doubleSYcomputational(3) double

Functions


subroutine dla_syamv (UPLO, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY)
DLA_SYAMV computes a matrix-vector product using a symmetric indefinite matrix to calculate error bounds.
double precision function dla_syrcond (UPLO, N, A, LDA, AF, LDAF, IPIV, CMODE, C, INFO, WORK, IWORK)
DLA_SYRCOND estimates the Skeel condition number for a symmetric indefinite matrix.
subroutine dla_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)
DLA_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.
double precision function dla_syrpvgrw (UPLO, N, INFO, A, LDA, AF, LDAF, IPIV, WORK)
DLA_SYRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric indefinite matrix.
subroutine dlasyf (UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO)
DLASYF computes a partial factorization of a real symmetric matrix using the Bunch-Kaufman diagonal pivoting method.
subroutine dlasyf_rook (UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO)
DLASYF_ROOK *> DLASYF_ROOK computes a partial factorization of a real symmetric matrix using the bounded Bunch-Kaufman ('rook') diagonal pivoting method.
subroutine dsycon (UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK, IWORK, INFO)
DSYCON
subroutine dsycon_rook (UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK, IWORK, INFO)
DSYCON_ROOK
subroutine dsyconv (UPLO, WAY, N, A, LDA, IPIV, E, INFO)
DSYCONV
subroutine dsyequb (UPLO, N, A, LDA, S, SCOND, AMAX, WORK, INFO)
DSYEQUB
subroutine dsygs2 (ITYPE, UPLO, N, A, LDA, B, LDB, INFO)
DSYGS2 reduces a symmetric definite generalized eigenproblem to standard form, using the factorization results obtained from spotrf (unblocked algorithm).
subroutine dsygst (ITYPE, UPLO, N, A, LDA, B, LDB, INFO)
DSYGST
subroutine dsyrfs (UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO)
DSYRFS
subroutine dsyrfsx (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, IWORK, INFO)
DSYRFSX
subroutine dsytd2 (UPLO, N, A, LDA, D, E, TAU, INFO)
DSYTD2 reduces a symmetric matrix to real symmetric tridiagonal form by an orthogonal similarity transformation (unblocked algorithm).
subroutine dsytf2 (UPLO, N, A, LDA, IPIV, INFO)
DSYTF2 computes the factorization of a real symmetric indefinite matrix, using the diagonal pivoting method (unblocked algorithm).
subroutine dsytf2_rook (UPLO, N, A, LDA, IPIV, INFO)
DSYTF2_ROOK computes the factorization of a real symmetric indefinite matrix using the bounded Bunch-Kaufman ('rook') diagonal pivoting method (unblocked algorithm).
subroutine dsytrd (UPLO, N, A, LDA, D, E, TAU, WORK, LWORK, INFO)
DSYTRD
subroutine dsytrf (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)
DSYTRF
subroutine dsytrf_rook (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)
DSYTRF_ROOK
subroutine dsytri (UPLO, N, A, LDA, IPIV, WORK, INFO)
DSYTRI
subroutine dsytri2 (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)
DSYTRI2
subroutine dsytri2x (UPLO, N, A, LDA, IPIV, WORK, NB, INFO)
DSYTRI2X
subroutine dsytri_rook (UPLO, N, A, LDA, IPIV, WORK, INFO)
DSYTRI_ROOK
subroutine dsytrs (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO)
DSYTRS
subroutine dsytrs2 (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, INFO)
DSYTRS2
subroutine dsytrs_rook (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO)
DSYTRS_ROOK
subroutine dtgsyl (TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D, LDD, E, LDE, F, LDF, SCALE, DIF, WORK, LWORK, IWORK, INFO)
DTGSYL
subroutine dtrsyl (TRANA, TRANB, ISGN, M, N, A, LDA, B, LDB, C, LDC, SCALE, INFO)
DTRSYL

Detailed Description

This is the group of double computational functions for SY matrices

Function Documentation

subroutine dla_syamv (integer UPLO, integer N, double precision ALPHA, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) X, integer INCX, double precision BETA, double precision, dimension( * ) Y, integer INCY)

DLA_SYAMV computes a matrix-vector product using a symmetric indefinite matrix to calculate error bounds.

