Provided by: liblapack-doc_3.7.1-4ubuntu1_all 
NAME
complexSYcomputational
SYNOPSIS
Functions
subroutine cla_syamv (UPLO, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY)
CLA_SYAMV computes a matrix-vector product using a symmetric indefinite matrix to
calculate error bounds.
real function cla_syrcond_c (UPLO, N, A, LDA, AF, LDAF, IPIV, C, CAPPLY, INFO, WORK,
RWORK)
CLA_SYRCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) for
symmetric indefinite matrices.
real function cla_syrcond_x (UPLO, N, A, LDA, AF, LDAF, IPIV, X, INFO, WORK, RWORK)
CLA_SYRCOND_X computes the infinity norm condition number of op(A)*diag(x) for
symmetric indefinite matrices.
subroutine cla_syrfsx_extended (PREC_TYPE, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, COLEQU,
C, B, LDB, Y, LDY, BERR_OUT, N_NORMS, ERR_BNDS_NORM, ERR_BNDS_COMP, RES, AYB, DY,
Y_TAIL, RCOND, ITHRESH, RTHRESH, DZ_UB, IGNORE_CWISE, INFO)
CLA_SYRFSX_EXTENDED improves the computed solution to a system of linear equations for
symmetric indefinite matrices by performing extra-precise iterative refinement and
provides error bounds and backward error estimates for the solution.
real function cla_syrpvgrw (UPLO, N, INFO, A, LDA, AF, LDAF, IPIV, WORK)
CLA_SYRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a
symmetric indefinite matrix.
subroutine clahef_aa (UPLO, J1, M, NB, A, LDA, IPIV, H, LDH, WORK)
CLAHEF_AA
subroutine clasyf (UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO)
CLASYF computes a partial factorization of a complex symmetric matrix using the Bunch-
Kaufman diagonal pivoting method.
subroutine clasyf_aa (UPLO, J1, M, NB, A, LDA, IPIV, H, LDH, WORK)
CLASYF_AA
subroutine clasyf_rk (UPLO, N, NB, KB, A, LDA, E, IPIV, W, LDW, INFO)
CLASYF_RK computes a partial factorization of a complex symmetric indefinite matrix
using bounded Bunch-Kaufman (rook) diagonal pivoting method.
subroutine clasyf_rook (UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO)
CLASYF_ROOK computes a partial factorization of a complex symmetric matrix using the
bounded Bunch-Kaufman ('rook') diagonal pivoting method.
subroutine csycon (UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK, INFO)
CSYCON
subroutine csycon_3 (UPLO, N, A, LDA, E, IPIV, ANORM, RCOND, WORK, INFO)
CSYCON_3
subroutine csycon_rook (UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK, INFO)
CSYCON_ROOK
subroutine csyconv (UPLO, WAY, N, A, LDA, IPIV, E, INFO)
CSYCONV
subroutine csyconvf (UPLO, WAY, N, A, LDA, E, IPIV, INFO)
CSYCONVF
subroutine csyconvf_rook (UPLO, WAY, N, A, LDA, E, IPIV, INFO)
CSYCONVF_ROOK
subroutine csyequb (UPLO, N, A, LDA, S, SCOND, AMAX, WORK, INFO)
CSYEQUB
subroutine csyrfs (UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, FERR, BERR,
WORK, RWORK, INFO)
CSYRFS
subroutine csyrfsx (UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, IPIV, S, B, LDB, X, LDX,
RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK,
INFO)
CSYRFSX
subroutine csytf2 (UPLO, N, A, LDA, IPIV, INFO)
CSYTF2 computes the factorization of a real symmetric indefinite matrix, using the
diagonal pivoting method (unblocked algorithm).
subroutine csytf2_rk (UPLO, N, A, LDA, E, IPIV, INFO)
CSYTF2_RK computes the factorization of a complex symmetric indefinite matrix using
the bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS2 unblocked algorithm).
subroutine csytf2_rook (UPLO, N, A, LDA, IPIV, INFO)
CSYTF2_ROOK computes the factorization of a complex symmetric indefinite matrix using
the bounded Bunch-Kaufman ('rook') diagonal pivoting method (unblocked algorithm).
subroutine csytrf (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)
CSYTRF
subroutine csytrf_aa (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)
CSYTRF_AA
subroutine csytrf_rk (UPLO, N, A, LDA, E, IPIV, WORK, LWORK, INFO)
CSYTRF_RK computes the factorization of a complex symmetric indefinite matrix using
the bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS3 blocked algorithm).
subroutine csytrf_rook (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)
CSYTRF_ROOK
subroutine csytri (UPLO, N, A, LDA, IPIV, WORK, INFO)
CSYTRI
subroutine csytri2 (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)
CSYTRI2
subroutine csytri2x (UPLO, N, A, LDA, IPIV, WORK, NB, INFO)
CSYTRI2X
subroutine csytri_3 (UPLO, N, A, LDA, E, IPIV, WORK, LWORK, INFO)
CSYTRI_3
subroutine csytri_3x (UPLO, N, A, LDA, E, IPIV, WORK, NB, INFO)
CSYTRI_3X
subroutine csytri_rook (UPLO, N, A, LDA, IPIV, WORK, INFO)
CSYTRI_ROOK
subroutine csytrs (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO)
CSYTRS
subroutine csytrs2 (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, INFO)
CSYTRS2
subroutine csytrs_3 (UPLO, N, NRHS, A, LDA, E, IPIV, B, LDB, INFO)
CSYTRS_3
subroutine csytrs_aa (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK, INFO)
CSYTRS_AA
subroutine csytrs_rook (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO)
CSYTRS_ROOK
subroutine ctgsyl (TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D, LDD, E, LDE, F, LDF,
SCALE, DIF, WORK, LWORK, IWORK, INFO)
CTGSYL
subroutine ctrsyl (TRANA, TRANB, ISGN, M, N, A, LDA, B, LDB, C, LDC, SCALE, INFO)
CTRSYL
Detailed Description
This is the group of complex computational functions for SY matrices
Function Documentation
subroutine cla_syamv (integer UPLO, integer N, real ALPHA, complex, dimension( lda, * ) A,
integer LDA, complex, dimension( * ) X, integer INCX, real BETA, real, dimension( * ) Y,
integer INCY)
CLA_SYAMV computes a matrix-vector product using a symmetric indefinite matrix to
calculate error bounds.
Purpose:
CLA_SYAMV performs the matrix-vector operation
y := alpha*abs(A)*abs(x) + beta*abs(y),
where alpha and beta are scalars, x and y are vectors and A is an
n by n symmetric matrix.
This function is primarily used in calculating error bounds.
To protect against underflow during evaluation, components in
the resulting vector are perturbed away from zero by (N+1)
times the underflow threshold. To prevent unnecessarily large
errors for block-structure embedded in general matrices,
"symbolically" zero components are not perturbed. A zero
entry is considered "symbolic" if all multiplications involved
in computing that entry have at least one zero multiplicand.
Parameters:
UPLO
UPLO is INTEGER
On entry, UPLO specifies whether the upper or lower
triangular part of the array A is to be referenced as
follows:
UPLO = BLAS_UPPER Only the upper triangular part of A
is to be referenced.
UPLO = BLAS_LOWER Only the lower triangular part of A
is to be referenced.
Unchanged on exit.
N
N is INTEGER
On entry, N specifies the number of columns of the matrix A.
N must be at least zero.
Unchanged on exit.
ALPHA
ALPHA is REAL .
On entry, ALPHA specifies the scalar alpha.
Unchanged on exit.
A
A is COMPLEX array, dimension ( LDA, n ).
Before entry, the leading m by n part of the array A must
contain the matrix of coefficients.
Unchanged on exit.
LDA
LDA is INTEGER
On entry, LDA specifies the first dimension of A as declared
in the calling (sub) program. LDA must be at least
max( 1, n ).
Unchanged on exit.
X
X is COMPLEX array, dimension
( 1 + ( n - 1 )*abs( INCX ) )
Before entry, the incremented array X must contain the
vector x.
Unchanged on exit.
INCX
INCX is INTEGER
On entry, INCX specifies the increment for the elements of
X. INCX must not be zero.
Unchanged on exit.
BETA
BETA is REAL .
On entry, BETA specifies the scalar beta. When BETA is
supplied as zero then Y need not be set on input.
Unchanged on exit.
Y
Y is REAL array, dimension
( 1 + ( n - 1 )*abs( INCY ) )
Before entry with BETA non-zero, the incremented array Y
must contain the vector y. On exit, Y is overwritten by the
updated vector y.
INCY
INCY is INTEGER
On entry, INCY specifies the increment for the elements of
Y. INCY must not be zero.
Unchanged on exit.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2017
Further Details:
Level 2 Blas routine.
-- Written on 22-October-1986.
Jack Dongarra, Argonne National Lab.
Jeremy Du Croz, Nag Central Office.
Sven Hammarling, Nag Central Office.
Richard Hanson, Sandia National Labs.
-- Modified for the absolute-value product, April 2006
Jason Riedy, UC Berkeley
real function cla_syrcond_c (character UPLO, integer N, complex, dimension( lda, * ) A,
integer LDA, complex, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV,
real, dimension( * ) C, logical CAPPLY, integer INFO, complex, dimension( * ) WORK, real,
dimension( * ) RWORK)
CLA_SYRCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) for
symmetric indefinite matrices.
Purpose:
CLA_SYRCOND_C Computes the infinity norm condition number of
op(A) * inv(diag(C)) where C is a REAL vector.
Parameters:
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The number of linear equations, i.e., the order of the
matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the N-by-N matrix A
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
AF
AF is COMPLEX array, dimension (LDAF,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by CSYTRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CSYTRF.
C
C is REAL array, dimension (N)
The vector C in the formula op(A) * inv(diag(C)).
CAPPLY
CAPPLY is LOGICAL
If .TRUE. then access the vector C in the formula above.
INFO
INFO is INTEGER
= 0: Successful exit.
i > 0: The ith argument is invalid.
WORK
WORK is COMPLEX array, dimension (2*N).
Workspace.
RWORK
RWORK is REAL array, dimension (N).
Workspace.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
real function cla_syrcond_x (character UPLO, integer N, complex, dimension( lda, * ) A,
integer LDA, complex, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV,
complex, dimension( * ) X, integer INFO, complex, dimension( * ) WORK, real, dimension( *
) RWORK)
CLA_SYRCOND_X computes the infinity norm condition number of op(A)*diag(x) for symmetric
indefinite matrices.
Purpose:
CLA_SYRCOND_X Computes the infinity norm condition number of
op(A) * diag(X) where X is a COMPLEX vector.
Parameters:
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The number of linear equations, i.e., the order of the
matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the N-by-N matrix A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
AF
AF is COMPLEX array, dimension (LDAF,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by CSYTRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CSYTRF.
X
X is COMPLEX array, dimension (N)
The vector X in the formula op(A) * diag(X).
INFO
INFO is INTEGER
= 0: Successful exit.
i > 0: The ith argument is invalid.
WORK
WORK is COMPLEX array, dimension (2*N).
Workspace.
RWORK
RWORK is REAL array, dimension (N).
Workspace.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine cla_syrfsx_extended (integer PREC_TYPE, character UPLO, integer N, integer NRHS,
complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldaf, * ) AF, integer
LDAF, integer, dimension( * ) IPIV, logical COLEQU, real, dimension( * ) C, complex,
dimension( ldb, * ) B, integer LDB, complex, dimension( ldy, * ) Y, integer LDY, real,
dimension( * ) BERR_OUT, integer N_NORMS, real, dimension( nrhs, * ) ERR_BNDS_NORM, real,
dimension( nrhs, * ) ERR_BNDS_COMP, complex, dimension( * ) RES, real, dimension( * ) AYB,
complex, dimension( * ) DY, complex, dimension( * ) Y_TAIL, real RCOND, integer ITHRESH,
real RTHRESH, real DZ_UB, logical IGNORE_CWISE, integer INFO)
CLA_SYRFSX_EXTENDED improves the computed solution to a system of linear equations for
symmetric indefinite matrices by performing extra-precise iterative refinement and
provides error bounds and backward error estimates for the solution.
Purpose:
CLA_SYRFSX_EXTENDED improves the computed solution to a system of
linear equations by performing extra-precise iterative refinement
and provides error bounds and backward error estimates for the solution.
This subroutine is called by CSYRFSX to perform iterative refinement.
In addition to normwise error bound, the code provides maximum
componentwise error bound if possible. See comments for ERR_BNDS_NORM
and ERR_BNDS_COMP for details of the error bounds. Note that this
subroutine is only resonsible for setting the second fields of
ERR_BNDS_NORM and ERR_BNDS_COMP.
Parameters:
PREC_TYPE
PREC_TYPE is INTEGER
Specifies the intermediate precision to be used in refinement.
The value is defined by ILAPREC(P) where P is a CHARACTER and
P = 'S': Single
= 'D': Double
= 'I': Indigenous
= 'X', 'E': Extra
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The number of linear equations, i.e., the order of the
matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right-hand-sides, i.e., the number of columns of the
matrix B.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the N-by-N matrix A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
AF
AF is COMPLEX array, dimension (LDAF,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by CSYTRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CSYTRF.
COLEQU
COLEQU is LOGICAL
If .TRUE. then column equilibration was done to A before calling
this routine. This is needed to compute the solution and error
bounds correctly.
C
C is REAL array, dimension (N)
The column scale factors for A. If COLEQU = .FALSE., C
is not accessed. If C is input, each element of C should be a power
of the radix to ensure a reliable solution and error estimates.
Scaling by powers of the radix does not cause rounding errors unless
the result underflows or overflows. Rounding errors during scaling
lead to refining with a matrix that is not equivalent to the
input matrix, producing error estimates that may not be
reliable.
B
B is COMPLEX array, dimension (LDB,NRHS)
The right-hand-side matrix B.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
Y
Y is COMPLEX array, dimension (LDY,NRHS)
On entry, the solution matrix X, as computed by CSYTRS.
On exit, the improved solution matrix Y.
LDY
LDY is INTEGER
The leading dimension of the array Y. LDY >= max(1,N).
