER The dimension of the 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 required sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: SPPTRF or SSPEVD returned an error code: <= N: if INFO = i, SSPEVD 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 ..
itype
- jobz
- uplo
- n
- ap
- bp
- w
- z
- ldz
- work
- lwork
- iwork
- liwork
- info
- public abstract void sspgvx(int itype, java.lang.String jobz, java.lang.String range, java.lang.String uplo, int n, float[] ap, float[] bp, float vl, float vu, int il, int iu, float abstol, org.netlib.util.intW m, float[] w, float[] z, int ldz, float[] work, int[] iwork, int[] ifail, org.netlib.util.intW info)
.. Purpose ======= SSPGVX computes selected eigenvalues, and optionally, eigenvectors of a real generalized symmetric-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 symmetric, stored in packed storage, 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 triangle of A and B are stored; = 'L': Lower triangle of A and B are stored. N (input) INTEGER The order of the matrix pencil (A,B). N >= 0. AP (input/output) REAL 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)*(2*n-j)/2) = A(i,j) for j<=i<=n. On exit, the contents of AP are destroyed. BP (input/output) REAL array, dimension (N*(N+1)/2) On entry, the upper or lower triangle of the symmetric 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**T*U or B = L*L**T, 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 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) On normal exit, the first M elements contain the selected eigenvalues in ascending order. Z (output) REAL 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) REAL array, dimension (8*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: SPPTRF or SSPEVX returned an error code: <= N: if INFO = i, SSPEVX 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 ..
itype
- jobz
- range
- uplo
- n
- ap
- bp
- vl
- vu
- il
- iu
- abstol
- m
- w
- z
- ldz
- work
- iwork
- ifail
- info
- public abstract void ssprfs(java.lang.String uplo, int n, int nrhs, float[] ap, float[] afp, int[] ipiv, float[] b, int ldb, float[] x, int ldx, float[] ferr, float[] berr, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SSPRFS 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) REAL 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) REAL 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 SSPTRF, 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 SSPTRF. B (input) REAL 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) REAL array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by SSPTRS. 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) REAL array, dimension (3*N) IWORK (workspace) INTEGER 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 ..
uplo
- n
- nrhs
- ap
- afp
- ipiv
- b
- ldb
- x
- ldx
- ferr
- berr
- work
- iwork
- info
- public abstract void sspsv(java.lang.String uplo, int n, int nrhs, float[] ap, int[] ipiv, float[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= SSPSV computes the solution to a real 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) REAL 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 SSPTRF, 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 SSPTRF. 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) REAL 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 ..
uplo
- n
- nrhs
- ap
- ipiv
- b
- ldb
- info
- public abstract void sspsvx(java.lang.String fact, java.lang.String uplo, int n, int nrhs, float[] ap, float[] afp, int[] ipiv, float[] b, int ldb, float[] x, int ldx, org.netlib.util.floatW rcond, float[] ferr, float[] berr, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SSPSVX uses the diagonal pivoting factorization A = U*D*U**T or A = L*D*L**T to compute the solution to a real 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) REAL 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) REAL 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 SSPTRF, 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 SSPTRF, 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 SSPTRF. 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 SSPTRF. B (input) REAL 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) REAL 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) REAL array, dimension (3*N) IWORK (workspace) INTEGER 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 ..
fact
- uplo
- n
- nrhs
- ap
- afp
- ipiv
- b
- ldb
- x
- ldx
- rcond
- ferr
- berr
- work
- iwork
- info
- public abstract void ssptrd(java.lang.String uplo, int n, float[] ap, float[] d, float[] e, float[] tau, org.netlib.util.intW info)
.. Purpose ======= SSPTRD reduces a real symmetric matrix A stored in packed form to symmetric tridiagonal form T by an orthogonal similarity transformation: Q**T * 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) REAL 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)*(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 orthogonal 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 orthogonal 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) REAL 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 real scalar, and v is a real 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 real scalar, and v is a real 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 ..
uplo
- n
- ap
- d
- e
- tau
- info
- public abstract void ssptrf(java.lang.String uplo, int n, float[] ap, int[] ipiv, org.netlib.util.intW info)
.. Purpose ======= SSPTRF computes the factorization of a real 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) REAL 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 ..
uplo
- n
- ap
- ipiv
- info
- public abstract void ssptri(java.lang.String uplo, int n, float[] ap, int[] ipiv, float[] work, org.netlib.util.intW info)
.. Purpose ======= SSPTRI computes the inverse of a real symmetric indefinite matrix A in packed storage using the factorization A = U*D*U**T or A = L*D*L**T computed by SSPTRF. 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) REAL 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 SSPTRF, 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 SSPTRF. WORK (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, D(i,i) = 0; the matrix is singular and its inverse could not be computed. ===================================================================== .. Parameters ..
uplo
- n
- ap
- ipiv
- work
- info
- public abstract void ssptrs(java.lang.String uplo, int n, int nrhs, float[] ap, int[] ipiv, float[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= SSPTRS solves a system of linear equations A*X = B with a real symmetric matrix A stored in packed format using the factorization A = U*D*U**T or A = L*D*L**T computed by SSPTRF. 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) REAL 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 SSPTRF, 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 SSPTRF. B (input/output) REAL 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 ..
uplo
- n
- nrhs
- ap
- ipiv
- b
- ldb
- info
- public abstract void sstebz(java.lang.String range, java.lang.String order, int n, float vl, float vu, int il, int iu, float abstol, float[] d, float[] e, org.netlib.util.intW m, org.netlib.util.intW nsplit, float[] w, int[] iblock, int[] isplit, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SSTEBZ computes the eigenvalues of a symmetric tridiagonal matrix T. The user may ask for all eigenvalues, all eigenvalues in the half-open interval (VL, VU], or the IL-th through IU-th eigenvalues. To avoid overflow, the matrix must be scaled so that its largest element is no greater than overflow**(1/2) * underflow**(1/4) in absolute value, and for greatest accuracy, it should not be much smaller than that. See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal Matrix", Report CS41, Computer Science Dept., Stanford University, July 21, 1966. Arguments ========= RANGE (input) CHARACTER*1 = 'A': ("All") all eigenvalues will be found. = 'V': ("Value") all eigenvalues in the half-open interval (VL, VU] will be found. = 'I': ("Index") the IL-th through IU-th eigenvalues (of the entire matrix) will be found. ORDER (input) CHARACTER*1 = 'B': ("By Block") the eigenvalues will be grouped by split-off block (see IBLOCK, ISPLIT) and ordered from smallest to largest within the block. = 'E': ("Entire matrix") the eigenvalues for the entire matrix will be ordered from smallest to largest. N (input) INTEGER The order of the tridiagonal matrix T. N >= 0. VL (input) REAL VU (input) REAL If RANGE='V', the lower and upper bounds of the interval to be searched for eigenvalues. Eigenvalues less than or equal to VL, or greater than VU, will not be returned. 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 tolerance for the eigenvalues. An eigenvalue (or cluster) is considered to be located if it has been determined to lie in an interval whose width is ABSTOL or less. If ABSTOL is less than or equal to zero, then ULP*|T| will be used, where |T| means the 1-norm of T. Eigenvalues will be computed most accurately when ABSTOL is set to twice the underflow threshold 2*SLAMCH('S'), not zero. D (input) REAL array, dimension (N) The n diagonal elements of the tridiagonal matrix T. E (input) REAL array, dimension (N-1) The (n-1) off-diagonal elements of the tridiagonal matrix T. M (output) INTEGER The actual number of eigenvalues found. 0 <= M <= N. (See also the description of INFO=2,3.) NSPLIT (output) INTEGER The number of diagonal blocks in the matrix T. 1 <= NSPLIT <= N. W (output) REAL array, dimension (N) On exit, the first M elements of W will contain the eigenvalues. (SSTEBZ may use the remaining N-M elements as workspace.) IBLOCK (output) INTEGER array, dimension (N) At each row/column j where E(j) is zero or small, the matrix T is considered to split into a block diagonal matrix. On exit, if INFO = 0, IBLOCK(i) specifies to which block (from 1 to the number of blocks) the eigenvalue W(i) belongs. (SSTEBZ may use the remaining N-M elements as workspace.) ISPLIT (output) 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., and the NSPLIT-th consists of rows/columns ISPLIT(NSPLIT-1)+1 through ISPLIT(NSPLIT)=N. (Only the first NSPLIT elements will actually be used, but since the user cannot know a priori what value NSPLIT will have, N words must be reserved for ISPLIT.) WORK (workspace) REAL array, dimension (4*N) IWORK (workspace) INTEGER array, dimension (3*N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: some or all of the eigenvalues failed to converge or were not computed: =1 or 3: Bisection failed to converge for some eigenvalues; these eigenvalues are flagged by a negative block number. The effect is that the eigenvalues may not be as accurate as the absolute and relative tolerances. This is generally caused by unexpectedly inaccurate arithmetic. =2 or 3: RANGE='I' only: Not all of the eigenvalues IL:IU were found. Effect: M < IU+1-IL Cause: non-monotonic arithmetic, causing the Sturm sequence to be non-monotonic. Cure: recalculate, using RANGE='A', and pick out eigenvalues IL:IU. In some cases, increasing the PARAMETER "FUDGE" may make things work. = 4: RANGE='I', and the Gershgorin interval initially used was too small. No eigenvalues were computed. Probable cause: your machine has sloppy floating-point arithmetic. Cure: Increase the PARAMETER "FUDGE", recompile, and try again. Internal Parameters =================== RELFAC REAL, default = 2.0e0 The relative tolerance. An interval (a,b] lies within "relative tolerance" if b-a < RELFAC*ulp*max(|a|,|b|), where "ulp" is the machine precision (distance from 1 to the next larger floating point number.) FUDGE REAL, default = 2 A "fudge factor" to widen the Gershgorin intervals. Ideally, a value of 1 should work, but on machines with sloppy arithmetic, this needs to be larger. The default for publicly released versions should be large enough to handle the worst machine around. Note that this has no effect on accuracy of the solution. ===================================================================== .. Parameters ..
range
- order
- n
- vl
- vu
- il
- iu
- abstol
- d
- e
- m
- nsplit
- w
- iblock
- isplit
- work
- iwork
- info
- public abstract void sstedc(java.lang.String compz, int n, float[] d, float[] e, float[] z, int ldz, float[] work, int lwork, int[] iwork, int liwork, org.netlib.util.intW info)
.. Purpose ======= SSTEDC computes all eigenvalues and, optionally, eigenvectors of a symmetric tridiagonal matrix using the divide and conquer method. The eigenvectors of a full or band real symmetric matrix can also be found if SSYTRD or SSPTRD or SSBTRD 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 dense symmetric matrix also. On entry, Z contains the orthogonal 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) REAL array, dimension (LDZ,N) On entry, if COMPZ = 'V', then Z contains the orthogonal 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 symmetric 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) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If COMPZ = 'N' or N <= 1 then LWORK must be at least 1. If COMPZ = 'V' and N > 1 then LWORK 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 then LWORK must be at least ( 1 + 4*N + N**2 ). Note that for COMPZ = 'I' or 'V', then if N is less than or equal to the minimum divide size, usually 25, then LWORK need only be max(1,2*(N-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. IWORK (workspace/output) INTEGER array, dimension (MAX(1,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 then LIWORK must be at least 1. If COMPZ = 'V' and N > 1 then LIWORK must be at least ( 6 + 6*N + 5*N*lg N ). If COMPZ = 'I' and N > 1 then LIWORK must be at least ( 3 + 5*N ). Note that for COMPZ = 'I' or 'V', then if N is less than or equal to the minimum divide size, usually 25, then LIWORK need only be 1. 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 Modified by Francoise Tisseur, University of Tennessee. ===================================================================== .. Parameters ..
compz
- n
- d
- e
- z
- ldz
- work
- lwork
- iwork
- liwork
- info
- public abstract void sstegr(java.lang.String jobz, java.lang.String range, int n, float[] d, float[] e, float vl, float vu, int il, int iu, float abstol, org.netlib.util.intW m, float[] w, float[] z, int ldz, int[] isuppz, float[] work, int lwork, int[] iwork, int liwork, org.netlib.util.intW info)
.. Purpose ======= SSTEGR computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix T. Any such unreduced matrix h a well defined set of pairwise different real eigenvalues, the corres real eigenvectors are pairwise orthogonal. The spectrum may be computed either completely or partially by specif either an interval (VL,VU] or a range of indices IL:IU for the desire eigenvalues. SSTEGR is a compatability wrapper around the improved SSTEMR routine. See SSTEMR for further details. One important change is that the ABSTOL parameter no longer provides benefit and hence is no longer used. Note : SSTEGR and SSTEMR work only on machines which follow IEEE-754 floating-point standard in their handling of infinities and NaNs. Normal execution may create these exceptiona values and hence may abort due to a floating point exception in environments which do not conform to the IEEE-754 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. 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 input, but is used internally as workspace. 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. Not referenced if RANGE = 'A' or 'V'. ABSTOL (input) REAL Unused. Was the absolute error tolerance for the eigenvalues/eigenvectors in previous versions. 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) REAL array, dimension (LDZ, max(1,M) ) If JOBZ = 'V', and if INFO = 0, then 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. Supplying N columns is always safe. LDZ (input) INTEGER The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V', then 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 computed eigen is nonzero only in elements ISUPPZ( 2*i-1 ) through ISUPPZ( 2*i ). This is relevant in the case when the matrix is split. ISUPPZ is only accessed when JOBZ is 'V' and N > 0. 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 JOBZ = 'V', and LWORK >= max(1,12*N) if JOBZ = '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 the eigenvectors are desired, and LIWORK >= max(1,8*N) if only the eigenvalues are to be computed. 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 On exit, INFO = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = 1X, internal error in SLARRE, if INFO = 2X, internal error in SLARRV. Here, the digit X = ABS( IINFO ) < 10, where IINFO is the nonzero error code returned by SLARRE or SLARRV, respectively. Further Details =============== Based on contributions by Inderjit Dhillon, IBM Almaden, USA Osni Marques, LBNL/NERSC, USA Christof Voemel, LBNL/NERSC, USA ===================================================================== .. Local Scalars ..
