Functions
subroutine cla_syamv (UPLO, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY)
CLA_SYAMV computes a matrix-vector product using a symmetric indefinite matrix to calculate error bounds.
real function cla_syrcond_c (UPLO, N, A, LDA, AF, LDAF, IPIV, C, CAPPLY, INFO, WORK, RWORK)
CLA_SYRCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) for symmetric indefinite matrices.
real function cla_syrcond_x (UPLO, N, A, LDA, AF, LDAF, IPIV, X, INFO, WORK, RWORK)
CLA_SYRCOND_X computes the infinity norm condition number of op(A)*diag(x) for symmetric indefinite matrices.
subroutine cla_syrfsx_extended (PREC_TYPE, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, COLEQU, C, B, LDB, Y, LDY, BERR_OUT, N_NORMS, ERR_BNDS_NORM, ERR_BNDS_COMP, RES, AYB, DY, Y_TAIL, RCOND, ITHRESH, RTHRESH, DZ_UB, IGNORE_CWISE, INFO)
CLA_SYRFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric indefinite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.
real function cla_syrpvgrw (UPLO, N, INFO, A, LDA, AF, LDAF, IPIV, WORK)
CLA_SYRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric indefinite matrix.
subroutine clasyf (UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO)
CLASYF computes a partial factorization of a complex symmetric matrix using the Bunch-Kaufman diagonal pivoting method.
subroutine clasyf_rook (UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO)
CLASYF_ROOK computes a partial factorization of a complex symmetric matrix using the bounded Bunch-Kaufman ('rook') diagonal pivoting method.
subroutine csycon (UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK, INFO)
CSYCON
subroutine csycon_rook (UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK, INFO)
CSYCON_ROOK
subroutine csyconv (UPLO, WAY, N, A, LDA, IPIV, E, INFO)
CSYCONV
subroutine csyequb (UPLO, N, A, LDA, S, SCOND, AMAX, WORK, INFO)
CSYEQUB
subroutine csyrfs (UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO)
CSYRFS
subroutine csyrfsx (UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, IPIV, S, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO)
CSYRFSX
subroutine csytf2 (UPLO, N, A, LDA, IPIV, INFO)
CSYTF2 computes the factorization of a real symmetric indefinite matrix, using the diagonal pivoting method (unblocked algorithm).
subroutine csytf2_rook (UPLO, N, A, LDA, IPIV, INFO)
CSYTF2_ROOK computes the factorization of a complex symmetric indefinite matrix using the bounded Bunch-Kaufman ('rook') diagonal pivoting method (unblocked algorithm).
subroutine csytrf (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)
CSYTRF
subroutine csytrf_rook (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)
CSYTRF_ROOK
subroutine csytri (UPLO, N, A, LDA, IPIV, WORK, INFO)
CSYTRI
subroutine csytri2 (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)
CSYTRI2
subroutine csytri2x (UPLO, N, A, LDA, IPIV, WORK, NB, INFO)
CSYTRI2X
subroutine csytri_rook (UPLO, N, A, LDA, IPIV, WORK, INFO)
CSYTRI_ROOK
subroutine csytrs (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO)
CSYTRS
subroutine csytrs2 (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, INFO)
CSYTRS2
subroutine csytrs_rook (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO)
CSYTRS_ROOK
subroutine ctgsyl (TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D, LDD, E, LDE, F, LDF, SCALE, DIF, WORK, LWORK, IWORK, INFO)
CTGSYL
subroutine ctrsyl (TRANA, TRANB, ISGN, M, N, A, LDA, B, LDB, C, LDC, SCALE, INFO)
CTRSYL
Detailed Description
This is the group of complex computational functions for SY matrices
Function Documentation
subroutine cla_syamv (integer UPLO, integer N, real ALPHA, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) X, integer INCX, real BETA, real, dimension( * ) Y, integer INCY)
CLA_SYAMV computes a matrix-vector product using a symmetric indefinite matrix to calculate error bounds.
Purpose:
-
CLA_SYAMV performs the matrix-vector operation y := alpha*abs(A)*abs(x) + beta*abs(y), where alpha and beta are scalars, x and y are vectors and A is an n by n symmetric matrix. This function is primarily used in calculating error bounds. To protect against underflow during evaluation, components in the resulting vector are perturbed away from zero by (N+1) times the underflow threshold. To prevent unnecessarily large errors for block-structure embedded in general matrices, "symbolically" zero components are not perturbed. A zero entry is considered "symbolic" if all multiplications involved in computing that entry have at least one zero multiplicand.
Parameters:
-
UPLO
UPLO is INTEGER On entry, UPLO specifies whether the upper or lower triangular part of the array A is to be referenced as follows: UPLO = BLAS_UPPER Only the upper triangular part of A is to be referenced. UPLO = BLAS_LOWER Only the lower triangular part of A is to be referenced. Unchanged on exit.
NN is INTEGER On entry, N specifies the number of columns of the matrix A. N must be at least zero. Unchanged on exit.
ALPHAALPHA is REAL . On entry, ALPHA specifies the scalar alpha. Unchanged on exit.
AA is COMPLEX array of DIMENSION ( LDA, n ). Before entry, the leading m by n part of the array A must contain the matrix of coefficients. Unchanged on exit.
LDALDA is INTEGER On entry, LDA specifies the first dimension of A as declared in the calling (sub) program. LDA must be at least max( 1, n ). Unchanged on exit.
XX is COMPLEX array, dimension ( 1 + ( n - 1 )*abs( INCX ) ) Before entry, the incremented array X must contain the vector x. Unchanged on exit.
INCXINCX is INTEGER On entry, INCX specifies the increment for the elements of X. INCX must not be zero. Unchanged on exit.
BETABETA is REAL . On entry, BETA specifies the scalar beta. When BETA is supplied as zero then Y need not be set on input. Unchanged on exit.
YY is REAL array, dimension ( 1 + ( n - 1 )*abs( INCY ) ) Before entry with BETA non-zero, the incremented array Y must contain the vector y. On exit, Y is overwritten by the updated vector y.