BERR_OUT
BERR_OUT is REAL array, dimension (NRHS)
On exit, BERR_OUT(j) contains the componentwise relative backward
error for right-hand-side j from the formula
max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
where abs(Z) is the componentwise absolute value of the matrix
or vector Z. This is computed by CLA_LIN_BERR.
N_NORMS
N_NORMS is INTEGER
Determines which error bounds to return (see ERR_BNDS_NORM
and ERR_BNDS_COMP).
If N_NORMS >= 1 return normwise error bounds.
If N_NORMS >= 2 return componentwise error bounds.
ERR_BNDS_NORM
ERR_BNDS_NORM is REAL array, dimension (NRHS, N_ERR_BNDS)
For each right-hand side, this array contains information about
various error bounds and condition numbers corresponding to the
normwise relative error, which is defined as follows:
Normwise relative error in the ith solution vector:
max_j (abs(XTRUE(j,i) - X(j,i)))
------------------------------
max_j abs(X(j,i))
The array is indexed by the type of error information as described
below. There currently are up to three pieces of information
returned.
The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
right-hand side.
The second index in ERR_BNDS_NORM(:,err) contains the following
three fields:
err = 1 "Trust/don't trust" boolean. Trust the answer if the
reciprocal condition number is less than the threshold
sqrt(n) * slamch('Epsilon').
err = 2 "Guaranteed" error bound: The estimated forward error,
almost certainly within a factor of 10 of the true error
so long as the next entry is greater than the threshold
sqrt(n) * slamch('Epsilon'). This error bound should only
be trusted if the previous boolean is true.
err = 3 Reciprocal condition number: Estimated normwise
reciprocal condition number. Compared with the threshold
sqrt(n) * slamch('Epsilon') to determine if the error
estimate is "guaranteed". These reciprocal condition
numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
appropriately scaled matrix Z.
Let Z = S*A, where S scales each row by a power of the
radix so all absolute row sums of Z are approximately 1.
This subroutine is only responsible for setting the second field
above.
See Lapack Working Note 165 for further details and extra
cautions.
ERR_BNDS_COMP
ERR_BNDS_COMP is REAL array, dimension (NRHS, N_ERR_BNDS)
For each right-hand side, this array contains information about
various error bounds and condition numbers corresponding to the
componentwise relative error, which is defined as follows:
Componentwise relative error in the ith solution vector:
abs(XTRUE(j,i) - X(j,i))
max_j ----------------------
abs(X(j,i))
The array is indexed by the right-hand side i (on which the
componentwise relative error depends), and the type of error
information as described below. There currently are up to three
pieces of information returned for each right-hand side. If
componentwise accuracy is not requested (PARAMS(3) = 0.0), then
ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
the first (:,N_ERR_BNDS) entries are returned.
The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
right-hand side.
The second index in ERR_BNDS_COMP(:,err) contains the following
three fields:
err = 1 "Trust/don't trust" boolean. Trust the answer if the
reciprocal condition number is less than the threshold
sqrt(n) * slamch('Epsilon').
err = 2 "Guaranteed" error bound: The estimated forward error,
almost certainly within a factor of 10 of the true error
so long as the next entry is greater than the threshold
sqrt(n) * slamch('Epsilon'). This error bound should only
be trusted if the previous boolean is true.
err = 3 Reciprocal condition number: Estimated componentwise
reciprocal condition number. Compared with the threshold
sqrt(n) * slamch('Epsilon') to determine if the error
estimate is "guaranteed". These reciprocal condition
numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
appropriately scaled matrix Z.
Let Z = S*(A*diag(x)), where x is the solution for the
current right-hand side and S scales each row of
A*diag(x) by a power of the radix so all absolute row
sums of Z are approximately 1.
This subroutine is only responsible for setting the second field
above.
See Lapack Working Note 165 for further details and extra
cautions.
RES
RES is COMPLEX array, dimension (N)
Workspace to hold the intermediate residual.
AYB
AYB is REAL array, dimension (N)
Workspace.
DY
DY is COMPLEX array, dimension (N)
Workspace to hold the intermediate solution.
Y_TAIL
Y_TAIL is COMPLEX array, dimension (N)
Workspace to hold the trailing bits of the intermediate solution.
RCOND
RCOND is REAL
Reciprocal scaled condition number. This is an estimate of the
reciprocal Skeel condition number of the matrix A after
equilibration (if done). If this is less than the machine
precision (in particular, if it is zero), the matrix is singular
to working precision. Note that the error may still be small even
if this number is very small and the matrix appears ill-
conditioned.
ITHRESH
ITHRESH is INTEGER
The maximum number of residual computations allowed for
refinement. The default is 10. For 'aggressive' set to 100 to
permit convergence using approximate factorizations or
factorizations other than LU. If the factorization uses a
technique other than Gaussian elimination, the guarantees in
ERR_BNDS_NORM and ERR_BNDS_COMP may no longer be trustworthy.
RTHRESH
RTHRESH is REAL
Determines when to stop refinement if the error estimate stops
decreasing. Refinement will stop when the next solution no longer
satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
default value is 0.5. For 'aggressive' set to 0.9 to permit
convergence on extremely ill-conditioned matrices. See LAWN 165
for more details.
DZ_UB
DZ_UB is REAL
Determines when to start considering componentwise convergence.
Componentwise convergence is only considered after each component
of the solution Y is stable, which we definte as the relative
change in each component being less than DZ_UB. The default value
is 0.25, requiring the first bit to be stable. See LAWN 165 for
more details.
IGNORE_CWISE
IGNORE_CWISE is LOGICAL
If .TRUE. then ignore componentwise convergence. Default value
is .FALSE..
INFO
INFO is INTEGER
= 0: Successful exit.
< 0: if INFO = -i, the ith argument to CLA_SYRFSX_EXTENDED had an illegal
value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2017
real function cla_syrpvgrw (character*1 UPLO, integer N, integer INFO, complex, dimension(
lda, * ) A, integer LDA, complex, dimension( ldaf, * ) AF, integer LDAF, integer,
dimension( * ) IPIV, real, dimension( * ) WORK)
CLA_SYRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric
indefinite matrix.
Purpose:
CLA_SYRPVGRW computes the reciprocal pivot growth factor
norm(A)/norm(U). The "max absolute element" norm is used. If this is
much less than 1, the stability of the LU factorization of the
(equilibrated) matrix A could be poor. This also means that the
solution X, estimated condition numbers, and error bounds could be
unreliable.
Parameters:
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The number of linear equations, i.e., the order of the
matrix A. N >= 0.
INFO
INFO is INTEGER
The value of INFO returned from CSYTRF, .i.e., the pivot in
column INFO is exactly 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the N-by-N matrix A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
AF
AF is COMPLEX array, dimension (LDAF,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by CSYTRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CSYTRF.
WORK
WORK is REAL array, dimension (2*N)
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine clahef_aa (character UPLO, integer J1, integer M, integer NB, complex, dimension(
lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( ldh, * ) H,
integer LDH, complex, dimension( * ) WORK)
CLAHEF_AA
Purpose:
CLAHEF_AA factorizes a panel of a complex hermitian matrix A using
the Aasen's algorithm. The panel consists of a set of NB rows of A
when UPLO is U, or a set of NB columns when UPLO is L.
In order to factorize the panel, the Aasen's algorithm requires the
last row, or column, of the previous panel. The first row, or column,
of A is set to be the first row, or column, of an identity matrix,
which is used to factorize the first panel.
The resulting J-th row of U, or J-th column of L, is stored in the
(J-1)-th row, or column, of A (without the unit diagonals), while
the diagonal and subdiagonal of A are overwritten by those of T.
Parameters:
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
J1
J1 is INTEGER
The location of the first row, or column, of the panel
within the submatrix of A, passed to this routine, e.g.,
when called by CHETRF_AA, for the first panel, J1 is 1,
while for the remaining panels, J1 is 2.
M
M is INTEGER
The dimension of the submatrix. M >= 0.
NB
NB is INTEGER
The dimension of the panel to be facotorized.
A
A is COMPLEX array, dimension (LDA,M) for
the first panel, while dimension (LDA,M+1) for the
remaining panels.
On entry, A contains the last row, or column, of
the previous panel, and the trailing submatrix of A
to be factorized, except for the first panel, only
the panel is passed.
On exit, the leading panel is factorized.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the row and column interchanges,
the row and column k were interchanged with the row and
column IPIV(k).
H
H is COMPLEX workspace, dimension (LDH,NB).
LDH
LDH is INTEGER
The leading dimension of the workspace H. LDH >= max(1,M).
WORK
WORK is COMPLEX workspace, dimension (M).
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2017
subroutine clasyf (character UPLO, integer N, integer NB, integer KB, complex, dimension( lda,
* ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( ldw, * ) W, integer
LDW, integer INFO)
CLASYF computes a partial factorization of a complex symmetric matrix using the Bunch-
Kaufman diagonal pivoting method.
Purpose:
CLASYF computes a partial factorization of a complex symmetric matrix
A using the Bunch-Kaufman diagonal pivoting method. The partial
factorization has the form:
A = ( I U12 ) ( A11 0 ) ( I 0 ) if UPLO = 'U', or:
( 0 U22 ) ( 0 D ) ( U12**T U22**T )
A = ( L11 0 ) ( D 0 ) ( L11**T L21**T ) if UPLO = 'L'
( L21 I ) ( 0 A22 ) ( 0 I )
where the order of D is at most NB. The actual order is returned in
the argument KB, and is either NB or NB-1, or N if N <= NB.
Note that U**T denotes the transpose of U.
CLASYF is an auxiliary routine called by CSYTRF. It uses blocked code
(calling Level 3 BLAS) to update the submatrix A11 (if UPLO = 'U') or
A22 (if UPLO = 'L').
Parameters:
UPLO
UPLO is CHARACTER*1
Specifies whether the upper or lower triangular part of the
symmetric matrix A is stored:
= 'U': Upper triangular
= 'L': Lower triangular
N
N is INTEGER
The order of the matrix A. N >= 0.
NB
NB is INTEGER
The maximum number of columns of the matrix A that should be
factored. NB should be at least 2 to allow for 2-by-2 pivot
blocks.
KB
KB is INTEGER
The number of columns of A that were actually factored.
KB is either NB-1 or NB, or N if N <= NB.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = 'U', the leading
n-by-n upper triangular part of A contains the upper
triangular part of the matrix A, and the strictly lower
triangular part of A is not referenced. If UPLO = 'L', the
leading n-by-n lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
On exit, A contains details of the partial factorization.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D.
If UPLO = 'U':
Only the last KB elements of IPIV are set.
If IPIV(k) > 0, then rows and columns k and IPIV(k) were
interchanged and D(k,k) is a 1-by-1 diagonal block.
If IPIV(k) = IPIV(k-1) < 0, then rows and columns
k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
is a 2-by-2 diagonal block.
If UPLO = 'L':
Only the first KB elements of IPIV are set.
If IPIV(k) > 0, then rows and columns k and IPIV(k) were
interchanged and D(k,k) is a 1-by-1 diagonal block.
If IPIV(k) = IPIV(k+1) < 0, then rows and columns
k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1)
is a 2-by-2 diagonal block.
W
W is COMPLEX array, dimension (LDW,NB)
LDW
LDW is INTEGER
The leading dimension of the array W. LDW >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
> 0: if INFO = k, D(k,k) is exactly zero. The factorization
has been completed, but the block diagonal matrix D is
exactly singular.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
November 2013
Contributors:
November 2013, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
subroutine clasyf_aa (character UPLO, integer J1, integer M, integer NB, complex, dimension(
lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( ldh, * ) H,
integer LDH, complex, dimension( * ) WORK)
CLASYF_AA
Purpose:
DLATRF_AA factorizes a panel of a complex symmetric matrix A using
the Aasen's algorithm. The panel consists of a set of NB rows of A
when UPLO is U, or a set of NB columns when UPLO is L.
In order to factorize the panel, the Aasen's algorithm requires the
last row, or column, of the previous panel. The first row, or column,
of A is set to be the first row, or column, of an identity matrix,
which is used to factorize the first panel.
The resulting J-th row of U, or J-th column of L, is stored in the
(J-1)-th row, or column, of A (without the unit diagonals), while
the diagonal and subdiagonal of A are overwritten by those of T.
Parameters:
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
J1
J1 is INTEGER
The location of the first row, or column, of the panel
within the submatrix of A, passed to this routine, e.g.,
when called by CSYTRF_AA, for the first panel, J1 is 1,
while for the remaining panels, J1 is 2.
M
M is INTEGER
The dimension of the submatrix. M >= 0.
NB
NB is INTEGER
The dimension of the panel to be facotorized.
A
A is REAL array, dimension (LDA,M) for
the first panel, while dimension (LDA,M+1) for the
remaining panels.
On entry, A contains the last row, or column, of
the previous panel, and the trailing submatrix of A
to be factorized, except for the first panel, only
the panel is passed.
On exit, the leading panel is factorized.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,M).
IPIV
IPIV is INTEGER array, dimension (M)
Details of the row and column interchanges,
the row and column k were interchanged with the row and
column IPIV(k).
H
H is REAL workspace, dimension (LDH,NB).
LDH
LDH is INTEGER
The leading dimension of the workspace H. LDH >= max(1,M).
WORK
WORK is REAL workspace, dimension (M).
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2017
subroutine clasyf_rk (character UPLO, integer N, integer NB, integer KB, complex, dimension(
lda, * ) A, integer LDA, complex, dimension( * ) E, integer, dimension( * ) IPIV, complex,
dimension( ldw, * ) W, integer LDW, integer INFO)
CLASYF_RK computes a partial factorization of a complex symmetric indefinite matrix using
bounded Bunch-Kaufman (rook) diagonal pivoting method.