jobz
- range
- n
- d
- e
- vl
- vu
- il
- iu
- abstol
- m
- w
- z
- ldz
- isuppz
- work
- lwork
- iwork
- liwork
- info
- public abstract void sstein(int n, float[] d, float[] e, int m, float[] w, int[] iblock, int[] isplit, float[] z, int ldz, float[] work, int[] iwork, int[] ifail, org.netlib.util.intW info)
.. Purpose ======= SSTEIN 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). 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-1) The (n-1) subdiagonal elements of the tridiagonal matrix T, in elements 1 to N-1. 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) REAL 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. 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 ..
n
- d
- e
- m
- w
- iblock
- isplit
- z
- ldz
- work
- iwork
- ifail
- info
- public void sstemr(java.lang.String jobz, java.lang.String range, int n, float[] d, float[] e, float vl, float vu, int il, int iu, org.netlib.util.intW m, float[] w, float[] z, int ldz, int nzc, int[] isuppz, org.netlib.util.booleanW tryrac, float[] work, int lwork, int[] iwork, int liwork, org.netlib.util.intW info)
.. Purpose ======= SSTEMR computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix T. Any such unreduced matrix h a well defined set of pairwise different real eigenvalues, the corres real eigenvectors are pairwise orthogonal. The spectrum may be computed either completely or partially by specif either an interval (VL,VU] or a range of indices IL:IU for the desire eigenvalues. Depending on the number of desired eigenvalues, these are computed ei by bisection or the dqds algorithm. Numerically orthogonal eigenvecto computed by the use of various suitable L D L^T factorizations near c of close eigenvalues (referred to as RRRs, Relatively Robust Representations). An informal sketch of the algorithm follows. For each unreduced block (submatrix) of T, (a) Compute T - sigma I = L D L^T, so that L and D define all the wanted eigenvalues to high relative accuracy. This means that small relative changes in the entries of D and cause only small relative changes in the eigenvalues and eigenvectors. The standard (unfactored) representation of the tridiagonal matrix T does not have this property in general. (b) Compute the eigenvalues to suitable accuracy. If the eigenvectors are desired, the algorithm attains full accuracy of the computed eigenvalues only right before the corresponding vectors have to be computed, see steps c) an (c) For each cluster of close eigenvalues, select a new shift close to the cluster, find a new factorization, and refi the shifted eigenvalues to suitable accuracy. (d) For each eigenvalue with a large enough relative separation co the corresponding eigenvector by forming a rank revealing twis factorization. Go back to (c) for any clusters that remain. For more details, see: - Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representat to compute orthogonal eigenvectors of symmetric tridiagonal matrice Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004. - Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors an Relative Gaps," SIAM Journal on Matrix Analysis and Applications, V 2004. Also LAPACK Working Note 154. - Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric tridiagonal eigenvalue/eigenvector problem", Computer Science Division Technical Report No. UCB/CSD-97-971, UC Berkeley, May 1997. Notes: 1.SSTEMR works only on machines which follow IEEE-754 floating-point standard in their handling of infinities and NaNs. This permits the use of efficient inner loops avoiding a check for zero divisors. 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. 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 input, but is used internally as workspace. 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. Not referenced if RANGE = 'A' or 'V'. 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) REAL array, dimension (LDZ, max(1,M) ) If JOBZ = 'V', and if INFO = 0, then 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 can be computed with a workspace query by setting NZC = -1, see below. LDZ (input) INTEGER The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V', then LDZ >= max(1,N). NZC (input) INTEGER The number of eigenvectors to be held in the array Z. If RANGE = 'A', then NZC >= max(1,N). If RANGE = 'V', then NZC >= the number of eigenvalues in (VL, If RANGE = 'I', then NZC >= IU-IL+1. If NZC = -1, then a workspace query is assumed; the routine calculates the number of columns of the array Z that are needed to hold the eigenvectors. This value is returned as the first entry of the Z array, and no error message related to NZC is issued by XERBLA. 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 computed eigen is nonzero only in elements ISUPPZ( 2*i-1 ) through ISUPPZ( 2*i ). This is relevant in the case when the matrix is split. ISUPPZ is only accessed when JOBZ is 'V' and N > 0. TRYRAC (input/output) LOGICAL If TRYRAC.EQ..TRUE., indicates that the code should check whe the tridiagonal matrix defines its eigenvalues to high relati accuracy. If so, the code uses relative-accuracy preserving algorithms that might be (a bit) slower depending on the matr If the matrix does not define its eigenvalues to high relativ accuracy, the code can uses possibly faster algorithms. If TRYRAC.EQ..FALSE., the code is not required to guarantee relatively accurate eigenvalues and can use the fastest possi techniques. On exit, a .TRUE. TRYRAC will be set to .FALSE. if the matrix does not define its eigenvalues to high relative accuracy. 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 JOBZ = 'V', and LWORK >= max(1,12*N) if JOBZ = '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 the eigenvectors are desired, and LIWORK >= max(1,8*N) if only the eigenvalues are to be computed. 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 On exit, INFO = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = 1X, internal error in SLARRE, if INFO = 2X, internal error in SLARRV. Here, the digit X = ABS( IINFO ) < 10, where IINFO is the nonzero error code returned by SLARRE or SLARRV, respectively. Further Details =============== Based on contributions by Beresford Parlett, University of California, Berkeley, USA Jim Demmel, University of California, Berkeley, USA Inderjit Dhillon, University of Texas, Austin, USA Osni Marques, LBNL/NERSC, USA Christof Voemel, University of California, Berkeley, USA ===================================================================== .. Parameters ..
jobz
- range
- n
- d
- e
- vl
- vu
- il
- iu
- m
- w
- z
- ldz
- nzc
- isuppz
- tryrac
- work
- lwork
- iwork
- liwork
- info
- public abstract void ssteqr(java.lang.String compz, int n, float[] d, float[] e, float[] z, int ldz, float[] work, org.netlib.util.intW info)
.. Purpose ======= SSTEQR 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 symmetric matrix can also be found if SSYTRD or SSPTRD or SSBTRD 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 symmetric matrix. On entry, Z must contain the orthogonal 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) REAL array, dimension (LDZ, N) On entry, if COMPZ = 'V', then Z contains the orthogonal 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 symmetric 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 orthogonally similar to the original matrix. ===================================================================== .. Parameters ..
compz
- n
- d
- e
- z
- ldz
- work
- info
- public abstract void ssterf(int n, float[] d, float[] e, org.netlib.util.intW info)
.. Purpose ======= SSTERF computes all eigenvalues of a symmetric tridiagonal matrix using the Pal-Walker-Kahan variant of the QL or QR algorithm. 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 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. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: the algorithm failed to find all of the eigenvalues in a total of 30*N iterations; if INFO = i, then i elements of E have not converged to zero. ===================================================================== .. Parameters ..
n
- d
- e
- info
- public abstract void sstev(java.lang.String jobz, int n, float[] d, float[] e, float[] z, int ldz, float[] work, org.netlib.util.intW info)
.. Purpose ======= SSTEV computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix A. Arguments ========= JOBZ (input) CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors. 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 A. 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 A, stored in elements 1 to N-1 of E. On exit, the contents of E are destroyed. Z (output) REAL 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 D(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) REAL array, dimension (max(1,2*N-2)) If JOBZ = 'N', WORK 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, the algorithm failed to converge; i off-diagonal elements of E did not converge to zero. ===================================================================== .. Parameters ..
jobz
- n
- d
- e
- z
- ldz
- work
- info
- public abstract void sstevd(java.lang.String jobz, int n, float[] d, float[] e, float[] z, int ldz, float[] work, int lwork, int[] iwork, int liwork, org.netlib.util.intW info)
.. Purpose ======= SSTEVD computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix. 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. 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 A. 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 A, stored in elements 1 to N-1 of E. On exit, the contents of E are destroyed. Z (output) REAL 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 D(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) REAL array, dimension (LWORK) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If JOBZ = 'N' or N <= 1 then LWORK must be at least 1. If JOBZ = 'V' and N > 1 then LWORK must be at least ( 1 + 4*N + N**2 ). If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA. IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. LIWORK (input) INTEGER The dimension of the array IWORK. If JOBZ = 'N' or N <= 1 then LIWORK must be at least 1. If JOBZ = 'V' and N > 1 then LIWORK must be at least 3+5*N. If LIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or 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 E did not converge to zero. ===================================================================== .. Parameters ..
jobz
- n
- d
- e
- z
- ldz
- work
- lwork
- iwork
- liwork
- info
- public abstract void sstevr(java.lang.String jobz, java.lang.String range, int n, float[] d, float[] e, float vl, float vu, int il, int iu, float abstol, org.netlib.util.intW m, float[] w, float[] z, int ldz, int[] isuppz, float[] work, int lwork, int[] iwork, int liwork, org.netlib.util.intW info)
.. Purpose ======= SSTEVR 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. Whenever possible, SSTEVR calls SSTEMR to compute the eigenspectrum using Relatively Robust Representations. SSTEMR 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 : SSTEVR calls SSTEMR when the full spectrum is requested on machines which conform to the ieee-754 floating point standard. SSTEVR calls SSTEBZ and SSTEIN on non-ieee machines and when partial spectrum requests are made. Normal execution of SSTEMR 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 SSTEIN are called 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 A. On exit, D may be multiplied by a constant factor chosen to avoid over/underflow in computing the eigenvalues. E (input/output) REAL array, dimension (max(1,N-1)) On entry, the (n-1) subdiagonal elements of the tridiagonal matrix A in elements 1 to N-1 of E. On exit, E may be multiplied by a constant factor chosen to avoid over/underflow in computing the eigenvalues. 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 future 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) REAL 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). 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) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal (and minimal) LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= 20*N. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA. IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the optimal (and minimal) LIWORK. LIWORK (input) INTEGER The dimension of the array IWORK. LIWORK >= 10*N. If LIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or 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 Jason Riedy, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
jobz
- range
- n
- d
- e
- vl
- vu
- il
- iu
- abstol
- m
- w
- z
- ldz
- isuppz
- work
- lwork
- iwork
- liwork
- info
- public abstract void sstevx(java.lang.String jobz, java.lang.String range, int n, float[] d, float[] e, float vl, float vu, int il, int iu, float abstol, org.netlib.util.intW m, float[] w, float[] z, int ldz, float[] work, int[] iwork, int[] ifail, org.netlib.util.intW info)
.. Purpose ======= SSTEVX computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal 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. 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 A. On exit, D may be multiplied by a constant factor chosen to avoid over/underflow in computing the eigenvalues. E (input/output) REAL array, dimension (max(1,N-1)) On entry, the (n-1) subdiagonal elements of the tridiagonal matrix A in elements 1 to N-1 of E. On exit, E may be multiplied by a constant factor chosen to avoid over/underflow in computing the eigenvalues. 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. 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) REAL 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 (INFO > 0), 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) REAL array, dimension (5*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 ..
jobz
- range
- n
- d
- e
- vl
- vu
- il
- iu
- abstol
- m
- w
- z
- ldz
- work
- iwork
- ifail
- info
- public abstract void ssycon(java.lang.String uplo, int n, float[] a, int lda, int[] ipiv, float anorm, org.netlib.util.floatW rcond, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SSYCON estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by SSYTRF. 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) REAL array, dimension (LDA,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by SSYTRF. 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 SSYTRF. 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) REAL array, dimension (2*N) IWORK (workspace) INTEGER array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
uplo
- n
- a
- lda
- ipiv
- anorm
- rcond
- work
- iwork
- info
- public abstract void ssyev(java.lang.String jobz, java.lang.String uplo, int n, float[] a, int lda, float[] w, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SSYEV computes all eigenvalues and, optionally, eigenvectors of a real symmetric 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) REAL 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. 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) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The length of the array WORK. LWORK >= max(1,3*N-1). For optimal efficiency, LWORK >= (NB+2)*N, where NB is the blocksize for SSYTRD 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, the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero. ===================================================================== .. Parameters ..
