Provided by: liblapack-doc_3.10.1-2_all 
NAME
complexOTHERcomputational - complex
SYNOPSIS
Functions
subroutine cbbcsd (JOBU1, JOBU2, JOBV1T, JOBV2T, TRANS, M, P, Q, THETA, PHI, U1, LDU1, U2,
LDU2, V1T, LDV1T, V2T, LDV2T, B11D, B11E, B12D, B12E, B21D, B21E, B22D, B22E, RWORK,
LRWORK, INFO)
CBBCSD
subroutine cbdsqr (UPLO, N, NCVT, NRU, NCC, D, E, VT, LDVT, U, LDU, C, LDC, RWORK, INFO)
CBDSQR
subroutine cgghd3 (COMPQ, COMPZ, N, ILO, IHI, A, LDA, B, LDB, Q, LDQ, Z, LDZ, WORK, LWORK,
INFO)
CGGHD3
subroutine cgghrd (COMPQ, COMPZ, N, ILO, IHI, A, LDA, B, LDB, Q, LDQ, Z, LDZ, INFO)
CGGHRD
subroutine cggqrf (N, M, P, A, LDA, TAUA, B, LDB, TAUB, WORK, LWORK, INFO)
CGGQRF
subroutine cggrqf (M, P, N, A, LDA, TAUA, B, LDB, TAUB, WORK, LWORK, INFO)
CGGRQF
subroutine cggsvp3 (JOBU, JOBV, JOBQ, M, P, N, A, LDA, B, LDB, TOLA, TOLB, K, L, U, LDU,
V, LDV, Q, LDQ, IWORK, RWORK, TAU, WORK, LWORK, INFO)
CGGSVP3
subroutine cgsvj0 (JOBV, M, N, A, LDA, D, SVA, MV, V, LDV, EPS, SFMIN, TOL, NSWEEP, WORK,
LWORK, INFO)
CGSVJ0 pre-processor for the routine cgesvj.
subroutine cgsvj1 (JOBV, M, N, N1, A, LDA, D, SVA, MV, V, LDV, EPS, SFMIN, TOL, NSWEEP,
WORK, LWORK, INFO)
CGSVJ1 pre-processor for the routine cgesvj, applies Jacobi rotations targeting only
particular pivots.
subroutine chbgst (VECT, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, X, LDX, WORK, RWORK, INFO)
CHBGST
subroutine chbtrd (VECT, UPLO, N, KD, AB, LDAB, D, E, Q, LDQ, WORK, INFO)
CHBTRD
subroutine chetrd_hb2st (STAGE1, VECT, UPLO, N, KD, AB, LDAB, D, E, HOUS, LHOUS, WORK,
LWORK, INFO)
CHETRD_HB2ST reduces a complex Hermitian band matrix A to real symmetric tridiagonal
form T
subroutine chfrk (TRANSR, UPLO, TRANS, N, K, ALPHA, A, LDA, BETA, C)
CHFRK performs a Hermitian rank-k operation for matrix in RFP format.
subroutine chpcon (UPLO, N, AP, IPIV, ANORM, RCOND, WORK, INFO)
CHPCON
subroutine chpgst (ITYPE, UPLO, N, AP, BP, INFO)
CHPGST
subroutine chprfs (UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK,
INFO)
CHPRFS
subroutine chptrd (UPLO, N, AP, D, E, TAU, INFO)
CHPTRD
subroutine chptrf (UPLO, N, AP, IPIV, INFO)
CHPTRF
subroutine chptri (UPLO, N, AP, IPIV, WORK, INFO)
CHPTRI
subroutine chptrs (UPLO, N, NRHS, AP, IPIV, B, LDB, INFO)
CHPTRS
subroutine chsein (SIDE, EIGSRC, INITV, SELECT, N, H, LDH, W, VL, LDVL, VR, LDVR, MM, M,
WORK, RWORK, IFAILL, IFAILR, INFO)
CHSEIN
subroutine chseqr (JOB, COMPZ, N, ILO, IHI, H, LDH, W, Z, LDZ, WORK, LWORK, INFO)
CHSEQR
subroutine cla_lin_berr (N, NZ, NRHS, RES, AYB, BERR)
CLA_LIN_BERR computes a component-wise relative backward error.
subroutine cla_wwaddw (N, X, Y, W)
CLA_WWADDW adds a vector into a doubled-single vector.
subroutine claed0 (QSIZ, N, D, E, Q, LDQ, QSTORE, LDQS, RWORK, IWORK, INFO)
CLAED0 used by CSTEDC. Computes all eigenvalues and corresponding eigenvectors of an
unreduced symmetric tridiagonal matrix using the divide and conquer method.
subroutine claed7 (N, CUTPNT, QSIZ, TLVLS, CURLVL, CURPBM, D, Q, LDQ, RHO, INDXQ, QSTORE,
QPTR, PRMPTR, PERM, GIVPTR, GIVCOL, GIVNUM, WORK, RWORK, IWORK, INFO)
CLAED7 used by CSTEDC. Computes the updated eigensystem of a diagonal matrix after
modification by a rank-one symmetric matrix. Used when the original matrix is dense.
subroutine claed8 (K, N, QSIZ, Q, LDQ, D, RHO, CUTPNT, Z, DLAMDA, Q2, LDQ2, W, INDXP,
INDX, INDXQ, PERM, GIVPTR, GIVCOL, GIVNUM, INFO)
CLAED8 used by CSTEDC. Merges eigenvalues and deflates secular equation. Used when the
original matrix is dense.
subroutine clals0 (ICOMPQ, NL, NR, SQRE, NRHS, B, LDB, BX, LDBX, PERM, GIVPTR, GIVCOL,
LDGCOL, GIVNUM, LDGNUM, POLES, DIFL, DIFR, Z, K, C, S, RWORK, INFO)
CLALS0 applies back multiplying factors in solving the least squares problem using
divide and conquer SVD approach. Used by sgelsd.
subroutine clalsa (ICOMPQ, SMLSIZ, N, NRHS, B, LDB, BX, LDBX, U, LDU, VT, K, DIFL, DIFR,
Z, POLES, GIVPTR, GIVCOL, LDGCOL, PERM, GIVNUM, C, S, RWORK, IWORK, INFO)
CLALSA computes the SVD of the coefficient matrix in compact form. Used by sgelsd.
subroutine clalsd (UPLO, SMLSIZ, N, NRHS, D, E, B, LDB, RCOND, RANK, WORK, RWORK, IWORK,
INFO)
CLALSD uses the singular value decomposition of A to solve the least squares problem.
real function clanhf (NORM, TRANSR, UPLO, N, A, WORK)
CLANHF returns the value of the 1-norm, or the Frobenius norm, or the infinity norm,
or the element of largest absolute value of a Hermitian matrix in RFP format.
subroutine clarscl2 (M, N, D, X, LDX)
CLARSCL2 performs reciprocal diagonal scaling on a vector.
subroutine clarz (SIDE, M, N, L, V, INCV, TAU, C, LDC, WORK)
CLARZ applies an elementary reflector (as returned by stzrzf) to a general matrix.
subroutine clarzb (SIDE, TRANS, DIRECT, STOREV, M, N, K, L, V, LDV, T, LDT, C, LDC, WORK,
LDWORK)
CLARZB applies a block reflector or its conjugate-transpose to a general matrix.
subroutine clarzt (DIRECT, STOREV, N, K, V, LDV, TAU, T, LDT)
CLARZT forms the triangular factor T of a block reflector H = I - vtvH.
subroutine clascl2 (M, N, D, X, LDX)
CLASCL2 performs diagonal scaling on a vector.
subroutine clatrz (M, N, L, A, LDA, TAU, WORK)
CLATRZ factors an upper trapezoidal matrix by means of unitary transformations.
subroutine cpbcon (UPLO, N, KD, AB, LDAB, ANORM, RCOND, WORK, RWORK, INFO)
CPBCON
subroutine cpbequ (UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFO)
CPBEQU
subroutine cpbrfs (UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, B, LDB, X, LDX, FERR, BERR,
WORK, RWORK, INFO)
CPBRFS
subroutine cpbstf (UPLO, N, KD, AB, LDAB, INFO)
CPBSTF
subroutine cpbtf2 (UPLO, N, KD, AB, LDAB, INFO)
CPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite
band matrix (unblocked algorithm).
subroutine cpbtrf (UPLO, N, KD, AB, LDAB, INFO)
CPBTRF
subroutine cpbtrs (UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO)
CPBTRS
subroutine cpftrf (TRANSR, UPLO, N, A, INFO)
CPFTRF
subroutine cpftri (TRANSR, UPLO, N, A, INFO)
CPFTRI
subroutine cpftrs (TRANSR, UPLO, N, NRHS, A, B, LDB, INFO)
CPFTRS
subroutine cppcon (UPLO, N, AP, ANORM, RCOND, WORK, RWORK, INFO)
CPPCON
subroutine cppequ (UPLO, N, AP, S, SCOND, AMAX, INFO)
CPPEQU
subroutine cpprfs (UPLO, N, NRHS, AP, AFP, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO)
CPPRFS
subroutine cpptrf (UPLO, N, AP, INFO)
CPPTRF
subroutine cpptri (UPLO, N, AP, INFO)
CPPTRI
subroutine cpptrs (UPLO, N, NRHS, AP, B, LDB, INFO)
CPPTRS
subroutine cpstf2 (UPLO, N, A, LDA, PIV, RANK, TOL, WORK, INFO)
CPSTF2 computes the Cholesky factorization with complete pivoting of complex Hermitian
positive semidefinite matrix.
subroutine cpstrf (UPLO, N, A, LDA, PIV, RANK, TOL, WORK, INFO)
CPSTRF computes the Cholesky factorization with complete pivoting of complex Hermitian
positive semidefinite matrix.
subroutine cspcon (UPLO, N, AP, IPIV, ANORM, RCOND, WORK, INFO)
CSPCON
subroutine csprfs (UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK,
INFO)
CSPRFS
subroutine csptrf (UPLO, N, AP, IPIV, INFO)
CSPTRF
subroutine csptri (UPLO, N, AP, IPIV, WORK, INFO)
CSPTRI
subroutine csptrs (UPLO, N, NRHS, AP, IPIV, B, LDB, INFO)
CSPTRS
subroutine cstedc (COMPZ, N, D, E, Z, LDZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK,
INFO)
CSTEDC
subroutine cstegr (JOBZ, RANGE, N, D, E, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ,
WORK, LWORK, IWORK, LIWORK, INFO)
CSTEGR
subroutine cstein (N, D, E, M, W, IBLOCK, ISPLIT, Z, LDZ, WORK, IWORK, IFAIL, INFO)
CSTEIN
subroutine cstemr (JOBZ, RANGE, N, D, E, VL, VU, IL, IU, M, W, Z, LDZ, NZC, ISUPPZ,
TRYRAC, WORK, LWORK, IWORK, LIWORK, INFO)
CSTEMR
subroutine csteqr (COMPZ, N, D, E, Z, LDZ, WORK, INFO)
CSTEQR
subroutine ctbcon (NORM, UPLO, DIAG, N, KD, AB, LDAB, RCOND, WORK, RWORK, INFO)
CTBCON
subroutine ctbrfs (UPLO, TRANS, DIAG, N, KD, NRHS, AB, LDAB, B, LDB, X, LDX, FERR, BERR,
WORK, RWORK, INFO)
CTBRFS
subroutine ctbtrs (UPLO, TRANS, DIAG, N, KD, NRHS, AB, LDAB, B, LDB, INFO)
CTBTRS
subroutine ctfsm (TRANSR, SIDE, UPLO, TRANS, DIAG, M, N, ALPHA, A, B, LDB)
CTFSM solves a matrix equation (one operand is a triangular matrix in RFP format).
subroutine ctftri (TRANSR, UPLO, DIAG, N, A, INFO)
CTFTRI
subroutine ctfttp (TRANSR, UPLO, N, ARF, AP, INFO)
CTFTTP copies a triangular matrix from the rectangular full packed format (TF) to the
standard packed format (TP).
subroutine ctfttr (TRANSR, UPLO, N, ARF, A, LDA, INFO)
CTFTTR copies a triangular matrix from the rectangular full packed format (TF) to the
standard full format (TR).
subroutine ctgsen (IJOB, WANTQ, WANTZ, SELECT, N, A, LDA, B, LDB, ALPHA, BETA, Q, LDQ, Z,
LDZ, M, PL, PR, DIF, WORK, LWORK, IWORK, LIWORK, INFO)
CTGSEN
subroutine ctgsja (JOBU, JOBV, JOBQ, M, P, N, K, L, A, LDA, B, LDB, TOLA, TOLB, ALPHA,
BETA, U, LDU, V, LDV, Q, LDQ, WORK, NCYCLE, INFO)
CTGSJA
subroutine ctgsna (JOB, HOWMNY, SELECT, N, A, LDA, B, LDB, VL, LDVL, VR, LDVR, S, DIF, MM,
M, WORK, LWORK, IWORK, INFO)
CTGSNA
subroutine ctpcon (NORM, UPLO, DIAG, N, AP, RCOND, WORK, RWORK, INFO)
CTPCON
subroutine ctpmqrt (SIDE, TRANS, M, N, K, L, NB, V, LDV, T, LDT, A, LDA, B, LDB, WORK,
INFO)
CTPMQRT
subroutine ctpqrt (M, N, L, NB, A, LDA, B, LDB, T, LDT, WORK, INFO)
CTPQRT
subroutine ctpqrt2 (M, N, L, A, LDA, B, LDB, T, LDT, INFO)
CTPQRT2 computes a QR factorization of a real or complex 'triangular-pentagonal'
matrix, which is composed of a triangular block and a pentagonal block, using the
compact WY representation for Q.
subroutine ctprfs (UPLO, TRANS, DIAG, N, NRHS, AP, B, LDB, X, LDX, FERR, BERR, WORK,
RWORK, INFO)
CTPRFS
subroutine ctptri (UPLO, DIAG, N, AP, INFO)
CTPTRI
subroutine ctptrs (UPLO, TRANS, DIAG, N, NRHS, AP, B, LDB, INFO)
CTPTRS
subroutine ctpttf (TRANSR, UPLO, N, AP, ARF, INFO)
CTPTTF copies a triangular matrix from the standard packed format (TP) to the
rectangular full packed format (TF).
subroutine ctpttr (UPLO, N, AP, A, LDA, INFO)
CTPTTR copies a triangular matrix from the standard packed format (TP) to the standard
full format (TR).
subroutine ctrcon (NORM, UPLO, DIAG, N, A, LDA, RCOND, WORK, RWORK, INFO)
CTRCON
subroutine ctrevc (SIDE, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR, LDVR, MM, M, WORK,
RWORK, INFO)
CTREVC
subroutine ctrevc3 (SIDE, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR, LDVR, MM, M, WORK,
LWORK, RWORK, LRWORK, INFO)
CTREVC3
subroutine ctrexc (COMPQ, N, T, LDT, Q, LDQ, IFST, ILST, INFO)
CTREXC
subroutine ctrrfs (UPLO, TRANS, DIAG, N, NRHS, A, LDA, B, LDB, X, LDX, FERR, BERR, WORK,
RWORK, INFO)
CTRRFS
subroutine ctrsen (JOB, COMPQ, SELECT, N, T, LDT, Q, LDQ, W, M, S, SEP, WORK, LWORK, INFO)
CTRSEN
subroutine ctrsna (JOB, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR, LDVR, S, SEP, MM, M,
WORK, LDWORK, RWORK, INFO)
CTRSNA
subroutine ctrti2 (UPLO, DIAG, N, A, LDA, INFO)
CTRTI2 computes the inverse of a triangular matrix (unblocked algorithm).
subroutine ctrtri (UPLO, DIAG, N, A, LDA, INFO)
CTRTRI
subroutine ctrtrs (UPLO, TRANS, DIAG, N, NRHS, A, LDA, B, LDB, INFO)
CTRTRS
subroutine ctrttf (TRANSR, UPLO, N, A, LDA, ARF, INFO)
CTRTTF copies a triangular matrix from the standard full format (TR) to the
rectangular full packed format (TF).
subroutine ctrttp (UPLO, N, A, LDA, AP, INFO)
CTRTTP copies a triangular matrix from the standard full format (TR) to the standard
packed format (TP).
subroutine ctzrzf (M, N, A, LDA, TAU, WORK, LWORK, INFO)
CTZRZF
subroutine cunbdb (TRANS, SIGNS, M, P, Q, X11, LDX11, X12, LDX12, X21, LDX21, X22, LDX22,
THETA, PHI, TAUP1, TAUP2, TAUQ1, TAUQ2, WORK, LWORK, INFO)
CUNBDB
subroutine cunbdb1 (M, P, Q, X11, LDX11, X21, LDX21, THETA, PHI, TAUP1, TAUP2, TAUQ1,
WORK, LWORK, INFO)
CUNBDB1
subroutine cunbdb2 (M, P, Q, X11, LDX11, X21, LDX21, THETA, PHI, TAUP1, TAUP2, TAUQ1,
WORK, LWORK, INFO)
CUNBDB2
subroutine cunbdb3 (M, P, Q, X11, LDX11, X21, LDX21, THETA, PHI, TAUP1, TAUP2, TAUQ1,
WORK, LWORK, INFO)
CUNBDB3
subroutine cunbdb4 (M, P, Q, X11, LDX11, X21, LDX21, THETA, PHI, TAUP1, TAUP2, TAUQ1,
PHANTOM, WORK, LWORK, INFO)
CUNBDB4
subroutine cunbdb5 (M1, M2, N, X1, INCX1, X2, INCX2, Q1, LDQ1, Q2, LDQ2, WORK, LWORK,
INFO)
CUNBDB5
subroutine cunbdb6 (M1, M2, N, X1, INCX1, X2, INCX2, Q1, LDQ1, Q2, LDQ2, WORK, LWORK,
INFO)
CUNBDB6
recursive subroutine cuncsd (JOBU1, JOBU2, JOBV1T, JOBV2T, TRANS, SIGNS, M, P, Q, X11,
LDX11, X12, LDX12, X21, LDX21, X22, LDX22, THETA, U1, LDU1, U2, LDU2, V1T, LDV1T, V2T,
LDV2T, WORK, LWORK, RWORK, LRWORK, IWORK, INFO)
CUNCSD
subroutine cuncsd2by1 (JOBU1, JOBU2, JOBV1T, M, P, Q, X11, LDX11, X21, LDX21, THETA, U1,
LDU1, U2, LDU2, V1T, LDV1T, WORK, LWORK, RWORK, LRWORK, IWORK, INFO)
CUNCSD2BY1
subroutine cung2l (M, N, K, A, LDA, TAU, WORK, INFO)
CUNG2L generates all or part of the unitary matrix Q from a QL factorization
determined by cgeqlf (unblocked algorithm).
subroutine cung2r (M, N, K, A, LDA, TAU, WORK, INFO)
CUNG2R
subroutine cunghr (N, ILO, IHI, A, LDA, TAU, WORK, LWORK, INFO)
CUNGHR
subroutine cungl2 (M, N, K, A, LDA, TAU, WORK, INFO)
CUNGL2 generates all or part of the unitary matrix Q from an LQ factorization
determined by cgelqf (unblocked algorithm).
subroutine cunglq (M, N, K, A, LDA, TAU, WORK, LWORK, INFO)
CUNGLQ
subroutine cungql (M, N, K, A, LDA, TAU, WORK, LWORK, INFO)
CUNGQL
subroutine cungqr (M, N, K, A, LDA, TAU, WORK, LWORK, INFO)
CUNGQR
subroutine cungr2 (M, N, K, A, LDA, TAU, WORK, INFO)
CUNGR2 generates all or part of the unitary matrix Q from an RQ factorization
determined by cgerqf (unblocked algorithm).
subroutine cungrq (M, N, K, A, LDA, TAU, WORK, LWORK, INFO)
CUNGRQ
subroutine cungtr (UPLO, N, A, LDA, TAU, WORK, LWORK, INFO)
CUNGTR
subroutine cungtsqr (M, N, MB, NB, A, LDA, T, LDT, WORK, LWORK, INFO)
CUNGTSQR
subroutine cungtsqr_row (M, N, MB, NB, A, LDA, T, LDT, WORK, LWORK, INFO)
CUNGTSQR_ROW
subroutine cunhr_col (M, N, NB, A, LDA, T, LDT, D, INFO)
CUNHR_COL
subroutine cunm22 (SIDE, TRANS, M, N, N1, N2, Q, LDQ, C, LDC, WORK, LWORK, INFO)
CUNM22 multiplies a general matrix by a banded unitary matrix.
subroutine cunm2l (SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK, INFO)
CUNM2L multiplies a general matrix by the unitary matrix from a QL factorization
determined by cgeqlf (unblocked algorithm).
subroutine cunm2r (SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK, INFO)
CUNM2R multiplies a general matrix by the unitary matrix from a QR factorization
determined by cgeqrf (unblocked algorithm).
subroutine cunmbr (VECT, SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK, LWORK, INFO)
CUNMBR
subroutine cunmhr (SIDE, TRANS, M, N, ILO, IHI, A, LDA, TAU, C, LDC, WORK, LWORK, INFO)
CUNMHR
subroutine cunml2 (SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK, INFO)
CUNML2 multiplies a general matrix by the unitary matrix from a LQ factorization
determined by cgelqf (unblocked algorithm).
subroutine cunmlq (SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK, LWORK, INFO)
CUNMLQ
subroutine cunmql (SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK, LWORK, INFO)
CUNMQL
subroutine cunmqr (SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK, LWORK, INFO)
CUNMQR
subroutine cunmr2 (SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK, INFO)
CUNMR2 multiplies a general matrix by the unitary matrix from a RQ factorization
determined by cgerqf (unblocked algorithm).
subroutine cunmr3 (SIDE, TRANS, M, N, K, L, A, LDA, TAU, C, LDC, WORK, INFO)
CUNMR3 multiplies a general matrix by the unitary matrix from a RZ factorization
determined by ctzrzf (unblocked algorithm).
subroutine cunmrq (SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK, LWORK, INFO)
CUNMRQ
subroutine cunmrz (SIDE, TRANS, M, N, K, L, A, LDA, TAU, C, LDC, WORK, LWORK, INFO)
CUNMRZ
subroutine cunmtr (SIDE, UPLO, TRANS, M, N, A, LDA, TAU, C, LDC, WORK, LWORK, INFO)
CUNMTR
subroutine cupgtr (UPLO, N, AP, TAU, Q, LDQ, WORK, INFO)
CUPGTR
subroutine cupmtr (SIDE, UPLO, TRANS, M, N, AP, TAU, C, LDC, WORK, INFO)
CUPMTR
subroutine dorm22 (SIDE, TRANS, M, N, N1, N2, Q, LDQ, C, LDC, WORK, LWORK, INFO)
DORM22 multiplies a general matrix by a banded orthogonal matrix.
subroutine sorm22 (SIDE, TRANS, M, N, N1, N2, Q, LDQ, C, LDC, WORK, LWORK, INFO)
SORM22 multiplies a general matrix by a banded orthogonal matrix.
subroutine zunm22 (SIDE, TRANS, M, N, N1, N2, Q, LDQ, C, LDC, WORK, LWORK, INFO)
ZUNM22 multiplies a general matrix by a banded unitary matrix.
Detailed Description
This is the group of complex other Computational routines
Function Documentation
subroutine cbbcsd (character JOBU1, character JOBU2, character JOBV1T, character JOBV2T,
character TRANS, integer M, integer P, integer Q, real, dimension( * ) THETA, real,
dimension( * ) PHI, complex, dimension( ldu1, * ) U1, integer LDU1, complex, dimension(
ldu2, * ) U2, integer LDU2, complex, dimension( ldv1t, * ) V1T, integer LDV1T, complex,
dimension( ldv2t, * ) V2T, integer LDV2T, real, dimension( * ) B11D, real, dimension( * )
B11E, real, dimension( * ) B12D, real, dimension( * ) B12E, real, dimension( * ) B21D,
real, dimension( * ) B21E, real, dimension( * ) B22D, real, dimension( * ) B22E, real,
dimension( * ) RWORK, integer LRWORK, integer INFO)
CBBCSD
Purpose:
CBBCSD computes the CS decomposition of a unitary matrix in
bidiagonal-block form,
[ B11 | B12 0 0 ]
[ 0 | 0 -I 0 ]
X = [----------------]
[ B21 | B22 0 0 ]
[ 0 | 0 0 I ]
[ C | -S 0 0 ]
[ U1 | ] [ 0 | 0 -I 0 ] [ V1 | ]**H
= [---------] [---------------] [---------] .
[ | U2 ] [ S | C 0 0 ] [ | V2 ]
[ 0 | 0 0 I ]
X is M-by-M, its top-left block is P-by-Q, and Q must be no larger
than P, M-P, or M-Q. (If Q is not the smallest index, then X must be
transposed and/or permuted. This can be done in constant time using
the TRANS and SIGNS options. See CUNCSD for details.)
The bidiagonal matrices B11, B12, B21, and B22 are represented
implicitly by angles THETA(1:Q) and PHI(1:Q-1).
The unitary matrices U1, U2, V1T, and V2T are input/output.
The input matrices are pre- or post-multiplied by the appropriate
singular vector matrices.
Parameters
JOBU1
JOBU1 is CHARACTER
= 'Y': U1 is updated;
otherwise: U1 is not updated.
JOBU2
JOBU2 is CHARACTER
= 'Y': U2 is updated;
otherwise: U2 is not updated.
JOBV1T
JOBV1T is CHARACTER
= 'Y': V1T is updated;
otherwise: V1T is not updated.
JOBV2T
JOBV2T is CHARACTER
= 'Y': V2T is updated;
otherwise: V2T is not updated.
TRANS
TRANS is CHARACTER
= 'T': X, U1, U2, V1T, and V2T are stored in row-major
order;
otherwise: X, U1, U2, V1T, and V2T are stored in column-
major order.
M
M is INTEGER
The number of rows and columns in X, the unitary matrix in
bidiagonal-block form.
P
P is INTEGER
The number of rows in the top-left block of X. 0 <= P <= M.
Q
Q is INTEGER
The number of columns in the top-left block of X.
0 <= Q <= MIN(P,M-P,M-Q).
THETA
THETA is REAL array, dimension (Q)
On entry, the angles THETA(1),...,THETA(Q) that, along with
PHI(1), ...,PHI(Q-1), define the matrix in bidiagonal-block
form. On exit, the angles whose cosines and sines define the
diagonal blocks in the CS decomposition.
PHI
PHI is REAL array, dimension (Q-1)
The angles PHI(1),...,PHI(Q-1) that, along with THETA(1),...,
THETA(Q), define the matrix in bidiagonal-block form.
U1
U1 is COMPLEX array, dimension (LDU1,P)
On entry, a P-by-P matrix. On exit, U1 is postmultiplied
by the left singular vector matrix common to [ B11 ; 0 ] and
[ B12 0 0 ; 0 -I 0 0 ].
LDU1
LDU1 is INTEGER
The leading dimension of the array U1, LDU1 >= MAX(1,P).
U2
U2 is COMPLEX array, dimension (LDU2,M-P)
On entry, an (M-P)-by-(M-P) matrix. On exit, U2 is
postmultiplied by the left singular vector matrix common to
[ B21 ; 0 ] and [ B22 0 0 ; 0 0 I ].
LDU2
LDU2 is INTEGER
The leading dimension of the array U2, LDU2 >= MAX(1,M-P).
V1T
V1T is COMPLEX array, dimension (LDV1T,Q)
On entry, a Q-by-Q matrix. On exit, V1T is premultiplied
by the conjugate transpose of the right singular vector
matrix common to [ B11 ; 0 ] and [ B21 ; 0 ].
LDV1T
LDV1T is INTEGER
The leading dimension of the array V1T, LDV1T >= MAX(1,Q).
V2T
V2T is COMPLEX array, dimension (LDV2T,M-Q)
On entry, an (M-Q)-by-(M-Q) matrix. On exit, V2T is
premultiplied by the conjugate transpose of the right
singular vector matrix common to [ B12 0 0 ; 0 -I 0 ] and
[ B22 0 0 ; 0 0 I ].
LDV2T
LDV2T is INTEGER
The leading dimension of the array V2T, LDV2T >= MAX(1,M-Q).
B11D
B11D is REAL array, dimension (Q)
When CBBCSD converges, B11D contains the cosines of THETA(1),
..., THETA(Q). If CBBCSD fails to converge, then B11D
contains the diagonal of the partially reduced top-left
block.
B11E
B11E is REAL array, dimension (Q-1)
When CBBCSD converges, B11E contains zeros. If CBBCSD fails
to converge, then B11E contains the superdiagonal of the
partially reduced top-left block.
B12D
B12D is REAL array, dimension (Q)
When CBBCSD converges, B12D contains the negative sines of
THETA(1), ..., THETA(Q). If CBBCSD fails to converge, then
B12D contains the diagonal of the partially reduced top-right
block.
B12E
B12E is REAL array, dimension (Q-1)
When CBBCSD converges, B12E contains zeros. If CBBCSD fails
to converge, then B12E contains the subdiagonal of the
partially reduced top-right block.
B21D
B21D is REAL array, dimension (Q)
When CBBCSD converges, B21D contains the negative sines of
THETA(1), ..., THETA(Q). If CBBCSD fails to converge, then
B21D contains the diagonal of the partially reduced bottom-left
block.
B21E
B21E is REAL array, dimension (Q-1)
When CBBCSD converges, B21E contains zeros. If CBBCSD fails
to converge, then B21E contains the subdiagonal of the
partially reduced bottom-left block.
B22D
B22D is REAL array, dimension (Q)
When CBBCSD converges, B22D contains the negative sines of
THETA(1), ..., THETA(Q). If CBBCSD fails to converge, then
B22D contains the diagonal of the partially reduced bottom-right
block.
B22E
B22E is REAL array, dimension (Q-1)
When CBBCSD converges, B22E contains zeros. If CBBCSD fails
to converge, then B22E contains the subdiagonal of the
partially reduced bottom-right block.
RWORK
RWORK is REAL array, dimension (MAX(1,LRWORK))
On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
LRWORK
LRWORK is INTEGER
The dimension of the array RWORK. LRWORK >= MAX(1,8*Q).
If LRWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal size of the RWORK array,
returns this value as the first entry of the work array, and
no error message related to LRWORK 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 CBBCSD did not converge, INFO specifies the number
of nonzero entries in PHI, and B11D, B11E, etc.,
contain the partially reduced matrix.
Internal Parameters:
TOLMUL REAL, default = MAX(10,MIN(100,EPS**(-1/8)))
TOLMUL controls the convergence criterion of the QR loop.
Angles THETA(i), PHI(i) are rounded to 0 or PI/2 when they
are within TOLMUL*EPS of either bound.
References:
[1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms,
50(1):33-65, 2009.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine cbdsqr (character UPLO, integer N, integer NCVT, integer NRU, integer NCC, real,
dimension( * ) D, real, dimension( * ) E, complex, dimension( ldvt, * ) VT, integer LDVT,
complex, dimension( ldu, * ) U, integer LDU, complex, dimension( ldc, * ) C, integer LDC,
real, dimension( * ) RWORK, integer INFO)
CBDSQR
Purpose:
CBDSQR computes the singular values and, optionally, the right and/or
left singular vectors from the singular value decomposition (SVD) of
a real N-by-N (upper or lower) bidiagonal matrix B using the implicit
zero-shift QR algorithm. The SVD of B has the form
B = Q * S * P**H
where S is the diagonal matrix of singular values, Q is an orthogonal
matrix of left singular vectors, and P is an orthogonal matrix of
right singular vectors. If left singular vectors are requested, this
subroutine actually returns U*Q instead of Q, and, if right singular
vectors are requested, this subroutine returns P**H*VT instead of
P**H, for given complex input matrices U and VT. When U and VT are
the unitary matrices that reduce a general matrix A to bidiagonal
form: A = U*B*VT, as computed by CGEBRD, then
A = (U*Q) * S * (P**H*VT)
is the SVD of A. Optionally, the subroutine may also compute Q**H*C
for a given complex input matrix C.
See "Computing Small Singular Values of Bidiagonal Matrices With
Guaranteed High Relative Accuracy," by J. Demmel and W. Kahan,
LAPACK Working Note #3 (or SIAM J. Sci. Statist. Comput. vol. 11,
no. 5, pp. 873-912, Sept 1990) and
"Accurate singular values and differential qd algorithms," by
B. Parlett and V. Fernando, Technical Report CPAM-554, Mathematics
Department, University of California at Berkeley, July 1992
for a detailed description of the algorithm.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': B is upper bidiagonal;
= 'L': B is lower bidiagonal.
N
N is INTEGER
The order of the matrix B. N >= 0.
NCVT
NCVT is INTEGER
The number of columns of the matrix VT. NCVT >= 0.
NRU
NRU is INTEGER
The number of rows of the matrix U. NRU >= 0.
NCC
NCC is INTEGER
The number of columns of the matrix C. NCC >= 0.
D
D is REAL array, dimension (N)
On entry, the n diagonal elements of the bidiagonal matrix B.
On exit, if INFO=0, the singular values of B in decreasing
order.
E
E is REAL array, dimension (N-1)
On entry, the N-1 offdiagonal elements of the bidiagonal
matrix B.
On exit, if INFO = 0, E is destroyed; if INFO > 0, D and E
will contain the diagonal and superdiagonal elements of a
bidiagonal matrix orthogonally equivalent to the one given
as input.
VT
VT is COMPLEX array, dimension (LDVT, NCVT)
On entry, an N-by-NCVT matrix VT.
On exit, VT is overwritten by P**H * VT.
Not referenced if NCVT = 0.
LDVT
LDVT is INTEGER
The leading dimension of the array VT.
LDVT >= max(1,N) if NCVT > 0; LDVT >= 1 if NCVT = 0.
U
U is COMPLEX array, dimension (LDU, N)
On entry, an NRU-by-N matrix U.
On exit, U is overwritten by U * Q.
Not referenced if NRU = 0.
LDU
LDU is INTEGER
The leading dimension of the array U. LDU >= max(1,NRU).
C
C is COMPLEX array, dimension (LDC, NCC)
On entry, an N-by-NCC matrix C.
On exit, C is overwritten by Q**H * C.
Not referenced if NCC = 0.
LDC
LDC is INTEGER
The leading dimension of the array C.
LDC >= max(1,N) if NCC > 0; LDC >=1 if NCC = 0.
RWORK
RWORK is REAL array, dimension (4*N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: If INFO = -i, the i-th argument had an illegal value
> 0: the algorithm did not converge; D and E contain the
elements of a bidiagonal matrix which is orthogonally
similar to the input matrix B; if INFO = i, i
elements of E have not converged to zero.