Purpose: 

 DLA_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.


N 

          N is INTEGER
           On entry, N specifies the number of columns of the matrix A.
           N must be at least zero.
           Unchanged on exit.


ALPHA 

          ALPHA is DOUBLE PRECISION .
           On entry, ALPHA specifies the scalar alpha.
           Unchanged on exit.


A 

          A is DOUBLE PRECISION 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.


LDA 

          LDA 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.


X 

          X is DOUBLE PRECISION array, dimension
           ( 1 + ( n - 1 )*abs( INCX ) )
           Before entry, the incremented array X must contain the
           vector x.
           Unchanged on exit.


INCX 

          INCX is INTEGER
           On entry, INCX specifies the increment for the elements of
           X. INCX must not be zero.
           Unchanged on exit.


BETA 

          BETA is DOUBLE PRECISION .
           On entry, BETA specifies the scalar beta. When BETA is
           supplied as zero then Y need not be set on input.
           Unchanged on exit.


Y 

          Y is DOUBLE PRECISION 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.


INCY 

          INCY 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


 

double precision function dla_syrcond (character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, integer CMODE, double precision, dimension( * ) C, integer INFO, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK)

DLA_SYRCOND estimates the Skeel condition number for a symmetric indefinite matrix.

Purpose: 

    DLA_SYRCOND estimates the Skeel condition number of  op(A) * op2(C)
    where op2 is determined by CMODE as follows
    CMODE =  1    op2(C) = C
    CMODE =  0    op2(C) = I
    CMODE = -1    op2(C) = inv(C)
    The Skeel condition number cond(A) = norminf( |inv(A)||A| )
    is computed by computing scaling factors R such that
    diag(R)*A*op2(C) is row equilibrated and computing the standard
    infinity-norm condition number.


 

Parameters:

UPLO 

          UPLO is CHARACTER*1
       = 'U':  Upper triangle of A is stored;
       = 'L':  Lower triangle of A is stored.


N 

          N is INTEGER
     The number of linear equations, i.e., the order of the
     matrix A.  N >= 0.


A 

          A is DOUBLE PRECISION array, dimension (LDA,N)
     On entry, the N-by-N matrix A.


LDA 

          LDA is INTEGER
     The leading dimension of the array A.  LDA >= max(1,N).


AF 

          AF is DOUBLE PRECISION array, dimension (LDAF,N)
     The block diagonal matrix D and the multipliers used to
     obtain the factor U or L as computed by DSYTRF.


LDAF 

          LDAF is INTEGER
     The leading dimension of the array AF.  LDAF >= max(1,N).


IPIV 

          IPIV is INTEGER array, dimension (N)
     Details of the interchanges and the block structure of D
     as determined by DSYTRF.


CMODE 

          CMODE is INTEGER
     Determines op2(C) in the formula op(A) * op2(C) as follows:
     CMODE =  1    op2(C) = C
     CMODE =  0    op2(C) = I
     CMODE = -1    op2(C) = inv(C)


C 

          C is DOUBLE PRECISION array, dimension (N)
     The vector C in the formula op(A) * op2(C).


INFO 

          INFO is INTEGER
       = 0:  Successful exit.
     i > 0:  The ith argument is invalid.


WORK 

          WORK is DOUBLE PRECISION array, dimension (3*N).
     Workspace.


IWORK 

          IWORK is INTEGER array, dimension (N).
     Workspace.


 

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

September 2012

subroutine dla_syrfsx_extended (integer PREC_TYPE, character UPLO, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, logical COLEQU, double precision, dimension( * ) C, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( ldy, * ) Y, integer LDY, double precision, dimension( * ) BERR_OUT, integer N_NORMS, double precision, dimension( nrhs, * ) ERR_BNDS_NORM, double precision, dimension( nrhs, * ) ERR_BNDS_COMP, double precision, dimension( * ) RES, double precision, dimension( * ) AYB, double precision, dimension( * ) DY, double precision, dimension( * ) Y_TAIL, double precision RCOND, integer ITHRESH, double precision RTHRESH, double precision DZ_UB, logical IGNORE_CWISE, integer INFO)

DLA_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: 

 DLA_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 DSYRFSX 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


UPLO 

          UPLO is CHARACTER*1
       = 'U':  Upper triangle of A is stored;
       = 'L':  Lower triangle of A is stored.