Purpose:
CLASYF_RK computes a partial factorization of a complex symmetric
matrix A using the bounded Bunch-Kaufman (rook) diagonal
pivoting method. The partial factorization has the form:
A = ( I U12 ) ( A11 0 ) ( I 0 ) if UPLO = 'U', or:
( 0 U22 ) ( 0 D ) ( U12**T U22**T )
A = ( L11 0 ) ( D 0 ) ( L11**T L21**T ) if UPLO = 'L',
( L21 I ) ( 0 A22 ) ( 0 I )
where the order of D is at most NB. The actual order is returned in
the argument KB, and is either NB or NB-1, or N if N <= NB.
CLASYF_RK is an auxiliary routine called by CSYTRF_RK. It uses
blocked code (calling Level 3 BLAS) to update the submatrix
A11 (if UPLO = 'U') or A22 (if UPLO = 'L').
Parameters:
UPLO
UPLO is CHARACTER*1
Specifies whether the upper or lower triangular part of the
symmetric matrix A is stored:
= 'U': Upper triangular
= 'L': Lower triangular
N
N is INTEGER
The order of the matrix A. N >= 0.
NB
NB is INTEGER
The maximum number of columns of the matrix A that should be
factored. NB should be at least 2 to allow for 2-by-2 pivot
blocks.
KB
KB is INTEGER
The number of columns of A that were actually factored.
KB is either NB-1 or NB, or N if N <= NB.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the symmetric matrix A.
If UPLO = 'U': the leading N-by-N upper triangular part
of A contains the upper triangular part of the matrix A,
and the strictly lower triangular part of A is not
referenced.
If UPLO = 'L': the leading N-by-N lower triangular part
of A contains the lower triangular part of the matrix A,
and the strictly upper triangular part of A is not
referenced.
On exit, contains:
a) ONLY diagonal elements of the symmetric block diagonal
matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
(superdiagonal (or subdiagonal) elements of D
are stored on exit in array E), and
b) If UPLO = 'U': factor U in the superdiagonal part of A.
If UPLO = 'L': factor L in the subdiagonal part of A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
E
E is COMPLEX array, dimension (N)
On exit, contains the superdiagonal (or subdiagonal)
elements of the symmetric block diagonal matrix D
with 1-by-1 or 2-by-2 diagonal blocks, where
If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0;
If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0.
NOTE: For 1-by-1 diagonal block D(k), where
1 <= k <= N, the element E(k) is set to 0 in both
UPLO = 'U' or UPLO = 'L' cases.
IPIV
IPIV is INTEGER array, dimension (N)
IPIV describes the permutation matrix P in the factorization
of matrix A as follows. The absolute value of IPIV(k)
represents the index of row and column that were
interchanged with the k-th row and column. The value of UPLO
describes the order in which the interchanges were applied.
Also, the sign of IPIV represents the block structure of
the symmetric block diagonal matrix D with 1-by-1 or 2-by-2
diagonal blocks which correspond to 1 or 2 interchanges
at each factorization step.
If UPLO = 'U',
( in factorization order, k decreases from N to 1 ):
a) A single positive entry IPIV(k) > 0 means:
D(k,k) is a 1-by-1 diagonal block.
If IPIV(k) != k, rows and columns k and IPIV(k) were
interchanged in the submatrix A(1:N,N-KB+1:N);
If IPIV(k) = k, no interchange occurred.
b) A pair of consecutive negative entries
IPIV(k) < 0 and IPIV(k-1) < 0 means:
D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
(NOTE: negative entries in IPIV appear ONLY in pairs).
1) If -IPIV(k) != k, rows and columns
k and -IPIV(k) were interchanged
in the matrix A(1:N,N-KB+1:N).
If -IPIV(k) = k, no interchange occurred.
2) If -IPIV(k-1) != k-1, rows and columns
k-1 and -IPIV(k-1) were interchanged
in the submatrix A(1:N,N-KB+1:N).
If -IPIV(k-1) = k-1, no interchange occurred.
c) In both cases a) and b) is always ABS( IPIV(k) ) <= k.
d) NOTE: Any entry IPIV(k) is always NONZERO on output.
If UPLO = 'L',
( in factorization order, k increases from 1 to N ):
a) A single positive entry IPIV(k) > 0 means:
D(k,k) is a 1-by-1 diagonal block.
If IPIV(k) != k, rows and columns k and IPIV(k) were
interchanged in the submatrix A(1:N,1:KB).
If IPIV(k) = k, no interchange occurred.
b) A pair of consecutive negative entries
IPIV(k) < 0 and IPIV(k+1) < 0 means:
D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
(NOTE: negative entries in IPIV appear ONLY in pairs).
1) If -IPIV(k) != k, rows and columns
k and -IPIV(k) were interchanged
in the submatrix A(1:N,1:KB).
If -IPIV(k) = k, no interchange occurred.
2) If -IPIV(k+1) != k+1, rows and columns
k-1 and -IPIV(k-1) were interchanged
in the submatrix A(1:N,1:KB).
If -IPIV(k+1) = k+1, no interchange occurred.
c) In both cases a) and b) is always ABS( IPIV(k) ) >= k.
d) NOTE: Any entry IPIV(k) is always NONZERO on output.
W
W is COMPLEX array, dimension (LDW,NB)
LDW
LDW is INTEGER
The leading dimension of the array W. LDW >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
< 0: If INFO = -k, the k-th argument had an illegal value
> 0: If INFO = k, the matrix A is singular, because:
If UPLO = 'U': column k in the upper
triangular part of A contains all zeros.
If UPLO = 'L': column k in the lower
triangular part of A contains all zeros.
Therefore D(k,k) is exactly zero, and superdiagonal
elements of column k of U (or subdiagonal elements of
column k of L ) are all zeros. The factorization has
been completed, but the block diagonal matrix D is
exactly singular, and division by zero will occur if
it is used to solve a system of equations.
NOTE: INFO only stores the first occurrence of
a singularity, any subsequent occurrence of singularity
is not stored in INFO even though the factorization
always completes.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
December 2016, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
School of Mathematics,
University of Manchester
subroutine clasyf_rook (character UPLO, integer N, integer NB, integer KB, complex, dimension(
lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( ldw, * ) W,
integer LDW, integer INFO)
CLASYF_ROOK computes a partial factorization of a complex symmetric matrix using the
bounded Bunch-Kaufman ('rook') diagonal pivoting method.
Purpose:
CLASYF_ROOK computes a partial factorization of a complex symmetric
matrix A using the bounded Bunch-Kaufman ("rook") diagonal
pivoting method. The partial factorization has the form:
A = ( I U12 ) ( A11 0 ) ( I 0 ) if UPLO = 'U', or:
( 0 U22 ) ( 0 D ) ( U12**T U22**T )
A = ( L11 0 ) ( D 0 ) ( L11**T L21**T ) if UPLO = 'L'
( L21 I ) ( 0 A22 ) ( 0 I )
where the order of D is at most NB. The actual order is returned in
the argument KB, and is either NB or NB-1, or N if N <= NB.
CLASYF_ROOK is an auxiliary routine called by CSYTRF_ROOK. It uses
blocked code (calling Level 3 BLAS) to update the submatrix
A11 (if UPLO = 'U') or A22 (if UPLO = 'L').
Parameters:
UPLO
UPLO is CHARACTER*1
Specifies whether the upper or lower triangular part of the
symmetric matrix A is stored:
= 'U': Upper triangular
= 'L': Lower triangular
N
N is INTEGER
The order of the matrix A. N >= 0.
NB
NB is INTEGER
The maximum number of columns of the matrix A that should be
factored. NB should be at least 2 to allow for 2-by-2 pivot
blocks.
KB
KB is INTEGER
The number of columns of A that were actually factored.
KB is either NB-1 or NB, or N if N <= NB.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = 'U', the leading
n-by-n upper triangular part of A contains the upper
triangular part of the matrix A, and the strictly lower
triangular part of A is not referenced. If UPLO = 'L', the
leading n-by-n lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
On exit, A contains details of the partial factorization.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D.
If UPLO = 'U':
Only the last KB elements of IPIV are set.
If IPIV(k) > 0, then rows and columns k and IPIV(k) were
interchanged and D(k,k) is a 1-by-1 diagonal block.
If IPIV(k) < 0 and IPIV(k-1) < 0, then rows and
columns k and -IPIV(k) were interchanged and rows and
columns k-1 and -IPIV(k-1) were inerchaged,
D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
If UPLO = 'L':
Only the first KB elements of IPIV are set.
If IPIV(k) > 0, then rows and columns k and IPIV(k)
were interchanged and D(k,k) is a 1-by-1 diagonal block.
If IPIV(k) < 0 and IPIV(k+1) < 0, then rows and
columns k and -IPIV(k) were interchanged and rows and
columns k+1 and -IPIV(k+1) were inerchaged,
D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
W
W is COMPLEX array, dimension (LDW,NB)
LDW
LDW is INTEGER
The leading dimension of the array W. LDW >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
> 0: if INFO = k, D(k,k) is exactly zero. The factorization
has been completed, but the block diagonal matrix D is
exactly singular.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
November 2013
Contributors:
November 2013, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
School of Mathematics,
University of Manchester
subroutine csycon (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA,
integer, dimension( * ) IPIV, real ANORM, real RCOND, complex, dimension( * ) WORK,
integer INFO)
CSYCON
Purpose:
CSYCON estimates the reciprocal of the condition number (in the
1-norm) of a complex symmetric matrix A using the factorization
A = U*D*U**T or A = L*D*L**T computed by CSYTRF.
An estimate is obtained for norm(inv(A)), and the reciprocal of the
condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
Parameters:
UPLO
UPLO is CHARACTER*1
Specifies whether the details of the factorization are stored
as an upper or lower triangular matrix.
= 'U': Upper triangular, form is A = U*D*U**T;
= 'L': Lower triangular, form is A = L*D*L**T.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by CSYTRF.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CSYTRF.
ANORM
ANORM is REAL
The 1-norm of the original matrix A.
RCOND
RCOND is REAL
The reciprocal of the condition number of the matrix A,
computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
estimate of the 1-norm of inv(A) computed in this routine.
WORK
WORK is COMPLEX array, dimension (2*N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine csycon_3 (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA,
complex, dimension( * ) E, integer, dimension( * ) IPIV, real ANORM, real RCOND, complex,
dimension( * ) WORK, integer INFO)
CSYCON_3
Purpose:
CSYCON_3 estimates the reciprocal of the condition number (in the
1-norm) of a complex symmetric matrix A using the factorization
computed by CSYTRF_RK or CSYTRF_BK:
A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T),
where U (or L) is unit upper (or lower) triangular matrix,
U**T (or L**T) is the transpose of U (or L), P is a permutation
matrix, P**T is the transpose of P, and D is symmetric and block
diagonal with 1-by-1 and 2-by-2 diagonal blocks.
An estimate is obtained for norm(inv(A)), and the reciprocal of the
condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
This routine uses BLAS3 solver CSYTRS_3.
Parameters:
UPLO
UPLO is CHARACTER*1
Specifies whether the details of the factorization are
stored as an upper or lower triangular matrix:
= 'U': Upper triangular, form is A = P*U*D*(U**T)*(P**T);
= 'L': Lower triangular, form is A = P*L*D*(L**T)*(P**T).
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
Diagonal of the block diagonal matrix D and factors U or L
as computed by CSYTRF_RK and CSYTRF_BK:
a) ONLY diagonal elements of the symmetric block diagonal
matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
(superdiagonal (or subdiagonal) elements of D
should be provided on entry in array E), and
b) If UPLO = 'U': factor U in the superdiagonal part of A.
If UPLO = 'L': factor L in the subdiagonal part of A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
E
E is COMPLEX array, dimension (N)
On entry, contains the superdiagonal (or subdiagonal)
elements of the symmetric block diagonal matrix D
with 1-by-1 or 2-by-2 diagonal blocks, where
If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced;
If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced.
NOTE: For 1-by-1 diagonal block D(k), where
1 <= k <= N, the element E(k) is not referenced in both
UPLO = 'U' or UPLO = 'L' cases.
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CSYTRF_RK or CSYTRF_BK.
ANORM
ANORM is REAL
The 1-norm of the original matrix A.
RCOND
RCOND is REAL
The reciprocal of the condition number of the matrix A,
computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
estimate of the 1-norm of inv(A) computed in this routine.
WORK
WORK is COMPLEX array, dimension (2*N)
IWORK
IWORK is INTEGER array, dimension (N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2017
Contributors:
June 2017, Igor Kozachenko, Computer Science Division, University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics,
University of Manchester
subroutine csycon_rook (character UPLO, integer N, complex, dimension( lda, * ) A, integer
LDA, integer, dimension( * ) IPIV, real ANORM, real RCOND, complex, dimension( * ) WORK,
integer INFO)
CSYCON_ROOK
Purpose:
CSYCON_ROOK estimates the reciprocal of the condition number (in the
1-norm) of a complex symmetric matrix A using the factorization
A = U*D*U**T or A = L*D*L**T computed by CSYTRF_ROOK.
An estimate is obtained for norm(inv(A)), and the reciprocal of the
condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
Parameters:
UPLO
UPLO is CHARACTER*1
Specifies whether the details of the factorization are stored
as an upper or lower triangular matrix.
= 'U': Upper triangular, form is A = U*D*U**T;
= 'L': Lower triangular, form is A = L*D*L**T.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by CSYTRF_ROOK.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CSYTRF_ROOK.
ANORM
ANORM is REAL
The 1-norm of the original matrix A.
RCOND
RCOND is REAL
The reciprocal of the condition number of the matrix A,
computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
estimate of the 1-norm of inv(A) computed in this routine.
WORK
WORK is COMPLEX array, dimension (2*N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
April 2012
Contributors:
April 2012, Igor Kozachenko, Computer Science Division, University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics,
University of Manchester
subroutine csyconv (character UPLO, character WAY, integer N, complex, dimension( lda, * ) A,
integer LDA, integer, dimension( * ) IPIV, complex, dimension( * ) E, integer INFO)
CSYCONV
Purpose:
CSYCONV convert A given by TRF into L and D and vice-versa.
Get Non-diag elements of D (returned in workspace) and
apply or reverse permutation done in TRF.
Parameters:
UPLO
UPLO is CHARACTER*1
Specifies whether the details of the factorization are stored
as an upper or lower triangular matrix.