Internal Parameters:
TOLMUL REAL, default = max(10,min(100,EPS**(-1/8)))
TOLMUL controls the convergence criterion of the QR loop.
If it is positive, TOLMUL*EPS is the desired relative
precision in the computed singular values.
If it is negative, abs(TOLMUL*EPS*sigma_max) is the
desired absolute accuracy in the computed singular
values (corresponds to relative accuracy
abs(TOLMUL*EPS) in the largest singular value.
abs(TOLMUL) should be between 1 and 1/EPS, and preferably
between 10 (for fast convergence) and .1/EPS
(for there to be some accuracy in the results).
Default is to lose at either one eighth or 2 of the
available decimal digits in each computed singular value
(whichever is smaller).
MAXITR INTEGER, default = 6
MAXITR controls the maximum number of passes of the
algorithm through its inner loop. The algorithms stops
(and so fails to converge) if the number of passes
through the inner loop exceeds MAXITR*N**2.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine cgghd3 (character COMPQ, character COMPZ, integer N, integer ILO, integer IHI,
complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB,
complex, dimension( ldq, * ) Q, integer LDQ, complex, dimension( ldz, * ) Z, integer LDZ,
complex, dimension( * ) WORK, integer LWORK, integer INFO)
CGGHD3
Purpose:
CGGHD3 reduces a pair of complex matrices (A,B) to generalized upper
Hessenberg form using unitary transformations, where A is a
general matrix and B is upper triangular. The form of the
generalized eigenvalue problem is
A*x = lambda*B*x,
and B is typically made upper triangular by computing its QR
factorization and moving the unitary matrix Q to the left side
of the equation.
This subroutine simultaneously reduces A to a Hessenberg matrix H:
Q**H*A*Z = H
and transforms B to another upper triangular matrix T:
Q**H*B*Z = T
in order to reduce the problem to its standard form
H*y = lambda*T*y
where y = Z**H*x.
The unitary matrices Q and Z are determined as products of Givens
rotations. They may either be formed explicitly, or they may be
postmultiplied into input matrices Q1 and Z1, so that
Q1 * A * Z1**H = (Q1*Q) * H * (Z1*Z)**H
Q1 * B * Z1**H = (Q1*Q) * T * (Z1*Z)**H
If Q1 is the unitary matrix from the QR factorization of B in the
original equation A*x = lambda*B*x, then CGGHD3 reduces the original
problem to generalized Hessenberg form.
This is a blocked variant of CGGHRD, using matrix-matrix
multiplications for parts of the computation to enhance performance.
Parameters
COMPQ
COMPQ is CHARACTER*1
= 'N': do not compute Q;
= 'I': Q is initialized to the unit matrix, and the
unitary matrix Q is returned;
= 'V': Q must contain a unitary matrix Q1 on entry,
and the product Q1*Q is returned.
COMPZ
COMPZ is CHARACTER*1
= 'N': do not compute Z;
= 'I': Z is initialized to the unit matrix, and the
unitary matrix Z is returned;
= 'V': Z must contain a unitary matrix Z1 on entry,
and the product Z1*Z is returned.
N
N is INTEGER
The order of the matrices A and B. N >= 0.
ILO
ILO is INTEGER
IHI
IHI is INTEGER
ILO and IHI mark the rows and columns of A which are to be
reduced. It is assumed that A is already upper triangular
in rows and columns 1:ILO-1 and IHI+1:N. ILO and IHI are
normally set by a previous call to CGGBAL; otherwise they
should be set to 1 and N respectively.
1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
A
A is COMPLEX array, dimension (LDA, N)
On entry, the N-by-N general matrix to be reduced.
On exit, the upper triangle and the first subdiagonal of A
are overwritten with the upper Hessenberg matrix H, and the
rest is set to zero.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B
B is COMPLEX array, dimension (LDB, N)
On entry, the N-by-N upper triangular matrix B.
On exit, the upper triangular matrix T = Q**H B Z. The
elements below the diagonal are set to zero.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
Q
Q is COMPLEX array, dimension (LDQ, N)
On entry, if COMPQ = 'V', the unitary matrix Q1, typically
from the QR factorization of B.
On exit, if COMPQ='I', the unitary matrix Q, and if
COMPQ = 'V', the product Q1*Q.
Not referenced if COMPQ='N'.
LDQ
LDQ is INTEGER
The leading dimension of the array Q.
LDQ >= N if COMPQ='V' or 'I'; LDQ >= 1 otherwise.
Z
Z is COMPLEX array, dimension (LDZ, N)
On entry, if COMPZ = 'V', the unitary matrix Z1.
On exit, if COMPZ='I', the unitary matrix Z, and if
COMPZ = 'V', the product Z1*Z.
Not referenced if COMPZ='N'.
LDZ
LDZ is INTEGER
The leading dimension of the array Z.
LDZ >= N if COMPZ='V' or 'I'; LDZ >= 1 otherwise.
WORK
WORK is COMPLEX array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is INTEGER
The length of the array WORK. LWORK >= 1.
For optimum performance LWORK >= 6*N*NB, where NB is the
optimal blocksize.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO
INFO is INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
This routine reduces A to Hessenberg form and maintains B in triangular form
using a blocked variant of Moler and Stewart's original algorithm,
as described by Kagstrom, Kressner, Quintana-Orti, and Quintana-Orti
(BIT 2008).
subroutine cgghrd (character COMPQ, character COMPZ, integer N, integer ILO, integer IHI,
complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB,
complex, dimension( ldq, * ) Q, integer LDQ, complex, dimension( ldz, * ) Z, integer LDZ,
integer INFO)
CGGHRD
Purpose:
CGGHRD reduces a pair of complex matrices (A,B) to generalized upper
Hessenberg form using unitary transformations, where A is a
general matrix and B is upper triangular. The form of the generalized
eigenvalue problem is
A*x = lambda*B*x,
and B is typically made upper triangular by computing its QR
factorization and moving the unitary matrix Q to the left side
of the equation.
This subroutine simultaneously reduces A to a Hessenberg matrix H:
Q**H*A*Z = H
and transforms B to another upper triangular matrix T:
Q**H*B*Z = T
in order to reduce the problem to its standard form
H*y = lambda*T*y
where y = Z**H*x.
The unitary matrices Q and Z are determined as products of Givens
rotations. They may either be formed explicitly, or they may be
postmultiplied into input matrices Q1 and Z1, so that
Q1 * A * Z1**H = (Q1*Q) * H * (Z1*Z)**H
Q1 * B * Z1**H = (Q1*Q) * T * (Z1*Z)**H
If Q1 is the unitary matrix from the QR factorization of B in the
original equation A*x = lambda*B*x, then CGGHRD reduces the original
problem to generalized Hessenberg form.
Parameters
COMPQ
COMPQ is CHARACTER*1
= 'N': do not compute Q;
= 'I': Q is initialized to the unit matrix, and the
unitary matrix Q is returned;
= 'V': Q must contain a unitary matrix Q1 on entry,
and the product Q1*Q is returned.
COMPZ
COMPZ is CHARACTER*1
= 'N': do not compute Z;
= 'I': Z is initialized to the unit matrix, and the
unitary matrix Z is returned;
= 'V': Z must contain a unitary matrix Z1 on entry,
and the product Z1*Z is returned.
N
N is INTEGER
The order of the matrices A and B. N >= 0.
ILO
ILO is INTEGER
IHI
IHI is INTEGER
ILO and IHI mark the rows and columns of A which are to be
reduced. It is assumed that A is already upper triangular
in rows and columns 1:ILO-1 and IHI+1:N. ILO and IHI are
normally set by a previous call to CGGBAL; otherwise they
should be set to 1 and N respectively.
1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
A
A is COMPLEX array, dimension (LDA, N)
On entry, the N-by-N general matrix to be reduced.
On exit, the upper triangle and the first subdiagonal of A
are overwritten with the upper Hessenberg matrix H, and the
rest is set to zero.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B
B is COMPLEX array, dimension (LDB, N)
On entry, the N-by-N upper triangular matrix B.
On exit, the upper triangular matrix T = Q**H B Z. The
elements below the diagonal are set to zero.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
Q
Q is COMPLEX array, dimension (LDQ, N)
On entry, if COMPQ = 'V', the unitary matrix Q1, typically
from the QR factorization of B.
On exit, if COMPQ='I', the unitary matrix Q, and if
COMPQ = 'V', the product Q1*Q.
Not referenced if COMPQ='N'.
LDQ
LDQ is INTEGER
The leading dimension of the array Q.
LDQ >= N if COMPQ='V' or 'I'; LDQ >= 1 otherwise.
Z
Z is COMPLEX array, dimension (LDZ, N)
On entry, if COMPZ = 'V', the unitary matrix Z1.
On exit, if COMPZ='I', the unitary matrix Z, and if
COMPZ = 'V', the product Z1*Z.
Not referenced if COMPZ='N'.
LDZ
LDZ is INTEGER
The leading dimension of the array Z.
LDZ >= N if COMPZ='V' or 'I'; LDZ >= 1 otherwise.
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.
Further Details:
This routine reduces A to Hessenberg and B to triangular form by
an unblocked reduction, as described in _Matrix_Computations_,
by Golub and van Loan (Johns Hopkins Press).
subroutine cggqrf (integer N, integer M, integer P, complex, dimension( lda, * ) A, integer
LDA, complex, dimension( * ) TAUA, complex, dimension( ldb, * ) B, integer LDB, complex,
dimension( * ) TAUB, complex, dimension( * ) WORK, integer LWORK, integer INFO)
CGGQRF
Purpose:
CGGQRF computes a generalized QR factorization of an N-by-M matrix A
and an N-by-P matrix B:
A = Q*R, B = Q*T*Z,
where Q is an N-by-N unitary matrix, Z is a P-by-P unitary matrix,
and R and T assume one of the forms:
if N >= M, R = ( R11 ) M , or if N < M, R = ( R11 R12 ) N,
( 0 ) N-M N M-N
M
where R11 is upper triangular, and
if N <= P, T = ( 0 T12 ) N, or if N > P, T = ( T11 ) N-P,
P-N N ( T21 ) P
P
where T12 or T21 is upper triangular.
In particular, if B is square and nonsingular, the GQR factorization
of A and B implicitly gives the QR factorization of inv(B)*A:
inv(B)*A = Z**H * (inv(T)*R)
where inv(B) denotes the inverse of the matrix B, and Z' denotes the
conjugate transpose of matrix Z.
Parameters
N
N is INTEGER
The number of rows of the matrices A and B. N >= 0.
M
M is INTEGER
The number of columns of the matrix A. M >= 0.
P
P is INTEGER
The number of columns of the matrix B. P >= 0.
A
A is COMPLEX array, dimension (LDA,M)
On entry, the N-by-M matrix A.
On exit, the elements on and above the diagonal of the array
contain the min(N,M)-by-M upper trapezoidal matrix R (R is
upper triangular if N >= M); the elements below the diagonal,
with the array TAUA, represent the unitary matrix Q as a
product of min(N,M) elementary reflectors (see Further
Details).
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
TAUA
TAUA is COMPLEX array, dimension (min(N,M))
The scalar factors of the elementary reflectors which
represent the unitary matrix Q (see Further Details).
B
B is COMPLEX array, dimension (LDB,P)
On entry, the N-by-P matrix B.
On exit, if N <= P, the upper triangle of the subarray
B(1:N,P-N+1:P) contains the N-by-N upper triangular matrix T;
if N > P, the elements on and above the (N-P)-th subdiagonal
contain the N-by-P upper trapezoidal matrix T; the remaining
elements, with the array TAUB, represent the unitary
matrix Z as a product of elementary reflectors (see Further
Details).
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
TAUB
TAUB is COMPLEX array, dimension (min(N,P))
The scalar factors of the elementary reflectors which
represent the unitary matrix Z (see Further Details).
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 >= max(1,N,M,P).
For optimum performance LWORK >= max(N,M,P)*max(NB1,NB2,NB3),
where NB1 is the optimal blocksize for the QR factorization
of an N-by-M matrix, NB2 is the optimal blocksize for the
RQ factorization of an N-by-P matrix, and NB3 is the optimal
blocksize for a call of CUNMQR.
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.
Further Details:
The matrix Q is represented as a product of elementary reflectors
Q = H(1) H(2) . . . H(k), where k = min(n,m).
Each H(i) has the form
H(i) = I - taua * v * v**H
where taua is a complex scalar, and v is a complex vector with
v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i+1:n,i),
and taua in TAUA(i).
To form Q explicitly, use LAPACK subroutine CUNGQR.
To use Q to update another matrix, use LAPACK subroutine CUNMQR.
The matrix Z is represented as a product of elementary reflectors
Z = H(1) H(2) . . . H(k), where k = min(n,p).
Each H(i) has the form
H(i) = I - taub * v * v**H
where taub is a complex scalar, and v is a complex vector with
v(p-k+i+1:p) = 0 and v(p-k+i) = 1; v(1:p-k+i-1) is stored on exit in
B(n-k+i,1:p-k+i-1), and taub in TAUB(i).
To form Z explicitly, use LAPACK subroutine CUNGRQ.
To use Z to update another matrix, use LAPACK subroutine CUNMRQ.
subroutine cggrqf (integer M, integer P, integer N, complex, dimension( lda, * ) A, integer
LDA, complex, dimension( * ) TAUA, complex, dimension( ldb, * ) B, integer LDB, complex,
dimension( * ) TAUB, complex, dimension( * ) WORK, integer LWORK, integer INFO)
CGGRQF
Purpose:
CGGRQF computes a generalized RQ factorization of an M-by-N matrix A
and a P-by-N matrix B:
A = R*Q, B = Z*T*Q,
where Q is an N-by-N unitary matrix, Z is a P-by-P unitary
matrix, and R and T assume one of the forms:
if M <= N, R = ( 0 R12 ) M, or if M > N, R = ( R11 ) M-N,
N-M M ( R21 ) N
N
where R12 or R21 is upper triangular, and
if P >= N, T = ( T11 ) N , or if P < N, T = ( T11 T12 ) P,
( 0 ) P-N P N-P
N
where T11 is upper triangular.
In particular, if B is square and nonsingular, the GRQ factorization
of A and B implicitly gives the RQ factorization of A*inv(B):
A*inv(B) = (R*inv(T))*Z**H
where inv(B) denotes the inverse of the matrix B, and Z**H denotes the
conjugate transpose of the matrix Z.
Parameters
M
M is INTEGER
The number of rows of the matrix A. M >= 0.
P
P is INTEGER
The number of rows of the matrix B. P >= 0.
N
N is INTEGER
The number of columns of the matrices A and B. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the M-by-N matrix A.
On exit, if M <= N, the upper triangle of the subarray
A(1:M,N-M+1:N) contains the M-by-M upper triangular matrix R;
if M > N, the elements on and above the (M-N)-th subdiagonal
contain the M-by-N upper trapezoidal matrix R; the remaining
elements, with the array TAUA, represent the unitary
matrix Q as a product of elementary reflectors (see Further
Details).
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,M).
TAUA
TAUA is COMPLEX array, dimension (min(M,N))
The scalar factors of the elementary reflectors which
represent the unitary matrix Q (see Further Details).
B
B is COMPLEX array, dimension (LDB,N)
On entry, the P-by-N matrix B.
On exit, the elements on and above the diagonal of the array
contain the min(P,N)-by-N upper trapezoidal matrix T (T is
upper triangular if P >= N); the elements below the diagonal,
with the array TAUB, represent the unitary matrix Z as a
product of elementary reflectors (see Further Details).
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,P).
TAUB
TAUB is COMPLEX array, dimension (min(P,N))
The scalar factors of the elementary reflectors which
represent the unitary matrix Z (see Further Details).
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 >= max(1,N,M,P).
For optimum performance LWORK >= max(N,M,P)*max(NB1,NB2,NB3),
where NB1 is the optimal blocksize for the RQ factorization
of an M-by-N matrix, NB2 is the optimal blocksize for the
QR factorization of a P-by-N matrix, and NB3 is the optimal
blocksize for a call of CUNMRQ.
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.
Further Details:
The matrix Q is represented as a product of elementary reflectors
Q = H(1) H(2) . . . H(k), where k = min(m,n).
Each H(i) has the form
H(i) = I - taua * v * v**H
where taua is a complex scalar, and v is a complex vector with
v(n-k+i+1:n) = 0 and v(n-k+i) = 1; v(1:n-k+i-1) is stored on exit in
A(m-k+i,1:n-k+i-1), and taua in TAUA(i).
To form Q explicitly, use LAPACK subroutine CUNGRQ.
To use Q to update another matrix, use LAPACK subroutine CUNMRQ.
The matrix Z is represented as a product of elementary reflectors
Z = H(1) H(2) . . . H(k), where k = min(p,n).
Each H(i) has the form
H(i) = I - taub * v * v**H
where taub is a complex scalar, and v is a complex vector with
v(1:i-1) = 0 and v(i) = 1; v(i+1:p) is stored on exit in B(i+1:p,i),
and taub in TAUB(i).
To form Z explicitly, use LAPACK subroutine CUNGQR.
To use Z to update another matrix, use LAPACK subroutine CUNMQR.
subroutine cggsvp3 (character JOBU, character JOBV, character JOBQ, integer M, integer P,
integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B,
integer LDB, real TOLA, real TOLB, integer K, integer L, complex, dimension( ldu, * ) U,
integer LDU, complex, dimension( ldv, * ) V, integer LDV, complex, dimension( ldq, * ) Q,
integer LDQ, integer, dimension( * ) IWORK, real, dimension( * ) RWORK, complex,
dimension( * ) TAU, complex, dimension( * ) WORK, integer LWORK, integer INFO)
CGGSVP3
Purpose:
CGGSVP3 computes unitary matrices U, V and Q such that
N-K-L K L
U**H*A*Q = K ( 0 A12 A13 ) if M-K-L >= 0;
L ( 0 0 A23 )
M-K-L ( 0 0 0 )
N-K-L K L
= K ( 0 A12 A13 ) if M-K-L < 0;
M-K ( 0 0 A23 )
N-K-L K L
V**H*B*Q = L ( 0 0 B13 )
P-L ( 0 0 0 )
where the K-by-K matrix A12 and L-by-L matrix B13 are nonsingular
upper triangular; A23 is L-by-L upper triangular if M-K-L >= 0,
otherwise A23 is (M-K)-by-L upper trapezoidal. K+L = the effective
numerical rank of the (M+P)-by-N matrix (A**H,B**H)**H.
This decomposition is the preprocessing step for computing the
Generalized Singular Value Decomposition (GSVD), see subroutine
CGGSVD3.
Parameters
JOBU
JOBU is CHARACTER*1
= 'U': Unitary matrix U is computed;
= 'N': U is not computed.
JOBV
JOBV is CHARACTER*1
= 'V': Unitary matrix V is computed;
= 'N': V is not computed.
JOBQ
JOBQ is CHARACTER*1
= 'Q': Unitary matrix Q is computed;
= 'N': Q is not computed.
M
M is INTEGER
The number of rows of the matrix A. M >= 0.
P
P is INTEGER
The number of rows of the matrix B. P >= 0.
N
N is INTEGER
The number of columns of the matrices A and B. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the M-by-N matrix A.
On exit, A contains the triangular (or trapezoidal) matrix
described in the Purpose section.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,M).
B
B is COMPLEX array, dimension (LDB,N)
On entry, the P-by-N matrix B.
On exit, B contains the triangular matrix described in
the Purpose section.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,P).
TOLA
TOLA is REAL
TOLB
TOLB is REAL
TOLA and TOLB are the thresholds to determine the effective
numerical rank of matrix B and a subblock of A. Generally,
they are set to
TOLA = MAX(M,N)*norm(A)*MACHEPS,
TOLB = MAX(P,N)*norm(B)*MACHEPS.
The size of TOLA and TOLB may affect the size of backward
errors of the decomposition.
K
K is INTEGER
L
L is INTEGER
On exit, K and L specify the dimension of the subblocks
described in Purpose section.
K + L = effective numerical rank of (A**H,B**H)**H.
U
U is COMPLEX array, dimension (LDU,M)
If JOBU = 'U', U contains the unitary matrix U.
If JOBU = 'N', U is not referenced.
LDU
LDU is INTEGER
The leading dimension of the array U. LDU >= max(1,M) if
JOBU = 'U'; LDU >= 1 otherwise.
V
V is COMPLEX array, dimension (LDV,P)
If JOBV = 'V', V contains the unitary matrix V.
If JOBV = 'N', V is not referenced.
LDV
LDV is INTEGER
The leading dimension of the array V. LDV >= max(1,P) if
JOBV = 'V'; LDV >= 1 otherwise.
Q
Q is COMPLEX array, dimension (LDQ,N)
If JOBQ = 'Q', Q contains the unitary matrix Q.
If JOBQ = 'N', Q is not referenced.
LDQ
LDQ is INTEGER
The leading dimension of the array Q. LDQ >= max(1,N) if
JOBQ = 'Q'; LDQ >= 1 otherwise.
IWORK
IWORK is INTEGER array, dimension (N)
RWORK
RWORK is REAL array, dimension (2*N)
TAU
TAU is COMPLEX array, dimension (N)
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.
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.
Further Details:
The subroutine uses LAPACK subroutine CGEQP3 for the QR factorization
with column pivoting to detect the effective numerical rank of the
a matrix. It may be replaced by a better rank determination strategy.
CGGSVP3 replaces the deprecated subroutine CGGSVP.
subroutine cgsvj0 (character*1 JOBV, integer M, integer N, complex, dimension( lda, * ) A,
integer LDA, complex, dimension( n ) D, real, dimension( n ) SVA, integer MV, complex,
dimension( ldv, * ) V, integer LDV, real EPS, real SFMIN, real TOL, integer NSWEEP,
complex, dimension( lwork ) WORK, integer LWORK, integer INFO)
CGSVJ0 pre-processor for the routine cgesvj.
Purpose:
CGSVJ0 is called from CGESVJ as a pre-processor and that is its main
purpose. It applies Jacobi rotations in the same way as CGESVJ does, but
it does not check convergence (stopping criterion). Few tuning
parameters (marked by [TP]) are available for the implementer.
Parameters
JOBV
JOBV is CHARACTER*1
Specifies whether the output from this procedure is used
to compute the matrix V:
= 'V': the product of the Jacobi rotations is accumulated
by postmulyiplying the N-by-N array V.
(See the description of V.)
= 'A': the product of the Jacobi rotations is accumulated
by postmulyiplying the MV-by-N array V.
(See the descriptions of MV and V.)
= 'N': the Jacobi rotations are not accumulated.
M
M is INTEGER
The number of rows of the input matrix A. M >= 0.
N
N is INTEGER
The number of columns of the input matrix A.
M >= N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, M-by-N matrix A, such that A*diag(D) represents
the input matrix.
On exit,
A_onexit * diag(D_onexit) represents the input matrix A*diag(D)
post-multiplied by a sequence of Jacobi rotations, where the
rotation threshold and the total number of sweeps are given in
TOL and NSWEEP, respectively.
(See the descriptions of D, TOL and NSWEEP.)
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,M).
D
D is COMPLEX array, dimension (N)
The array D accumulates the scaling factors from the complex scaled
Jacobi rotations.
On entry, A*diag(D) represents the input matrix.
On exit, A_onexit*diag(D_onexit) represents the input matrix
post-multiplied by a sequence of Jacobi rotations, where the
rotation threshold and the total number of sweeps are given in
TOL and NSWEEP, respectively.
(See the descriptions of A, TOL and NSWEEP.)
SVA
SVA is REAL array, dimension (N)
On entry, SVA contains the Euclidean norms of the columns of
the matrix A*diag(D).
On exit, SVA contains the Euclidean norms of the columns of
the matrix A_onexit*diag(D_onexit).
MV
MV is INTEGER
If JOBV = 'A', then MV rows of V are post-multipled by a
sequence of Jacobi rotations.
If JOBV = 'N', then MV is not referenced.
V
V is COMPLEX array, dimension (LDV,N)
If JOBV = 'V' then N rows of V are post-multipled by a
sequence of Jacobi rotations.
If JOBV = 'A' then MV rows of V are post-multipled by a
sequence of Jacobi rotations.
If JOBV = 'N', then V is not referenced.
LDV
LDV is INTEGER
The leading dimension of the array V, LDV >= 1.
If JOBV = 'V', LDV >= N.
If JOBV = 'A', LDV >= MV.
EPS
EPS is REAL
EPS = SLAMCH('Epsilon')
SFMIN
SFMIN is REAL
SFMIN = SLAMCH('Safe Minimum')
TOL
TOL is REAL
TOL is the threshold for Jacobi rotations. For a pair
A(:,p), A(:,q) of pivot columns, the Jacobi rotation is
applied only if ABS(COS(angle(A(:,p),A(:,q)))) > TOL.
NSWEEP
NSWEEP is INTEGER
NSWEEP is the number of sweeps of Jacobi rotations to be
performed.
WORK
WORK is COMPLEX array, dimension (LWORK)
LWORK
LWORK is INTEGER
LWORK is the dimension of WORK. LWORK >= M.
INFO
INFO is INTEGER
= 0: successful exit.
< 0: if INFO = -i, then the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
CGSVJ0 is used just to enable CGESVJ to call a simplified version of itself to work on
a submatrix of the original matrix.
Contributor:
Zlatko Drmac (Zagreb, Croatia)
Bugs, Examples and Comments:
Please report all bugs and send interesting test examples and comments to
drmac@math.hr. Thank you.
subroutine cgsvj1 (character*1 JOBV, integer M, integer N, integer N1, complex, dimension(
lda, * ) A, integer LDA, complex, dimension( n ) D, real, dimension( n ) SVA, integer MV,
complex, dimension( ldv, * ) V, integer LDV, real EPS, real SFMIN, real TOL, integer
NSWEEP, complex, dimension( lwork ) WORK, integer LWORK, integer INFO)
CGSVJ1 pre-processor for the routine cgesvj, applies Jacobi rotations targeting only
particular pivots.
Purpose:
CGSVJ1 is called from CGESVJ as a pre-processor and that is its main
purpose. It applies Jacobi rotations in the same way as CGESVJ does, but
it targets only particular pivots and it does not check convergence
(stopping criterion). Few tuning parameters (marked by [TP]) are
available for the implementer.
Further Details
~~~~~~~~~~~~~~~
CGSVJ1 applies few sweeps of Jacobi rotations in the column space of
the input M-by-N matrix A. The pivot pairs are taken from the (1,2)
off-diagonal block in the corresponding N-by-N Gram matrix A^T * A. The
block-entries (tiles) of the (1,2) off-diagonal block are marked by the
[x]'s in the following scheme:
| * * * [x] [x] [x]|
| * * * [x] [x] [x]| Row-cycling in the nblr-by-nblc [x] blocks.
| * * * [x] [x] [x]| Row-cyclic pivoting inside each [x] block.
|[x] [x] [x] * * * |
|[x] [x] [x] * * * |
|[x] [x] [x] * * * |
In terms of the columns of A, the first N1 columns are rotated 'against'
the remaining N-N1 columns, trying to increase the angle between the
corresponding subspaces. The off-diagonal block is N1-by(N-N1) and it is
tiled using quadratic tiles of side KBL. Here, KBL is a tuning parameter.
The number of sweeps is given in NSWEEP and the orthogonality threshold
is given in TOL.
Parameters
JOBV
JOBV is CHARACTER*1
Specifies whether the output from this procedure is used
to compute the matrix V:
= 'V': the product of the Jacobi rotations is accumulated
by postmulyiplying the N-by-N array V.
(See the description of V.)
= 'A': the product of the Jacobi rotations is accumulated
by postmulyiplying the MV-by-N array V.
(See the descriptions of MV and V.)
= 'N': the Jacobi rotations are not accumulated.
M
M is INTEGER
The number of rows of the input matrix A. M >= 0.
N
N is INTEGER
The number of columns of the input matrix A.
M >= N >= 0.
N1
N1 is INTEGER
N1 specifies the 2 x 2 block partition, the first N1 columns are
rotated 'against' the remaining N-N1 columns of A.
A
A is COMPLEX array, dimension (LDA,N)
On entry, M-by-N matrix A, such that A*diag(D) represents
the input matrix.
On exit,
A_onexit * D_onexit represents the input matrix A*diag(D)
post-multiplied by a sequence of Jacobi rotations, where the
rotation threshold and the total number of sweeps are given in
TOL and NSWEEP, respectively.
(See the descriptions of N1, D, TOL and NSWEEP.)
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,M).
D
D is COMPLEX array, dimension (N)
The array D accumulates the scaling factors from the fast scaled
Jacobi rotations.
On entry, A*diag(D) represents the input matrix.
On exit, A_onexit*diag(D_onexit) represents the input matrix
post-multiplied by a sequence of Jacobi rotations, where the
rotation threshold and the total number of sweeps are given in
TOL and NSWEEP, respectively.
(See the descriptions of N1, A, TOL and NSWEEP.)
SVA
SVA is REAL array, dimension (N)
On entry, SVA contains the Euclidean norms of the columns of
the matrix A*diag(D).
On exit, SVA contains the Euclidean norms of the columns of
the matrix onexit*diag(D_onexit).
MV
MV is INTEGER
If JOBV = 'A', then MV rows of V are post-multipled by a
sequence of Jacobi rotations.
If JOBV = 'N', then MV is not referenced.
V
V is COMPLEX array, dimension (LDV,N)
If JOBV = 'V' then N rows of V are post-multipled by a
sequence of Jacobi rotations.
If JOBV = 'A' then MV rows of V are post-multipled by a
sequence of Jacobi rotations.
If JOBV = 'N', then V is not referenced.
LDV
LDV is INTEGER
The leading dimension of the array V, LDV >= 1.
If JOBV = 'V', LDV >= N.
If JOBV = 'A', LDV >= MV.
EPS
EPS is REAL
EPS = SLAMCH('Epsilon')
SFMIN
SFMIN is REAL
SFMIN = SLAMCH('Safe Minimum')
TOL
TOL is REAL
TOL is the threshold for Jacobi rotations. For a pair
A(:,p), A(:,q) of pivot columns, the Jacobi rotation is
applied only if ABS(COS(angle(A(:,p),A(:,q)))) > TOL.
NSWEEP
NSWEEP is INTEGER
NSWEEP is the number of sweeps of Jacobi rotations to be
performed.
WORK
WORK is COMPLEX array, dimension (LWORK)
LWORK
LWORK is INTEGER
LWORK is the dimension of WORK. LWORK >= M.
INFO
INFO is INTEGER
= 0: successful exit.
< 0: if INFO = -i, then the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributor:
Zlatko Drmac (Zagreb, Croatia)
subroutine chbgst (character VECT, character UPLO, integer N, integer KA, integer KB, complex,
dimension( ldab, * ) AB, integer LDAB, complex, dimension( ldbb, * ) BB, integer LDBB,
complex, dimension( ldx, * ) X, integer LDX, complex, dimension( * ) WORK, real,
dimension( * ) RWORK, integer INFO)
CHBGST
Purpose:
CHBGST reduces a complex Hermitian-definite banded generalized
eigenproblem A*x = lambda*B*x to standard form C*y = lambda*y,
such that C has the same bandwidth as A.
B must have been previously factorized as S**H*S by CPBSTF, using a
split Cholesky factorization. A is overwritten by C = X**H*A*X, where
X = S**(-1)*Q and Q is a unitary matrix chosen to preserve the
bandwidth of A.
Parameters
VECT
VECT is CHARACTER*1
= 'N': do not form the transformation matrix X;
= 'V': form X.
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 matrices A and B. N >= 0.
KA
KA is INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KA >= 0.
KB
KB is INTEGER
The number of superdiagonals of the matrix B if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KA >= KB >= 0.
AB
AB is COMPLEX array, dimension (LDAB,N)
On entry, the upper or lower triangle of the Hermitian band
matrix A, stored in the first ka+1 rows of the array. The
j-th column of A is stored in the j-th column of the array AB
as follows:
if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka).
On exit, the transformed matrix X**H*A*X, stored in the same
format as A.
LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KA+1.
BB
BB is COMPLEX array, dimension (LDBB,N)
The banded factor S from the split Cholesky factorization of
B, as returned by CPBSTF, stored in the first kb+1 rows of
the array.
LDBB
LDBB is INTEGER
The leading dimension of the array BB. LDBB >= KB+1.
X
X is COMPLEX array, dimension (LDX,N)
If VECT = 'V', the n-by-n matrix X.
If VECT = 'N', the array X is not referenced.
LDX
LDX is INTEGER
The leading dimension of the array X.
LDX >= max(1,N) if VECT = 'V'; LDX >= 1 otherwise.
WORK
WORK is COMPLEX array, dimension (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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine chbtrd (character VECT, character UPLO, integer N, integer KD, complex, dimension(
ldab, * ) AB, integer LDAB, real, dimension( * ) D, real, dimension( * ) E, complex,
dimension( ldq, * ) Q, integer LDQ, complex, dimension( * ) WORK, integer INFO)
CHBTRD
Purpose:
CHBTRD reduces a complex Hermitian band matrix A to real symmetric
tridiagonal form T by a unitary similarity transformation:
Q**H * A * Q = T.
Parameters
VECT
VECT is CHARACTER*1
= 'N': do not form Q;
= 'V': form Q;
= 'U': update a matrix X, by forming X*Q.
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.
KD
KD is INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KD >= 0.
AB
AB is COMPLEX array, dimension (LDAB,N)
On entry, the upper or lower triangle of the Hermitian band
matrix A, stored in the first KD+1 rows of the array. The
j-th column of A is stored in the j-th column of the array AB
as follows:
if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
On exit, the diagonal elements of AB are overwritten by the
diagonal elements of the tridiagonal matrix T; if KD > 0, the
elements on the first superdiagonal (if UPLO = 'U') or the
first subdiagonal (if UPLO = 'L') are overwritten by the
off-diagonal elements of T; the rest of AB is overwritten by
values generated during the reduction.
LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
D
D is REAL array, dimension (N)
The diagonal elements of the tridiagonal matrix T.
E
E is REAL array, dimension (N-1)
The off-diagonal elements of the tridiagonal matrix T:
E(i) = T(i,i+1) if UPLO = 'U'; E(i) = T(i+1,i) if UPLO = 'L'.
Q
Q is COMPLEX array, dimension (LDQ,N)
On entry, if VECT = 'U', then Q must contain an N-by-N
matrix X; if VECT = 'N' or 'V', then Q need not be set.