N 

          N is INTEGER
     The number of linear equations, i.e., the order of the
     matrix A.  N >= 0.


NRHS 

          NRHS is INTEGER
     The number of right-hand-sides, i.e., the number of columns of the
     matrix B.


A 

          A is DOUBLE PRECISION array, dimension (LDA,N)
     On entry, the N-by-N matrix A.


LDA 

          LDA is INTEGER
     The leading dimension of the array A.  LDA >= max(1,N).


AF 

          AF is DOUBLE PRECISION array, dimension (LDAF,N)
     The block diagonal matrix D and the multipliers used to
     obtain the factor U or L as computed by DSYTRF.


LDAF 

          LDAF is INTEGER
     The leading dimension of the array AF.  LDAF >= max(1,N).


IPIV 

          IPIV is INTEGER array, dimension (N)
     Details of the interchanges and the block structure of D
     as determined by DSYTRF.


COLEQU 

          COLEQU 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.


C 

          C is DOUBLE PRECISION 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.


B 

          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
     The right-hand-side matrix B.


LDB 

          LDB is INTEGER
     The leading dimension of the array B.  LDB >= max(1,N).


Y 

          Y is DOUBLE PRECISION array, dimension
                    (LDY,NRHS)
     On entry, the solution matrix X, as computed by DSYTRS.
     On exit, the improved solution matrix Y.


LDY 

          LDY is INTEGER
     The leading dimension of the array Y.  LDY >= max(1,N).


BERR_OUT 

          BERR_OUT is DOUBLE PRECISION 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 DLA_LIN_BERR.


N_NORMS 

          N_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_NORM 

          ERR_BNDS_NORM is DOUBLE PRECISION 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_COMP 

          ERR_BNDS_COMP is DOUBLE PRECISION 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.


RES 

          RES is DOUBLE PRECISION array, dimension (N)
     Workspace to hold the intermediate residual.


AYB 

          AYB is DOUBLE PRECISION array, dimension (N)
     Workspace. This can be the same workspace passed for Y_TAIL.


DY 

          DY is DOUBLE PRECISION array, dimension (N)
     Workspace to hold the intermediate solution.


Y_TAIL 

          Y_TAIL is DOUBLE PRECISION array, dimension (N)
     Workspace to hold the trailing bits of the intermediate solution.


RCOND 

          RCOND is DOUBLE PRECISION
     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.


ITHRESH 

          ITHRESH 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.


RTHRESH 

          RTHRESH is DOUBLE PRECISION
     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_UB 

          DZ_UB is DOUBLE PRECISION
     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_CWISE 

          IGNORE_CWISE is LOGICAL
     If .TRUE. then ignore componentwise convergence. Default value
     is .FALSE..


INFO 

          INFO is INTEGER
       = 0:  Successful exit.
       < 0:  if INFO = -i, the ith argument to DLA_SYRFSX_EXTENDED had an illegal
             value


 

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

September 2012

double precision function dla_syrpvgrw (character*1 UPLO, integer N, integer INFO, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, double precision, dimension( * ) WORK)

DLA_SYRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric indefinite matrix.

Purpose: 

 DLA_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.


N 

          N is INTEGER
     The number of linear equations, i.e., the order of the
     matrix A.  N >= 0.


INFO 

          INFO is INTEGER
     The value of INFO returned from DSYTRF, .i.e., the pivot in
     column INFO is exactly 0.


A 

          A is DOUBLE PRECISION array, dimension (LDA,N)
     On entry, the N-by-N matrix A.


LDA 

          LDA is INTEGER
     The leading dimension of the array A.  LDA >= max(1,N).


AF 

          AF is DOUBLE PRECISION array, dimension (LDAF,N)
     The block diagonal matrix D and the multipliers used to
     obtain the factor U or L as computed by DSYTRF.


LDAF 

          LDAF is INTEGER
     The leading dimension of the array AF.  LDAF >= max(1,N).


IPIV 

          IPIV is INTEGER array, dimension (N)
     Details of the interchanges and the block structure of D
     as determined by DSYTRF.