= 'U': Upper triangular, form is A = U*D*U**T;
= 'L': Lower triangular, form is A = L*D*L**T.
WAY
WAY is CHARACTER*1
= 'C': Convert
= 'R': Revert
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by CSYTRF.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CSYTRF.
E
E is COMPLEX array, dimension (N)
E stores the supdiagonal/subdiagonal of the symmetric 1-by-1
or 2-by-2 block diagonal matrix D in LDLT.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine csyconvf (character UPLO, character WAY, integer N, complex, dimension( lda, * ) A,
integer LDA, complex, dimension( * ) E, integer, dimension( * ) IPIV, integer INFO)
CSYCONVF
Purpose:
If parameter WAY = 'C':
CSYCONVF converts the factorization output format used in
CSYTRF provided on entry in parameter A into the factorization
output format used in CSYTRF_RK (or CSYTRF_BK) that is stored
on exit in parameters A and E. It also coverts in place details of
the intechanges stored in IPIV from the format used in CSYTRF into
the format used in CSYTRF_RK (or CSYTRF_BK).
If parameter WAY = 'R':
CSYCONVF performs the conversion in reverse direction, i.e.
converts the factorization output format used in CSYTRF_RK
(or CSYTRF_BK) provided on entry in parameters A and E into
the factorization output format used in CSYTRF that is stored
on exit in parameter A. It also coverts in place details of
the intechanges stored in IPIV from the format used in CSYTRF_RK
(or CSYTRF_BK) into the format used in CSYTRF.
CSYCONVF can also convert in Hermitian matrix case, i.e. between
formats used in CHETRF and CHETRF_RK (or CHETRF_BK).
Parameters:
UPLO
UPLO is CHARACTER*1
Specifies whether the details of the factorization are
stored as an upper or lower triangular matrix A.
= 'U': Upper triangular
= 'L': Lower triangular
WAY
WAY is CHARACTER*1
= 'C': Convert
= 'R': Revert
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
1) If WAY ='C':
On entry, contains factorization details in format used in
CSYTRF:
a) all elements of the symmetric block diagonal
matrix D on the diagonal of A and on superdiagonal
(or subdiagonal) of A, and
b) If UPLO = 'U': multipliers used to obtain factor U
in the superdiagonal part of A.
If UPLO = 'L': multipliers used to obtain factor L
in the superdiagonal part of A.
On exit, contains factorization details in format used in
CSYTRF_RK or CSYTRF_BK:
a) ONLY diagonal elements of the symmetric block diagonal
matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
(superdiagonal (or subdiagonal) elements of D
are stored on exit in array E), and
b) If UPLO = 'U': factor U in the superdiagonal part of A.
If UPLO = 'L': factor L in the subdiagonal part of A.
2) If WAY = 'R':
On entry, contains factorization details in format used in
CSYTRF_RK or CSYTRF_BK:
a) ONLY diagonal elements of the symmetric block diagonal
matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
(superdiagonal (or subdiagonal) elements of D
are stored on exit in array E), and
b) If UPLO = 'U': factor U in the superdiagonal part of A.
If UPLO = 'L': factor L in the subdiagonal part of A.
On exit, contains factorization details in format used in
CSYTRF:
a) all elements of the symmetric block diagonal
matrix D on the diagonal of A and on superdiagonal
(or subdiagonal) of A, and
b) If UPLO = 'U': multipliers used to obtain factor U
in the superdiagonal part of A.
If UPLO = 'L': multipliers used to obtain factor L
in the superdiagonal part of A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
E
E is COMPLEX array, dimension (N)
1) If WAY ='C':
On entry, just a workspace.
On exit, contains the superdiagonal (or subdiagonal)
elements of the symmetric block diagonal matrix D
with 1-by-1 or 2-by-2 diagonal blocks, where
If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0;
If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0.
2) If WAY = 'R':
On entry, contains the superdiagonal (or subdiagonal)
elements of the symmetric block diagonal matrix D
with 1-by-1 or 2-by-2 diagonal blocks, where
If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced;
If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced.
On exit, is not changed
IPIV
IPIV is INTEGER array, dimension (N)
1) If WAY ='C':
On entry, details of the interchanges and the block
structure of D in the format used in CSYTRF.
On exit, details of the interchanges and the block
structure of D in the format used in CSYTRF_RK
( or CSYTRF_BK).
1) If WAY ='R':
On entry, details of the interchanges and the block
structure of D in the format used in CSYTRF_RK
( or CSYTRF_BK).
On exit, details of the interchanges and the block
structure of D in the format used in CSYTRF.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2017
Contributors:
June 2017, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
subroutine csyconvf_rook (character UPLO, character WAY, integer N, complex, dimension( lda, *
) A, integer LDA, complex, dimension( * ) E, integer, dimension( * ) IPIV, integer INFO)
CSYCONVF_ROOK
Purpose:
If parameter WAY = 'C':
CSYCONVF_ROOK converts the factorization output format used in
CSYTRF_ROOK provided on entry in parameter A into the factorization
output format used in CSYTRF_RK (or CSYTRF_BK) that is stored
on exit in parameters A and E. IPIV format for CSYTRF_ROOK and
CSYTRF_RK (or CSYTRF_BK) is the same and is not converted.
If parameter WAY = 'R':
CSYCONVF_ROOK performs the conversion in reverse direction, i.e.
converts the factorization output format used in CSYTRF_RK
(or CSYTRF_BK) provided on entry in parameters A and E into
the factorization output format used in CSYTRF_ROOK that is stored
on exit in parameter A. IPIV format for CSYTRF_ROOK and
CSYTRF_RK (or CSYTRF_BK) is the same and is not converted.
CSYCONVF_ROOK can also convert in Hermitian matrix case, i.e. between
formats used in CHETRF_ROOK and CHETRF_RK (or CHETRF_BK).
Parameters:
UPLO
UPLO is CHARACTER*1
Specifies whether the details of the factorization are
stored as an upper or lower triangular matrix A.
= 'U': Upper triangular
= 'L': Lower triangular
WAY
WAY is CHARACTER*1
= 'C': Convert
= 'R': Revert
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
1) If WAY ='C':
On entry, contains factorization details in format used in
CSYTRF_ROOK:
a) all elements of the symmetric block diagonal
matrix D on the diagonal of A and on superdiagonal
(or subdiagonal) of A, and
b) If UPLO = 'U': multipliers used to obtain factor U
in the superdiagonal part of A.
If UPLO = 'L': multipliers used to obtain factor L
in the superdiagonal part of A.
On exit, contains factorization details in format used in
CSYTRF_RK or CSYTRF_BK:
a) ONLY diagonal elements of the symmetric block diagonal
matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
(superdiagonal (or subdiagonal) elements of D
are stored on exit in array E), and
b) If UPLO = 'U': factor U in the superdiagonal part of A.
If UPLO = 'L': factor L in the subdiagonal part of A.
2) If WAY = 'R':
On entry, contains factorization details in format used in
CSYTRF_RK or CSYTRF_BK:
a) ONLY diagonal elements of the symmetric block diagonal
matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
(superdiagonal (or subdiagonal) elements of D
are stored on exit in array E), and
b) If UPLO = 'U': factor U in the superdiagonal part of A.
If UPLO = 'L': factor L in the subdiagonal part of A.
On exit, contains factorization details in format used in
CSYTRF_ROOK:
a) all elements of the symmetric block diagonal
matrix D on the diagonal of A and on superdiagonal
(or subdiagonal) of A, and
b) If UPLO = 'U': multipliers used to obtain factor U
in the superdiagonal part of A.
If UPLO = 'L': multipliers used to obtain factor L
in the superdiagonal part of A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
E
E is COMPLEX array, dimension (N)
1) If WAY ='C':
On entry, just a workspace.
On exit, contains the superdiagonal (or subdiagonal)
elements of the symmetric block diagonal matrix D
with 1-by-1 or 2-by-2 diagonal blocks, where
If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0;
If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0.
2) If WAY = 'R':
On entry, contains the superdiagonal (or subdiagonal)
elements of the symmetric block diagonal matrix D
with 1-by-1 or 2-by-2 diagonal blocks, where
If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced;
If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced.
On exit, is not changed
IPIV
IPIV is INTEGER array, dimension (N)
On entry, details of the interchanges and the block
structure of D as determined:
1) by CSYTRF_ROOK, if WAY ='C';
2) by CSYTRF_RK (or CSYTRF_BK), if WAY ='R'.
The IPIV format is the same for all these routines.
On exit, is not changed.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2017
Contributors:
June 2017, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
subroutine csyequb (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA,
real, dimension( * ) S, real SCOND, real AMAX, complex, dimension( * ) WORK, integer INFO)
CSYEQUB
Purpose:
CSYEQUB computes row and column scalings intended to equilibrate a
symmetric matrix A (with respect to the Euclidean norm) and reduce
its condition number. The scale factors S are computed by the BIN
algorithm (see references) so that the scaled matrix B with elements
B(i,j) = S(i)*A(i,j)*S(j) has a condition number within a factor N of
the smallest possible condition number over all possible diagonal
scalings.
Parameters:
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
The N-by-N symmetric matrix whose scaling factors are to be
computed.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
S
S is REAL array, dimension (N)
If INFO = 0, S contains the scale factors for A.
SCOND
SCOND is REAL
If INFO = 0, S contains the ratio of the smallest S(i) to
the largest S(i). If SCOND >= 0.1 and AMAX is neither too
large nor too small, it is not worth scaling by S.
AMAX
AMAX is REAL
Largest absolute value of any matrix element. If AMAX is
very close to overflow or very close to underflow, the
matrix should be scaled.
WORK
WORK is COMPLEX array, dimension (2*N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, the i-th diagonal element is nonpositive.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
References:
Livne, O.E. and Golub, G.H., 'Scaling by Binormalization',
Numerical Algorithms, vol. 35, no. 1, pp. 97-120, January 2004.
DOI 10.1023/B:NUMA.0000016606.32820.69
Tech report version: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.3.1679
subroutine csyrfs (character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A,
integer LDA, complex, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV,
complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldx, * ) X, integer LDX,
real, dimension( * ) FERR, real, dimension( * ) BERR, complex, dimension( * ) WORK, real,
dimension( * ) RWORK, integer INFO)
CSYRFS
Purpose:
CSYRFS improves the computed solution to a system of linear
equations when the coefficient matrix is symmetric indefinite, and
provides error bounds and backward error estimates for the solution.
Parameters:
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrices B and X. NRHS >= 0.
A
A is COMPLEX array, dimension (LDA,N)
The symmetric matrix A. If UPLO = 'U', the leading N-by-N
upper triangular part of A contains the upper triangular part
of the matrix A, and the strictly lower triangular part of A
is not referenced. If UPLO = 'L', the leading N-by-N lower
triangular part of A contains the lower triangular part of
the matrix A, and the strictly upper triangular part of A is
not referenced.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
AF
AF is COMPLEX array, dimension (LDAF,N)
The factored form of the matrix A. AF contains the block
diagonal matrix D and the multipliers used to obtain the
factor U or L from the factorization A = U*D*U**T or
A = L*D*L**T as computed by CSYTRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CSYTRF.
B
B is COMPLEX array, dimension (LDB,NRHS)
The right hand side matrix B.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
X
X is COMPLEX array, dimension (LDX,NRHS)
On entry, the solution matrix X, as computed by CSYTRS.
On exit, the improved solution matrix X.
LDX
LDX is INTEGER
The leading dimension of the array X. LDX >= max(1,N).
FERR
FERR is 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
BERR is REAL array, dimension (NRHS)
The componentwise relative backward error of each solution
vector X(j) (i.e., the smallest relative change in
any element of A or B that makes X(j) an exact solution).
WORK
WORK is COMPLEX array, dimension (2*N)
RWORK
RWORK is REAL array, dimension (N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Internal Parameters:
ITMAX is the maximum number of steps of iterative refinement.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine csyrfsx (character UPLO, character EQUED, integer N, integer NRHS, complex,
dimension( lda, * ) A, integer LDA, complex, dimension( ldaf, * ) AF, integer LDAF,
integer, dimension( * ) IPIV, real, dimension( * ) S, complex, dimension( ldb, * ) B,
integer LDB, complex, dimension( ldx, * ) X, integer LDX, real RCOND, real, dimension( * )
BERR, integer N_ERR_BNDS, real, dimension( nrhs, * ) ERR_BNDS_NORM, real, dimension( nrhs,
* ) ERR_BNDS_COMP, integer NPARAMS, real, dimension( * ) PARAMS, complex, dimension( * )
WORK, real, dimension( * ) RWORK, integer INFO)
CSYRFSX
Purpose:
CSYRFSX improves the computed solution to a system of linear
equations when the coefficient matrix is symmetric indefinite, and
provides error bounds and backward error estimates for the
solution. In addition to normwise error bound, the code provides
maximum componentwise error bound if possible. See comments for
ERR_BNDS_NORM and ERR_BNDS_COMP for details of the error bounds.
The original system of linear equations may have been equilibrated
before calling this routine, as described by arguments EQUED and S
below. In this case, the solution and error bounds returned are
for the original unequilibrated system.
Some optional parameters are bundled in the PARAMS array. These
settings determine how refinement is performed, but often the
defaults are acceptable. If the defaults are acceptable, users
can pass NPARAMS = 0 which prevents the source code from accessing
the PARAMS argument.
Parameters:
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
EQUED
EQUED is CHARACTER*1
Specifies the form of equilibration that was done to A
before calling this routine. This is needed to compute
the solution and error bounds correctly.
= 'N': No equilibration
= 'Y': Both row and column equilibration, i.e., A has been
replaced by diag(S) * A * diag(S).
The right hand side B has been changed accordingly.
N
N is INTEGER
The order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrices B and X. NRHS >= 0.