On exit:
if VECT = 'V', Q contains the N-by-N unitary matrix Q;
if VECT = 'U', Q contains the product X*Q;
if VECT = 'N', the array Q is not referenced.
LDQ
LDQ is INTEGER
The leading dimension of the array Q.
LDQ >= 1, and LDQ >= N if VECT = 'V' or 'U'.
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.
Further Details:
Modified by Linda Kaufman, Bell Labs.
subroutine chetrd_hb2st (character STAGE1, character VECT, character UPLO, integer N, integer
KD, complex, dimension( ldab, * ) AB, integer LDAB, real, dimension( * ) D, real,
dimension( * ) E, complex, dimension( * ) HOUS, integer LHOUS, complex, dimension( * )
WORK, integer LWORK, integer INFO)
CHETRD_HB2ST reduces a complex Hermitian band matrix A to real symmetric tridiagonal form
T
Purpose:
CHETRD_HB2ST reduces a complex Hermitian band matrix A to real symmetric
tridiagonal form T by a unitary similarity transformation:
Q**H * A * Q = T.
Parameters
STAGE1
STAGE1 is CHARACTER*1
= 'N': "No": to mention that the stage 1 of the reduction
from dense to band using the chetrd_he2hb routine
was not called before this routine to reproduce AB.
In other term this routine is called as standalone.
= 'Y': "Yes": to mention that the stage 1 of the
reduction from dense to band using the chetrd_he2hb
routine has been called to produce AB (e.g., AB is
the output of chetrd_he2hb.
VECT
VECT is CHARACTER*1
= 'N': No need for the Housholder representation,
and thus LHOUS is of size max(1, 4*N);
= 'V': the Householder representation is needed to
either generate or to apply Q later on,
then LHOUS is to be queried and computed.
(NOT AVAILABLE IN THIS RELEASE).
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.
KD
KD is INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KD >= 0.
AB
AB is COMPLEX array, dimension (LDAB,N)
On entry, the upper or lower triangle of the Hermitian band
matrix A, stored in the first KD+1 rows of the array. The
j-th column of A is stored in the j-th column of the array AB
as follows:
if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
On exit, the diagonal elements of AB are overwritten by the
diagonal elements of the tridiagonal matrix T; if KD > 0, the
elements on the first superdiagonal (if UPLO = 'U') or the
first subdiagonal (if UPLO = 'L') are overwritten by the
off-diagonal elements of T; the rest of AB is overwritten by
values generated during the reduction.
LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
D
D is REAL array, dimension (N)
The diagonal elements of the tridiagonal matrix T.
E
E is REAL array, dimension (N-1)
The off-diagonal elements of the tridiagonal matrix T:
E(i) = T(i,i+1) if UPLO = 'U'; E(i) = T(i+1,i) if UPLO = 'L'.
HOUS
HOUS is COMPLEX array, dimension LHOUS, that
store the Householder representation.
LHOUS
LHOUS is INTEGER
The dimension of the array HOUS. LHOUS = MAX(1, dimension)
If LWORK = -1, or LHOUS=-1,
then a query is assumed; the routine
only calculates the optimal size of the HOUS array, returns
this value as the first entry of the HOUS array, and no error
message related to LHOUS is issued by XERBLA.
LHOUS = MAX(1, dimension) where
dimension = 4*N if VECT='N'
not available now if VECT='H'
WORK
WORK is COMPLEX array, dimension LWORK.
LWORK
LWORK is INTEGER
The dimension of the array WORK. LWORK = MAX(1, dimension)
If LWORK = -1, or LHOUS=-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.
LWORK = MAX(1, dimension) where
dimension = (2KD+1)*N + KD*NTHREADS
where KD is the blocking size of the reduction,
FACTOPTNB is the blocking used by the QR or LQ
algorithm, usually FACTOPTNB=128 is a good choice
NTHREADS is the number of threads used when
openMP compilation is enabled, otherwise =1.
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.
Further Details:
Implemented by Azzam Haidar.
All details are available on technical report, SC11, SC13 papers.
Azzam Haidar, Hatem Ltaief, and Jack Dongarra.
Parallel reduction to condensed forms for symmetric eigenvalue problems
using aggregated fine-grained and memory-aware kernels. In Proceedings
of 2011 International Conference for High Performance Computing,
Networking, Storage and Analysis (SC '11), New York, NY, USA,
Article 8 , 11 pages.
http://doi.acm.org/10.1145/2063384.2063394
A. Haidar, J. Kurzak, P. Luszczek, 2013.
An improved parallel singular value algorithm and its implementation
for multicore hardware, In Proceedings of 2013 International Conference
for High Performance Computing, Networking, Storage and Analysis (SC '13).
Denver, Colorado, USA, 2013.
Article 90, 12 pages.
http://doi.acm.org/10.1145/2503210.2503292
A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra.
A novel hybrid CPU-GPU generalized eigensolver for electronic structure
calculations based on fine-grained memory aware tasks.
International Journal of High Performance Computing Applications.
Volume 28 Issue 2, Pages 196-209, May 2014.
http://hpc.sagepub.com/content/28/2/196
subroutine chfrk (character TRANSR, character UPLO, character TRANS, integer N, integer K,
real ALPHA, complex, dimension( lda, * ) A, integer LDA, real BETA, complex, dimension( *
) C)
CHFRK performs a Hermitian rank-k operation for matrix in RFP format.
Purpose:
Level 3 BLAS like routine for C in RFP Format.
CHFRK performs one of the Hermitian rank--k operations
C := alpha*A*A**H + beta*C,
or
C := alpha*A**H*A + beta*C,
where alpha and beta are real scalars, C is an n--by--n Hermitian
matrix and A is an n--by--k matrix in the first case and a k--by--n
matrix in the second case.
Parameters
TRANSR
TRANSR is CHARACTER*1
= 'N': The Normal Form of RFP A is stored;
= 'C': The Conjugate-transpose Form of RFP A is stored.
UPLO
UPLO is CHARACTER*1
On entry, UPLO specifies whether the upper or lower
triangular part of the array C is to be referenced as
follows:
UPLO = 'U' or 'u' Only the upper triangular part of C
is to be referenced.
UPLO = 'L' or 'l' Only the lower triangular part of C
is to be referenced.
Unchanged on exit.
TRANS
TRANS is CHARACTER*1
On entry, TRANS specifies the operation to be performed as
follows:
TRANS = 'N' or 'n' C := alpha*A*A**H + beta*C.
TRANS = 'C' or 'c' C := alpha*A**H*A + beta*C.
Unchanged on exit.
N
N is INTEGER
On entry, N specifies the order of the matrix C. N must be
at least zero.
Unchanged on exit.
K
K is INTEGER
On entry with TRANS = 'N' or 'n', K specifies the number
of columns of the matrix A, and on entry with
TRANS = 'C' or 'c', K specifies the number of rows of the
matrix A. K 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,ka)
where KA
is K when TRANS = 'N' or 'n', and is N otherwise. Before
entry with TRANS = 'N' or 'n', the leading N--by--K part of
the array A must contain the matrix A, otherwise the leading
K--by--N part of the array A must contain the matrix A.
Unchanged on exit.
LDA
LDA is INTEGER
On entry, LDA specifies the first dimension of A as declared
in the calling (sub) program. When TRANS = 'N' or 'n'
then LDA must be at least max( 1, n ), otherwise LDA must
be at least max( 1, k ).
Unchanged on exit.
BETA
BETA is REAL
On entry, BETA specifies the scalar beta.
Unchanged on exit.
C
C is COMPLEX array, dimension (N*(N+1)/2)
On entry, the matrix A in RFP Format. RFP Format is
described by TRANSR, UPLO and N. Note that the imaginary
parts of the diagonal elements need not be set, they are
assumed to be zero, and on exit they are set to zero.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine chpcon (character UPLO, integer N, complex, dimension( * ) AP, integer, dimension(
* ) IPIV, real ANORM, real RCOND, complex, dimension( * ) WORK, integer INFO)
CHPCON
Purpose:
CHPCON estimates the reciprocal of the condition number of a complex
Hermitian packed matrix A using the factorization A = U*D*U**H or
A = L*D*L**H computed by CHPTRF.
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**H;
= 'L': Lower triangular, form is A = L*D*L**H.
N
N is INTEGER
The order of the matrix A. N >= 0.
AP
AP is COMPLEX array, dimension (N*(N+1)/2)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by CHPTRF, stored as a
packed triangular matrix.
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CHPTRF.
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.
subroutine chpgst (integer ITYPE, character UPLO, integer N, complex, dimension( * ) AP,
complex, dimension( * ) BP, integer INFO)
CHPGST
Purpose:
CHPGST reduces a complex Hermitian-definite generalized
eigenproblem to standard form, using packed storage.
If ITYPE = 1, the problem is A*x = lambda*B*x,
and A is overwritten by inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H)
If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
B*A*x = lambda*x, and A is overwritten by U*A*U**H or L**H*A*L.
B must have been previously factorized as U**H*U or L*L**H by CPPTRF.
Parameters
ITYPE
ITYPE is INTEGER
= 1: compute inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H);
= 2 or 3: compute U*A*U**H or L**H*A*L.
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored and B is factored as
U**H*U;
= 'L': Lower triangle of A is stored and B is factored as
L*L**H.
N
N is INTEGER
The order of the matrices A and B. N >= 0.
AP
AP is COMPLEX array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the Hermitian matrix
A, packed columnwise in a linear array. The j-th column of A
is stored in the array AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
On exit, if INFO = 0, the transformed matrix, stored in the
same format as A.
BP
BP is COMPLEX array, dimension (N*(N+1)/2)
The triangular factor from the Cholesky factorization of B,
stored in the same format as A, as returned by CPPTRF.
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.
subroutine chprfs (character UPLO, integer N, integer NRHS, complex, dimension( * ) AP,
complex, dimension( * ) AFP, 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)
CHPRFS
Purpose:
CHPRFS improves the computed solution to a system of linear
equations when the coefficient matrix is Hermitian indefinite
and packed, 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.
AP
AP is COMPLEX array, dimension (N*(N+1)/2)
The upper or lower triangle of the Hermitian matrix A, packed
columnwise in a linear array. The j-th column of A is stored
in the array AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
AFP
AFP is COMPLEX array, dimension (N*(N+1)/2)
The factored form of the matrix A. AFP contains the block
diagonal matrix D and the multipliers used to obtain the
factor U or L from the factorization A = U*D*U**H or
A = L*D*L**H as computed by CHPTRF, stored as a packed
triangular matrix.
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CHPTRF.
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 CHPTRS.
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.
subroutine chptrd (character UPLO, integer N, complex, dimension( * ) AP, real, dimension( * )
D, real, dimension( * ) E, complex, dimension( * ) TAU, integer INFO)
CHPTRD
Purpose:
CHPTRD reduces a complex Hermitian matrix A stored in packed form to
real symmetric tridiagonal form T by a unitary similarity
transformation: Q**H * A * Q = T.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
AP
AP is COMPLEX array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the Hermitian matrix
A, packed columnwise in a linear array. The j-th column of A
is stored in the array AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
On exit, if UPLO = 'U', the diagonal and first superdiagonal
of A are overwritten by the corresponding elements of the
tridiagonal matrix T, and the elements above the first
superdiagonal, with the array TAU, represent the unitary
matrix Q as a product of elementary reflectors; if UPLO
= 'L', the diagonal and first subdiagonal of A are over-
written by the corresponding elements of the tridiagonal
matrix T, and the elements below the first subdiagonal, with
the array TAU, represent the unitary matrix Q as a product
of elementary reflectors. See Further Details.
D
D is REAL array, dimension (N)
The diagonal elements of the tridiagonal matrix T:
D(i) = A(i,i).
E
E is REAL array, dimension (N-1)
The off-diagonal elements of the tridiagonal matrix T:
E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
TAU
TAU is COMPLEX array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
If UPLO = 'U', the matrix Q is represented as a product of elementary
reflectors
Q = H(n-1) . . . H(2) H(1).
Each H(i) has the form
H(i) = I - tau * v * v**H
where tau is a complex scalar, and v is a complex vector with
v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in AP,
overwriting A(1:i-1,i+1), and tau is stored in TAU(i).
If UPLO = 'L', the matrix Q is represented as a product of elementary
reflectors
Q = H(1) H(2) . . . H(n-1).
Each H(i) has the form
H(i) = I - tau * v * v**H
where tau is a complex scalar, and v is a complex vector with
v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in AP,
overwriting A(i+2:n,i), and tau is stored in TAU(i).
subroutine chptrf (character UPLO, integer N, complex, dimension( * ) AP, integer, dimension(
* ) IPIV, integer INFO)
CHPTRF
Purpose:
CHPTRF computes the factorization of a complex Hermitian packed
matrix A using the Bunch-Kaufman diagonal pivoting method:
A = U*D*U**H or A = L*D*L**H
where U (or L) is a product of permutation and unit upper (lower)
triangular matrices, and D is Hermitian and block diagonal with
1-by-1 and 2-by-2 diagonal blocks.
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.
AP
AP is COMPLEX array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the Hermitian matrix
A, packed columnwise in a linear array. The j-th column of A
is stored in the array AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
On exit, the block diagonal matrix D and the multipliers used
to obtain the factor U or L, stored as a packed triangular
matrix overwriting A (see below for further details).
IPIV
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.
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.
Further Details:
If UPLO = 'U', then A = U*D*U**H, 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**H, 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:
J. Lewis, Boeing Computer Services Company
subroutine chptri (character UPLO, integer N, complex, dimension( * ) AP, integer, dimension(
* ) IPIV, complex, dimension( * ) WORK, integer INFO)
CHPTRI
Purpose:
CHPTRI computes the inverse of a complex Hermitian indefinite matrix
A in packed storage using the factorization A = U*D*U**H or
A = L*D*L**H computed by CHPTRF.
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**H;
= 'L': Lower triangular, form is A = L*D*L**H.
N
N is INTEGER
The order of the matrix A. N >= 0.
AP
AP is COMPLEX array, dimension (N*(N+1)/2)
On entry, the block diagonal matrix D and the multipliers
used to obtain the factor U or L as computed by CHPTRF,
stored as a packed triangular matrix.
On exit, if INFO = 0, the (Hermitian) inverse of the original
matrix, stored as a packed triangular matrix. The j-th column
of inv(A) is stored in the array AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = inv(A)(i,j) for 1<=i<=j;
if UPLO = 'L',
AP(i + (j-1)*(2n-j)/2) = inv(A)(i,j) for j<=i<=n.
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CHPTRF.
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.
subroutine chptrs (character UPLO, integer N, integer NRHS, complex, dimension( * ) AP,
integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB, integer INFO)
CHPTRS
Purpose:
CHPTRS solves a system of linear equations A*X = B with a complex
Hermitian matrix A stored in packed format using the factorization
A = U*D*U**H or A = L*D*L**H computed by CHPTRF.
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**H;
= 'L': Lower triangular, form is A = L*D*L**H.
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.
AP
AP is COMPLEX array, dimension (N*(N+1)/2)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by CHPTRF, stored as a
packed triangular matrix.
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CHPTRF.
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.
subroutine chsein (character SIDE, character EIGSRC, character INITV, logical, dimension( * )
SELECT, integer N, complex, dimension( ldh, * ) H, integer LDH, complex, dimension( * ) W,
complex, dimension( ldvl, * ) VL, integer LDVL, complex, dimension( ldvr, * ) VR, integer
LDVR, integer MM, integer M, complex, dimension( * ) WORK, real, dimension( * ) RWORK,
integer, dimension( * ) IFAILL, integer, dimension( * ) IFAILR, integer INFO)
CHSEIN
Purpose:
CHSEIN uses inverse iteration to find specified right and/or left
eigenvectors of a complex upper Hessenberg matrix H.
The right eigenvector x and the left eigenvector y of the matrix H
corresponding to an eigenvalue w are defined by:
H * x = w * x, y**h * H = w * y**h
where y**h denotes the conjugate transpose of the vector y.
Parameters
SIDE
SIDE is CHARACTER*1
= 'R': compute right eigenvectors only;
= 'L': compute left eigenvectors only;
= 'B': compute both right and left eigenvectors.
EIGSRC
EIGSRC is CHARACTER*1
Specifies the source of eigenvalues supplied in W:
= 'Q': the eigenvalues were found using CHSEQR; thus, if
H has zero subdiagonal elements, and so is
block-triangular, then the j-th eigenvalue can be
assumed to be an eigenvalue of the block containing
the j-th row/column. This property allows CHSEIN to
perform inverse iteration on just one diagonal block.
= 'N': no assumptions are made on the correspondence
between eigenvalues and diagonal blocks. In this
case, CHSEIN must always perform inverse iteration
using the whole matrix H.
INITV
INITV is CHARACTER*1
= 'N': no initial vectors are supplied;
= 'U': user-supplied initial vectors are stored in the arrays
VL and/or VR.
SELECT
SELECT is LOGICAL array, dimension (N)
Specifies the eigenvectors to be computed. To select the
eigenvector corresponding to the eigenvalue W(j),
SELECT(j) must be set to .TRUE..
N
N is INTEGER
The order of the matrix H. N >= 0.
H
H is COMPLEX array, dimension (LDH,N)
The upper Hessenberg matrix H.
If a NaN is detected in H, the routine will return with INFO=-6.
LDH
LDH is INTEGER
The leading dimension of the array H. LDH >= max(1,N).
W
W is COMPLEX array, dimension (N)
On entry, the eigenvalues of H.
On exit, the real parts of W may have been altered since
close eigenvalues are perturbed slightly in searching for
independent eigenvectors.
VL
VL is COMPLEX array, dimension (LDVL,MM)
On entry, if INITV = 'U' and SIDE = 'L' or 'B', VL must
contain starting vectors for the inverse iteration for the
left eigenvectors; the starting vector for each eigenvector
must be in the same column in which the eigenvector will be
stored.
On exit, if SIDE = 'L' or 'B', the left eigenvectors
specified by SELECT will be stored consecutively in the
columns of VL, in the same order as their eigenvalues.
If SIDE = 'R', VL is not referenced.
LDVL
LDVL is INTEGER
The leading dimension of the array VL.
LDVL >= max(1,N) if SIDE = 'L' or 'B'; LDVL >= 1 otherwise.
VR
VR is COMPLEX array, dimension (LDVR,MM)
On entry, if INITV = 'U' and SIDE = 'R' or 'B', VR must
contain starting vectors for the inverse iteration for the
right eigenvectors; the starting vector for each eigenvector
must be in the same column in which the eigenvector will be
stored.
On exit, if SIDE = 'R' or 'B', the right eigenvectors
specified by SELECT will be stored consecutively in the
columns of VR, in the same order as their eigenvalues.
If SIDE = 'L', VR is not referenced.
LDVR
LDVR is INTEGER
The leading dimension of the array VR.
LDVR >= max(1,N) if SIDE = 'R' or 'B'; LDVR >= 1 otherwise.
MM
MM is INTEGER
The number of columns in the arrays VL and/or VR. MM >= M.
M
M is INTEGER
The number of columns in the arrays VL and/or VR required to
store the eigenvectors (= the number of .TRUE. elements in
SELECT).
WORK
WORK is COMPLEX array, dimension (N*N)
RWORK
RWORK is REAL array, dimension (N)
IFAILL
IFAILL is INTEGER array, dimension (MM)
If SIDE = 'L' or 'B', IFAILL(i) = j > 0 if the left
eigenvector in the i-th column of VL (corresponding to the
eigenvalue w(j)) failed to converge; IFAILL(i) = 0 if the
eigenvector converged satisfactorily.
If SIDE = 'R', IFAILL is not referenced.
IFAILR
IFAILR is INTEGER array, dimension (MM)
If SIDE = 'R' or 'B', IFAILR(i) = j > 0 if the right
eigenvector in the i-th column of VR (corresponding to the
eigenvalue w(j)) failed to converge; IFAILR(i) = 0 if the
eigenvector converged satisfactorily.
If SIDE = 'L', IFAILR is not referenced.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, i is the number of eigenvectors which
failed to converge; see IFAILL and IFAILR for further
details.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
Each eigenvector is normalized so that the element of largest
magnitude has magnitude 1; here the magnitude of a complex number
(x,y) is taken to be |x|+|y|.
subroutine chseqr (character JOB, character COMPZ, integer N, integer ILO, integer IHI,
complex, dimension( ldh, * ) H, integer LDH, complex, dimension( * ) W, complex,
dimension( ldz, * ) Z, integer LDZ, complex, dimension( * ) WORK, integer LWORK, integer
INFO)
CHSEQR
Purpose:
CHSEQR computes the eigenvalues of a Hessenberg matrix H
and, optionally, the matrices T and Z from the Schur decomposition
H = Z T Z**H, where T is an upper triangular matrix (the
Schur form), and Z is the unitary matrix of Schur vectors.
Optionally Z may be postmultiplied into an input unitary
matrix Q so that this routine can give the Schur factorization
of a matrix A which has been reduced to the Hessenberg form H
by the unitary matrix Q: A = Q*H*Q**H = (QZ)*T*(QZ)**H.
Parameters
JOB
JOB is CHARACTER*1
= 'E': compute eigenvalues only;
= 'S': compute eigenvalues and the Schur form T.
COMPZ
COMPZ is CHARACTER*1
= 'N': no Schur vectors are computed;
= 'I': Z is initialized to the unit matrix and the matrix Z
of Schur vectors of H is returned;
= 'V': Z must contain an unitary matrix Q on entry, and
the product Q*Z is returned.
N
N is INTEGER
The order of the matrix H. N >= 0.
ILO
ILO is INTEGER
IHI
IHI is INTEGER
It is assumed that H is already upper triangular in rows
and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
set by a previous call to CGEBAL, and then passed to ZGEHRD
when the matrix output by CGEBAL is reduced to Hessenberg
form. Otherwise ILO and IHI should be set to 1 and N
respectively. If N > 0, then 1 <= ILO <= IHI <= N.
If N = 0, then ILO = 1 and IHI = 0.
H
H is COMPLEX array, dimension (LDH,N)
On entry, the upper Hessenberg matrix H.
On exit, if INFO = 0 and JOB = 'S', H contains the upper
triangular matrix T from the Schur decomposition (the
Schur form). If INFO = 0 and JOB = 'E', the contents of
H are unspecified on exit. (The output value of H when
INFO > 0 is given under the description of INFO below.)
Unlike earlier versions of CHSEQR, this subroutine may
explicitly H(i,j) = 0 for i > j and j = 1, 2, ... ILO-1
or j = IHI+1, IHI+2, ... N.
LDH
LDH is INTEGER
The leading dimension of the array H. LDH >= max(1,N).
W
W is COMPLEX array, dimension (N)
The computed eigenvalues. If JOB = 'S', the eigenvalues are
stored in the same order as on the diagonal of the Schur
form returned in H, with W(i) = H(i,i).
Z
Z is COMPLEX array, dimension (LDZ,N)
If COMPZ = 'N', Z is not referenced.
If COMPZ = 'I', on entry Z need not be set and on exit,
if INFO = 0, Z contains the unitary matrix Z of the Schur
vectors of H. If COMPZ = 'V', on entry Z must contain an
N-by-N matrix Q, which is assumed to be equal to the unit
matrix except for the submatrix Z(ILO:IHI,ILO:IHI). On exit,
if INFO = 0, Z contains Q*Z.
Normally Q is the unitary matrix generated by CUNGHR
after the call to CGEHRD which formed the Hessenberg matrix
H. (The output value of Z when INFO > 0 is given under
the description of INFO below.)
LDZ
LDZ is INTEGER
The leading dimension of the array Z. if COMPZ = 'I' or
COMPZ = 'V', then LDZ >= MAX(1,N). Otherwise, LDZ >= 1.
WORK
WORK is COMPLEX array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns an estimate of
the optimal value for LWORK.
LWORK
LWORK is INTEGER
The dimension of the array WORK. LWORK >= max(1,N)
is sufficient and delivers very good and sometimes
optimal performance. However, LWORK as large as 11*N
may be required for optimal performance. A workspace
query is recommended to determine the optimal workspace
size.
If LWORK = -1, then CHSEQR does a workspace query.
In this case, CHSEQR checks the input parameters and
estimates the optimal workspace size for the given
values of N, ILO and IHI. The estimate is returned
in WORK(1). No error message related to LWORK is
issued by XERBLA. Neither H nor Z are accessed.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal
value
> 0: if INFO = i, CHSEQR failed to compute all of
the eigenvalues. Elements 1:ilo-1 and i+1:n of W
contain those eigenvalues which have been
successfully computed. (Failures are rare.)
If INFO > 0 and JOB = 'E', then on exit, the
remaining unconverged eigenvalues are the eigen-
values of the upper Hessenberg matrix rows and
columns ILO through INFO of the final, output
value of H.
If INFO > 0 and JOB = 'S', then on exit
(*) (initial value of H)*U = U*(final value of H)
where U is a unitary matrix. The final
value of H is upper Hessenberg and triangular in
rows and columns INFO+1 through IHI.
If INFO > 0 and COMPZ = 'V', then on exit
(final value of Z) = (initial value of Z)*U
where U is the unitary matrix in (*) (regard-
less of the value of JOB.)
If INFO > 0 and COMPZ = 'I', then on exit
(final value of Z) = U
where U is the unitary matrix in (*) (regard-
less of the value of JOB.)
If INFO > 0 and COMPZ = 'N', then Z is not
accessed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
Karen Braman and Ralph Byers, Department of Mathematics, University of Kansas, USA
Further Details:
Default values supplied by
ILAENV(ISPEC,'CHSEQR',JOB(:1)//COMPZ(:1),N,ILO,IHI,LWORK).
It is suggested that these defaults be adjusted in order
to attain best performance in each particular
computational environment.
ISPEC=12: The CLAHQR vs CLAQR0 crossover point.
Default: 75. (Must be at least 11.)
ISPEC=13: Recommended deflation window size.
This depends on ILO, IHI and NS. NS is the
number of simultaneous shifts returned
by ILAENV(ISPEC=15). (See ISPEC=15 below.)
The default for (IHI-ILO+1) <= 500 is NS.
The default for (IHI-ILO+1) > 500 is 3*NS/2.
ISPEC=14: Nibble crossover point. (See IPARMQ for
details.) Default: 14% of deflation window
size.
ISPEC=15: Number of simultaneous shifts in a multishift
QR iteration.
If IHI-ILO+1 is ...
greater than ...but less ... the
or equal to ... than default is
1 30 NS = 2(+)
30 60 NS = 4(+)
60 150 NS = 10(+)
150 590 NS = **
590 3000 NS = 64
3000 6000 NS = 128
6000 infinity NS = 256
(+) By default some or all matrices of this order
are passed to the implicit double shift routine
CLAHQR and this parameter is ignored. See
ISPEC=12 above and comments in IPARMQ for
details.
(**) The asterisks (**) indicate an ad-hoc
function of N increasing from 10 to 64.
ISPEC=16: Select structured matrix multiply.
If the number of simultaneous shifts (specified
by ISPEC=15) is less than 14, then the default
for ISPEC=16 is 0. Otherwise the default for
ISPEC=16 is 2.
References:
K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
Performance, SIAM Journal of Matrix Analysis, volume 23, pages
929--947, 2002.
K. Braman, R. Byers and R. Mathias, The Multi-Shift QR Algorithm Part II: Aggressive
Early Deflation, SIAM Journal of Matrix Analysis, volume 23, pages 948--973, 2002.
subroutine cla_lin_berr (integer N, integer NZ, integer NRHS, complex, dimension( n, nrhs )
RES, real, dimension( n, nrhs ) AYB, real, dimension( nrhs ) BERR)
CLA_LIN_BERR computes a component-wise relative backward error.
Purpose:
CLA_LIN_BERR computes componentwise relative backward error from
the formula
max(i) ( abs(R(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.
Parameters
N
N is INTEGER
The number of linear equations, i.e., the order of the
matrix A. N >= 0.
NZ
NZ is INTEGER
We add (NZ+1)*SLAMCH( 'Safe minimum' ) to R(i) in the numerator to
guard against spuriously zero residuals. Default value is N.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrices AYB, RES, and BERR. NRHS >= 0.
RES
RES is COMPLEX array, dimension (N,NRHS)
The residual matrix, i.e., the matrix R in the relative backward
error formula above.
AYB
AYB is REAL array, dimension (N, NRHS)
The denominator in the relative backward error formula above, i.e.,
the matrix abs(op(A_s))*abs(Y) + abs(B_s). The matrices A, Y, and B
are from iterative refinement (see cla_gerfsx_extended.f).
BERR
BERR is REAL array, dimension (NRHS)
The componentwise relative backward error from the formula above.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine cla_wwaddw (integer N, complex, dimension( * ) X, complex, dimension( * ) Y,
complex, dimension( * ) W)
CLA_WWADDW adds a vector into a doubled-single vector.
Purpose:
CLA_WWADDW adds a vector W into a doubled-single vector (X, Y).
This works for all extant IBM's hex and binary floating point
arithmetic, but not for decimal.
Parameters
N
N is INTEGER
The length of vectors X, Y, and W.
X
X is COMPLEX array, dimension (N)
The first part of the doubled-single accumulation vector.
Y
Y is COMPLEX array, dimension (N)
The second part of the doubled-single accumulation vector.
W
W is COMPLEX array, dimension (N)
The vector to be added.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine claed0 (integer QSIZ, integer N, real, dimension( * ) D, real, dimension( * ) E,
complex, dimension( ldq, * ) Q, integer LDQ, complex, dimension( ldqs, * ) QSTORE, integer
LDQS, real, dimension( * ) RWORK, integer, dimension( * ) IWORK, integer INFO)
CLAED0 used by CSTEDC. Computes all eigenvalues and corresponding eigenvectors of an
unreduced symmetric tridiagonal matrix using the divide and conquer method.
Purpose:
Using the divide and conquer method, CLAED0 computes all eigenvalues
of a symmetric tridiagonal matrix which is one diagonal block of
those from reducing a dense or band Hermitian matrix and
corresponding eigenvectors of the dense or band matrix.
Parameters
QSIZ
QSIZ is INTEGER
The dimension of the unitary matrix used to reduce
the full matrix to tridiagonal form. QSIZ >= N if ICOMPQ = 1.
N
N is INTEGER
The dimension of the symmetric tridiagonal matrix. N >= 0.
D
D is REAL array, dimension (N)
On entry, the diagonal elements of the tridiagonal matrix.
On exit, the eigenvalues in ascending order.
E
E is REAL array, dimension (N-1)
On entry, the off-diagonal elements of the tridiagonal matrix.
On exit, E has been destroyed.
Q
Q is COMPLEX array, dimension (LDQ,N)
On entry, Q must contain an QSIZ x N matrix whose columns
unitarily orthonormal. It is a part of the unitary matrix
that reduces the full dense Hermitian matrix to a
(reducible) symmetric tridiagonal matrix.
LDQ
LDQ is INTEGER
The leading dimension of the array Q. LDQ >= max(1,N).
IWORK
IWORK is INTEGER array,
the dimension of IWORK must be at least
6 + 6*N + 5*N*lg N
( lg( N ) = smallest integer k
such that 2^k >= N )
RWORK
RWORK is REAL array,
dimension (1 + 3*N + 2*N*lg N + 3*N**2)
( lg( N ) = smallest integer k
such that 2^k >= N )
QSTORE
QSTORE is COMPLEX array, dimension (LDQS, N)
Used to store parts of
the eigenvector matrix when the updating matrix multiplies
take place.
LDQS
LDQS is INTEGER
The leading dimension of the array QSTORE.
LDQS >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: The algorithm failed to compute an eigenvalue while
working on the submatrix lying in rows and columns
INFO/(N+1) through mod(INFO,N+1).
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine claed7 (integer N, integer CUTPNT, integer QSIZ, integer TLVLS, integer CURLVL,
integer CURPBM, real, dimension( * ) D, complex, dimension( ldq, * ) Q, integer LDQ, real
RHO, integer, dimension( * ) INDXQ, real, dimension( * ) QSTORE, integer, dimension( * )
QPTR, integer, dimension( * ) PRMPTR, integer, dimension( * ) PERM, integer, dimension( *
) GIVPTR, integer, dimension( 2, * ) GIVCOL, real, dimension( 2, * ) GIVNUM, complex,
dimension( * ) WORK, real, dimension( * ) RWORK, integer, dimension( * ) IWORK, integer
INFO)
CLAED7 used by CSTEDC. Computes the updated eigensystem of a diagonal matrix after
modification by a rank-one symmetric matrix. Used when the original matrix is dense.
Purpose:
CLAED7 computes the updated eigensystem of a diagonal
matrix after modification by a rank-one symmetric matrix. This
routine is used only for the eigenproblem which requires all
eigenvalues and optionally eigenvectors of a dense or banded
Hermitian matrix that has been reduced to tridiagonal form.
T = Q(in) ( D(in) + RHO * Z*Z**H ) Q**H(in) = Q(out) * D(out) * Q**H(out)
where Z = Q**Hu, u is a vector of length N with ones in the
CUTPNT and CUTPNT + 1 th elements and zeros elsewhere.
The eigenvectors of the original matrix are stored in Q, and the
eigenvalues are in D. The algorithm consists of three stages:
The first stage consists of deflating the size of the problem
when there are multiple eigenvalues or if there is a zero in
the Z vector. For each such occurrence the dimension of the
secular equation problem is reduced by one. This stage is
performed by the routine SLAED2.
The second stage consists of calculating the updated
eigenvalues. This is done by finding the roots of the secular
equation via the routine SLAED4 (as called by SLAED3).
This routine also calculates the eigenvectors of the current
problem.
The final stage consists of computing the updated eigenvectors
directly using the updated eigenvalues. The eigenvectors for
the current problem are multiplied with the eigenvectors from
the overall problem.
Parameters
N
N is INTEGER
The dimension of the symmetric tridiagonal matrix. N >= 0.
CUTPNT
CUTPNT is INTEGER
Contains the location of the last eigenvalue in the leading
sub-matrix. min(1,N) <= CUTPNT <= N.
QSIZ
QSIZ is INTEGER
The dimension of the unitary matrix used to reduce
the full matrix to tridiagonal form. QSIZ >= N.
TLVLS
TLVLS is INTEGER
The total number of merging levels in the overall divide and
conquer tree.
CURLVL
CURLVL is INTEGER
The current level in the overall merge routine,
0 <= curlvl <= tlvls.
CURPBM
CURPBM is INTEGER
The current problem in the current level in the overall
merge routine (counting from upper left to lower right).
D
D is REAL array, dimension (N)
On entry, the eigenvalues of the rank-1-perturbed matrix.
On exit, the eigenvalues of the repaired matrix.