WORK 

          WORK is DOUBLE PRECISION array, dimension (2*N)


 

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

September 2012

subroutine dlasyf (character UPLO, integer N, integer NB, integer KB, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, double precision, dimension( ldw, * ) W, integer LDW, integer INFO)

DLASYF computes a partial factorization of a real symmetric matrix using the Bunch-Kaufman diagonal pivoting method.

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**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.
 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').


 

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


N 

          N is INTEGER
          The order of the matrix A.  N >= 0.


NB 

          NB 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.


KB 

          KB is INTEGER
          The number of columns of A that were actually factored.
          KB is either NB-1 or NB, or N if N <= NB.


A 

          A is 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 

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).


IPIV 

          IPIV 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.


W 

          W is DOUBLE PRECISION array, dimension (LDW,NB)


LDW 

          LDW is INTEGER
          The leading dimension of the array W.  LDW >= max(1,N).


INFO 

          INFO 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 dlasyf_rook (character UPLO, integer N, integer NB, integer KB, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, double precision, dimension( ldw, * ) W, integer LDW, integer INFO)

DLASYF_ROOK *> DLASYF_ROOK computes a partial factorization of a real symmetric matrix using the bounded Bunch-Kaufman ('rook') diagonal pivoting method.

Purpose: 

 DLASYF_ROOK computes a partial factorization of a real 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.
 DLASYF_ROOK is an auxiliary routine called by DSYTRF_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


N 

          N is INTEGER
          The order of the matrix A.  N >= 0.


NB 

          NB 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.


KB 

          KB is INTEGER
          The number of columns of A that were actually factored.
          KB is either NB-1 or NB, or N if N <= NB.


A 

          A is 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 

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).


IPIV 

          IPIV 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.


W 

          W is DOUBLE PRECISION array, dimension (LDW,NB)


LDW 

          LDW is INTEGER
          The leading dimension of the array W.  LDW >= max(1,N).


INFO 

          INFO 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 dsycon (character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, double precision ANORM, double precision RCOND, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)

DSYCON

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))).


 

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.


N 

          N is INTEGER
          The order of the matrix A.  N >= 0.


A 

          A is 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 

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).


IPIV 

          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by DSYTRF.


ANORM 

          ANORM is DOUBLE PRECISION
          The 1-norm of the original matrix A.


RCOND 

          RCOND is 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 

          WORK is DOUBLE PRECISION array, dimension (2*N)


IWORK 

          IWORK is INTEGER array, dimension (N)


INFO 

          INFO 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 dsycon_rook (character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, double precision ANORM, double precision RCOND, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)

DSYCON_ROOK

Purpose: 

 DSYCON_ROOK 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_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.


N 

          N is INTEGER
          The order of the matrix A.  N >= 0.


A 

          A is 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_ROOK.


LDA 

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).


IPIV 

          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by DSYTRF_ROOK.


ANORM 

          ANORM is DOUBLE PRECISION
          The 1-norm of the original matrix A.


RCOND 

          RCOND is 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 

          WORK is DOUBLE PRECISION array, dimension (2*N)


IWORK 

          IWORK is INTEGER array, dimension (N)


INFO 

          INFO 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 dsyconv (character UPLO, character WAY, integer N, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, double precision, dimension( * ) E, integer INFO)

DSYCONV

Purpose: 

 DSYCONV 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.


WAY 

          WAY is CHARACTER*1
          = 'C': Convert 
          = 'R': Revert


N 

          N is INTEGER
          The order of the matrix A.  N >= 0.


A 

          A is 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 

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).


IPIV 

          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by DSYTRF.


E 

          E is DOUBLE PRECISION array, dimension (N)
          E stores the supdiagonal/subdiagonal of the symmetric 1-by-1
          or 2-by-2 block diagonal matrix D in LDLT.


INFO 

          INFO 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 dsyequb (character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) S, double precision SCOND, double precision AMAX, double precision, dimension( * ) WORK, integer INFO)

DSYEQUB

Purpose: 

 DSYEQUB 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.


N 

          N is INTEGER
          The order of the matrix A.  N >= 0.


A 

          A is DOUBLE PRECISION 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.


LDA 

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).


S 

          S is DOUBLE PRECISION array, dimension (N)
          If INFO = 0, S contains the scale factors for A.


SCOND 

          SCOND is 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 

          AMAX is 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.