A
A is COMPLEX array, dimension (LDA,N)
The symmetric matrix A. If UPLO = 'U', the leading N-by-N
upper triangular part of A contains the upper triangular
part of the matrix A, and the strictly lower triangular
part of A is not referenced. If UPLO = 'L', the leading
N-by-N lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
AF
AF is COMPLEX array, dimension (LDAF,N)
The factored form of the matrix A. AF contains the block
diagonal matrix D and the multipliers used to obtain the
factor U or L from the factorization A = U*D*U**T or A =
L*D*L**T as computed by SSYTRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by SSYTRF.
S
S is REAL array, dimension (N)
The scale factors for A. If EQUED = 'Y', A is multiplied on
the left and right by diag(S). S is an input argument if FACT =
'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
= 'Y', each element of S must be positive. If S is output, each
element of S is a power of the radix. If S is input, each element
of S should be a power of the radix to ensure a reliable solution
and error estimates. Scaling by powers of the radix does not cause
rounding errors unless the result underflows or overflows.
Rounding errors during scaling lead to refining with a matrix that
is not equivalent to the input matrix, producing error estimates
that may not be reliable.
B
B is COMPLEX array, dimension (LDB,NRHS)
The right hand side matrix B.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
X
X is COMPLEX array, dimension (LDX,NRHS)
On entry, the solution matrix X, as computed by SGETRS.
On exit, the improved solution matrix X.
LDX
LDX is INTEGER
The leading dimension of the array X. LDX >= max(1,N).
RCOND
RCOND is REAL
Reciprocal scaled condition number. This is an estimate of the
reciprocal Skeel condition number of the matrix A after
equilibration (if done). If this is less than the machine
precision (in particular, if it is zero), the matrix is singular
to working precision. Note that the error may still be small even
if this number is very small and the matrix appears ill-
conditioned.
BERR
BERR is REAL array, dimension (NRHS)
Componentwise relative backward error. This is the
componentwise relative backward error of each solution vector X(j)
(i.e., the smallest relative change in any element of A or B that
makes X(j) an exact solution).
N_ERR_BNDS
N_ERR_BNDS is INTEGER
Number of error bounds to return for each right hand side
and each type (normwise or componentwise). See ERR_BNDS_NORM and
ERR_BNDS_COMP below.
ERR_BNDS_NORM
ERR_BNDS_NORM is REAL array, dimension (NRHS, N_ERR_BNDS)
For each right-hand side, this array contains information about
various error bounds and condition numbers corresponding to the
normwise relative error, which is defined as follows:
Normwise relative error in the ith solution vector:
max_j (abs(XTRUE(j,i) - X(j,i)))
------------------------------
max_j abs(X(j,i))
The array is indexed by the type of error information as described
below. There currently are up to three pieces of information
returned.
The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
right-hand side.
The second index in ERR_BNDS_NORM(:,err) contains the following
three fields:
err = 1 "Trust/don't trust" boolean. Trust the answer if the
reciprocal condition number is less than the threshold
sqrt(n) * slamch('Epsilon').
err = 2 "Guaranteed" error bound: The estimated forward error,
almost certainly within a factor of 10 of the true error
so long as the next entry is greater than the threshold
sqrt(n) * slamch('Epsilon'). This error bound should only
be trusted if the previous boolean is true.
err = 3 Reciprocal condition number: Estimated normwise
reciprocal condition number. Compared with the threshold
sqrt(n) * slamch('Epsilon') to determine if the error
estimate is "guaranteed". These reciprocal condition
numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
appropriately scaled matrix Z.
Let Z = S*A, where S scales each row by a power of the
radix so all absolute row sums of Z are approximately 1.
See Lapack Working Note 165 for further details and extra
cautions.
ERR_BNDS_COMP
ERR_BNDS_COMP is REAL array, dimension (NRHS, N_ERR_BNDS)
For each right-hand side, this array contains information about
various error bounds and condition numbers corresponding to the
componentwise relative error, which is defined as follows:
Componentwise relative error in the ith solution vector:
abs(XTRUE(j,i) - X(j,i))
max_j ----------------------
abs(X(j,i))
The array is indexed by the right-hand side i (on which the
componentwise relative error depends), and the type of error
information as described below. There currently are up to three
pieces of information returned for each right-hand side. If
componentwise accuracy is not requested (PARAMS(3) = 0.0), then
ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
the first (:,N_ERR_BNDS) entries are returned.
The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
right-hand side.
The second index in ERR_BNDS_COMP(:,err) contains the following
three fields:
err = 1 "Trust/don't trust" boolean. Trust the answer if the
reciprocal condition number is less than the threshold
sqrt(n) * slamch('Epsilon').
err = 2 "Guaranteed" error bound: The estimated forward error,
almost certainly within a factor of 10 of the true error
so long as the next entry is greater than the threshold
sqrt(n) * slamch('Epsilon'). This error bound should only
be trusted if the previous boolean is true.
err = 3 Reciprocal condition number: Estimated componentwise
reciprocal condition number. Compared with the threshold
sqrt(n) * slamch('Epsilon') to determine if the error
estimate is "guaranteed". These reciprocal condition
numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
appropriately scaled matrix Z.
Let Z = S*(A*diag(x)), where x is the solution for the
current right-hand side and S scales each row of
A*diag(x) by a power of the radix so all absolute row
sums of Z are approximately 1.
See Lapack Working Note 165 for further details and extra
cautions.
NPARAMS
NPARAMS is INTEGER
Specifies the number of parameters set in PARAMS. If .LE. 0, the
PARAMS array is never referenced and default values are used.
PARAMS
PARAMS is REAL array, dimension NPARAMS
Specifies algorithm parameters. If an entry is .LT. 0.0, then
that entry will be filled with default value used for that
parameter. Only positions up to NPARAMS are accessed; defaults
are used for higher-numbered parameters.
PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
refinement or not.
Default: 1.0
= 0.0 : No refinement is performed, and no error bounds are
computed.
= 1.0 : Use the double-precision refinement algorithm,
possibly with doubled-single computations if the
compilation environment does not support DOUBLE
PRECISION.
(other values are reserved for future use)
PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
computations allowed for refinement.
Default: 10
Aggressive: Set to 100 to permit convergence using approximate
factorizations or factorizations other than LU. If
the factorization uses a technique other than
Gaussian elimination, the guarantees in
err_bnds_norm and err_bnds_comp may no longer be
trustworthy.
PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
will attempt to find a solution with small componentwise
relative error in the double-precision algorithm. Positive
is true, 0.0 is false.
Default: 1.0 (attempt componentwise convergence)
WORK
WORK is COMPLEX array, dimension (2*N)
RWORK
RWORK is REAL array, dimension (2*N)
INFO
INFO is INTEGER
= 0: Successful exit. The solution to every right-hand side is
guaranteed.
< 0: If INFO = -i, the i-th argument had an illegal value
> 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
has been completed, but the factor U is exactly singular, so
the solution and error bounds could not be computed. RCOND = 0
is returned.
= N+J: The solution corresponding to the Jth right-hand side is
not guaranteed. The solutions corresponding to other right-
hand sides K with K > J may not be guaranteed as well, but
only the first such right-hand side is reported. If a small
componentwise error is not requested (PARAMS(3) = 0.0) then
the Jth right-hand side is the first with a normwise error
bound that is not guaranteed (the smallest J such
that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
the Jth right-hand side is the first with either a normwise or
componentwise error bound that is not guaranteed (the smallest
J such that either ERR_BNDS_NORM(J,1) = 0.0 or
ERR_BNDS_COMP(J,1) = 0.0). See the definition of
ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
about all of the right-hand sides check ERR_BNDS_NORM or
ERR_BNDS_COMP.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
April 2012
subroutine csytf2 (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA,
integer, dimension( * ) IPIV, integer INFO)
CSYTF2 computes the factorization of a real symmetric indefinite matrix, using the
diagonal pivoting method (unblocked algorithm).
Purpose:
CSYTF2 computes the factorization of a complex symmetric matrix A
using the Bunch-Kaufman diagonal pivoting method:
A = U*D*U**T or A = L*D*L**T
where U (or L) is a product of permutation and unit upper (lower)
triangular matrices, U**T is the transpose of U, and D is symmetric and
block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
This is the unblocked version of the algorithm, calling Level 2 BLAS.
Parameters:
UPLO
UPLO is CHARACTER*1
Specifies whether the upper or lower triangular part of the
symmetric matrix A is stored:
= 'U': Upper triangular
= 'L': Lower triangular
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = 'U', the leading
n-by-n upper triangular part of A contains the upper
triangular part of the matrix A, and the strictly lower
triangular part of A is not referenced. If UPLO = 'L', the
leading n-by-n lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
On exit, the block diagonal matrix D and the multipliers used
to obtain the factor U or L (see below for further details).
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D.
If UPLO = 'U':
If IPIV(k) > 0, then rows and columns k and IPIV(k) were
interchanged and D(k,k) is a 1-by-1 diagonal block.
If IPIV(k) = IPIV(k-1) < 0, then rows and columns
k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
is a 2-by-2 diagonal block.
If UPLO = 'L':
If IPIV(k) > 0, then rows and columns k and IPIV(k) were
interchanged and D(k,k) is a 1-by-1 diagonal block.
If IPIV(k) = IPIV(k+1) < 0, then rows and columns
k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1)
is a 2-by-2 diagonal block.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -k, the k-th argument had an illegal value
> 0: if INFO = k, D(k,k) is exactly zero. The factorization
has been completed, but the block diagonal matrix D is
exactly singular, and division by zero will occur if it
is used to solve a system of equations.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Further Details:
If UPLO = 'U', then A = U*D*U**T, where
U = P(n)*U(n)* ... *P(k)U(k)* ...,
i.e., U is a product of terms P(k)*U(k), where k decreases from n to
1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
that if the diagonal block D(k) is of order s (s = 1 or 2), then
( I v 0 ) k-s
U(k) = ( 0 I 0 ) s
( 0 0 I ) n-k
k-s s n-k
If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
and A(k,k), and v overwrites A(1:k-2,k-1:k).
If UPLO = 'L', then A = L*D*L**T, where
L = P(1)*L(1)* ... *P(k)*L(k)* ...,
i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
that if the diagonal block D(k) is of order s (s = 1 or 2), then
( I 0 0 ) k-1
L(k) = ( 0 I 0 ) s
( 0 v I ) n-k-s+1
k-1 s n-k-s+1
If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
Contributors:
09-29-06 - patch from
Bobby Cheng, MathWorks
Replace l.209 and l.377
IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
by
IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. SISNAN(ABSAKK) ) THEN
1-96 - Based on modifications by J. Lewis, Boeing Computer Services
Company
subroutine csytf2_rk (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA,
complex, dimension( * ) E, integer, dimension( * ) IPIV, integer INFO)
CSYTF2_RK computes the factorization of a complex symmetric indefinite matrix using the
bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS2 unblocked algorithm).
Purpose:
CSYTF2_RK computes the factorization of a complex symmetric matrix A
using the bounded Bunch-Kaufman (rook) diagonal pivoting method:
A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T),
where U (or L) is unit upper (or lower) triangular matrix,
U**T (or L**T) is the transpose of U (or L), P is a permutation
matrix, P**T is the transpose of P, and D is symmetric and block
diagonal with 1-by-1 and 2-by-2 diagonal blocks.
This is the unblocked version of the algorithm, calling Level 2 BLAS.
For more information see Further Details section.
Parameters:
UPLO
UPLO is CHARACTER*1
Specifies whether the upper or lower triangular part of the
symmetric matrix A is stored:
= 'U': Upper triangular
= 'L': Lower triangular
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the symmetric matrix A.
If UPLO = 'U': the leading N-by-N upper triangular part
of A contains the upper triangular part of the matrix A,
and the strictly lower triangular part of A is not
referenced.
If UPLO = 'L': the leading N-by-N lower triangular part
of A contains the lower triangular part of the matrix A,
and the strictly upper triangular part of A is not
referenced.
On exit, contains:
a) ONLY diagonal elements of the symmetric block diagonal
matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
(superdiagonal (or subdiagonal) elements of D
are stored on exit in array E), and
b) If UPLO = 'U': factor U in the superdiagonal part of A.
If UPLO = 'L': factor L in the subdiagonal part of A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
E
E is COMPLEX array, dimension (N)
On exit, contains the superdiagonal (or subdiagonal)
elements of the symmetric block diagonal matrix D
with 1-by-1 or 2-by-2 diagonal blocks, where
If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0;
If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0.
NOTE: For 1-by-1 diagonal block D(k), where
1 <= k <= N, the element E(k) is set to 0 in both
UPLO = 'U' or UPLO = 'L' cases.
IPIV
IPIV is INTEGER array, dimension (N)
IPIV describes the permutation matrix P in the factorization
of matrix A as follows. The absolute value of IPIV(k)
represents the index of row and column that were
interchanged with the k-th row and column. The value of UPLO
describes the order in which the interchanges were applied.
Also, the sign of IPIV represents the block structure of
the symmetric block diagonal matrix D with 1-by-1 or 2-by-2
diagonal blocks which correspond to 1 or 2 interchanges
at each factorization step. For more info see Further
Details section.
If UPLO = 'U',
( in factorization order, k decreases from N to 1 ):
a) A single positive entry IPIV(k) > 0 means:
D(k,k) is a 1-by-1 diagonal block.
If IPIV(k) != k, rows and columns k and IPIV(k) were
interchanged in the matrix A(1:N,1:N);
If IPIV(k) = k, no interchange occurred.
b) A pair of consecutive negative entries
IPIV(k) < 0 and IPIV(k-1) < 0 means:
D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
(NOTE: negative entries in IPIV appear ONLY in pairs).
1) If -IPIV(k) != k, rows and columns
k and -IPIV(k) were interchanged
in the matrix A(1:N,1:N).
If -IPIV(k) = k, no interchange occurred.
2) If -IPIV(k-1) != k-1, rows and columns
k-1 and -IPIV(k-1) were interchanged
in the matrix A(1:N,1:N).
If -IPIV(k-1) = k-1, no interchange occurred.
c) In both cases a) and b), always ABS( IPIV(k) ) <= k.
d) NOTE: Any entry IPIV(k) is always NONZERO on output.
If UPLO = 'L',
( in factorization order, k increases from 1 to N ):
a) A single positive entry IPIV(k) > 0 means:
D(k,k) is a 1-by-1 diagonal block.