Q
Q is COMPLEX array, dimension (LDQ,N)
On entry, the eigenvectors of the rank-1-perturbed matrix.
On exit, the eigenvectors of the repaired tridiagonal matrix.
LDQ
LDQ is INTEGER
The leading dimension of the array Q. LDQ >= max(1,N).
RHO
RHO is REAL
Contains the subdiagonal element used to create the rank-1
modification.
INDXQ
INDXQ is INTEGER array, dimension (N)
This contains the permutation which will reintegrate the
subproblem just solved back into sorted order,
ie. D( INDXQ( I = 1, N ) ) will be in ascending order.
IWORK
IWORK is INTEGER array, dimension (4*N)
RWORK
RWORK is REAL array,
dimension (3*N+2*QSIZ*N)
WORK
WORK is COMPLEX array, dimension (QSIZ*N)
QSTORE
QSTORE is REAL array, dimension (N**2+1)
Stores eigenvectors of submatrices encountered during
divide and conquer, packed together. QPTR points to
beginning of the submatrices.
QPTR
QPTR is INTEGER array, dimension (N+2)
List of indices pointing to beginning of submatrices stored
in QSTORE. The submatrices are numbered starting at the
bottom left of the divide and conquer tree, from left to
right and bottom to top.
PRMPTR
PRMPTR is INTEGER array, dimension (N lg N)
Contains a list of pointers which indicate where in PERM a
level's permutation is stored. PRMPTR(i+1) - PRMPTR(i)
indicates the size of the permutation and also the size of
the full, non-deflated problem.
PERM
PERM is INTEGER array, dimension (N lg N)
Contains the permutations (from deflation and sorting) to be
applied to each eigenblock.
GIVPTR
GIVPTR is INTEGER array, dimension (N lg N)
Contains a list of pointers which indicate where in GIVCOL a
level's Givens rotations are stored. GIVPTR(i+1) - GIVPTR(i)
indicates the number of Givens rotations.
GIVCOL
GIVCOL is INTEGER array, dimension (2, N lg N)
Each pair of numbers indicates a pair of columns to take place
in a Givens rotation.
GIVNUM
GIVNUM is REAL array, dimension (2, N lg N)
Each number indicates the S value to be used in the
corresponding Givens rotation.
INFO
INFO is INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: if INFO = 1, an eigenvalue did not converge
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine claed8 (integer K, integer N, integer QSIZ, complex, dimension( ldq, * ) Q, integer
LDQ, real, dimension( * ) D, real RHO, integer CUTPNT, real, dimension( * ) Z, real,
dimension( * ) DLAMDA, complex, dimension( ldq2, * ) Q2, integer LDQ2, real, dimension( *
) W, integer, dimension( * ) INDXP, integer, dimension( * ) INDX, integer, dimension( * )
INDXQ, integer, dimension( * ) PERM, integer GIVPTR, integer, dimension( 2, * ) GIVCOL,
real, dimension( 2, * ) GIVNUM, integer INFO)
CLAED8 used by CSTEDC. Merges eigenvalues and deflates secular equation. Used when the
original matrix is dense.
Purpose:
CLAED8 merges the two sets of eigenvalues together into a single
sorted set. Then it tries to deflate the size of the problem.
There are two ways in which deflation can occur: when two or more
eigenvalues are close together or if there is a tiny element in the
Z vector. For each such occurrence the order of the related secular
equation problem is reduced by one.
Parameters
K
K is INTEGER
Contains the number of non-deflated eigenvalues.
This is the order of the related secular equation.
N
N is INTEGER
The dimension of the symmetric tridiagonal matrix. N >= 0.
QSIZ
QSIZ is INTEGER
The dimension of the unitary matrix used to reduce
the dense or band matrix to tridiagonal form.
QSIZ >= N if ICOMPQ = 1.
Q
Q is COMPLEX array, dimension (LDQ,N)
On entry, Q contains the eigenvectors of the partially solved
system which has been previously updated in matrix
multiplies with other partially solved eigensystems.
On exit, Q contains the trailing (N-K) updated eigenvectors
(those which were deflated) in its last N-K columns.
LDQ
LDQ is INTEGER
The leading dimension of the array Q. LDQ >= max( 1, N ).
D
D is REAL array, dimension (N)
On entry, D contains the eigenvalues of the two submatrices to
be combined. On exit, D contains the trailing (N-K) updated
eigenvalues (those which were deflated) sorted into increasing
order.
RHO
RHO is REAL
Contains the off diagonal element associated with the rank-1
cut which originally split the two submatrices which are now
being recombined. RHO is modified during the computation to
the value required by SLAED3.
CUTPNT
CUTPNT is INTEGER
Contains the location of the last eigenvalue in the leading
sub-matrix. MIN(1,N) <= CUTPNT <= N.
Z
Z is REAL array, dimension (N)
On input this vector contains the updating vector (the last
row of the first sub-eigenvector matrix and the first row of
the second sub-eigenvector matrix). The contents of Z are
destroyed during the updating process.
DLAMDA
DLAMDA is REAL array, dimension (N)
Contains a copy of the first K eigenvalues which will be used
by SLAED3 to form the secular equation.
Q2
Q2 is COMPLEX array, dimension (LDQ2,N)
If ICOMPQ = 0, Q2 is not referenced. Otherwise,
Contains a copy of the first K eigenvectors which will be used
by SLAED7 in a matrix multiply (SGEMM) to update the new
eigenvectors.
LDQ2
LDQ2 is INTEGER
The leading dimension of the array Q2. LDQ2 >= max( 1, N ).
W
W is REAL array, dimension (N)
This will hold the first k values of the final
deflation-altered z-vector and will be passed to SLAED3.
INDXP
INDXP is INTEGER array, dimension (N)
This will contain the permutation used to place deflated
values of D at the end of the array. On output INDXP(1:K)
points to the nondeflated D-values and INDXP(K+1:N)
points to the deflated eigenvalues.
INDX
INDX is INTEGER array, dimension (N)
This will contain the permutation used to sort the contents of
D into ascending order.
INDXQ
INDXQ is INTEGER array, dimension (N)
This contains the permutation which separately sorts the two
sub-problems in D into ascending order. Note that elements in
the second half of this permutation must first have CUTPNT
added to their values in order to be accurate.
PERM
PERM is INTEGER array, dimension (N)
Contains the permutations (from deflation and sorting) to be
applied to each eigenblock.
GIVPTR
GIVPTR is INTEGER
Contains the number of Givens rotations which took place in
this subproblem.
GIVCOL
GIVCOL is INTEGER array, dimension (2, N)
Each pair of numbers indicates a pair of columns to take place
in a Givens rotation.
GIVNUM
GIVNUM is REAL array, dimension (2, N)
Each number indicates the S value to be used in the
corresponding Givens rotation.
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.
subroutine clals0 (integer ICOMPQ, integer NL, integer NR, integer SQRE, integer NRHS,
complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldbx, * ) BX, integer
LDBX, integer, dimension( * ) PERM, integer GIVPTR, integer, dimension( ldgcol, * )
GIVCOL, integer LDGCOL, real, dimension( ldgnum, * ) GIVNUM, integer LDGNUM, real,
dimension( ldgnum, * ) POLES, real, dimension( * ) DIFL, real, dimension( ldgnum, * )
DIFR, real, dimension( * ) Z, integer K, real C, real S, real, dimension( * ) RWORK,
integer INFO)
CLALS0 applies back multiplying factors in solving the least squares problem using divide
and conquer SVD approach. Used by sgelsd.
Purpose:
CLALS0 applies back the multiplying factors of either the left or the
right singular vector matrix of a diagonal matrix appended by a row
to the right hand side matrix B in solving the least squares problem
using the divide-and-conquer SVD approach.
For the left singular vector matrix, three types of orthogonal
matrices are involved:
(1L) Givens rotations: the number of such rotations is GIVPTR; the
pairs of columns/rows they were applied to are stored in GIVCOL;
and the C- and S-values of these rotations are stored in GIVNUM.
(2L) Permutation. The (NL+1)-st row of B is to be moved to the first
row, and for J=2:N, PERM(J)-th row of B is to be moved to the
J-th row.
(3L) The left singular vector matrix of the remaining matrix.
For the right singular vector matrix, four types of orthogonal
matrices are involved:
(1R) The right singular vector matrix of the remaining matrix.
(2R) If SQRE = 1, one extra Givens rotation to generate the right
null space.
(3R) The inverse transformation of (2L).
(4R) The inverse transformation of (1L).
Parameters
ICOMPQ
ICOMPQ is INTEGER
Specifies whether singular vectors are to be computed in
factored form:
= 0: Left singular vector matrix.
= 1: Right singular vector matrix.
NL
NL is INTEGER
The row dimension of the upper block. NL >= 1.
NR
NR is INTEGER
The row dimension of the lower block. NR >= 1.
SQRE
SQRE is INTEGER
= 0: the lower block is an NR-by-NR square matrix.
= 1: the lower block is an NR-by-(NR+1) rectangular matrix.
The bidiagonal matrix has row dimension N = NL + NR + 1,
and column dimension M = N + SQRE.
NRHS
NRHS is INTEGER
The number of columns of B and BX. NRHS must be at least 1.
B
B is COMPLEX array, dimension ( LDB, NRHS )
On input, B contains the right hand sides of the least
squares problem in rows 1 through M. On output, B contains
the solution X in rows 1 through N.
LDB
LDB is INTEGER
The leading dimension of B. LDB must be at least
max(1,MAX( M, N ) ).
BX
BX is COMPLEX array, dimension ( LDBX, NRHS )
LDBX
LDBX is INTEGER
The leading dimension of BX.
PERM
PERM is INTEGER array, dimension ( N )
The permutations (from deflation and sorting) applied
to the two blocks.
GIVPTR
GIVPTR is INTEGER
The number of Givens rotations which took place in this
subproblem.
GIVCOL
GIVCOL is INTEGER array, dimension ( LDGCOL, 2 )
Each pair of numbers indicates a pair of rows/columns
involved in a Givens rotation.
LDGCOL
LDGCOL is INTEGER
The leading dimension of GIVCOL, must be at least N.
GIVNUM
GIVNUM is REAL array, dimension ( LDGNUM, 2 )
Each number indicates the C or S value used in the
corresponding Givens rotation.
LDGNUM
LDGNUM is INTEGER
The leading dimension of arrays DIFR, POLES and
GIVNUM, must be at least K.
POLES
POLES is REAL array, dimension ( LDGNUM, 2 )
On entry, POLES(1:K, 1) contains the new singular
values obtained from solving the secular equation, and
POLES(1:K, 2) is an array containing the poles in the secular
equation.
DIFL
DIFL is REAL array, dimension ( K ).
On entry, DIFL(I) is the distance between I-th updated
(undeflated) singular value and the I-th (undeflated) old
singular value.
DIFR
DIFR is REAL array, dimension ( LDGNUM, 2 ).
On entry, DIFR(I, 1) contains the distances between I-th
updated (undeflated) singular value and the I+1-th
(undeflated) old singular value. And DIFR(I, 2) is the
normalizing factor for the I-th right singular vector.
Z
Z is REAL array, dimension ( K )
Contain the components of the deflation-adjusted updating row
vector.
K
K is INTEGER
Contains the dimension of the non-deflated matrix,
This is the order of the related secular equation. 1 <= K <=N.
C
C is REAL
C contains garbage if SQRE =0 and the C-value of a Givens
rotation related to the right null space if SQRE = 1.
S
S is REAL
S contains garbage if SQRE =0 and the S-value of a Givens
rotation related to the right null space if SQRE = 1.
RWORK
RWORK is REAL array, dimension
( K*(1+NRHS) + 2*NRHS )
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.
Contributors:
Ming Gu and Ren-Cang Li, Computer Science Division, University of California at
Berkeley, USA
Osni Marques, LBNL/NERSC, USA
subroutine clalsa (integer ICOMPQ, integer SMLSIZ, integer N, integer NRHS, complex,
dimension( ldb, * ) B, integer LDB, complex, dimension( ldbx, * ) BX, integer LDBX, real,
dimension( ldu, * ) U, integer LDU, real, dimension( ldu, * ) VT, integer, dimension( * )
K, real, dimension( ldu, * ) DIFL, real, dimension( ldu, * ) DIFR, real, dimension( ldu, *
) Z, real, dimension( ldu, * ) POLES, integer, dimension( * ) GIVPTR, integer, dimension(
ldgcol, * ) GIVCOL, integer LDGCOL, integer, dimension( ldgcol, * ) PERM, real, dimension(
ldu, * ) GIVNUM, real, dimension( * ) C, real, dimension( * ) S, real, dimension( * )
RWORK, integer, dimension( * ) IWORK, integer INFO)
CLALSA computes the SVD of the coefficient matrix in compact form. Used by sgelsd.
Purpose:
CLALSA is an itermediate step in solving the least squares problem
by computing the SVD of the coefficient matrix in compact form (The
singular vectors are computed as products of simple orthorgonal
matrices.).
If ICOMPQ = 0, CLALSA applies the inverse of the left singular vector
matrix of an upper bidiagonal matrix to the right hand side; and if
ICOMPQ = 1, CLALSA applies the right singular vector matrix to the
right hand side. The singular vector matrices were generated in
compact form by CLALSA.
Parameters
ICOMPQ
ICOMPQ is INTEGER
Specifies whether the left or the right singular vector
matrix is involved.
= 0: Left singular vector matrix
= 1: Right singular vector matrix
SMLSIZ
SMLSIZ is INTEGER
The maximum size of the subproblems at the bottom of the
computation tree.
N
N is INTEGER
The row and column dimensions of the upper bidiagonal matrix.
NRHS
NRHS is INTEGER
The number of columns of B and BX. NRHS must be at least 1.
B
B is COMPLEX array, dimension ( LDB, NRHS )
On input, B contains the right hand sides of the least
squares problem in rows 1 through M.
On output, B contains the solution X in rows 1 through N.
LDB
LDB is INTEGER
The leading dimension of B in the calling subprogram.
LDB must be at least max(1,MAX( M, N ) ).
BX
BX is COMPLEX array, dimension ( LDBX, NRHS )
On exit, the result of applying the left or right singular
vector matrix to B.
LDBX
LDBX is INTEGER
The leading dimension of BX.
U
U is REAL array, dimension ( LDU, SMLSIZ ).
On entry, U contains the left singular vector matrices of all
subproblems at the bottom level.
LDU
LDU is INTEGER, LDU = > N.
The leading dimension of arrays U, VT, DIFL, DIFR,
POLES, GIVNUM, and Z.
VT
VT is REAL array, dimension ( LDU, SMLSIZ+1 ).
On entry, VT**H contains the right singular vector matrices of
all subproblems at the bottom level.
K
K is INTEGER array, dimension ( N ).
DIFL
DIFL is REAL array, dimension ( LDU, NLVL ).
where NLVL = INT(log_2 (N/(SMLSIZ+1))) + 1.
DIFR
DIFR is REAL array, dimension ( LDU, 2 * NLVL ).
On entry, DIFL(*, I) and DIFR(*, 2 * I -1) record
distances between singular values on the I-th level and
singular values on the (I -1)-th level, and DIFR(*, 2 * I)
record the normalizing factors of the right singular vectors
matrices of subproblems on I-th level.
Z
Z is REAL array, dimension ( LDU, NLVL ).
On entry, Z(1, I) contains the components of the deflation-
adjusted updating row vector for subproblems on the I-th
level.
POLES
POLES is REAL array, dimension ( LDU, 2 * NLVL ).
On entry, POLES(*, 2 * I -1: 2 * I) contains the new and old
singular values involved in the secular equations on the I-th
level.
GIVPTR
GIVPTR is INTEGER array, dimension ( N ).
On entry, GIVPTR( I ) records the number of Givens
rotations performed on the I-th problem on the computation
tree.
GIVCOL
GIVCOL is INTEGER array, dimension ( LDGCOL, 2 * NLVL ).
On entry, for each I, GIVCOL(*, 2 * I - 1: 2 * I) records the
locations of Givens rotations performed on the I-th level on
the computation tree.
LDGCOL
LDGCOL is INTEGER, LDGCOL = > N.
The leading dimension of arrays GIVCOL and PERM.
PERM
PERM is INTEGER array, dimension ( LDGCOL, NLVL ).
On entry, PERM(*, I) records permutations done on the I-th
level of the computation tree.
GIVNUM
GIVNUM is REAL array, dimension ( LDU, 2 * NLVL ).
On entry, GIVNUM(*, 2 *I -1 : 2 * I) records the C- and S-
values of Givens rotations performed on the I-th level on the
computation tree.
C
C is REAL array, dimension ( N ).
On entry, if the I-th subproblem is not square,
C( I ) contains the C-value of a Givens rotation related to
the right null space of the I-th subproblem.
S
S is REAL array, dimension ( N ).
On entry, if the I-th subproblem is not square,
S( I ) contains the S-value of a Givens rotation related to
the right null space of the I-th subproblem.
RWORK
RWORK is REAL array, dimension at least
MAX( (SMLSZ+1)*NRHS*3, N*(1+NRHS) + 2*NRHS ).
IWORK
IWORK is INTEGER array, dimension (3*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.
Contributors:
Ming Gu and Ren-Cang Li, Computer Science Division, University of California at
Berkeley, USA
Osni Marques, LBNL/NERSC, USA
subroutine clalsd (character UPLO, integer SMLSIZ, integer N, integer NRHS, real, dimension( *
) D, real, dimension( * ) E, complex, dimension( ldb, * ) B, integer LDB, real RCOND,
integer RANK, complex, dimension( * ) WORK, real, dimension( * ) RWORK, integer,
dimension( * ) IWORK, integer INFO)
CLALSD uses the singular value decomposition of A to solve the least squares problem.
Purpose:
CLALSD uses the singular value decomposition of A to solve the least
squares problem of finding X to minimize the Euclidean norm of each
column of A*X-B, where A is N-by-N upper bidiagonal, and X and B
are N-by-NRHS. The solution X overwrites B.
The singular values of A smaller than RCOND times the largest
singular value are treated as zero in solving the least squares
problem; in this case a minimum norm solution is returned.
The actual singular values are returned in D in ascending order.
This code makes very mild assumptions about floating point
arithmetic. It will work on machines with a guard digit in
add/subtract, or on those binary machines without guard digits
which subtract like the Cray XMP, Cray YMP, Cray C 90, or Cray 2.
It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': D and E define an upper bidiagonal matrix.
= 'L': D and E define a lower bidiagonal matrix.
SMLSIZ
SMLSIZ is INTEGER
The maximum size of the subproblems at the bottom of the
computation tree.
N
N is INTEGER
The dimension of the bidiagonal matrix. N >= 0.
NRHS
NRHS is INTEGER
The number of columns of B. NRHS must be at least 1.
D
D is REAL array, dimension (N)
On entry D contains the main diagonal of the bidiagonal
matrix. On exit, if INFO = 0, D contains its singular values.
E
E is REAL array, dimension (N-1)
Contains the super-diagonal entries of the bidiagonal matrix.
On exit, E has been destroyed.
B
B is COMPLEX array, dimension (LDB,NRHS)
On input, B contains the right hand sides of the least
squares problem. On output, B contains the solution X.
LDB
LDB is INTEGER
The leading dimension of B in the calling subprogram.
LDB must be at least max(1,N).
RCOND
RCOND is REAL
The singular values of A less than or equal to RCOND times
the largest singular value are treated as zero in solving
the least squares problem. If RCOND is negative,
machine precision is used instead.
For example, if diag(S)*X=B were the least squares problem,
where diag(S) is a diagonal matrix of singular values, the
solution would be X(i) = B(i) / S(i) if S(i) is greater than
RCOND*max(S), and X(i) = 0 if S(i) is less than or equal to
RCOND*max(S).
RANK
RANK is INTEGER
The number of singular values of A greater than RCOND times
the largest singular value.
WORK
WORK is COMPLEX array, dimension (N * NRHS).
RWORK
RWORK is REAL array, dimension at least
(9*N + 2*N*SMLSIZ + 8*N*NLVL + 3*SMLSIZ*NRHS +
MAX( (SMLSIZ+1)**2, N*(1+NRHS) + 2*NRHS ),
where
NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 )
IWORK
IWORK is INTEGER array, dimension (3*N*NLVL + 11*N).
INFO
INFO is INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: The algorithm failed to compute a singular value while
working on the submatrix lying in rows and columns
INFO/(N+1) through MOD(INFO,N+1).
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
Ming Gu and Ren-Cang Li, Computer Science Division, University of California at
Berkeley, USA
Osni Marques, LBNL/NERSC, USA
real function clanhf (character NORM, character TRANSR, character UPLO, integer N, complex,
dimension( 0: * ) A, real, dimension( 0: * ) WORK)
CLANHF returns the value of the 1-norm, or the Frobenius norm, or the infinity norm, or
the element of largest absolute value of a Hermitian matrix in RFP format.
Purpose:
CLANHF returns the value of the one norm, or the Frobenius norm, or
the infinity norm, or the element of largest absolute value of a
complex Hermitian matrix A in RFP format.
Returns
CLANHF
CLANHF = ( max(abs(A(i,j))), NORM = 'M' or 'm'
(
( norm1(A), NORM = '1', 'O' or 'o'
(
( normI(A), NORM = 'I' or 'i'
(
( normF(A), NORM = 'F', 'f', 'E' or 'e'
where norm1 denotes the one norm of a matrix (maximum column sum),
normI denotes the infinity norm of a matrix (maximum row sum) and
normF denotes the Frobenius norm of a matrix (square root of sum of
squares). Note that max(abs(A(i,j))) is not a matrix norm.
Parameters
NORM
NORM is CHARACTER
Specifies the value to be returned in CLANHF as described
above.
TRANSR
TRANSR is CHARACTER
Specifies whether the RFP format of A is normal or
conjugate-transposed format.
= 'N': RFP format is Normal
= 'C': RFP format is Conjugate-transposed
UPLO
UPLO is CHARACTER
On entry, UPLO specifies whether the RFP matrix A came from
an upper or lower triangular matrix as follows:
UPLO = 'U' or 'u' RFP A came from an upper triangular
matrix
UPLO = 'L' or 'l' RFP A came from a lower triangular
matrix
N
N is INTEGER
The order of the matrix A. N >= 0. When N = 0, CLANHF is
set to zero.
A
A is COMPLEX array, dimension ( N*(N+1)/2 );
On entry, the matrix A in RFP Format.
RFP Format is described by TRANSR, UPLO and N as follows:
If TRANSR='N' then RFP A is (0:N,0:K-1) when N is even;
K=N/2. RFP A is (0:N-1,0:K) when N is odd; K=N/2. If
TRANSR = 'C' then RFP is the Conjugate-transpose of RFP A
as defined when TRANSR = 'N'. The contents of RFP A are
defined by UPLO as follows: If UPLO = 'U' the RFP A
contains the ( N*(N+1)/2 ) elements of upper packed A
either in normal or conjugate-transpose Format. If
UPLO = 'L' the RFP A contains the ( N*(N+1) /2 ) elements
of lower packed A either in normal or conjugate-transpose
Format. The LDA of RFP A is (N+1)/2 when TRANSR = 'C'. When
TRANSR is 'N' the LDA is N+1 when N is even and is N when
is odd. See the Note below for more details.
Unchanged on exit.
WORK
WORK is REAL array, dimension (LWORK),
where LWORK >= N when NORM = 'I' or '1' or 'O'; otherwise,
WORK is not referenced.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
We first consider Standard Packed Format when N is even.
We give an example where N = 6.
AP is Upper AP is Lower
00 01 02 03 04 05 00
11 12 13 14 15 10 11
22 23 24 25 20 21 22
33 34 35 30 31 32 33
44 45 40 41 42 43 44
55 50 51 52 53 54 55
Let TRANSR = 'N'. RFP holds AP as follows:
For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last
three columns of AP upper. The lower triangle A(4:6,0:2) consists of
conjugate-transpose of the first three columns of AP upper.
For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first
three columns of AP lower. The upper triangle A(0:2,0:2) consists of
conjugate-transpose of the last three columns of AP lower.
To denote conjugate we place -- above the element. This covers the
case N even and TRANSR = 'N'.
RFP A RFP A
-- -- --
03 04 05 33 43 53
-- --
13 14 15 00 44 54
--
23 24 25 10 11 55
33 34 35 20 21 22
--
00 44 45 30 31 32
-- --
01 11 55 40 41 42
-- -- --
02 12 22 50 51 52
Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
transpose of RFP A above. One therefore gets:
RFP A RFP A
-- -- -- -- -- -- -- -- -- --
03 13 23 33 00 01 02 33 00 10 20 30 40 50
-- -- -- -- -- -- -- -- -- --
04 14 24 34 44 11 12 43 44 11 21 31 41 51
-- -- -- -- -- -- -- -- -- --
05 15 25 35 45 55 22 53 54 55 22 32 42 52
We next consider Standard Packed Format when N is odd.
We give an example where N = 5.
AP is Upper AP is Lower
00 01 02 03 04 00
11 12 13 14 10 11
22 23 24 20 21 22
33 34 30 31 32 33
44 40 41 42 43 44
Let TRANSR = 'N'. RFP holds AP as follows:
For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last
three columns of AP upper. The lower triangle A(3:4,0:1) consists of
conjugate-transpose of the first two columns of AP upper.
For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first
three columns of AP lower. The upper triangle A(0:1,1:2) consists of
conjugate-transpose of the last two columns of AP lower.
To denote conjugate we place -- above the element. This covers the
case N odd and TRANSR = 'N'.
RFP A RFP A
-- --
02 03 04 00 33 43
--
12 13 14 10 11 44
22 23 24 20 21 22
--
00 33 34 30 31 32
-- --
01 11 44 40 41 42
Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
transpose of RFP A above. One therefore gets:
RFP A RFP A
-- -- -- -- -- -- -- -- --
02 12 22 00 01 00 10 20 30 40 50
-- -- -- -- -- -- -- -- --
03 13 23 33 11 33 11 21 31 41 51
-- -- -- -- -- -- -- -- --
04 14 24 34 44 43 44 22 32 42 52
subroutine clarscl2 (integer M, integer N, real, dimension( * ) D, complex, dimension( ldx, *
) X, integer LDX)
CLARSCL2 performs reciprocal diagonal scaling on a vector.
Purpose:
CLARSCL2 performs a reciprocal diagonal scaling on an vector:
x <-- inv(D) * x
where the REAL diagonal matrix D is stored as a vector.
Eventually to be replaced by BLAS_cge_diag_scale in the new BLAS
standard.
Parameters
M
M is INTEGER
The number of rows of D and X. M >= 0.
N
N is INTEGER
The number of columns of X. N >= 0.
D
D is REAL array, length M
Diagonal matrix D, stored as a vector of length M.
X
X is COMPLEX array, dimension (LDX,N)
On entry, the vector X to be scaled by D.
On exit, the scaled vector.
LDX
LDX is INTEGER
The leading dimension of the vector X. LDX >= M.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine clarz (character SIDE, integer M, integer N, integer L, complex, dimension( * ) V,
integer INCV, complex TAU, complex, dimension( ldc, * ) C, integer LDC, complex,
dimension( * ) WORK)
CLARZ applies an elementary reflector (as returned by stzrzf) to a general matrix.
Purpose:
CLARZ applies a complex elementary reflector H to a complex
M-by-N matrix C, from either the left or the right. H is represented
in the form
H = I - tau * v * v**H
where tau is a complex scalar and v is a complex vector.
If tau = 0, then H is taken to be the unit matrix.
To apply H**H (the conjugate transpose of H), supply conjg(tau) instead
tau.
H is a product of k elementary reflectors as returned by CTZRZF.
Parameters
SIDE
SIDE is CHARACTER*1
= 'L': form H * C
= 'R': form C * H
M
M is INTEGER
The number of rows of the matrix C.
N
N is INTEGER
The number of columns of the matrix C.
L
L is INTEGER
The number of entries of the vector V containing
the meaningful part of the Householder vectors.
If SIDE = 'L', M >= L >= 0, if SIDE = 'R', N >= L >= 0.
V
V is COMPLEX array, dimension (1+(L-1)*abs(INCV))
The vector v in the representation of H as returned by
CTZRZF. V is not used if TAU = 0.
INCV
INCV is INTEGER
The increment between elements of v. INCV <> 0.
TAU
TAU is COMPLEX
The value tau in the representation of H.
C
C is COMPLEX array, dimension (LDC,N)
On entry, the M-by-N matrix C.
On exit, C is overwritten by the matrix H * C if SIDE = 'L',
or C * H if SIDE = 'R'.
LDC
LDC is INTEGER
The leading dimension of the array C. LDC >= max(1,M).
WORK
WORK is COMPLEX array, dimension
(N) if SIDE = 'L'
or (M) if SIDE = 'R'
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
Further Details:
subroutine clarzb (character SIDE, character TRANS, character DIRECT, character STOREV,
integer M, integer N, integer K, integer L, complex, dimension( ldv, * ) V, integer LDV,
complex, dimension( ldt, * ) T, integer LDT, complex, dimension( ldc, * ) C, integer LDC,
complex, dimension( ldwork, * ) WORK, integer LDWORK)
CLARZB applies a block reflector or its conjugate-transpose to a general matrix.
Purpose:
CLARZB applies a complex block reflector H or its transpose H**H
to a complex distributed M-by-N C from the left or the right.
Currently, only STOREV = 'R' and DIRECT = 'B' are supported.
Parameters
SIDE
SIDE is CHARACTER*1
= 'L': apply H or H**H from the Left
= 'R': apply H or H**H from the Right
TRANS
TRANS is CHARACTER*1
= 'N': apply H (No transpose)
= 'C': apply H**H (Conjugate transpose)
DIRECT
DIRECT is CHARACTER*1
Indicates how H is formed from a product of elementary
reflectors
= 'F': H = H(1) H(2) . . . H(k) (Forward, not supported yet)
= 'B': H = H(k) . . . H(2) H(1) (Backward)
STOREV
STOREV is CHARACTER*1
Indicates how the vectors which define the elementary
reflectors are stored:
= 'C': Columnwise (not supported yet)
= 'R': Rowwise
M
M is INTEGER
The number of rows of the matrix C.
N
N is INTEGER
The number of columns of the matrix C.
K
K is INTEGER
The order of the matrix T (= the number of elementary
reflectors whose product defines the block reflector).
L
L is INTEGER
The number of columns of the matrix V containing the
meaningful part of the Householder reflectors.
If SIDE = 'L', M >= L >= 0, if SIDE = 'R', N >= L >= 0.
V
V is COMPLEX array, dimension (LDV,NV).
If STOREV = 'C', NV = K; if STOREV = 'R', NV = L.
LDV
LDV is INTEGER
The leading dimension of the array V.
If STOREV = 'C', LDV >= L; if STOREV = 'R', LDV >= K.
T
T is COMPLEX array, dimension (LDT,K)
The triangular K-by-K matrix T in the representation of the
block reflector.
LDT
LDT is INTEGER
The leading dimension of the array T. LDT >= K.
C
C is COMPLEX array, dimension (LDC,N)
On entry, the M-by-N matrix C.
On exit, C is overwritten by H*C or H**H*C or C*H or C*H**H.
LDC
LDC is INTEGER
The leading dimension of the array C. LDC >= max(1,M).
WORK
WORK is COMPLEX array, dimension (LDWORK,K)
LDWORK
LDWORK is INTEGER
The leading dimension of the array WORK.
If SIDE = 'L', LDWORK >= max(1,N);
if SIDE = 'R', LDWORK >= max(1,M).
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
Further Details:
subroutine clarzt (character DIRECT, character STOREV, integer N, integer K, complex,
dimension( ldv, * ) V, integer LDV, complex, dimension( * ) TAU, complex, dimension( ldt,
* ) T, integer LDT)
CLARZT forms the triangular factor T of a block reflector H = I - vtvH.
Purpose:
CLARZT forms the triangular factor T of a complex block reflector
H of order > n, which is defined as a product of k elementary
reflectors.
If DIRECT = 'F', H = H(1) H(2) . . . H(k) and T is upper triangular;
If DIRECT = 'B', H = H(k) . . . H(2) H(1) and T is lower triangular.
If STOREV = 'C', the vector which defines the elementary reflector
H(i) is stored in the i-th column of the array V, and
H = I - V * T * V**H
If STOREV = 'R', the vector which defines the elementary reflector
H(i) is stored in the i-th row of the array V, and
H = I - V**H * T * V
Currently, only STOREV = 'R' and DIRECT = 'B' are supported.
Parameters
DIRECT
DIRECT is CHARACTER*1
Specifies the order in which the elementary reflectors are
multiplied to form the block reflector:
= 'F': H = H(1) H(2) . . . H(k) (Forward, not supported yet)
= 'B': H = H(k) . . . H(2) H(1) (Backward)
STOREV
STOREV is CHARACTER*1
Specifies how the vectors which define the elementary
reflectors are stored (see also Further Details):
= 'C': columnwise (not supported yet)
= 'R': rowwise
N
N is INTEGER
The order of the block reflector H. N >= 0.
K
K is INTEGER
The order of the triangular factor T (= the number of
elementary reflectors). K >= 1.
V
V is COMPLEX array, dimension
(LDV,K) if STOREV = 'C'
(LDV,N) if STOREV = 'R'
The matrix V. See further details.
LDV
LDV is INTEGER
The leading dimension of the array V.
If STOREV = 'C', LDV >= max(1,N); if STOREV = 'R', LDV >= K.
TAU
TAU is COMPLEX array, dimension (K)
TAU(i) must contain the scalar factor of the elementary
reflector H(i).
T
T is COMPLEX array, dimension (LDT,K)
The k by k triangular factor T of the block reflector.
If DIRECT = 'F', T is upper triangular; if DIRECT = 'B', T is
lower triangular. The rest of the array is not used.
LDT
LDT is INTEGER
The leading dimension of the array T. LDT >= K.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
Further Details:
The shape of the matrix V and the storage of the vectors which define
the H(i) is best illustrated by the following example with n = 5 and
k = 3. The elements equal to 1 are not stored; the corresponding
array elements are modified but restored on exit. The rest of the
array is not used.
DIRECT = 'F' and STOREV = 'C': DIRECT = 'F' and STOREV = 'R':
______V_____
( v1 v2 v3 ) / ( v1 v2 v3 ) ( v1 v1 v1 v1 v1 . . . . 1 )
V = ( v1 v2 v3 ) ( v2 v2 v2 v2 v2 . . . 1 )
( v1 v2 v3 ) ( v3 v3 v3 v3 v3 . . 1 )
( v1 v2 v3 )
. . .
. . .
1 . .
