COMPLEX routines for general (i.e., unsymmetric, in some cases rectangular) matrix
- cgebak : Transforms eigenvectors of a balanced matrix to those of theoriginal matrix supplied to CGEBAL.
- cgebal : Balances a general matrix in order to improve the accuracyof computed eigenvalues.
- cgebd2 :
- cgebrd : Reduces a general rectangular matrix to real bidiagonal formby an orthogonal/unitary transformation.
- cgecon : Estimates the reciprocal of the condition number of a generalmatrix, in either the 1-norm or the infinity-norm, using theLU factorization computed by CGETRF.
- cgeequ : Computes row and column scalings to equilibrate a generalrectangular matrix and reduce its condition number.
- cgees : Computes the eigenvalues and Schur factorization of a generalmatrix, and orders the factorization so that selected eigenvaluesare at the top left of the Schur form.
- cgeesx : Computes the eigenvalues and Schur factorization of a generalmatrix, orders the factorization so that selected eigenvaluesare at the top left of the Schur form, and computes reciprocalcondition numbers for the average of the selected eigenvalues,and for the associated right invariant subspace.
- cgeev : Computes the eigenvalues and left and right eigenvectors ofa general matrix.
- cgeevx : Computes the eigenvalues and left and right eigenvectors ofa general matrix, with preliminary balancing of the matrix,and computes reciprocal condition numbers for the eigenvaluesand right eigenvectors.
- cgegs : Computes the generalized eigenvalues, Schur form, and left and/orright Schur vectors for a pair of nonsymmetric matrices
- cgegv : Computes the generalized eigenvalues, and left and/or rightgeneralized eigenvectors for a pair of nonsymmetric matrices
- cgehd2 :
- cgehrd : Reduces a general matrix to upper Hessenberg form by anunitary similarity transformation.
- cgelq2 :
- cgelqf : Computes an LQ factorization of a general rectangular matrix.
- cgels : Computes the least squares solution to an over-determined systemof linear equations, A X=B or A**H X=B, or the minimum normsolution of an under-determined system, where A is a generalrectangular matrix of full rank, using a QR or LQ factorizationof A.
- cgelsd : Computes the least squares solution to an over-determined systemof linear equations, A X=B or A**H X=B, or the minimum normsolution of an under-determined system, using a divide and conquermethod, where A is a general rectangular matrix of full rank,using a QR or LQ factorization of A.
- cgelss : Computes the minimum norm least squares solution to an over-or under-determined system of linear equations A X=B, usingthe singular value decomposition of A.
- cgelsx : Computes the minimum norm least squares solution to an over-or under-determined system of linear equations A X=B, using acomplete orthogonal factorization of A.
- cgelsy : Computes the minimum norm least squares solution to an over-or under-determined system of linear equations A X=B, using acomplete orthogonal factorization of A.
- cgeql2 :
- cgeqlf : Computes a QL factorization of a general rectangular matrix.
- cgeqp3 : Computes a QR factorization with column pivoting of a generalrectangular matrix using Level 3 BLAS.
- cgeqpf : Computes a QR factorization with column pivoting of a generalrectangular matrix.
- cgeqr2 :
- cgeqrf : Computes a QR factorization of a general rectangular matrix.
- cgerfs : Improves the computed solution to a general system of linearequations AX=B, A**T X=B or A**H X=B, and provides forward andbackward error bounds for the solution.
- cgerq2 :
- cgerqf : Computes an RQ factorization of a general rectangular matrix.
- cgesc2 :
- cgesdd : Computes the singular value decomposition (SVD) of a generalrectangular matrix using divide-and-conquer.
- cgesv : Solves a general system of linear equations AX=B.
- cgesvd : Computes the singular value decomposition (SVD) of a generalrectangular matrix.
- cgesvx : Solves a general system of linear equations AX=B, A**T X=Bor A**H X=B, and provides an estimate of the condition numberand error bounds on the solution.
- cgetc2 :
- cgetf2 :
- cgetrf : Computes an LU factorization of a general matrix, using partialpivoting with row interchanges.
- cgetri : Computes the inverse of a general matrix, using the LU factorizationcomputed by CGETRF.
- cgetrs : Solves a general system of linear equations AX=B, A**T X=Bor A**H X=B, using the LU factorization computed by CGETRF.
cgebak
Transforms eigenvectors of a balanced matrix to those of theoriginal matrix supplied to CGEBAL.
USAGE:
info, v = NumRu::Lapack.cgebak( job, side, ilo, ihi, scale, v)
or
NumRu::Lapack.cgebak # print help
FORTRAN MANUAL
SUBROUTINE CGEBAK( JOB, SIDE, N, ILO, IHI, SCALE, M, V, LDV, INFO )
* Purpose
* =======
*
* CGEBAK forms the right or left eigenvectors of a complex general
* matrix by backward transformation on the computed eigenvectors of the
* balanced matrix output by CGEBAL.
*
* Arguments
* =========
*
* JOB (input) CHARACTER*1
* Specifies the type of backward transformation required:
* = 'N', do nothing, return immediately;
* = 'P', do backward transformation for permutation only;
* = 'S', do backward transformation for scaling only;
* = 'B', do backward transformations for both permutation and
* scaling.
* JOB must be the same as the argument JOB supplied to CGEBAL.
*
* SIDE (input) CHARACTER*1
* = 'R': V contains right eigenvectors;
* = 'L': V contains left eigenvectors.
*
* N (input) INTEGER
* The number of rows of the matrix V. N >= 0.
*
* ILO (input) INTEGER
* IHI (input) INTEGER
* The integers ILO and IHI determined by CGEBAL.
* 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
*
* SCALE (input) REAL array, dimension (N)
* Details of the permutation and scaling factors, as returned
* by CGEBAL.
*
* M (input) INTEGER
* The number of columns of the matrix V. M >= 0.
*
* V (input/output) COMPLEX array, dimension (LDV,M)
* On entry, the matrix of right or left eigenvectors to be
* transformed, as returned by CHSEIN or CTREVC.
* On exit, V is overwritten by the transformed eigenvectors.
*
* LDV (input) INTEGER
* The leading dimension of the array V. LDV >= max(1,N).
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value.
*
* =====================================================================
*
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cgebal
Balances a general matrix in order to improve the accuracyof computed eigenvalues.
USAGE:
ilo, ihi, scale, info, a = NumRu::Lapack.cgebal( job, a)
or
NumRu::Lapack.cgebal # print help
FORTRAN MANUAL
SUBROUTINE CGEBAL( JOB, N, A, LDA, ILO, IHI, SCALE, INFO )
* Purpose
* =======
*
* CGEBAL balances a general complex matrix A. This involves, first,
* permuting A by a similarity transformation to isolate eigenvalues
* in the first 1 to ILO-1 and last IHI+1 to N elements on the
* diagonal; and second, applying a diagonal similarity transformation
* to rows and columns ILO to IHI to make the rows and columns as
* close in norm as possible. Both steps are optional.
*
* Balancing may reduce the 1-norm of the matrix, and improve the
* accuracy of the computed eigenvalues and/or eigenvectors.
*
* Arguments
* =========
*
* JOB (input) CHARACTER*1
* Specifies the operations to be performed on A:
* = 'N': none: simply set ILO = 1, IHI = N, SCALE(I) = 1.0
* for i = 1,...,N;
* = 'P': permute only;
* = 'S': scale only;
* = 'B': both permute and scale.
*
* N (input) INTEGER
* The order of the matrix A. N >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the input matrix A.
* On exit, A is overwritten by the balanced matrix.
* If JOB = 'N', A is not referenced.
* See Further Details.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,N).
*
* ILO (output) INTEGER
* IHI (output) INTEGER
* ILO and IHI are set to integers such that on exit
* A(i,j) = 0 if i > j and j = 1,...,ILO-1 or I = IHI+1,...,N.
* If JOB = 'N' or 'S', ILO = 1 and IHI = N.
*
* SCALE (output) REAL array, dimension (N)
* Details of the permutations and scaling factors applied to
* A. If P(j) is the index of the row and column interchanged
* with row and column j and D(j) is the scaling factor
* applied to row and column j, then
* SCALE(j) = P(j) for j = 1,...,ILO-1
* = D(j) for j = ILO,...,IHI
* = P(j) for j = IHI+1,...,N.
* The order in which the interchanges are made is N to IHI+1,
* then 1 to ILO-1.
*
* INFO (output) INTEGER
* = 0: successful exit.
* < 0: if INFO = -i, the i-th argument had an illegal value.
*
* Further Details
* ===============
*
* The permutations consist of row and column interchanges which put
* the matrix in the form
*
* ( T1 X Y )
* P A P = ( 0 B Z )
* ( 0 0 T2 )
*
* where T1 and T2 are upper triangular matrices whose eigenvalues lie
* along the diagonal. The column indices ILO and IHI mark the starting
* and ending columns of the submatrix B. Balancing consists of applying
* a diagonal similarity transformation inv(D) * B * D to make the
* 1-norms of each row of B and its corresponding column nearly equal.
* The output matrix is
*
* ( T1 X*D Y )
* ( 0 inv(D)*B*D inv(D)*Z ).
* ( 0 0 T2 )
*
* Information about the permutations P and the diagonal matrix D is
* returned in the vector SCALE.
*
* This subroutine is based on the EISPACK routine CBAL.
*
* Modified by Tzu-Yi Chen, Computer Science Division, University of
* California at Berkeley, USA
*
* =====================================================================
*
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cgebd2
USAGE:
d, e, tauq, taup, info, a = NumRu::Lapack.cgebd2( m, a)
or
NumRu::Lapack.cgebd2 # print help
FORTRAN MANUAL
SUBROUTINE CGEBD2( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, INFO )
* Purpose
* =======
*
* CGEBD2 reduces a complex general m by n matrix A to upper or lower
* real bidiagonal form B by a unitary transformation: Q' * A * P = B.
*
* If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal.
*
* Arguments
* =========
*
* M (input) INTEGER
* The number of rows in the matrix A. M >= 0.
*
* N (input) INTEGER
* The number of columns in the matrix A. N >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the m by n general matrix to be reduced.
* On exit,
* if m >= n, the diagonal and the first superdiagonal are
* overwritten with the upper bidiagonal matrix B; the
* elements below the diagonal, with the array TAUQ, represent
* the unitary matrix Q as a product of elementary
* reflectors, and the elements above the first superdiagonal,
* with the array TAUP, represent the unitary matrix P as
* a product of elementary reflectors;
* if m < n, the diagonal and the first subdiagonal are
* overwritten with the lower bidiagonal matrix B; the
* elements below the first subdiagonal, with the array TAUQ,
* represent the unitary matrix Q as a product of
* elementary reflectors, and the elements above the diagonal,
* with the array TAUP, represent the unitary matrix P as
* a product of elementary reflectors.
* See Further Details.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* D (output) REAL array, dimension (min(M,N))
* The diagonal elements of the bidiagonal matrix B:
* D(i) = A(i,i).
*
* E (output) REAL array, dimension (min(M,N)-1)
* The off-diagonal elements of the bidiagonal matrix B:
* if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1;
* if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1.
*
* TAUQ (output) COMPLEX array dimension (min(M,N))
* The scalar factors of the elementary reflectors which
* represent the unitary matrix Q. See Further Details.
*
* TAUP (output) COMPLEX array, dimension (min(M,N))
* The scalar factors of the elementary reflectors which
* represent the unitary matrix P. See Further Details.
*
* WORK (workspace) COMPLEX array, dimension (max(M,N))
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value.
*
* Further Details
* ===============
*
* The matrices Q and P are represented as products of elementary
* reflectors:
*
* If m >= n,
*
* Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1)
*
* Each H(i) and G(i) has the form:
*
* H(i) = I - tauq * v * v' and G(i) = I - taup * u * u'
*
* where tauq and taup are complex scalars, and v and u are complex
* vectors; v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in
* A(i+1:m,i); u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in
* A(i,i+2:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
*
* If m < n,
*
* Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m)
*
* Each H(i) and G(i) has the form:
*
* H(i) = I - tauq * v * v' and G(i) = I - taup * u * u'
*
* where tauq and taup are complex scalars, v and u are complex vectors;
* v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in A(i+2:m,i);
* u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in A(i,i+1:n);
* tauq is stored in TAUQ(i) and taup in TAUP(i).
*
* The contents of A on exit are illustrated by the following examples:
*
* m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n):
*
* ( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 )
* ( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 )
* ( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 )
* ( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 )
* ( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 )
* ( v1 v2 v3 v4 v5 )
*
* where d and e denote diagonal and off-diagonal elements of B, vi
* denotes an element of the vector defining H(i), and ui an element of
* the vector defining G(i).
*
* =====================================================================
*
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cgebrd
Reduces a general rectangular matrix to real bidiagonal formby an orthogonal/unitary transformation.
USAGE:
d, e, tauq, taup, work, info, a = NumRu::Lapack.cgebrd( m, a, lwork)
or
NumRu::Lapack.cgebrd # print help
FORTRAN MANUAL
SUBROUTINE CGEBRD( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, LWORK, INFO )
* Purpose
* =======
*
* CGEBRD reduces a general complex M-by-N matrix A to upper or lower
* bidiagonal form B by a unitary transformation: Q**H * A * P = B.
*
* If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal.
*
* Arguments
* =========
*
* M (input) INTEGER
* The number of rows in the matrix A. M >= 0.
*
* N (input) INTEGER
* The number of columns in the matrix A. N >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the M-by-N general matrix to be reduced.
* On exit,
* if m >= n, the diagonal and the first superdiagonal are
* overwritten with the upper bidiagonal matrix B; the
* elements below the diagonal, with the array TAUQ, represent
* the unitary matrix Q as a product of elementary
* reflectors, and the elements above the first superdiagonal,
* with the array TAUP, represent the unitary matrix P as
* a product of elementary reflectors;
* if m < n, the diagonal and the first subdiagonal are
* overwritten with the lower bidiagonal matrix B; the
* elements below the first subdiagonal, with the array TAUQ,
* represent the unitary matrix Q as a product of
* elementary reflectors, and the elements above the diagonal,
* with the array TAUP, represent the unitary matrix P as
* a product of elementary reflectors.
* See Further Details.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* D (output) REAL array, dimension (min(M,N))
* The diagonal elements of the bidiagonal matrix B:
* D(i) = A(i,i).
*
* E (output) REAL array, dimension (min(M,N)-1)
* The off-diagonal elements of the bidiagonal matrix B:
* if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1;
* if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1.
*
* TAUQ (output) COMPLEX array dimension (min(M,N))
* The scalar factors of the elementary reflectors which
* represent the unitary matrix Q. See Further Details.
*
* TAUP (output) COMPLEX array, dimension (min(M,N))
* The scalar factors of the elementary reflectors which
* represent the unitary matrix P. See Further Details.
*
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*
* LWORK (input) INTEGER
* The length of the array WORK. LWORK >= max(1,M,N).
* For optimum performance LWORK >= (M+N)*NB, where NB
* is the optimal blocksize.
*
* If LWORK = -1, then a workspace query is assumed; the routine
* only calculates the optimal size of the WORK array, returns
* this value as the first entry of the WORK array, and no error
* message related to LWORK is issued by XERBLA.
*
* INFO (output) INTEGER
* = 0: successful exit.
* < 0: if INFO = -i, the i-th argument had an illegal value.
*
* Further Details
* ===============
*
* The matrices Q and P are represented as products of elementary
* reflectors:
*
* If m >= n,
*
* Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1)
*
* Each H(i) and G(i) has the form:
*
* H(i) = I - tauq * v * v' and G(i) = I - taup * u * u'
*
* where tauq and taup are complex scalars, and v and u are complex
* vectors; v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in
* A(i+1:m,i); u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in
* A(i,i+2:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
*
* If m < n,
*
* Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m)
*
* Each H(i) and G(i) has the form:
*
* H(i) = I - tauq * v * v' and G(i) = I - taup * u * u'
*
* where tauq and taup are complex scalars, and v and u are complex
* vectors; v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in
* A(i+2:m,i); u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in
* A(i,i+1:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
*
* The contents of A on exit are illustrated by the following examples:
*
* m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n):
*
* ( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 )
* ( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 )
* ( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 )
* ( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 )
* ( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 )
* ( v1 v2 v3 v4 v5 )
*
* where d and e denote diagonal and off-diagonal elements of B, vi
* denotes an element of the vector defining H(i), and ui an element of
* the vector defining G(i).
*
* =====================================================================
*
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cgecon
Estimates the reciprocal of the condition number of a generalmatrix, in either the 1-norm or the infinity-norm, using theLU factorization computed by CGETRF.