INCYINCY is INTEGER On entry, INCY specifies the increment for the elements of Y. INCY must not be zero. Unchanged on exit.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- September 2012
Further Details:
-
Level 2 Blas routine. -- Written on 22-October-1986. Jack Dongarra, Argonne National Lab. Jeremy Du Croz, Nag Central Office. Sven Hammarling, Nag Central Office. Richard Hanson, Sandia National Labs. -- Modified for the absolute-value product, April 2006 Jason Riedy, UC Berkeley
real function cla_syrcond_c (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, real, dimension( * ) C, logical CAPPLY, integer INFO, complex, dimension( * ) WORK, real, dimension( * ) RWORK)
CLA_SYRCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) for symmetric indefinite matrices.
Purpose:
-
CLA_SYRCOND_C Computes the infinity norm condition number of op(A) * inv(diag(C)) where C is a REAL vector.
Parameters:
-
UPLO
UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.
NN is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0.
AA is COMPLEX array, dimension (LDA,N) On entry, the N-by-N matrix A
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
AFAF is COMPLEX array, dimension (LDAF,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF.
LDAFLDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N).
IPIVIPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF.
CC is REAL array, dimension (N) The vector C in the formula op(A) * inv(diag(C)).
CAPPLYCAPPLY is LOGICAL If .TRUE. then access the vector C in the formula above.
INFOINFO is INTEGER = 0: Successful exit. i > 0: The ith argument is invalid.
WORKWORK is COMPLEX array, dimension (2*N). Workspace.
RWORKRWORK is REAL array, dimension (N). Workspace.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- September 2012
real function cla_syrcond_x (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, complex, dimension( * ) X, integer INFO, complex, dimension( * ) WORK, real, dimension( * ) RWORK)
CLA_SYRCOND_X computes the infinity norm condition number of op(A)*diag(x) for symmetric indefinite matrices.
Purpose:
-
CLA_SYRCOND_X Computes the infinity norm condition number of op(A) * diag(X) where X is a COMPLEX vector.
Parameters:
-
UPLO
UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.
NN is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0.
AA is COMPLEX array, dimension (LDA,N) On entry, the N-by-N matrix A.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
AFAF is COMPLEX array, dimension (LDAF,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF.
LDAFLDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N).
IPIVIPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF.
XX is COMPLEX array, dimension (N) The vector X in the formula op(A) * diag(X).
INFOINFO is INTEGER = 0: Successful exit. i > 0: The ith argument is invalid.
WORKWORK is COMPLEX array, dimension (2*N). Workspace.
RWORKRWORK is REAL array, dimension (N). Workspace.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- September 2012
subroutine cla_syrfsx_extended (integer PREC_TYPE, character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, logical COLEQU, real, dimension( * ) C, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldy, * ) Y, integer LDY, real, dimension( * ) BERR_OUT, integer N_NORMS, real, dimension( nrhs, * ) ERR_BNDS_NORM, real, dimension( nrhs, * ) ERR_BNDS_COMP, complex, dimension( * ) RES, real, dimension( * ) AYB, complex, dimension( * ) DY, complex, dimension( * ) Y_TAIL, real RCOND, integer ITHRESH, real RTHRESH, real DZ_UB, logical IGNORE_CWISE, integer INFO)
CLA_SYRFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric indefinite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.
Purpose:
-
CLA_SYRFSX_EXTENDED improves the computed solution to a system of linear equations by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution. This subroutine is called by CSYRFSX to perform iterative refinement. In addition to normwise error bound, the code provides maximum componentwise error bound if possible. See comments for ERR_BNDS_NORM and ERR_BNDS_COMP for details of the error bounds. Note that this subroutine is only resonsible for setting the second fields of ERR_BNDS_NORM and ERR_BNDS_COMP.
Parameters:
-
PREC_TYPE
PREC_TYPE is INTEGER Specifies the intermediate precision to be used in refinement. The value is defined by ILAPREC(P) where P is a CHARACTER and P = 'S': Single = 'D': Double = 'I': Indigenous = 'X', 'E': Extra
UPLOUPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.
NN is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0.
NRHSNRHS is INTEGER The number of right-hand-sides, i.e., the number of columns of the matrix B.
AA is COMPLEX array, dimension (LDA,N) On entry, the N-by-N matrix A.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
AFAF is COMPLEX array, dimension (LDAF,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF.
LDAFLDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N).
IPIVIPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF.
COLEQUCOLEQU is LOGICAL If .TRUE. then column equilibration was done to A before calling this routine. This is needed to compute the solution and error bounds correctly.
CC is REAL array, dimension (N) The column scale factors for A. If COLEQU = .FALSE., C is not accessed. If C is input, each element of C should be a power of the radix to ensure a reliable solution and error estimates. Scaling by powers of the radix does not cause rounding errors unless the result underflows or overflows. Rounding errors during scaling lead to refining with a matrix that is not equivalent to the input matrix, producing error estimates that may not be reliable.
BB is COMPLEX array, dimension (LDB,NRHS) The right-hand-side matrix B.
LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).
YY is COMPLEX array, dimension (LDY,NRHS) On entry, the solution matrix X, as computed by CSYTRS. On exit, the improved solution matrix Y.
LDYLDY is INTEGER The leading dimension of the array Y. LDY >= max(1,N).
BERR_OUTBERR_OUT is REAL array, dimension (NRHS) On exit, BERR_OUT(j) contains the componentwise relative backward error for right-hand-side j from the formula max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) ) where abs(Z) is the componentwise absolute value of the matrix or vector Z. This is computed by CLA_LIN_BERR.
N_NORMSN_NORMS is INTEGER Determines which error bounds to return (see ERR_BNDS_NORM and ERR_BNDS_COMP). If N_NORMS >= 1 return normwise error bounds. If N_NORMS >= 2 return componentwise error bounds.
ERR_BNDS_NORMERR_BNDS_NORM is REAL array, dimension (NRHS, N_ERR_BNDS) For each right-hand side, this array contains information about various error bounds and condition numbers corresponding to the normwise relative error, which is defined as follows: Normwise relative error in the ith solution vector: max_j (abs(XTRUE(j,i) - X(j,i))) ------------------------------ max_j abs(X(j,i)) The array is indexed by the type of error information as described below. There currently are up to three pieces of information returned. The first index in ERR_BNDS_NORM(i,:) corresponds to the ith right-hand side. The second index in ERR_BNDS_NORM(:,err) contains the following three fields: err = 1 "Trust/don't trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * slamch('Epsilon'). err = 2 "Guaranteed" error bound: The estimated forward error, almost certainly within a factor of 10 of the true error so long as the next entry is greater than the threshold sqrt(n) * slamch('Epsilon'). This error bound should only be trusted if the previous boolean is true. err = 3 Reciprocal condition number: Estimated normwise reciprocal condition number. Compared with the threshold sqrt(n) * slamch('Epsilon') to determine if the error estimate is "guaranteed". These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*A, where S scales each row by a power of the radix so all absolute row sums of Z are approximately 1. This subroutine is only responsible for setting the second field above. See Lapack Working Note 165 for further details and extra cautions.