jobz
- uplo
- n
- a
- lda
- w
- work
- lwork
- info
- public abstract void ssyevd(java.lang.String jobz, java.lang.String uplo, int n, float[] a, int lda, float[] w, float[] work, int lwork, int[] iwork, int liwork, org.netlib.util.intW info)
.. Purpose ======= SSYEVD computes all eigenvalues and, optionally, eigenvectors of a real symmetric 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. Because of large use of BLAS of level 3, SSYEVD needs N**2 more workspace than SSYEVX. 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) REAL 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. 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) REAL 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 2*N+1. If JOBZ = 'V' and N > 1, LWORK must be at least 1 + 6*N + 2*N**2. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA. IWORK (workspace/output) INTEGER array, dimension (MAX(1,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 sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or 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 JOBZ = 'N', then the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero; if INFO = i and JOBZ = 'V', then 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 Modified by Francoise Tisseur, University of Tennessee. Modified description of INFO. Sven, 16 Feb 05. ===================================================================== .. Parameters ..
jobz
- uplo
- n
- a
- lda
- w
- work
- lwork
- iwork
- liwork
- info
- public abstract void ssyevr(java.lang.String jobz, java.lang.String range, java.lang.String uplo, int n, float[] a, int lda, float vl, float vu, int il, int iu, float abstol, org.netlib.util.intW m, float[] w, float[] z, int ldz, int[] isuppz, float[] work, int lwork, int[] iwork, int liwork, org.netlib.util.intW info)
.. Purpose ======= SSYEVR computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix A. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues. SSYEVR first reduces the matrix A to tridiagonal form T with a call to SSYTRD. Then, whenever possible, SSYEVR calls SSTEMR to compute the eigenspectrum using Relatively Robust Representations. SSTEMR 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 each unreduced block (submatrix) of T, (a) Compute T - sigma I = L D L^T, so that L and D define all the wanted eigenvalues to high relative accuracy. This means that small relative changes in the entries of D and cause only small relative changes in the eigenvalues and eigenvectors. The standard (unfactored) representation of the tridiagonal matrix T does not have this property in general. (b) Compute the eigenvalues to suitable accuracy. If the eigenvectors are desired, the algorithm attains full accuracy of the computed eigenvalues only right before the corresponding vectors have to be computed, see steps c) an (c) For each cluster of close eigenvalues, select a new shift close to the cluster, find a new factorization, and refi the shifted eigenvalues to suitable accuracy. (d) For each eigenvalue with a large enough relative separation co the corresponding eigenvector by forming a rank revealing twis factorization. Go back to (c) for any clusters that remain. The desired accuracy of the output can be specified by the input parameter ABSTOL. For more details, see SSTEMR's documentation and: - Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representat to compute orthogonal eigenvectors of symmetric tridiagonal matrice Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004. - Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors an Relative Gaps," SIAM Journal on Matrix Analysis and Applications, V 2004. Also LAPACK Working Note 154. - Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric tridiagonal eigenvalue/eigenvector problem", Computer Science Division Technical Report No. UCB/CSD-97-971, UC Berkeley, May 1997. Note 1 : SSYEVR calls SSTEMR when the full spectrum is requested on machines which conform to the ieee-754 floating point standard. SSYEVR calls SSTEBZ and SSTEIN on non-ieee machines and when partial spectrum requests are made. Normal execution of SSTEMR 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 SSTEIN 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) REAL 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. 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 future 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) REAL 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. Supplying N columns is always safe. 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) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,26*N). For optimal efficiency, LWORK >= (NB+6)*N, where NB is the max of the blocksize for SSYTRD and SORMTR returned by ILAENV. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA. IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the optimal LWORK. 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 sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or 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 Jason Riedy, Computer Science Division, University of California at Berkeley, USA ===================================================================== .. Parameters ..
jobz
- range
- uplo
- n
- a
- lda
- vl
- vu
- il
- iu
- abstol
- m
- w
- z
- ldz
- isuppz
- work
- lwork
- iwork
- liwork
- info
- public abstract void ssyevx(java.lang.String jobz, java.lang.String range, java.lang.String uplo, int n, float[] a, int lda, float vl, float vu, int il, int iu, float abstol, org.netlib.util.intW m, float[] w, float[] z, int ldz, float[] work, int lwork, int[] iwork, int[] ifail, org.netlib.util.intW info)
.. Purpose ======= SSYEVX computes selected eigenvalues and, optionally, eigenvectors of a real symmetric 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) REAL 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. 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) REAL 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) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The length of the array WORK. LWORK >= 1, when N <= 1; otherwise 8*N. For optimal efficiency, LWORK >= (NB+3)*N, where NB is the max of the blocksize for SSYTRD and SORMTR 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. 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 ..
jobz
- range
- uplo
- n
- a
- lda
- vl
- vu
- il
- iu
- abstol
- m
- w
- z
- ldz
- work
- lwork
- iwork
- ifail
- info
- public abstract void ssygs2(int itype, java.lang.String uplo, int n, float[] a, int lda, float[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= SSYGS2 reduces a real symmetric-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 SPOTRF. 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*1 Specifies whether the upper or lower triangular part of the symmetric 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) REAL 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 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) REAL array, dimension (LDB,N) The triangular factor from the Cholesky factorization of B, as returned by SPOTRF. 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 ..
itype
- uplo
- n
- a
- lda
- b
- ldb
- info
- public abstract void ssygst(int itype, java.lang.String uplo, int n, float[] a, int lda, float[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= SSYGST reduces a real symmetric-definite generalized eigenproblem to standard form. If ITYPE = 1, the problem is A*x = lambda*B*x, and A is overwritten by inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T) 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**T or L**T*A*L. B must have been previously factorized as U**T*U or L*L**T by SPOTRF. Arguments ========= ITYPE (input) INTEGER = 1: compute inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T); = 2 or 3: compute U*A*U**T or L**T*A*L. UPLO (input) CHARACTER*1 = 'U': Upper triangle of A is stored and B is factored as U**T*U; = 'L': Lower triangle of A is stored and B is factored as L*L**T. N (input) INTEGER The order of the matrices A and B. N >= 0. A (input/output) REAL 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 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) REAL array, dimension (LDB,N) The triangular factor from the Cholesky factorization of B, as returned by SPOTRF. 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 ..
itype
- uplo
- n
- a
- lda
- b
- ldb
- info
- public abstract void ssygv(int itype, java.lang.String jobz, java.lang.String uplo, int n, float[] a, int lda, float[] b, int ldb, float[] w, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SSYGV computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-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 symmetric 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) REAL 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. 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**T*B*Z = I; if ITYPE = 3, Z**T*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) REAL array, dimension (LDB, N) On entry, the symmetric 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**T*U or B = L*L**T. 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) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The length of the array WORK. LWORK >= max(1,3*N-1). For optimal efficiency, LWORK >= (NB+2)*N, where NB is the blocksize for SSYTRD 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: SPOTRF or SSYEV returned an error code: <= N: if INFO = i, SSYEV 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 ..
itype
- jobz
- uplo
- n
- a
- lda
- b
- ldb
- w
- work
- lwork
- info
- public abstract void ssygvd(int itype, java.lang.String jobz, java.lang.String uplo, int n, float[] a, int lda, float[] b, int ldb, float[] w, float[] work, int lwork, int[] iwork, int liwork, org.netlib.util.intW info)
.. Purpose ======= SSYGVD computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-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 symmetric 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) REAL 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. 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**T*B*Z = I; if ITYPE = 3, Z**T*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) REAL array, dimension (LDB, N) On entry, the symmetric 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**T*U or B = L*L**T. 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) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If N <= 1, LWORK >= 1. If JOBZ = 'N' and N > 1, LWORK >= 2*N+1. If JOBZ = 'V' and N > 1, LWORK >= 1 + 6*N + 2*N**2. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA. IWORK (workspace/output) INTEGER array, dimension (MAX(1,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. If LIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: SPOTRF or SSYEVD returned an error code: <= N: if INFO = i and JOBZ = 'N', then the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero; if INFO = i and JOBZ = 'V', then 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); > 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 Modified so that no backsubstitution is performed if SSYEVD fails to converge (NEIG in old code could be greater than N causing out of bounds reference to A - reported by Ralf Meyer). Also corrected the description of INFO and the test on ITYPE. Sven, 16 Feb 05. ===================================================================== .. Parameters ..
itype
- jobz
- uplo
- n
- a
- lda
- b
- ldb
- w
- work
- lwork
- iwork
- liwork
- info
- public abstract void ssygvx(int itype, java.lang.String jobz, java.lang.String range, java.lang.String uplo, int n, float[] a, int lda, float[] b, int ldb, float vl, float vu, int il, int iu, float abstol, org.netlib.util.intW m, float[] w, float[] z, int ldz, float[] work, int lwork, int[] iwork, int[] ifail, org.netlib.util.intW info)
.. Purpose ======= SSYGVX computes selected eigenvalues, and optionally, eigenvectors of a real generalized symmetric-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 symmetric 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 triangle of A and B are stored; = 'L': Lower triangle of A and B are stored. N (input) INTEGER The order of the matrix pencil (A,B). N >= 0. A (input/output) REAL 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. 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) REAL array, dimension (LDA, N) On entry, the symmetric 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**T*U or B = L*L**T. 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*DLAMCH('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) REAL 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) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The length of the array WORK. LWORK >= max(1,8*N). For optimal efficiency, LWORK >= (NB+3)*N, where NB is the blocksize for SSYTRD 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. 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: SPOTRF or SSYEVX returned an error code: <= N: if INFO = i, SSYEVX 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 ..
itype
- jobz
- range
- uplo
- n
- a
- lda
- b
- ldb
- vl
- vu
- il
- iu
- abstol
- m
- w
- z
- ldz
- work
- lwork
- iwork
- ifail
- info
- public abstract void ssyrfs(java.lang.String uplo, int n, int nrhs, float[] a, int lda, float[] af, int ldaf, int[] ipiv, float[] b, int ldb, float[] x, int ldx, float[] ferr, float[] berr, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SSYRFS 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) REAL 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) REAL 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 SSYTRF. 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 SSYTRF. B (input) REAL 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) REAL array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by SSYTRS. 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) REAL array, dimension (3*N) IWORK (workspace) INTEGER 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 ..
uplo
- n
- nrhs
- a
- lda
- af
- ldaf
- ipiv
- b
- ldb
- x
- ldx
- ferr
- berr
- work
- iwork
- info
- public abstract void ssysv(java.lang.String uplo, int n, int nrhs, float[] a, int lda, int[] ipiv, float[] b, int ldb, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SSYSV computes the solution to a real 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) REAL 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 SSYTRF. 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 SSYTRF. 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) REAL 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) REAL array, dimension (MAX(1,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 >= max(1,N*NB), where NB is the optimal blocksize for SSYTRF. 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 ..
uplo
- n
- nrhs
- a
- lda
- ipiv
- b
- ldb
- work
- lwork
- info
- public abstract void ssysvx(java.lang.String fact, java.lang.String uplo, int n, int nrhs, float[] a, int lda, float[] af, int ldaf, int[] ipiv, float[] b, int ldb, float[] x, int ldx, org.netlib.util.floatW rcond, float[] ferr, float[] berr, float[] work, int lwork, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= SSYSVX uses the diagonal pivoting factorization to compute the solution to a real 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. 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) REAL 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) REAL 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 SSYTRF. 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 SSYTRF. 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 SSYTRF. B (input) REAL 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) REAL 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) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The length of WORK. LWORK >= max(1,3*N), and for best performance, when FACT = 'N', LWORK >= max(1,3*N,N*NB), where NB is the optimal blocksize for SSYTRF. 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 (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 ..
fact
- uplo
- n
- nrhs
- a
- lda
- af
- ldaf
- ipiv
- b
- ldb
- x
- ldx
- rcond
- ferr
- berr
- work
- lwork
- iwork
- info
- public abstract void ssytd2(java.lang.String uplo, int n, float[] a, int lda, float[] d, float[] e, float[] tau, org.netlib.util.intW info)
.. Purpose ======= SSYTD2 reduces a real symmetric matrix A to symmetric tridiagonal form T by an orthogonal similarity transformation: Q' * A * Q = T. 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) REAL 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 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 orthogonal 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 orthogonal 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) REAL 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 real scalar, and v is a real 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 real scalar, and v is a real 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 ..
uplo
- n
- a
- lda
- d
- e
- tau
- info
- public abstract void ssytf2(java.lang.String uplo, int n, float[] a, int lda, int[] ipiv, org.netlib.util.intW info)
.. Purpose ======= SSYTF2 computes the factorization of a real 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) REAL 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 =============== 09-29-06 - patch from Bobby Cheng, MathWorks Replace l.204 and l.372 IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN by IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. SISNAN(ABSAKK) ) THEN 01-01-96 - Based on modifications by J. Lewis, Boeing Computer Services Company A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA 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 ..
uplo
- n
- a
- lda
- ipiv
- info
- public abstract void ssytrd(java.lang.String uplo, int n, float[] a, int lda, float[] d, float[] e, float[] tau, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SSYTRD reduces a real symmetric matrix A to real symmetric tridiagonal form T by an orthogonal similarity transformation: Q**T * 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) REAL 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 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 orthogonal 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 orthogonal 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) REAL array, dimension (N-1) The scalar factors of the elementary reflectors (see Further Details). WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= 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 real scalar, and v is a real 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 real scalar, and v is a real 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 ..
uplo
- n
- a
- lda
- d
- e
- tau
- work
- lwork
- info
- public abstract void ssytrf(java.lang.String uplo, int n, float[] a, int lda, int[] ipiv, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= SSYTRF computes the factorization of a real 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 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) REAL 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) REAL array, dimension (MAX(1,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 ..