If IPIV(k) != k, rows and columns k and IPIV(k) were
interchanged in the matrix A(1:N,1:N).
If IPIV(k) = k, no interchange occurred.
b) A pair of consecutive negative entries
IPIV(k) < 0 and IPIV(k+1) < 0 means:
D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
(NOTE: negative entries in IPIV appear ONLY in pairs).
1) If -IPIV(k) != k, rows and columns
k and -IPIV(k) were interchanged
in the matrix A(1:N,1:N).
If -IPIV(k) = k, no interchange occurred.
2) If -IPIV(k+1) != k+1, rows and columns
k-1 and -IPIV(k-1) were interchanged
in the matrix A(1:N,1:N).
If -IPIV(k+1) = k+1, no interchange occurred.
c) In both cases a) and b), always ABS( IPIV(k) ) >= k.
d) NOTE: Any entry IPIV(k) is always NONZERO on output.
INFO
INFO is INTEGER
= 0: successful exit
< 0: If INFO = -k, the k-th argument had an illegal value
> 0: If INFO = k, the matrix A is singular, because:
If UPLO = 'U': column k in the upper
triangular part of A contains all zeros.
If UPLO = 'L': column k in the lower
triangular part of A contains all zeros.
Therefore D(k,k) is exactly zero, and superdiagonal
elements of column k of U (or subdiagonal elements of
column k of L ) are all zeros. The factorization has
been completed, but the block diagonal matrix D is
exactly singular, and division by zero will occur if
it is used to solve a system of equations.
NOTE: INFO only stores the first occurrence of
a singularity, any subsequent occurrence of singularity
is not stored in INFO even though the factorization
always completes.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Further Details:
TODO: put further details
Contributors:
December 2016, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
School of Mathematics,
University of Manchester
01-01-96 - Based on modifications by
J. Lewis, Boeing Computer Services Company
A. Petitet, Computer Science Dept.,
Univ. of Tenn., Knoxville abd , USA
subroutine csytf2_rook (character UPLO, integer N, complex, dimension( lda, * ) A, integer
LDA, integer, dimension( * ) IPIV, integer INFO)
CSYTF2_ROOK computes the factorization of a complex symmetric indefinite matrix using the
bounded Bunch-Kaufman ('rook') diagonal pivoting method (unblocked algorithm).
Purpose:
CSYTF2_ROOK computes the factorization of a complex symmetric matrix A
using the bounded Bunch-Kaufman ("rook") diagonal pivoting method:
A = U*D*U**T or A = L*D*L**T
where U (or L) is a product of permutation and unit upper (lower)
triangular matrices, U**T is the transpose of U, and D is symmetric and
block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
This is the unblocked version of the algorithm, calling Level 2 BLAS.
Parameters:
UPLO
UPLO is CHARACTER*1
Specifies whether the upper or lower triangular part of the
symmetric matrix A is stored:
= 'U': Upper triangular
= 'L': Lower triangular
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = 'U', the leading
n-by-n upper triangular part of A contains the upper
triangular part of the matrix A, and the strictly lower
triangular part of A is not referenced. If UPLO = 'L', the
leading n-by-n lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
On exit, the block diagonal matrix D and the multipliers used
to obtain the factor U or L (see below for further details).
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D.
If UPLO = 'U':
If IPIV(k) > 0, then rows and columns k and IPIV(k)
were interchanged and D(k,k) is a 1-by-1 diagonal block.
If IPIV(k) < 0 and IPIV(k-1) < 0, then rows and
columns k and -IPIV(k) were interchanged and rows and
columns k-1 and -IPIV(k-1) were inerchaged,
D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
If UPLO = 'L':
If IPIV(k) > 0, then rows and columns k and IPIV(k)
were interchanged and D(k,k) is a 1-by-1 diagonal block.
If IPIV(k) < 0 and IPIV(k+1) < 0, then rows and
columns k and -IPIV(k) were interchanged and rows and
columns k+1 and -IPIV(k+1) were inerchaged,
D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -k, the k-th argument had an illegal value
> 0: if INFO = k, D(k,k) is exactly zero. The factorization
has been completed, but the block diagonal matrix D is
exactly singular, and division by zero will occur if it
is used to solve a system of equations.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
November 2013
Further Details:
If UPLO = 'U', then A = U*D*U**T, where
U = P(n)*U(n)* ... *P(k)U(k)* ...,
i.e., U is a product of terms P(k)*U(k), where k decreases from n to
1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
that if the diagonal block D(k) is of order s (s = 1 or 2), then
( I v 0 ) k-s
U(k) = ( 0 I 0 ) s
( 0 0 I ) n-k
k-s s n-k
If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
and A(k,k), and v overwrites A(1:k-2,k-1:k).
If UPLO = 'L', then A = L*D*L**T, where
L = P(1)*L(1)* ... *P(k)*L(k)* ...,
i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
that if the diagonal block D(k) is of order s (s = 1 or 2), then
( I 0 0 ) k-1
L(k) = ( 0 I 0 ) s
( 0 v I ) n-k-s+1
k-1 s n-k-s+1
If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
Contributors:
November 2013, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
School of Mathematics,
University of Manchester
01-01-96 - Based on modifications by
J. Lewis, Boeing Computer Services Company
A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville abd , USA
subroutine csytrf (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA,
integer, dimension( * ) IPIV, complex, dimension( * ) WORK, integer LWORK, integer INFO)
CSYTRF
Purpose:
CSYTRF computes the factorization of a complex symmetric matrix A
using the Bunch-Kaufman diagonal pivoting method. The form of the
factorization is
A = U*D*U**T or A = L*D*L**T
where U (or L) is a product of permutation and unit upper (lower)
triangular matrices, and D is symmetric and block diagonal with
with 1-by-1 and 2-by-2 diagonal blocks.
This is the blocked version of the algorithm, calling Level 3 BLAS.
Parameters:
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = 'U', the leading
N-by-N upper triangular part of A contains the upper
triangular part of the matrix A, and the strictly lower
triangular part of A is not referenced. If UPLO = 'L', the
leading N-by-N lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
On exit, the block diagonal matrix D and the multipliers used
to obtain the factor U or L (see below for further details).
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D.
If IPIV(k) > 0, then rows and columns k and IPIV(k) were
interchanged and D(k,k) is a 1-by-1 diagonal block.
If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
WORK
WORK is COMPLEX array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is INTEGER
The length of WORK. LWORK >=1. For best performance
LWORK >= N*NB, where NB is the block size returned by ILAENV.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, D(i,i) is exactly zero. The factorization
has been completed, but the block diagonal matrix D is
exactly singular, and division by zero will occur if it
is used to solve a system of equations.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Further Details:
If UPLO = 'U', then A = U*D*U**T, where
U = P(n)*U(n)* ... *P(k)U(k)* ...,
i.e., U is a product of terms P(k)*U(k), where k decreases from n to
1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
that if the diagonal block D(k) is of order s (s = 1 or 2), then
( I v 0 ) k-s
U(k) = ( 0 I 0 ) s
( 0 0 I ) n-k
k-s s n-k
If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
and A(k,k), and v overwrites A(1:k-2,k-1:k).
If UPLO = 'L', then A = L*D*L**T, where
L = P(1)*L(1)* ... *P(k)*L(k)* ...,
i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
that if the diagonal block D(k) is of order s (s = 1 or 2), then
( I 0 0 ) k-1
L(k) = ( 0 I 0 ) s
( 0 v I ) n-k-s+1
k-1 s n-k-s+1
If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
subroutine csytrf_aa (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA,
integer, dimension( * ) IPIV, complex, dimension( * ) WORK, integer LWORK, integer INFO)
CSYTRF_AA
Purpose:
CSYTRF_AA computes the factorization of a complex symmetric matrix A
using the Aasen's algorithm. The form of the factorization is
A = U*T*U**T or A = L*T*L**T
where U (or L) is a product of permutation and unit upper (lower)
triangular matrices, and T is a complex symmetric tridiagonal matrix.
This is the blocked version of the algorithm, calling Level 3 BLAS.
Parameters:
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is REAL array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = 'U', the leading
N-by-N upper triangular part of A contains the upper
triangular part of the matrix A, and the strictly lower
triangular part of A is not referenced. If UPLO = 'L', the
leading N-by-N lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
On exit, the tridiagonal matrix is stored in the diagonals
and the subdiagonals of A just below (or above) the diagonals,
and L is stored below (or above) the subdiaonals, when UPLO
is 'L' (or 'U').
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
On exit, it contains the details of the interchanges, i.e.,
the row and column k of A were interchanged with the
row and column IPIV(k).
WORK
WORK is REAL array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is INTEGER
The length of WORK. LWORK >= MAX(1,2*N). For optimum performance
LWORK >= N*(1+NB), where NB is the optimal blocksize.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine csytrf_rk (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA,
complex, dimension( * ) E, integer, dimension( * ) IPIV, complex, dimension( * ) WORK,
integer LWORK, integer INFO)
CSYTRF_RK computes the factorization of a complex symmetric indefinite matrix using the
bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS3 blocked algorithm).
Purpose:
CSYTRF_RK computes the factorization of a complex symmetric matrix A
using the bounded Bunch-Kaufman (rook) diagonal pivoting method:
A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T),
where U (or L) is unit upper (or lower) triangular matrix,
U**T (or L**T) is the transpose of U (or L), P is a permutation
matrix, P**T is the transpose of P, and D is symmetric and block
diagonal with 1-by-1 and 2-by-2 diagonal blocks.
This is the blocked version of the algorithm, calling Level 3 BLAS.
For more information see Further Details section.
Parameters:
UPLO
UPLO is CHARACTER*1
Specifies whether the upper or lower triangular part of the
symmetric matrix A is stored:
= 'U': Upper triangular
= 'L': Lower triangular
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the symmetric matrix A.
If UPLO = 'U': the leading N-by-N upper triangular part
of A contains the upper triangular part of the matrix A,
and the strictly lower triangular part of A is not
referenced.
If UPLO = 'L': the leading N-by-N lower triangular part
of A contains the lower triangular part of the matrix A,
and the strictly upper triangular part of A is not
referenced.
On exit, contains:
a) ONLY diagonal elements of the symmetric block diagonal
matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
(superdiagonal (or subdiagonal) elements of D
are stored on exit in array E), and
b) If UPLO = 'U': factor U in the superdiagonal part of A.
If UPLO = 'L': factor L in the subdiagonal part of A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
E
E is COMPLEX array, dimension (N)
On exit, contains the superdiagonal (or subdiagonal)
elements of the symmetric block diagonal matrix D
with 1-by-1 or 2-by-2 diagonal blocks, where
If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0;
If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0.
NOTE: For 1-by-1 diagonal block D(k), where
1 <= k <= N, the element E(k) is set to 0 in both
UPLO = 'U' or UPLO = 'L' cases.
IPIV
IPIV is INTEGER array, dimension (N)
IPIV describes the permutation matrix P in the factorization
of matrix A as follows. The absolute value of IPIV(k)
represents the index of row and column that were
interchanged with the k-th row and column. The value of UPLO
describes the order in which the interchanges were applied.
Also, the sign of IPIV represents the block structure of
the symmetric block diagonal matrix D with 1-by-1 or 2-by-2
diagonal blocks which correspond to 1 or 2 interchanges
at each factorization step. For more info see Further
Details section.
If UPLO = 'U',
( in factorization order, k decreases from N to 1 ):
a) A single positive entry IPIV(k) > 0 means:
D(k,k) is a 1-by-1 diagonal block.
If IPIV(k) != k, rows and columns k and IPIV(k) were
interchanged in the matrix A(1:N,1:N);
If IPIV(k) = k, no interchange occurred.
b) A pair of consecutive negative entries
IPIV(k) < 0 and IPIV(k-1) < 0 means:
D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
(NOTE: negative entries in IPIV appear ONLY in pairs).
1) If -IPIV(k) != k, rows and columns
k and -IPIV(k) were interchanged
in the matrix A(1:N,1:N).
If -IPIV(k) = k, no interchange occurred.
2) If -IPIV(k-1) != k-1, rows and columns
k-1 and -IPIV(k-1) were interchanged
in the matrix A(1:N,1:N).
If -IPIV(k-1) = k-1, no interchange occurred.
c) In both cases a) and b), always ABS( IPIV(k) ) <= k.
d) NOTE: Any entry IPIV(k) is always NONZERO on output.
If UPLO = 'L',
( in factorization order, k increases from 1 to N ):
a) A single positive entry IPIV(k) > 0 means:
D(k,k) is a 1-by-1 diagonal block.
If IPIV(k) != k, rows and columns k and IPIV(k) were
interchanged in the matrix A(1:N,1:N).
If IPIV(k) = k, no interchange occurred.
b) A pair of consecutive negative entries
IPIV(k) < 0 and IPIV(k+1) < 0 means:
D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
(NOTE: negative entries in IPIV appear ONLY in pairs).
1) If -IPIV(k) != k, rows and columns
k and -IPIV(k) were interchanged
in the matrix A(1:N,1:N).
If -IPIV(k) = k, no interchange occurred.
2) If -IPIV(k+1) != k+1, rows and columns
k-1 and -IPIV(k-1) were interchanged
in the matrix A(1:N,1:N).
If -IPIV(k+1) = k+1, no interchange occurred.
c) In both cases a) and b), always ABS( IPIV(k) ) >= k.
d) NOTE: Any entry IPIV(k) is always NONZERO on output.
WORK
WORK is COMPLEX array, dimension ( MAX(1,LWORK) ).
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is INTEGER
The length of WORK. LWORK >=1. For best performance
LWORK >= N*NB, where NB is the block size returned
by ILAENV.
If LWORK = -1, then a workspace query is assumed;
the routine only calculates the optimal size of the WORK
array, returns this value as the first entry of the WORK
array, and no error message related to LWORK is issued
by XERBLA.
INFO
INFO is INTEGER
= 0: successful exit
< 0: If INFO = -k, the k-th argument had an illegal value
> 0: If INFO = k, the matrix A is singular, because:
If UPLO = 'U': column k in the upper
triangular part of A contains all zeros.