ERR_BNDS_COMPERR_BNDS_COMP is REAL array, dimension (NRHS, N_ERR_BNDS) For each right-hand side, this array contains information about various error bounds and condition numbers corresponding to the componentwise relative error, which is defined as follows: Componentwise relative error in the ith solution vector: abs(XTRUE(j,i) - X(j,i)) max_j ---------------------- abs(X(j,i)) The array is indexed by the right-hand side i (on which the componentwise relative error depends), and the type of error information as described below. There currently are up to three pieces of information returned for each right-hand side. If componentwise accuracy is not requested (PARAMS(3) = 0.0), then ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most the first (:,N_ERR_BNDS) entries are returned. The first index in ERR_BNDS_COMP(i,:) corresponds to the ith right-hand side. The second index in ERR_BNDS_COMP(:,err) contains the following three fields: err = 1 "Trust/don't trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * slamch('Epsilon'). err = 2 "Guaranteed" error bound: The estimated forward error, almost certainly within a factor of 10 of the true error so long as the next entry is greater than the threshold sqrt(n) * slamch('Epsilon'). This error bound should only be trusted if the previous boolean is true. err = 3 Reciprocal condition number: Estimated componentwise reciprocal condition number. Compared with the threshold sqrt(n) * slamch('Epsilon') to determine if the error estimate is "guaranteed". These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*(A*diag(x)), where x is the solution for the current right-hand side and S scales each row of A*diag(x) by a power of the radix so all absolute row sums of Z are approximately 1. This subroutine is only responsible for setting the second field above. See Lapack Working Note 165 for further details and extra cautions.
RESRES is COMPLEX array, dimension (N) Workspace to hold the intermediate residual.
AYBAYB is REAL array, dimension (N) Workspace.
DYDY is COMPLEX array, dimension (N) Workspace to hold the intermediate solution.
Y_TAILY_TAIL is COMPLEX array, dimension (N) Workspace to hold the trailing bits of the intermediate solution.
RCONDRCOND is REAL Reciprocal scaled condition number. This is an estimate of the reciprocal Skeel condition number of the matrix A after equilibration (if done). If this is less than the machine precision (in particular, if it is zero), the matrix is singular to working precision. Note that the error may still be small even if this number is very small and the matrix appears ill- conditioned.
ITHRESHITHRESH is INTEGER The maximum number of residual computations allowed for refinement. The default is 10. For 'aggressive' set to 100 to permit convergence using approximate factorizations or factorizations other than LU. If the factorization uses a technique other than Gaussian elimination, the guarantees in ERR_BNDS_NORM and ERR_BNDS_COMP may no longer be trustworthy.
RTHRESHRTHRESH is REAL Determines when to stop refinement if the error estimate stops decreasing. Refinement will stop when the next solution no longer satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The default value is 0.5. For 'aggressive' set to 0.9 to permit convergence on extremely ill-conditioned matrices. See LAWN 165 for more details.
DZ_UBDZ_UB is REAL Determines when to start considering componentwise convergence. Componentwise convergence is only considered after each component of the solution Y is stable, which we definte as the relative change in each component being less than DZ_UB. The default value is 0.25, requiring the first bit to be stable. See LAWN 165 for more details.
IGNORE_CWISEIGNORE_CWISE is LOGICAL If .TRUE. then ignore componentwise convergence. Default value is .FALSE..
INFOINFO is INTEGER = 0: Successful exit. < 0: if INFO = -i, the ith argument to CLA_SYRFSX_EXTENDED had an illegal value
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- September 2012
real function cla_syrpvgrw (character*1 UPLO, integer N, integer INFO, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, real, dimension( * ) WORK)
CLA_SYRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric indefinite matrix.
Purpose:
-
CLA_SYRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U). The "max absolute element" norm is used. If this is much less than 1, the stability of the LU factorization of the (equilibrated) matrix A could be poor. This also means that the solution X, estimated condition numbers, and error bounds could be unreliable.
Parameters:
-
UPLO
UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.
NN is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0.
INFOINFO is INTEGER The value of INFO returned from CSYTRF, .i.e., the pivot in column INFO is exactly 0.
AA is COMPLEX array, dimension (LDA,N) On entry, the N-by-N matrix A.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
AFAF is COMPLEX array, dimension (LDAF,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF.
LDAFLDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N).
IPIVIPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF.
WORKWORK is REAL array, dimension (2*N)
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2015
subroutine clasyf (character UPLO, integer N, integer NB, integer KB, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( ldw, * ) W, integer LDW, integer INFO)
CLASYF computes a partial factorization of a complex symmetric matrix using the Bunch-Kaufman diagonal pivoting method.
Purpose:
-
CLASYF computes a partial factorization of a complex symmetric matrix A using the Bunch-Kaufman diagonal pivoting method. The partial factorization has the form: A = ( I U12 ) ( A11 0 ) ( I 0 ) if UPLO = 'U', or: ( 0 U22 ) ( 0 D ) ( U12**T U22**T ) A = ( L11 0 ) ( D 0 ) ( L11**T L21**T ) if UPLO = 'L' ( L21 I ) ( 0 A22 ) ( 0 I ) where the order of D is at most NB. The actual order is returned in the argument KB, and is either NB or NB-1, or N if N <= NB. Note that U**T denotes the transpose of U. CLASYF is an auxiliary routine called by CSYTRF. It uses blocked code (calling Level 3 BLAS) to update the submatrix A11 (if UPLO = 'U') or A22 (if UPLO = 'L').
Parameters:
-
UPLO
UPLO is CHARACTER*1 Specifies whether the upper or lower triangular part of the symmetric matrix A is stored: = 'U': Upper triangular = 'L': Lower triangular
NN is INTEGER The order of the matrix A. N >= 0.
NBNB is 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.
KBKB is INTEGER The number of columns of A that were actually factored. KB is either NB-1 or NB, or N if N <= NB.