uplo
- n
- a
- lda
- ipiv
- work
- lwork
- info
- public abstract void ssytri(java.lang.String uplo, int n, float[] a, int lda, int[] ipiv, float[] work, org.netlib.util.intW info)
.. Purpose ======= SSYTRI computes the inverse of a real symmetric indefinite matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by SSYTRF. 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) REAL 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 SSYTRF. 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 SSYTRF. WORK (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, D(i,i) = 0; the matrix is singular and its inverse could not be computed. ===================================================================== .. Parameters ..
uplo
- n
- a
- lda
- ipiv
- work
- info
- public abstract void ssytrs(java.lang.String uplo, int n, int nrhs, float[] a, int lda, int[] ipiv, float[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= SSYTRS solves a system of linear equations A*X = B with a real symmetric matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by SSYTRF. 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) REAL array, dimension (LDA,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by SSYTRF. 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 SSYTRF. B (input/output) REAL 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 ..
uplo
- n
- nrhs
- a
- lda
- ipiv
- b
- ldb
- info
- public abstract void stbcon(java.lang.String norm, java.lang.String uplo, java.lang.String diag, int n, int kd, float[] ab, int ldab, org.netlib.util.floatW rcond, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= STBCON 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) REAL 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) REAL array, dimension (3*N) IWORK (workspace) INTEGER array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
norm
- uplo
- diag
- n
- kd
- ab
- ldab
- rcond
- work
- iwork
- info
- public abstract void stbrfs(java.lang.String uplo, java.lang.String trans, java.lang.String diag, int n, int kd, int nrhs, float[] ab, int ldab, float[] b, int ldb, float[] x, int ldx, float[] ferr, float[] berr, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= STBRFS 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 STBTRS or some other means before entering this routine. STBRFS 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 = 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) REAL 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) REAL 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) REAL 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) REAL array, dimension (3*N) IWORK (workspace) INTEGER array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
uplo
- trans
- diag
- n
- kd
- nrhs
- ab
- ldab
- b
- ldb
- x
- ldx
- ferr
- berr
- work
- iwork
- info
- public abstract void stbtrs(java.lang.String uplo, java.lang.String trans, java.lang.String diag, int n, int kd, int nrhs, float[] ab, int ldab, float[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= STBTRS solves a triangular system of the form A * X = B or A**T * 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 the system of equations: = 'N': A * X = B (No transpose) = 'T': A**T * X = B (Transpose) = 'C': A**H * X = B (Conjugate transpose = 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) REAL 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) REAL 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 ..
uplo
- trans
- diag
- n
- kd
- nrhs
- ab
- ldab
- b
- ldb
- info
- public abstract void stgevc(java.lang.String side, java.lang.String howmny, boolean[] select, int n, float[] s, int lds, float[] p, int ldp, float[] vl, int ldvl, float[] vr, int ldvr, int mm, org.netlib.util.intW m, float[] work, org.netlib.util.intW info)
.. Purpose ======= STGEVC computes some or all of the right and/or left eigenvectors of a pair of real matrices (S,P), where S is a quasi-triangular matrix and P is upper triangular. Matrix pairs of this type are produced by the generalized Schur factorization of a matrix pair (A,B): A = Q*S*Z**T, B = Q*P*Z**T as computed by SGGHRD + SHGEQZ. The right eigenvector x and the left eigenvector y of (S,P) corresponding to an eigenvalue w are defined by: S*x = w*P*x, (y**H)*S = w*(y**H)*P, where y**H denotes the conjugate tranpose of y. The eigenvalues are not input to this routine, but are computed directly from the diagonal blocks of S and P. This routine returns the matrices X and/or Y of right and left eigenvectors of (S,P), or the products Z*X and/or Q*Y, where Z and Q are input matrices. If Q and Z are the orthogonal factors from the generalized Schur factorization of a matrix pair (A,B), then Z*X and Q*Y are the matrices of right and left eigenvectors of (A,B). 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, backtransformed by the matrices 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 w(j) is a real eigenvalue, the corresponding real eigenvector is computed if SELECT(j) is .TRUE.. If w(j) and w(j+1) are the real and imaginary parts of a complex eigenvalue, the corresponding complex eigenvector is computed if either SELECT(j) or SELECT(j+1) is .TRUE., and on exit SELECT(j) is set to .TRUE. and SELECT(j+1) is set to .FALSE.. Not referenced if HOWMNY = 'A' or 'B'. N (input) INTEGER The order of the matrices S and P. N >= 0. S (input) REAL array, dimension (LDS,N) The upper quasi-triangular matrix S from a generalized Schur factorization, as computed by SHGEQZ. LDS (input) INTEGER The leading dimension of array S. LDS >= max(1,N). P (input) REAL array, dimension (LDP,N) The upper triangular matrix P from a generalized Schur factorization, as computed by SHGEQZ. 2-by-2 diagonal blocks of P corresponding to 2-by-2 blocks of S must be in positive diagonal form. LDP (input) INTEGER The leading dimension of array P. LDP >= max(1,N). VL (input/output) REAL 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 orthogonal matrix Q of left Schur vectors returned by SHGEQZ). On exit, if SIDE = 'L' or 'B', VL contains: if HOWMNY = 'A', the matrix Y of left eigenvectors of (S,P); if HOWMNY = 'B', the matrix Q*Y; if HOWMNY = 'S', the left eigenvectors of (S,P) specified by SELECT, stored consecutively in the columns of VL, in the same order as their eigenvalues. A complex eigenvector corresponding to a complex eigenvalue is stored in two consecutive columns, the first holding the real part, and the second the imaginary part. Not referenced if SIDE = 'R'. LDVL (input) INTEGER The leading dimension of array VL. LDVL >= 1, and if SIDE = 'L' or 'B', LDVL >= N. VR (input/output) REAL array, dimension (LDVR,MM) On entry, if SIDE = 'R' or 'B' and HOWMNY = 'B', VR must contain an N-by-N matrix Z (usually the orthogonal matrix Z of right Schur vectors returned by SHGEQZ). On exit, if SIDE = 'R' or 'B', VR contains: if HOWMNY = 'A', the matrix X of right eigenvectors of (S,P); if HOWMNY = 'B' or 'b', the matrix Z*X; if HOWMNY = 'S' or 's', the right eigenvectors of (S,P) specified by SELECT, stored consecutively in the columns of VR, in the same order as their eigenvalues. A complex eigenvector corresponding to a complex eigenvalue is stored in two consecutive columns, the first holding the real part and the second the imaginary part. Not referenced if SIDE = 'L'. LDVR (input) INTEGER The leading dimension of the array VR. LDVR >= 1, and if SIDE = 'R' or 'B', LDVR >= N. 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 real eigenvector occupies one column and each selected complex eigenvector occupies two columns. 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. > 0: the 2-by-2 block (INFO:INFO+1) does not have a complex eigenvalue. Further Details =============== Allocation of workspace: ---------- -- --------- WORK( j ) = 1-norm of j-th column of A, above the diagonal WORK( N+j ) = 1-norm of j-th column of B, above the diagonal WORK( 2*N+1:3*N ) = real part of eigenvector WORK( 3*N+1:4*N ) = imaginary part of eigenvector WORK( 4*N+1:5*N ) = real part of back-transformed eigenvector WORK( 5*N+1:6*N ) = imaginary part of back-transformed eigenvector Rowwise vs. columnwise solution methods: ------- -- ---------- -------- ------- Finding a generalized eigenvector consists basically of solving the singular triangular system (A - w B) x = 0 (for right) or: (A - w B)**H y = 0 (for left) Consider finding the i-th right eigenvector (assume all eigenvalues are real). The equation to be solved is: n i 0 = sum C(j,k) v(k) = sum C(j,k) v(k) for j = i,. . .,1 k=j k=j where C = (A - w B) (The components v(i+1:n) are 0.) The "rowwise" method is: (1) v(i) := 1 for j = i-1,. . .,1: i (2) compute s = - sum C(j,k) v(k) and k=j+1 (3) v(j) := s / C(j,j) Step 2 is sometimes called the "dot product" step, since it is an inner product between the j-th row and the portion of the eigenvector that has been computed so far. The "columnwise" method consists basically in doing the sums for all the rows in parallel. As each v(j) is computed, the contribution of v(j) times the j-th column of C is added to the partial sums. Since FORTRAN arrays are stored columnwise, this has the advantage that at each step, the elements of C that are accessed are adjacent to one another, whereas with the rowwise method, the elements accessed at a step are spaced LDS (and LDP) words apart. When finding left eigenvectors, the matrix in question is the transpose of the one in storage, so the rowwise method then actually accesses columns of A and B at each step, and so is the preferred method. ===================================================================== .. Parameters ..
side
- howmny
- select
- n
- s
- lds
- p
- ldp
- vl
- ldvl
- vr
- ldvr
- mm
- m
- work
- info
- public abstract void stgex2(boolean wantq, boolean wantz, int n, float[] a, int lda, float[] b, int ldb, float[] q, int ldq, float[] z, int ldz, int j1, int n1, int n2, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= STGEX2 swaps adjacent diagonal blocks (A11, B11) and (A22, B22) of size 1-by-1 or 2-by-2 in an upper (quasi) triangular matrix pair (A, B) by an orthogonal equivalence transformation. (A, B) must be in generalized real Schur canonical form (as returned by SGGES), i.e. A is block upper triangular with 1-by-1 and 2-by-2 diagonal blocks. B is 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) REAL 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) REAL 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) REAL array, dimension (LDZ,N) On entry, if WANTQ = .TRUE., the orthogonal 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) REAL array, dimension (LDZ,N) On entry, if WANTZ =.TRUE., the orthogonal 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). 1 <= J1 <= N. N1 (input) INTEGER The order of the first block (A11, B11). N1 = 0, 1 or 2. N2 (input) INTEGER The order of the second block (A22, B22). N2 = 0, 1 or 2. WORK (workspace) REAL array, dimension (MAX(1,LWORK)). LWORK (input) INTEGER The dimension of the array WORK. LWORK >= MAX( N*(N2+N1), (N2+N1)*(N2+N1)*2 ) INFO (output) INTEGER =0: Successful exit >0: If INFO = 1, the transformed matrix (A, B) would be too far from generalized Schur form; the blocks are not swapped and (A, B) and (Q, Z) are unchanged. The problem of swapping is too ill-conditioned. <0: If INFO = -16: LWORK is too small. Appropriate value for LWORK is returned in WORK(1). 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. ===================================================================== Replaced various illegal calls to SCOPY by calls to SLASET, or by DO loops. Sven Hammarling, 1/5/02. .. Parameters ..
wantq
- wantz
- n
- a
- lda
- b
- ldb
- q
- ldq
- z
- ldz
- j1
- n1
- n2
- work
- lwork
- info
- public abstract void stgexc(boolean wantq, boolean wantz, int n, float[] a, int lda, float[] b, int ldb, float[] q, int ldq, float[] z, int ldz, org.netlib.util.intW ifst, org.netlib.util.intW ilst, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= STGEXC reorders the generalized real Schur decomposition of a real matrix pair (A,B) using an orthogonal 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 real Schur canonical form (as returned by SGGES), i.e. A is block upper triangular with 1-by-1 and 2-by-2 diagonal blocks. B is 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) REAL array, dimension (LDA,N) On entry, the matrix A in generalized real Schur canonical form. On exit, the updated matrix A, again in generalized real Schur canonical form. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). B (input/output) REAL array, dimension (LDB,N) On entry, the matrix B in generalized real Schur canonical form (A,B). On exit, the updated matrix B, again in generalized real Schur canonical form (A,B). LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1,N). Q (input/output) REAL array, dimension (LDZ,N) On entry, if WANTQ = .TRUE., the orthogonal 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) REAL array, dimension (LDZ,N) On entry, if WANTZ = .TRUE., the orthogonal 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. On exit, if IFST pointed on entry to the second row of a 2-by-2 block, it is changed to point to the first row; ILST always points to the first row of the block in its final position (which may differ from its input value by +1 or -1). 1 <= IFST, ILST <= N. WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= 1 when N <= 1, otherwise LWORK >= 4*N + 16. 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. =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. ===================================================================== .. Parameters ..