USAGE:
rcond, info = NumRu::Lapack.cgecon( norm, a, anorm)
or
NumRu::Lapack.cgecon # print help
FORTRAN MANUAL
SUBROUTINE CGECON( NORM, N, A, LDA, ANORM, RCOND, WORK, RWORK, INFO )
* Purpose
* =======
*
* CGECON estimates the reciprocal of the condition number of a general
* complex matrix A, in either the 1-norm or the infinity-norm, using
* the LU factorization computed by CGETRF.
*
* An estimate is obtained for norm(inv(A)), and the reciprocal of the
* condition number is computed as
* RCOND = 1 / ( norm(A) * norm(inv(A)) ).
*
* Arguments
* =========
*
* NORM (input) CHARACTER*1
* Specifies whether the 1-norm condition number or the
* infinity-norm condition number is required:
* = '1' or 'O': 1-norm;
* = 'I': Infinity-norm.
*
* N (input) INTEGER
* The order of the matrix A. N >= 0.
*
* A (input) COMPLEX array, dimension (LDA,N)
* The factors L and U from the factorization A = P*L*U
* as computed by CGETRF.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,N).
*
* ANORM (input) REAL
* If NORM = '1' or 'O', the 1-norm of the original matrix A.
* If NORM = 'I', the infinity-norm of the original matrix A.
*
* RCOND (output) REAL
* The reciprocal of the condition number of the matrix A,
* computed as RCOND = 1/(norm(A) * norm(inv(A))).
*
* WORK (workspace) COMPLEX array, dimension (2*N)
*
* RWORK (workspace) REAL array, dimension (2*N)
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
*
* =====================================================================
*
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cgeequ
Computes row and column scalings to equilibrate a generalrectangular matrix and reduce its condition number.
USAGE:
r, c, rowcnd, colcnd, amax, info = NumRu::Lapack.cgeequ( a)
or
NumRu::Lapack.cgeequ # print help
FORTRAN MANUAL
SUBROUTINE CGEEQU( M, N, A, LDA, R, C, ROWCND, COLCND, AMAX, INFO )
* Purpose
* =======
*
* CGEEQU computes row and column scalings intended to equilibrate an
* M-by-N matrix A and reduce its condition number. R returns the row
* scale factors and C the column scale factors, chosen to try to make
* the largest element in each row and column of the matrix B with
* elements B(i,j)=R(i)*A(i,j)*C(j) have absolute value 1.
*
* R(i) and C(j) are restricted to be between SMLNUM = smallest safe
* number and BIGNUM = largest safe number. Use of these scaling
* factors is not guaranteed to reduce the condition number of A but
* works well in practice.
*
* Arguments
* =========
*
* M (input) INTEGER
* The number of rows of the matrix A. M >= 0.
*
* N (input) INTEGER
* The number of columns of the matrix A. N >= 0.
*
* A (input) COMPLEX array, dimension (LDA,N)
* The M-by-N matrix whose equilibration factors are
* to be computed.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* R (output) REAL array, dimension (M)
* If INFO = 0 or INFO > M, R contains the row scale factors
* for A.
*
* C (output) REAL array, dimension (N)
* If INFO = 0, C contains the column scale factors for A.
*
* ROWCND (output) REAL
* If INFO = 0 or INFO > M, ROWCND contains the ratio of the
* smallest R(i) to the largest R(i). If ROWCND >= 0.1 and
* AMAX is neither too large nor too small, it is not worth
* scaling by R.
*
* COLCND (output) REAL
* If INFO = 0, COLCND contains the ratio of the smallest
* C(i) to the largest C(i). If COLCND >= 0.1, it is not
* worth scaling by C.
*
* AMAX (output) REAL
* Absolute value of largest matrix element. If AMAX is very
* close to overflow or very close to underflow, the matrix
* should be scaled.
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
* > 0: if INFO = i, and i is
* <= M: the i-th row of A is exactly zero
* > M: the (i-M)-th column of A is exactly zero
*
* =====================================================================
*
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cgees
Computes the eigenvalues and Schur factorization of a generalmatrix, and orders the factorization so that selected eigenvaluesare at the top left of the Schur form.
USAGE:
sdim, w, vs, work, info, a = NumRu::Lapack.cgees( jobvs, sort, a, lwork){|a| ... }
or
NumRu::Lapack.cgees # print help
FORTRAN MANUAL
SUBROUTINE CGEES( JOBVS, SORT, SELECT, N, A, LDA, SDIM, W, VS, LDVS, WORK, LWORK, RWORK, BWORK, INFO )
* Purpose
* =======
*
* CGEES computes for an N-by-N complex nonsymmetric matrix A, the
* eigenvalues, the Schur form T, and, optionally, the matrix of Schur
* vectors Z. This gives the Schur factorization A = Z*T*(Z**H).
*
* Optionally, it also orders the eigenvalues on the diagonal of the
* Schur form so that selected eigenvalues are at the top left.
* The leading columns of Z then form an orthonormal basis for the
* invariant subspace corresponding to the selected eigenvalues.
* A complex matrix is in Schur form if it is upper triangular.
*
* Arguments
* =========
*
* JOBVS (input) CHARACTER*1
* = 'N': Schur vectors are not computed;
* = 'V': Schur vectors are computed.
*
* SORT (input) CHARACTER*1
* Specifies whether or not to order the eigenvalues on the
* diagonal of the Schur form.
* = 'N': Eigenvalues are not ordered:
* = 'S': Eigenvalues are ordered (see SELECT).
*
* SELECT (external procedure) LOGICAL FUNCTION of one COMPLEX argument
* SELECT must be declared EXTERNAL in the calling subroutine.
* If SORT = 'S', SELECT is used to select eigenvalues to order
* to the top left of the Schur form.
* IF SORT = 'N', SELECT is not referenced.
* The eigenvalue W(j) is selected if SELECT(W(j)) is true.
*
* N (input) INTEGER
* The order of the matrix A. N >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the N-by-N matrix A.
* On exit, A has been overwritten by its Schur form T.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,N).
*
* SDIM (output) INTEGER
* If SORT = 'N', SDIM = 0.
* If SORT = 'S', SDIM = number of eigenvalues for which
* SELECT is true.
*
* W (output) COMPLEX array, dimension (N)
* W contains the computed eigenvalues, in the same order that
* they appear on the diagonal of the output Schur form T.
*
* VS (output) COMPLEX array, dimension (LDVS,N)
* If JOBVS = 'V', VS contains the unitary matrix Z of Schur
* vectors.
* If JOBVS = 'N', VS is not referenced.
*
* LDVS (input) INTEGER
* The leading dimension of the array VS. LDVS >= 1; if
* JOBVS = 'V', LDVS >= N.
*
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*
* LWORK (input) INTEGER
* The dimension of the array WORK. LWORK >= max(1,2*N).
* For good performance, LWORK must generally be larger.
*
* If LWORK = -1, then a workspace query is assumed; the routine
* only calculates the optimal size of the WORK array, returns
* this value as the first entry of the WORK array, and no error
* message related to LWORK is issued by XERBLA.
*
* RWORK (workspace) REAL array, dimension (N)
*
* BWORK (workspace) LOGICAL array, dimension (N)
* Not referenced if SORT = 'N'.
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value.
* > 0: if INFO = i, and i is
* <= N: the QR algorithm failed to compute all the
* eigenvalues; elements 1:ILO-1 and i+1:N of W
* contain those eigenvalues which have converged;
* if JOBVS = 'V', VS contains the matrix which
* reduces A to its partially converged Schur form.
* = N+1: the eigenvalues could not be reordered because
* some eigenvalues were too close to separate (the
* problem is very ill-conditioned);
* = N+2: after reordering, roundoff changed values of
* some complex eigenvalues so that leading
* eigenvalues in the Schur form no longer satisfy
* SELECT = .TRUE.. This could also be caused by
* underflow due to scaling.
*
* =====================================================================
*
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cgeesx
Computes the eigenvalues and Schur factorization of a generalmatrix, orders the factorization so that selected eigenvaluesare at the top left of the Schur form, and computes reciprocalcondition numbers for the average of the selected eigenvalues,and for the associated right invariant subspace.
USAGE:
sdim, w, vs, rconde, rcondv, work, info, a = NumRu::Lapack.cgeesx( jobvs, sort, sense, a, lwork){|a| ... }
or
NumRu::Lapack.cgeesx # print help
FORTRAN MANUAL
SUBROUTINE CGEESX( JOBVS, SORT, SELECT, SENSE, N, A, LDA, SDIM, W, VS, LDVS, RCONDE, RCONDV, WORK, LWORK, RWORK, BWORK, INFO )
* Purpose
* =======
*
* CGEESX computes for an N-by-N complex nonsymmetric matrix A, the
* eigenvalues, the Schur form T, and, optionally, the matrix of Schur
* vectors Z. This gives the Schur factorization A = Z*T*(Z**H).
*
* Optionally, it also orders the eigenvalues on the diagonal of the
* Schur form so that selected eigenvalues are at the top left;
* computes a reciprocal condition number for the average of the
* selected eigenvalues (RCONDE); and computes a reciprocal condition
* number for the right invariant subspace corresponding to the
* selected eigenvalues (RCONDV). The leading columns of Z form an
* orthonormal basis for this invariant subspace.
*
* For further explanation of the reciprocal condition numbers RCONDE
* and RCONDV, see Section 4.10 of the LAPACK Users' Guide (where
* these quantities are called s and sep respectively).
*
* A complex matrix is in Schur form if it is upper triangular.
*
* Arguments
* =========
*
* JOBVS (input) CHARACTER*1
* = 'N': Schur vectors are not computed;
* = 'V': Schur vectors are computed.
*
* SORT (input) CHARACTER*1
* Specifies whether or not to order the eigenvalues on the
* diagonal of the Schur form.
* = 'N': Eigenvalues are not ordered;
* = 'S': Eigenvalues are ordered (see SELECT).
*
* SELECT (external procedure) LOGICAL FUNCTION of one COMPLEX argument
* SELECT must be declared EXTERNAL in the calling subroutine.
* If SORT = 'S', SELECT is used to select eigenvalues to order
* to the top left of the Schur form.
* If SORT = 'N', SELECT is not referenced.
* An eigenvalue W(j) is selected if SELECT(W(j)) is true.
*
* SENSE (input) CHARACTER*1
* Determines which reciprocal condition numbers are computed.
* = 'N': None are computed;
* = 'E': Computed for average of selected eigenvalues only;
* = 'V': Computed for selected right invariant subspace only;
* = 'B': Computed for both.
* If SENSE = 'E', 'V' or 'B', SORT must equal 'S'.
*
* N (input) INTEGER
* The order of the matrix A. N >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA, N)
* On entry, the N-by-N matrix A.
* On exit, A is overwritten by its Schur form T.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,N).
*
* SDIM (output) INTEGER
* If SORT = 'N', SDIM = 0.
* If SORT = 'S', SDIM = number of eigenvalues for which
* SELECT is true.
*
* W (output) COMPLEX array, dimension (N)
* W contains the computed eigenvalues, in the same order
* that they appear on the diagonal of the output Schur form T.
*
* VS (output) COMPLEX array, dimension (LDVS,N)
* If JOBVS = 'V', VS contains the unitary matrix Z of Schur
* vectors.
* If JOBVS = 'N', VS is not referenced.
*
* LDVS (input) INTEGER
* The leading dimension of the array VS. LDVS >= 1, and if
* JOBVS = 'V', LDVS >= N.
*
* RCONDE (output) REAL
* If SENSE = 'E' or 'B', RCONDE contains the reciprocal
* condition number for the average of the selected eigenvalues.
* Not referenced if SENSE = 'N' or 'V'.
*
* RCONDV (output) REAL
* If SENSE = 'V' or 'B', RCONDV contains the reciprocal
* condition number for the selected right invariant subspace.
* Not referenced if SENSE = 'N' or 'E'.
*
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*
* LWORK (input) INTEGER
* The dimension of the array WORK. LWORK >= max(1,2*N).
* Also, if SENSE = 'E' or 'V' or 'B', LWORK >= 2*SDIM*(N-SDIM),
* where SDIM is the number of selected eigenvalues computed by
* this routine. Note that 2*SDIM*(N-SDIM) <= N*N/2. Note also
* that an error is only returned if LWORK < max(1,2*N), but if
* SENSE = 'E' or 'V' or 'B' this may not be large enough.
* For good performance, LWORK must generally be larger.
*
* If LWORK = -1, then a workspace query is assumed; the routine
* only calculates upper bound on the optimal size of the
* array WORK, returns this value as the first entry of the WORK
* array, and no error message related to LWORK is issued by
* XERBLA.
*
* RWORK (workspace) REAL array, dimension (N)
*
* BWORK (workspace) LOGICAL array, dimension (N)
* Not referenced if SORT = 'N'.
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value.
* > 0: if INFO = i, and i is
* <= N: the QR algorithm failed to compute all the
* eigenvalues; elements 1:ILO-1 and i+1:N of W
* contain those eigenvalues which have converged; if
* JOBVS = 'V', VS contains the transformation which
* reduces A to its partially converged Schur form.
* = N+1: the eigenvalues could not be reordered because some
* eigenvalues were too close to separate (the problem
* is very ill-conditioned);
* = N+2: after reordering, roundoff changed values of some
* complex eigenvalues so that leading eigenvalues in
* the Schur form no longer satisfy SELECT=.TRUE. This
* could also be caused by underflow due to scaling.
*
* =====================================================================
*
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cgeev
Computes the eigenvalues and left and right eigenvectors ofa general matrix.
USAGE:
w, vl, vr, work, info, a = NumRu::Lapack.cgeev( jobvl, jobvr, a, lwork)
or
NumRu::Lapack.cgeev # print help
FORTRAN MANUAL
SUBROUTINE CGEEV( JOBVL, JOBVR, N, A, LDA, W, VL, LDVL, VR, LDVR, WORK, LWORK, RWORK, INFO )
* Purpose
* =======
*
* CGEEV computes for an N-by-N complex nonsymmetric matrix A, the
* eigenvalues and, optionally, the left and/or right eigenvectors.
*
* The right eigenvector v(j) of A satisfies
* A * v(j) = lambda(j) * v(j)
* where lambda(j) is its eigenvalue.
* The left eigenvector u(j) of A satisfies
* u(j)**H * A = lambda(j) * u(j)**H
* where u(j)**H denotes the conjugate transpose of u(j).
*
* The computed eigenvectors are normalized to have Euclidean norm
* equal to 1 and largest component real.
*
* Arguments
* =========
*
* JOBVL (input) CHARACTER*1
* = 'N': left eigenvectors of A are not computed;
* = 'V': left eigenvectors of are computed.
*
* JOBVR (input) CHARACTER*1
* = 'N': right eigenvectors of A are not computed;
* = 'V': right eigenvectors of A are computed.
*
* N (input) INTEGER
* The order of the matrix A. N >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the N-by-N matrix A.
* On exit, A has been overwritten.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,N).
*
* W (output) COMPLEX array, dimension (N)
* W contains the computed eigenvalues.
*
* VL (output) COMPLEX array, dimension (LDVL,N)
* If JOBVL = 'V', the left eigenvectors u(j) are stored one
* after another in the columns of VL, in the same order
* as their eigenvalues.
* If JOBVL = 'N', VL is not referenced.
* u(j) = VL(:,j), the j-th column of VL.
*
* LDVL (input) INTEGER
* The leading dimension of the array VL. LDVL >= 1; if
* JOBVL = 'V', LDVL >= N.
*
* VR (output) COMPLEX array, dimension (LDVR,N)
* If JOBVR = 'V', the right eigenvectors v(j) are stored one
* after another in the columns of VR, in the same order
* as their eigenvalues.
* If JOBVR = 'N', VR is not referenced.
* v(j) = VR(:,j), the j-th column of VR.
*
* LDVR (input) INTEGER
* The leading dimension of the array VR. LDVR >= 1; if
* JOBVR = 'V', LDVR >= N.
*
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*
* LWORK (input) INTEGER
* The dimension of the array WORK. LWORK >= max(1,2*N).
* For good performance, LWORK must generally be larger.
*
* If LWORK = -1, then a workspace query is assumed; the routine
* only calculates the optimal size of the WORK array, returns
* this value as the first entry of the WORK array, and no error
* message related to LWORK is issued by XERBLA.
*
* RWORK (workspace) REAL array, dimension (2*N)
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value.
* > 0: if INFO = i, the QR algorithm failed to compute all the
* eigenvalues, and no eigenvectors have been computed;
* elements and i+1:N of W contain eigenvalues which have
* converged.
*
* =====================================================================
*
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cgeevx
Computes the eigenvalues and left and right eigenvectors ofa general matrix, with preliminary balancing of the matrix,and computes reciprocal condition numbers for the eigenvaluesand right eigenvectors.