1 .
1
DIRECT = 'B' and STOREV = 'C': DIRECT = 'B' and STOREV = 'R':
______V_____
1 / . 1 ( 1 . . . . v1 v1 v1 v1 v1 )
. . 1 ( . 1 . . . v2 v2 v2 v2 v2 )
. . . ( . . 1 . . v3 v3 v3 v3 v3 )
. . .
( v1 v2 v3 )
( v1 v2 v3 )
V = ( v1 v2 v3 )
( v1 v2 v3 )
( v1 v2 v3 )
subroutine clascl2 (integer M, integer N, real, dimension( * ) D, complex, dimension( ldx, * )
X, integer LDX)
CLASCL2 performs diagonal scaling on a vector.
Purpose:
CLASCL2 performs a diagonal scaling on a vector:
x <-- D * x
where the diagonal REAL matrix D is stored as a vector.
Eventually to be replaced by BLAS_cge_diag_scale in the new BLAS
standard.
Parameters
M
M is INTEGER
The number of rows of D and X. M >= 0.
N
N is INTEGER
The number of columns of X. N >= 0.
D
D is REAL array, length M
Diagonal matrix D, stored as a vector of length M.
X
X is COMPLEX array, dimension (LDX,N)
On entry, the vector X to be scaled by D.
On exit, the scaled vector.
LDX
LDX is INTEGER
The leading dimension of the vector X. LDX >= M.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine clatrz (integer M, integer N, integer L, complex, dimension( lda, * ) A, integer
LDA, complex, dimension( * ) TAU, complex, dimension( * ) WORK)
CLATRZ factors an upper trapezoidal matrix by means of unitary transformations.
Purpose:
CLATRZ factors the M-by-(M+L) complex upper trapezoidal matrix
[ A1 A2 ] = [ A(1:M,1:M) A(1:M,N-L+1:N) ] as ( R 0 ) * Z by means
of unitary transformations, where Z is an (M+L)-by-(M+L) unitary
matrix and, R and A1 are M-by-M upper triangular matrices.
Parameters
M
M is INTEGER
The number of rows of the matrix A. M >= 0.
N
N is INTEGER
The number of columns of the matrix A. N >= 0.
L
L is INTEGER
The number of columns of the matrix A containing the
meaningful part of the Householder vectors. N-M >= L >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the leading M-by-N upper trapezoidal part of the
array A must contain the matrix to be factorized.
On exit, the leading M-by-M upper triangular part of A
contains the upper triangular matrix R, and elements N-L+1 to
N of the first M rows of A, with the array TAU, represent the
unitary matrix Z as a product of M elementary reflectors.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,M).
TAU
TAU is COMPLEX array, dimension (M)
The scalar factors of the elementary reflectors.
WORK
WORK is COMPLEX array, dimension (M)
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
Further Details:
The factorization is obtained by Householder's method. The kth
transformation matrix, Z( k ), which is used to introduce zeros into
the ( m - k + 1 )th row of A, is given in the form
Z( k ) = ( I 0 ),
( 0 T( k ) )
where
T( k ) = I - tau*u( k )*u( k )**H, u( k ) = ( 1 ),
( 0 )
( z( k ) )
tau is a scalar and z( k ) is an l element vector. tau and z( k )
are chosen to annihilate the elements of the kth row of A2.
The scalar tau is returned in the kth element of TAU and the vector
u( k ) in the kth row of A2, such that the elements of z( k ) are
in a( k, l + 1 ), ..., a( k, n ). The elements of R are returned in
the upper triangular part of A1.
Z is given by
Z = Z( 1 ) * Z( 2 ) * ... * Z( m ).
subroutine cpbcon (character UPLO, integer N, integer KD, complex, dimension( ldab, * ) AB,
integer LDAB, real ANORM, real RCOND, complex, dimension( * ) WORK, real, dimension( * )
RWORK, integer INFO)
CPBCON
Purpose:
CPBCON estimates the reciprocal of the condition number (in the
1-norm) of a complex Hermitian positive definite band matrix using
the Cholesky factorization A = U**H*U or A = L*L**H computed by
CPBTRF.
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
= 'U': Upper triangular factor stored in AB;
= 'L': Lower triangular factor stored in AB.
N
N is INTEGER
The order of the matrix A. N >= 0.
KD
KD is INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U',
or the number of sub-diagonals if UPLO = 'L'. KD >= 0.
AB
AB is COMPLEX array, dimension (LDAB,N)
The triangular factor U or L from the Cholesky factorization
A = U**H*U or A = L*L**H of the band matrix A, stored in the
first KD+1 rows of the array. The j-th column of U or L is
stored in the j-th column of the array AB as follows:
if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j;
if UPLO ='L', AB(1+i-j,j) = L(i,j) for j<=i<=min(n,j+kd).
LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
ANORM
ANORM is REAL
The 1-norm (or infinity-norm) of the Hermitian band 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)
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
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine cpbequ (character UPLO, integer N, integer KD, complex, dimension( ldab, * ) AB,
integer LDAB, real, dimension( * ) S, real SCOND, real AMAX, integer INFO)
CPBEQU
Purpose:
CPBEQU computes row and column scalings intended to equilibrate a
Hermitian positive definite band matrix A and reduce its condition
number (with respect to the two-norm). S contains the scale factors,
S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with
elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal. This
choice of S puts the condition number of B within a factor N of the
smallest possible condition number over all possible diagonal
scalings.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangular of A is stored;
= 'L': Lower triangular of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
KD
KD is INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KD >= 0.
AB
AB is COMPLEX array, dimension (LDAB,N)
The upper or lower triangle of the Hermitian band matrix A,
stored in the first KD+1 rows of the array. The j-th column
of A is stored in the j-th column of the array AB as follows:
if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
LDAB
LDAB is INTEGER
The leading dimension of the array A. LDAB >= KD+1.
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
Absolute value of largest matrix element. If AMAX is very
close to overflow or very close to underflow, the matrix
should be scaled.
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.
subroutine cpbrfs (character UPLO, integer N, integer KD, integer NRHS, complex, dimension(
ldab, * ) AB, integer LDAB, complex, dimension( ldafb, * ) AFB, integer LDAFB, 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)
CPBRFS
Purpose:
CPBRFS improves the computed solution to a system of linear
equations when the coefficient matrix is Hermitian positive definite
and banded, 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.
KD
KD is INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KD >= 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.
AB
AB is COMPLEX array, dimension (LDAB,N)
The upper or lower triangle of the Hermitian band matrix A,
stored in the first KD+1 rows of the array. The j-th column
of A is stored in the j-th column of the array AB as follows:
if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
AFB
AFB is COMPLEX array, dimension (LDAFB,N)
The triangular factor U or L from the Cholesky factorization
A = U**H*U or A = L*L**H of the band matrix A as computed by
CPBTRF, in the same storage format as A (see AB).
LDAFB
LDAFB is INTEGER
The leading dimension of the array AFB. LDAFB >= KD+1.
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 CPBTRS.
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.
subroutine cpbstf (character UPLO, integer N, integer KD, complex, dimension( ldab, * ) AB,
integer LDAB, integer INFO)
CPBSTF
Purpose:
CPBSTF computes a split Cholesky factorization of a complex
Hermitian positive definite band matrix A.
This routine is designed to be used in conjunction with CHBGST.
The factorization has the form A = S**H*S where S is a band matrix
of the same bandwidth as A and the following structure:
S = ( U )
( M L )
where U is upper triangular of order m = (n+kd)/2, and L is lower
triangular of order n-m.
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.
KD
KD is INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KD >= 0.
AB
AB is COMPLEX array, dimension (LDAB,N)
On entry, the upper or lower triangle of the Hermitian band
matrix A, stored in the first kd+1 rows of the array. The
j-th column of A is stored in the j-th column of the array AB
as follows:
if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
On exit, if INFO = 0, the factor S from the split Cholesky
factorization A = S**H*S. See Further Details.
LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, the factorization could not be completed,
because the updated element a(i,i) was negative; the
matrix A is not positive definite.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
The band storage scheme is illustrated by the following example, when
N = 7, KD = 2:
S = ( s11 s12 s13 )
( s22 s23 s24 )
( s33 s34 )
( s44 )
( s53 s54 s55 )
( s64 s65 s66 )
( s75 s76 s77 )
If UPLO = 'U', the array AB holds:
on entry: on exit:
* * a13 a24 a35 a46 a57 * * s13 s24 s53**H s64**H s75**H
* a12 a23 a34 a45 a56 a67 * s12 s23 s34 s54**H s65**H s76**H
a11 a22 a33 a44 a55 a66 a77 s11 s22 s33 s44 s55 s66 s77
If UPLO = 'L', the array AB holds:
on entry: on exit:
a11 a22 a33 a44 a55 a66 a77 s11 s22 s33 s44 s55 s66 s77
a21 a32 a43 a54 a65 a76 * s12**H s23**H s34**H s54 s65 s76 *
a31 a42 a53 a64 a64 * * s13**H s24**H s53 s64 s75 * *
Array elements marked * are not used by the routine; s12**H denotes
conjg(s12); the diagonal elements of S are real.
subroutine cpbtf2 (character UPLO, integer N, integer KD, complex, dimension( ldab, * ) AB,
integer LDAB, integer INFO)
CPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band
matrix (unblocked algorithm).
Purpose:
CPBTF2 computes the Cholesky factorization of a complex Hermitian
positive definite band matrix A.
The factorization has the form
A = U**H * U , if UPLO = 'U', or
A = L * L**H, if UPLO = 'L',
where U is an upper triangular matrix, U**H is the conjugate transpose
of U, and L is lower triangular.
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
Hermitian matrix A is stored:
= 'U': Upper triangular
= 'L': Lower triangular
N
N is INTEGER
The order of the matrix A. N >= 0.
KD
KD is INTEGER
The number of super-diagonals of the matrix A if UPLO = 'U',
or the number of sub-diagonals if UPLO = 'L'. KD >= 0.
AB
AB is COMPLEX array, dimension (LDAB,N)
On entry, the upper or lower triangle of the Hermitian band
matrix A, stored in the first KD+1 rows of the array. The
j-th column of A is stored in the j-th column of the array AB
as follows:
if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
On exit, if INFO = 0, the triangular factor U or L from the
Cholesky factorization A = U**H *U or A = L*L**H of the band
matrix A, in the same storage format as A.
LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -k, the k-th argument had an illegal value
> 0: if INFO = k, the leading minor of order k is not
positive definite, and the factorization could not be
completed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
The band storage scheme is illustrated by the following example, when
N = 6, KD = 2, and UPLO = 'U':
On entry: On exit:
* * a13 a24 a35 a46 * * u13 u24 u35 u46
* a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
Similarly, if UPLO = 'L' the format of A is as follows:
On entry: On exit:
a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66
a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 *
a31 a42 a53 a64 * * l31 l42 l53 l64 * *
Array elements marked * are not used by the routine.
subroutine cpbtrf (character UPLO, integer N, integer KD, complex, dimension( ldab, * ) AB,
integer LDAB, integer INFO)
CPBTRF
Purpose:
CPBTRF computes the Cholesky factorization of a complex Hermitian
positive definite band matrix A.
The factorization has the form
A = U**H * U, if UPLO = 'U', or
A = L * L**H, if UPLO = 'L',
where U is an upper triangular matrix and L is lower triangular.
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.
KD
KD is INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KD >= 0.
AB
AB is COMPLEX array, dimension (LDAB,N)
On entry, the upper or lower triangle of the Hermitian band
matrix A, stored in the first KD+1 rows of the array. The
j-th column of A is stored in the j-th column of the array AB
as follows:
if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
On exit, if INFO = 0, the triangular factor U or L from the
Cholesky factorization A = U**H*U or A = L*L**H of the band
matrix A, in the same storage format as A.
LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, the leading minor of order i is not
positive definite, and the factorization could not be
completed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
The band storage scheme is illustrated by the following example, when
N = 6, KD = 2, and UPLO = 'U':
On entry: On exit:
* * a13 a24 a35 a46 * * u13 u24 u35 u46
* a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
Similarly, if UPLO = 'L' the format of A is as follows:
On entry: On exit:
a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66
a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 *
a31 a42 a53 a64 * * l31 l42 l53 l64 * *
Array elements marked * are not used by the routine.
Contributors:
Peter Mayes and Giuseppe Radicati, IBM ECSEC, Rome, March 23, 1989
subroutine cpbtrs (character UPLO, integer N, integer KD, integer NRHS, complex, dimension(
ldab, * ) AB, integer LDAB, complex, dimension( ldb, * ) B, integer LDB, integer INFO)
CPBTRS
Purpose:
CPBTRS solves a system of linear equations A*X = B with a Hermitian
positive definite band matrix A using the Cholesky factorization
A = U**H*U or A = L*L**H computed by CPBTRF.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangular factor stored in AB;
= 'L': Lower triangular factor stored in AB.
N
N is INTEGER
The order of the matrix A. N >= 0.
KD
KD is INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KD >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
AB
AB is COMPLEX array, dimension (LDAB,N)
The triangular factor U or L from the Cholesky factorization
A = U**H*U or A = L*L**H of the band matrix A, stored in the
first KD+1 rows of the array. The j-th column of U or L is
stored in the j-th column of the array AB as follows:
if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j;
if UPLO ='L', AB(1+i-j,j) = L(i,j) for j<=i<=min(n,j+kd).
LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
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.
subroutine cpftrf (character TRANSR, character UPLO, integer N, complex, dimension( 0: * ) A,
integer INFO)
CPFTRF
Purpose:
CPFTRF computes the Cholesky factorization of a complex Hermitian
positive definite matrix A.
The factorization has the form
A = U**H * U, if UPLO = 'U', or
A = L * L**H, if UPLO = 'L',
where U is an upper triangular matrix and L is lower triangular.
This is the block version of the algorithm, calling Level 3 BLAS.
Parameters
TRANSR
TRANSR is CHARACTER*1
= 'N': The Normal TRANSR of RFP A is stored;
= 'C': The Conjugate-transpose TRANSR of RFP A is stored.
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of RFP A is stored;
= 'L': Lower triangle of RFP A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension ( N*(N+1)/2 );
On entry, the Hermitian matrix A in RFP format. RFP format is
described by TRANSR, UPLO, and N as follows: If TRANSR = 'N'
then RFP A is (0:N,0:k-1) when N is even; k=N/2. RFP A is
(0:N-1,0:k) when N is odd; k=N/2. IF TRANSR = 'C' then RFP is
the Conjugate-transpose of RFP A as defined when
TRANSR = 'N'. The contents of RFP A are defined by UPLO as
follows: If UPLO = 'U' the RFP A contains the nt elements of
upper packed A. If UPLO = 'L' the RFP A contains the elements
of lower packed A. The LDA of RFP A is (N+1)/2 when TRANSR =
'C'. When TRANSR is 'N' the LDA is N+1 when N is even and N
is odd. See the Note below for more details.
On exit, if INFO = 0, the factor U or L from the Cholesky
factorization RFP A = U**H*U or RFP A = L*L**H.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, the leading minor of order i is not
positive definite, and the factorization could not be
completed.
Further Notes on RFP Format:
============================
We first consider Standard Packed Format when N is even.
We give an example where N = 6.
AP is Upper AP is Lower
00 01 02 03 04 05 00
11 12 13 14 15 10 11
22 23 24 25 20 21 22
33 34 35 30 31 32 33
44 45 40 41 42 43 44
55 50 51 52 53 54 55
Let TRANSR = 'N'. RFP holds AP as follows:
For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last
three columns of AP upper. The lower triangle A(4:6,0:2) consists of
conjugate-transpose of the first three columns of AP upper.
For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first
three columns of AP lower. The upper triangle A(0:2,0:2) consists of
conjugate-transpose of the last three columns of AP lower.
To denote conjugate we place -- above the element. This covers the
case N even and TRANSR = 'N'.
RFP A RFP A
-- -- --
03 04 05 33 43 53
-- --
13 14 15 00 44 54
--
23 24 25 10 11 55
33 34 35 20 21 22
--
00 44 45 30 31 32
-- --
01 11 55 40 41 42
-- -- --
02 12 22 50 51 52
Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
transpose of RFP A above. One therefore gets:
RFP A RFP A
-- -- -- -- -- -- -- -- -- --
03 13 23 33 00 01 02 33 00 10 20 30 40 50
-- -- -- -- -- -- -- -- -- --
04 14 24 34 44 11 12 43 44 11 21 31 41 51
-- -- -- -- -- -- -- -- -- --
05 15 25 35 45 55 22 53 54 55 22 32 42 52
We next consider Standard Packed Format when N is odd.
We give an example where N = 5.
AP is Upper AP is Lower
00 01 02 03 04 00
11 12 13 14 10 11
22 23 24 20 21 22
33 34 30 31 32 33
44 40 41 42 43 44
Let TRANSR = 'N'. RFP holds AP as follows:
For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last
three columns of AP upper. The lower triangle A(3:4,0:1) consists of
conjugate-transpose of the first two columns of AP upper.
For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first
three columns of AP lower. The upper triangle A(0:1,1:2) consists of
conjugate-transpose of the last two columns of AP lower.
To denote conjugate we place -- above the element. This covers the
case N odd and TRANSR = 'N'.
RFP A RFP A
-- --
02 03 04 00 33 43
--
12 13 14 10 11 44
22 23 24 20 21 22
--
00 33 34 30 31 32
-- --
01 11 44 40 41 42
Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
transpose of RFP A above. One therefore gets:
RFP A RFP A
-- -- -- -- -- -- -- -- --
02 12 22 00 01 00 10 20 30 40 50
-- -- -- -- -- -- -- -- --
03 13 23 33 11 33 11 21 31 41 51
-- -- -- -- -- -- -- -- --
04 14 24 34 44 43 44 22 32 42 52
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine cpftri (character TRANSR, character UPLO, integer N, complex, dimension( 0: * ) A,
integer INFO)
CPFTRI
Purpose:
CPFTRI computes the inverse of a complex Hermitian positive definite
matrix A using the Cholesky factorization A = U**H*U or A = L*L**H
computed by CPFTRF.
Parameters
TRANSR
TRANSR is CHARACTER*1
= 'N': The Normal TRANSR of RFP A is stored;
= 'C': The Conjugate-transpose TRANSR of RFP A is stored.
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 ( N*(N+1)/2 );
On entry, the Hermitian matrix A in RFP format. RFP format is
described by TRANSR, UPLO, and N as follows: If TRANSR = 'N'
then RFP A is (0:N,0:k-1) when N is even; k=N/2. RFP A is
(0:N-1,0:k) when N is odd; k=N/2. IF TRANSR = 'C' then RFP is
the Conjugate-transpose of RFP A as defined when
TRANSR = 'N'. The contents of RFP A are defined by UPLO as
follows: If UPLO = 'U' the RFP A contains the nt elements of
upper packed A. If UPLO = 'L' the RFP A contains the elements
of lower packed A. The LDA of RFP A is (N+1)/2 when TRANSR =
'C'. When TRANSR is 'N' the LDA is N+1 when N is even and N
is odd. See the Note below for more details.
On exit, the Hermitian inverse of the original matrix, in the
same storage format.
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,i) element of the factor U or L is
zero, and the inverse could not be computed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
We first consider Standard Packed Format when N is even.
We give an example where N = 6.
AP is Upper AP is Lower
00 01 02 03 04 05 00
11 12 13 14 15 10 11
22 23 24 25 20 21 22
33 34 35 30 31 32 33
44 45 40 41 42 43 44
55 50 51 52 53 54 55
Let TRANSR = 'N'. RFP holds AP as follows:
For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last
three columns of AP upper. The lower triangle A(4:6,0:2) consists of
conjugate-transpose of the first three columns of AP upper.
For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first
three columns of AP lower. The upper triangle A(0:2,0:2) consists of
conjugate-transpose of the last three columns of AP lower.
To denote conjugate we place -- above the element. This covers the
case N even and TRANSR = 'N'.
RFP A RFP A
-- -- --
03 04 05 33 43 53
-- --
13 14 15 00 44 54
--
23 24 25 10 11 55
33 34 35 20 21 22
--
00 44 45 30 31 32
-- --
01 11 55 40 41 42
-- -- --
02 12 22 50 51 52
Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
transpose of RFP A above. One therefore gets:
RFP A RFP A
-- -- -- -- -- -- -- -- -- --
03 13 23 33 00 01 02 33 00 10 20 30 40 50
-- -- -- -- -- -- -- -- -- --
04 14 24 34 44 11 12 43 44 11 21 31 41 51
-- -- -- -- -- -- -- -- -- --
05 15 25 35 45 55 22 53 54 55 22 32 42 52
We next consider Standard Packed Format when N is odd.
We give an example where N = 5.
AP is Upper AP is Lower
00 01 02 03 04 00
11 12 13 14 10 11
22 23 24 20 21 22
33 34 30 31 32 33
44 40 41 42 43 44
Let TRANSR = 'N'. RFP holds AP as follows:
For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last
three columns of AP upper. The lower triangle A(3:4,0:1) consists of
conjugate-transpose of the first two columns of AP upper.
For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first
three columns of AP lower. The upper triangle A(0:1,1:2) consists of
conjugate-transpose of the last two columns of AP lower.
To denote conjugate we place -- above the element. This covers the
case N odd and TRANSR = 'N'.
RFP A RFP A
-- --
02 03 04 00 33 43
--
12 13 14 10 11 44
22 23 24 20 21 22
--
00 33 34 30 31 32
-- --
01 11 44 40 41 42
Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
transpose of RFP A above. One therefore gets:
RFP A RFP A
-- -- -- -- -- -- -- -- --
02 12 22 00 01 00 10 20 30 40 50
-- -- -- -- -- -- -- -- --
03 13 23 33 11 33 11 21 31 41 51
-- -- -- -- -- -- -- -- --
04 14 24 34 44 43 44 22 32 42 52
subroutine cpftrs (character TRANSR, character UPLO, integer N, integer NRHS, complex,
dimension( 0: * ) A, complex, dimension( ldb, * ) B, integer LDB, integer INFO)
CPFTRS
Purpose:
CPFTRS solves a system of linear equations A*X = B with a Hermitian
positive definite matrix A using the Cholesky factorization
A = U**H*U or A = L*L**H computed by CPFTRF.
Parameters
TRANSR
TRANSR is CHARACTER*1
= 'N': The Normal TRANSR of RFP A is stored;
= 'C': The Conjugate-transpose TRANSR of RFP A is stored.
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of RFP A is stored;
= 'L': Lower triangle of RFP 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 matrix B. NRHS >= 0.
A
A is COMPLEX array, dimension ( N*(N+1)/2 );
The triangular factor U or L from the Cholesky factorization
of RFP A = U**H*U or RFP A = L*L**H, as computed by CPFTRF.
See note below for more details about RFP A.
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.
Further Details:
We first consider Standard Packed Format when N is even.
We give an example where N = 6.
AP is Upper AP is Lower
00 01 02 03 04 05 00
11 12 13 14 15 10 11
22 23 24 25 20 21 22
33 34 35 30 31 32 33
44 45 40 41 42 43 44
55 50 51 52 53 54 55
Let TRANSR = 'N'. RFP holds AP as follows:
For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last
three columns of AP upper. The lower triangle A(4:6,0:2) consists of
conjugate-transpose of the first three columns of AP upper.
For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first
three columns of AP lower. The upper triangle A(0:2,0:2) consists of
conjugate-transpose of the last three columns of AP lower.
To denote conjugate we place -- above the element. This covers the
case N even and TRANSR = 'N'.
RFP A RFP A
-- -- --
03 04 05 33 43 53
-- --
13 14 15 00 44 54
--
23 24 25 10 11 55
33 34 35 20 21 22
--
00 44 45 30 31 32
-- --
01 11 55 40 41 42
-- -- --
02 12 22 50 51 52
Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
transpose of RFP A above. One therefore gets:
RFP A RFP A
-- -- -- -- -- -- -- -- -- --
03 13 23 33 00 01 02 33 00 10 20 30 40 50
-- -- -- -- -- -- -- -- -- --
04 14 24 34 44 11 12 43 44 11 21 31 41 51
-- -- -- -- -- -- -- -- -- --
05 15 25 35 45 55 22 53 54 55 22 32 42 52
We next consider Standard Packed Format when N is odd.
We give an example where N = 5.
AP is Upper AP is Lower
00 01 02 03 04 00
11 12 13 14 10 11
22 23 24 20 21 22
33 34 30 31 32 33
44 40 41 42 43 44
Let TRANSR = 'N'. RFP holds AP as follows:
For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last
three columns of AP upper. The lower triangle A(3:4,0:1) consists of
conjugate-transpose of the first two columns of AP upper.
For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first
three columns of AP lower. The upper triangle A(0:1,1:2) consists of
conjugate-transpose of the last two columns of AP lower.
To denote conjugate we place -- above the element. This covers the
case N odd and TRANSR = 'N'.
RFP A RFP A
-- --
02 03 04 00 33 43
--
12 13 14 10 11 44
22 23 24 20 21 22
--
00 33 34 30 31 32
-- --
01 11 44 40 41 42
Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
transpose of RFP A above. One therefore gets:
RFP A RFP A
-- -- -- -- -- -- -- -- --
02 12 22 00 01 00 10 20 30 40 50
-- -- -- -- -- -- -- -- --
03 13 23 33 11 33 11 21 31 41 51
-- -- -- -- -- -- -- -- --
04 14 24 34 44 43 44 22 32 42 52
subroutine cppcon (character UPLO, integer N, complex, dimension( * ) AP, real ANORM, real
RCOND, complex, dimension( * ) WORK, real, dimension( * ) RWORK, integer INFO)
CPPCON
Purpose:
CPPCON estimates the reciprocal of the condition number (in the
1-norm) of a complex Hermitian positive definite packed matrix using
the Cholesky factorization A = U**H*U or A = L*L**H computed by
CPPTRF.
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
= '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.
AP
AP is COMPLEX array, dimension (N*(N+1)/2)
The triangular factor U or L from the Cholesky factorization
A = U**H*U or A = L*L**H, packed columnwise in a linear
array. The j-th column of U or L is stored in the array AP
as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = U(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = L(i,j) for j<=i<=n.
ANORM
ANORM is REAL
The 1-norm (or infinity-norm) of the Hermitian 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)
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
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine cppequ (character UPLO, integer N, complex, dimension( * ) AP, real, dimension( * )
S, real SCOND, real AMAX, integer INFO)
CPPEQU
Purpose:
CPPEQU computes row and column scalings intended to equilibrate a
Hermitian positive definite matrix A in packed storage and reduce
its condition number (with respect to the two-norm). S contains the
scale factors, S(i)=1/sqrt(A(i,i)), chosen so that the scaled matrix
B with elements B(i,j)=S(i)*A(i,j)*S(j) has ones on the diagonal.
This choice of S puts the condition number of B within a factor N of
the smallest possible condition number over all possible diagonal
scalings.
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.
AP
AP is COMPLEX array, dimension (N*(N+1)/2)
The upper or lower triangle of the Hermitian matrix A, packed
columnwise in a linear array. The j-th column of A is stored
in the array AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
S
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
Absolute value of largest matrix element. If AMAX is very
close to overflow or very close to underflow, the matrix
should be scaled.
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.
subroutine cpprfs (character UPLO, integer N, integer NRHS, complex, dimension( * ) AP,
complex, dimension( * ) AFP, 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)
CPPRFS
Purpose:
CPPRFS improves the computed solution to a system of linear
equations when the coefficient matrix is Hermitian positive definite
and packed, 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.
AP
AP is COMPLEX array, dimension (N*(N+1)/2)
The upper or lower triangle of the Hermitian matrix A, packed
columnwise in a linear array. The j-th column of A is stored
in the array AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
AFP
AFP is COMPLEX array, dimension (N*(N+1)/2)
The triangular factor U or L from the Cholesky factorization
A = U**H*U or A = L*L**H, as computed by SPPTRF/CPPTRF,
packed columnwise in a linear array in the same format as A
(see AP).
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 CPPTRS.
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.
subroutine cpptrf (character UPLO, integer N, complex, dimension( * ) AP, integer INFO)
CPPTRF
Purpose:
CPPTRF computes the Cholesky factorization of a complex Hermitian
positive definite matrix A stored in packed format.
The factorization has the form
A = U**H * U, if UPLO = 'U', or
A = L * L**H, if UPLO = 'L',
where U is an upper triangular matrix and L is lower triangular.
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.
AP
AP is COMPLEX array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the Hermitian matrix
A, packed columnwise in a linear array. The j-th column of A
is stored in the array AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
See below for further details.
On exit, if INFO = 0, the triangular factor U or L from the
Cholesky factorization A = U**H*U or A = L*L**H, in the same
storage format as A.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, the leading minor of order i is not
positive definite, and the factorization could not be
completed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
The packed storage scheme is illustrated by the following example
when N = 4, UPLO = 'U':
Two-dimensional storage of the Hermitian matrix A:
a11 a12 a13 a14
a22 a23 a24
a33 a34 (aij = conjg(aji))
a44
Packed storage of the upper triangle of A:
AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]
subroutine cpptri (character UPLO, integer N, complex, dimension( * ) AP, integer INFO)
CPPTRI
Purpose:
CPPTRI computes the inverse of a complex Hermitian positive definite
matrix A using the Cholesky factorization A = U**H*U or A = L*L**H
computed by CPPTRF.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangular factor is stored in AP;
= 'L': Lower triangular factor is stored in AP.
N
N is INTEGER
The order of the matrix A. N >= 0.
AP
AP is COMPLEX array, dimension (N*(N+1)/2)
On entry, the triangular factor U or L from the Cholesky
factorization A = U**H*U or A = L*L**H, packed columnwise as
a linear array. The j-th column of U or L is stored in the
array AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = U(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = L(i,j) for j<=i<=n.
On exit, the upper or lower triangle of the (Hermitian)
inverse of A, overwriting the input factor U or L.
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,i) element of the factor U or L is
zero, and the inverse could not be computed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine cpptrs (character UPLO, integer N, integer NRHS, complex, dimension( * ) AP,
complex, dimension( ldb, * ) B, integer LDB, integer INFO)
CPPTRS
Purpose:
CPPTRS solves a system of linear equations A*X = B with a Hermitian
positive definite matrix A in packed storage using the Cholesky
factorization A = U**H*U or A = L*L**H computed by CPPTRF.
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 matrix B. NRHS >= 0.
AP
AP is COMPLEX array, dimension (N*(N+1)/2)
The triangular factor U or L from the Cholesky factorization
A = U**H*U or A = L*L**H, packed columnwise in a linear
array. The j-th column of U or L is stored in the array AP
as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = U(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = L(i,j) for j<=i<=n.
B
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.
subroutine cpstf2 (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA,
integer, dimension( n ) PIV, integer RANK, real TOL, real, dimension( 2*n ) WORK, integer
INFO)
CPSTF2 computes the Cholesky factorization with complete pivoting of complex Hermitian
positive semidefinite matrix.
Purpose:
CPSTF2 computes the Cholesky factorization with complete
pivoting of a complex Hermitian positive semidefinite matrix A.
The factorization has the form
P**T * A * P = U**H * U , if UPLO = 'U',
P**T * A * P = L * L**H, if UPLO = 'L',
where U is an upper triangular matrix and L is lower triangular, and
P is stored as vector PIV.
This algorithm does not attempt to check that A is positive
semidefinite. This version of the algorithm calls 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, if INFO = 0, the factor U or L from the Cholesky
factorization as above.
PIV
PIV is INTEGER array, dimension (N)
PIV is such that the nonzero entries are P( PIV(K), K ) = 1.
RANK
RANK is INTEGER
The rank of A given by the number of steps the algorithm
completed.
TOL
TOL is REAL
User defined tolerance. If TOL < 0, then N*U*MAX( A( K,K ) )
will be used. The algorithm terminates at the (K-1)st step
if the pivot <= TOL.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
WORK
WORK is REAL array, dimension (2*N)
Work space.
INFO
INFO is INTEGER
< 0: If INFO = -K, the K-th argument had an illegal value,
= 0: algorithm completed successfully, and
> 0: the matrix A is either rank deficient with computed rank
as returned in RANK, or is not positive semidefinite. See
Section 7 of LAPACK Working Note #161 for further
information.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine cpstrf (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA,
integer, dimension( n ) PIV, integer RANK, real TOL, real, dimension( 2*n ) WORK, integer
INFO)
CPSTRF computes the Cholesky factorization with complete pivoting of complex Hermitian
positive semidefinite matrix.
Purpose:
CPSTRF computes the Cholesky factorization with complete
pivoting of a complex Hermitian positive semidefinite matrix A.
The factorization has the form
P**T * A * P = U**H * U , if UPLO = 'U',
P**T * A * P = L * L**H, if UPLO = 'L',
where U is an upper triangular matrix and L is lower triangular, and
P is stored as vector PIV.
This algorithm does not attempt to check that A is positive
semidefinite. This version of the algorithm calls level 3 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, if INFO = 0, the factor U or L from the Cholesky
factorization as above.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
PIV
PIV is INTEGER array, dimension (N)
PIV is such that the nonzero entries are P( PIV(K), K ) = 1.
RANK
RANK is INTEGER
The rank of A given by the number of steps the algorithm
completed.
TOL
TOL is REAL
User defined tolerance. If TOL < 0, then N*U*MAX( A(K,K) )
will be used. The algorithm terminates at the (K-1)st step
if the pivot <= TOL.
WORK
WORK is REAL array, dimension (2*N)
Work space.
INFO
INFO is INTEGER
< 0: If INFO = -K, the K-th argument had an illegal value,
= 0: algorithm completed successfully, and
> 0: the matrix A is either rank deficient with computed rank
as returned in RANK, or is not positive semidefinite. See
Section 7 of LAPACK Working Note #161 for further
information.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine cspcon (character UPLO, integer N, complex, dimension( * ) AP, integer, dimension(
* ) IPIV, real ANORM, real RCOND, complex, dimension( * ) WORK, integer INFO)
CSPCON
Purpose:
CSPCON estimates the reciprocal of the condition number (in the
1-norm) of a complex symmetric packed matrix A using the
factorization A = U*D*U**T or A = L*D*L**T computed by CSPTRF.
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.
AP
AP is COMPLEX array, dimension (N*(N+1)/2)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by CSPTRF, stored as a
packed triangular matrix.
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CSPTRF.
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.
subroutine csprfs (character UPLO, integer N, integer NRHS, complex, dimension( * ) AP,
complex, dimension( * ) AFP, 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)
CSPRFS
Purpose:
CSPRFS improves the computed solution to a system of linear
equations when the coefficient matrix is symmetric indefinite
and packed, and provides error bounds and backward error estimates
for the solution.