wantq
- wantz
- n
- a
- lda
- b
- ldb
- q
- ldq
- z
- ldz
- ifst
- ilst
- work
- lwork
- info
- public abstract void stgsen(int ijob, boolean wantq, boolean wantz, boolean[] select, int n, float[] a, int lda, float[] b, int ldb, float[] alphar, float[] alphai, float[] beta, float[] q, int ldq, float[] z, int ldz, org.netlib.util.intW m, org.netlib.util.floatW pl, org.netlib.util.floatW pr, float[] dif, float[] work, int lwork, int[] iwork, int liwork, org.netlib.util.intW info)
.. Purpose ======= STGSEN reorders the generalized real Schur decomposition of a real matrix pair (A, B) (in terms of an orthonormal equivalence trans- formation Q' * (A, B) * Z), so that a selected cluster of eigenvalues appears in the leading diagonal blocks of the upper quasi-triangular matrix A and the upper triangular B. The leading columns of Q and Z form orthonormal bases of the corresponding left and right eigen- spaces (deflating subspaces). (A, B) must be in generalized real Schur canonical form (as returned by SGGES), i.e. A is block upper triangular with 1-by-1 and 2-by-2 diagonal blocks. B is upper triangular. STGSEN also computes the generalized eigenvalues w(j) = (ALPHAR(j) + i*ALPHAI(j))/BETA(j) of the reordered matrix pair (A, B). Optionally, STGSEN computes the 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 a real eigenvalue w(j), SELECT(j) must be set to .TRUE.. To select a complex conjugate pair of eigenvalues w(j) and w(j+1), corresponding to a 2-by-2 diagonal block, either SELECT(j) or SELECT(j+1) or both must be set to .TRUE.; a complex conjugate pair of eigenvalues must be either both included in the cluster or both excluded. N (input) INTEGER The order of the matrices A and B. N >= 0. A (input/output) REAL array, dimension(LDA,N) On entry, the upper quasi-triangular matrix A, with (A, B) in generalized real 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) REAL array, dimension(LDB,N) On entry, the upper triangular matrix B, with (A, B) in generalized real 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). ALPHAR (output) REAL array, dimension (N) ALPHAI (output) REAL array, dimension (N) BETA (output) REAL array, dimension (N) On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will be the generalized eigenvalues. ALPHAR(j) + ALPHAI(j)*i and BETA(j),j=1,...,N are the diagonals of the complex Schur form (S,T) that would result if the 2-by-2 diagonal blocks of the real generalized Schur form of (A,B) were further reduced to triangular form using complex unitary transformations. If ALPHAI(j) is zero, then the j-th eigenvalue is real; if positive, then the j-th and (j+1)-st eigenvalues are a complex conjugate pair, with ALPHAI(j+1) negative. Q (input/output) REAL 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 orthogonal 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; and if WANTQ = .TRUE., LDQ >= N. Z (input/output) REAL 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 orthogonal 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 eigen- spaces (deflating subspaces). 0 <= M <= N. PL (output) REAL 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 eigenspaces 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 and 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. If M = 0 or N, DIF(1:2) = F-norm([A, B]). If IJOB = 0 or 1, DIF is not referenced. WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= 4*N+16. If IJOB = 1, 2 or 4, LWORK >= MAX(4*N+16, 2*M*(N-M)). If IJOB = 3 or 5, LWORK >= MAX(4*N+16, 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 array, dimension (MAX(1,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+6. If IJOB = 3 or 5, LIWORK >= MAX(2*M*(N-M), N+6). 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 =============== STGSEN first collects the selected eigenvalues by computing orthogonal 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 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 real 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 SLATDF), then the parameter IDIFJB (see below) should be changed from 3 to 4 (routine SLATDF (IJOB = 2 will be used)). See STGSYL 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 ..
ijob
- wantq
- wantz
- select
- n
- a
- lda
- b
- ldb
- alphar
- alphai
- beta
- q
- ldq
- z
- ldz
- m
- pl
- pr
- dif
- work
- lwork
- iwork
- liwork
- info
- public abstract void stgsja(java.lang.String jobu, java.lang.String jobv, java.lang.String jobq, int m, int p, int n, int k, int l, float[] a, int lda, float[] b, int ldb, float tola, float tolb, float[] alpha, float[] beta, float[] u, int ldu, float[] v, int ldv, float[] q, int ldq, float[] work, org.netlib.util.intW ncycle, org.netlib.util.intW info)
.. Purpose ======= STGSJA computes the generalized singular value decomposition (GSVD) of two real 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 SGGSVP 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 orthogonal matrices, Z' denotes the 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 orthogonal 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 an orthogonal matrix U1 on entry, and the product U1*U is returned; = 'I': U is initialized to the unit matrix, and the orthogonal matrix U is returned; = 'N': U is not computed. JOBV (input) CHARACTER*1 = 'V': V must contain an orthogonal matrix V1 on entry, and the product V1*V is returned; = 'I': V is initialized to the unit matrix, and the orthogonal matrix V is returned; = 'N': V is not computed. JOBQ (input) CHARACTER*1 = 'Q': Q must contain an orthogonal matrix Q1 on entry, and the product Q1*Q is returned; = 'I': Q is initialized to the unit matrix, and the orthogonal 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 STGSJA. See Further details. A (input/output) REAL 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) REAL 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 and BETA(K+L+1:N) = 0. U (input/output) REAL array, dimension (LDU,M) On entry, if JOBU = 'U', U must contain a matrix U1 (usually the orthogonal matrix returned by SGGSVP). On exit, if JOBU = 'I', U contains the orthogonal 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) REAL array, dimension (LDV,P) On entry, if JOBV = 'V', V must contain a matrix V1 (usually the orthogonal matrix returned by SGGSVP). On exit, if JOBV = 'I', V contains the orthogonal 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) REAL array, dimension (LDQ,N) On entry, if JOBQ = 'Q', Q must contain a matrix Q1 (usually the orthogonal matrix returned by SGGSVP). On exit, if JOBQ = 'I', Q contains the orthogonal 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) REAL 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 =============== STGSJA 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 orthogonal matrix, and Z' is the 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 ..
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
- public abstract void stgsna(java.lang.String job, java.lang.String howmny, boolean[] select, int n, float[] a, int lda, float[] b, int ldb, float[] vl, int ldvl, float[] vr, int ldvr, float[] s, float[] dif, int mm, org.netlib.util.intW m, float[] work, int lwork, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= STGSNA estimates reciprocal condition numbers for specified eigenvalues and/or eigenvectors of a matrix pair (A, B) in generalized real Schur canonical form (or of any matrix pair (Q*A*Z', Q*B*Z') with orthogonal matrices Q and Z, where Z' denotes the transpose of Z. (A, B) must be in generalized real Schur form (as returned by SGGES), i.e. A is block upper triangular with 1-by-1 and 2-by-2 diagonal blocks. B is 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 eigenpair corresponding to a real eigenvalue w(j), SELECT(j) must be set to .TRUE.. To select condition numbers corresponding to a complex conjugate pair of eigenvalues w(j) and w(j+1), either SELECT(j) or SELECT(j+1) or both, 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) REAL array, dimension (LDA,N) The upper quasi-triangular matrix A in the pair (A,B). LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). B (input) REAL 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) REAL 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 STGEVC. If JOB = 'V', VL is not referenced. LDVL (input) INTEGER The leading dimension of the array VL. LDVL >= 1. If JOB = 'E' or 'B', LDVL >= N. VR (input) REAL 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 ov VR, as returned by STGEVC. 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. For a complex conjugate pair of eigenvalues two consecutive elements of S are set to the same value. Thus S(j), DIF(j), and the j-th columns of VL and VR all correspond to the same eigenpair (but not in general the j-th eigenpair, unless all eigenpairs are selected). 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. For a complex eigenvector two consecutive elements of DIF are set to the same value. 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. 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 real eigenvalue one element is used, and for each selected complex conjugate pair of eigenvalues, two elements are used. If HOWMNY = 'A', M is set to N. WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,N). If JOB = 'V' or 'B' LWORK >= 2*N*(N+2)+16. 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 (N + 6) 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 a generalized eigenvalue w = (a, b) is defined as S(w) = (|u'Av|**2 + |u'Bv|**2)**(1/2) / (norm(u)*norm(v)) where u and v are the left and right 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 (= u'Av/u'Bv) 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 DIF(i) of right eigenvector u and left eigenvector v corresponding to the generalized eigenvalue w is defined as follows: a) If the i-th eigenvalue w = (a,b) is real Suppose U and V are orthogonal transformations such that U'*(A, B)*V = (S, T) = ( a * ) ( b * ) 1 ( 0 S22 ),( 0 T22 ) n-1 1 n-1 1 n-1 Then the reciprocal condition number DIF(i) is Difl((a, b), (S22, T22)) = sigma-min( Zl ), where sigma-min(Zl) denotes the smallest singular value of the 2(n-1)-by-2(n-1) matrix Zl = [ kron(a, In-1) -kron(1, S22) ] [ kron(b, In-1) -kron(1, T22) ] . Here In-1 is the identity matrix of size n-1. kron(X, Y) is the Kronecker product between the matrices X and Y. Note that if the default method for computing DIF(i) is wanted (see SLATDF), then the parameter DIFDRI (see below) should be changed from 3 to 4 (routine SLATDF(IJOB = 2 will be used)). See STGSYL for more details. b) If the i-th and (i+1)-th eigenvalues are complex conjugate pair, Suppose U and V are orthogonal transformations such that U'*(A, B)*V = (S, T) = ( S11 * ) ( T11 * ) 2 ( 0 S22 ),( 0 T22) n-2 2 n-2 2 n-2 and (S11, T11) corresponds to the complex conjugate eigenvalue pair (w, conjg(w)). There exist unitary matrices U1 and V1 such that U1'*S11*V1 = ( s11 s12 ) and U1'*T11*V1 = ( t11 t12 ) ( 0 s22 ) ( 0 t22 ) where the generalized eigenvalues w = s11/t11 and conjg(w) = s22/t22. Then the reciprocal condition number DIF(i) is bounded by min( d1, max( 1, |real(s11)/real(s22)| )*d2 ) where, d1 = Difl((s11, t11), (s22, t22)) = sigma-min(Z1), where Z1 is the complex 2-by-2 matrix Z1 = [ s11 -s22 ] [ t11 -t22 ], This is done by computing (using real arithmetic) the roots of the characteristical polynomial det(Z1' * Z1 - lambda I), where Z1' denotes the conjugate transpose of Z1 and det(X) denotes the determinant of X. and d2 is an upper bound on Difl((S11, T11), (S22, T22)), i.e. an upper bound on sigma-min(Z2), where Z2 is (2n-2)-by-(2n-2) Z2 = [ kron(S11', In-2) -kron(I2, S22) ] [ kron(T11', In-2) -kron(I2, T22) ] Note that if the default method for computing DIF is wanted (see SLATDF), then the parameter DIFDRI (see below) should be changed from 3 to 4 (routine SLATDF(IJOB = 2 will be used)). See STGSYL for more details. For each eigenvalue/vector specified by SELECT, DIF stores a Frobenius norm-based estimate of Difl. An approximate error bound for the i-th 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 ..
job
- howmny
- select
- n
- a
- lda
- b
- ldb
- vl
- ldvl
- vr
- ldvr
- s
- dif
- mm
- m
- work
- lwork
- iwork
- info
- public abstract void stgsy2(java.lang.String trans, int ijob, int m, int n, float[] a, int lda, float[] b, int ldb, float[] c, int Ldc, float[] d, int ldd, float[] e, int lde, float[] f, int ldf, org.netlib.util.floatW scale, org.netlib.util.floatW rdsum, org.netlib.util.floatW rdscal, int[] iwork, org.netlib.util.intW pq, org.netlib.util.intW info)
.. Purpose ======= STGSY2 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, with real entries. (A, D) and (B, E) must be in generalized Schur canonical form, i.e. A, B are upper quasi triangular and D, E are upper triangular. 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 Z*x = 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. In the process of solving (1), we solve a number of such systems where Dim(In), Dim(In) = 1 or 2. If TRANS = 'T', solve the transposed system Z'*y = scale*b for y, 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 SLACON. STGSY2 also (IJOB >= 1) contributes to the computation in STGSYL of an upper bound on the separation between to matrix pairs. Then the input (A, D), (B, E) are sub-pencils of the matrix pair in STGSYL. See STGSYL for details. Arguments ========= TRANS (input) CHARACTER*1 = '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) REAL array, dimension (LDA, M) On entry, A contains an upper quasi triangular matrix. LDA (input) INTEGER The leading dimension of the matrix A. LDA >= max(1, M). B (input) REAL array, dimension (LDB, N) On entry, B contains an upper quasi triangular matrix. LDB (input) INTEGER The leading dimension of the matrix B. LDB >= max(1, N). C (input/output) REAL 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) REAL 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) REAL 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) REAL 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 STGSYL, 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 STGSY2 is called by STGSYL. 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 STGSY2 is called by STGSYL. IWORK (workspace) INTEGER array, dimension (M+N+2) PQ (output) INTEGER On exit, the number of subsystems (of size 2-by-2, 4-by-4 and 8-by-8) solved by this routine. INFO (output) INTEGER On exit, if INFO is set to =0: Successful exit <0: If INFO = -i, the i-th argument had an illegal value. >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. ===================================================================== Replaced various illegal calls to SCOPY by calls to SLASET. Sven Hammarling, 27/5/02. .. Parameters ..