USAGE:
w, vl, vr, ilo, ihi, scale, abnrm, rconde, rcondv, work, info, a = NumRu::Lapack.cgeevx( balanc, jobvl, jobvr, sense, a, lwork)
or
NumRu::Lapack.cgeevx # print help
FORTRAN MANUAL
SUBROUTINE CGEEVX( BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, W, VL, LDVL, VR, LDVR, ILO, IHI, SCALE, ABNRM, RCONDE, RCONDV, WORK, LWORK, RWORK, INFO )
* Purpose
* =======
*
* CGEEVX computes for an N-by-N complex nonsymmetric matrix A, the
* eigenvalues and, optionally, the left and/or right eigenvectors.
*
* Optionally also, it computes a balancing transformation to improve
* the conditioning of the eigenvalues and eigenvectors (ILO, IHI,
* SCALE, and ABNRM), reciprocal condition numbers for the eigenvalues
* (RCONDE), and reciprocal condition numbers for the right
* eigenvectors (RCONDV).
*
* The right eigenvector v(j) of A satisfies
* A * v(j) = lambda(j) * v(j)
* where lambda(j) is its eigenvalue.
* The left eigenvector u(j) of A satisfies
* u(j)**H * A = lambda(j) * u(j)**H
* where u(j)**H denotes the conjugate transpose of u(j).
*
* The computed eigenvectors are normalized to have Euclidean norm
* equal to 1 and largest component real.
*
* Balancing a matrix means permuting the rows and columns to make it
* more nearly upper triangular, and applying a diagonal similarity
* transformation D * A * D**(-1), where D is a diagonal matrix, to
* make its rows and columns closer in norm and the condition numbers
* of its eigenvalues and eigenvectors smaller. The computed
* reciprocal condition numbers correspond to the balanced matrix.
* Permuting rows and columns will not change the condition numbers
* (in exact arithmetic) but diagonal scaling will. For further
* explanation of balancing, see section 4.10.2 of the LAPACK
* Users' Guide.
*
* Arguments
* =========
*
* BALANC (input) CHARACTER*1
* Indicates how the input matrix should be diagonally scaled
* and/or permuted to improve the conditioning of its
* eigenvalues.
* = 'N': Do not diagonally scale or permute;
* = 'P': Perform permutations to make the matrix more nearly
* upper triangular. Do not diagonally scale;
* = 'S': Diagonally scale the matrix, ie. replace A by
* D*A*D**(-1), where D is a diagonal matrix chosen
* to make the rows and columns of A more equal in
* norm. Do not permute;
* = 'B': Both diagonally scale and permute A.
*
* Computed reciprocal condition numbers will be for the matrix
* after balancing and/or permuting. Permuting does not change
* condition numbers (in exact arithmetic), but balancing does.
*
* JOBVL (input) CHARACTER*1
* = 'N': left eigenvectors of A are not computed;
* = 'V': left eigenvectors of A are computed.
* If SENSE = 'E' or 'B', JOBVL must = 'V'.
*
* JOBVR (input) CHARACTER*1
* = 'N': right eigenvectors of A are not computed;
* = 'V': right eigenvectors of A are computed.
* If SENSE = 'E' or 'B', JOBVR must = 'V'.
*
* SENSE (input) CHARACTER*1
* Determines which reciprocal condition numbers are computed.
* = 'N': None are computed;
* = 'E': Computed for eigenvalues only;
* = 'V': Computed for right eigenvectors only;
* = 'B': Computed for eigenvalues and right eigenvectors.
*
* If SENSE = 'E' or 'B', both left and right eigenvectors
* must also be computed (JOBVL = 'V' and JOBVR = 'V').
*
* N (input) INTEGER
* The order of the matrix A. N >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the N-by-N matrix A.
* On exit, A has been overwritten. If JOBVL = 'V' or
* JOBVR = 'V', A contains the Schur form of the balanced
* version of the matrix A.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,N).
*
* W (output) COMPLEX array, dimension (N)
* W contains the computed eigenvalues.
*
* VL (output) COMPLEX array, dimension (LDVL,N)
* If JOBVL = 'V', the left eigenvectors u(j) are stored one
* after another in the columns of VL, in the same order
* as their eigenvalues.
* If JOBVL = 'N', VL is not referenced.
* u(j) = VL(:,j), the j-th column of VL.
*
* LDVL (input) INTEGER
* The leading dimension of the array VL. LDVL >= 1; if
* JOBVL = 'V', LDVL >= N.
*
* VR (output) COMPLEX array, dimension (LDVR,N)
* If JOBVR = 'V', the right eigenvectors v(j) are stored one
* after another in the columns of VR, in the same order
* as their eigenvalues.
* If JOBVR = 'N', VR is not referenced.
* v(j) = VR(:,j), the j-th column of VR.
*
* LDVR (input) INTEGER
* The leading dimension of the array VR. LDVR >= 1; if
* JOBVR = 'V', LDVR >= N.
*
* ILO (output) INTEGER
* IHI (output) INTEGER
* ILO and IHI are integer values determined when A was
* balanced. The balanced A(i,j) = 0 if I > J and
* J = 1,...,ILO-1 or I = IHI+1,...,N.
*
* SCALE (output) REAL array, dimension (N)
* Details of the permutations and scaling factors applied
* when balancing A. If P(j) is the index of the row and column
* interchanged with row and column j, and D(j) is the scaling
* factor applied to row and column j, then
* SCALE(J) = P(J), for J = 1,...,ILO-1
* = D(J), for J = ILO,...,IHI
* = P(J) for J = IHI+1,...,N.
* The order in which the interchanges are made is N to IHI+1,
* then 1 to ILO-1.
*
* ABNRM (output) REAL
* The one-norm of the balanced matrix (the maximum
* of the sum of absolute values of elements of any column).
*
* RCONDE (output) REAL array, dimension (N)
* RCONDE(j) is the reciprocal condition number of the j-th
* eigenvalue.
*
* RCONDV (output) REAL array, dimension (N)
* RCONDV(j) is the reciprocal condition number of the j-th
* right eigenvector.
*
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*
* LWORK (input) INTEGER
* The dimension of the array WORK. If SENSE = 'N' or 'E',
* LWORK >= max(1,2*N), and if SENSE = 'V' or 'B',
* LWORK >= N*N+2*N.
* For good performance, LWORK must generally be larger.
*
* If LWORK = -1, then a workspace query is assumed; the routine
* only calculates the optimal size of the WORK array, returns
* this value as the first entry of the WORK array, and no error
* message related to LWORK is issued by XERBLA.
*
* RWORK (workspace) REAL array, dimension (2*N)
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value.
* > 0: if INFO = i, the QR algorithm failed to compute all the
* eigenvalues, and no eigenvectors or condition numbers
* have been computed; elements 1:ILO-1 and i+1:N of W
* contain eigenvalues which have converged.
*
* =====================================================================
*
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cgegs
Computes the generalized eigenvalues, Schur form, and left and/orright Schur vectors for a pair of nonsymmetric matrices
USAGE:
alpha, beta, vsl, vsr, work, info, a, b = NumRu::Lapack.cgegs( jobvsl, jobvsr, a, b, lwork)
or
NumRu::Lapack.cgegs # print help
FORTRAN MANUAL
SUBROUTINE CGEGS( JOBVSL, JOBVSR, N, A, LDA, B, LDB, ALPHA, BETA, VSL, LDVSL, VSR, LDVSR, WORK, LWORK, RWORK, INFO )
* Purpose
* =======
*
* This routine is deprecated and has been replaced by routine CGGES.
*
* CGEGS computes the eigenvalues, Schur form, and, optionally, the
* left and or/right Schur vectors of a complex matrix pair (A,B).
* Given two square matrices A and B, the generalized Schur
* factorization has the form
*
* A = Q*S*Z**H, B = Q*T*Z**H
*
* where Q and Z are unitary matrices and S and T are upper triangular.
* The columns of Q are the left Schur vectors
* and the columns of Z are the right Schur vectors.
*
* If only the eigenvalues of (A,B) are needed, the driver routine
* CGEGV should be used instead. See CGEGV for a description of the
* eigenvalues of the generalized nonsymmetric eigenvalue problem
* (GNEP).
*
* Arguments
* =========
*
* JOBVSL (input) CHARACTER*1
* = 'N': do not compute the left Schur vectors;
* = 'V': compute the left Schur vectors (returned in VSL).
*
* JOBVSR (input) CHARACTER*1
* = 'N': do not compute the right Schur vectors;
* = 'V': compute the right Schur vectors (returned in VSR).
*
* N (input) INTEGER
* The order of the matrices A, B, VSL, and VSR. N >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA, N)
* On entry, the matrix A.
* On exit, the upper triangular matrix S from the generalized
* Schur factorization.
*
* LDA (input) INTEGER
* The leading dimension of A. LDA >= max(1,N).
*
* B (input/output) COMPLEX array, dimension (LDB, N)
* On entry, the matrix B.
* On exit, the upper triangular matrix T from the generalized
* Schur factorization.
*
* LDB (input) INTEGER
* The leading dimension of B. LDB >= max(1,N).
*
* ALPHA (output) COMPLEX array, dimension (N)
* The complex scalars alpha that define the eigenvalues of
* GNEP. ALPHA(j) = S(j,j), the diagonal element of the Schur
* form of A.
*
* BETA (output) COMPLEX array, dimension (N)
* The non-negative real scalars beta that define the
* eigenvalues of GNEP. BETA(j) = T(j,j), the diagonal element
* of the triangular factor T.
*
* Together, the quantities alpha = ALPHA(j) and beta = BETA(j)
* represent the j-th eigenvalue of the matrix pair (A,B), in
* one of the forms lambda = alpha/beta or mu = beta/alpha.
* Since either lambda or mu may overflow, they should not,
* in general, be computed.
*
* VSL (output) COMPLEX array, dimension (LDVSL,N)
* If JOBVSL = 'V', the matrix of left Schur vectors Q.
* Not referenced if JOBVSL = 'N'.
*
* LDVSL (input) INTEGER
* The leading dimension of the matrix VSL. LDVSL >= 1, and
* if JOBVSL = 'V', LDVSL >= N.
*
* VSR (output) COMPLEX array, dimension (LDVSR,N)
* If JOBVSR = 'V', the matrix of right Schur vectors Z.
* Not referenced if JOBVSR = 'N'.
*
* LDVSR (input) INTEGER
* The leading dimension of the matrix VSR. LDVSR >= 1, and
* if JOBVSR = 'V', LDVSR >= N.
*
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*
* LWORK (input) INTEGER
* The dimension of the array WORK. LWORK >= max(1,2*N).
* For good performance, LWORK must generally be larger.
* To compute the optimal value of LWORK, call ILAENV to get
* blocksizes (for CGEQRF, CUNMQR, and CUNGQR.) Then compute:
* NB -- MAX of the blocksizes for CGEQRF, CUNMQR, and CUNGQR;
* the optimal LWORK is N*(NB+1).
*
* If LWORK = -1, then a workspace query is assumed; the routine
* only calculates the optimal size of the WORK array, returns
* this value as the first entry of the WORK array, and no error
* message related to LWORK is issued by XERBLA.
*
* RWORK (workspace) REAL array, dimension (3*N)
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value.
* =1,...,N:
* The QZ iteration failed. (A,B) are not in Schur
* form, but ALPHA(j) and BETA(j) should be correct for
* j=INFO+1,...,N.
* > N: errors that usually indicate LAPACK problems:
* =N+1: error return from CGGBAL
* =N+2: error return from CGEQRF
* =N+3: error return from CUNMQR
* =N+4: error return from CUNGQR
* =N+5: error return from CGGHRD
* =N+6: error return from CHGEQZ (other than failed
* iteration)
* =N+7: error return from CGGBAK (computing VSL)
* =N+8: error return from CGGBAK (computing VSR)
* =N+9: error return from CLASCL (various places)
*
* =====================================================================
*
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cgegv
Computes the generalized eigenvalues, and left and/or rightgeneralized eigenvectors for a pair of nonsymmetric matrices
USAGE:
alpha, beta, vl, vr, work, rwork, info, a, b = NumRu::Lapack.cgegv( jobvl, jobvr, a, b, lwork)
or
NumRu::Lapack.cgegv # print help
FORTRAN MANUAL
SUBROUTINE CGEGV( JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHA, BETA, VL, LDVL, VR, LDVR, WORK, LWORK, RWORK, INFO )
* Purpose
* =======
*
* This routine is deprecated and has been replaced by routine CGGEV.
*
* CGEGV computes the eigenvalues and, optionally, the left and/or right
* eigenvectors of a complex matrix pair (A,B).
* Given two square matrices A and B,
* the generalized nonsymmetric eigenvalue problem (GNEP) is to find the
* eigenvalues lambda and corresponding (non-zero) eigenvectors x such
* that
* A*x = lambda*B*x.
*
* An alternate form is to find the eigenvalues mu and corresponding
* eigenvectors y such that
* mu*A*y = B*y.
*
* These two forms are equivalent with mu = 1/lambda and x = y if
* neither lambda nor mu is zero. In order to deal with the case that
* lambda or mu is zero or small, two values alpha and beta are returned
* for each eigenvalue, such that lambda = alpha/beta and
* mu = beta/alpha.
*
* The vectors x and y in the above equations are right eigenvectors of
* the matrix pair (A,B). Vectors u and v satisfying
* u**H*A = lambda*u**H*B or mu*v**H*A = v**H*B
* are left eigenvectors of (A,B).
*
* Note: this routine performs "full balancing" on A and B -- see
* "Further Details", below.
*
* Arguments
* =========
*
* JOBVL (input) CHARACTER*1
* = 'N': do not compute the left generalized eigenvectors;
* = 'V': compute the left generalized eigenvectors (returned
* in VL).
*
* JOBVR (input) CHARACTER*1
* = 'N': do not compute the right generalized eigenvectors;
* = 'V': compute the right generalized eigenvectors (returned
* in VR).
*
* N (input) INTEGER
* The order of the matrices A, B, VL, and VR. N >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA, N)
* On entry, the matrix A.
* If JOBVL = 'V' or JOBVR = 'V', then on exit A
* contains the Schur form of A from the generalized Schur
* factorization of the pair (A,B) after balancing. If no
* eigenvectors were computed, then only the diagonal elements
* of the Schur form will be correct. See CGGHRD and CHGEQZ
* for details.
*
* LDA (input) INTEGER
* The leading dimension of A. LDA >= max(1,N).
*
* B (input/output) COMPLEX array, dimension (LDB, N)
* On entry, the matrix B.
* If JOBVL = 'V' or JOBVR = 'V', then on exit B contains the
* upper triangular matrix obtained from B in the generalized
* Schur factorization of the pair (A,B) after balancing.
* If no eigenvectors were computed, then only the diagonal
* elements of B will be correct. See CGGHRD and CHGEQZ for
* details.
*
* LDB (input) INTEGER
* The leading dimension of B. LDB >= max(1,N).
*
* ALPHA (output) COMPLEX array, dimension (N)
* The complex scalars alpha that define the eigenvalues of
* GNEP.
*
* BETA (output) COMPLEX array, dimension (N)
* The complex scalars beta that define the eigenvalues of GNEP.
*
* Together, the quantities alpha = ALPHA(j) and beta = BETA(j)
* represent the j-th eigenvalue of the matrix pair (A,B), in
* one of the forms lambda = alpha/beta or mu = beta/alpha.
* Since either lambda or mu may overflow, they should not,
* in general, be computed.
*
* VL (output) COMPLEX array, dimension (LDVL,N)
* If JOBVL = 'V', the left eigenvectors u(j) are stored
* in the columns of VL, in the same order as their eigenvalues.
* Each eigenvector is scaled so that its largest component has
* abs(real part) + abs(imag. part) = 1, except for eigenvectors
* corresponding to an eigenvalue with alpha = beta = 0, which
* are set to zero.
* Not referenced if JOBVL = 'N'.
*
* LDVL (input) INTEGER
* The leading dimension of the matrix VL. LDVL >= 1, and
* if JOBVL = 'V', LDVL >= N.
*
* VR (output) COMPLEX array, dimension (LDVR,N)
* If JOBVR = 'V', the right eigenvectors x(j) are stored
* in the columns of VR, in the same order as their eigenvalues.
* Each eigenvector is scaled so that its largest component has
* abs(real part) + abs(imag. part) = 1, except for eigenvectors
* corresponding to an eigenvalue with alpha = beta = 0, which
* are set to zero.
* Not referenced if JOBVR = 'N'.
*
* LDVR (input) INTEGER
* The leading dimension of the matrix VR. LDVR >= 1, and
* if JOBVR = 'V', LDVR >= N.