WORK 

          WORK is DOUBLE PRECISION array, dimension (3*N)


INFO 

          INFO 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 dsygs2 (integer ITYPE, character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB, integer INFO)

DSYGS2 reduces a symmetric definite generalized eigenproblem to standard form, using the factorization results obtained from spotrf (unblocked algorithm).

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**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.


 

Parameters:

ITYPE 

          ITYPE is 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 

          UPLO is 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 

          N is INTEGER
          The order of the matrices A and B.  N >= 0.


A 

          A is 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 

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).


B 

          B is DOUBLE PRECISION array, dimension (LDB,N)
          The triangular factor from the Cholesky factorization of B,
          as returned by DPOTRF.


LDB 

          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).


INFO 

          INFO 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:

September 2012

subroutine dsygst (integer ITYPE, character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB, integer INFO)

DSYGST

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.


 

Parameters:

ITYPE 

          ITYPE is 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 

          UPLO is 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 

          N is INTEGER
          The order of the matrices A and B.  N >= 0.


A 

          A is 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 

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).


B 

          B is DOUBLE PRECISION array, dimension (LDB,N)
          The triangular factor from the Cholesky factorization of B,
          as returned by DPOTRF.


LDB 

          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).


INFO 

          INFO 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 dsyrfs (character UPLO, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( ldx, * ) X, integer LDX, double precision, dimension( * ) FERR, double precision, dimension( * ) BERR, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)

DSYRFS

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.


 

Parameters:

UPLO 

          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.


N 

          N is INTEGER
          The order of the matrix A.  N >= 0.


NRHS 

          NRHS is INTEGER
          The number of right hand sides, i.e., the number of columns
          of the matrices B and X.  NRHS >= 0.


A 

          A is 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 

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).


AF 

          AF is 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 

          LDAF is INTEGER
          The leading dimension of the array AF.  LDAF >= max(1,N).


IPIV 

          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by DSYTRF.


B 

          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
          The right hand side matrix B.


LDB 

          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).


X 

          X is DOUBLE PRECISION array, dimension (LDX,NRHS)
          On entry, the solution matrix X, as computed by DSYTRS.
          On exit, the improved solution matrix X.


LDX 

          LDX is INTEGER
          The leading dimension of the array X.  LDX >= max(1,N).


FERR 

          FERR is 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 

          BERR is 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 

          WORK is DOUBLE PRECISION array, dimension (3*N)


IWORK 

          IWORK is INTEGER array, dimension (N)


INFO 

          INFO 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 dsyrfsx (character UPLO, character EQUED, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, double precision, dimension( * ) S, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( ldx, * ) X, integer LDX, double precision RCOND, double precision, dimension( * ) BERR, integer N_ERR_BNDS, double precision, dimension( nrhs, * ) ERR_BNDS_NORM, double precision, dimension( nrhs, * ) ERR_BNDS_COMP, integer NPARAMS, double precision, dimension( * ) PARAMS, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)

DSYRFSX

Purpose: 

    DSYRFSX 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.


EQUED 

          EQUED 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.


N 

          N is INTEGER
     The order of the matrix A.  N >= 0.


NRHS 

          NRHS is INTEGER
     The number of right hand sides, i.e., the number of columns
     of the matrices B and X.  NRHS >= 0.


A 

          A is 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 

          LDA is INTEGER
     The leading dimension of the array A.  LDA >= max(1,N).


AF 

          AF is 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 

          LDAF is INTEGER
     The leading dimension of the array AF.  LDAF >= max(1,N).


IPIV 

          IPIV is INTEGER array, dimension (N)
     Details of the interchanges and the block structure of D
     as determined by DSYTRF.


S 

          S is DOUBLE PRECISION 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.


B 

          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
     The right hand side matrix B.


LDB 

          LDB is INTEGER
     The leading dimension of the array B.  LDB >= max(1,N).


X 

          X is DOUBLE PRECISION array, dimension (LDX,NRHS)
     On entry, the solution matrix X, as computed by DGETRS.
     On exit, the improved solution matrix X.


LDX 

          LDX is INTEGER
     The leading dimension of the array X.  LDX >= max(1,N).


RCOND 

          RCOND is DOUBLE PRECISION
     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.