AA is COMPLEX array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = 'U', the leading n-by-n upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading n-by-n lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, A contains details of the partial factorization.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
IPIVIPIV is 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 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 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': Only the first KB elements of IPIV 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 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.
WW is COMPLEX array, dimension (LDW,NB)
LDWLDW is INTEGER The leading dimension of the array W. LDW >= max(1,N).
INFOINFO is 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.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2013
Contributors:
-
November 2013, Igor Kozachenko, Computer Science Division, University of California, Berkeley
subroutine clasyf_rook (character UPLO, integer N, integer NB, integer KB, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( ldw, * ) W, integer LDW, integer INFO)
CLASYF_ROOK computes a partial factorization of a complex symmetric matrix using the bounded Bunch-Kaufman ('rook') diagonal pivoting method.
Purpose:
-
CLASYF_ROOK computes a partial factorization of a complex symmetric matrix A using the bounded Bunch-Kaufman ("rook") 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**T U22**T ) A = ( L11 0 ) ( D 0 ) ( L11**T L21**T ) 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. CLASYF_ROOK is an auxiliary routine called by CSYTRF_ROOK. It uses blocked code (calling Level 3 BLAS) to update the submatrix A11 (if UPLO = 'U') or A22 (if UPLO = 'L').
Parameters:
-
UPLO
UPLO is CHARACTER*1 Specifies whether the upper or lower triangular part of the symmetric matrix A is stored: = 'U': Upper triangular = 'L': Lower triangular
NN is INTEGER The order of the matrix A. N >= 0.
NBNB is 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.
KBKB is INTEGER The number of columns of A that were actually factored. KB is either NB-1 or NB, or N if N <= NB.
AA is COMPLEX array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = 'U', the leading n-by-n upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading n-by-n lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, A contains details of the partial factorization.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
IPIVIPIV is 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 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 IPIV(k) < 0 and IPIV(k-1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k-1 and -IPIV(k-1) were inerchaged, D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L': Only the first KB elements of IPIV 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 IPIV(k) < 0 and IPIV(k+1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k+1 and -IPIV(k+1) were inerchaged, D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
WW is COMPLEX array, dimension (LDW,NB)
LDWLDW is INTEGER The leading dimension of the array W. LDW >= max(1,N).
INFOINFO is 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.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2013
Contributors:
-
November 2013, Igor Kozachenko, Computer Science Division, University of California, Berkeley September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester
subroutine csycon (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, real ANORM, real RCOND, complex, dimension( * ) WORK, integer INFO)
CSYCON
Purpose:
-
CSYCON estimates the reciprocal of the condition number (in the 1-norm) of a complex symmetric matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by CSYTRF. An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
Parameters:
-
UPLO
UPLO is 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.
NN is INTEGER The order of the matrix A. N >= 0.
AA is COMPLEX array, dimension (LDA,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
IPIVIPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF.
ANORMANORM is REAL The 1-norm of the original matrix A.
RCONDRCOND is 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.
WORKWORK is COMPLEX array, dimension (2*N)
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine csycon_rook (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, real ANORM, real RCOND, complex, dimension( * ) WORK, integer INFO)
CSYCON_ROOK
Purpose:
-
CSYCON_ROOK estimates the reciprocal of the condition number (in the 1-norm) of a complex symmetric matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by CSYTRF_ROOK. An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
Parameters:
-
UPLO
UPLO is 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.
NN is INTEGER The order of the matrix A. N >= 0.
AA is COMPLEX array, dimension (LDA,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF_ROOK.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
IPIVIPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF_ROOK.
ANORMANORM is REAL The 1-norm of the original matrix A.
RCONDRCOND is 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.
WORKWORK is COMPLEX array, dimension (2*N)
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- April 2012
Contributors:
April 2012, Igor Kozachenko, Computer Science Division, University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester
subroutine csyconv (character UPLO, character WAY, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( * ) E, integer INFO)
CSYCONV
Purpose:
-
CSYCONV convert A given by TRF into L and D and vice-versa. Get Non-diag elements of D (returned in workspace) and apply or reverse permutation done in TRF.
Parameters:
-
UPLO
UPLO is 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.
WAYWAY is CHARACTER*1 = 'C': Convert = 'R': Revert
NN is INTEGER The order of the matrix A. N >= 0.
AA is COMPLEX array, dimension (LDA,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
IPIVIPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF.
EE is COMPLEX array, dimension (N) E stores the supdiagonal/subdiagonal of the symmetric 1-by-1 or 2-by-2 block diagonal matrix D in LDLT.
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2015
subroutine csyequb (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, real, dimension( * ) S, real SCOND, real AMAX, complex, dimension( * ) WORK, integer INFO)
CSYEQUB
Purpose:
-
CSYEQUB computes row and column scalings intended to equilibrate a symmetric 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.
Parameters:
-
UPLO
UPLO is 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.
NN is INTEGER The order of the matrix A. N >= 0.
AA is COMPLEX array, dimension (LDA,N) The N-by-N symmetric matrix whose scaling factors are to be computed. Only the diagonal elements of A are referenced.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
SS is REAL array, dimension (N) If INFO = 0, S contains the scale factors for A.
SCONDSCOND is 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.
AMAXAMAX is REAL Absolute value of largest matrix element. If AMAX is very close to overflow or very close to underflow, the matrix should be scaled.
WORKWORK is COMPLEX array, dimension (3*N)
INFOINFO is 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.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
References:
-
Livne, O.E. and Golub, G.H., 'Scaling by Binormalization',
Numerical Algorithms, vol. 35, no. 1, pp. 97-120, January 2004.
DOI 10.1023/B:NUMA.0000016606.32820.69
Tech report version: http://ruready.utah.edu/archive/papers/bin.pdf
subroutine csyrfs (character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldx, * ) X, integer LDX, real, dimension( * ) FERR, real, dimension( * ) BERR, complex, dimension( * ) WORK, real, dimension( * ) RWORK, integer INFO)
CSYRFS
Purpose:
-
CSYRFS improves the computed solution to a system of linear equations when the coefficient matrix is symmetric indefinite, and provides error bounds and backward error estimates for the solution.
Parameters:
-
UPLO
UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.
NN is INTEGER The order of the matrix A. N >= 0.
NRHSNRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0.