If UPLO = 'L': column k in the lower
triangular part of A contains all zeros.
Therefore D(k,k) is exactly zero, and superdiagonal
elements of column k of U (or subdiagonal elements of
column k of L ) are all zeros. The factorization has
been completed, but the block diagonal matrix D is
exactly singular, and division by zero will occur if
it is used to solve a system of equations.
NOTE: INFO only stores the first occurrence of
a singularity, any subsequent occurrence of singularity
is not stored in INFO even though the factorization
always completes.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Further Details:
TODO: put correct description
Contributors:
December 2016, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
School of Mathematics,
University of Manchester
subroutine csytrf_rook (character UPLO, integer N, complex, dimension( lda, * ) A, integer
LDA, integer, dimension( * ) IPIV, complex, dimension( * ) WORK, integer LWORK, integer
INFO)
CSYTRF_ROOK
Purpose:
CSYTRF_ROOK computes the factorization of a complex symmetric matrix A
using the bounded Bunch-Kaufman ("rook") diagonal pivoting method.
The form of the factorization is
A = U*D*U**T or A = L*D*L**T
where U (or L) is a product of permutation and unit upper (lower)
triangular matrices, and D is symmetric and block diagonal with
1-by-1 and 2-by-2 diagonal blocks.
This is the blocked version of the algorithm, calling Level 3 BLAS.
Parameters:
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = 'U', the leading
N-by-N upper triangular part of A contains the upper
triangular part of the matrix A, and the strictly lower
triangular part of A is not referenced. If UPLO = 'L', the
leading N-by-N lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
On exit, the block diagonal matrix D and the multipliers used
to obtain the factor U or L (see below for further details).
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D.
If UPLO = 'U':
If IPIV(k) > 0, then rows and columns k and IPIV(k)
were interchanged and D(k,k) is a 1-by-1 diagonal block.
If IPIV(k) < 0 and IPIV(k-1) < 0, then rows and
columns k and -IPIV(k) were interchanged and rows and
columns k-1 and -IPIV(k-1) were inerchaged,
D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
If UPLO = 'L':
If IPIV(k) > 0, then rows and columns k and IPIV(k)
were interchanged and D(k,k) is a 1-by-1 diagonal block.
If IPIV(k) < 0 and IPIV(k+1) < 0, then rows and
columns k and -IPIV(k) were interchanged and rows and
columns k+1 and -IPIV(k+1) were inerchaged,
D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
WORK
WORK is COMPLEX array, dimension (MAX(1,LWORK)).
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is INTEGER
The length of WORK. LWORK >=1. For best performance
LWORK >= N*NB, where NB is the block size returned by ILAENV.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, D(i,i) is exactly zero. The factorization
has been completed, but the block diagonal matrix D is
exactly singular, and division by zero will occur if it
is used to solve a system of equations.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2016
Further Details:
If UPLO = 'U', then A = U*D*U**T, where
U = P(n)*U(n)* ... *P(k)U(k)* ...,
i.e., U is a product of terms P(k)*U(k), where k decreases from n to
1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
that if the diagonal block D(k) is of order s (s = 1 or 2), then
( I v 0 ) k-s
U(k) = ( 0 I 0 ) s
( 0 0 I ) n-k
k-s s n-k
If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
and A(k,k), and v overwrites A(1:k-2,k-1:k).
If UPLO = 'L', then A = L*D*L**T, where
L = P(1)*L(1)* ... *P(k)*L(k)* ...,
i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
that if the diagonal block D(k) is of order s (s = 1 or 2), then
( I 0 0 ) k-1
L(k) = ( 0 I 0 ) s
( 0 v I ) n-k-s+1
k-1 s n-k-s+1
If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
Contributors:
June 2016, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
School of Mathematics,
University of Manchester
subroutine csytri (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA,
integer, dimension( * ) IPIV, complex, dimension( * ) WORK, integer INFO)
CSYTRI
Purpose:
CSYTRI computes the inverse of a complex symmetric indefinite matrix
A using the factorization A = U*D*U**T or A = L*D*L**T computed by
CSYTRF.
Parameters:
UPLO
UPLO is CHARACTER*1
Specifies whether the details of the factorization are stored
as an upper or lower triangular matrix.
= 'U': Upper triangular, form is A = U*D*U**T;
= 'L': Lower triangular, form is A = L*D*L**T.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the block diagonal matrix D and the multipliers
used to obtain the factor U or L as computed by CSYTRF.
On exit, if INFO = 0, the (symmetric) inverse of the original
matrix. If UPLO = 'U', the upper triangular part of the
inverse is formed and the part of A below the diagonal is not
referenced; if UPLO = 'L' the lower triangular part of the
inverse is formed and the part of A above the diagonal is
not referenced.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CSYTRF.
WORK
WORK is COMPLEX array, dimension (2*N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
inverse could not be computed.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine csytri2 (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA,
integer, dimension( * ) IPIV, complex, dimension( * ) WORK, integer LWORK, integer INFO)
CSYTRI2
Purpose:
CSYTRI2 computes the inverse of a COMPLEX symmetric indefinite matrix
A using the factorization A = U*D*U**T or A = L*D*L**T computed by
CSYTRF. CSYTRI2 sets the LEADING DIMENSION of the workspace
before calling CSYTRI2X that actually computes the inverse.
Parameters:
UPLO
UPLO is CHARACTER*1
Specifies whether the details of the factorization are stored
as an upper or lower triangular matrix.
= 'U': Upper triangular, form is A = U*D*U**T;
= 'L': Lower triangular, form is A = L*D*L**T.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the NB diagonal matrix D and the multipliers
used to obtain the factor U or L as computed by CSYTRF.
On exit, if INFO = 0, the (symmetric) inverse of the original
matrix. If UPLO = 'U', the upper triangular part of the
inverse is formed and the part of A below the diagonal is not
referenced; if UPLO = 'L' the lower triangular part of the
inverse is formed and the part of A above the diagonal is
not referenced.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the NB structure of D
as determined by CSYTRF.
WORK
WORK is COMPLEX array, dimension (N+NB+1)*(NB+3)
LWORK
LWORK is INTEGER
The dimension of the array WORK.
WORK is size >= (N+NB+1)*(NB+3)
If LDWORK = -1, then a workspace query is assumed; the routine
calculates:
- the optimal size of the WORK array, returns
this value as the first entry of the WORK array,
- and no error message related to LDWORK is issued by XERBLA.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
inverse could not be computed.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine csytri2x (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA,
integer, dimension( * ) IPIV, complex, dimension( n+nb+1,* ) WORK, integer NB, integer
INFO)
CSYTRI2X
Purpose:
CSYTRI2X computes the inverse of a real symmetric indefinite matrix
A using the factorization A = U*D*U**T or A = L*D*L**T computed by
CSYTRF.
Parameters:
UPLO
UPLO is CHARACTER*1
Specifies whether the details of the factorization are stored
as an upper or lower triangular matrix.
= 'U': Upper triangular, form is A = U*D*U**T;
= 'L': Lower triangular, form is A = L*D*L**T.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the NNB diagonal matrix D and the multipliers
used to obtain the factor U or L as computed by CSYTRF.
On exit, if INFO = 0, the (symmetric) inverse of the original
matrix. If UPLO = 'U', the upper triangular part of the
inverse is formed and the part of A below the diagonal is not
referenced; if UPLO = 'L' the lower triangular part of the
inverse is formed and the part of A above the diagonal is
not referenced.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the NNB structure of D
as determined by CSYTRF.
WORK
WORK is COMPLEX array, dimension (N+NB+1,NB+3)
NB
NB is INTEGER
Block size
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
inverse could not be computed.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2017
subroutine csytri_3 (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA,
complex, dimension( * ) E, integer, dimension( * ) IPIV, complex, dimension( * ) WORK,
integer LWORK, integer INFO)
CSYTRI_3
Purpose:
CSYTRI_3 computes the inverse of a complex symmetric indefinite
matrix A using the factorization computed by CSYTRF_RK or CSYTRF_BK:
A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T),
where U (or L) is unit upper (or lower) triangular matrix,
U**T (or L**T) is the transpose of U (or L), P is a permutation
matrix, P**T is the transpose of P, and D is symmetric and block
diagonal with 1-by-1 and 2-by-2 diagonal blocks.
CSYTRI_3 sets the leading dimension of the workspace before calling
CSYTRI_3X that actually computes the inverse. This is the blocked
version of the algorithm, calling Level 3 BLAS.
Parameters:
UPLO
UPLO is CHARACTER*1
Specifies whether the details of the factorization are
stored as an upper or lower triangular matrix.
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, diagonal of the block diagonal matrix D and
factors U or L as computed by CSYTRF_RK and CSYTRF_BK:
a) ONLY diagonal elements of the symmetric block diagonal
matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
(superdiagonal (or subdiagonal) elements of D
should be provided on entry in array E), and
b) If UPLO = 'U': factor U in the superdiagonal part of A.
If UPLO = 'L': factor L in the subdiagonal part of A.
On exit, if INFO = 0, the symmetric inverse of the original
matrix.
If UPLO = 'U': the upper triangular part of the inverse
is formed and the part of A below the diagonal is not
referenced;
If UPLO = 'L': the lower triangular part of the inverse
is formed and the part of A above the diagonal is not
referenced.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
E
E is COMPLEX array, dimension (N)
On entry, contains the superdiagonal (or subdiagonal)
elements of the symmetric block diagonal matrix D
with 1-by-1 or 2-by-2 diagonal blocks, where
If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced;
If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced.
NOTE: For 1-by-1 diagonal block D(k), where
1 <= k <= N, the element E(k) is not referenced in both
UPLO = 'U' or UPLO = 'L' cases.
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CSYTRF_RK or CSYTRF_BK.
WORK
WORK is COMPLEX array, dimension (N+NB+1)*(NB+3).
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is INTEGER
The length of WORK. LWORK >= (N+NB+1)*(NB+3).
If LDWORK = -1, then a workspace query is assumed;
the routine only calculates the optimal size of the optimal
size of the WORK array, returns this value as the first
entry of the WORK array, and no error message related to
LWORK is issued by XERBLA.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
inverse could not be computed.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2017
Contributors:
June 2017, Igor Kozachenko, Computer Science Division, University of California, Berkeley
subroutine csytri_3x (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA,
complex, dimension( * ) E, integer, dimension( * ) IPIV, complex, dimension( n+nb+1, * )
WORK, integer NB, integer INFO)
CSYTRI_3X
Purpose:
CSYTRI_3X computes the inverse of a complex symmetric indefinite
matrix A using the factorization computed by CSYTRF_RK or CSYTRF_BK:
A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T),
where U (or L) is unit upper (or lower) triangular matrix,
U**T (or L**T) is the transpose of U (or L), P is a permutation
matrix, P**T is the transpose of P, and D is symmetric and block
diagonal with 1-by-1 and 2-by-2 diagonal blocks.
This is the blocked version of the algorithm, calling Level 3 BLAS.
Parameters:
UPLO
UPLO is CHARACTER*1
Specifies whether the details of the factorization are
stored as an upper or lower triangular matrix.
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, diagonal of the block diagonal matrix D and
factors U or L as computed by CSYTRF_RK and CSYTRF_BK:
a) ONLY diagonal elements of the symmetric block diagonal
matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
(superdiagonal (or subdiagonal) elements of D
should be provided on entry in array E), and
b) If UPLO = 'U': factor U in the superdiagonal part of A.
If UPLO = 'L': factor L in the subdiagonal part of A.
On exit, if INFO = 0, the symmetric inverse of the original
matrix.
If UPLO = 'U': the upper triangular part of the inverse
is formed and the part of A below the diagonal is not
referenced;
If UPLO = 'L': the lower triangular part of the inverse
is formed and the part of A above the diagonal is not
referenced.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
E
E is COMPLEX array, dimension (N)
On entry, contains the superdiagonal (or subdiagonal)
elements of the symmetric block diagonal matrix D
with 1-by-1 or 2-by-2 diagonal blocks, where
If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) not referenced;
If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) not referenced.
NOTE: For 1-by-1 diagonal block D(k), where
1 <= k <= N, the element E(k) is not referenced in both
UPLO = 'U' or UPLO = 'L' cases.
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CSYTRF_RK or CSYTRF_BK.
WORK
WORK is COMPLEX array, dimension (N+NB+1,NB+3).
NB
NB is INTEGER
Block size.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
inverse could not be computed.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2017
Contributors:
June 2017, Igor Kozachenko, Computer Science Division, University of California, Berkeley
subroutine csytri_rook (character UPLO, integer N, complex, dimension( lda, * ) A, integer
LDA, integer, dimension( * ) IPIV, complex, dimension( * ) WORK, integer INFO)
CSYTRI_ROOK
Purpose:
CSYTRI_ROOK computes the inverse of a complex symmetric
matrix A using the factorization A = U*D*U**T or A = L*D*L**T
computed by CSYTRF_ROOK.
Parameters:
UPLO
UPLO is CHARACTER*1
Specifies whether the details of the factorization are stored
as an upper or lower triangular matrix.
= 'U': Upper triangular, form is A = U*D*U**T;
= 'L': Lower triangular, form is A = L*D*L**T.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the block diagonal matrix D and the multipliers
used to obtain the factor U or L as computed by CSYTRF_ROOK.
On exit, if INFO = 0, the (symmetric) inverse of the original
matrix. If UPLO = 'U', the upper triangular part of the
inverse is formed and the part of A below the diagonal is not
referenced; if UPLO = 'L' the lower triangular part of the
inverse is formed and the part of A above the diagonal is
not referenced.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CSYTRF_ROOK.
WORK
WORK is COMPLEX array, dimension (N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
inverse could not be computed.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
December 2016, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
School of Mathematics,
University of Manchester
subroutine csytrs (character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A,
integer LDA, integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB,
integer INFO)
CSYTRS
Purpose:
CSYTRS solves a system of linear equations A*X = B with a complex
symmetric matrix A using the factorization A = U*D*U**T or
A = L*D*L**T computed by CSYTRF.