trans
- ijob
- m
- n
- a
- lda
- b
- ldb
- c
- Ldc
- d
- ldd
- e
- lde
- f
- ldf
- scale
- rdsum
- rdscal
- iwork
- pq
- info
- public abstract void stgsyl(java.lang.String trans, int ijob, int m, int n, float[] a, int lda, float[] b, int ldb, float[] c, int Ldc, float[] d, int ldd, float[] e, int lde, float[] f, int ldf, org.netlib.util.floatW scale, org.netlib.util.floatW dif, float[] work, int lwork, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= STGSYL 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 real entries. (A, D) and (B, E) must be in generalized (real) Schur canonical form, i.e. A, B are upper quasi triangular and D, E are upper triangular. 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 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 = 'T', STGSYL solves the transposed system Z'*y = scale*b, 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 = 'T') 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 SLACON. If IJOB >= 1, STGSYL 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. See [1-2] for more information. This is a level 3 BLAS algorithm. Arguments ========= TRANS (input) CHARACTER*1 = '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: 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 IJOB = 1 is used). =4: Only an estimate of Dif[(A,D), (B,E)] is computed. ( SGECON on sub-systems is used ). Not referenced if TRANS = 'T'. 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) REAL array, dimension (LDA, M) The upper quasi triangular matrix A. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1, M). B (input) REAL array, dimension (LDB, N) The upper quasi triangular matrix B. LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1, N). C (input/output) REAL 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) REAL 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) REAL 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) REAL 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 = 'T', DIF is not touched. 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, C and F hold the solutions R and L, respectively, to the homogeneous system with C = F = 0. Normally, SCALE = 1. WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK > = 1. If IJOB = 1 or 2 and TRANS = 'N', LWORK >= max(1,2*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+6) 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 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. ===================================================================== Replaced various illegal calls to SCOPY by calls to SLASET. Sven Hammarling, 1/5/02. .. Parameters ..
trans
- ijob
- m
- n
- a
- lda
- b
- ldb
- c
- Ldc
- d
- ldd
- e
- lde
- f
- ldf
- scale
- dif
- work
- lwork
- iwork
- info
- public abstract void stpcon(java.lang.String norm, java.lang.String uplo, java.lang.String diag, int n, float[] ap, org.netlib.util.floatW rcond, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= STPCON 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) REAL 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) REAL array, dimension (3*N) IWORK (workspace) INTEGER array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
norm
- uplo
- diag
- n
- ap
- rcond
- work
- iwork
- info
- public abstract void stprfs(java.lang.String uplo, java.lang.String trans, java.lang.String diag, int n, int nrhs, float[] ap, float[] b, int ldb, float[] x, int ldx, float[] ferr, float[] berr, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= STPRFS 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 STPTRS or some other means before entering this routine. STPRFS 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 = 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) REAL 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. If DIAG = 'U', the diagonal elements of A are not referenced and are assumed to be 1. B (input) REAL 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) REAL 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) REAL array, dimension (3*N) IWORK (workspace) INTEGER array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
uplo
- trans
- diag
- n
- nrhs
- ap
- b
- ldb
- x
- ldx
- ferr
- berr
- work
- iwork
- info
- public abstract void stptri(java.lang.String uplo, java.lang.String diag, int n, float[] ap, org.netlib.util.intW info)
.. Purpose ======= STPTRI computes the inverse of a real 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) REAL 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 ..
uplo
- diag
- n
- ap
- info
- public abstract void stptrs(java.lang.String uplo, java.lang.String trans, java.lang.String diag, int n, int nrhs, float[] ap, float[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= STPTRS solves a triangular system of the form A * X = B or A**T * 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 = 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) REAL 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) REAL 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 ..
uplo
- trans
- diag
- n
- nrhs
- ap
- b
- ldb
- info
- public abstract void strcon(java.lang.String norm, java.lang.String uplo, java.lang.String diag, int n, float[] a, int lda, org.netlib.util.floatW rcond, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= STRCON 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) REAL 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) REAL array, dimension (3*N) IWORK (workspace) INTEGER array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
norm
- uplo
- diag
- n
- a
- lda
- rcond
- work
- iwork
- info
- public abstract void strevc(java.lang.String side, java.lang.String howmny, boolean[] select, int n, float[] t, int ldt, float[] vl, int ldvl, float[] vr, int ldvr, int mm, org.netlib.util.intW m, float[] work, org.netlib.util.intW info)
.. Purpose ======= STREVC computes some or all of the right and/or left eigenvectors of a real upper quasi-triangular matrix T. Matrices of this type are produced by the Schur factorization of a real general matrix: A = Q*T*Q**T, as computed by SHSEQR. The right eigenvector x and the left eigenvector y of T corresponding to an eigenvalue w are defined by: T*x = w*x, (y**H)*T = w*(y**H) where y**H denotes the conjugate transpose of y. The eigenvalues are not input to this routine, but are read directly from the diagonal blocks of T. This routine returns the matrices X and/or Y of right and left eigenvectors of T, or the products Q*X and/or Q*Y, where Q is an input matrix. If Q is the orthogonal factor that reduces a matrix A to Schur form T, then Q*X and Q*Y are the matrices of right and 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, backtransformed by the matrices in VR and/or VL; = 'S': compute selected right and/or left eigenvectors, as indicated by the logical array SELECT. SELECT (input/output) LOGICAL array, dimension (N) If HOWMNY = 'S', SELECT specifies the eigenvectors to be computed. If w(j) is a real eigenvalue, the corresponding real eigenvector is computed if SELECT(j) is .TRUE.. If w(j) and w(j+1) are the real and imaginary parts of a complex eigenvalue, the corresponding complex eigenvector is computed if either SELECT(j) or SELECT(j+1) is .TRUE., and on exit SELECT(j) is set to .TRUE. and SELECT(j+1) is set to .FALSE.. Not referenced if HOWMNY = 'A' or 'B'. N (input) INTEGER The order of the matrix T. N >= 0. T (input) REAL array, dimension (LDT,N) The upper quasi-triangular matrix T in Schur canonical form. LDT (input) INTEGER The leading dimension of the array T. LDT >= max(1,N). VL (input/output) REAL 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 orthogonal matrix Q of Schur vectors returned by SHSEQR). On exit, if SIDE = 'L' or 'B', VL contains: if HOWMNY = 'A', the matrix Y of left eigenvectors of T; 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. A complex eigenvector corresponding to a complex eigenvalue is stored in two consecutive columns, the first holding the real part, and the second the imaginary part. Not referenced if SIDE = 'R'. LDVL (input) INTEGER The leading dimension of the array VL. LDVL >= 1, and if SIDE = 'L' or 'B', LDVL >= N. VR (input/output) REAL 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 orthogonal matrix Q of Schur vectors returned by SHSEQR). On exit, if SIDE = 'R' or 'B', VR contains: if HOWMNY = 'A', the matrix X of right eigenvectors of T; 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. A complex eigenvector corresponding to a complex eigenvalue is stored in two consecutive columns, the first holding the real part and the second the imaginary part. Not referenced if SIDE = 'L'. LDVR (input) INTEGER The leading dimension of the array VR. LDVR >= 1, and if SIDE = 'R' or 'B', LDVR >= N. 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 real eigenvector occupies one column and each selected complex eigenvector occupies two columns. WORK (workspace) REAL array, dimension (3*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 ..
side
- howmny
- select
- n
- t
- ldt
- vl
- ldvl
- vr
- ldvr
- mm
- m
- work
- info
- public abstract void strexc(java.lang.String compq, int n, float[] t, int ldt, float[] q, int ldq, org.netlib.util.intW ifst, org.netlib.util.intW ilst, float[] work, org.netlib.util.intW info)
.. Purpose ======= STREXC reorders the real Schur factorization of a real matrix A = Q*T*Q**T, so that the diagonal block of T with row index IFST is moved to row ILST. The real Schur form T is reordered by an orthogonal similarity transformation Z**T*T*Z, and optionally the matrix Q of Schur vectors is updated by postmultiplying it with Z. T must be in Schur canonical form (as returned by SHSEQR), that is, block upper triangular with 1-by-1 and 2-by-2 diagonal blocks; each 2-by-2 diagonal block has its diagonal elements equal and its off-diagonal elements of opposite sign. 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) REAL array, dimension (LDT,N) On entry, the upper quasi-triangular matrix T, in Schur Schur canonical form. On exit, the reordered upper quasi-triangular matrix, again in Schur canonical form. LDT (input) INTEGER The leading dimension of the array T. LDT >= max(1,N). Q (input/output) REAL 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 orthogonal 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/output) INTEGER ILST (input/output) INTEGER Specify the reordering of the diagonal blocks of T. The block with row index IFST is moved to row ILST, by a sequence of transpositions between adjacent blocks. On exit, if IFST pointed on entry to the second row of a 2-by-2 block, it is changed to point to the first row; ILST always points to the first row of the block in its final position (which may differ from its input value by +1 or -1). 1 <= IFST <= N; 1 <= ILST <= N. WORK (workspace) REAL array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value = 1: two adjacent blocks were too close to swap (the problem is very ill-conditioned); T may have been partially reordered, and ILST points to the first row of the current position of the block being moved. ===================================================================== .. Parameters ..
compq
- n
- t
- ldt
- q
- ldq
- ifst
- ilst
- work
- info
- public abstract void strrfs(java.lang.String uplo, java.lang.String trans, java.lang.String diag, int n, int nrhs, float[] a, int lda, float[] b, int ldb, float[] x, int ldx, float[] ferr, float[] berr, float[] work, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= STRRFS 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 STRTRS or some other means before entering this routine. STRRFS 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 = 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) REAL 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) REAL 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) REAL 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) REAL array, dimension (3*N) IWORK (workspace) INTEGER array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== .. Parameters ..
uplo
- trans
- diag
- n
- nrhs
- a
- lda
- b
- ldb
- x
- ldx
- ferr
- berr
- work
- iwork
- info
- public abstract void strsen(java.lang.String job, java.lang.String compq, boolean[] select, int n, float[] t, int ldt, float[] q, int ldq, float[] wr, float[] wi, org.netlib.util.intW m, org.netlib.util.floatW s, org.netlib.util.floatW sep, float[] work, int lwork, int[] iwork, int liwork, org.netlib.util.intW info)
.. Purpose ======= STRSEN reorders the real Schur factorization of a real matrix A = Q*T*Q**T, so that a selected cluster of eigenvalues appears in the leading diagonal blocks of the upper quasi-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. T must be in Schur canonical form (as returned by SHSEQR), that is, block upper triangular with 1-by-1 and 2-by-2 diagonal blocks; each 2-by-2 diagonal block has its diagonal elemnts equal and its off-diagonal elements of opposite sign. 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 a real eigenvalue w(j), SELECT(j) must be set to .TRUE.. To select a complex conjugate pair of eigenvalues w(j) and w(j+1), corresponding to a 2-by-2 diagonal block, either SELECT(j) or SELECT(j+1) or both must be set to .TRUE.; a complex conjugate pair of eigenvalues must be either both included in the cluster or both excluded. N (input) INTEGER The order of the matrix T. N >= 0. T (input/output) REAL array, dimension (LDT,N) On entry, the upper quasi-triangular matrix T, in Schur canonical form. On exit, T is overwritten by the reordered matrix T, again in Schur canonical form, with the selected eigenvalues in the leading diagonal blocks. LDT (input) INTEGER The leading dimension of the array T. LDT >= max(1,N). Q (input/output) REAL 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 orthogonal 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. WR (output) REAL array, dimension (N) WI (output) REAL array, dimension (N) The real and imaginary parts, respectively, of the reordered eigenvalues of T. The eigenvalues are stored in the same order as on the diagonal of T, with WR(i) = T(i,i) and, if T(i:i+1,i:i+1) is a 2-by-2 diagonal block, WI(i) > 0 and WI(i+1) = -WI(i). Note that if a complex eigenvalue is sufficiently ill-conditioned, then its value may differ significantly from its value before reordering. 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) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If JOB = 'N', LWORK >= max(1,N); if JOB = 'E', LWORK >= max(1,M*(N-M)); if JOB = 'V' or 'B', LWORK >= max(1,2*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 array, and no error message related to LWORK is issued by XERBLA. IWORK (workspace) INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. LIWORK (input) INTEGER The dimension of the array IWORK. If JOB = 'N' or 'E', LIWORK >= 1; if JOB = 'V' or 'B', LIWORK >= max(1,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 T failed because some eigenvalues are too close to separate (the problem is very ill-conditioned); T may have been partially reordered, and WR and WI contain the eigenvalues in the same order as in T; S and SEP (if requested) are set to zero. Further Details =============== STRSEN first collects the selected eigenvalues by computing an orthogonal transformation Z to move them to the top left corner of T. In other words, the selected eigenvalues are the eigenvalues of T11 in: Z'*T*Z = ( T11 T12 ) n1 ( 0 T22 ) n2 n1 n2 where N = n1+n2 and Z' means the transpose of Z. The first n1 columns of Z span the specified invariant subspace of T. If T has been obtained from the real Schur factorization of a matrix A = Q*T*Q', then the reordered real Schur factorization of A is given by A = (Q*Z)*(Z'*T*Z)*(Q*Z)', and the first n1 columns of Q*Z span the corresponding invariant subspace of A. The reciprocal condition number of the average of the eigenvalues of T11 may be returned in S. S lies between 0 (very badly conditioned) and 1 (very well conditioned). It is computed as follows. First we compute R so that P = ( I R ) n1 ( 0 0 ) n2 n1 n2 is the projector on the invariant subspace associated with T11. R is the solution of the Sylvester equation: T11*R - R*T22 = T12. Let F-norm(M) denote the Frobenius-norm of M and 2-norm(M) denote the two-norm of M. Then S is computed as the lower bound (1 + F-norm(R)**2)**(-1/2) on the reciprocal of 2-norm(P), the true reciprocal condition number. S cannot underestimate 1 / 2-norm(P) by more than a factor of sqrt(N). An approximate error bound for the computed average of the eigenvalues of T11 is EPS * norm(T) / S where EPS is the machine precision. The reciprocal condition number of the right invariant subspace spanned by the first n1 columns of Z (or of Q*Z) is returned in SEP. SEP is defined as the separation of T11 and T22: sep( T11, T22 ) = sigma-min( C ) where sigma-min(C) is the smallest singular value of the n1*n2-by-n1*n2 matrix C = kprod( I(n2), T11 ) - kprod( transpose(T22), I(n1) ) I(m) is an m by m identity matrix, and kprod denotes the Kronecker product. We estimate sigma-min(C) by the reciprocal of an estimate of the 1-norm of inverse(C). The true reciprocal 1-norm of inverse(C) cannot differ from sigma-min(C) by more than a factor of sqrt(n1*n2). When SEP is small, small changes in T can cause large changes in the invariant subspace. An approximate bound on the maximum angular error in the computed right invariant subspace is EPS * norm(T) / SEP ===================================================================== .. Parameters ..