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.
AP
AP is COMPLEX array, dimension (N*(N+1)/2)
The upper or lower triangle of the symmetric matrix A, packed
columnwise in a linear array. The j-th column of A is stored
in the array AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
AFP
AFP is COMPLEX array, dimension (N*(N+1)/2)
The factored form of the matrix A. AFP contains the block
diagonal matrix D and the multipliers used to obtain the
factor U or L from the factorization A = U*D*U**T or
A = L*D*L**T as computed by CSPTRF, stored as a packed
triangular matrix.
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CSPTRF.
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 CSPTRS.
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.
subroutine csptrf (character UPLO, integer N, complex, dimension( * ) AP, integer, dimension(
* ) IPIV, integer INFO)
CSPTRF
Purpose:
CSPTRF computes the factorization of a complex symmetric matrix A
stored in packed format using the Bunch-Kaufman diagonal pivoting
method:
A = U*D*U**T or A = L*D*L**T
where U (or L) is a product of permutation and unit upper (lower)
triangular matrices, and D is symmetric and block diagonal with
1-by-1 and 2-by-2 diagonal blocks.
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.
AP
AP is COMPLEX array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the symmetric matrix
A, packed columnwise in a linear array. The j-th column of A
is stored in the array AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
On exit, the block diagonal matrix D and the multipliers used
to obtain the factor U or L, stored as a packed triangular
matrix overwriting A (see below for further details).
IPIV
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.
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.
Further Details:
5-96 - Based on modifications by J. Lewis, Boeing Computer Services
Company
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 csptri (character UPLO, integer N, complex, dimension( * ) AP, integer, dimension(
* ) IPIV, complex, dimension( * ) WORK, integer INFO)
CSPTRI
Purpose:
CSPTRI computes the inverse of a complex symmetric indefinite matrix
A in packed storage using the factorization A = U*D*U**T or
A = L*D*L**T computed by CSPTRF.
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.
AP
AP is COMPLEX array, dimension (N*(N+1)/2)
On entry, the block diagonal matrix D and the multipliers
used to obtain the factor U or L as computed by CSPTRF,
stored as a packed triangular matrix.
On exit, if INFO = 0, the (symmetric) inverse of the original
matrix, stored as a packed triangular matrix. The j-th column
of inv(A) is stored in the array AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = inv(A)(i,j) for 1<=i<=j;
if UPLO = 'L',
AP(i + (j-1)*(2n-j)/2) = inv(A)(i,j) for j<=i<=n.
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CSPTRF.
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.
subroutine csptrs (character UPLO, integer N, integer NRHS, complex, dimension( * ) AP,
integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB, integer INFO)
CSPTRS
Purpose:
CSPTRS solves a system of linear equations A*X = B with a complex
symmetric matrix A stored in packed format using the factorization
A = U*D*U**T or A = L*D*L**T computed by CSPTRF.
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.
AP
AP is COMPLEX array, dimension (N*(N+1)/2)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by CSPTRF, stored as a
packed triangular matrix.
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CSPTRF.
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.
subroutine cstedc (character COMPZ, integer N, real, dimension( * ) D, real, dimension( * ) E,
complex, dimension( ldz, * ) Z, integer LDZ, complex, dimension( * ) WORK, integer LWORK,
real, dimension( * ) RWORK, integer LRWORK, integer, dimension( * ) IWORK, integer LIWORK,
integer INFO)
CSTEDC
Purpose:
CSTEDC computes all eigenvalues and, optionally, eigenvectors of a
symmetric tridiagonal matrix using the divide and conquer method.
The eigenvectors of a full or band complex Hermitian matrix can also
be found if CHETRD or CHPTRD or CHBTRD has been used to reduce this
matrix to tridiagonal form.
This code makes very mild assumptions about floating point
arithmetic. It will work on machines with a guard digit in
add/subtract, or on those binary machines without guard digits
which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2.
It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none. See SLAED3 for details.
Parameters
COMPZ
COMPZ is CHARACTER*1
= 'N': Compute eigenvalues only.
= 'I': Compute eigenvectors of tridiagonal matrix also.
= 'V': Compute eigenvectors of original Hermitian matrix
also. On entry, Z contains the unitary matrix used
to reduce the original matrix to tridiagonal form.
N
N is INTEGER
The dimension of the symmetric tridiagonal matrix. N >= 0.
D
D is REAL array, dimension (N)
On entry, the diagonal elements of the tridiagonal matrix.
On exit, if INFO = 0, the eigenvalues in ascending order.
E
E is REAL array, dimension (N-1)
On entry, the subdiagonal elements of the tridiagonal matrix.
On exit, E has been destroyed.
Z
Z is COMPLEX array, dimension (LDZ,N)
On entry, if COMPZ = 'V', then Z contains the unitary
matrix used in the reduction to tridiagonal form.
On exit, if INFO = 0, then if COMPZ = 'V', Z contains the
orthonormal eigenvectors of the original Hermitian matrix,
and if COMPZ = 'I', Z contains the orthonormal eigenvectors
of the symmetric tridiagonal matrix.
If COMPZ = 'N', then Z is not referenced.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1.
If eigenvectors are desired, then LDZ >= max(1,N).
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.
If COMPZ = 'N' or 'I', or N <= 1, LWORK must be at least 1.
If COMPZ = 'V' and N > 1, LWORK must be at least N*N.
Note that for COMPZ = 'V', then if N is less than or
equal to the minimum divide size, usually 25, then LWORK need
only be 1.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
RWORK
RWORK is REAL array, dimension (MAX(1,LRWORK))
On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
LRWORK
LRWORK is INTEGER
The dimension of the array RWORK.
If COMPZ = 'N' or N <= 1, LRWORK must be at least 1.
If COMPZ = 'V' and N > 1, LRWORK must be at least
1 + 3*N + 2*N*lg N + 4*N**2 ,
where lg( N ) = smallest integer k such
that 2**k >= N.
If COMPZ = 'I' and N > 1, LRWORK must be at least
1 + 4*N + 2*N**2 .
Note that for COMPZ = 'I' or 'V', then if N is less than or
equal to the minimum divide size, usually 25, then LRWORK
need only be max(1,2*(N-1)).
If LRWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
IWORK
IWORK is INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
LIWORK
LIWORK is INTEGER
The dimension of the array IWORK.
If COMPZ = 'N' or N <= 1, LIWORK must be at least 1.
If COMPZ = 'V' or N > 1, LIWORK must be at least
6 + 6*N + 5*N*lg N.
If COMPZ = 'I' or N > 1, LIWORK must be at least
3 + 5*N .
Note that for COMPZ = 'I' or 'V', then if N is less than or
equal to the minimum divide size, usually 25, then LIWORK
need only be 1.
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
INFO
INFO is INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: The algorithm failed to compute an eigenvalue while
working on the submatrix lying in rows and columns
INFO/(N+1) through mod(INFO,N+1).
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
Jeff Rutter, Computer Science Division, University of California at Berkeley, USA
subroutine cstegr (character JOBZ, character RANGE, integer N, real, dimension( * ) D, real,
dimension( * ) E, real VL, real VU, integer IL, integer IU, real ABSTOL, integer M, real,
dimension( * ) W, complex, dimension( ldz, * ) Z, integer LDZ, integer, dimension( * )
ISUPPZ, real, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer
LIWORK, integer INFO)
CSTEGR
Purpose:
CSTEGR computes selected eigenvalues and, optionally, eigenvectors
of a real symmetric tridiagonal matrix T. Any such unreduced matrix has
a well defined set of pairwise different real eigenvalues, the corresponding
real eigenvectors are pairwise orthogonal.
The spectrum may be computed either completely or partially by specifying
either an interval (VL,VU] or a range of indices IL:IU for the desired
eigenvalues.
CSTEGR is a compatibility wrapper around the improved CSTEMR routine.
See SSTEMR for further details.
One important change is that the ABSTOL parameter no longer provides any
benefit and hence is no longer used.
Note : CSTEGR and CSTEMR work only on machines which follow
IEEE-754 floating-point standard in their handling of infinities and
NaNs. Normal execution may create these exceptiona values and hence
may abort due to a floating point exception in environments which
do not conform to the IEEE-754 standard.
Parameters
JOBZ
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
RANGE
RANGE is CHARACTER*1
= 'A': all eigenvalues will be found.
= 'V': all eigenvalues in the half-open interval (VL,VU]
will be found.
= 'I': the IL-th through IU-th eigenvalues will be found.
N
N is INTEGER
The order of the matrix. N >= 0.
D
D is REAL array, dimension (N)
On entry, the N diagonal elements of the tridiagonal matrix
T. On exit, D is overwritten.
E
E is REAL array, dimension (N)
On entry, the (N-1) subdiagonal elements of the tridiagonal
matrix T in elements 1 to N-1 of E. E(N) need not be set on
input, but is used internally as workspace.
On exit, E is overwritten.
VL
VL is REAL
If RANGE='V', the lower bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
VU
VU is REAL
If RANGE='V', the upper bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
IL
IL is INTEGER
If RANGE='I', the index of the
smallest eigenvalue to be returned.
1 <= IL <= IU <= N, if N > 0.
Not referenced if RANGE = 'A' or 'V'.
IU
IU is INTEGER
If RANGE='I', the index of the
largest eigenvalue to be returned.
1 <= IL <= IU <= N, if N > 0.
Not referenced if RANGE = 'A' or 'V'.
ABSTOL
ABSTOL is REAL
Unused. Was the absolute error tolerance for the
eigenvalues/eigenvectors in previous versions.
M
M is INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
W
W is REAL array, dimension (N)
The first M elements contain the selected eigenvalues in
ascending order.
Z
Z is COMPLEX array, dimension (LDZ, max(1,M) )
If JOBZ = 'V', and if INFO = 0, then the first M columns of Z
contain the orthonormal eigenvectors of the matrix T
corresponding to the selected eigenvalues, with the i-th
column of Z holding the eigenvector associated with W(i).
If JOBZ = 'N', then Z is not referenced.
Note: the user must ensure that at least max(1,M) columns are
supplied in the array Z; if RANGE = 'V', the exact value of M
is not known in advance and an upper bound must be used.
Supplying N columns is always safe.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', then LDZ >= max(1,N).
ISUPPZ
ISUPPZ is INTEGER array, dimension ( 2*max(1,M) )
The support of the eigenvectors in Z, i.e., the indices
indicating the nonzero elements in Z. The i-th computed eigenvector
is nonzero only in elements ISUPPZ( 2*i-1 ) through
ISUPPZ( 2*i ). This is relevant in the case when the matrix
is split. ISUPPZ is only accessed when JOBZ is 'V' and N > 0.
WORK
WORK is REAL array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal
(and minimal) LWORK.
LWORK
LWORK is INTEGER
The dimension of the array WORK. LWORK >= max(1,18*N)
if JOBZ = 'V', and LWORK >= max(1,12*N) if JOBZ = 'N'.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
IWORK
IWORK is INTEGER array, dimension (LIWORK)
On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
LIWORK
LIWORK is INTEGER
The dimension of the array IWORK. LIWORK >= max(1,10*N)
if the eigenvectors are desired, and LIWORK >= max(1,8*N)
if only the eigenvalues are to be computed.
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal size of the IWORK array,
returns this value as the first entry of the IWORK array, and
no error message related to LIWORK is issued by XERBLA.
INFO
INFO is INTEGER
On exit, INFO
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = 1X, internal error in SLARRE,
if INFO = 2X, internal error in CLARRV.
Here, the digit X = ABS( IINFO ) < 10, where IINFO is
the nonzero error code returned by SLARRE or
CLARRV, respectively.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
Inderjit Dhillon, IBM Almaden, USA
Osni Marques, LBNL/NERSC, USA
Christof Voemel, LBNL/NERSC, USA
subroutine cstein (integer N, real, dimension( * ) D, real, dimension( * ) E, integer M, real,
dimension( * ) W, integer, dimension( * ) IBLOCK, integer, dimension( * ) ISPLIT, complex,
dimension( ldz, * ) Z, integer LDZ, real, dimension( * ) WORK, integer, dimension( * )
IWORK, integer, dimension( * ) IFAIL, integer INFO)
CSTEIN
Purpose:
CSTEIN computes the eigenvectors of a real symmetric tridiagonal
matrix T corresponding to specified eigenvalues, using inverse
iteration.
The maximum number of iterations allowed for each eigenvector is
specified by an internal parameter MAXITS (currently set to 5).
Although the eigenvectors are real, they are stored in a complex
array, which may be passed to CUNMTR or CUPMTR for back
transformation to the eigenvectors of a complex Hermitian matrix
which was reduced to tridiagonal form.
Parameters
N
N is INTEGER
The order of the matrix. N >= 0.
D
D is REAL array, dimension (N)
The n diagonal elements of the tridiagonal matrix T.
E
E is REAL array, dimension (N-1)
The (n-1) subdiagonal elements of the tridiagonal matrix
T, stored in elements 1 to N-1.
M
M is INTEGER
The number of eigenvectors to be found. 0 <= M <= N.
W
W is REAL array, dimension (N)
The first M elements of W contain the eigenvalues for
which eigenvectors are to be computed. The eigenvalues
should be grouped by split-off block and ordered from
smallest to largest within the block. ( The output array
W from SSTEBZ with ORDER = 'B' is expected here. )
IBLOCK
IBLOCK is INTEGER array, dimension (N)
The submatrix indices associated with the corresponding
eigenvalues in W; IBLOCK(i)=1 if eigenvalue W(i) belongs to
the first submatrix from the top, =2 if W(i) belongs to
the second submatrix, etc. ( The output array IBLOCK
from SSTEBZ is expected here. )
ISPLIT
ISPLIT is INTEGER array, dimension (N)
The splitting points, at which T breaks up into submatrices.
The first submatrix consists of rows/columns 1 to
ISPLIT( 1 ), the second of rows/columns ISPLIT( 1 )+1
through ISPLIT( 2 ), etc.
( The output array ISPLIT from SSTEBZ is expected here. )
Z
Z is COMPLEX array, dimension (LDZ, M)
The computed eigenvectors. The eigenvector associated
with the eigenvalue W(i) is stored in the i-th column of
Z. Any vector which fails to converge is set to its current
iterate after MAXITS iterations.
The imaginary parts of the eigenvectors are set to zero.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= max(1,N).
WORK
WORK is REAL array, dimension (5*N)
IWORK
IWORK is INTEGER array, dimension (N)
IFAIL
IFAIL is INTEGER array, dimension (M)
On normal exit, all elements of IFAIL are zero.
If one or more eigenvectors fail to converge after
MAXITS iterations, then their indices are stored in
array IFAIL.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, then i eigenvectors failed to converge
in MAXITS iterations. Their indices are stored in
array IFAIL.
Internal Parameters:
MAXITS INTEGER, default = 5
The maximum number of iterations performed.
EXTRA INTEGER, default = 2
The number of iterations performed after norm growth
criterion is satisfied, should be at least 1.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine cstemr (character JOBZ, character RANGE, integer N, real, dimension( * ) D, real,
dimension( * ) E, real VL, real VU, integer IL, integer IU, integer M, real, dimension( *
) W, complex, dimension( ldz, * ) Z, integer LDZ, integer NZC, integer, dimension( * )
ISUPPZ, logical TRYRAC, real, dimension( * ) WORK, integer LWORK, integer, dimension( * )
IWORK, integer LIWORK, integer INFO)
CSTEMR
Purpose:
CSTEMR computes selected eigenvalues and, optionally, eigenvectors
of a real symmetric tridiagonal matrix T. Any such unreduced matrix has
a well defined set of pairwise different real eigenvalues, the corresponding
real eigenvectors are pairwise orthogonal.
The spectrum may be computed either completely or partially by specifying
either an interval (VL,VU] or a range of indices IL:IU for the desired
eigenvalues.
Depending on the number of desired eigenvalues, these are computed either
by bisection or the dqds algorithm. Numerically orthogonal eigenvectors are
computed by the use of various suitable L D L^T factorizations near clusters
of close eigenvalues (referred to as RRRs, Relatively Robust
Representations). An informal sketch of the algorithm follows.
For each unreduced block (submatrix) of T,
(a) Compute T - sigma I = L D L^T, so that L and D
define all the wanted eigenvalues to high relative accuracy.
This means that small relative changes in the entries of D and L
cause only small relative changes in the eigenvalues and
eigenvectors. The standard (unfactored) representation of the
tridiagonal matrix T does not have this property in general.
(b) Compute the eigenvalues to suitable accuracy.
If the eigenvectors are desired, the algorithm attains full
accuracy of the computed eigenvalues only right before
the corresponding vectors have to be computed, see steps c) and d).
(c) For each cluster of close eigenvalues, select a new
shift close to the cluster, find a new factorization, and refine
the shifted eigenvalues to suitable accuracy.
(d) For each eigenvalue with a large enough relative separation compute
the corresponding eigenvector by forming a rank revealing twisted
factorization. Go back to (c) for any clusters that remain.
For more details, see:
- Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representations
to compute orthogonal eigenvectors of symmetric tridiagonal matrices,"
Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004.
- Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors and
Relative Gaps," SIAM Journal on Matrix Analysis and Applications, Vol. 25,
2004. Also LAPACK Working Note 154.
- Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric
tridiagonal eigenvalue/eigenvector problem",
Computer Science Division Technical Report No. UCB/CSD-97-971,
UC Berkeley, May 1997.
Further Details
1.CSTEMR works only on machines which follow IEEE-754
floating-point standard in their handling of infinities and NaNs.
This permits the use of efficient inner loops avoiding a check for
zero divisors.
2. LAPACK routines can be used to reduce a complex Hermitean matrix to
real symmetric tridiagonal form.
(Any complex Hermitean tridiagonal matrix has real values on its diagonal
and potentially complex numbers on its off-diagonals. By applying a
similarity transform with an appropriate diagonal matrix
diag(1,e^{i hy_1}, ... , e^{i hy_{n-1}}), the complex Hermitean
matrix can be transformed into a real symmetric matrix and complex
arithmetic can be entirely avoided.)
While the eigenvectors of the real symmetric tridiagonal matrix are real,
the eigenvectors of original complex Hermitean matrix have complex entries
in general.
Since LAPACK drivers overwrite the matrix data with the eigenvectors,
CSTEMR accepts complex workspace to facilitate interoperability
with CUNMTR or CUPMTR.
Parameters
JOBZ
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
RANGE
RANGE is CHARACTER*1
= 'A': all eigenvalues will be found.
= 'V': all eigenvalues in the half-open interval (VL,VU]
will be found.
= 'I': the IL-th through IU-th eigenvalues will be found.
N
N is INTEGER
The order of the matrix. N >= 0.
D
D is REAL array, dimension (N)
On entry, the N diagonal elements of the tridiagonal matrix
T. On exit, D is overwritten.
E
E is REAL array, dimension (N)
On entry, the (N-1) subdiagonal elements of the tridiagonal
matrix T in elements 1 to N-1 of E. E(N) need not be set on
input, but is used internally as workspace.
On exit, E is overwritten.
VL
VL is REAL
If RANGE='V', the lower bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
VU
VU is REAL
If RANGE='V', the upper bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
IL
IL is INTEGER
If RANGE='I', the index of the
smallest eigenvalue to be returned.
1 <= IL <= IU <= N, if N > 0.
Not referenced if RANGE = 'A' or 'V'.
IU
IU is INTEGER
If RANGE='I', the index of the
largest eigenvalue to be returned.
1 <= IL <= IU <= N, if N > 0.
Not referenced if RANGE = 'A' or 'V'.
M
M is INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
W
W is REAL array, dimension (N)
The first M elements contain the selected eigenvalues in
ascending order.
Z
Z is COMPLEX array, dimension (LDZ, max(1,M) )
If JOBZ = 'V', and if INFO = 0, then the first M columns of Z
contain the orthonormal eigenvectors of the matrix T
corresponding to the selected eigenvalues, with the i-th
column of Z holding the eigenvector associated with W(i).
If JOBZ = 'N', then Z is not referenced.
Note: the user must ensure that at least max(1,M) columns are
supplied in the array Z; if RANGE = 'V', the exact value of M
is not known in advance and can be computed with a workspace
query by setting NZC = -1, see below.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', then LDZ >= max(1,N).
NZC
NZC is INTEGER
The number of eigenvectors to be held in the array Z.
If RANGE = 'A', then NZC >= max(1,N).
If RANGE = 'V', then NZC >= the number of eigenvalues in (VL,VU].
If RANGE = 'I', then NZC >= IU-IL+1.
If NZC = -1, then a workspace query is assumed; the
routine calculates the number of columns of the array Z that
are needed to hold the eigenvectors.
This value is returned as the first entry of the Z array, and
no error message related to NZC is issued by XERBLA.
ISUPPZ
ISUPPZ is INTEGER array, dimension ( 2*max(1,M) )
The support of the eigenvectors in Z, i.e., the indices
indicating the nonzero elements in Z. The i-th computed eigenvector
is nonzero only in elements ISUPPZ( 2*i-1 ) through
ISUPPZ( 2*i ). This is relevant in the case when the matrix
is split. ISUPPZ is only accessed when JOBZ is 'V' and N > 0.
TRYRAC
TRYRAC is LOGICAL
If TRYRAC = .TRUE., indicates that the code should check whether
the tridiagonal matrix defines its eigenvalues to high relative
accuracy. If so, the code uses relative-accuracy preserving
algorithms that might be (a bit) slower depending on the matrix.
If the matrix does not define its eigenvalues to high relative
accuracy, the code can uses possibly faster algorithms.
If TRYRAC = .FALSE., the code is not required to guarantee
relatively accurate eigenvalues and can use the fastest possible
techniques.
On exit, a .TRUE. TRYRAC will be set to .FALSE. if the matrix
does not define its eigenvalues to high relative accuracy.
WORK
WORK is REAL array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal
(and minimal) LWORK.
LWORK
LWORK is INTEGER
The dimension of the array WORK. LWORK >= max(1,18*N)
if JOBZ = 'V', and LWORK >= max(1,12*N) if JOBZ = 'N'.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
IWORK
IWORK is INTEGER array, dimension (LIWORK)
On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
LIWORK
LIWORK is INTEGER
The dimension of the array IWORK. LIWORK >= max(1,10*N)
if the eigenvectors are desired, and LIWORK >= max(1,8*N)
if only the eigenvalues are to be computed.
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal size of the IWORK array,
returns this value as the first entry of the IWORK array, and
no error message related to LIWORK is issued by XERBLA.
INFO
INFO is INTEGER
On exit, INFO
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = 1X, internal error in SLARRE,
if INFO = 2X, internal error in CLARRV.
Here, the digit X = ABS( IINFO ) < 10, where IINFO is
the nonzero error code returned by SLARRE or
CLARRV, respectively.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
Beresford Parlett, University of California, Berkeley, USA
Jim Demmel, University of California, Berkeley, USA
Inderjit Dhillon, University of Texas, Austin, USA
Osni Marques, LBNL/NERSC, USA
Christof Voemel, University of California, Berkeley, USA
subroutine csteqr (character COMPZ, integer N, real, dimension( * ) D, real, dimension( * ) E,
complex, dimension( ldz, * ) Z, integer LDZ, real, dimension( * ) WORK, integer INFO)
CSTEQR
Purpose:
CSTEQR computes all eigenvalues and, optionally, eigenvectors of a
symmetric tridiagonal matrix using the implicit QL or QR method.
The eigenvectors of a full or band complex Hermitian matrix can also
be found if CHETRD or CHPTRD or CHBTRD has been used to reduce this
matrix to tridiagonal form.
Parameters
COMPZ
COMPZ is CHARACTER*1
= 'N': Compute eigenvalues only.
= 'V': Compute eigenvalues and eigenvectors of the original
Hermitian matrix. On entry, Z must contain the
unitary matrix used to reduce the original matrix
to tridiagonal form.
= 'I': Compute eigenvalues and eigenvectors of the
tridiagonal matrix. Z is initialized to the identity
matrix.
N
N is INTEGER
The order of the matrix. N >= 0.
D
D is REAL array, dimension (N)
On entry, the diagonal elements of the tridiagonal matrix.
On exit, if INFO = 0, the eigenvalues in ascending order.
E
E is REAL array, dimension (N-1)
On entry, the (n-1) subdiagonal elements of the tridiagonal
matrix.
On exit, E has been destroyed.
Z
Z is COMPLEX array, dimension (LDZ, N)
On entry, if COMPZ = 'V', then Z contains the unitary
matrix used in the reduction to tridiagonal form.
On exit, if INFO = 0, then if COMPZ = 'V', Z contains the
orthonormal eigenvectors of the original Hermitian matrix,
and if COMPZ = 'I', Z contains the orthonormal eigenvectors
of the symmetric tridiagonal matrix.
If COMPZ = 'N', then Z is not referenced.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
eigenvectors are desired, then LDZ >= max(1,N).
WORK
WORK is REAL array, dimension (max(1,2*N-2))
If COMPZ = 'N', then WORK is not referenced.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: the algorithm has failed to find all the eigenvalues in
a total of 30*N iterations; if INFO = i, then i
elements of E have not converged to zero; on exit, D
and E contain the elements of a symmetric tridiagonal
matrix which is unitarily similar to the original
matrix.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ctbcon (character NORM, character UPLO, character DIAG, integer N, integer KD,
complex, dimension( ldab, * ) AB, integer LDAB, real RCOND, complex, dimension( * ) WORK,
real, dimension( * ) RWORK, integer INFO)
CTBCON
Purpose:
CTBCON estimates the reciprocal of the condition number of a
triangular band matrix A, in either the 1-norm or the infinity-norm.
The norm of A is computed and an estimate is obtained for
norm(inv(A)), then the reciprocal of the condition number is
computed as
RCOND = 1 / ( norm(A) * norm(inv(A)) ).
Parameters
NORM
NORM is CHARACTER*1
Specifies whether the 1-norm condition number or the
infinity-norm condition number is required:
= '1' or 'O': 1-norm;
= 'I': Infinity-norm.
UPLO
UPLO is CHARACTER*1
= 'U': A is upper triangular;
= 'L': A is lower triangular.
DIAG
DIAG is CHARACTER*1
= 'N': A is non-unit triangular;
= 'U': A is unit triangular.
N
N is INTEGER
The order of the matrix A. N >= 0.
KD
KD is INTEGER
The number of superdiagonals or subdiagonals of the
triangular band matrix A. KD >= 0.
AB
AB is COMPLEX array, dimension (LDAB,N)
The upper or lower triangular band matrix A, stored in the
first kd+1 rows of the array. The j-th column of A is stored
in the j-th column of the array AB as follows:
if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
If DIAG = 'U', the diagonal elements of A are not referenced
and are assumed to be 1.
LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
RCOND
RCOND is REAL
The reciprocal of the condition number of the matrix A,
computed as RCOND = 1/(norm(A) * norm(inv(A))).
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
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ctbrfs (character UPLO, character TRANS, character DIAG, integer N, integer KD,
integer NRHS, complex, dimension( ldab, * ) AB, integer LDAB, 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)
CTBRFS
Purpose:
CTBRFS provides error bounds and backward error estimates for the
solution to a system of linear equations with a triangular band
coefficient matrix.
The solution matrix X must be computed by CTBTRS or some other
means before entering this routine. CTBRFS does not do iterative
refinement because doing so cannot improve the backward error.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': A is upper triangular;
= 'L': A is lower triangular.
TRANS
TRANS is CHARACTER*1
Specifies the form of the system of equations:
= 'N': A * X = B (No transpose)
= 'T': A**T * X = B (Transpose)
= 'C': A**H * X = B (Conjugate transpose)
DIAG
DIAG is CHARACTER*1
= 'N': A is non-unit triangular;
= 'U': A is unit triangular.
N
N is INTEGER
The order of the matrix A. N >= 0.
KD
KD is INTEGER
The number of superdiagonals or subdiagonals of the
triangular band matrix A. KD >= 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.
AB
AB is COMPLEX array, dimension (LDAB,N)
The upper or lower triangular band matrix A, stored in the
first kd+1 rows of the array. The j-th column of A is stored
in the j-th column of the array AB as follows:
if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
If DIAG = 'U', the diagonal elements of A are not referenced
and are assumed to be 1.
LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
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)
The 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
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ctbtrs (character UPLO, character TRANS, character DIAG, integer N, integer KD,
integer NRHS, complex, dimension( ldab, * ) AB, integer LDAB, complex, dimension( ldb, * )
B, integer LDB, integer INFO)
CTBTRS
Purpose:
CTBTRS solves a triangular system of the form
A * X = B, A**T * X = B, or A**H * X = B,
where A is a triangular band matrix of order N, and B is an
N-by-NRHS matrix. A check is made to verify that A is nonsingular.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': A is upper triangular;
= 'L': A is lower triangular.
TRANS
TRANS is CHARACTER*1
Specifies the form of the system of equations:
= 'N': A * X = B (No transpose)
= 'T': A**T * X = B (Transpose)
= 'C': A**H * X = B (Conjugate transpose)
DIAG
DIAG is CHARACTER*1
= 'N': A is non-unit triangular;
= 'U': A is unit triangular.
N
N is INTEGER
The order of the matrix A. N >= 0.
KD
KD is INTEGER
The number of superdiagonals or subdiagonals of the
triangular band matrix A. KD >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
AB
AB is COMPLEX array, dimension (LDAB,N)
The upper or lower triangular band matrix A, stored in the
first kd+1 rows of AB. The j-th column of A is stored
in the j-th column of the array AB as follows:
if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
If DIAG = 'U', the diagonal elements of A are not referenced
and are assumed to be 1.
LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
B
B is COMPLEX array, dimension (LDB,NRHS)
On entry, the right hand side matrix B.
On exit, if INFO = 0, 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
> 0: if INFO = i, the i-th diagonal element of A is zero,
indicating that the matrix is singular and the
solutions X have not been computed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ctfsm (character TRANSR, character SIDE, character UPLO, character TRANS, character
DIAG, integer M, integer N, complex ALPHA, complex, dimension( 0: * ) A, complex,
dimension( 0: ldb-1, 0: * ) B, integer LDB)
CTFSM solves a matrix equation (one operand is a triangular matrix in RFP format).
Purpose:
Level 3 BLAS like routine for A in RFP Format.
CTFSM solves the matrix equation
op( A )*X = alpha*B or X*op( A ) = alpha*B
where alpha is a scalar, X and B are m by n matrices, A is a unit, or
non-unit, upper or lower triangular matrix and op( A ) is one of
op( A ) = A or op( A ) = A**H.
A is in Rectangular Full Packed (RFP) Format.
The matrix X is overwritten on B.
Parameters
TRANSR
TRANSR is CHARACTER*1
= 'N': The Normal Form of RFP A is stored;
= 'C': The Conjugate-transpose Form of RFP A is stored.
SIDE
SIDE is CHARACTER*1
On entry, SIDE specifies whether op( A ) appears on the left
or right of X as follows:
SIDE = 'L' or 'l' op( A )*X = alpha*B.
SIDE = 'R' or 'r' X*op( A ) = alpha*B.
Unchanged on exit.
UPLO
UPLO is CHARACTER*1
On entry, UPLO specifies whether the RFP matrix A came from
an upper or lower triangular matrix as follows:
UPLO = 'U' or 'u' RFP A came from an upper triangular matrix
UPLO = 'L' or 'l' RFP A came from a lower triangular matrix
Unchanged on exit.
TRANS
TRANS is CHARACTER*1
On entry, TRANS specifies the form of op( A ) to be used
in the matrix multiplication as follows:
TRANS = 'N' or 'n' op( A ) = A.
TRANS = 'C' or 'c' op( A ) = conjg( A' ).
Unchanged on exit.
DIAG
DIAG is CHARACTER*1
On entry, DIAG specifies whether or not RFP A is unit
triangular as follows:
DIAG = 'U' or 'u' A is assumed to be unit triangular.
DIAG = 'N' or 'n' A is not assumed to be unit
triangular.
Unchanged on exit.
M
M is INTEGER
On entry, M specifies the number of rows of B. M must be at
least zero.
Unchanged on exit.
N
N is INTEGER
On entry, N specifies the number of columns of B. N must be
at least zero.
Unchanged on exit.
ALPHA
ALPHA is COMPLEX
On entry, ALPHA specifies the scalar alpha. When alpha is
zero then A is not referenced and B need not be set before
entry.
Unchanged on exit.
A
A is COMPLEX array, dimension (N*(N+1)/2)
NT = N*(N+1)/2. On entry, the matrix A in RFP Format.
RFP Format is described by TRANSR, UPLO and N as follows:
If TRANSR='N' then RFP A is (0:N,0:K-1) when N is even;
K=N/2. RFP A is (0:N-1,0:K) when N is odd; K=N/2. If
TRANSR = 'C' then RFP is the Conjugate-transpose of RFP A as
defined when TRANSR = 'N'. The contents of RFP A are defined
by UPLO as follows: If UPLO = 'U' the RFP A contains the NT
elements of upper packed A either in normal or
conjugate-transpose Format. If UPLO = 'L' the RFP A contains
the NT elements of lower packed A either in normal or
conjugate-transpose Format. The LDA of RFP A is (N+1)/2 when
TRANSR = 'C'. When TRANSR is 'N' the LDA is N+1 when N is
even and is N when is odd.
See the Note below for more details. Unchanged on exit.
B
B is COMPLEX array, dimension (LDB,N)
Before entry, the leading m by n part of the array B must
contain the right-hand side matrix B, and on exit is
overwritten by the solution matrix X.
LDB
LDB is INTEGER
On entry, LDB specifies the first dimension of B as declared
in the calling (sub) program. LDB must be at least
max( 1, m ).
Unchanged on exit.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
We first consider Standard Packed Format when N is even.
We give an example where N = 6.
AP is Upper AP is Lower
00 01 02 03 04 05 00
11 12 13 14 15 10 11
22 23 24 25 20 21 22
33 34 35 30 31 32 33
44 45 40 41 42 43 44
55 50 51 52 53 54 55
Let TRANSR = 'N'. RFP holds AP as follows:
For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last
three columns of AP upper. The lower triangle A(4:6,0:2) consists of
conjugate-transpose of the first three columns of AP upper.
For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first
three columns of AP lower. The upper triangle A(0:2,0:2) consists of
conjugate-transpose of the last three columns of AP lower.
To denote conjugate we place -- above the element. This covers the
case N even and TRANSR = 'N'.