*
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*
* LWORK (input) INTEGER
* The dimension of the array WORK. LWORK >= max(1,2*N).
* For good performance, LWORK must generally be larger.
* To compute the optimal value of LWORK, call ILAENV to get
* blocksizes (for CGEQRF, CUNMQR, and CUNGQR.) Then compute:
* NB -- MAX of the blocksizes for CGEQRF, CUNMQR, and CUNGQR;
* The optimal LWORK is MAX( 2*N, N*(NB+1) ).
*
* If LWORK = -1, then a workspace query is assumed; the routine
* only calculates the optimal size of the WORK array, returns
* this value as the first entry of the WORK array, and no error
* message related to LWORK is issued by XERBLA.
*
* RWORK (workspace/output) REAL array, dimension (8*N)
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value.
* =1,...,N:
* The QZ iteration failed. No eigenvectors have been
* calculated, but ALPHA(j) and BETA(j) should be
* correct for j=INFO+1,...,N.
* > N: errors that usually indicate LAPACK problems:
* =N+1: error return from CGGBAL
* =N+2: error return from CGEQRF
* =N+3: error return from CUNMQR
* =N+4: error return from CUNGQR
* =N+5: error return from CGGHRD
* =N+6: error return from CHGEQZ (other than failed
* iteration)
* =N+7: error return from CTGEVC
* =N+8: error return from CGGBAK (computing VL)
* =N+9: error return from CGGBAK (computing VR)
* =N+10: error return from CLASCL (various calls)
*
* Further Details
* ===============
*
* Balancing
* ---------
*
* This driver calls CGGBAL to both permute and scale rows and columns
* of A and B. The permutations PL and PR are chosen so that PL*A*PR
* and PL*B*R will be upper triangular except for the diagonal blocks
* A(i:j,i:j) and B(i:j,i:j), with i and j as close together as
* possible. The diagonal scaling matrices DL and DR are chosen so
* that the pair DL*PL*A*PR*DR, DL*PL*B*PR*DR have elements close to
* one (except for the elements that start out zero.)
*
* After the eigenvalues and eigenvectors of the balanced matrices
* have been computed, CGGBAK transforms the eigenvectors back to what
* they would have been (in perfect arithmetic) if they had not been
* balanced.
*
* Contents of A and B on Exit
* -------- -- - --- - -- ----
*
* If any eigenvectors are computed (either JOBVL='V' or JOBVR='V' or
* both), then on exit the arrays A and B will contain the complex Schur
* form[*] of the "balanced" versions of A and B. If no eigenvectors
* are computed, then only the diagonal blocks will be correct.
*
* [*] In other words, upper triangular form.
*
* =====================================================================
*
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cgehd2
USAGE:
tau, info, a = NumRu::Lapack.cgehd2( ilo, ihi, a)
or
NumRu::Lapack.cgehd2 # print help
FORTRAN MANUAL
SUBROUTINE CGEHD2( N, ILO, IHI, A, LDA, TAU, WORK, INFO )
* Purpose
* =======
*
* CGEHD2 reduces a complex general matrix A to upper Hessenberg form H
* by a unitary similarity transformation: Q' * A * Q = H .
*
* Arguments
* =========
*
* N (input) INTEGER
* The order of the matrix A. N >= 0.
*
* ILO (input) INTEGER
* IHI (input) INTEGER
* It is assumed that A is already upper triangular in rows
* and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
* set by a previous call to CGEBAL; otherwise they should be
* set to 1 and N respectively. See Further Details.
* 1 <= ILO <= IHI <= max(1,N).
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the n by n general matrix to be reduced.
* On exit, the upper triangle and the first subdiagonal of A
* are overwritten with the upper Hessenberg matrix H, and the
* elements below the first subdiagonal, with the array TAU,
* represent the unitary matrix Q as a product of elementary
* reflectors. See Further Details.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,N).
*
* TAU (output) COMPLEX array, dimension (N-1)
* The scalar factors of the elementary reflectors (see Further
* Details).
*
* WORK (workspace) COMPLEX array, dimension (N)
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value.
*
* Further Details
* ===============
*
* The matrix Q is represented as a product of (ihi-ilo) elementary
* reflectors
*
* Q = H(ilo) H(ilo+1) . . . H(ihi-1).
*
* Each H(i) has the form
*
* H(i) = I - tau * v * v'
*
* where tau is a complex scalar, and v is a complex vector with
* v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
* exit in A(i+2:ihi,i), and tau in TAU(i).
*
* The contents of A are illustrated by the following example, with
* n = 7, ilo = 2 and ihi = 6:
*
* on entry, on exit,
*
* ( a a a a a a a ) ( a a h h h h a )
* ( a a a a a a ) ( a h h h h a )
* ( a a a a a a ) ( h h h h h h )
* ( a a a a a a ) ( v2 h h h h h )
* ( a a a a a a ) ( v2 v3 h h h h )
* ( a a a a a a ) ( v2 v3 v4 h h h )
* ( a ) ( a )
*
* where a denotes an element of the original matrix A, h denotes a
* modified element of the upper Hessenberg matrix H, and vi denotes an
* element of the vector defining H(i).
*
* =====================================================================
*
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cgehrd
Reduces a general matrix to upper Hessenberg form by anunitary similarity transformation.
USAGE:
tau, work, info, a = NumRu::Lapack.cgehrd( ilo, ihi, a, lwork)
or
NumRu::Lapack.cgehrd # print help
FORTRAN MANUAL
SUBROUTINE CGEHRD( N, ILO, IHI, A, LDA, TAU, WORK, LWORK, INFO )
* Purpose
* =======
*
* CGEHRD reduces a complex general matrix A to upper Hessenberg form H by
* an unitary similarity transformation: Q' * A * Q = H .
*
* Arguments
* =========
*
* N (input) INTEGER
* The order of the matrix A. N >= 0.
*
* ILO (input) INTEGER
* IHI (input) INTEGER
* It is assumed that A is already upper triangular in rows
* and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
* set by a previous call to CGEBAL; otherwise they should be
* set to 1 and N respectively. See Further Details.
* 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the N-by-N general matrix to be reduced.
* On exit, the upper triangle and the first subdiagonal of A
* are overwritten with the upper Hessenberg matrix H, and the
* elements below the first subdiagonal, with the array TAU,
* represent the unitary matrix Q as a product of elementary
* reflectors. See Further Details.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,N).
*
* TAU (output) COMPLEX array, dimension (N-1)
* The scalar factors of the elementary reflectors (see Further
* Details). Elements 1:ILO-1 and IHI:N-1 of TAU are set to
* zero.
*
* WORK (workspace/output) COMPLEX array, dimension (LWORK)
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*
* LWORK (input) INTEGER
* The length of the array WORK. LWORK >= max(1,N).
* For optimum performance LWORK >= N*NB, where NB is the
* optimal blocksize.
*
* If LWORK = -1, then a workspace query is assumed; the routine
* only calculates the optimal size of the WORK array, returns
* this value as the first entry of the WORK array, and no error
* message related to LWORK is issued by XERBLA.
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value.
*
* Further Details
* ===============
*
* The matrix Q is represented as a product of (ihi-ilo) elementary
* reflectors
*
* Q = H(ilo) H(ilo+1) . . . H(ihi-1).
*
* Each H(i) has the form
*
* H(i) = I - tau * v * v'
*
* where tau is a complex scalar, and v is a complex vector with
* v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
* exit in A(i+2:ihi,i), and tau in TAU(i).
*
* The contents of A are illustrated by the following example, with
* n = 7, ilo = 2 and ihi = 6:
*
* on entry, on exit,
*
* ( a a a a a a a ) ( a a h h h h a )
* ( a a a a a a ) ( a h h h h a )
* ( a a a a a a ) ( h h h h h h )
* ( a a a a a a ) ( v2 h h h h h )
* ( a a a a a a ) ( v2 v3 h h h h )
* ( a a a a a a ) ( v2 v3 v4 h h h )
* ( a ) ( a )
*
* where a denotes an element of the original matrix A, h denotes a
* modified element of the upper Hessenberg matrix H, and vi denotes an
* element of the vector defining H(i).
*
* This file is a slight modification of LAPACK-3.0's CGEHRD
* subroutine incorporating improvements proposed by Quintana-Orti and
* Van de Geijn (2005).
*
* =====================================================================
*
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cgelq2
USAGE:
tau, info, a = NumRu::Lapack.cgelq2( a)
or
NumRu::Lapack.cgelq2 # print help
FORTRAN MANUAL
SUBROUTINE CGELQ2( M, N, A, LDA, TAU, WORK, INFO )
* Purpose
* =======
*
* CGELQ2 computes an LQ factorization of a complex m by n matrix A:
* A = L * Q.
*
* Arguments
* =========
*
* M (input) INTEGER
* The number of rows of the matrix A. M >= 0.
*
* N (input) INTEGER
* The number of columns of the matrix A. N >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the m by n matrix A.
* On exit, the elements on and below the diagonal of the array
* contain the m by min(m,n) lower trapezoidal matrix L (L is
* lower triangular if m <= n); the elements above the diagonal,
* with the array TAU, represent the unitary matrix Q as a
* product of elementary reflectors (see Further Details).
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* TAU (output) COMPLEX array, dimension (min(M,N))
* The scalar factors of the elementary reflectors (see Further
* Details).
*
* WORK (workspace) COMPLEX array, dimension (M)
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
*
* Further Details
* ===============
*
* The matrix Q is represented as a product of elementary reflectors
*
* Q = H(k)' . . . H(2)' H(1)', where k = min(m,n).
*
* Each H(i) has the form
*
* H(i) = I - tau * v * v'
*
* where tau is a complex scalar, and v is a complex vector with
* v(1:i-1) = 0 and v(i) = 1; conjg(v(i+1:n)) is stored on exit in
* A(i,i+1:n), and tau in TAU(i).
*
* =====================================================================
*
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cgelqf
Computes an LQ factorization of a general rectangular matrix.
USAGE:
tau, work, info, a = NumRu::Lapack.cgelqf( m, a, lwork)
or
NumRu::Lapack.cgelqf # print help
FORTRAN MANUAL
SUBROUTINE CGELQF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
* Purpose
* =======
*
* CGELQF computes an LQ factorization of a complex M-by-N matrix A:
* A = L * Q.
*
* Arguments
* =========
*
* M (input) INTEGER
* The number of rows of the matrix A. M >= 0.
*
* N (input) INTEGER
* The number of columns of the matrix A. N >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the M-by-N matrix A.
* On exit, the elements on and below the diagonal of the array
* contain the m-by-min(m,n) lower trapezoidal matrix L (L is
* lower triangular if m <= n); the elements above the diagonal,
* with the array TAU, represent the unitary matrix Q as a
* product of elementary reflectors (see Further Details).
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* TAU (output) COMPLEX array, dimension (min(M,N))
* The scalar factors of the elementary reflectors (see Further
* Details).
*
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*
* LWORK (input) INTEGER
* The dimension of the array WORK. LWORK >= max(1,M).
* For optimum performance LWORK >= M*NB, where NB is the
* optimal blocksize.
*
* If LWORK = -1, then a workspace query is assumed; the routine
* only calculates the optimal size of the WORK array, returns
* this value as the first entry of the WORK array, and no error
* message related to LWORK is issued by XERBLA.
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
*
* Further Details
* ===============
*
* The matrix Q is represented as a product of elementary reflectors
*
* Q = H(k)' . . . H(2)' H(1)', where k = min(m,n).
*
* Each H(i) has the form
*
* H(i) = I - tau * v * v'
*
* where tau is a complex scalar, and v is a complex vector with
* v(1:i-1) = 0 and v(i) = 1; conjg(v(i+1:n)) is stored on exit in
* A(i,i+1:n), and tau in TAU(i).
*
* =====================================================================
*
* .. Local Scalars ..
LOGICAL LQUERY
INTEGER I, IB, IINFO, IWS, K, LDWORK, LWKOPT, NB,
$ NBMIN, NX
* ..
* .. External Subroutines ..
EXTERNAL CGELQ2, CLARFB, CLARFT, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC MAX, MIN
* ..
* .. External Functions ..
INTEGER ILAENV
EXTERNAL ILAENV
* ..
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cgels
Computes the least squares solution to an over-determined systemof linear equations, A X=B or A**H X=B, or the minimum normsolution of an under-determined system, where A is a generalrectangular matrix of full rank, using a QR or LQ factorizationof A.
USAGE:
work, info, a, b = NumRu::Lapack.cgels( trans, m, a, b, lwork)
or
NumRu::Lapack.cgels # print help
FORTRAN MANUAL
SUBROUTINE CGELS( TRANS, M, N, NRHS, A, LDA, B, LDB, WORK, LWORK, INFO )
* Purpose
* =======
*
* CGELS solves overdetermined or underdetermined complex linear systems
* involving an M-by-N matrix A, or its conjugate-transpose, using a QR
* or LQ factorization of A. It is assumed that A has full rank.
*
* The following options are provided:
*
* 1. If TRANS = 'N' and m >= n: find the least squares solution of
* an overdetermined system, i.e., solve the least squares problem
* minimize || B - A*X ||.
*
* 2. If TRANS = 'N' and m < n: find the minimum norm solution of
* an underdetermined system A * X = B.
*
* 3. If TRANS = 'C' and m >= n: find the minimum norm solution of
* an undetermined system A**H * X = B.
*
* 4. If TRANS = 'C' and m < n: find the least squares solution of
* an overdetermined system, i.e., solve the least squares problem
* minimize || B - A**H * X ||.
*
* Several right hand side vectors b and solution vectors x can be
* handled in a single call; they are stored as the columns of the
* M-by-NRHS right hand side matrix B and the N-by-NRHS solution
* matrix X.
*
* Arguments
* =========
*
* TRANS (input) CHARACTER*1
* = 'N': the linear system involves A;
* = 'C': the linear system involves A**H.
*
* M (input) INTEGER
* The number of rows of the matrix A. M >= 0.
*
* N (input) INTEGER
* The number of columns of the matrix A. N >= 0.
*
* NRHS (input) INTEGER
* The number of right hand sides, i.e., the number of
* columns of the matrices B and X. NRHS >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the M-by-N matrix A.
* if M >= N, A is overwritten by details of its QR
* factorization as returned by CGEQRF;
* if M < N, A is overwritten by details of its LQ
* factorization as returned by CGELQF.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* B (input/output) COMPLEX array, dimension (LDB,NRHS)
* On entry, the matrix B of right hand side vectors, stored
* columnwise; B is M-by-NRHS if TRANS = 'N', or N-by-NRHS
* if TRANS = 'C'.
* On exit, if INFO = 0, B is overwritten by the solution
* vectors, stored columnwise:
* if TRANS = 'N' and m >= n, rows 1 to n of B contain the least
* squares solution vectors; the residual sum of squares for the
* solution in each column is given by the sum of squares of the
* modulus of elements N+1 to M in that column;
* if TRANS = 'N' and m < n, rows 1 to N of B contain the
* minimum norm solution vectors;
* if TRANS = 'C' and m >= n, rows 1 to M of B contain the
* minimum norm solution vectors;
* if TRANS = 'C' and m < n, rows 1 to M of B contain the
* least squares solution vectors; the residual sum of squares
* for the solution in each column is given by the sum of
* squares of the modulus of elements M+1 to N in that column.
*
* LDB (input) INTEGER
* The leading dimension of the array B. LDB >= MAX(1,M,N).
*
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*
* LWORK (input) INTEGER
* The dimension of the array WORK.
* LWORK >= max( 1, MN + max( MN, NRHS ) ).
* For optimal performance,
* LWORK >= max( 1, MN + max( MN, NRHS )*NB ).
* where MN = min(M,N) and NB is the optimum block size.
*
* If LWORK = -1, then a workspace query is assumed; the routine
* only calculates the optimal size of the WORK array, returns
* this value as the first entry of the WORK array, and no error
* message related to LWORK is issued by XERBLA.
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
* > 0: if INFO = i, the i-th diagonal element of the
* triangular factor of A is zero, so that A does not have
* full rank; the least squares solution could not be
* computed.
*
* =====================================================================
*
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cgelsd
Computes the least squares solution to an over-determined systemof linear equations, A X=B or A**H X=B, or the minimum normsolution of an under-determined system, using a divide and conquermethod, where A is a general rectangular matrix of full rank,using a QR or LQ factorization of A.
USAGE:
s, rank, work, info, a, b = NumRu::Lapack.cgelsd( m, a, b, rcond, lwork)
or
NumRu::Lapack.cgelsd # print help
FORTRAN MANUAL
SUBROUTINE CGELSD( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK, WORK, LWORK, RWORK, IWORK, INFO )
* Purpose
* =======
*
* CGELSD computes the minimum-norm solution to a real linear least
* squares problem:
* minimize 2-norm(| b - A*x |)
* using the singular value decomposition (SVD) of A. A is an M-by-N
* matrix which may be rank-deficient.