job
- compq
- select
- n
- t
- ldt
- q
- ldq
- wr
- wi
- m
- s
- sep
- work
- lwork
- iwork
- liwork
- info
- public abstract void strsna(java.lang.String job, java.lang.String howmny, boolean[] select, int n, float[] t, int ldt, float[] vl, int ldvl, float[] vr, int ldvr, float[] s, float[] sep, int mm, org.netlib.util.intW m, float[] work, int ldwork, int[] iwork, org.netlib.util.intW info)
.. Purpose ======= STRSNA estimates reciprocal condition numbers for specified eigenvalues and/or right eigenvectors of a real upper quasi-triangular matrix T (or of any matrix Q*T*Q**T with Q orthogonal). T must be in Schur canonical form (as returned by SHSEQR), that is, block upper triangular with 1-by-1 and 2-by-2 diagonal blocks; each 2-by-2 diagonal block has its diagonal elements equal and its off-diagonal elements of opposite sign. Arguments ========= JOB (input) CHARACTER*1 Specifies whether condition numbers are required for eigenvalues (S) or eigenvectors (SEP): = 'E': for eigenvalues only (S); = 'V': for eigenvectors only (SEP); = 'B': for both eigenvalues and eigenvectors (S and SEP). 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 eigenpair corresponding to a real eigenvalue w(j), SELECT(j) must be set to .TRUE.. To select condition numbers corresponding to a complex conjugate pair of eigenvalues w(j) and w(j+1), either SELECT(j) or SELECT(j+1) or both, must be set to .TRUE.. If HOWMNY = 'A', SELECT is not referenced. N (input) INTEGER The order of the matrix T. N >= 0. T (input) REAL array, dimension (LDT,N) The upper quasi-triangular matrix T, in Schur canonical form. LDT (input) INTEGER The leading dimension of the array T. LDT >= max(1,N). VL (input) REAL array, dimension (LDVL,M) If JOB = 'E' or 'B', VL must contain left eigenvectors of T (or of any Q*T*Q**T with Q orthogonal), corresponding to the eigenpairs specified by HOWMNY and SELECT. The eigenvectors must be stored in consecutive columns of VL, as returned by SHSEIN or STREVC. 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) REAL array, dimension (LDVR,M) If JOB = 'E' or 'B', VR must contain right eigenvectors of T (or of any Q*T*Q**T with Q orthogonal), corresponding to the eigenpairs specified by HOWMNY and SELECT. The eigenvectors must be stored in consecutive columns of VR, as returned by SHSEIN or STREVC. If JOB = 'V', VR is not referenced. LDVR (input) INTEGER The leading dimension of the array VR. LDVR >= 1; and 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. For a complex conjugate pair of eigenvalues two consecutive elements of S are set to the same value. Thus S(j), SEP(j), and the j-th columns of VL and VR all correspond to the same eigenpair (but not in general the j-th eigenpair, unless all eigenpairs are selected). If JOB = 'V', S is not referenced. SEP (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. For a complex eigenvector two consecutive elements of SEP are set to the same value. If the eigenvalues cannot be reordered to compute SEP(j), SEP(j) is set to 0; this can only occur when the true value would be very small anyway. If JOB = 'E', SEP is not referenced. MM (input) INTEGER The number of elements in the arrays S (if JOB = 'E' or 'B') and/or SEP (if JOB = 'V' or 'B'). MM >= M. M (output) INTEGER The number of elements of the arrays S and/or SEP actually used to store the estimated condition numbers. If HOWMNY = 'A', M is set to N. WORK (workspace) REAL array, dimension (LDWORK,N+6) If JOB = 'E', WORK is not referenced. LDWORK (input) INTEGER The leading dimension of the array WORK. LDWORK >= 1; and if JOB = 'V' or 'B', LDWORK >= N. IWORK (workspace) INTEGER array, dimension (2*(N-1)) 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 an eigenvalue lambda is defined as S(lambda) = |v'*u| / (norm(u)*norm(v)) where u and v are the right and left eigenvectors of T corresponding to lambda; v' denotes the conjugate-transpose of v, and norm(u) denotes the Euclidean norm. These reciprocal condition numbers always lie between zero (very badly conditioned) and one (very well conditioned). If n = 1, S(lambda) is defined to be 1. An approximate error bound for a computed eigenvalue W(i) is given by EPS * norm(T) / S(i) where EPS is the machine precision. The reciprocal of the condition number of the right eigenvector u corresponding to lambda is defined as follows. Suppose T = ( lambda c ) ( 0 T22 ) Then the reciprocal condition number is SEP( lambda, T22 ) = sigma-min( T22 - lambda*I ) where sigma-min denotes the smallest singular value. We approximate the smallest singular value by the reciprocal of an estimate of the one-norm of the inverse of T22 - lambda*I. If n = 1, SEP(1) is defined to be abs(T(1,1)). An approximate error bound for a computed right eigenvector VR(i) is given by EPS * norm(T) / SEP(i) ===================================================================== .. Parameters ..
job
- howmny
- select
- n
- t
- ldt
- vl
- ldvl
- vr
- ldvr
- s
- sep
- mm
- m
- work
- ldwork
- iwork
- info
- public abstract void strsyl(java.lang.String trana, java.lang.String tranb, int isgn, int m, int n, float[] a, int lda, float[] b, int ldb, float[] c, int Ldc, org.netlib.util.floatW scale, org.netlib.util.intW info)
.. Purpose ======= STRSYL solves the real Sylvester matrix equation: op(A)*X + X*op(B) = scale*C or op(A)*X - X*op(B) = scale*C, where op(A) = A or A**T, and A and B are both upper quasi- triangular. A is M-by-M and B is N-by-N; the right hand side C and the solution X are M-by-N; and scale is an output scale factor, set <= 1 to avoid overflow in X. A and B must be in Schur canonical form (as returned by SHSEQR), that is, block upper triangular with 1-by-1 and 2-by-2 diagonal blocks; each 2-by-2 diagonal block has its diagonal elements equal and its off-diagonal elements of opposite sign. Arguments ========= TRANA (input) CHARACTER*1 Specifies the option op(A): = 'N': op(A) = A (No transpose) = 'T': op(A) = A**T (Transpose) = 'C': op(A) = A**H (Conjugate transpose = Transpose) TRANB (input) CHARACTER*1 Specifies the option op(B): = 'N': op(B) = B (No transpose) = 'T': op(B) = B**T (Transpose) = 'C': op(B) = B**H (Conjugate transpose = Transpose) ISGN (input) INTEGER Specifies the sign in the equation: = +1: solve op(A)*X + X*op(B) = scale*C = -1: solve op(A)*X - X*op(B) = scale*C M (input) INTEGER The order of the matrix A, and the number of rows in the matrices X and C. M >= 0. N (input) INTEGER The order of the matrix B, and the number of columns in the matrices X and C. N >= 0. A (input) REAL array, dimension (LDA,M) The upper quasi-triangular matrix A, in Schur canonical form. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M). B (input) REAL array, dimension (LDB,N) The upper quasi-triangular matrix B, in Schur canonical form. LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1,N). C (input/output) REAL array, dimension (LDC,N) On entry, the M-by-N right hand side matrix C. On exit, C is overwritten by the solution matrix X. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,M) SCALE (output) REAL The scale factor, scale, set <= 1 to avoid overflow in X. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value = 1: A and B have common or very close eigenvalues; perturbed values were used to solve the equation (but the matrices A and B are unchanged). ===================================================================== .. Parameters ..
trana
- tranb
- isgn
- m
- n
- a
- lda
- b
- ldb
- c
- Ldc
- scale
- info
- public abstract void strti2(java.lang.String uplo, java.lang.String diag, int n, float[] a, int lda, org.netlib.util.intW info)
.. Purpose ======= STRTI2 computes the inverse of a real upper or lower triangular matrix. This is the Level 2 BLAS version of the algorithm. Arguments ========= 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. A (input/output) REAL array, dimension (LDA,N) On entry, 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. On exit, the (triangular) inverse of the original matrix, in the same storage format. 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 ..
uplo
- diag
- n
- a
- lda
- info
- public abstract void strtri(java.lang.String uplo, java.lang.String diag, int n, float[] a, int lda, org.netlib.util.intW info)
.. Purpose ======= STRTRI computes the inverse of a real upper or lower triangular matrix A. This is the Level 3 BLAS version of the algorithm. 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. A (input/output) REAL array, dimension (LDA,N) On entry, 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. On exit, the (triangular) inverse of the original matrix, in the same storage format. 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, A(i,i) is exactly zero. The triangular matrix is singular and its inverse can not be computed. ===================================================================== .. Parameters ..
uplo
- diag
- n
- a
- lda
- info
- public abstract void strtrs(java.lang.String uplo, java.lang.String trans, java.lang.String diag, int n, int nrhs, float[] a, int lda, float[] b, int ldb, org.netlib.util.intW info)
.. Purpose ======= STRTRS solves a triangular system of the form A * X = B or A**T * X = B, where A is a triangular 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 = 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. A (input) REAL 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/output) REAL 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 ..
uplo
- trans
- diag
- n
- nrhs
- a
- lda
- b
- ldb
- info
- public abstract void stzrqf(int m, int n, float[] a, int lda, float[] tau, org.netlib.util.intW info)
.. Purpose ======= This routine is deprecated and has been replaced by routine STZRZF. STZRQF reduces the M-by-N ( M<=N ) real upper trapezoidal matrix A to upper triangular form by means of orthogonal transformations. The upper trapezoidal matrix A is factored as A = ( R 0 ) * Z, where Z is an N-by-N orthogonal matrix and R is an M-by-M upper triangular matrix. Arguments ========= M (input) INTEGER The number of rows of the matrix A. M >= 0. N (input) INTEGER The number of columns of the matrix A. N >= M. A (input/output) REAL array, dimension (LDA,N) On entry, the leading M-by-N upper trapezoidal part of the array A must contain the matrix to be factorized. On exit, the leading M-by-M upper triangular part of A contains the upper triangular matrix R, and elements M+1 to N of the first M rows of A, with the array TAU, represent the orthogonal matrix Z as a product of M elementary reflectors. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M). TAU (output) REAL array, dimension (M) The scalar factors of the elementary reflectors. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Further Details =============== The factorization is obtained by Householder's method. The kth transformation matrix, Z( k ), which is used to introduce zeros into the ( m - k + 1 )th row of A, is given in the form Z( k ) = ( I 0 ), ( 0 T( k ) ) where T( k ) = I - tau*u( k )*u( k )', u( k ) = ( 1 ), ( 0 ) ( z( k ) ) tau is a scalar and z( k ) is an ( n - m ) element vector. tau and z( k ) are chosen to annihilate the elements of the kth row of X. The scalar tau is returned in the kth element of TAU and the vector u( k ) in the kth row of A, such that the elements of z( k ) are in a( k, m + 1 ), ..., a( k, n ). The elements of R are returned in the upper triangular part of A. Z is given by Z = Z( 1 ) * Z( 2 ) * ... * Z( m ). ===================================================================== .. Parameters ..
m
- n
- a
- lda
- tau
- info
- public abstract void stzrzf(int m, int n, float[] a, int lda, float[] tau, float[] work, int lwork, org.netlib.util.intW info)
.. Purpose ======= STZRZF reduces the M-by-N ( M<=N ) real upper trapezoidal matrix A to upper triangular form by means of orthogonal transformations. The upper trapezoidal matrix A is factored as A = ( R 0 ) * Z, where Z is an N-by-N orthogonal matrix and R is an M-by-M upper triangular matrix. Arguments ========= M (input) INTEGER The number of rows of the matrix A. M >= 0. N (input) INTEGER The number of columns of the matrix A. N >= M. A (input/output) REAL array, dimension (LDA,N) On entry, the leading M-by-N upper trapezoidal part of the array A must contain the matrix to be factorized. On exit, the leading M-by-M upper triangular part of A contains the upper triangular matrix R, and elements M+1 to N of the first M rows of A, with the array TAU, represent the orthogonal matrix Z as a product of M elementary reflectors. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,M). TAU (output) REAL array, dimension (M) The scalar factors of the elementary reflectors. WORK (workspace/output) REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,M). For optimum performance LWORK >= M*NB, where NB is the optimal blocksize. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Further Details =============== Based on contributions by A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA The factorization is obtained by Householder's method. The kth transformation matrix, Z( k ), which is used to introduce zeros into the ( m - k + 1 )th row of A, is given in the form Z( k ) = ( I 0 ), ( 0 T( k ) ) where T( k ) = I - tau*u( k )*u( k )', u( k ) = ( 1 ), ( 0 ) ( z( k ) ) tau is a scalar and z( k ) is an ( n - m ) element vector. tau and z( k ) are chosen to annihilate the elements of the kth row of X. The scalar tau is returned in the kth element of TAU and the vector u( k ) in the kth row of A, such that the elements of z( k ) are in a( k, m + 1 ), ..., a( k, n ). The elements of R are returned in the upper triangular part of A. Z is given by Z = Z( 1 ) * Z( 2 ) * ... * Z( m ). ===================================================================== .. Parameters ..