AA is COMPLEX array, dimension (LDA,N) The symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
AFAF is COMPLEX array, dimension (LDAF,N) The factored form of the matrix A. AF contains the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**T or A = L*D*L**T as computed by CSYTRF.
LDAFLDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N).
IPIVIPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF.
BB is COMPLEX array, dimension (LDB,NRHS) The right hand side matrix B.
LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).
XX is COMPLEX array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by CSYTRS. On exit, the improved solution matrix X.
LDXLDX is INTEGER The leading dimension of the array X. LDX >= max(1,N).
FERRFERR is 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.
BERRBERR is 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).
WORKWORK is COMPLEX array, dimension (2*N)
RWORKRWORK is REAL array, dimension (N)
INFOINFO is 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.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine csyrfsx (character UPLO, character EQUED, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, real, dimension( * ) S, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldx, * ) X, integer LDX, real RCOND, real, dimension( * ) BERR, integer N_ERR_BNDS, real, dimension( nrhs, * ) ERR_BNDS_NORM, real, dimension( nrhs, * ) ERR_BNDS_COMP, integer NPARAMS, real, dimension( * ) PARAMS, complex, dimension( * ) WORK, real, dimension( * ) RWORK, integer INFO)
CSYRFSX
Purpose:
-
CSYRFSX 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. In addition to normwise error bound, the code provides maximum componentwise error bound if possible. See comments for ERR_BNDS_NORM and ERR_BNDS_COMP for details of the error bounds. The original system of linear equations may have been equilibrated before calling this routine, as described by arguments EQUED and S below. In this case, the solution and error bounds returned are for the original unequilibrated system.
Some optional parameters are bundled in the PARAMS array. These settings determine how refinement is performed, but often the defaults are acceptable. If the defaults are acceptable, users can pass NPARAMS = 0 which prevents the source code from accessing the PARAMS argument.
Parameters:
-
UPLO
UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.
EQUEDEQUED is CHARACTER*1 Specifies the form of equilibration that was done to A before calling this routine. This is needed to compute the solution and error bounds correctly. = 'N': No equilibration = 'Y': Both row and column equilibration, i.e., A has been replaced by diag(S) * A * diag(S). The right hand side B has been changed accordingly.
NN is INTEGER The order of the matrix A. N >= 0.
NRHSNRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0.
AA is COMPLEX array, dimension (LDA,N) The symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
AFAF is COMPLEX array, dimension (LDAF,N) The factored form of the matrix A. AF contains the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**T or A = L*D*L**T as computed by SSYTRF.
LDAFLDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N).
IPIVIPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by SSYTRF.
SS is REAL array, dimension (N) The scale factors for A. If EQUED = 'Y', A is multiplied on the left and right by diag(S). 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. If S is output, each element of S is a power of the radix. If S is input, each element of S should be a power of the radix to ensure a reliable solution and error estimates. Scaling by powers of the radix does not cause rounding errors unless the result underflows or overflows. Rounding errors during scaling lead to refining with a matrix that is not equivalent to the input matrix, producing error estimates that may not be reliable.
BB is COMPLEX array, dimension (LDB,NRHS) The right hand side matrix B.
LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).
XX is COMPLEX array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by SGETRS. On exit, the improved solution matrix X.
LDXLDX is INTEGER The leading dimension of the array X. LDX >= max(1,N).
RCONDRCOND is REAL Reciprocal scaled condition number. This is an estimate of the reciprocal Skeel condition number of the matrix A after equilibration (if done). If this is less than the machine precision (in particular, if it is zero), the matrix is singular to working precision. Note that the error may still be small even if this number is very small and the matrix appears ill- conditioned.
BERRBERR is REAL array, dimension (NRHS) Componentwise relative backward error. This is 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).
N_ERR_BNDSN_ERR_BNDS is INTEGER Number of error bounds to return for each right hand side and each type (normwise or componentwise). See ERR_BNDS_NORM and ERR_BNDS_COMP below.
ERR_BNDS_NORMERR_BNDS_NORM is REAL array, dimension (NRHS, N_ERR_BNDS) For each right-hand side, this array contains information about various error bounds and condition numbers corresponding to the normwise relative error, which is defined as follows: Normwise relative error in the ith solution vector: max_j (abs(XTRUE(j,i) - X(j,i))) ------------------------------ max_j abs(X(j,i)) The array is indexed by the type of error information as described below. There currently are up to three pieces of information returned. The first index in ERR_BNDS_NORM(i,:) corresponds to the ith right-hand side. The second index in ERR_BNDS_NORM(:,err) contains the following three fields: err = 1 "Trust/don't trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * slamch('Epsilon'). err = 2 "Guaranteed" error bound: The estimated forward error, almost certainly within a factor of 10 of the true error so long as the next entry is greater than the threshold sqrt(n) * slamch('Epsilon'). This error bound should only be trusted if the previous boolean is true. err = 3 Reciprocal condition number: Estimated normwise reciprocal condition number. Compared with the threshold sqrt(n) * slamch('Epsilon') to determine if the error estimate is "guaranteed". These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*A, where S scales each row by a power of the radix so all absolute row sums of Z are approximately 1. See Lapack Working Note 165 for further details and extra cautions.
ERR_BNDS_COMPERR_BNDS_COMP is REAL array, dimension (NRHS, N_ERR_BNDS) For each right-hand side, this array contains information about various error bounds and condition numbers corresponding to the componentwise relative error, which is defined as follows: Componentwise relative error in the ith solution vector: abs(XTRUE(j,i) - X(j,i)) max_j ---------------------- abs(X(j,i)) The array is indexed by the right-hand side i (on which the componentwise relative error depends), and the type of error information as described below. There currently are up to three pieces of information returned for each right-hand side. If componentwise accuracy is not requested (PARAMS(3) = 0.0), then ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most the first (:,N_ERR_BNDS) entries are returned. The first index in ERR_BNDS_COMP(i,:) corresponds to the ith right-hand side. The second index in ERR_BNDS_COMP(:,err) contains the following three fields: err = 1 "Trust/don't trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * slamch('Epsilon'). err = 2 "Guaranteed" error bound: The estimated forward error, almost certainly within a factor of 10 of the true error so long as the next entry is greater than the threshold sqrt(n) * slamch('Epsilon'). This error bound should only be trusted if the previous boolean is true. err = 3 Reciprocal condition number: Estimated componentwise reciprocal condition number. Compared with the threshold sqrt(n) * slamch('Epsilon') to determine if the error estimate is "guaranteed". These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*(A*diag(x)), where x is the solution for the current right-hand side and S scales each row of A*diag(x) by a power of the radix so all absolute row sums of Z are approximately 1. See Lapack Working Note 165 for further details and extra cautions.