RFP A RFP A
-- -- --
03 04 05 33 43 53
-- --
13 14 15 00 44 54
--
23 24 25 10 11 55
33 34 35 20 21 22
--
00 44 45 30 31 32
-- --
01 11 55 40 41 42
-- -- --
02 12 22 50 51 52
Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
transpose of RFP A above. One therefore gets:
RFP A RFP A
-- -- -- -- -- -- -- -- -- --
03 13 23 33 00 01 02 33 00 10 20 30 40 50
-- -- -- -- -- -- -- -- -- --
04 14 24 34 44 11 12 43 44 11 21 31 41 51
-- -- -- -- -- -- -- -- -- --
05 15 25 35 45 55 22 53 54 55 22 32 42 52
We next consider Standard Packed Format when N is odd.
We give an example where N = 5.
AP is Upper AP is Lower
00 01 02 03 04 00
11 12 13 14 10 11
22 23 24 20 21 22
33 34 30 31 32 33
44 40 41 42 43 44
Let TRANSR = 'N'. RFP holds AP as follows:
For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last
three columns of AP upper. The lower triangle A(3:4,0:1) consists of
conjugate-transpose of the first two columns of AP upper.
For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first
three columns of AP lower. The upper triangle A(0:1,1:2) consists of
conjugate-transpose of the last two columns of AP lower.
To denote conjugate we place -- above the element. This covers the
case N odd and TRANSR = 'N'.
RFP A RFP A
-- --
02 03 04 00 33 43
--
12 13 14 10 11 44
22 23 24 20 21 22
--
00 33 34 30 31 32
-- --
01 11 44 40 41 42
Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
transpose of RFP A above. One therefore gets:
RFP A RFP A
-- -- -- -- -- -- -- -- --
02 12 22 00 01 00 10 20 30 40 50
-- -- -- -- -- -- -- -- --
03 13 23 33 11 33 11 21 31 41 51
-- -- -- -- -- -- -- -- --
04 14 24 34 44 43 44 22 32 42 52
subroutine ctftri (character TRANSR, character UPLO, character DIAG, integer N, complex,
dimension( 0: * ) A, integer INFO)
CTFTRI
Purpose:
CTFTRI computes the inverse of a triangular matrix A stored in RFP
format.
This is a Level 3 BLAS version of the algorithm.
Parameters
TRANSR
TRANSR is CHARACTER*1
= 'N': The Normal TRANSR of RFP A is stored;
= 'C': The Conjugate-transpose TRANSR of RFP A is stored.
UPLO
UPLO is CHARACTER*1
= 'U': A is upper triangular;
= 'L': A is lower triangular.
DIAG
DIAG is CHARACTER*1
= 'N': A is non-unit triangular;
= 'U': A is unit triangular.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension ( N*(N+1)/2 );
On entry, the triangular matrix A in RFP format. RFP format
is described by TRANSR, UPLO, and N as follows: If TRANSR =
'N' then RFP A is (0:N,0:k-1) when N is even; k=N/2. RFP A is
(0:N-1,0:k) when N is odd; k=N/2. IF TRANSR = 'C' then RFP is
the Conjugate-transpose of RFP A as defined when
TRANSR = 'N'. The contents of RFP A are defined by UPLO as
follows: If UPLO = 'U' the RFP A contains the nt elements of
upper packed A; If UPLO = 'L' the RFP A contains the nt
elements of lower packed A. The LDA of RFP A is (N+1)/2 when
TRANSR = 'C'. When TRANSR is 'N' the LDA is N+1 when N is
even and N is odd. See the Note below for more details.
On exit, the (triangular) inverse of the original matrix, in
the same storage format.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, A(i,i) is exactly zero. The triangular
matrix is singular and its inverse can not be computed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
We first consider Standard Packed Format when N is even.
We give an example where N = 6.
AP is Upper AP is Lower
00 01 02 03 04 05 00
11 12 13 14 15 10 11
22 23 24 25 20 21 22
33 34 35 30 31 32 33
44 45 40 41 42 43 44
55 50 51 52 53 54 55
Let TRANSR = 'N'. RFP holds AP as follows:
For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last
three columns of AP upper. The lower triangle A(4:6,0:2) consists of
conjugate-transpose of the first three columns of AP upper.
For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first
three columns of AP lower. The upper triangle A(0:2,0:2) consists of
conjugate-transpose of the last three columns of AP lower.
To denote conjugate we place -- above the element. This covers the
case N even and TRANSR = 'N'.
RFP A RFP A
-- -- --
03 04 05 33 43 53
-- --
13 14 15 00 44 54
--
23 24 25 10 11 55
33 34 35 20 21 22
--
00 44 45 30 31 32
-- --
01 11 55 40 41 42
-- -- --
02 12 22 50 51 52
Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
transpose of RFP A above. One therefore gets:
RFP A RFP A
-- -- -- -- -- -- -- -- -- --
03 13 23 33 00 01 02 33 00 10 20 30 40 50
-- -- -- -- -- -- -- -- -- --
04 14 24 34 44 11 12 43 44 11 21 31 41 51
-- -- -- -- -- -- -- -- -- --
05 15 25 35 45 55 22 53 54 55 22 32 42 52
We next consider Standard Packed Format when N is odd.
We give an example where N = 5.
AP is Upper AP is Lower
00 01 02 03 04 00
11 12 13 14 10 11
22 23 24 20 21 22
33 34 30 31 32 33
44 40 41 42 43 44
Let TRANSR = 'N'. RFP holds AP as follows:
For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last
three columns of AP upper. The lower triangle A(3:4,0:1) consists of
conjugate-transpose of the first two columns of AP upper.
For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first
three columns of AP lower. The upper triangle A(0:1,1:2) consists of
conjugate-transpose of the last two columns of AP lower.
To denote conjugate we place -- above the element. This covers the
case N odd and TRANSR = 'N'.
RFP A RFP A
-- --
02 03 04 00 33 43
--
12 13 14 10 11 44
22 23 24 20 21 22
--
00 33 34 30 31 32
-- --
01 11 44 40 41 42
Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
transpose of RFP A above. One therefore gets:
RFP A RFP A
-- -- -- -- -- -- -- -- --
02 12 22 00 01 00 10 20 30 40 50
-- -- -- -- -- -- -- -- --
03 13 23 33 11 33 11 21 31 41 51
-- -- -- -- -- -- -- -- --
04 14 24 34 44 43 44 22 32 42 52
subroutine ctfttp (character TRANSR, character UPLO, integer N, complex, dimension( 0: * )
ARF, complex, dimension( 0: * ) AP, integer INFO)
CTFTTP copies a triangular matrix from the rectangular full packed format (TF) to the
standard packed format (TP).
Purpose:
CTFTTP copies a triangular matrix A from rectangular full packed
format (TF) to standard packed format (TP).
Parameters
TRANSR
TRANSR is CHARACTER*1
= 'N': ARF is in Normal format;
= 'C': ARF is in Conjugate-transpose format;
UPLO
UPLO is CHARACTER*1
= 'U': A is upper triangular;
= 'L': A is lower triangular.
N
N is INTEGER
The order of the matrix A. N >= 0.
ARF
ARF is COMPLEX array, dimension ( N*(N+1)/2 ),
On entry, the upper or lower triangular matrix A stored in
RFP format. For a further discussion see Notes below.
AP
AP is COMPLEX array, dimension ( N*(N+1)/2 ),
On exit, the upper or lower triangular matrix A, packed
columnwise in a linear array. The j-th column of A is stored
in the array AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
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.
Further Details:
We first consider Standard Packed Format when N is even.
We give an example where N = 6.
AP is Upper AP is Lower
00 01 02 03 04 05 00
11 12 13 14 15 10 11
22 23 24 25 20 21 22
33 34 35 30 31 32 33
44 45 40 41 42 43 44
55 50 51 52 53 54 55
Let TRANSR = 'N'. RFP holds AP as follows:
For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last
three columns of AP upper. The lower triangle A(4:6,0:2) consists of
conjugate-transpose of the first three columns of AP upper.
For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first
three columns of AP lower. The upper triangle A(0:2,0:2) consists of
conjugate-transpose of the last three columns of AP lower.
To denote conjugate we place -- above the element. This covers the
case N even and TRANSR = 'N'.
RFP A RFP A
-- -- --
03 04 05 33 43 53
-- --
13 14 15 00 44 54
--
23 24 25 10 11 55
33 34 35 20 21 22
--
00 44 45 30 31 32
-- --
01 11 55 40 41 42
-- -- --
02 12 22 50 51 52
Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
transpose of RFP A above. One therefore gets:
RFP A RFP A
-- -- -- -- -- -- -- -- -- --
03 13 23 33 00 01 02 33 00 10 20 30 40 50
-- -- -- -- -- -- -- -- -- --
04 14 24 34 44 11 12 43 44 11 21 31 41 51
-- -- -- -- -- -- -- -- -- --
05 15 25 35 45 55 22 53 54 55 22 32 42 52
We next consider Standard Packed Format when N is odd.
We give an example where N = 5.
AP is Upper AP is Lower
00 01 02 03 04 00
11 12 13 14 10 11
22 23 24 20 21 22
33 34 30 31 32 33
44 40 41 42 43 44
Let TRANSR = 'N'. RFP holds AP as follows:
For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last
three columns of AP upper. The lower triangle A(3:4,0:1) consists of
conjugate-transpose of the first two columns of AP upper.
For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first
three columns of AP lower. The upper triangle A(0:1,1:2) consists of
conjugate-transpose of the last two columns of AP lower.
To denote conjugate we place -- above the element. This covers the
case N odd and TRANSR = 'N'.
RFP A RFP A
-- --
02 03 04 00 33 43
--
12 13 14 10 11 44
22 23 24 20 21 22
--
00 33 34 30 31 32
-- --
01 11 44 40 41 42
Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
transpose of RFP A above. One therefore gets:
RFP A RFP A
-- -- -- -- -- -- -- -- --
02 12 22 00 01 00 10 20 30 40 50
-- -- -- -- -- -- -- -- --
03 13 23 33 11 33 11 21 31 41 51
-- -- -- -- -- -- -- -- --
04 14 24 34 44 43 44 22 32 42 52
subroutine ctfttr (character TRANSR, character UPLO, integer N, complex, dimension( 0: * )
ARF, complex, dimension( 0: lda-1, 0: * ) A, integer LDA, integer INFO)
CTFTTR copies a triangular matrix from the rectangular full packed format (TF) to the
standard full format (TR).
Purpose:
CTFTTR copies a triangular matrix A from rectangular full packed
format (TF) to standard full format (TR).
Parameters
TRANSR
TRANSR is CHARACTER*1
= 'N': ARF is in Normal format;
= 'C': ARF is in Conjugate-transpose format;
UPLO
UPLO is CHARACTER*1
= 'U': A is upper triangular;
= 'L': A is lower triangular.
N
N is INTEGER
The order of the matrix A. N >= 0.
ARF
ARF is COMPLEX array, dimension ( N*(N+1)/2 ),
On entry, the upper or lower triangular matrix A stored in
RFP format. For a further discussion see Notes below.
A
A is COMPLEX array, dimension ( LDA, N )
On exit, the triangular matrix A. If UPLO = 'U', the
leading N-by-N upper triangular part of the array A contains
the upper triangular matrix, and the strictly lower
triangular part of A is not referenced. If UPLO = 'L', the
leading N-by-N lower triangular part of the array A contains
the lower triangular matrix, and the strictly upper
triangular part of A is not referenced.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= 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.
Further Details:
We first consider Standard Packed Format when N is even.
We give an example where N = 6.
AP is Upper AP is Lower
00 01 02 03 04 05 00
11 12 13 14 15 10 11
22 23 24 25 20 21 22
33 34 35 30 31 32 33
44 45 40 41 42 43 44
55 50 51 52 53 54 55
Let TRANSR = 'N'. RFP holds AP as follows:
For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last
three columns of AP upper. The lower triangle A(4:6,0:2) consists of
conjugate-transpose of the first three columns of AP upper.
For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first
three columns of AP lower. The upper triangle A(0:2,0:2) consists of
conjugate-transpose of the last three columns of AP lower.
To denote conjugate we place -- above the element. This covers the
case N even and TRANSR = 'N'.
RFP A RFP A
-- -- --
03 04 05 33 43 53
-- --
13 14 15 00 44 54
--
23 24 25 10 11 55
33 34 35 20 21 22
--
00 44 45 30 31 32
-- --
01 11 55 40 41 42
-- -- --
02 12 22 50 51 52
Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
transpose of RFP A above. One therefore gets:
RFP A RFP A
-- -- -- -- -- -- -- -- -- --
03 13 23 33 00 01 02 33 00 10 20 30 40 50
-- -- -- -- -- -- -- -- -- --
04 14 24 34 44 11 12 43 44 11 21 31 41 51
-- -- -- -- -- -- -- -- -- --
05 15 25 35 45 55 22 53 54 55 22 32 42 52
We next consider Standard Packed Format when N is odd.
We give an example where N = 5.
AP is Upper AP is Lower
00 01 02 03 04 00
11 12 13 14 10 11
22 23 24 20 21 22
33 34 30 31 32 33
44 40 41 42 43 44
Let TRANSR = 'N'. RFP holds AP as follows:
For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last
three columns of AP upper. The lower triangle A(3:4,0:1) consists of
conjugate-transpose of the first two columns of AP upper.
For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first
three columns of AP lower. The upper triangle A(0:1,1:2) consists of
conjugate-transpose of the last two columns of AP lower.
To denote conjugate we place -- above the element. This covers the
case N odd and TRANSR = 'N'.
RFP A RFP A
-- --
02 03 04 00 33 43
--
12 13 14 10 11 44
22 23 24 20 21 22
--
00 33 34 30 31 32
-- --
01 11 44 40 41 42
Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
transpose of RFP A above. One therefore gets:
RFP A RFP A
-- -- -- -- -- -- -- -- --
02 12 22 00 01 00 10 20 30 40 50
-- -- -- -- -- -- -- -- --
03 13 23 33 11 33 11 21 31 41 51
-- -- -- -- -- -- -- -- --
04 14 24 34 44 43 44 22 32 42 52
subroutine ctgsen (integer IJOB, logical WANTQ, logical WANTZ, logical, dimension( * ) SELECT,
integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B,
integer LDB, complex, dimension( * ) ALPHA, complex, dimension( * ) BETA, complex,
dimension( ldq, * ) Q, integer LDQ, complex, dimension( ldz, * ) Z, integer LDZ, integer
M, real PL, real PR, real, dimension( * ) DIF, complex, dimension( * ) WORK, integer
LWORK, integer, dimension( * ) IWORK, integer LIWORK, integer INFO)
CTGSEN
Purpose:
CTGSEN reorders the generalized Schur decomposition of a complex
matrix pair (A, B) (in terms of an unitary equivalence trans-
formation Q**H * (A, B) * Z), so that a selected cluster of eigenvalues
appears in the leading diagonal blocks of the pair (A,B). The leading
columns of Q and Z form unitary bases of the corresponding left and
right eigenspaces (deflating subspaces). (A, B) must be in
generalized Schur canonical form, that is, A and B are both upper
triangular.
CTGSEN also computes the generalized eigenvalues
w(j)= ALPHA(j) / BETA(j)
of the reordered matrix pair (A, B).
Optionally, the routine computes estimates of reciprocal condition
numbers for eigenvalues and eigenspaces. These are Difu[(A11,B11),
(A22,B22)] and Difl[(A11,B11), (A22,B22)], i.e. the separation(s)
between the matrix pairs (A11, B11) and (A22,B22) that correspond to
the selected cluster and the eigenvalues outside the cluster, resp.,
and norms of "projections" onto left and right eigenspaces w.r.t.
the selected cluster in the (1,1)-block.
Parameters
IJOB
IJOB is INTEGER
Specifies whether condition numbers are required for the
cluster of eigenvalues (PL and PR) or the deflating subspaces
(Difu and Difl):
=0: Only reorder w.r.t. SELECT. No extras.
=1: Reciprocal of norms of "projections" onto left and right
eigenspaces w.r.t. the selected cluster (PL and PR).
=2: Upper bounds on Difu and Difl. F-norm-based estimate
(DIF(1:2)).
=3: Estimate of Difu and Difl. 1-norm-based estimate
(DIF(1:2)).
About 5 times as expensive as IJOB = 2.
=4: Compute PL, PR and DIF (i.e. 0, 1 and 2 above): Economic
version to get it all.
=5: Compute PL, PR and DIF (i.e. 0, 1 and 3 above)
WANTQ
WANTQ is LOGICAL
.TRUE. : update the left transformation matrix Q;
.FALSE.: do not update Q.
WANTZ
WANTZ is LOGICAL
.TRUE. : update the right transformation matrix Z;
.FALSE.: do not update Z.
SELECT
SELECT is LOGICAL array, dimension (N)
SELECT specifies the eigenvalues in the selected cluster. To
select an eigenvalue w(j), SELECT(j) must be set to
.TRUE..
N
N is INTEGER
The order of the matrices A and B. N >= 0.
A
A is COMPLEX array, dimension(LDA,N)
On entry, the upper triangular matrix A, in generalized
Schur canonical form.
On exit, A is overwritten by the reordered matrix A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B
B is COMPLEX array, dimension(LDB,N)
On entry, the upper triangular matrix B, in generalized
Schur canonical form.
On exit, B is overwritten by the reordered matrix B.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
ALPHA
ALPHA is COMPLEX array, dimension (N)
BETA
BETA is COMPLEX array, dimension (N)
The diagonal elements of A and B, respectively,
when the pair (A,B) has been reduced to generalized Schur
form. ALPHA(i)/BETA(i) i=1,...,N are the generalized
eigenvalues.
Q
Q is COMPLEX array, dimension (LDQ,N)
On entry, if WANTQ = .TRUE., Q is an N-by-N matrix.
On exit, Q has been postmultiplied by the left unitary
transformation matrix which reorder (A, B); The leading M
columns of Q form orthonormal bases for the specified pair of
left eigenspaces (deflating subspaces).
If WANTQ = .FALSE., Q is not referenced.
LDQ
LDQ is INTEGER
The leading dimension of the array Q. LDQ >= 1.
If WANTQ = .TRUE., LDQ >= N.
Z
Z is COMPLEX array, dimension (LDZ,N)
On entry, if WANTZ = .TRUE., Z is an N-by-N matrix.
On exit, Z has been postmultiplied by the left unitary
transformation matrix which reorder (A, B); The leading M
columns of Z form orthonormal bases for the specified pair of
left eigenspaces (deflating subspaces).
If WANTZ = .FALSE., Z is not referenced.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1.
If WANTZ = .TRUE., LDZ >= N.
M
M is INTEGER
The dimension of the specified pair of left and right
eigenspaces, (deflating subspaces) 0 <= M <= N.
PL
PL is REAL
PR
PR is REAL
If IJOB = 1, 4 or 5, PL, PR are lower bounds on the
reciprocal of the norm of "projections" onto left and right
eigenspace with respect to the selected cluster.
0 < PL, PR <= 1.
If M = 0 or M = N, PL = PR = 1.
If IJOB = 0, 2 or 3 PL, PR are not referenced.
DIF
DIF is REAL array, dimension (2).
If IJOB >= 2, DIF(1:2) store the estimates of Difu and Difl.
If IJOB = 2 or 4, DIF(1:2) are F-norm-based upper bounds on
Difu and Difl. If IJOB = 3 or 5, DIF(1:2) are 1-norm-based
estimates of Difu and Difl, computed using reversed
communication with CLACN2.
If M = 0 or N, DIF(1:2) = F-norm([A, B]).
If IJOB = 0 or 1, DIF is not referenced.
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, 2 or 4, LWORK >= 2*M*(N-M)
If IJOB = 3 or 5, LWORK >= 4*M*(N-M)
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
IWORK
IWORK is INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
LIWORK
LIWORK is INTEGER
The dimension of the array IWORK. LIWORK >= 1.
If IJOB = 1, 2 or 4, LIWORK >= N+2;
If IJOB = 3 or 5, LIWORK >= MAX(N+2, 2*M*(N-M));
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal size of the IWORK array,
returns this value as the first entry of the IWORK array, and
no error message related to LIWORK is issued by XERBLA.
INFO
INFO is INTEGER
=0: Successful exit.
<0: If INFO = -i, the i-th argument had an illegal value.
=1: Reordering of (A, B) failed because the transformed
matrix pair (A, B) would be too far from generalized
Schur form; the problem is very ill-conditioned.
(A, B) may have been partially reordered.
If requested, 0 is returned in DIF(*), PL and PR.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
CTGSEN first collects the selected eigenvalues by computing unitary
U and W that move them to the top left corner of (A, B). In other
words, the selected eigenvalues are the eigenvalues of (A11, B11) in
U**H*(A, B)*W = (A11 A12) (B11 B12) n1
( 0 A22),( 0 B22) n2
n1 n2 n1 n2
where N = n1+n2 and U**H means the conjugate transpose of U. The first
n1 columns of U and W span the specified pair of left and right
eigenspaces (deflating subspaces) of (A, B).
If (A, B) has been obtained from the generalized real Schur
decomposition of a matrix pair (C, D) = Q*(A, B)*Z', then the
reordered generalized Schur form of (C, D) is given by
(C, D) = (Q*U)*(U**H *(A, B)*W)*(Z*W)**H,
and the first n1 columns of Q*U and Z*W span the corresponding
deflating subspaces of (C, D) (Q and Z store Q*U and Z*W, resp.).
Note that if the selected eigenvalue is sufficiently ill-conditioned,
then its value may differ significantly from its value before
reordering.
The reciprocal condition numbers of the left and right eigenspaces
spanned by the first n1 columns of U and W (or Q*U and Z*W) may
be returned in DIF(1:2), corresponding to Difu and Difl, resp.
The Difu and Difl are defined as:
Difu[(A11, B11), (A22, B22)] = sigma-min( Zu )
and
Difl[(A11, B11), (A22, B22)] = Difu[(A22, B22), (A11, B11)],
where sigma-min(Zu) is the smallest singular value of the
(2*n1*n2)-by-(2*n1*n2) matrix
Zu = [ kron(In2, A11) -kron(A22**H, In1) ]
[ kron(In2, B11) -kron(B22**H, In1) ].
Here, Inx is the identity matrix of size nx and A22**H is the
conjuguate transpose of A22. kron(X, Y) is the Kronecker product between
the matrices X and Y.
When DIF(2) is small, small changes in (A, B) can cause large changes
in the deflating subspace. An approximate (asymptotic) bound on the
maximum angular error in the computed deflating subspaces is
EPS * norm((A, B)) / DIF(2),
where EPS is the machine precision.
The reciprocal norm of the projectors on the left and right
eigenspaces associated with (A11, B11) may be returned in PL and PR.
They are computed as follows. First we compute L and R so that
P*(A, B)*Q is block diagonal, where
P = ( I -L ) n1 Q = ( I R ) n1
( 0 I ) n2 and ( 0 I ) n2
n1 n2 n1 n2
and (L, R) is the solution to the generalized Sylvester equation
A11*R - L*A22 = -A12
B11*R - L*B22 = -B12
Then PL = (F-norm(L)**2+1)**(-1/2) and PR = (F-norm(R)**2+1)**(-1/2).
An approximate (asymptotic) bound on the average absolute error of
the selected eigenvalues is
EPS * norm((A, B)) / PL.
There are also global error bounds which valid for perturbations up
to a certain restriction: A lower bound (x) on the smallest
F-norm(E,F) for which an eigenvalue of (A11, B11) may move and
coalesce with an eigenvalue of (A22, B22) under perturbation (E,F),
(i.e. (A + E, B + F), is
x = min(Difu,Difl)/((1/(PL*PL)+1/(PR*PR))**(1/2)+2*max(1/PL,1/PR)).
An approximate bound on x can be computed from DIF(1:2), PL and PR.
If y = ( F-norm(E,F) / x) <= 1, the angles between the perturbed
(L', R') and unperturbed (L, R) left and right deflating subspaces
associated with the selected cluster in the (1,1)-blocks can be
bounded as
max-angle(L, L') <= arctan( y * PL / (1 - y * (1 - PL * PL)**(1/2))
max-angle(R, R') <= arctan( y * PR / (1 - y * (1 - PR * PR)**(1/2))
See LAPACK User's Guide section 4.11 or the following references
for more information.
Note that if the default method for computing the Frobenius-norm-
based estimate DIF is not wanted (see CLATDF), then the parameter
IDIFJB (see below) should be changed from 3 to 4 (routine CLATDF
(IJOB = 2 will be used)). See CTGSYL for more details.
Contributors:
Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901
87 Umea, Sweden.
References:
[1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the Generalized Real
Schur Form of a Regular Matrix Pair (A, B), in M.S. Moonen et al (eds), Linear Algebra
for Large Scale and Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
[2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified Eigenvalues of a
Regular Matrix Pair (A, B) and Condition Estimation: Theory, Algorithms and Software,
Report UMINF - 94.04, Department of Computing Science, Umea University, S-901 87 Umea,
Sweden, 1994. Also as LAPACK Working Note 87. To appear in Numerical Algorithms, 1996.
[3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software for Solving the
Generalized Sylvester Equation and Estimating the Separation between Regular Matrix
Pairs, Report UMINF - 93.23, Department of Computing Science, Umea University, S-901
87 Umea, Sweden, December 1993, Revised April 1994, Also as LAPACK working Note 75. To
appear in ACM Trans. on Math. Software, Vol 22, No 1, 1996.
subroutine ctgsja (character JOBU, character JOBV, character JOBQ, integer M, integer P,
integer N, integer K, integer L, complex, dimension( lda, * ) A, integer LDA, complex,
dimension( ldb, * ) B, integer LDB, real TOLA, real TOLB, real, dimension( * ) ALPHA,
real, dimension( * ) BETA, complex, dimension( ldu, * ) U, integer LDU, complex,
dimension( ldv, * ) V, integer LDV, complex, dimension( ldq, * ) Q, integer LDQ, complex,
dimension( * ) WORK, integer NCYCLE, integer INFO)
CTGSJA
Purpose:
CTGSJA computes the generalized singular value decomposition (GSVD)
of two complex upper triangular (or trapezoidal) matrices A and B.
On entry, it is assumed that matrices A and B have the following
forms, which may be obtained by the preprocessing subroutine CGGSVP
from a general M-by-N matrix A and P-by-N matrix B:
N-K-L K L
A = K ( 0 A12 A13 ) if M-K-L >= 0;
L ( 0 0 A23 )
M-K-L ( 0 0 0 )
N-K-L K L
A = K ( 0 A12 A13 ) if M-K-L < 0;
M-K ( 0 0 A23 )
N-K-L K L
B = L ( 0 0 B13 )
P-L ( 0 0 0 )
where the K-by-K matrix A12 and L-by-L matrix B13 are nonsingular
upper triangular; A23 is L-by-L upper triangular if M-K-L >= 0,
otherwise A23 is (M-K)-by-L upper trapezoidal.
On exit,
U**H *A*Q = D1*( 0 R ), V**H *B*Q = D2*( 0 R ),
where U, V and Q are unitary matrices.
R is a nonsingular upper triangular matrix, and D1
and D2 are ``diagonal'' matrices, which are of the following
structures:
If M-K-L >= 0,
K L
D1 = K ( I 0 )
L ( 0 C )
M-K-L ( 0 0 )
K L
D2 = L ( 0 S )
P-L ( 0 0 )
N-K-L K L
( 0 R ) = K ( 0 R11 R12 ) K
L ( 0 0 R22 ) L
where
C = diag( ALPHA(K+1), ... , ALPHA(K+L) ),
S = diag( BETA(K+1), ... , BETA(K+L) ),
C**2 + S**2 = I.
R is stored in A(1:K+L,N-K-L+1:N) on exit.
If M-K-L < 0,
K M-K K+L-M
D1 = K ( I 0 0 )
M-K ( 0 C 0 )
K M-K K+L-M
D2 = M-K ( 0 S 0 )
K+L-M ( 0 0 I )
P-L ( 0 0 0 )
N-K-L K M-K K+L-M
( 0 R ) = K ( 0 R11 R12 R13 )
M-K ( 0 0 R22 R23 )
K+L-M ( 0 0 0 R33 )
where
C = diag( ALPHA(K+1), ... , ALPHA(M) ),
S = diag( BETA(K+1), ... , BETA(M) ),
C**2 + S**2 = I.
R = ( R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N) and R33 is stored
( 0 R22 R23 )
in B(M-K+1:L,N+M-K-L+1:N) on exit.
The computation of the unitary transformation matrices U, V or Q
is optional. These matrices may either be formed explicitly, or they
may be postmultiplied into input matrices U1, V1, or Q1.
Parameters
JOBU
JOBU is CHARACTER*1
= 'U': U must contain a unitary matrix U1 on entry, and
the product U1*U is returned;
= 'I': U is initialized to the unit matrix, and the
unitary matrix U is returned;
= 'N': U is not computed.
JOBV
JOBV is CHARACTER*1
= 'V': V must contain a unitary matrix V1 on entry, and
the product V1*V is returned;
= 'I': V is initialized to the unit matrix, and the
unitary matrix V is returned;
= 'N': V is not computed.
JOBQ
JOBQ is CHARACTER*1
= 'Q': Q must contain a unitary matrix Q1 on entry, and
the product Q1*Q is returned;
= 'I': Q is initialized to the unit matrix, and the
unitary matrix Q is returned;
= 'N': Q is not computed.
M
M is INTEGER
The number of rows of the matrix A. M >= 0.
P
P is INTEGER
The number of rows of the matrix B. P >= 0.
N
N is INTEGER
The number of columns of the matrices A and B. N >= 0.
K
K is INTEGER
L
L is INTEGER
K and L specify the subblocks in the input matrices A and B:
A23 = A(K+1:MIN(K+L,M),N-L+1:N) and B13 = B(1:L,,N-L+1:N)
of A and B, whose GSVD is going to be computed by CTGSJA.
See Further Details.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the M-by-N matrix A.
On exit, A(N-K+1:N,1:MIN(K+L,M) ) contains the triangular
matrix R or part of R. See Purpose for details.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,M).
B
B is COMPLEX array, dimension (LDB,N)
On entry, the P-by-N matrix B.
On exit, if necessary, B(M-K+1:L,N+M-K-L+1:N) contains
a part of R. See Purpose for details.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,P).
TOLA
TOLA is REAL
TOLB
TOLB is REAL
TOLA and TOLB are the convergence criteria for the Jacobi-
Kogbetliantz iteration procedure. Generally, they are the
same as used in the preprocessing step, say
TOLA = MAX(M,N)*norm(A)*MACHEPS,
TOLB = MAX(P,N)*norm(B)*MACHEPS.
ALPHA
ALPHA is REAL array, dimension (N)
BETA
BETA is REAL array, dimension (N)
On exit, ALPHA and BETA contain the generalized singular
value pairs of A and B;
ALPHA(1:K) = 1,
BETA(1:K) = 0,
and if M-K-L >= 0,
ALPHA(K+1:K+L) = diag(C),
BETA(K+1:K+L) = diag(S),
or if M-K-L < 0,
ALPHA(K+1:M)= C, ALPHA(M+1:K+L)= 0
BETA(K+1:M) = S, BETA(M+1:K+L) = 1.
Furthermore, if K+L < N,
ALPHA(K+L+1:N) = 0
BETA(K+L+1:N) = 0.
U
U is COMPLEX array, dimension (LDU,M)
On entry, if JOBU = 'U', U must contain a matrix U1 (usually
the unitary matrix returned by CGGSVP).
On exit,
if JOBU = 'I', U contains the unitary matrix U;
if JOBU = 'U', U contains the product U1*U.
If JOBU = 'N', U is not referenced.
LDU
LDU is INTEGER
The leading dimension of the array U. LDU >= max(1,M) if
JOBU = 'U'; LDU >= 1 otherwise.
V
V is COMPLEX array, dimension (LDV,P)
On entry, if JOBV = 'V', V must contain a matrix V1 (usually
the unitary matrix returned by CGGSVP).
On exit,
if JOBV = 'I', V contains the unitary matrix V;
if JOBV = 'V', V contains the product V1*V.
If JOBV = 'N', V is not referenced.
LDV
LDV is INTEGER
The leading dimension of the array V. LDV >= max(1,P) if
JOBV = 'V'; LDV >= 1 otherwise.
Q
Q is COMPLEX array, dimension (LDQ,N)
On entry, if JOBQ = 'Q', Q must contain a matrix Q1 (usually
the unitary matrix returned by CGGSVP).
On exit,
if JOBQ = 'I', Q contains the unitary matrix Q;
if JOBQ = 'Q', Q contains the product Q1*Q.
If JOBQ = 'N', Q is not referenced.
LDQ
LDQ is INTEGER
The leading dimension of the array Q. LDQ >= max(1,N) if
JOBQ = 'Q'; LDQ >= 1 otherwise.
WORK
WORK is COMPLEX array, dimension (2*N)
NCYCLE
NCYCLE is INTEGER
The number of cycles required for convergence.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.
= 1: the procedure does not converge after MAXIT cycles.
Internal Parameters:
MAXIT INTEGER
MAXIT specifies the total loops that the iterative procedure
may take. If after MAXIT cycles, the routine fails to
converge, we return INFO = 1.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
CTGSJA essentially uses a variant of Kogbetliantz algorithm to reduce
min(L,M-K)-by-L triangular (or trapezoidal) matrix A23 and L-by-L
matrix B13 to the form:
U1**H *A13*Q1 = C1*R1; V1**H *B13*Q1 = S1*R1,
where U1, V1 and Q1 are unitary matrix.
C1 and S1 are diagonal matrices satisfying
C1**2 + S1**2 = I,
and R1 is an L-by-L nonsingular upper triangular matrix.
subroutine ctgsna (character JOB, character HOWMNY, logical, dimension( * ) SELECT, integer N,
complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB,
complex, dimension( ldvl, * ) VL, integer LDVL, complex, dimension( ldvr, * ) VR, integer
LDVR, real, dimension( * ) S, real, dimension( * ) DIF, integer MM, integer M, complex,
dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer INFO)
CTGSNA
Purpose:
CTGSNA estimates reciprocal condition numbers for specified
eigenvalues and/or eigenvectors of a matrix pair (A, B).
(A, B) must be in generalized Schur canonical form, that is, A and
B are both upper triangular.
Parameters
JOB
JOB is CHARACTER*1
Specifies whether condition numbers are required for
eigenvalues (S) or eigenvectors (DIF):
= 'E': for eigenvalues only (S);
= 'V': for eigenvectors only (DIF);
= 'B': for both eigenvalues and eigenvectors (S and DIF).
HOWMNY
HOWMNY is CHARACTER*1
= 'A': compute condition numbers for all eigenpairs;
= 'S': compute condition numbers for selected eigenpairs
specified by the array SELECT.