*
* Several right hand side vectors b and solution vectors x can be
* handled in a single call; they are stored as the columns of the
* M-by-NRHS right hand side matrix B and the N-by-NRHS solution
* matrix X.
*
* The problem is solved in three steps:
* (1) Reduce the coefficient matrix A to bidiagonal form with
* Householder tranformations, reducing the original problem
* into a "bidiagonal least squares problem" (BLS)
* (2) Solve the BLS using a divide and conquer approach.
* (3) Apply back all the Householder tranformations to solve
* the original least squares problem.
*
* The effective rank of A is determined by treating as zero those
* singular values which are less than RCOND times the largest singular
* value.
*
* The divide and conquer algorithm makes very mild assumptions about
* floating point arithmetic. It will work on machines with a guard
* digit in add/subtract, or on those binary machines without guard
* digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
* Cray-2. It could conceivably fail on hexadecimal or decimal machines
* without guard digits, but we know of none.
*
* Arguments
* =========
*
* M (input) INTEGER
* The number of rows of the matrix A. M >= 0.
*
* N (input) INTEGER
* The number of columns of the matrix A. N >= 0.
*
* NRHS (input) INTEGER
* The number of right hand sides, i.e., the number of columns
* of the matrices B and X. NRHS >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the M-by-N matrix A.
* On exit, A has been destroyed.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* B (input/output) COMPLEX array, dimension (LDB,NRHS)
* On entry, the M-by-NRHS right hand side matrix B.
* On exit, B is overwritten by the N-by-NRHS solution matrix X.
* If m >= n and RANK = n, the residual sum-of-squares for
* the solution in the i-th column is given by the sum of
* squares of the modulus of elements n+1:m in that column.
*
* LDB (input) INTEGER
* The leading dimension of the array B. LDB >= max(1,M,N).
*
* S (output) REAL array, dimension (min(M,N))
* The singular values of A in decreasing order.
* The condition number of A in the 2-norm = S(1)/S(min(m,n)).
*
* RCOND (input) REAL
* RCOND is used to determine the effective rank of A.
* Singular values S(i) <= RCOND*S(1) are treated as zero.
* If RCOND < 0, machine precision is used instead.
*
* RANK (output) INTEGER
* The effective rank of A, i.e., the number of singular values
* which are greater than RCOND*S(1).
*
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*
* LWORK (input) INTEGER
* The dimension of the array WORK. LWORK must be at least 1.
* The exact minimum amount of workspace needed depends on M,
* N and NRHS. As long as LWORK is at least
* 2 * N + N * NRHS
* if M is greater than or equal to N or
* 2 * M + M * NRHS
* if M is less than N, the code will execute correctly.
* For good performance, LWORK should generally be larger.
*
* If LWORK = -1, then a workspace query is assumed; the routine
* only calculates the optimal size of the array WORK and the
* minimum sizes of the arrays RWORK and IWORK, and returns
* these values as the first entries of the WORK, RWORK and
* IWORK arrays, and no error message related to LWORK is issued
* by XERBLA.
*
* RWORK (workspace) REAL array, dimension (MAX(1,LRWORK))
* LRWORK >=
* 10*N + 2*N*SMLSIZ + 8*N*NLVL + 3*SMLSIZ*NRHS +
* (SMLSIZ+1)**2
* if M is greater than or equal to N or
* 10*M + 2*M*SMLSIZ + 8*M*NLVL + 3*SMLSIZ*NRHS +
* (SMLSIZ+1)**2
* if M is less than N, the code will execute correctly.
* SMLSIZ is returned by ILAENV and is equal to the maximum
* size of the subproblems at the bottom of the computation
* tree (usually about 25), and
* NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 )
* On exit, if INFO = 0, RWORK(1) returns the minimum LRWORK.
*
* IWORK (workspace) INTEGER array, dimension (MAX(1,LIWORK))
* LIWORK >= max(1, 3*MINMN*NLVL + 11*MINMN),
* where MINMN = MIN( M,N ).
* On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK.
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value.
* > 0: the algorithm for computing the SVD failed to converge;
* if INFO = i, i off-diagonal elements of an intermediate
* bidiagonal form did not converge to zero.
*
* Further Details
* ===============
*
* Based on contributions by
* Ming Gu and Ren-Cang Li, Computer Science Division, University of
* California at Berkeley, USA
* Osni Marques, LBNL/NERSC, USA
*
* =====================================================================
*
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cgelss
Computes the minimum norm least squares solution to an over-or under-determined system of linear equations A X=B, usingthe singular value decomposition of A.
USAGE:
s, rank, work, info, a, b = NumRu::Lapack.cgelss( m, a, b, rcond, lwork)
or
NumRu::Lapack.cgelss # print help
FORTRAN MANUAL
SUBROUTINE CGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK, WORK, LWORK, RWORK, INFO )
* Purpose
* =======
*
* CGELSS computes the minimum norm solution to a complex linear
* least squares problem:
*
* Minimize 2-norm(| b - A*x |).
*
* using the singular value decomposition (SVD) of A. A is an M-by-N
* matrix which may be rank-deficient.
*
* Several right hand side vectors b and solution vectors x can be
* handled in a single call; they are stored as the columns of the
* M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix
* X.
*
* The effective rank of A is determined by treating as zero those
* singular values which are less than RCOND times the largest singular
* value.
*
* Arguments
* =========
*
* M (input) INTEGER
* The number of rows of the matrix A. M >= 0.
*
* N (input) INTEGER
* The number of columns of the matrix A. N >= 0.
*
* NRHS (input) INTEGER
* The number of right hand sides, i.e., the number of columns
* of the matrices B and X. NRHS >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the M-by-N matrix A.
* On exit, the first min(m,n) rows of A are overwritten with
* its right singular vectors, stored rowwise.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* B (input/output) COMPLEX array, dimension (LDB,NRHS)
* On entry, the M-by-NRHS right hand side matrix B.
* On exit, B is overwritten by the N-by-NRHS solution matrix X.
* If m >= n and RANK = n, the residual sum-of-squares for
* the solution in the i-th column is given by the sum of
* squares of the modulus of elements n+1:m in that column.
*
* LDB (input) INTEGER
* The leading dimension of the array B. LDB >= max(1,M,N).
*
* S (output) REAL array, dimension (min(M,N))
* The singular values of A in decreasing order.
* The condition number of A in the 2-norm = S(1)/S(min(m,n)).
*
* RCOND (input) REAL
* RCOND is used to determine the effective rank of A.
* Singular values S(i) <= RCOND*S(1) are treated as zero.
* If RCOND < 0, machine precision is used instead.
*
* RANK (output) INTEGER
* The effective rank of A, i.e., the number of singular values
* which are greater than RCOND*S(1).
*
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*
* LWORK (input) INTEGER
* The dimension of the array WORK. LWORK >= 1, and also:
* LWORK >= 2*min(M,N) + max(M,N,NRHS)
* For good performance, LWORK should generally be larger.
*
* If LWORK = -1, then a workspace query is assumed; the routine
* only calculates the optimal size of the WORK array, returns
* this value as the first entry of the WORK array, and no error
* message related to LWORK is issued by XERBLA.
*
* RWORK (workspace) REAL array, dimension (5*min(M,N))
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value.
* > 0: the algorithm for computing the SVD failed to converge;
* if INFO = i, i off-diagonal elements of an intermediate
* bidiagonal form did not converge to zero.
*
* =====================================================================
*
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cgelsx
Computes the minimum norm least squares solution to an over-or under-determined system of linear equations A X=B, using acomplete orthogonal factorization of A.
USAGE:
rank, info, a, b, jpvt = NumRu::Lapack.cgelsx( m, a, b, jpvt, rcond)
or
NumRu::Lapack.cgelsx # print help
FORTRAN MANUAL
SUBROUTINE CGELSX( M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK, WORK, RWORK, INFO )
* Purpose
* =======
*
* This routine is deprecated and has been replaced by routine CGELSY.
*
* CGELSX computes the minimum-norm solution to a complex linear least
* squares problem:
* minimize || A * X - B ||
* using a complete orthogonal factorization of A. A is an M-by-N
* matrix which may be rank-deficient.
*
* Several right hand side vectors b and solution vectors x can be
* handled in a single call; they are stored as the columns of the
* M-by-NRHS right hand side matrix B and the N-by-NRHS solution
* matrix X.
*
* The routine first computes a QR factorization with column pivoting:
* A * P = Q * [ R11 R12 ]
* [ 0 R22 ]
* with R11 defined as the largest leading submatrix whose estimated
* condition number is less than 1/RCOND. The order of R11, RANK,
* is the effective rank of A.
*
* Then, R22 is considered to be negligible, and R12 is annihilated
* by unitary transformations from the right, arriving at the
* complete orthogonal factorization:
* A * P = Q * [ T11 0 ] * Z
* [ 0 0 ]
* The minimum-norm solution is then
* X = P * Z' [ inv(T11)*Q1'*B ]
* [ 0 ]
* where Q1 consists of the first RANK columns of Q.
*
* Arguments
* =========
*
* M (input) INTEGER
* The number of rows of the matrix A. M >= 0.
*
* N (input) INTEGER
* The number of columns of the matrix A. N >= 0.
*
* NRHS (input) INTEGER
* The number of right hand sides, i.e., the number of
* columns of matrices B and X. NRHS >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the M-by-N matrix A.
* On exit, A has been overwritten by details of its
* complete orthogonal factorization.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* B (input/output) COMPLEX array, dimension (LDB,NRHS)
* On entry, the M-by-NRHS right hand side matrix B.
* On exit, the N-by-NRHS solution matrix X.
* If m >= n and RANK = n, the residual sum-of-squares for
* the solution in the i-th column is given by the sum of
* squares of elements N+1:M in that column.
*
* LDB (input) INTEGER
* The leading dimension of the array B. LDB >= max(1,M,N).
*
* JPVT (input/output) INTEGER array, dimension (N)
* On entry, if JPVT(i) .ne. 0, the i-th column of A is an
* initial column, otherwise it is a free column. Before
* the QR factorization of A, all initial columns are
* permuted to the leading positions; only the remaining
* free columns are moved as a result of column pivoting
* during the factorization.
* On exit, if JPVT(i) = k, then the i-th column of A*P
* was the k-th column of A.
*
* RCOND (input) REAL
* RCOND is used to determine the effective rank of A, which
* is defined as the order of the largest leading triangular
* submatrix R11 in the QR factorization with pivoting of A,
* whose estimated condition number < 1/RCOND.
*
* RANK (output) INTEGER
* The effective rank of A, i.e., the order of the submatrix
* R11. This is the same as the order of the submatrix T11
* in the complete orthogonal factorization of A.
*
* WORK (workspace) COMPLEX array, dimension
* (min(M,N) + max( N, 2*min(M,N)+NRHS )),
*
* RWORK (workspace) REAL array, dimension (2*N)
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
*
* =====================================================================
*
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cgelsy
Computes the minimum norm least squares solution to an over-or under-determined system of linear equations A X=B, using acomplete orthogonal factorization of A.
USAGE:
rank, work, info, a, b, jpvt = NumRu::Lapack.cgelsy( m, a, b, jpvt, rcond, lwork)
or
NumRu::Lapack.cgelsy # print help
FORTRAN MANUAL
SUBROUTINE CGELSY( M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK, WORK, LWORK, RWORK, INFO )
* Purpose
* =======
*
* CGELSY computes the minimum-norm solution to a complex linear least
* squares problem:
* minimize || A * X - B ||
* using a complete orthogonal factorization of A. A is an M-by-N
* matrix which may be rank-deficient.
*
* Several right hand side vectors b and solution vectors x can be
* handled in a single call; they are stored as the columns of the
* M-by-NRHS right hand side matrix B and the N-by-NRHS solution
* matrix X.
*
* The routine first computes a QR factorization with column pivoting:
* A * P = Q * [ R11 R12 ]
* [ 0 R22 ]
* with R11 defined as the largest leading submatrix whose estimated
* condition number is less than 1/RCOND. The order of R11, RANK,
* is the effective rank of A.
*
* Then, R22 is considered to be negligible, and R12 is annihilated
* by unitary transformations from the right, arriving at the
* complete orthogonal factorization:
* A * P = Q * [ T11 0 ] * Z
* [ 0 0 ]
* The minimum-norm solution is then
* X = P * Z' [ inv(T11)*Q1'*B ]
* [ 0 ]
* where Q1 consists of the first RANK columns of Q.
*
* This routine is basically identical to the original xGELSX except
* three differences:
* o The permutation of matrix B (the right hand side) is faster and
* more simple.
* o The call to the subroutine xGEQPF has been substituted by the
* the call to the subroutine xGEQP3. This subroutine is a Blas-3
* version of the QR factorization with column pivoting.
* o Matrix B (the right hand side) is updated with Blas-3.
*
* Arguments
* =========
*
* M (input) INTEGER
* The number of rows of the matrix A. M >= 0.
*
* N (input) INTEGER
* The number of columns of the matrix A. N >= 0.
*
* NRHS (input) INTEGER
* The number of right hand sides, i.e., the number of
* columns of matrices B and X. NRHS >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the M-by-N matrix A.
* On exit, A has been overwritten by details of its
* complete orthogonal factorization.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* B (input/output) COMPLEX array, dimension (LDB,NRHS)
* On entry, the M-by-NRHS right hand side matrix B.
* On exit, the N-by-NRHS solution matrix X.
*
* LDB (input) INTEGER
* The leading dimension of the array B. LDB >= max(1,M,N).
*
* JPVT (input/output) INTEGER array, dimension (N)
* On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted
* to the front of AP, otherwise column i is a free column.
* On exit, if JPVT(i) = k, then the i-th column of A*P
* was the k-th column of A.
*
* RCOND (input) REAL
* RCOND is used to determine the effective rank of A, which
* is defined as the order of the largest leading triangular
* submatrix R11 in the QR factorization with pivoting of A,
* whose estimated condition number < 1/RCOND.
*
* RANK (output) INTEGER
* The effective rank of A, i.e., the order of the submatrix
* R11. This is the same as the order of the submatrix T11
* in the complete orthogonal factorization of A.
*
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*
* LWORK (input) INTEGER
* The dimension of the array WORK.
* The unblocked strategy requires that:
* LWORK >= MN + MAX( 2*MN, N+1, MN+NRHS )
* where MN = min(M,N).
* The block algorithm requires that:
* LWORK >= MN + MAX( 2*MN, NB*(N+1), MN+MN*NB, MN+NB*NRHS )
* where NB is an upper bound on the blocksize returned
* by ILAENV for the routines CGEQP3, CTZRZF, CTZRQF, CUNMQR,
* and CUNMRZ.
*
* If LWORK = -1, then a workspace query is assumed; the routine
* only calculates the optimal size of the WORK array, returns
* this value as the first entry of the WORK array, and no error
* message related to LWORK is issued by XERBLA.
*
* RWORK (workspace) REAL array, dimension (2*N)
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
*
* Further Details
* ===============
*
* Based on contributions by
* A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
* E. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
* G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
*
* =====================================================================
*
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cgeql2
USAGE:
tau, info, a = NumRu::Lapack.cgeql2( m, a)
or
NumRu::Lapack.cgeql2 # print help
FORTRAN MANUAL
SUBROUTINE CGEQL2( M, N, A, LDA, TAU, WORK, INFO )
* Purpose
* =======
*
* CGEQL2 computes a QL factorization of a complex m by n matrix A:
* A = Q * L.
*
* Arguments
* =========
*
* M (input) INTEGER
* The number of rows of the matrix A. M >= 0.
*
* N (input) INTEGER
* The number of columns of the matrix A. N >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the m by n matrix A.
* On exit, if m >= n, the lower triangle of the subarray
* A(m-n+1:m,1:n) contains the n by n lower triangular matrix L;
* if m <= n, the elements on and below the (n-m)-th
* superdiagonal contain the m by n lower trapezoidal matrix L;
* the remaining elements, with the array TAU, represent the
* unitary matrix Q as a product of elementary reflectors
* (see Further Details).
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* TAU (output) COMPLEX array, dimension (min(M,N))
* The scalar factors of the elementary reflectors (see Further
* Details).
*
* WORK (workspace) COMPLEX array, dimension (N)
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
*
* Further Details
* ===============
*
* The matrix Q is represented as a product of elementary reflectors
*
* Q = H(k) . . . H(2) H(1), where k = min(m,n).