BERR 

          BERR is DOUBLE PRECISION 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_BNDS 

          N_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_NORM 

          ERR_BNDS_NORM is DOUBLE PRECISION 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) * dlamch('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) * dlamch('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) * dlamch('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_COMP 

          ERR_BNDS_COMP is DOUBLE PRECISION 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) * dlamch('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) * dlamch('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) * dlamch('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.


NPARAMS 

          NPARAMS is INTEGER
     Specifies the number of parameters set in PARAMS.  If .LE. 0, the
     PARAMS array is never referenced and default values are used.


PARAMS 

          PARAMS is DOUBLE PRECISION 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: 1.0D+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)


WORK 

          WORK is DOUBLE PRECISION array, dimension (4*N)


IWORK 

          IWORK is INTEGER array, dimension (N)


INFO 

          INFO 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 dsytd2 (character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) D, double precision, dimension( * ) E, double precision, dimension( * ) TAU, integer INFO)

DSYTD2 reduces a symmetric matrix to real symmetric tridiagonal form by an orthogonal similarity transformation (unblocked algorithm).

Purpose: 

 DSYTD2 reduces a real symmetric matrix A to symmetric tridiagonal
 form T by an orthogonal similarity transformation: Q**T * A * Q = T.


 

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


N 

          N is INTEGER
          The order of the matrix A.  N >= 0.


A 

          A is 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 

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).


D 

          D is DOUBLE PRECISION array, dimension (N)
          The diagonal elements of the tridiagonal matrix T:
          D(i) = A(i,i).


E 

          E is 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 

          TAU is DOUBLE PRECISION array, dimension (N-1)
          The scalar factors of the elementary reflectors (see Further
          Details).


INFO 

          INFO 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:

September 2012

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**T
  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**T
  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).


 

subroutine dsytf2 (character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, integer INFO)

DSYTF2 computes the factorization of a real symmetric indefinite matrix, using the diagonal pivoting method (unblocked algorithm).

Purpose: 

 DSYTF2 computes the factorization of a real 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


N 

          N is INTEGER
          The order of the matrix A.  N >= 0.


A 

          A is 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 

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).


IPIV 

          IPIV 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.


INFO 

          INFO 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.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


 

subroutine dsytf2_rook (character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, integer INFO)

DSYTF2_ROOK computes the factorization of a real symmetric indefinite matrix using the bounded Bunch-Kaufman ('rook') diagonal pivoting method (unblocked algorithm).

Purpose: 

 DSYTF2_ROOK computes the factorization of a real 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


N 

          N is INTEGER
          The order of the matrix A.  N >= 0.


A 

          A is 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 

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).


IPIV 

          IPIV 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.


INFO 

          INFO 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 dsytrd (character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) D, double precision, dimension( * ) E, double precision, dimension( * ) TAU, double precision, dimension( * ) WORK, integer LWORK, integer INFO)

DSYTRD

Purpose: 

 DSYTRD reduces a real symmetric matrix A to real symmetric
 tridiagonal form T by an orthogonal similarity transformation:
 Q**T * A * Q = T.


 

Parameters:

UPLO 

          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.


N 

          N is INTEGER
          The order of the matrix A.  N >= 0.


A 

          A is 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 

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).


D 

          D is DOUBLE PRECISION array, dimension (N)
          The diagonal elements of the tridiagonal matrix T:
          D(i) = A(i,i).


E 

          E is 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 

          TAU is DOUBLE PRECISION array, dimension (N-1)
          The scalar factors of the elementary reflectors (see Further
          Details).


WORK 

          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.


LWORK 

          LWORK is 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 

          INFO 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

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**T
  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**T
  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).


 

subroutine dsytrf (character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, double precision, dimension( * ) WORK, integer LWORK, integer INFO)

DSYTRF

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.


 

Parameters:

UPLO 

          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.


N 

          N is INTEGER
          The order of the matrix A.  N >= 0.


A 

          A is 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 

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).


IPIV 

          IPIV 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.


WORK 

          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.


LWORK 

          LWORK 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.


INFO 

          INFO 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 dsytrf_rook (character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, double precision, dimension( * ) WORK, integer LWORK, integer INFO)

DSYTRF_ROOK

Purpose: 

 DSYTRF_ROOK computes the factorization of a real 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.