NPARAMSNPARAMS is INTEGER Specifies the number of parameters set in PARAMS. If .LE. 0, the PARAMS array is never referenced and default values are used.
PARAMSPARAMS is REAL array, dimension NPARAMS Specifies algorithm parameters. If an entry is .LT. 0.0, then that entry will be filled with default value used for that parameter. Only positions up to NPARAMS are accessed; defaults are used for higher-numbered parameters. PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative refinement or not. Default: 1.0 = 0.0 : No refinement is performed, and no error bounds are computed. = 1.0 : Use the double-precision refinement algorithm, possibly with doubled-single computations if the compilation environment does not support DOUBLE PRECISION. (other values are reserved for future use) PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual computations allowed for refinement. Default: 10 Aggressive: Set to 100 to permit convergence using approximate factorizations or factorizations other than LU. If the factorization uses a technique other than Gaussian elimination, the guarantees in err_bnds_norm and err_bnds_comp may no longer be trustworthy. PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code will attempt to find a solution with small componentwise relative error in the double-precision algorithm. Positive is true, 0.0 is false. Default: 1.0 (attempt componentwise convergence)
WORKWORK is COMPLEX array, dimension (2*N)
RWORKRWORK is REAL array, dimension (2*N)
INFOINFO is INTEGER = 0: Successful exit. The solution to every right-hand side is guaranteed. < 0: If INFO = -i, the i-th argument had an illegal value > 0 and <= N: U(INFO,INFO) 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+J: The solution corresponding to the Jth right-hand side is not guaranteed. The solutions corresponding to other right- hand sides K with K > J may not be guaranteed as well, but only the first such right-hand side is reported. If a small componentwise error is not requested (PARAMS(3) = 0.0) then the Jth right-hand side is the first with a normwise error bound that is not guaranteed (the smallest J such that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0) the Jth right-hand side is the first with either a normwise or componentwise error bound that is not guaranteed (the smallest J such that either ERR_BNDS_NORM(J,1) = 0.0 or ERR_BNDS_COMP(J,1) = 0.0). See the definition of ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information about all of the right-hand sides check ERR_BNDS_NORM or ERR_BNDS_COMP.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- April 2012
subroutine csytf2 (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, integer INFO)
CSYTF2 computes the factorization of a real symmetric indefinite matrix, using the diagonal pivoting method (unblocked algorithm).
Purpose:
-
CSYTF2 computes the factorization of a complex symmetric matrix A 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, U**T 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.
Parameters:
-
UPLO
UPLO is CHARACTER*1 Specifies whether the upper or lower triangular part of the symmetric matrix A is stored: = 'U': Upper triangular = 'L': Lower triangular
NN is INTEGER The order of the matrix A. N >= 0.
AA is COMPLEX array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = 'U', the leading n-by-n upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading n-by-n lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, the block diagonal matrix D and the multipliers used to obtain the factor U or L (see below for further details).
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
IPIVIPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D. If UPLO = 'U': 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 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': 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 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.
INFOINFO is 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.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2013
Further Details:
-
If UPLO = 'U', then A = U*D*U**T, 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**T, 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).
Contributors:
-
09-29-06 - patch from Bobby Cheng, MathWorks Replace l.209 and l.377 IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN by IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. SISNAN(ABSAKK) ) THEN 1-96 - Based on modifications by J. Lewis, Boeing Computer Services Company
subroutine csytf2_rook (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, integer INFO)
CSYTF2_ROOK computes the factorization of a complex symmetric indefinite matrix using the bounded Bunch-Kaufman ('rook') diagonal pivoting method (unblocked algorithm).
Purpose:
-
CSYTF2_ROOK computes the factorization of a complex symmetric matrix A using the bounded Bunch-Kaufman ("rook") 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, U**T 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.
Parameters:
-
UPLO
UPLO is CHARACTER*1 Specifies whether the upper or lower triangular part of the symmetric matrix A is stored: = 'U': Upper triangular = 'L': Lower triangular
NN is INTEGER The order of the matrix A. N >= 0.
AA is COMPLEX array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = 'U', the leading n-by-n upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading n-by-n lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, the block diagonal matrix D and the multipliers used to obtain the factor U or L (see below for further details).
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
IPIVIPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D. If UPLO = 'U': 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 IPIV(k) < 0 and IPIV(k-1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k-1 and -IPIV(k-1) were inerchaged, D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L': 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 IPIV(k) < 0 and IPIV(k+1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k+1 and -IPIV(k+1) were inerchaged, D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
INFOINFO is 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.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2013
Further Details:
-
If UPLO = 'U', then A = U*D*U**T, 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**T, 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).
Contributors:
-
November 2013, Igor Kozachenko, Computer Science Division, University of California, Berkeley September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester 01-01-96 - Based on modifications by J. Lewis, Boeing Computer Services Company A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville abd , USA
subroutine csytrf (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( * ) WORK, integer LWORK, integer INFO)
CSYTRF
Purpose:
-
CSYTRF computes the factorization of a complex symmetric matrix A using the Bunch-Kaufman diagonal pivoting method. The form of the factorization is A = U*D*U**T or A = L*D*L**T where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and D is symmetric and block diagonal with with 1-by-1 and 2-by-2 diagonal blocks. This is the blocked version of the algorithm, calling Level 3 BLAS.
Parameters:
-
UPLO
UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.
NN is INTEGER The order of the matrix A. N >= 0.
AA is COMPLEX array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, the block diagonal matrix D and the multipliers used to obtain the factor U or L (see below for further details).
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
IPIVIPIV is 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.
WORKWORK is COMPLEX array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORKLWORK is 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.
INFOINFO is 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.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
Further Details:
-
If UPLO = 'U', then A = U*D*U**T, 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**T, 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).
subroutine csytrf_rook (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( * ) WORK, integer LWORK, integer INFO)
CSYTRF_ROOK
Purpose:
-
CSYTRF_ROOK computes the factorization of a complex symmetric matrix A using the bounded Bunch-Kaufman ("rook") 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.
Parameters:
-
UPLO
UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.