*
* Each H(i) has the form
*
* H(i) = I - tau * v * v'
*
* where tau is a complex scalar, and v is a complex vector with
* v(m-k+i+1:m) = 0 and v(m-k+i) = 1; v(1:m-k+i-1) is stored on exit in
* A(1:m-k+i-1,n-k+i), and tau in TAU(i).
*
* =====================================================================
*
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cgeqlf
Computes a QL factorization of a general rectangular matrix.
USAGE:
tau, work, info, a = NumRu::Lapack.cgeqlf( m, a, lwork)
or
NumRu::Lapack.cgeqlf # print help
FORTRAN MANUAL
SUBROUTINE CGEQLF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
* Purpose
* =======
*
* CGEQLF computes a QL factorization of a complex M-by-N matrix A:
* A = Q * L.
*
* Arguments
* =========
*
* M (input) INTEGER
* The number of rows of the matrix A. M >= 0.
*
* N (input) INTEGER
* The number of columns of the matrix A. N >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the M-by-N matrix A.
* On exit,
* if m >= n, the lower triangle of the subarray
* A(m-n+1:m,1:n) contains the N-by-N lower triangular matrix L;
* if m <= n, the elements on and below the (n-m)-th
* superdiagonal contain the M-by-N lower trapezoidal matrix L;
* the remaining elements, with the array TAU, represent the
* unitary matrix Q as a product of elementary reflectors
* (see Further Details).
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* TAU (output) COMPLEX array, dimension (min(M,N))
* The scalar factors of the elementary reflectors (see Further
* Details).
*
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*
* LWORK (input) INTEGER
* The dimension of the array WORK. LWORK >= max(1,N).
* For optimum performance LWORK >= N*NB, where NB is
* the optimal blocksize.
*
* If LWORK = -1, then a workspace query is assumed; the routine
* only calculates the optimal size of the WORK array, returns
* this value as the first entry of the WORK array, and no error
* message related to LWORK is issued by XERBLA.
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
*
* Further Details
* ===============
*
* The matrix Q is represented as a product of elementary reflectors
*
* Q = H(k) . . . H(2) H(1), where k = min(m,n).
*
* Each H(i) has the form
*
* H(i) = I - tau * v * v'
*
* where tau is a complex scalar, and v is a complex vector with
* v(m-k+i+1:m) = 0 and v(m-k+i) = 1; v(1:m-k+i-1) is stored on exit in
* A(1:m-k+i-1,n-k+i), and tau in TAU(i).
*
* =====================================================================
*
* .. Local Scalars ..
LOGICAL LQUERY
INTEGER I, IB, IINFO, IWS, K, KI, KK, LDWORK, LWKOPT,
$ MU, NB, NBMIN, NU, NX
* ..
* .. External Subroutines ..
EXTERNAL CGEQL2, CLARFB, CLARFT, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC MAX, MIN
* ..
* .. External Functions ..
INTEGER ILAENV
EXTERNAL ILAENV
* ..
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cgeqp3
Computes a QR factorization with column pivoting of a generalrectangular matrix using Level 3 BLAS.
USAGE:
tau, work, info, a, jpvt = NumRu::Lapack.cgeqp3( m, a, jpvt, lwork)
or
NumRu::Lapack.cgeqp3 # print help
FORTRAN MANUAL
SUBROUTINE CGEQP3( M, N, A, LDA, JPVT, TAU, WORK, LWORK, RWORK, INFO )
* Purpose
* =======
*
* CGEQP3 computes a QR factorization with column pivoting of a
* matrix A: A*P = Q*R using Level 3 BLAS.
*
* Arguments
* =========
*
* M (input) INTEGER
* The number of rows of the matrix A. M >= 0.
*
* N (input) INTEGER
* The number of columns of the matrix A. N >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the M-by-N matrix A.
* On exit, the upper triangle of the array contains the
* min(M,N)-by-N upper trapezoidal matrix R; the elements below
* the diagonal, together with the array TAU, represent the
* unitary matrix Q as a product of min(M,N) elementary
* reflectors.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* JPVT (input/output) INTEGER array, dimension (N)
* On entry, if JPVT(J).ne.0, the J-th column of A is permuted
* to the front of A*P (a leading column); if JPVT(J)=0,
* the J-th column of A is a free column.
* On exit, if JPVT(J)=K, then the J-th column of A*P was the
* the K-th column of A.
*
* TAU (output) COMPLEX array, dimension (min(M,N))
* The scalar factors of the elementary reflectors.
*
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
* On exit, if INFO=0, WORK(1) returns the optimal LWORK.
*
* LWORK (input) INTEGER
* The dimension of the array WORK. LWORK >= N+1.
* For optimal performance LWORK >= ( N+1 )*NB, where NB
* is the optimal blocksize.
*
* If LWORK = -1, then a workspace query is assumed; the routine
* only calculates the optimal size of the WORK array, returns
* this value as the first entry of the WORK array, and no error
* message related to LWORK is issued by XERBLA.
*
* RWORK (workspace) REAL array, dimension (2*N)
*
* INFO (output) INTEGER
* = 0: successful exit.
* < 0: if INFO = -i, the i-th argument had an illegal value.
*
* Further Details
* ===============
*
* The matrix Q is represented as a product of elementary reflectors
*
* Q = H(1) H(2) . . . H(k), where k = min(m,n).
*
* Each H(i) has the form
*
* H(i) = I - tau * v * v'
*
* where tau is a real/complex scalar, and v is a real/complex vector
* with v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in
* A(i+1:m,i), and tau in TAU(i).
*
* Based on contributions by
* G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain
* X. Sun, Computer Science Dept., Duke University, USA
*
* =====================================================================
*
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cgeqpf
Computes a QR factorization with column pivoting of a generalrectangular matrix.
USAGE:
tau, info, a, jpvt = NumRu::Lapack.cgeqpf( m, a, jpvt)
or
NumRu::Lapack.cgeqpf # print help
FORTRAN MANUAL
SUBROUTINE CGEQPF( M, N, A, LDA, JPVT, TAU, WORK, RWORK, INFO )
* Purpose
* =======
*
* This routine is deprecated and has been replaced by routine CGEQP3.
*
* CGEQPF computes a QR factorization with column pivoting of a
* complex M-by-N matrix A: A*P = Q*R.
*
* Arguments
* =========
*
* M (input) INTEGER
* The number of rows of the matrix A. M >= 0.
*
* N (input) INTEGER
* The number of columns of the matrix A. N >= 0
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the M-by-N matrix A.
* On exit, the upper triangle of the array contains the
* min(M,N)-by-N upper triangular matrix R; the elements
* below the diagonal, together with the array TAU,
* represent the unitary matrix Q as a product of
* min(m,n) elementary reflectors.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* JPVT (input/output) INTEGER array, dimension (N)
* On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted
* to the front of A*P (a leading column); if JPVT(i) = 0,
* the i-th column of A is a free column.
* On exit, if JPVT(i) = k, then the i-th column of A*P
* was the k-th column of A.
*
* TAU (output) COMPLEX array, dimension (min(M,N))
* The scalar factors of the elementary reflectors.
*
* WORK (workspace) COMPLEX array, dimension (N)
*
* RWORK (workspace) REAL array, dimension (2*N)
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
*
* Further Details
* ===============
*
* The matrix Q is represented as a product of elementary reflectors
*
* Q = H(1) H(2) . . . H(n)
*
* Each H(i) has the form
*
* H = I - tau * v * v'
*
* where tau is a complex scalar, and v is a complex vector with
* v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i).
*
* The matrix P is represented in jpvt as follows: If
* jpvt(j) = i
* then the jth column of P is the ith canonical unit vector.
*
* Partial column norm updating strategy modified by
* Z. Drmac and Z. Bujanovic, Dept. of Mathematics,
* University of Zagreb, Croatia.
* June 2006.
* For more details see LAPACK Working Note 176.
*
* =====================================================================
*
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cgeqr2
USAGE:
tau, info, a = NumRu::Lapack.cgeqr2( m, a)
or
NumRu::Lapack.cgeqr2 # print help
FORTRAN MANUAL
SUBROUTINE CGEQR2( M, N, A, LDA, TAU, WORK, INFO )
* Purpose
* =======
*
* CGEQR2 computes a QR factorization of a complex m by n matrix A:
* A = Q * R.
*
* Arguments
* =========
*
* M (input) INTEGER
* The number of rows of the matrix A. M >= 0.
*
* N (input) INTEGER
* The number of columns of the matrix A. N >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the m by n matrix A.
* On exit, the elements on and above the diagonal of the array
* contain the min(m,n) by n upper trapezoidal matrix R (R is
* upper triangular if m >= n); the elements below the diagonal,
* with the array TAU, represent the unitary matrix Q as a
* product of elementary reflectors (see Further Details).
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* TAU (output) COMPLEX array, dimension (min(M,N))
* The scalar factors of the elementary reflectors (see Further
* Details).
*
* WORK (workspace) COMPLEX array, dimension (N)
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
*
* Further Details
* ===============
*
* The matrix Q is represented as a product of elementary reflectors
*
* Q = H(1) H(2) . . . H(k), where k = min(m,n).
*
* Each H(i) has the form
*
* H(i) = I - tau * v * v'
*
* where tau is a complex scalar, and v is a complex vector with
* v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
* and tau in TAU(i).
*
* =====================================================================
*
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cgeqrf
Computes a QR factorization of a general rectangular matrix.
USAGE:
tau, work, info, a = NumRu::Lapack.cgeqrf( m, a, lwork)
or
NumRu::Lapack.cgeqrf # print help
FORTRAN MANUAL
SUBROUTINE CGEQRF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
* Purpose
* =======
*
* CGEQRF computes a QR factorization of a complex M-by-N matrix A:
* A = Q * R.
*
* Arguments
* =========
*
* M (input) INTEGER
* The number of rows of the matrix A. M >= 0.
*
* N (input) INTEGER
* The number of columns of the matrix A. N >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the M-by-N matrix A.
* On exit, the elements on and above the diagonal of the array
* contain the min(M,N)-by-N upper trapezoidal matrix R (R is
* upper triangular if m >= n); the elements below the diagonal,
* with the array TAU, represent the unitary matrix Q as a
* product of min(m,n) elementary reflectors (see Further
* Details).
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* TAU (output) COMPLEX array, dimension (min(M,N))
* The scalar factors of the elementary reflectors (see Further
* Details).
*
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*
* LWORK (input) INTEGER
* The dimension of the array WORK. LWORK >= max(1,N).
* For optimum performance LWORK >= N*NB, where NB is
* the optimal blocksize.
*
* If LWORK = -1, then a workspace query is assumed; the routine
* only calculates the optimal size of the WORK array, returns
* this value as the first entry of the WORK array, and no error
* message related to LWORK is issued by XERBLA.
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
*
* Further Details
* ===============
*
* The matrix Q is represented as a product of elementary reflectors
*
* Q = H(1) H(2) . . . H(k), where k = min(m,n).
*
* Each H(i) has the form
*
* H(i) = I - tau * v * v'
*
* where tau is a complex scalar, and v is a complex vector with
* v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
* and tau in TAU(i).
*
* =====================================================================
*
* .. Local Scalars ..
LOGICAL LQUERY
INTEGER I, IB, IINFO, IWS, K, LDWORK, LWKOPT, NB,
$ NBMIN, NX
* ..
* .. External Subroutines ..
EXTERNAL CGEQR2, CLARFB, CLARFT, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC MAX, MIN
* ..
* .. External Functions ..
INTEGER ILAENV
EXTERNAL ILAENV
* ..
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cgerfs
Improves the computed solution to a general system of linearequations AX=B, A**T X=B or A**H X=B, and provides forward andbackward error bounds for the solution.
USAGE:
ferr, berr, info, x = NumRu::Lapack.cgerfs( trans, a, af, ipiv, b, x)
or
NumRu::Lapack.cgerfs # print help
FORTRAN MANUAL
SUBROUTINE CGERFS( TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO )
* Purpose
* =======
*
* CGERFS improves the computed solution to a system of linear
* equations and provides error bounds and backward error estimates for
* the solution.
*
* Arguments
* =========
*
* TRANS (input) CHARACTER*1
* Specifies the form of the system of equations:
* = 'N': A * X = B (No transpose)
* = 'T': A**T * X = B (Transpose)
* = 'C': A**H * X = B (Conjugate transpose)
*
* N (input) INTEGER
* The order of the matrix A. N >= 0.
*
* NRHS (input) INTEGER
* The number of right hand sides, i.e., the number of columns
* of the matrices B and X. NRHS >= 0.
*
* A (input) COMPLEX array, dimension (LDA,N)
* The original N-by-N matrix A.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,N).
*
* AF (input) COMPLEX array, dimension (LDAF,N)
* The factors L and U from the factorization A = P*L*U
* as computed by CGETRF.
*
* LDAF (input) INTEGER
* The leading dimension of the array AF. LDAF >= max(1,N).
*
* IPIV (input) INTEGER array, dimension (N)
* The pivot indices from CGETRF; for 1<=i<=N, row i of the
* matrix was interchanged with row IPIV(i).
*
* B (input) COMPLEX array, dimension (LDB,NRHS)
* The right hand side matrix B.
*
* LDB (input) INTEGER
* The leading dimension of the array B. LDB >= max(1,N).
*
* X (input/output) COMPLEX array, dimension (LDX,NRHS)
* On entry, the solution matrix X, as computed by CGETRS.
* On exit, the improved solution matrix X.
*
* LDX (input) INTEGER
* The leading dimension of the array X. LDX >= max(1,N).
*
* FERR (output) REAL array, dimension (NRHS)
* The estimated forward error bound for each solution vector
* X(j) (the j-th column of the solution matrix X).
* If XTRUE is the true solution corresponding to X(j), FERR(j)
* is an estimated upper bound for the magnitude of the largest
* element in (X(j) - XTRUE) divided by the magnitude of the
* largest element in X(j). The estimate is as reliable as
* the estimate for RCOND, and is almost always a slight
* overestimate of the true error.
*
* BERR (output) REAL array, dimension (NRHS)
* The componentwise relative backward error of each solution
* vector X(j) (i.e., the smallest relative change in
* any element of A or B that makes X(j) an exact solution).
*
* WORK (workspace) COMPLEX array, dimension (2*N)
*
* RWORK (workspace) REAL array, dimension (N)
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
*
* Internal Parameters
* ===================
*
* ITMAX is the maximum number of steps of iterative refinement.
*
* =====================================================================
*
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cgerq2
USAGE:
tau, info, a = NumRu::Lapack.cgerq2( a)
or
NumRu::Lapack.cgerq2 # print help
FORTRAN MANUAL
SUBROUTINE CGERQ2( M, N, A, LDA, TAU, WORK, INFO )
* Purpose
* =======
*
* CGERQ2 computes an RQ factorization of a complex m by n matrix A:
* A = R * Q.
*
* Arguments
* =========
*
* M (input) INTEGER
* The number of rows of the matrix A. M >= 0.
*
* N (input) INTEGER
* The number of columns of the matrix A. N >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the m by n matrix A.
* On exit, if m <= n, the upper triangle of the subarray
* A(1:m,n-m+1:n) contains the m by m upper triangular matrix R;
* if m >= n, the elements on and above the (m-n)-th subdiagonal
* contain the m by n upper trapezoidal matrix R; the remaining
* elements, with the array TAU, represent the unitary matrix
* Q as a product of elementary reflectors (see Further
* Details).
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* TAU (output) COMPLEX array, dimension (min(M,N))
* The scalar factors of the elementary reflectors (see Further
* Details).
*
* WORK (workspace) COMPLEX array, dimension (M)
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
*
* Further Details
* ===============
*
* The matrix Q is represented as a product of elementary reflectors
*
* Q = H(1)' H(2)' . . . H(k)', where k = min(m,n).
*
* Each H(i) has the form
*
* H(i) = I - tau * v * v'
*
* where tau is a complex scalar, and v is a complex vector with
* v(n-k+i+1:n) = 0 and v(n-k+i) = 1; conjg(v(1:n-k+i-1)) is stored on
* exit in A(m-k+i,1:n-k+i-1), and tau in TAU(i).
*
* =====================================================================
*
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cgerqf
Computes an RQ factorization of a general rectangular matrix.
USAGE:
tau, work, info, a = NumRu::Lapack.cgerqf( m, a, lwork)
or
NumRu::Lapack.cgerqf # print help
FORTRAN MANUAL
SUBROUTINE CGERQF( M, N, A, LDA, TAU, WORK, LWORK, INFO )
* Purpose
* =======
*
* CGERQF computes an RQ factorization of a complex M-by-N matrix A:
* A = R * Q.