N 

          N is INTEGER
          The order of the matrix A.  N >= 0.


A 

          A is 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 

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).


IPIV 

          IPIV 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.


WORK 

          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)).
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.


LWORK 

          LWORK 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.


INFO 

          INFO 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:

April 2012

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: 

   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 dsytri (character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, double precision, dimension( * ) WORK, integer INFO)

DSYTRI

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.


 

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.


N 

          N is INTEGER
          The order of the matrix A.  N >= 0.


A 

          A is 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 

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).


IPIV 

          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by DSYTRF.


WORK 

          WORK is DOUBLE PRECISION array, dimension (N)


INFO 

          INFO 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 dsytri2 (character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, double precision, dimension( * ) WORK, integer LWORK, integer INFO)

DSYTRI2

Purpose: 

 DSYTRI2 computes the inverse of a DOUBLE PRECISION symmetric indefinite matrix
 A using the factorization A = U*D*U**T or A = L*D*L**T computed by
 DSYTRF. DSYTRI2 sets the LEADING DIMENSION of the workspace
 before calling DSYTRI2X 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.


N 

          N is INTEGER
          The order of the matrix A.  N >= 0.


A 

          A is DOUBLE PRECISION 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 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 

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).


IPIV 

          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the NB structure of D
          as determined by DSYTRF.


WORK 

          WORK is DOUBLE PRECISION array, dimension (N+NB+1)*(NB+3)


LWORK 

          LWORK 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.


INFO 

          INFO 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 dsytri2x (character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, double precision, dimension( n+nb+1,* ) WORK, integer NB, integer INFO)

DSYTRI2X

Purpose: 

 DSYTRI2X 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.


 

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.


N 

          N is INTEGER
          The order of the matrix A.  N >= 0.


A 

          A is DOUBLE PRECISION 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 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 

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).


IPIV 

          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the NNB structure of D
          as determined by DSYTRF.


WORK 

          WORK is DOUBLE PRECISION array, dimension (N+NNB+1,NNB+3)


NB 

          NB is INTEGER
          Block size


INFO 

          INFO 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 dsytri_rook (character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, double precision, dimension( * ) WORK, integer INFO)

DSYTRI_ROOK

Purpose: 

 DSYTRI_ROOK computes the inverse of a real symmetric
 matrix A using the factorization A = U*D*U**T or A = L*D*L**T
 computed by DSYTRF_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.


N 

          N is INTEGER
          The order of the matrix A.  N >= 0.


A 

          A is 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_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.


LDA 

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).


IPIV 

          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by DSYTRF_ROOK.


WORK 

          WORK is DOUBLE PRECISION array, dimension (N)


INFO 

          INFO 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:

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 dsytrs (character UPLO, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, double precision, dimension( ldb, * ) B, integer LDB, integer INFO)

DSYTRS

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.


 

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.


N 

          N is INTEGER
          The order of the matrix A.  N >= 0.


NRHS 

          NRHS is INTEGER
          The number of right hand sides, i.e., the number of columns
          of the matrix B.  NRHS >= 0.


A 

          A is 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 

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).


IPIV 

          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by DSYTRF.


B 

          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
          On entry, the right hand side matrix B.
          On exit, the solution matrix X.


LDB 

          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).


INFO 

          INFO 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 dsytrs2 (character UPLO, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( * ) WORK, integer INFO)

DSYTRS2

Purpose: 

 DSYTRS2 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 and converted by DSYCONV.


 

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.


N 

          N is INTEGER
          The order of the matrix A.  N >= 0.


NRHS 

          NRHS is INTEGER
          The number of right hand sides, i.e., the number of columns
          of the matrix B.  NRHS >= 0.


A 

          A is 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.
          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.


LDA 

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).


IPIV 

          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by DSYTRF.


B 

          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
          On entry, the right hand side matrix B.
          On exit, the solution matrix X.


LDB 

          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).


WORK 

          WORK is DOUBLE PRECISION array, dimension (N)


INFO 

          INFO 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:

June 2016

subroutine dsytrs_rook (character UPLO, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, double precision, dimension( ldb, * ) B, integer LDB, integer INFO)

DSYTRS_ROOK

Purpose: 

 DSYTRS_ROOK 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_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.