NN is INTEGER The order of the matrix A. N >= 0.
AA is COMPLEX array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, the block diagonal matrix D and the multipliers used to obtain the factor U or L (see below for further details).
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
IPIVIPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D. If UPLO = 'U': 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 IPIV(k) < 0 and IPIV(k-1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k-1 and -IPIV(k-1) were inerchaged, D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L': 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 IPIV(k) < 0 and IPIV(k+1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k+1 and -IPIV(k+1) were inerchaged, D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
WORKWORK is COMPLEX array, dimension (MAX(1,LWORK)). On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORKLWORK is 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.
INFOINFO is 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.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- June 2016
Further Details:
-
If UPLO = 'U', then A = U*D*U**T, 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**T, 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).
Contributors:
-
June 2016, Igor Kozachenko, Computer Science Division, University of California, Berkeley September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester
subroutine csytri (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( * ) WORK, integer INFO)
CSYTRI
Purpose:
-
CSYTRI computes the inverse of a complex symmetric indefinite matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by CSYTRF.
Parameters:
-
UPLO
UPLO is 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.
NN is INTEGER The order of the matrix A. N >= 0.
AA is COMPLEX array, dimension (LDA,N) On entry, the block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF. On exit, if INFO = 0, the (symmetric) inverse of the original matrix. If UPLO = 'U', the upper triangular part of the inverse is formed and the part of A below the diagonal is not referenced; if UPLO = 'L' the lower triangular part of the inverse is formed and the part of A above the diagonal is not referenced.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
IPIVIPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF.
WORKWORK is COMPLEX array, dimension (2*N)
INFOINFO is 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.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine csytri2 (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( * ) WORK, integer LWORK, integer INFO)
CSYTRI2
Purpose:
-
CSYTRI2 computes the inverse of a COMPLEX symmetric indefinite matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by CSYTRF. CSYTRI2 sets the LEADING DIMENSION of the workspace before calling CSYTRI2X that actually computes the inverse.
Parameters:
-
UPLO
UPLO is 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.
NN is INTEGER The order of the matrix A. N >= 0.
AA is COMPLEX array, dimension (LDA,N) On entry, the NB diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF. On exit, if INFO = 0, the (symmetric) inverse of the original matrix. If UPLO = 'U', the upper triangular part of the inverse is formed and the part of A below the diagonal is not referenced; if UPLO = 'L' the lower triangular part of the inverse is formed and the part of A above the diagonal is not referenced.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
IPIVIPIV is INTEGER array, dimension (N) Details of the interchanges and the NB structure of D as determined by CSYTRF.
WORKWORK is COMPLEX array, dimension (N+NB+1)*(NB+3)
LWORKLWORK is INTEGER The dimension of the array WORK. WORK is size >= (N+NB+1)*(NB+3) If LDWORK = -1, then a workspace query is assumed; the routine 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 LDWORK is issued by XERBLA.
INFOINFO is 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.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2015
subroutine csytri2x (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( n+nb+1,* ) WORK, integer NB, integer INFO)
CSYTRI2X
Purpose:
-
CSYTRI2X 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 CSYTRF.
Parameters:
-
UPLO
UPLO is 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.
NN is INTEGER The order of the matrix A. N >= 0.
AA is COMPLEX array, dimension (LDA,N) On entry, the NNB diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF. On exit, if INFO = 0, the (symmetric) inverse of the original matrix. If UPLO = 'U', the upper triangular part of the inverse is formed and the part of A below the diagonal is not referenced; if UPLO = 'L' the lower triangular part of the inverse is formed and the part of A above the diagonal is not referenced.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
IPIVIPIV is INTEGER array, dimension (N) Details of the interchanges and the NNB structure of D as determined by CSYTRF.
WORKWORK is COMPLEX array, dimension (N+NNB+1,NNB+3)
NBNB is INTEGER Block size
INFOINFO is 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.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine csytri_rook (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( * ) WORK, integer INFO)
CSYTRI_ROOK
Purpose:
-
CSYTRI_ROOK computes the inverse of a complex symmetric matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by CSYTRF_ROOK.
Parameters:
-
UPLO
UPLO is 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.
NN is INTEGER The order of the matrix A. N >= 0.
AA is COMPLEX array, dimension (LDA,N) On entry, the block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF_ROOK. 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.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
IPIVIPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF_ROOK.
WORKWORK is COMPLEX array, dimension (N)
INFOINFO is 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.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2015
Contributors:
-
November 2015, Igor Kozachenko, Computer Science Division, University of California, Berkeley September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester
subroutine csytrs (character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB, integer INFO)
CSYTRS
Purpose:
-
CSYTRS solves a system of linear equations A*X = B with a complex symmetric matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by CSYTRF.
Parameters:
-
UPLO
UPLO is 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.
NN is INTEGER The order of the matrix A. N >= 0.
NRHSNRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0.
AA is COMPLEX array, dimension (LDA,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
IPIVIPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF.
BB is COMPLEX array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X.
LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
subroutine csytrs2 (character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( * ) WORK, integer INFO)
CSYTRS2
Purpose:
-
CSYTRS2 solves a system of linear equations A*X = B with a COMPLEX symmetric matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by CSYTRF and converted by CSYCONV.
Parameters:
-
UPLO
UPLO is 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.
NN is INTEGER The order of the matrix A. N >= 0.
NRHSNRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0.
AA is COMPLEX array, dimension (LDA,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF. Note that A is input / output. This might be counter-intuitive, and one may think that A is input only. A is input / output. This is because, at the start of the subroutine, we permute A in a "better" form and then we permute A back to its original form at the end.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
IPIVIPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF.
BB is COMPLEX array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X.
LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).
WORKWORK is COMPLEX array, dimension (N)
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2015
subroutine csytrs_rook (character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB, integer INFO)
CSYTRS_ROOK
Purpose:
-
CSYTRS_ROOK solves a system of linear equations A*X = B with a complex symmetric matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by CSYTRF_ROOK.
Parameters:
-
UPLO
UPLO is 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.
NN is INTEGER The order of the matrix A. N >= 0.
NRHSNRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0.
AA is COMPLEX array, dimension (LDA,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF_ROOK.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
IPIVIPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF_ROOK.
BB is COMPLEX array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X.
LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2015
Contributors:
-
November 2015, Igor Kozachenko, Computer Science Division, University of California, Berkeley September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester
subroutine ctgsyl (character TRANS, integer IJOB, integer M, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldc, * ) C, integer LDC, complex, dimension( ldd, * ) D, integer LDD, complex, dimension( lde, * ) E, integer LDE, complex, dimension( ldf, * ) F, integer LDF, real SCALE, real DIF, complex, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer INFO)
CTGSYL
Purpose:
-
CTGSYL solves the generalized Sylvester equation: A * R - L * B = scale * C (1) D * R - L * E = scale * F where R and L are unknown m-by-n matrices, (A, D), (B, E) and (C, F) are given matrix pairs of size m-by-m, n-by-n and m-by-n, respectively, with complex entries. A, B, D and E are upper triangular (i.e., (A,D) and (B,E) in generalized Schur form). The solution (R, L) overwrites (C, F). 0 <= SCALE <= 1 is an output scaling factor chosen to avoid overflow. In matrix notation (1) is equivalent to solve Zx = scale*b, where Z is defined as Z = [ kron(In, A) -kron(B**H, Im) ] (2) [ kron(In, D) -kron(E**H, Im) ], Here Ix is the identity matrix of size x and X**H is the conjugate transpose of X. Kron(X, Y) is the Kronecker product between the matrices X and Y. If TRANS = 'C', y in the conjugate transposed system Z**H *y = scale*b is solved for, which is equivalent to solve for R and L in A**H * R + D**H * L = scale * C (3) R * B**H + L * E**H = scale * -F This case (TRANS = 'C') is used to compute an one-norm-based estimate of Dif[(A,D), (B,E)], the separation between the matrix pairs (A,D) and (B,E), using CLACON. If IJOB >= 1, CTGSYL computes a Frobenius norm-based estimate of Dif[(A,D),(B,E)]. That is, the reciprocal of a lower bound on the reciprocal of the smallest singular value of Z. This is a level-3 BLAS algorithm.
Parameters:
-
TRANS
TRANS is CHARACTER*1 = 'N': solve the generalized sylvester equation (1). = 'C': solve the "conjugate transposed" system (3).
IJOBIJOB is INTEGER Specifies what kind of functionality to be performed. =0: solve (1) only. =1: The functionality of 0 and 3. =2: The functionality of 0 and 4. =3: Only an estimate of Dif[(A,D), (B,E)] is computed. (look ahead strategy is used). =4: Only an estimate of Dif[(A,D), (B,E)] is computed. (CGECON on sub-systems is used). Not referenced if TRANS = 'C'.
MM is INTEGER The order of the matrices A and D, and the row dimension of the matrices C, F, R and L.
NN is INTEGER The order of the matrices B and E, and the column dimension of the matrices C, F, R and L.
AA is COMPLEX array, dimension (LDA, M) The upper triangular matrix A.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1, M).
BB is COMPLEX array, dimension (LDB, N) The upper triangular matrix B.
LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1, N).
CC is COMPLEX array, dimension (LDC, N) On entry, C contains the right-hand-side of the first matrix equation in (1) or (3). On exit, if IJOB = 0, 1 or 2, C has been overwritten by the solution R. If IJOB = 3 or 4 and TRANS = 'N', C holds R, the solution achieved during the computation of the Dif-estimate.
LDCLDC is INTEGER The leading dimension of the array C. LDC >= max(1, M).
DD is COMPLEX array, dimension (LDD, M) The upper triangular matrix D.
LDDLDD is INTEGER The leading dimension of the array D. LDD >= max(1, M).
EE is COMPLEX array, dimension (LDE, N) The upper triangular matrix E.
LDELDE is INTEGER The leading dimension of the array E. LDE >= max(1, N).
FF is COMPLEX array, dimension (LDF, N) On entry, F contains the right-hand-side of the second matrix equation in (1) or (3). On exit, if IJOB = 0, 1 or 2, F has been overwritten by the solution L. If IJOB = 3 or 4 and TRANS = 'N', F holds L, the solution achieved during the computation of the Dif-estimate.
LDFLDF is INTEGER The leading dimension of the array F. LDF >= max(1, M).
DIFDIF is REAL On exit DIF is the reciprocal of a lower bound of the reciprocal of the Dif-function, i.e. DIF is an upper bound of Dif[(A,D), (B,E)] = sigma-min(Z), where Z as in (2). IF IJOB = 0 or TRANS = 'C', DIF is not referenced.
SCALESCALE is REAL On exit SCALE is the scaling factor in (1) or (3). If 0 < SCALE < 1, C and F hold the solutions R and L, resp., to a slightly perturbed system but the input matrices A, B, D and E have not been changed. If SCALE = 0, R and L will hold the solutions to the homogenious system with C = F = 0.
WORKWORK is COMPLEX array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORKLWORK is 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.
IWORKIWORK is INTEGER array, dimension (M+N+2)
INFOINFO is INTEGER =0: successful exit <0: If INFO = -i, the i-th argument had an illegal value. >0: (A, D) and (B, E) have common or very close eigenvalues.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
Contributors:
- Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.
References:
-
[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.
subroutine ctrsyl (character TRANA, character TRANB, integer ISGN, integer M, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldc, * ) C, integer LDC, real SCALE, integer INFO)
CTRSYL
Purpose:
-
CTRSYL solves the complex 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**H, and A and B are both upper 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.
Parameters:
-
TRANA
TRANA is CHARACTER*1 Specifies the option op(A): = 'N': op(A) = A (No transpose) = 'C': op(A) = A**H (Conjugate transpose)
TRANBTRANB is CHARACTER*1 Specifies the option op(B): = 'N': op(B) = B (No transpose) = 'C': op(B) = B**H (Conjugate transpose)
ISGNISGN is 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
MM is INTEGER The order of the matrix A, and the number of rows in the matrices X and C. M >= 0.
NN is INTEGER The order of the matrix B, and the number of columns in the matrices X and C. N >= 0.
AA is COMPLEX array, dimension (LDA,M) The upper triangular matrix A.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).
BB is COMPLEX array, dimension (LDB,N) The upper triangular matrix B.
LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).
CC is COMPLEX 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.
LDCLDC is INTEGER The leading dimension of the array C. LDC >= max(1,M)
SCALESCALE is REAL The scale factor, scale, set <= 1 to avoid overflow in X.
INFOINFO is 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).
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
Author
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