*
* Arguments
* =========
*
* M (input) INTEGER
* The number of rows of the matrix A. M >= 0.
*
* N (input) INTEGER
* The number of columns of the matrix A. N >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the M-by-N matrix A.
* On exit,
* if m <= n, the upper triangle of the subarray
* A(1:m,n-m+1:n) contains the M-by-M upper triangular matrix R;
* if m >= n, the elements on and above the (m-n)-th subdiagonal
* contain the M-by-N upper trapezoidal matrix R;
* the remaining elements, with the array TAU, represent the
* unitary matrix Q as a product of min(m,n) elementary
* reflectors (see Further Details).
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* TAU (output) COMPLEX array, dimension (min(M,N))
* The scalar factors of the elementary reflectors (see Further
* Details).
*
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*
* LWORK (input) INTEGER
* The dimension of the array WORK. LWORK >= max(1,M).
* For optimum performance LWORK >= M*NB, where NB is
* the optimal blocksize.
*
* If LWORK = -1, then a workspace query is assumed; the routine
* only calculates the optimal size of the WORK array, returns
* this value as the first entry of the WORK array, and no error
* message related to LWORK is issued by XERBLA.
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
*
* Further Details
* ===============
*
* The matrix Q is represented as a product of elementary reflectors
*
* Q = H(1)' H(2)' . . . H(k)', where k = min(m,n).
*
* Each H(i) has the form
*
* H(i) = I - tau * v * v'
*
* where tau is a complex scalar, and v is a complex vector with
* v(n-k+i+1:n) = 0 and v(n-k+i) = 1; conjg(v(1:n-k+i-1)) is stored on
* exit in A(m-k+i,1:n-k+i-1), and tau in TAU(i).
*
* =====================================================================
*
* .. Local Scalars ..
LOGICAL LQUERY
INTEGER I, IB, IINFO, IWS, K, KI, KK, LDWORK, LWKOPT,
$ MU, NB, NBMIN, NU, NX
* ..
* .. External Subroutines ..
EXTERNAL CGERQ2, CLARFB, CLARFT, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC MAX, MIN
* ..
* .. External Functions ..
INTEGER ILAENV
EXTERNAL ILAENV
* ..
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cgesc2
USAGE:
scale, rhs = NumRu::Lapack.cgesc2( a, rhs, ipiv, jpiv)
or
NumRu::Lapack.cgesc2 # print help
FORTRAN MANUAL
SUBROUTINE CGESC2( N, A, LDA, RHS, IPIV, JPIV, SCALE )
* Purpose
* =======
*
* CGESC2 solves a system of linear equations
*
* A * X = scale* RHS
*
* with a general N-by-N matrix A using the LU factorization with
* complete pivoting computed by CGETC2.
*
*
* Arguments
* =========
*
* N (input) INTEGER
* The number of columns of the matrix A.
*
* A (input) COMPLEX array, dimension (LDA, N)
* On entry, the LU part of the factorization of the n-by-n
* matrix A computed by CGETC2: A = P * L * U * Q
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1, N).
*
* RHS (input/output) COMPLEX array, dimension N.
* On entry, the right hand side vector b.
* On exit, the solution vector X.
*
* IPIV (input) INTEGER array, dimension (N).
* The pivot indices; for 1 <= i <= N, row i of the
* matrix has been interchanged with row IPIV(i).
*
* JPIV (input) INTEGER array, dimension (N).
* The pivot indices; for 1 <= j <= N, column j of the
* matrix has been interchanged with column JPIV(j).
*
* SCALE (output) REAL
* On exit, SCALE contains the scale factor. SCALE is chosen
* 0 <= SCALE <= 1 to prevent owerflow in the solution.
*
* Further Details
* ===============
*
* Based on contributions by
* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
* Umea University, S-901 87 Umea, Sweden.
*
* =====================================================================
*
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cgesdd
Computes the singular value decomposition (SVD) of a generalrectangular matrix using divide-and-conquer.
USAGE:
s, u, vt, work, info, a = NumRu::Lapack.cgesdd( jobz, m, a, lwork)
or
NumRu::Lapack.cgesdd # print help
FORTRAN MANUAL
SUBROUTINE CGESDD( JOBZ, M, N, A, LDA, S, U, LDU, VT, LDVT, WORK, LWORK, RWORK, IWORK, INFO )
* Purpose
* =======
*
* CGESDD computes the singular value decomposition (SVD) of a complex
* M-by-N matrix A, optionally computing the left and/or right singular
* vectors, by using divide-and-conquer method. The SVD is written
*
* A = U * SIGMA * conjugate-transpose(V)
*
* where SIGMA is an M-by-N matrix which is zero except for its
* min(m,n) diagonal elements, U is an M-by-M unitary matrix, and
* V is an N-by-N unitary matrix. The diagonal elements of SIGMA
* are the singular values of A; they are real and non-negative, and
* are returned in descending order. The first min(m,n) columns of
* U and V are the left and right singular vectors of A.
*
* Note that the routine returns VT = V**H, not V.
*
* The divide and conquer algorithm makes very mild assumptions about
* floating point arithmetic. It will work on machines with a guard
* digit in add/subtract, or on those binary machines without guard
* digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
* Cray-2. It could conceivably fail on hexadecimal or decimal machines
* without guard digits, but we know of none.
*
* Arguments
* =========
*
* JOBZ (input) CHARACTER*1
* Specifies options for computing all or part of the matrix U:
* = 'A': all M columns of U and all N rows of V**H are
* returned in the arrays U and VT;
* = 'S': the first min(M,N) columns of U and the first
* min(M,N) rows of V**H are returned in the arrays U
* and VT;
* = 'O': If M >= N, the first N columns of U are overwritten
* in the array A and all rows of V**H are returned in
* the array VT;
* otherwise, all columns of U are returned in the
* array U and the first M rows of V**H are overwritten
* in the array A;
* = 'N': no columns of U or rows of V**H are computed.
*
* M (input) INTEGER
* The number of rows of the input matrix A. M >= 0.
*
* N (input) INTEGER
* The number of columns of the input matrix A. N >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the M-by-N matrix A.
* On exit,
* if JOBZ = 'O', A is overwritten with the first N columns
* of U (the left singular vectors, stored
* columnwise) if M >= N;
* A is overwritten with the first M rows
* of V**H (the right singular vectors, stored
* rowwise) otherwise.
* if JOBZ .ne. 'O', the contents of A are destroyed.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* S (output) REAL array, dimension (min(M,N))
* The singular values of A, sorted so that S(i) >= S(i+1).
*
* U (output) COMPLEX array, dimension (LDU,UCOL)
* UCOL = M if JOBZ = 'A' or JOBZ = 'O' and M < N;
* UCOL = min(M,N) if JOBZ = 'S'.
* If JOBZ = 'A' or JOBZ = 'O' and M < N, U contains the M-by-M
* unitary matrix U;
* if JOBZ = 'S', U contains the first min(M,N) columns of U
* (the left singular vectors, stored columnwise);
* if JOBZ = 'O' and M >= N, or JOBZ = 'N', U is not referenced.
*
* LDU (input) INTEGER
* The leading dimension of the array U. LDU >= 1; if
* JOBZ = 'S' or 'A' or JOBZ = 'O' and M < N, LDU >= M.
*
* VT (output) COMPLEX array, dimension (LDVT,N)
* If JOBZ = 'A' or JOBZ = 'O' and M >= N, VT contains the
* N-by-N unitary matrix V**H;
* if JOBZ = 'S', VT contains the first min(M,N) rows of
* V**H (the right singular vectors, stored rowwise);
* if JOBZ = 'O' and M < N, or JOBZ = 'N', VT is not referenced.
*
* LDVT (input) INTEGER
* The leading dimension of the array VT. LDVT >= 1; if
* JOBZ = 'A' or JOBZ = 'O' and M >= N, LDVT >= N;
* if JOBZ = 'S', LDVT >= min(M,N).
*
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*
* LWORK (input) INTEGER
* The dimension of the array WORK. LWORK >= 1.
* if JOBZ = 'N', LWORK >= 2*min(M,N)+max(M,N).
* if JOBZ = 'O',
* LWORK >= 2*min(M,N)*min(M,N)+2*min(M,N)+max(M,N).
* if JOBZ = 'S' or 'A',
* LWORK >= min(M,N)*min(M,N)+2*min(M,N)+max(M,N).
* For good performance, LWORK should generally be larger.
*
* If LWORK = -1, a workspace query is assumed. The optimal
* size for the WORK array is calculated and stored in WORK(1),
* and no other work except argument checking is performed.
*
* RWORK (workspace) REAL array, dimension (MAX(1,LRWORK))
* If JOBZ = 'N', LRWORK >= 5*min(M,N).
* Otherwise, LRWORK >= 5*min(M,N)*min(M,N) + 7*min(M,N)
*
* IWORK (workspace) INTEGER array, dimension (8*min(M,N))
*
* INFO (output) INTEGER
* = 0: successful exit.
* < 0: if INFO = -i, the i-th argument had an illegal value.
* > 0: The updating process of SBDSDC did not converge.
*
* Further Details
* ===============
*
* Based on contributions by
* Ming Gu and Huan Ren, Computer Science Division, University of
* California at Berkeley, USA
*
* =====================================================================
*
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cgesv
Solves a general system of linear equations AX=B.
USAGE:
ipiv, info, a, b = NumRu::Lapack.cgesv( a, b)
or
NumRu::Lapack.cgesv # print help
FORTRAN MANUAL
SUBROUTINE CGESV( N, NRHS, A, LDA, IPIV, B, LDB, INFO )
* Purpose
* =======
*
* CGESV computes the solution to a complex system of linear equations
* A * X = B,
* where A is an N-by-N matrix and X and B are N-by-NRHS matrices.
*
* The LU decomposition with partial pivoting and row interchanges is
* used to factor A as
* A = P * L * U,
* where P is a permutation matrix, L is unit lower triangular, and U is
* upper triangular. The factored form of A is then used to solve the
* system of equations A * X = B.
*
* Arguments
* =========
*
* N (input) INTEGER
* The number of linear equations, i.e., the order of the
* matrix A. N >= 0.
*
* NRHS (input) INTEGER
* The number of right hand sides, i.e., the number of columns
* of the matrix B. NRHS >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the N-by-N coefficient matrix A.
* On exit, the factors L and U from the factorization
* A = P*L*U; the unit diagonal elements of L are not stored.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,N).
*
* IPIV (output) INTEGER array, dimension (N)
* The pivot indices that define the permutation matrix P;
* row i of the matrix was interchanged with row IPIV(i).
*
* B (input/output) COMPLEX array, dimension (LDB,NRHS)
* On entry, the N-by-NRHS matrix of right hand side matrix B.
* On exit, if INFO = 0, the N-by-NRHS solution matrix X.
*
* LDB (input) INTEGER
* The leading dimension of the array B. LDB >= max(1,N).
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
* > 0: if INFO = i, U(i,i) is exactly zero. The factorization
* has been completed, but the factor U is exactly
* singular, so the solution could not be computed.
*
* =====================================================================
*
* .. External Subroutines ..
EXTERNAL CGETRF, CGETRS, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC MAX
* ..
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cgesvd
Computes the singular value decomposition (SVD) of a generalrectangular matrix.
USAGE:
s, u, vt, work, info, a = NumRu::Lapack.cgesvd( jobu, jobvt, m, a, lwork)
or
NumRu::Lapack.cgesvd # print help
FORTRAN MANUAL
SUBROUTINE CGESVD( JOBU, JOBVT, M, N, A, LDA, S, U, LDU, VT, LDVT, WORK, LWORK, RWORK, INFO )
* Purpose
* =======
*
* CGESVD computes the singular value decomposition (SVD) of a complex
* M-by-N matrix A, optionally computing the left and/or right singular
* vectors. The SVD is written
*
* A = U * SIGMA * conjugate-transpose(V)
*
* where SIGMA is an M-by-N matrix which is zero except for its
* min(m,n) diagonal elements, U is an M-by-M unitary matrix, and
* V is an N-by-N unitary matrix. The diagonal elements of SIGMA
* are the singular values of A; they are real and non-negative, and
* are returned in descending order. The first min(m,n) columns of
* U and V are the left and right singular vectors of A.
*
* Note that the routine returns V**H, not V.
*
* Arguments
* =========
*
* JOBU (input) CHARACTER*1
* Specifies options for computing all or part of the matrix U:
* = 'A': all M columns of U are returned in array U:
* = 'S': the first min(m,n) columns of U (the left singular
* vectors) are returned in the array U;
* = 'O': the first min(m,n) columns of U (the left singular
* vectors) are overwritten on the array A;
* = 'N': no columns of U (no left singular vectors) are
* computed.
*
* JOBVT (input) CHARACTER*1
* Specifies options for computing all or part of the matrix
* V**H:
* = 'A': all N rows of V**H are returned in the array VT;
* = 'S': the first min(m,n) rows of V**H (the right singular
* vectors) are returned in the array VT;
* = 'O': the first min(m,n) rows of V**H (the right singular
* vectors) are overwritten on the array A;
* = 'N': no rows of V**H (no right singular vectors) are
* computed.
*
* JOBVT and JOBU cannot both be 'O'.
*
* M (input) INTEGER
* The number of rows of the input matrix A. M >= 0.
*
* N (input) INTEGER
* The number of columns of the input matrix A. N >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the M-by-N matrix A.
* On exit,
* if JOBU = 'O', A is overwritten with the first min(m,n)
* columns of U (the left singular vectors,
* stored columnwise);
* if JOBVT = 'O', A is overwritten with the first min(m,n)
* rows of V**H (the right singular vectors,
* stored rowwise);
* if JOBU .ne. 'O' and JOBVT .ne. 'O', the contents of A
* are destroyed.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* S (output) REAL array, dimension (min(M,N))
* The singular values of A, sorted so that S(i) >= S(i+1).
*
* U (output) COMPLEX array, dimension (LDU,UCOL)
* (LDU,M) if JOBU = 'A' or (LDU,min(M,N)) if JOBU = 'S'.
* If JOBU = 'A', U contains the M-by-M unitary matrix U;
* if JOBU = 'S', U contains the first min(m,n) columns of U
* (the left singular vectors, stored columnwise);
* if JOBU = 'N' or 'O', U is not referenced.
*
* LDU (input) INTEGER
* The leading dimension of the array U. LDU >= 1; if
* JOBU = 'S' or 'A', LDU >= M.
*
* VT (output) COMPLEX array, dimension (LDVT,N)
* If JOBVT = 'A', VT contains the N-by-N unitary matrix
* V**H;
* if JOBVT = 'S', VT contains the first min(m,n) rows of
* V**H (the right singular vectors, stored rowwise);
* if JOBVT = 'N' or 'O', VT is not referenced.
*
* LDVT (input) INTEGER
* The leading dimension of the array VT. LDVT >= 1; if
* JOBVT = 'A', LDVT >= N; if JOBVT = 'S', LDVT >= min(M,N).
*
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*
* LWORK (input) INTEGER
* The dimension of the array WORK.
* LWORK >= MAX(1,2*MIN(M,N)+MAX(M,N)).
* For good performance, LWORK should generally be larger.
*
* If LWORK = -1, then a workspace query is assumed; the routine
* only calculates the optimal size of the WORK array, returns
* this value as the first entry of the WORK array, and no error
* message related to LWORK is issued by XERBLA.
*
* RWORK (workspace) REAL array, dimension (5*min(M,N))
* On exit, if INFO > 0, RWORK(1:MIN(M,N)-1) contains the
* unconverged superdiagonal elements of an upper bidiagonal
* matrix B whose diagonal is in S (not necessarily sorted).
* B satisfies A = U * B * VT, so it has the same singular
* values as A, and singular vectors related by U and VT.
*
* INFO (output) INTEGER
* = 0: successful exit.
* < 0: if INFO = -i, the i-th argument had an illegal value.
* > 0: if CBDSQR did not converge, INFO specifies how many
* superdiagonals of an intermediate bidiagonal form B
* did not converge to zero. See the description of RWORK
* above for details.
*
* =====================================================================
*
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cgesvx
Solves a general system of linear equations AX=B, A**T X=Bor A**H X=B, and provides an estimate of the condition numberand error bounds on the solution.
USAGE:
x, rcond, ferr, berr, rwork, info, a, af, ipiv, equed, r, c, b = NumRu::Lapack.cgesvx( fact, trans, a, af, ipiv, equed, r, c, b)
or
NumRu::Lapack.cgesvx # print help
FORTRAN MANUAL
SUBROUTINE CGESVX( FACT, TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV, EQUED, R, C, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, RWORK, INFO )
* Purpose
* =======
*
* CGESVX uses the LU factorization to compute the solution to a complex
* system of linear equations
* A * X = B,
* where A is an N-by-N matrix and X and B are N-by-NRHS matrices.