N 

          N is INTEGER
          The order of the matrix A.  N >= 0.


NRHS 

          NRHS is INTEGER
          The number of right hand sides, i.e., the number of columns
          of the matrix B.  NRHS >= 0.


A 

          A is 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_ROOK.


LDA 

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).


IPIV 

          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by DSYTRF_ROOK.


B 

          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
          On entry, the right hand side matrix B.
          On exit, the solution matrix X.


LDB 

          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).


INFO 

          INFO 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 dtgsyl (character TRANS, integer IJOB, integer M, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( ldc, * ) C, integer LDC, double precision, dimension( ldd, * ) D, integer LDD, double precision, dimension( lde, * ) E, integer LDE, double precision, dimension( ldf, * ) F, integer LDF, double precision SCALE, double precision DIF, double precision, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer INFO)

DTGSYL

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**T, Im) ]         (2)
                [ kron(In, D)  -kron(E**T, Im) ].
 Here Ik is the identity matrix of size k and X**T 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**T*y = scale*b,
 which is equivalent to solve for R and L in
             A**T * R + D**T * L = scale * C           (3)
             R * B**T + L * E**T = 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.


 

Parameters:

TRANS 

          TRANS is CHARACTER*1
          = 'N', solve the generalized Sylvester equation (1).
          = 'T', solve the 'transposed' system (3).


IJOB 

          IJOB 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 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 

          M is INTEGER
          The order of the matrices A and D, and the row dimension of
          the matrices C, F, R and L.


N 

          N is INTEGER
          The order of the matrices B and E, and the column dimension
          of the matrices C, F, R and L.


A 

          A is DOUBLE PRECISION array, dimension (LDA, M)
          The upper quasi triangular matrix A.


LDA 

          LDA is INTEGER
          The leading dimension of the array A. LDA >= max(1, M).


B 

          B is DOUBLE PRECISION array, dimension (LDB, N)
          The upper quasi triangular matrix B.


LDB 

          LDB is INTEGER
          The leading dimension of the array B. LDB >= max(1, N).


C 

          C is 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 

          LDC is INTEGER
          The leading dimension of the array C. LDC >= max(1, M).


D 

          D is DOUBLE PRECISION array, dimension (LDD, M)
          The upper triangular matrix D.


LDD 

          LDD is INTEGER
          The leading dimension of the array D. LDD >= max(1, M).


E 

          E is DOUBLE PRECISION array, dimension (LDE, N)
          The upper triangular matrix E.


LDE 

          LDE is INTEGER
          The leading dimension of the array E. LDE >= max(1, N).


F 

          F is 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 

          LDF is INTEGER
          The leading dimension of the array F. LDF >= max(1, M).


DIF 

          DIF is 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 

          SCALE is 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 

          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.


LWORK 

          LWORK 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.


IWORK 

          IWORK is INTEGER array, dimension (M+N+6)


INFO 

          INFO 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 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 dtrsyl (character TRANA, character TRANB, integer ISGN, integer M, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( ldc, * ) C, integer LDC, double precision SCALE, integer INFO)

DTRSYL

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.


 

Parameters:

TRANA 

          TRANA is 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 

          TRANB is 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 

          ISGN 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


M 

          M is INTEGER
          The order of the matrix A, and the number of rows in the
          matrices X and C. M >= 0.


N 

          N is INTEGER
          The order of the matrix B, and the number of columns in the
          matrices X and C. N >= 0.


A 

          A is DOUBLE PRECISION array, dimension (LDA,M)
          The upper quasi-triangular matrix A, in Schur canonical form.


LDA 

          LDA is INTEGER
          The leading dimension of the array A. LDA >= max(1,M).


B 

          B is DOUBLE PRECISION array, dimension (LDB,N)
          The upper quasi-triangular matrix B, in Schur canonical form.


LDB 

          LDB is INTEGER
          The leading dimension of the array B. LDB >= max(1,N).


C 

          C is 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 

          LDC is INTEGER
          The leading dimension of the array C. LDC >= max(1,M)


SCALE 

          SCALE is DOUBLE PRECISION
          The scale factor, scale, set <= 1 to avoid overflow in X.


INFO 

          INFO 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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