Parameters:
UPLO
UPLO is CHARACTER*1
Specifies whether the details of the factorization are stored
as an upper or lower triangular matrix.
= 'U': Upper triangular, form is A = U*D*U**T;
= 'L': Lower triangular, form is A = L*D*L**T.
N
N is INTEGER
The order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
A
A is COMPLEX array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by CSYTRF.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CSYTRF.
B
B is COMPLEX array, dimension (LDB,NRHS)
On entry, the right hand side matrix B.
On exit, the solution matrix X.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine csytrs2 (character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A,
integer LDA, integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB,
complex, dimension( * ) WORK, integer INFO)
CSYTRS2
Purpose:
CSYTRS2 solves a system of linear equations A*X = B with a COMPLEX
symmetric matrix A using the factorization A = U*D*U**T or
A = L*D*L**T computed by CSYTRF and converted by CSYCONV.
Parameters:
UPLO
UPLO is CHARACTER*1
Specifies whether the details of the factorization are stored
as an upper or lower triangular matrix.
= 'U': Upper triangular, form is A = U*D*U**T;
= 'L': Lower triangular, form is A = L*D*L**T.
N
N is INTEGER
The order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
A
A is COMPLEX array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by CSYTRF.
Note that A is input / output. This might be counter-intuitive,
and one may think that A is input only. A is input / output. This
is because, at the start of the subroutine, we permute A in a
"better" form and then we permute A back to its original form at
the end.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CSYTRF.
B
B is COMPLEX array, dimension (LDB,NRHS)
On entry, the right hand side matrix B.
On exit, the solution matrix X.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
WORK
WORK is COMPLEX array, dimension (N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine csytrs_3 (character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A,
integer LDA, complex, dimension( * ) E, integer, dimension( * ) IPIV, complex, dimension(
ldb, * ) B, integer LDB, integer INFO)
CSYTRS_3
Purpose:
CSYTRS_3 solves a system of linear equations A * X = B with a complex
symmetric matrix A using the factorization computed
by CSYTRF_RK or CSYTRF_BK:
A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T),
where U (or L) is unit upper (or lower) triangular matrix,
U**T (or L**T) is the transpose of U (or L), P is a permutation
matrix, P**T is the transpose of P, and D is symmetric and block
diagonal with 1-by-1 and 2-by-2 diagonal blocks.
This algorithm is using Level 3 BLAS.
Parameters:
UPLO
UPLO is CHARACTER*1
Specifies whether the details of the factorization are
stored as an upper or lower triangular matrix:
= 'U': Upper triangular, form is A = P*U*D*(U**T)*(P**T);
= 'L': Lower triangular, form is A = P*L*D*(L**T)*(P**T).
N
N is INTEGER
The order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
A
A is COMPLEX array, dimension (LDA,N)
Diagonal of the block diagonal matrix D and factors U or L
as computed by CSYTRF_RK and CSYTRF_BK:
a) ONLY diagonal elements of the symmetric block diagonal
matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
(superdiagonal (or subdiagonal) elements of D
should be provided on entry in array E), and
b) If UPLO = 'U': factor U in the superdiagonal part of A.
If UPLO = 'L': factor L in the subdiagonal part of A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
E
E is COMPLEX array, dimension (N)
On entry, contains the superdiagonal (or subdiagonal)
elements of the symmetric block diagonal matrix D
with 1-by-1 or 2-by-2 diagonal blocks, where
If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced;
If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced.
NOTE: For 1-by-1 diagonal block D(k), where
1 <= k <= N, the element E(k) is not referenced in both
UPLO = 'U' or UPLO = 'L' cases.
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CSYTRF_RK or CSYTRF_BK.
B
B is COMPLEX array, dimension (LDB,NRHS)
On entry, the right hand side matrix B.
On exit, the solution matrix X.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2017
Contributors:
June 2017, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
School of Mathematics,
University of Manchester
subroutine csytrs_aa (character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A,
integer LDA, integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB,
complex, dimension( * ) WORK, integer LWORK, integer INFO)
CSYTRS_AA
Purpose:
CSYTRS_AA solves a system of linear equations A*X = B with a complex
symmetric matrix A using the factorization A = U*T*U**T or
A = L*T*L**T computed by CSYTRF_AA.
Parameters:
UPLO
UPLO is CHARACTER*1
Specifies whether the details of the factorization are stored
as an upper or lower triangular matrix.
= 'U': Upper triangular, form is A = U*T*U**T;
= 'L': Lower triangular, form is A = L*T*L**T.
N
N is INTEGER
The order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
A
A is REAL array, dimension (LDA,N)
Details of factors computed by CSYTRF_AA.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges as computed by CSYTRF_AA.
B
B is REAL array, dimension (LDB,NRHS)
On entry, the right hand side matrix B.
On exit, the solution matrix X.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
WORK
WORK is DOUBLE array, dimension (MAX(1,LWORK))
LWORK
LWORK is INTEGER, LWORK >= MAX(1,3*N-2).
aram[out] INFO
batim
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2017
subroutine csytrs_rook (character UPLO, integer N, integer NRHS, complex, dimension( lda, * )
A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB,
integer INFO)
CSYTRS_ROOK
Purpose:
CSYTRS_ROOK solves a system of linear equations A*X = B with
a complex symmetric matrix A using the factorization A = U*D*U**T or
A = L*D*L**T computed by CSYTRF_ROOK.
Parameters:
UPLO
UPLO is CHARACTER*1
Specifies whether the details of the factorization are stored
as an upper or lower triangular matrix.
= 'U': Upper triangular, form is A = U*D*U**T;
= 'L': Lower triangular, form is A = L*D*L**T.
N
N is INTEGER
The order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
A
A is COMPLEX array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by CSYTRF_ROOK.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CSYTRF_ROOK.
B
B is COMPLEX array, dimension (LDB,NRHS)
On entry, the right hand side matrix B.
On exit, the solution matrix X.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
December 2016, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
School of Mathematics,
University of Manchester
subroutine ctgsyl (character TRANS, integer IJOB, integer M, integer N, complex, dimension(
lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB, complex, dimension(
ldc, * ) C, integer LDC, complex, dimension( ldd, * ) D, integer LDD, complex, dimension(
lde, * ) E, integer LDE, complex, dimension( ldf, * ) F, integer LDF, real SCALE, real
DIF, complex, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer
INFO)
CTGSYL
Purpose:
CTGSYL solves the generalized Sylvester equation:
A * R - L * B = scale * C (1)
D * R - L * E = scale * F
where R and L are unknown m-by-n matrices, (A, D), (B, E) and
(C, F) are given matrix pairs of size m-by-m, n-by-n and m-by-n,
respectively, with complex entries. A, B, D and E are upper
triangular (i.e., (A,D) and (B,E) in generalized Schur form).
The solution (R, L) overwrites (C, F). 0 <= SCALE <= 1
is an output scaling factor chosen to avoid overflow.
In matrix notation (1) is equivalent to solve Zx = scale*b, where Z
is defined as
Z = [ kron(In, A) -kron(B**H, Im) ] (2)
[ kron(In, D) -kron(E**H, Im) ],
Here Ix is the identity matrix of size x and X**H is the conjugate
transpose of X. Kron(X, Y) is the Kronecker product between the
matrices X and Y.
If TRANS = 'C', y in the conjugate transposed system Z**H *y = scale*b
is solved for, which is equivalent to solve for R and L in
A**H * R + D**H * L = scale * C (3)
R * B**H + L * E**H = scale * -F
This case (TRANS = 'C') is used to compute an one-norm-based estimate
of Dif[(A,D), (B,E)], the separation between the matrix pairs (A,D)
and (B,E), using CLACON.
If IJOB >= 1, CTGSYL computes a Frobenius norm-based estimate of
Dif[(A,D),(B,E)]. That is, the reciprocal of a lower bound on the
reciprocal of the smallest singular value of Z.
This is a level-3 BLAS algorithm.
Parameters:
TRANS
TRANS is CHARACTER*1
= 'N': solve the generalized sylvester equation (1).
= 'C': solve the "conjugate transposed" system (3).
IJOB
IJOB is INTEGER
Specifies what kind of functionality to be performed.
=0: solve (1) only.
=1: The functionality of 0 and 3.
=2: The functionality of 0 and 4.
=3: Only an estimate of Dif[(A,D), (B,E)] is computed.
(look ahead strategy is used).
=4: Only an estimate of Dif[(A,D), (B,E)] is computed.
(CGECON on sub-systems is used).
Not referenced if TRANS = 'C'.
M
M is INTEGER
The order of the matrices A and D, and the row dimension of
the matrices C, F, R and L.
N
N is INTEGER
The order of the matrices B and E, and the column dimension
of the matrices C, F, R and L.
A
A is COMPLEX array, dimension (LDA, M)
The upper triangular matrix A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1, M).
B
B is COMPLEX array, dimension (LDB, N)
The upper triangular matrix B.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1, N).
C
C is COMPLEX array, dimension (LDC, N)
On entry, C contains the right-hand-side of the first matrix
equation in (1) or (3).
On exit, if IJOB = 0, 1 or 2, C has been overwritten by
the solution R. If IJOB = 3 or 4 and TRANS = 'N', C holds R,
the solution achieved during the computation of the
Dif-estimate.
LDC
LDC is INTEGER
The leading dimension of the array C. LDC >= max(1, M).
D
D is COMPLEX array, dimension (LDD, M)
The upper triangular matrix D.
LDD
LDD is INTEGER
The leading dimension of the array D. LDD >= max(1, M).
E
E is COMPLEX array, dimension (LDE, N)
The upper triangular matrix E.
LDE
LDE is INTEGER
The leading dimension of the array E. LDE >= max(1, N).
F
F is COMPLEX array, dimension (LDF, N)
On entry, F contains the right-hand-side of the second matrix
equation in (1) or (3).
On exit, if IJOB = 0, 1 or 2, F has been overwritten by
the solution L. If IJOB = 3 or 4 and TRANS = 'N', F holds L,
the solution achieved during the computation of the
Dif-estimate.
LDF
LDF is INTEGER
The leading dimension of the array F. LDF >= max(1, M).
DIF
DIF is REAL
On exit DIF is the reciprocal of a lower bound of the
reciprocal of the Dif-function, i.e. DIF is an upper bound of
Dif[(A,D), (B,E)] = sigma-min(Z), where Z as in (2).
IF IJOB = 0 or TRANS = 'C', DIF is not referenced.
SCALE
SCALE is REAL
On exit SCALE is the scaling factor in (1) or (3).
If 0 < SCALE < 1, C and F hold the solutions R and L, resp.,
to a slightly perturbed system but the input matrices A, B,
D and E have not been changed. If SCALE = 0, R and L will
hold the solutions to the homogenious system with C = F = 0.
WORK
WORK is COMPLEX array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is INTEGER
The dimension of the array WORK. LWORK > = 1.
If IJOB = 1 or 2 and TRANS = 'N', LWORK >= max(1,2*M*N).
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
IWORK
IWORK is INTEGER array, dimension (M+N+2)
INFO
INFO is INTEGER
=0: successful exit
<0: If INFO = -i, the i-th argument had an illegal value.
>0: (A, D) and (B, E) have common or very close
eigenvalues.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901
87 Umea, Sweden.
References:
[1] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software for Solving the
Generalized Sylvester Equation and Estimating the Separation between Regular Matrix
Pairs, Report UMINF - 93.23, Department of Computing Science, Umea University, S-901
87 Umea, Sweden, December 1993, Revised April 1994, Also as LAPACK Working Note 75. To
appear in ACM Trans. on Math. Software, Vol 22, No 1, 1996.
[2] B. Kagstrom, A Perturbation Analysis of the Generalized Sylvester Equation (AR -
LB, DR - LE ) = (C, F), SIAM J. Matrix Anal. Appl., 15(4):1045-1060, 1994.
[3] B. Kagstrom and L. Westin, Generalized Schur Methods with Condition Estimators
for Solving the Generalized Sylvester Equation, IEEE Transactions on Automatic
Control, Vol. 34, No. 7, July 1989, pp 745-751.
subroutine ctrsyl (character TRANA, character TRANB, integer ISGN, integer M, integer N,
complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB,
complex, dimension( ldc, * ) C, integer LDC, real SCALE, integer INFO)
CTRSYL
Purpose:
CTRSYL solves the complex Sylvester matrix equation:
op(A)*X + X*op(B) = scale*C or
op(A)*X - X*op(B) = scale*C,
where op(A) = A or A**H, and A and B are both upper triangular. A is
M-by-M and B is N-by-N; the right hand side C and the solution X are
M-by-N; and scale is an output scale factor, set <= 1 to avoid
overflow in X.
Parameters:
TRANA
TRANA is CHARACTER*1
Specifies the option op(A):
= 'N': op(A) = A (No transpose)
= 'C': op(A) = A**H (Conjugate transpose)
TRANB
TRANB is CHARACTER*1
Specifies the option op(B):
= 'N': op(B) = B (No transpose)
= 'C': op(B) = B**H (Conjugate transpose)
ISGN
ISGN is INTEGER
Specifies the sign in the equation:
= +1: solve op(A)*X + X*op(B) = scale*C
= -1: solve op(A)*X - X*op(B) = scale*C
M
M is INTEGER
The order of the matrix A, and the number of rows in the
matrices X and C. M >= 0.
N
N is INTEGER
The order of the matrix B, and the number of columns in the
matrices X and C. N >= 0.
A
A is COMPLEX array, dimension (LDA,M)
The upper triangular matrix A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,M).
B
B is COMPLEX array, dimension (LDB,N)
The upper triangular matrix B.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
C
C is COMPLEX array, dimension (LDC,N)
On entry, the M-by-N right hand side matrix C.
On exit, C is overwritten by the solution matrix X.
LDC
LDC is INTEGER
The leading dimension of the array C. LDC >= max(1,M)
SCALE
SCALE is REAL
The scale factor, scale, set <= 1 to avoid overflow in X.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
= 1: A and B have common or very close eigenvalues; perturbed
values were used to solve the equation (but the matrices
A and B are unchanged).
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Author
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