m
- n
- a
- lda
- tau
- work
- lwork
- info
- public abstract double dlamch(java.lang.String cmach)
.. Purpose ======= DLAMCH determines double precision machine parameters. Arguments ========= CMACH (input) CHARACTER*1 Specifies the value to be returned by DLAMCH: = 'E' or 'e', DLAMCH := eps = 'S' or 's , DLAMCH := sfmin = 'B' or 'b', DLAMCH := base = 'P' or 'p', DLAMCH := eps*base = 'N' or 'n', DLAMCH := t = 'R' or 'r', DLAMCH := rnd = 'M' or 'm', DLAMCH := emin = 'U' or 'u', DLAMCH := rmin = 'L' or 'l', DLAMCH := emax = 'O' or 'o', DLAMCH := rmax where eps = relative machine precision sfmin = safe minimum, such that 1/sfmin does not overflow base = base of the machine prec = eps*base t = number of (base) digits in the mantissa rnd = 1.0 when rounding occurs in addition, 0.0 otherwise emin = minimum exponent before (gradual) underflow rmin = underflow threshold - base**(emin-1) emax = largest exponent before overflow rmax = overflow threshold - (base**emax)*(1-eps) ===================================================================== .. Parameters ..
cmach
- public abstract void dlamc1(org.netlib.util.intW beta, org.netlib.util.intW t, org.netlib.util.booleanW rnd, org.netlib.util.booleanW ieee1)
.. Purpose ======= DLAMC1 determines the machine parameters given by BETA, T, RND, and IEEE1. Arguments ========= BETA (output) INTEGER The base of the machine. T (output) INTEGER The number of ( BETA ) digits in the mantissa. RND (output) LOGICAL Specifies whether proper rounding ( RND = .TRUE. ) or chopping ( RND = .FALSE. ) occurs in addition. This may not be a reliable guide to the way in which the machine performs its arithmetic. IEEE1 (output) LOGICAL Specifies whether rounding appears to be done in the IEEE 'round to nearest' style. Further Details =============== The routine is based on the routine ENVRON by Malcolm and incorporates suggestions by Gentleman and Marovich. See Malcolm M. A. (1972) Algorithms to reveal properties of floating-point arithmetic. Comms. of the ACM, 15, 949-951. Gentleman W. M. and Marovich S. B. (1974) More on algorithms that reveal properties of floating point arithmetic units. Comms. of the ACM, 17, 276-277. ===================================================================== .. Local Scalars ..
beta
- t
- rnd
- ieee1
- public abstract void dlamc2(org.netlib.util.intW beta, org.netlib.util.intW t, org.netlib.util.booleanW rnd, org.netlib.util.doubleW eps, org.netlib.util.intW emin, org.netlib.util.doubleW rmin, org.netlib.util.intW emax, org.netlib.util.doubleW rmax)
.. Purpose ======= DLAMC2 determines the machine parameters specified in its argument list. Arguments ========= BETA (output) INTEGER The base of the machine. T (output) INTEGER The number of ( BETA ) digits in the mantissa. RND (output) LOGICAL Specifies whether proper rounding ( RND = .TRUE. ) or chopping ( RND = .FALSE. ) occurs in addition. This may not be a reliable guide to the way in which the machine performs its arithmetic. EPS (output) DOUBLE PRECISION The smallest positive number such that fl( 1.0 - EPS ) .LT. 1.0, where fl denotes the computed value. EMIN (output) INTEGER The minimum exponent before (gradual) underflow occurs. RMIN (output) DOUBLE PRECISION The smallest normalized number for the machine, given by BASE**( EMIN - 1 ), where BASE is the floating point value of BETA. EMAX (output) INTEGER The maximum exponent before overflow occurs. RMAX (output) DOUBLE PRECISION The largest positive number for the machine, given by BASE**EMAX * ( 1 - EPS ), where BASE is the floating point value of BETA. Further Details =============== The computation of EPS is based on a routine PARANOIA by W. Kahan of the University of California at Berkeley. ===================================================================== .. Local Scalars ..
beta
- t
- rnd
- eps
- emin
- rmin
- emax
- rmax
- public double dlamc3(double a, double b)
.. Purpose ======= DLAMC3 is intended to force A and B to be stored prior to doing the addition of A and B , for use in situations where optimizers might hold one of these in a register. Arguments ========= A (input) DOUBLE PRECISION B (input) DOUBLE PRECISION The values A and B. ===================================================================== .. Executable Statements ..
a
- b
- public abstract void dlamc4(org.netlib.util.intW emin, double start, int base)
.. Purpose ======= DLAMC4 is a service routine for DLAMC2. Arguments ========= EMIN (output) INTEGER The minimum exponent before (gradual) underflow, computed by setting A = START and dividing by BASE until the previous A can not be recovered. START (input) DOUBLE PRECISION The starting point for determining EMIN. BASE (input) INTEGER The base of the machine. ===================================================================== .. Local Scalars ..
emin
- start
- base
- public abstract void dlamc5(int beta, int p, int emin, boolean ieee, org.netlib.util.intW emax, org.netlib.util.doubleW rmax)
.. Purpose ======= DLAMC5 attempts to compute RMAX, the largest machine floating-point number, without overflow. It assumes that EMAX + abs(EMIN) sum approximately to a power of 2. It will fail on machines where this assumption does not hold, for example, the Cyber 205 (EMIN = -28625, EMAX = 28718). It will also fail if the value supplied for EMIN is too large (i.e. too close to zero), probably with overflow. Arguments ========= BETA (input) INTEGER The base of floating-point arithmetic. P (input) INTEGER The number of base BETA digits in the mantissa of a floating-point value. EMIN (input) INTEGER The minimum exponent before (gradual) underflow. IEEE (input) LOGICAL A logical flag specifying whether or not the arithmetic system is thought to comply with the IEEE standard. EMAX (output) INTEGER The largest exponent before overflow RMAX (output) DOUBLE PRECISION The largest machine floating-point number. ===================================================================== .. Parameters ..
beta
- p
- emin
- ieee
- emax
- rmax
- public double dsecnd()
-- LAPACK auxiliary routine (version 3.1.1) -- Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. February 2007 Purpose ======= DSECND returns the user time for a process in seconds. This version gets the time from the EXTERNAL system function ETIME. ===================================================================== .. Local Scalars ..
public boolean lsame(java.lang.String ca, java.lang.String cb)
.. Purpose ======= LSAME returns .TRUE. if CA is the same letter as CB regardless of case. Arguments ========= CA (input) CHARACTER*1 CB (input) CHARACTER*1 CA and CB specify the single characters to be compared. ===================================================================== .. Intrinsic Functions ..
ca
- cb
- public float second()
-- LAPACK auxiliary routine (version 3.1.1) -- Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. February 2007 Purpose ======= SECOND returns the user time for a process in seconds. This version gets the time from the EXTERNAL system function ETIME. ===================================================================== .. Local Scalars ..
public float slamch(java.lang.String cmach)
.. Purpose ======= SLAMCH determines single precision machine parameters. Arguments ========= CMACH (input) CHARACTER*1 Specifies the value to be returned by SLAMCH: = 'E' or 'e', SLAMCH := eps = 'S' or 's , SLAMCH := sfmin = 'B' or 'b', SLAMCH := base = 'P' or 'p', SLAMCH := eps*base = 'N' or 'n', SLAMCH := t = 'R' or 'r', SLAMCH := rnd = 'M' or 'm', SLAMCH := emin = 'U' or 'u', SLAMCH := rmin = 'L' or 'l', SLAMCH := emax = 'O' or 'o', SLAMCH := rmax where eps = relative machine precision sfmin = safe minimum, such that 1/sfmin does not overflow base = base of the machine prec = eps*base t = number of (base) digits in the mantissa rnd = 1.0 when rounding occurs in addition, 0.0 otherwise emin = minimum exponent before (gradual) underflow rmin = underflow threshold - base**(emin-1) emax = largest exponent before overflow rmax = overflow threshold - (base**emax)*(1-eps) ===================================================================== .. Parameters ..
cmach
- public abstract void slamc1(org.netlib.util.intW beta, org.netlib.util.intW t, org.netlib.util.booleanW rnd, org.netlib.util.booleanW ieee1)
.. Purpose ======= SLAMC1 determines the machine parameters given by BETA, T, RND, and IEEE1. Arguments ========= BETA (output) INTEGER The base of the machine. T (output) INTEGER The number of ( BETA ) digits in the mantissa. RND (output) LOGICAL Specifies whether proper rounding ( RND = .TRUE. ) or chopping ( RND = .FALSE. ) occurs in addition. This may not be a reliable guide to the way in which the machine performs its arithmetic. IEEE1 (output) LOGICAL Specifies whether rounding appears to be done in the IEEE 'round to nearest' style. Further Details =============== The routine is based on the routine ENVRON by Malcolm and incorporates suggestions by Gentleman and Marovich. See Malcolm M. A. (1972) Algorithms to reveal properties of floating-point arithmetic. Comms. of the ACM, 15, 949-951. Gentleman W. M. and Marovich S. B. (1974) More on algorithms that reveal properties of floating point arithmetic units. Comms. of the ACM, 17, 276-277. ===================================================================== .. Local Scalars ..
beta
- t
- rnd
- ieee1
- public abstract void slamc2(org.netlib.util.intW beta, org.netlib.util.intW t, org.netlib.util.booleanW rnd, org.netlib.util.floatW eps, org.netlib.util.intW emin, org.netlib.util.floatW rmin, org.netlib.util.intW emax, org.netlib.util.floatW rmax)
.. Purpose ======= SLAMC2 determines the machine parameters specified in its argument list. Arguments ========= BETA (output) INTEGER The base of the machine. T (output) INTEGER The number of ( BETA ) digits in the mantissa. RND (output) LOGICAL Specifies whether proper rounding ( RND = .TRUE. ) or chopping ( RND = .FALSE. ) occurs in addition. This may not be a reliable guide to the way in which the machine performs its arithmetic. EPS (output) REAL The smallest positive number such that fl( 1.0 - EPS ) .LT. 1.0, where fl denotes the computed value. EMIN (output) INTEGER The minimum exponent before (gradual) underflow occurs. RMIN (output) REAL The smallest normalized number for the machine, given by BASE**( EMIN - 1 ), where BASE is the floating point value of BETA. EMAX (output) INTEGER The maximum exponent before overflow occurs. RMAX (output) REAL The largest positive number for the machine, given by BASE**EMAX * ( 1 - EPS ), where BASE is the floating point value of BETA. Further Details =============== The computation of EPS is based on a routine PARANOIA by W. Kahan of the University of California at Berkeley. ===================================================================== .. Local Scalars ..
beta
- t
- rnd
- eps
- emin
- rmin
- emax
- rmax
- public float slamc3(float a, float b)
.. Purpose ======= SLAMC3 is intended to force A and B to be stored prior to doing the addition of A and B , for use in situations where optimizers might hold one of these in a register. Arguments ========= A (input) REAL B (input) REAL The values A and B. ===================================================================== .. Executable Statements ..
a
- b
- public abstract void slamc4(org.netlib.util.intW emin, float start, int base)
.. Purpose ======= SLAMC4 is a service routine for SLAMC2. Arguments ========= EMIN (output) INTEGER The minimum exponent before (gradual) underflow, computed by setting A = START and dividing by BASE until the previous A can not be recovered. START (input) REAL The starting point for determining EMIN. BASE (input) INTEGER The base of the machine. ===================================================================== .. Local Scalars ..
emin
- start
- base
- public abstract void slamc5(int beta, int p, int emin, boolean ieee, org.netlib.util.intW emax, org.netlib.util.floatW rmax)
.. Purpose ======= SLAMC5 attempts to compute RMAX, the largest machine floating-point number, without overflow. It assumes that EMAX + abs(EMIN) sum approximately to a power of 2. It will fail on machines where this assumption does not hold, for example, the Cyber 205 (EMIN = -28625, EMAX = 28718). It will also fail if the value supplied for EMIN is too large (i.e. too close to zero), probably with overflow. Arguments ========= BETA (input) INTEGER The base of floating-point arithmetic. P (input) INTEGER The number of base BETA digits in the mantissa of a floating-point value. EMIN (input) INTEGER The minimum exponent before (gradual) underflow. IEEE (input) LOGICAL A logical flag specifying whether or not the arithmetic system is thought to comply with the IEEE standard. EMAX (output) INTEGER The largest exponent before overflow RMAX (output) REAL The largest machine floating-point number. ===================================================================== .. Parameters ..
beta
- p
- emin
- ieee
- emax
- rmax
-
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