*
* Error bounds on the solution and a condition estimate are also
* provided.
*
* Description
* ===========
*
* The following steps are performed:
*
* 1. If FACT = 'E', real scaling factors are computed to equilibrate
* the system:
* TRANS = 'N': diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B
* TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B
* TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B
* Whether or not the system will be equilibrated depends on the
* scaling of the matrix A, but if equilibration is used, A is
* overwritten by diag(R)*A*diag(C) and B by diag(R)*B (if TRANS='N')
* or diag(C)*B (if TRANS = 'T' or 'C').
*
* 2. If FACT = 'N' or 'E', the LU decomposition is used to factor the
* matrix A (after equilibration if FACT = 'E') as
* A = P * L * U,
* where P is a permutation matrix, L is a unit lower triangular
* matrix, and U is upper triangular.
*
* 3. If some U(i,i)=0, so that U is exactly singular, then the routine
* returns with INFO = i. Otherwise, the factored form of A is used
* to estimate the condition number of the matrix A. If the
* reciprocal of the condition number is less than machine precision,
* INFO = N+1 is returned as a warning, but the routine still goes on
* to solve for X and compute error bounds as described below.
*
* 4. The system of equations is solved for X using the factored form
* of A.
*
* 5. Iterative refinement is applied to improve the computed solution
* matrix and calculate error bounds and backward error estimates
* for it.
*
* 6. If equilibration was used, the matrix X is premultiplied by
* diag(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') so
* that it solves the original system before equilibration.
*
* Arguments
* =========
*
* FACT (input) CHARACTER*1
* Specifies whether or not the factored form of the matrix A is
* supplied on entry, and if not, whether the matrix A should be
* equilibrated before it is factored.
* = 'F': On entry, AF and IPIV contain the factored form of A.
* If EQUED is not 'N', the matrix A has been
* equilibrated with scaling factors given by R and C.
* A, AF, and IPIV are not modified.
* = 'N': The matrix A will be copied to AF and factored.
* = 'E': The matrix A will be equilibrated if necessary, then
* copied to AF and factored.
*
* TRANS (input) CHARACTER*1
* Specifies the form of the system of equations:
* = 'N': A * X = B (No transpose)
* = 'T': A**T * X = B (Transpose)
* = 'C': A**H * X = B (Conjugate transpose)
*
* N (input) INTEGER
* The number of linear equations, i.e., the order of the
* matrix A. N >= 0.
*
* NRHS (input) INTEGER
* The number of right hand sides, i.e., the number of columns
* of the matrices B and X. NRHS >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the N-by-N matrix A. If FACT = 'F' and EQUED is
* not 'N', then A must have been equilibrated by the scaling
* factors in R and/or C. A is not modified if FACT = 'F' or
* 'N', or if FACT = 'E' and EQUED = 'N' on exit.
*
* On exit, if EQUED .ne. 'N', A is scaled as follows:
* EQUED = 'R': A := diag(R) * A
* EQUED = 'C': A := A * diag(C)
* EQUED = 'B': A := diag(R) * A * diag(C).
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,N).
*
* AF (input or output) COMPLEX array, dimension (LDAF,N)
* If FACT = 'F', then AF is an input argument and on entry
* contains the factors L and U from the factorization
* A = P*L*U as computed by CGETRF. If EQUED .ne. 'N', then
* AF is the factored form of the equilibrated matrix A.
*
* If FACT = 'N', then AF is an output argument and on exit
* returns the factors L and U from the factorization A = P*L*U
* of the original matrix A.
*
* If FACT = 'E', then AF is an output argument and on exit
* returns the factors L and U from the factorization A = P*L*U
* of the equilibrated matrix A (see the description of A for
* the form of the equilibrated matrix).
*
* LDAF (input) INTEGER
* The leading dimension of the array AF. LDAF >= max(1,N).
*
* IPIV (input or output) INTEGER array, dimension (N)
* If FACT = 'F', then IPIV is an input argument and on entry
* contains the pivot indices from the factorization A = P*L*U
* as computed by CGETRF; row i of the matrix was interchanged
* with row IPIV(i).
*
* If FACT = 'N', then IPIV is an output argument and on exit
* contains the pivot indices from the factorization A = P*L*U
* of the original matrix A.
*
* If FACT = 'E', then IPIV is an output argument and on exit
* contains the pivot indices from the factorization A = P*L*U
* of the equilibrated matrix A.
*
* EQUED (input or output) CHARACTER*1
* Specifies the form of equilibration that was done.
* = 'N': No equilibration (always true if FACT = 'N').
* = 'R': Row equilibration, i.e., A has been premultiplied by
* diag(R).
* = 'C': Column equilibration, i.e., A has been postmultiplied
* by diag(C).
* = 'B': Both row and column equilibration, i.e., A has been
* replaced by diag(R) * A * diag(C).
* EQUED is an input argument if FACT = 'F'; otherwise, it is an
* output argument.
*
* R (input or output) REAL array, dimension (N)
* The row scale factors for A. If EQUED = 'R' or 'B', A is
* multiplied on the left by diag(R); if EQUED = 'N' or 'C', R
* is not accessed. R is an input argument if FACT = 'F';
* otherwise, R is an output argument. If FACT = 'F' and
* EQUED = 'R' or 'B', each element of R must be positive.
*
* C (input or output) REAL array, dimension (N)
* The column scale factors for A. If EQUED = 'C' or 'B', A is
* multiplied on the right by diag(C); if EQUED = 'N' or 'R', C
* is not accessed. C is an input argument if FACT = 'F';
* otherwise, C is an output argument. If FACT = 'F' and
* EQUED = 'C' or 'B', each element of C must be positive.
*
* B (input/output) COMPLEX array, dimension (LDB,NRHS)
* On entry, the N-by-NRHS right hand side matrix B.
* On exit,
* if EQUED = 'N', B is not modified;
* if TRANS = 'N' and EQUED = 'R' or 'B', B is overwritten by
* diag(R)*B;
* if TRANS = 'T' or 'C' and EQUED = 'C' or 'B', B is
* overwritten by diag(C)*B.
*
* LDB (input) INTEGER
* The leading dimension of the array B. LDB >= max(1,N).
*
* X (output) COMPLEX array, dimension (LDX,NRHS)
* If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X
* to the original system of equations. Note that A and B are
* modified on exit if EQUED .ne. 'N', and the solution to the
* equilibrated system is inv(diag(C))*X if TRANS = 'N' and
* EQUED = 'C' or 'B', or inv(diag(R))*X if TRANS = 'T' or 'C'
* and EQUED = 'R' or 'B'.
*
* LDX (input) INTEGER
* The leading dimension of the array X. LDX >= max(1,N).
*
* RCOND (output) REAL
* The estimate of the reciprocal condition number of the matrix
* A after equilibration (if done). If RCOND is less than the
* machine precision (in particular, if RCOND = 0), the matrix
* is singular to working precision. This condition is
* indicated by a return code of INFO > 0.
*
* FERR (output) REAL array, dimension (NRHS)
* The estimated forward error bound for each solution vector
* X(j) (the j-th column of the solution matrix X).
* If XTRUE is the true solution corresponding to X(j), FERR(j)
* is an estimated upper bound for the magnitude of the largest
* element in (X(j) - XTRUE) divided by the magnitude of the
* largest element in X(j). The estimate is as reliable as
* the estimate for RCOND, and is almost always a slight
* overestimate of the true error.
*
* BERR (output) REAL array, dimension (NRHS)
* The componentwise relative backward error of each solution
* vector X(j) (i.e., the smallest relative change in
* any element of A or B that makes X(j) an exact solution).
*
* WORK (workspace) COMPLEX array, dimension (2*N)
*
* RWORK (workspace/output) REAL array, dimension (2*N)
* On exit, RWORK(1) contains the reciprocal pivot growth
* factor norm(A)/norm(U). The "max absolute element" norm is
* used. If RWORK(1) is much less than 1, then the stability
* of the LU factorization of the (equilibrated) matrix A
* could be poor. This also means that the solution X, condition
* estimator RCOND, and forward error bound FERR could be
* unreliable. If factorization fails with 0 0: if INFO = i, and i is
* <= N: U(i,i) is exactly zero. The factorization has
* been completed, but the factor U is exactly
* singular, so the solution and error bounds
* could not be computed. RCOND = 0 is returned.
* = N+1: U is nonsingular, but RCOND is less than machine
* precision, meaning that the matrix is singular
* to working precision. Nevertheless, the
* solution and error bounds are computed because
* there are a number of situations where the
* computed solution can be more accurate than the
* value of RCOND would suggest.
*
* =====================================================================
*
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cgetc2
USAGE:
ipiv, jpiv, info, a = NumRu::Lapack.cgetc2( a)
or
NumRu::Lapack.cgetc2 # print help
FORTRAN MANUAL
SUBROUTINE CGETC2( N, A, LDA, IPIV, JPIV, INFO )
* Purpose
* =======
*
* CGETC2 computes an LU factorization, using complete pivoting, of the
* n-by-n matrix A. The factorization has the form A = P * L * U * Q,
* where P and Q are permutation matrices, L is lower triangular with
* unit diagonal elements and U is upper triangular.
*
* This is a level 1 BLAS version of the algorithm.
*
* Arguments
* =========
*
* N (input) INTEGER
* The order of the matrix A. N >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA, N)
* On entry, the n-by-n matrix to be factored.
* On exit, the factors L and U from the factorization
* A = P*L*U*Q; the unit diagonal elements of L are not stored.
* If U(k, k) appears to be less than SMIN, U(k, k) is given the
* value of SMIN, giving a nonsingular perturbed system.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1, N).
*
* IPIV (output) INTEGER array, dimension (N).
* The pivot indices; for 1 <= i <= N, row i of the
* matrix has been interchanged with row IPIV(i).
*
* JPIV (output) INTEGER array, dimension (N).
* The pivot indices; for 1 <= j <= N, column j of the
* matrix has been interchanged with column JPIV(j).
*
* INFO (output) INTEGER
* = 0: successful exit
* > 0: if INFO = k, U(k, k) is likely to produce overflow if
* one tries to solve for x in Ax = b. So U is perturbed
* to avoid the overflow.
*
* Further Details
* ===============
*
* Based on contributions by
* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
* Umea University, S-901 87 Umea, Sweden.
*
* =====================================================================
*
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cgetf2
USAGE:
ipiv, info, a = NumRu::Lapack.cgetf2( m, a)
or
NumRu::Lapack.cgetf2 # print help
FORTRAN MANUAL
SUBROUTINE CGETF2( M, N, A, LDA, IPIV, INFO )
* Purpose
* =======
*
* CGETF2 computes an LU factorization of a general m-by-n matrix A
* using partial pivoting with row interchanges.
*
* The factorization has the form
* A = P * L * U
* where P is a permutation matrix, L is lower triangular with unit
* diagonal elements (lower trapezoidal if m > n), and U is upper
* triangular (upper trapezoidal if m < n).
*
* This is the right-looking Level 2 BLAS version of the algorithm.
*
* Arguments
* =========
*
* M (input) INTEGER
* The number of rows of the matrix A. M >= 0.
*
* N (input) INTEGER
* The number of columns of the matrix A. N >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the m by n matrix to be factored.
* On exit, the factors L and U from the factorization
* A = P*L*U; the unit diagonal elements of L are not stored.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* IPIV (output) INTEGER array, dimension (min(M,N))
* The pivot indices; for 1 <= i <= min(M,N), row i of the
* matrix was interchanged with row IPIV(i).
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -k, the k-th argument had an illegal value
* > 0: if INFO = k, U(k,k) is exactly zero. The factorization
* has been completed, but the factor U is exactly
* singular, and division by zero will occur if it is used
* to solve a system of equations.
*
* =====================================================================
*
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cgetrf
Computes an LU factorization of a general matrix, using partialpivoting with row interchanges.
USAGE:
ipiv, info, a = NumRu::Lapack.cgetrf( m, a)
or
NumRu::Lapack.cgetrf # print help
FORTRAN MANUAL
SUBROUTINE CGETRF( M, N, A, LDA, IPIV, INFO )
* Purpose
* =======
*
* CGETRF computes an LU factorization of a general M-by-N matrix A
* using partial pivoting with row interchanges.
*
* The factorization has the form
* A = P * L * U
* where P is a permutation matrix, L is lower triangular with unit
* diagonal elements (lower trapezoidal if m > n), and U is upper
* triangular (upper trapezoidal if m < n).
*
* This is the right-looking Level 3 BLAS version of the algorithm.
*
* Arguments
* =========
*
* M (input) INTEGER
* The number of rows of the matrix A. M >= 0.
*
* N (input) INTEGER
* The number of columns of the matrix A. N >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the M-by-N matrix to be factored.
* On exit, the factors L and U from the factorization
* A = P*L*U; the unit diagonal elements of L are not stored.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* IPIV (output) INTEGER array, dimension (min(M,N))
* The pivot indices; for 1 <= i <= min(M,N), row i of the
* matrix was interchanged with row IPIV(i).
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
* > 0: if INFO = i, U(i,i) is exactly zero. The factorization
* has been completed, but the factor U is exactly
* singular, and division by zero will occur if it is used
* to solve a system of equations.
*
* =====================================================================
*
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cgetri
Computes the inverse of a general matrix, using the LU factorizationcomputed by CGETRF.
USAGE:
work, info, a = NumRu::Lapack.cgetri( a, ipiv, lwork)
or
NumRu::Lapack.cgetri # print help
FORTRAN MANUAL
SUBROUTINE CGETRI( N, A, LDA, IPIV, WORK, LWORK, INFO )
* Purpose
* =======
*
* CGETRI computes the inverse of a matrix using the LU factorization
* computed by CGETRF.
*
* This method inverts U and then computes inv(A) by solving the system
* inv(A)*L = inv(U) for inv(A).
*
* Arguments
* =========
*
* N (input) INTEGER
* The order of the matrix A. N >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the factors L and U from the factorization
* A = P*L*U as computed by CGETRF.
* On exit, if INFO = 0, the inverse of the original matrix A.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,N).
*
* IPIV (input) INTEGER array, dimension (N)
* The pivot indices from CGETRF; for 1<=i<=N, row i of the
* matrix was interchanged with row IPIV(i).
*
* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
* On exit, if INFO=0, then WORK(1) returns the optimal LWORK.
*
* LWORK (input) INTEGER
* The dimension of the array WORK. LWORK >= max(1,N).
* For optimal performance LWORK >= N*NB, where NB is
* the optimal blocksize returned by ILAENV.
*
* If LWORK = -1, then a workspace query is assumed; the routine
* only calculates the optimal size of the WORK array, returns
* this value as the first entry of the WORK array, and no error
* message related to LWORK is issued by XERBLA.
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
* > 0: if INFO = i, U(i,i) is exactly zero; the matrix is
* singular and its inverse could not be computed.
*
* =====================================================================
*
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cgetrs
Solves a general system of linear equations AX=B, A**T X=Bor A**H X=B, using the LU factorization computed by CGETRF.
USAGE:
info, b = NumRu::Lapack.cgetrs( trans, a, ipiv, b)
or
NumRu::Lapack.cgetrs # print help
FORTRAN MANUAL
SUBROUTINE CGETRS( TRANS, N, NRHS, A, LDA, IPIV, B, LDB, INFO )
* Purpose
* =======
*
* CGETRS solves a system of linear equations
* A * X = B, A**T * X = B, or A**H * X = B
* with a general N-by-N matrix A using the LU factorization computed
* by CGETRF.
*
* Arguments
* =========
*
* TRANS (input) CHARACTER*1
* Specifies the form of the system of equations:
* = 'N': A * X = B (No transpose)
* = 'T': A**T * X = B (Transpose)
* = 'C': A**H * X = B (Conjugate transpose)
*
* N (input) INTEGER
* The order of the matrix A. N >= 0.
*
* NRHS (input) INTEGER
* The number of right hand sides, i.e., the number of columns
* of the matrix B. NRHS >= 0.
*
* A (input) COMPLEX array, dimension (LDA,N)
* The factors L and U from the factorization A = P*L*U
* as computed by CGETRF.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,N).
*
* IPIV (input) INTEGER array, dimension (N)
* The pivot indices from CGETRF; for 1<=i<=N, row i of the
* matrix was interchanged with row IPIV(i).
*
* B (input/output) COMPLEX array, dimension (LDB,NRHS)
* On entry, the right hand side matrix B.
* On exit, the solution matrix X.
*
* LDB (input) INTEGER
* The leading dimension of the array B. LDB >= max(1,N).
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
*
* =====================================================================
*
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