SELECT
SELECT is LOGICAL array, dimension (N)
If HOWMNY = 'S', SELECT specifies the eigenpairs for which
condition numbers are required. To select condition numbers
for the corresponding j-th eigenvalue and/or eigenvector,
SELECT(j) must be set to .TRUE..
If HOWMNY = 'A', SELECT is not referenced.
N
N is INTEGER
The order of the square matrix pair (A, B). N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
The upper triangular matrix A in the pair (A,B).
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B
B is COMPLEX array, dimension (LDB,N)
The upper triangular matrix B in the pair (A, B).
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
VL
VL is COMPLEX array, dimension (LDVL,M)
IF JOB = 'E' or 'B', VL must contain left eigenvectors of
(A, B), corresponding to the eigenpairs specified by HOWMNY
and SELECT. The eigenvectors must be stored in consecutive
columns of VL, as returned by CTGEVC.
If JOB = 'V', VL is not referenced.
LDVL
LDVL is INTEGER
The leading dimension of the array VL. LDVL >= 1; and
If JOB = 'E' or 'B', LDVL >= N.
VR
VR is COMPLEX array, dimension (LDVR,M)
IF JOB = 'E' or 'B', VR must contain right eigenvectors of
(A, B), corresponding to the eigenpairs specified by HOWMNY
and SELECT. The eigenvectors must be stored in consecutive
columns of VR, as returned by CTGEVC.
If JOB = 'V', VR is not referenced.
LDVR
LDVR is INTEGER
The leading dimension of the array VR. LDVR >= 1;
If JOB = 'E' or 'B', LDVR >= N.
S
S is REAL array, dimension (MM)
If JOB = 'E' or 'B', the reciprocal condition numbers of the
selected eigenvalues, stored in consecutive elements of the
array.
If JOB = 'V', S is not referenced.
DIF
DIF is REAL array, dimension (MM)
If JOB = 'V' or 'B', the estimated reciprocal condition
numbers of the selected eigenvectors, stored in consecutive
elements of the array.
If the eigenvalues cannot be reordered to compute DIF(j),
DIF(j) is set to 0; this can only occur when the true value
would be very small anyway.
For each eigenvalue/vector specified by SELECT, DIF stores
a Frobenius norm-based estimate of Difl.
If JOB = 'E', DIF is not referenced.
MM
MM is INTEGER
The number of elements in the arrays S and DIF. MM >= M.
M
M is INTEGER
The number of elements of the arrays S and DIF used to store
the specified condition numbers; for each selected eigenvalue
one element is used. If HOWMNY = 'A', M is set to N.
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 >= max(1,N).
If JOB = 'V' or 'B', LWORK >= max(1,2*N*N).
IWORK
IWORK is INTEGER array, dimension (N+2)
If JOB = 'E', IWORK is not referenced.
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.
Further Details:
The reciprocal of the condition number of the i-th generalized
eigenvalue w = (a, b) is defined as
S(I) = (|v**HAu|**2 + |v**HBu|**2)**(1/2) / (norm(u)*norm(v))
where u and v are the right and left eigenvectors of (A, B)
corresponding to w; |z| denotes the absolute value of the complex
number, and norm(u) denotes the 2-norm of the vector u. The pair
(a, b) corresponds to an eigenvalue w = a/b (= v**HAu/v**HBu) of the
matrix pair (A, B). If both a and b equal zero, then (A,B) is
singular and S(I) = -1 is returned.
An approximate error bound on the chordal distance between the i-th
computed generalized eigenvalue w and the corresponding exact
eigenvalue lambda is
chord(w, lambda) <= EPS * norm(A, B) / S(I),
where EPS is the machine precision.
The reciprocal of the condition number of the right eigenvector u
and left eigenvector v corresponding to the generalized eigenvalue w
is defined as follows. Suppose
(A, B) = ( a * ) ( b * ) 1
( 0 A22 ),( 0 B22 ) n-1
1 n-1 1 n-1
Then the reciprocal condition number DIF(I) is
Difl[(a, b), (A22, B22)] = sigma-min( Zl )
where sigma-min(Zl) denotes the smallest singular value of
Zl = [ kron(a, In-1) -kron(1, A22) ]
[ kron(b, In-1) -kron(1, B22) ].
Here In-1 is the identity matrix of size n-1 and X**H is the conjugate
transpose of X. kron(X, Y) is the Kronecker product between the
matrices X and Y.
We approximate the smallest singular value of Zl with an upper
bound. This is done by CLATDF.
An approximate error bound for a computed eigenvector VL(i) or
VR(i) is given by
EPS * norm(A, B) / DIF(i).
See ref. [2-3] for more details and further references.
Contributors:
Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901
87 Umea, Sweden.
References:
[1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
M.S. Moonen et al (eds), Linear Algebra for Large Scale and
Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
[2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
Eigenvalues of a Regular Matrix Pair (A, B) and Condition
Estimation: Theory, Algorithms and Software, Report
UMINF - 94.04, Department of Computing Science, Umea University,
S-901 87 Umea, Sweden, 1994. Also as LAPACK Working Note 87.
To appear in Numerical Algorithms, 1996.
[3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
for Solving the Generalized Sylvester Equation and Estimating the
Separation between Regular Matrix Pairs, Report UMINF - 93.23,
Department of Computing Science, Umea University, S-901 87 Umea,
Sweden, December 1993, Revised April 1994, Also as LAPACK Working
Note 75.
To appear in ACM Trans. on Math. Software, Vol 22, No 1, 1996.
subroutine ctpcon (character NORM, character UPLO, character DIAG, integer N, complex,
dimension( * ) AP, real RCOND, complex, dimension( * ) WORK, real, dimension( * ) RWORK,
integer INFO)
CTPCON
Purpose:
CTPCON estimates the reciprocal of the condition number of a packed
triangular matrix A, in either the 1-norm or the infinity-norm.
The norm of A is computed and an estimate is obtained for
norm(inv(A)), then the reciprocal of the condition number is
computed as
RCOND = 1 / ( norm(A) * norm(inv(A)) ).
Parameters
NORM
NORM is CHARACTER*1
Specifies whether the 1-norm condition number or the
infinity-norm condition number is required:
= '1' or 'O': 1-norm;
= 'I': Infinity-norm.
UPLO
UPLO is CHARACTER*1
= 'U': A is upper triangular;
= 'L': A is lower triangular.
DIAG
DIAG is CHARACTER*1
= 'N': A is non-unit triangular;
= 'U': A is unit triangular.
N
N is INTEGER
The order of the matrix A. N >= 0.
AP
AP is COMPLEX array, dimension (N*(N+1)/2)
The upper or lower triangular matrix A, packed columnwise in
a linear array. The j-th column of A is stored in the array
AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
If DIAG = 'U', the diagonal elements of A are not referenced
and are assumed to be 1.
RCOND
RCOND is REAL
The reciprocal of the condition number of the matrix A,
computed as RCOND = 1/(norm(A) * norm(inv(A))).
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
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ctpmqrt (character SIDE, character TRANS, integer M, integer N, integer K, integer
L, integer NB, complex, dimension( ldv, * ) V, integer LDV, complex, dimension( ldt, * )
T, integer LDT, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * )
B, integer LDB, complex, dimension( * ) WORK, integer INFO)
CTPMQRT
Purpose:
CTPMQRT applies a complex orthogonal matrix Q obtained from a
"triangular-pentagonal" complex block reflector H to a general
complex matrix C, which consists of two blocks A and B.
Parameters
SIDE
SIDE is CHARACTER*1
= 'L': apply Q or Q**H from the Left;
= 'R': apply Q or Q**H from the Right.
TRANS
TRANS is CHARACTER*1
= 'N': No transpose, apply Q;
= 'C': Conjugate transpose, apply Q**H.
M
M is INTEGER
The number of rows of the matrix B. M >= 0.
N
N is INTEGER
The number of columns of the matrix B. N >= 0.
K
K is INTEGER
The number of elementary reflectors whose product defines
the matrix Q.
L
L is INTEGER
The order of the trapezoidal part of V.
K >= L >= 0. See Further Details.
NB
NB is INTEGER
The block size used for the storage of T. K >= NB >= 1.
This must be the same value of NB used to generate T
in CTPQRT.
V
V is COMPLEX array, dimension (LDV,K)
The i-th column must contain the vector which defines the
elementary reflector H(i), for i = 1,2,...,k, as returned by
CTPQRT in B. See Further Details.
LDV
LDV is INTEGER
The leading dimension of the array V.
If SIDE = 'L', LDV >= max(1,M);
if SIDE = 'R', LDV >= max(1,N).
T
T is COMPLEX array, dimension (LDT,K)
The upper triangular factors of the block reflectors
as returned by CTPQRT, stored as a NB-by-K matrix.
LDT
LDT is INTEGER
The leading dimension of the array T. LDT >= NB.
A
A is COMPLEX array, dimension
(LDA,N) if SIDE = 'L' or
(LDA,K) if SIDE = 'R'
On entry, the K-by-N or M-by-K matrix A.
On exit, A is overwritten by the corresponding block of
Q*C or Q**H*C or C*Q or C*Q**H. See Further Details.
LDA
LDA is INTEGER
The leading dimension of the array A.
If SIDE = 'L', LDC >= max(1,K);
If SIDE = 'R', LDC >= max(1,M).
B
B is COMPLEX array, dimension (LDB,N)
On entry, the M-by-N matrix B.
On exit, B is overwritten by the corresponding block of
Q*C or Q**H*C or C*Q or C*Q**H. See Further Details.
LDB
LDB is INTEGER
The leading dimension of the array B.
LDB >= max(1,M).
WORK
WORK is COMPLEX array. The dimension of WORK is
N*NB if SIDE = 'L', or M*NB if SIDE = 'R'.
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.
Further Details:
The columns of the pentagonal matrix V contain the elementary reflectors
H(1), H(2), ..., H(K); V is composed of a rectangular block V1 and a
trapezoidal block V2:
V = [V1]
[V2].
The size of the trapezoidal block V2 is determined by the parameter L,
where 0 <= L <= K; V2 is upper trapezoidal, consisting of the first L
rows of a K-by-K upper triangular matrix. If L=K, V2 is upper triangular;
if L=0, there is no trapezoidal block, hence V = V1 is rectangular.
If SIDE = 'L': C = [A] where A is K-by-N, B is M-by-N and V is M-by-K.
[B]
If SIDE = 'R': C = [A B] where A is M-by-K, B is M-by-N and V is N-by-K.
The complex orthogonal matrix Q is formed from V and T.
If TRANS='N' and SIDE='L', C is on exit replaced with Q * C.
If TRANS='C' and SIDE='L', C is on exit replaced with Q**H * C.
If TRANS='N' and SIDE='R', C is on exit replaced with C * Q.
If TRANS='C' and SIDE='R', C is on exit replaced with C * Q**H.
subroutine ctpqrt (integer M, integer N, integer L, integer NB, complex, dimension( lda, * )
A, integer LDA, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldt, * )
T, integer LDT, complex, dimension( * ) WORK, integer INFO)
CTPQRT
Purpose:
CTPQRT computes a blocked QR factorization of a complex
"triangular-pentagonal" matrix C, which is composed of a
triangular block A and pentagonal block B, using the compact
WY representation for Q.
Parameters
M
M is INTEGER
The number of rows of the matrix B.
M >= 0.
N
N is INTEGER
The number of columns of the matrix B, and the order of the
triangular matrix A.
N >= 0.
L
L is INTEGER
The number of rows of the upper trapezoidal part of B.
MIN(M,N) >= L >= 0. See Further Details.
NB
NB is INTEGER
The block size to be used in the blocked QR. N >= NB >= 1.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the upper triangular N-by-N matrix A.
On exit, the elements on and above the diagonal of the array
contain the upper triangular matrix R.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B
B is COMPLEX array, dimension (LDB,N)
On entry, the pentagonal M-by-N matrix B. The first M-L rows
are rectangular, and the last L rows are upper trapezoidal.
On exit, B contains the pentagonal matrix V. See Further Details.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,M).
T
T is COMPLEX array, dimension (LDT,N)
The upper triangular block reflectors stored in compact form
as a sequence of upper triangular blocks. See Further Details.
LDT
LDT is INTEGER
The leading dimension of the array T. LDT >= NB.
WORK
WORK is COMPLEX array, dimension (NB*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.
Further Details:
The input matrix C is a (N+M)-by-N matrix
C = [ A ]
[ B ]
where A is an upper triangular N-by-N matrix, and B is M-by-N pentagonal
matrix consisting of a (M-L)-by-N rectangular matrix B1 on top of a L-by-N
upper trapezoidal matrix B2:
B = [ B1 ] <- (M-L)-by-N rectangular
[ B2 ] <- L-by-N upper trapezoidal.
The upper trapezoidal matrix B2 consists of the first L rows of a
N-by-N upper triangular matrix, where 0 <= L <= MIN(M,N). If L=0,
B is rectangular M-by-N; if M=L=N, B is upper triangular.
The matrix W stores the elementary reflectors H(i) in the i-th column
below the diagonal (of A) in the (N+M)-by-N input matrix C
C = [ A ] <- upper triangular N-by-N
[ B ] <- M-by-N pentagonal
so that W can be represented as
W = [ I ] <- identity, N-by-N
[ V ] <- M-by-N, same form as B.
Thus, all of information needed for W is contained on exit in B, which
we call V above. Note that V has the same form as B; that is,
V = [ V1 ] <- (M-L)-by-N rectangular
[ V2 ] <- L-by-N upper trapezoidal.
The columns of V represent the vectors which define the H(i)'s.
The number of blocks is B = ceiling(N/NB), where each
block is of order NB except for the last block, which is of order
IB = N - (B-1)*NB. For each of the B blocks, a upper triangular block
reflector factor is computed: T1, T2, ..., TB. The NB-by-NB (and IB-by-IB
for the last block) T's are stored in the NB-by-N matrix T as
T = [T1 T2 ... TB].
subroutine ctpqrt2 (integer M, integer N, integer L, complex, dimension( lda, * ) A, integer
LDA, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldt, * ) T, integer
LDT, integer INFO)
CTPQRT2 computes a QR factorization of a real or complex 'triangular-pentagonal' matrix,
which is composed of a triangular block and a pentagonal block, using the compact WY
representation for Q.
Purpose:
CTPQRT2 computes a QR factorization of a complex "triangular-pentagonal"
matrix C, which is composed of a triangular block A and pentagonal block B,
using the compact WY representation for Q.
Parameters
M
M is INTEGER
The total number of rows of the matrix B.
M >= 0.
N
N is INTEGER
The number of columns of the matrix B, and the order of
the triangular matrix A.
N >= 0.
L
L is INTEGER
The number of rows of the upper trapezoidal part of B.
MIN(M,N) >= L >= 0. See Further Details.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the upper triangular N-by-N matrix A.
On exit, the elements on and above the diagonal of the array
contain the upper triangular matrix R.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B
B is COMPLEX array, dimension (LDB,N)
On entry, the pentagonal M-by-N matrix B. The first M-L rows
are rectangular, and the last L rows are upper trapezoidal.
On exit, B contains the pentagonal matrix V. See Further Details.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,M).
T
T is COMPLEX array, dimension (LDT,N)
The N-by-N upper triangular factor T of the block reflector.
See Further Details.
LDT
LDT is INTEGER
The leading dimension of the array T. LDT >= 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.
Further Details:
The input matrix C is a (N+M)-by-N matrix
C = [ A ]
[ B ]
where A is an upper triangular N-by-N matrix, and B is M-by-N pentagonal
matrix consisting of a (M-L)-by-N rectangular matrix B1 on top of a L-by-N
upper trapezoidal matrix B2:
B = [ B1 ] <- (M-L)-by-N rectangular
[ B2 ] <- L-by-N upper trapezoidal.
The upper trapezoidal matrix B2 consists of the first L rows of a
N-by-N upper triangular matrix, where 0 <= L <= MIN(M,N). If L=0,
B is rectangular M-by-N; if M=L=N, B is upper triangular.
The matrix W stores the elementary reflectors H(i) in the i-th column
below the diagonal (of A) in the (N+M)-by-N input matrix C
C = [ A ] <- upper triangular N-by-N
[ B ] <- M-by-N pentagonal
so that W can be represented as
W = [ I ] <- identity, N-by-N
[ V ] <- M-by-N, same form as B.
Thus, all of information needed for W is contained on exit in B, which
we call V above. Note that V has the same form as B; that is,
V = [ V1 ] <- (M-L)-by-N rectangular
[ V2 ] <- L-by-N upper trapezoidal.
The columns of V represent the vectors which define the H(i)'s.
The (M+N)-by-(M+N) block reflector H is then given by
H = I - W * T * W**H
where W**H is the conjugate transpose of W and T is the upper triangular
factor of the block reflector.
subroutine ctprfs (character UPLO, character TRANS, character DIAG, integer N, integer NRHS,
complex, dimension( * ) AP, 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)
CTPRFS
Purpose:
CTPRFS provides error bounds and backward error estimates for the
solution to a system of linear equations with a triangular packed
coefficient matrix.
The solution matrix X must be computed by CTPTRS or some other
means before entering this routine. CTPRFS does not do iterative
refinement because doing so cannot improve the backward error.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': A is upper triangular;
= 'L': A is lower triangular.
TRANS
TRANS is CHARACTER*1
Specifies the form of the system of equations:
= 'N': A * X = B (No transpose)
= 'T': A**T * X = B (Transpose)
= 'C': A**H * X = B (Conjugate transpose)
DIAG
DIAG is CHARACTER*1
= 'N': A is non-unit triangular;
= 'U': A is unit triangular.
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.
AP
AP is COMPLEX array, dimension (N*(N+1)/2)
The upper or lower triangular matrix A, packed columnwise in
a linear array. The j-th column of A is stored in the array
AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
If DIAG = 'U', the diagonal elements of A are not referenced
and are assumed to be 1.
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)
The 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
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ctptri (character UPLO, character DIAG, integer N, complex, dimension( * ) AP,
integer INFO)
CTPTRI
Purpose:
CTPTRI computes the inverse of a complex upper or lower triangular
matrix A stored in packed format.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': A is upper triangular;
= 'L': A is lower triangular.
DIAG
DIAG is CHARACTER*1
= 'N': A is non-unit triangular;
= 'U': A is unit triangular.
N
N is INTEGER
The order of the matrix A. N >= 0.
AP
AP is COMPLEX array, dimension (N*(N+1)/2)
On entry, the upper or lower triangular matrix A, stored
columnwise in a linear array. The j-th column of A is stored
in the array AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*((2*n-j)/2) = A(i,j) for j<=i<=n.
See below for further details.
On exit, the (triangular) inverse of the original matrix, in
the same packed storage format.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, A(i,i) is exactly zero. The triangular
matrix is singular and its inverse can not be computed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
A triangular matrix A can be transferred to packed storage using one
of the following program segments:
UPLO = 'U': UPLO = 'L':
JC = 1 JC = 1
DO 2 J = 1, N DO 2 J = 1, N
DO 1 I = 1, J DO 1 I = J, N
AP(JC+I-1) = A(I,J) AP(JC+I-J) = A(I,J)
1 CONTINUE 1 CONTINUE
JC = JC + J JC = JC + N - J + 1
2 CONTINUE 2 CONTINUE
subroutine ctptrs (character UPLO, character TRANS, character DIAG, integer N, integer NRHS,
complex, dimension( * ) AP, complex, dimension( ldb, * ) B, integer LDB, integer INFO)
CTPTRS
Purpose:
CTPTRS solves a triangular system of the form
A * X = B, A**T * X = B, or A**H * X = B,
where A is a triangular matrix of order N stored in packed format,
and B is an N-by-NRHS matrix. A check is made to verify that A is
nonsingular.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': A is upper triangular;
= 'L': A is lower triangular.
TRANS
TRANS is CHARACTER*1
Specifies the form of the system of equations:
= 'N': A * X = B (No transpose)
= 'T': A**T * X = B (Transpose)
= 'C': A**H * X = B (Conjugate transpose)
DIAG
DIAG is CHARACTER*1
= 'N': A is non-unit triangular;
= 'U': A is unit triangular.
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.
AP
AP is COMPLEX array, dimension (N*(N+1)/2)
The upper or lower triangular matrix A, packed columnwise in
a linear array. The j-th column of A is stored in the array
AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
B
B is COMPLEX array, dimension (LDB,NRHS)
On entry, the right hand side matrix B.
On exit, if INFO = 0, 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
> 0: if INFO = i, the i-th diagonal element of A is zero,
indicating that the matrix is singular and the
solutions X have not been computed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ctpttf (character TRANSR, character UPLO, integer N, complex, dimension( 0: * ) AP,
complex, dimension( 0: * ) ARF, integer INFO)
CTPTTF copies a triangular matrix from the standard packed format (TP) to the rectangular
full packed format (TF).
Purpose:
CTPTTF copies a triangular matrix A from standard packed format (TP)
to rectangular full packed format (TF).
Parameters
TRANSR
TRANSR is CHARACTER*1
= 'N': ARF in Normal format is wanted;
= 'C': ARF in Conjugate-transpose format is wanted.
UPLO
UPLO is CHARACTER*1
= 'U': A is upper triangular;
= 'L': A is lower triangular.
N
N is INTEGER
The order of the matrix A. N >= 0.
AP
AP is COMPLEX array, dimension ( N*(N+1)/2 ),
On entry, the upper or lower triangular matrix A, packed
columnwise in a linear array. The j-th column of A is stored
in the array AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
ARF
ARF is COMPLEX array, dimension ( N*(N+1)/2 ),
On exit, the upper or lower triangular matrix A stored in
RFP format. For a further discussion see Notes below.
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.
Further Details:
We first consider Standard Packed Format when N is even.
We give an example where N = 6.
AP is Upper AP is Lower
00 01 02 03 04 05 00
11 12 13 14 15 10 11
22 23 24 25 20 21 22
33 34 35 30 31 32 33
44 45 40 41 42 43 44
55 50 51 52 53 54 55
Let TRANSR = 'N'. RFP holds AP as follows:
For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last
three columns of AP upper. The lower triangle A(4:6,0:2) consists of
conjugate-transpose of the first three columns of AP upper.
For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first
three columns of AP lower. The upper triangle A(0:2,0:2) consists of
conjugate-transpose of the last three columns of AP lower.
To denote conjugate we place -- above the element. This covers the
case N even and TRANSR = 'N'.
RFP A RFP A
-- -- --
03 04 05 33 43 53
-- --
13 14 15 00 44 54
--
23 24 25 10 11 55
33 34 35 20 21 22
--
00 44 45 30 31 32
-- --
01 11 55 40 41 42
-- -- --
02 12 22 50 51 52
Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
transpose of RFP A above. One therefore gets:
RFP A RFP A
-- -- -- -- -- -- -- -- -- --
03 13 23 33 00 01 02 33 00 10 20 30 40 50
-- -- -- -- -- -- -- -- -- --
04 14 24 34 44 11 12 43 44 11 21 31 41 51
-- -- -- -- -- -- -- -- -- --
05 15 25 35 45 55 22 53 54 55 22 32 42 52
We next consider Standard Packed Format when N is odd.
We give an example where N = 5.
AP is Upper AP is Lower
00 01 02 03 04 00
11 12 13 14 10 11
22 23 24 20 21 22
33 34 30 31 32 33
44 40 41 42 43 44
Let TRANSR = 'N'. RFP holds AP as follows:
For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last
three columns of AP upper. The lower triangle A(3:4,0:1) consists of
conjugate-transpose of the first two columns of AP upper.
For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first
three columns of AP lower. The upper triangle A(0:1,1:2) consists of
conjugate-transpose of the last two columns of AP lower.
To denote conjugate we place -- above the element. This covers the
case N odd and TRANSR = 'N'.
RFP A RFP A
-- --
02 03 04 00 33 43
--
12 13 14 10 11 44
22 23 24 20 21 22
--
00 33 34 30 31 32
-- --
01 11 44 40 41 42
Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
transpose of RFP A above. One therefore gets:
RFP A RFP A
-- -- -- -- -- -- -- -- --
02 12 22 00 01 00 10 20 30 40 50
-- -- -- -- -- -- -- -- --
03 13 23 33 11 33 11 21 31 41 51
-- -- -- -- -- -- -- -- --
04 14 24 34 44 43 44 22 32 42 52
subroutine ctpttr (character UPLO, integer N, complex, dimension( * ) AP, complex, dimension(
lda, * ) A, integer LDA, integer INFO)
CTPTTR copies a triangular matrix from the standard packed format (TP) to the standard
full format (TR).
Purpose:
CTPTTR copies a triangular matrix A from standard packed format (TP)
to standard full format (TR).
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': A is upper triangular.
= 'L': A is lower triangular.
N
N is INTEGER
The order of the matrix A. N >= 0.
AP
AP is COMPLEX array, dimension ( N*(N+1)/2 ),
On entry, the upper or lower triangular matrix A, packed
columnwise in a linear array. The j-th column of A is stored
in the array AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
A
A is COMPLEX array, dimension ( LDA, N )
On exit, the triangular 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).
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.
subroutine ctrcon (character NORM, character UPLO, character DIAG, integer N, complex,
dimension( lda, * ) A, integer LDA, real RCOND, complex, dimension( * ) WORK, real,
dimension( * ) RWORK, integer INFO)
CTRCON
Purpose:
CTRCON estimates the reciprocal of the condition number of a
triangular matrix A, in either the 1-norm or the infinity-norm.
The norm of A is computed and an estimate is obtained for
norm(inv(A)), then the reciprocal of the condition number is
computed as
RCOND = 1 / ( norm(A) * norm(inv(A)) ).
Parameters
NORM
NORM is CHARACTER*1
Specifies whether the 1-norm condition number or the
infinity-norm condition number is required:
= '1' or 'O': 1-norm;
= 'I': Infinity-norm.
UPLO
UPLO is CHARACTER*1
= 'U': A is upper triangular;
= 'L': A is lower triangular.
DIAG
DIAG is CHARACTER*1
= 'N': A is non-unit triangular;
= 'U': A is unit triangular.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
The triangular matrix A. If UPLO = 'U', the leading N-by-N
upper triangular part of the array A contains the upper
triangular matrix, and the strictly lower triangular part of
A is not referenced. If UPLO = 'L', the leading N-by-N lower
triangular part of the array A contains the lower triangular
matrix, and the strictly upper triangular part of A is not
referenced. If DIAG = 'U', the diagonal elements of A are
also not referenced and are assumed to be 1.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
RCOND
RCOND is REAL
The reciprocal of the condition number of the matrix A,
computed as RCOND = 1/(norm(A) * norm(inv(A))).
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
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ctrevc (character SIDE, character HOWMNY, logical, dimension( * ) SELECT, integer
N, complex, dimension( ldt, * ) T, integer LDT, complex, dimension( ldvl, * ) VL, integer
LDVL, complex, dimension( ldvr, * ) VR, integer LDVR, integer MM, integer M, complex,
dimension( * ) WORK, real, dimension( * ) RWORK, integer INFO)
CTREVC
Purpose:
CTREVC computes some or all of the right and/or left eigenvectors of
a complex upper triangular matrix T.
Matrices of this type are produced by the Schur factorization of
a complex general matrix: A = Q*T*Q**H, as computed by CHSEQR.
The right eigenvector x and the left eigenvector y of T corresponding
to an eigenvalue w are defined by:
T*x = w*x, (y**H)*T = w*(y**H)
where y**H denotes the conjugate transpose of the vector y.
The eigenvalues are not input to this routine, but are read directly
from the diagonal of T.
This routine returns the matrices X and/or Y of right and left
eigenvectors of T, or the products Q*X and/or Q*Y, where Q is an
input matrix. If Q is the unitary factor that reduces a matrix A to
Schur form T, then Q*X and Q*Y are the matrices of right and left
eigenvectors of A.
Parameters
SIDE
SIDE is CHARACTER*1
= 'R': compute right eigenvectors only;
= 'L': compute left eigenvectors only;
= 'B': compute both right and left eigenvectors.
HOWMNY
HOWMNY is CHARACTER*1
= 'A': compute all right and/or left eigenvectors;
= 'B': compute all right and/or left eigenvectors,
backtransformed using the matrices supplied in
VR and/or VL;
= 'S': compute selected right and/or left eigenvectors,
as indicated by the logical array SELECT.
SELECT
SELECT is LOGICAL array, dimension (N)
If HOWMNY = 'S', SELECT specifies the eigenvectors to be
computed.
The eigenvector corresponding to the j-th eigenvalue is
computed if SELECT(j) = .TRUE..
Not referenced if HOWMNY = 'A' or 'B'.
N
N is INTEGER
The order of the matrix T. N >= 0.
T
T is COMPLEX array, dimension (LDT,N)
The upper triangular matrix T. T is modified, but restored
on exit.
LDT
LDT is INTEGER
The leading dimension of the array T. LDT >= max(1,N).
VL
VL is COMPLEX array, dimension (LDVL,MM)
On entry, if SIDE = 'L' or 'B' and HOWMNY = 'B', VL must
contain an N-by-N matrix Q (usually the unitary matrix Q of
Schur vectors returned by CHSEQR).
On exit, if SIDE = 'L' or 'B', VL contains:
if HOWMNY = 'A', the matrix Y of left eigenvectors of T;
if HOWMNY = 'B', the matrix Q*Y;
if HOWMNY = 'S', the left eigenvectors of T specified by
SELECT, stored consecutively in the columns
of VL, in the same order as their
eigenvalues.
Not referenced if SIDE = 'R'.
LDVL
LDVL is INTEGER
The leading dimension of the array VL. LDVL >= 1, and if
SIDE = 'L' or 'B', LDVL >= N.
VR
VR is COMPLEX array, dimension (LDVR,MM)
On entry, if SIDE = 'R' or 'B' and HOWMNY = 'B', VR must
contain an N-by-N matrix Q (usually the unitary matrix Q of
Schur vectors returned by CHSEQR).
On exit, if SIDE = 'R' or 'B', VR contains:
if HOWMNY = 'A', the matrix X of right eigenvectors of T;
if HOWMNY = 'B', the matrix Q*X;
if HOWMNY = 'S', the right eigenvectors of T specified by
SELECT, stored consecutively in the columns
of VR, in the same order as their
eigenvalues.
Not referenced if SIDE = 'L'.
LDVR
LDVR is INTEGER
The leading dimension of the array VR. LDVR >= 1, and if
SIDE = 'R' or 'B'; LDVR >= N.
MM
MM is INTEGER
The number of columns in the arrays VL and/or VR. MM >= M.
M
M is INTEGER
The number of columns in the arrays VL and/or VR actually
used to store the eigenvectors. If HOWMNY = 'A' or 'B', M
is set to N. Each selected eigenvector occupies one
column.
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
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
The algorithm used in this program is basically backward (forward)
substitution, with scaling to make the the code robust against
possible overflow.
Each eigenvector is normalized so that the element of largest
magnitude has magnitude 1; here the magnitude of a complex number
(x,y) is taken to be |x| + |y|.
subroutine ctrevc3 (character SIDE, character HOWMNY, logical, dimension( * ) SELECT, integer
N, complex, dimension( ldt, * ) T, integer LDT, complex, dimension( ldvl, * ) VL, integer
LDVL, complex, dimension( ldvr, * ) VR, integer LDVR, integer MM, integer M, complex,
dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, integer LRWORK, integer
INFO)
CTREVC3
Purpose:
CTREVC3 computes some or all of the right and/or left eigenvectors of
a complex upper triangular matrix T.
Matrices of this type are produced by the Schur factorization of
a complex general matrix: A = Q*T*Q**H, as computed by CHSEQR.
The right eigenvector x and the left eigenvector y of T corresponding
to an eigenvalue w are defined by:
T*x = w*x, (y**H)*T = w*(y**H)
where y**H denotes the conjugate transpose of the vector y.
The eigenvalues are not input to this routine, but are read directly
from the diagonal of T.
This routine returns the matrices X and/or Y of right and left
eigenvectors of T, or the products Q*X and/or Q*Y, where Q is an
input matrix. If Q is the unitary factor that reduces a matrix A to
Schur form T, then Q*X and Q*Y are the matrices of right and left
eigenvectors of A.
This uses a Level 3 BLAS version of the back transformation.
Parameters
SIDE
SIDE is CHARACTER*1
= 'R': compute right eigenvectors only;
= 'L': compute left eigenvectors only;
= 'B': compute both right and left eigenvectors.
HOWMNY
HOWMNY is CHARACTER*1
= 'A': compute all right and/or left eigenvectors;
= 'B': compute all right and/or left eigenvectors,
backtransformed using the matrices supplied in
VR and/or VL;
= 'S': compute selected right and/or left eigenvectors,
as indicated by the logical array SELECT.
SELECT
SELECT is LOGICAL array, dimension (N)
If HOWMNY = 'S', SELECT specifies the eigenvectors to be
computed.
The eigenvector corresponding to the j-th eigenvalue is
computed if SELECT(j) = .TRUE..
Not referenced if HOWMNY = 'A' or 'B'.
N
N is INTEGER
The order of the matrix T. N >= 0.
T
T is COMPLEX array, dimension (LDT,N)
The upper triangular matrix T. T is modified, but restored
on exit.
LDT
LDT is INTEGER
The leading dimension of the array T. LDT >= max(1,N).
VL
VL is COMPLEX array, dimension (LDVL,MM)
On entry, if SIDE = 'L' or 'B' and HOWMNY = 'B', VL must
contain an N-by-N matrix Q (usually the unitary matrix Q of
Schur vectors returned by CHSEQR).
On exit, if SIDE = 'L' or 'B', VL contains:
if HOWMNY = 'A', the matrix Y of left eigenvectors of T;
if HOWMNY = 'B', the matrix Q*Y;
if HOWMNY = 'S', the left eigenvectors of T specified by
SELECT, stored consecutively in the columns
of VL, in the same order as their
eigenvalues.
Not referenced if SIDE = 'R'.
LDVL
LDVL is INTEGER
The leading dimension of the array VL.
LDVL >= 1, and if SIDE = 'L' or 'B', LDVL >= N.
VR
VR is COMPLEX array, dimension (LDVR,MM)
On entry, if SIDE = 'R' or 'B' and HOWMNY = 'B', VR must
contain an N-by-N matrix Q (usually the unitary matrix Q of
Schur vectors returned by CHSEQR).
On exit, if SIDE = 'R' or 'B', VR contains:
if HOWMNY = 'A', the matrix X of right eigenvectors of T;
if HOWMNY = 'B', the matrix Q*X;
if HOWMNY = 'S', the right eigenvectors of T specified by
SELECT, stored consecutively in the columns
of VR, in the same order as their
eigenvalues.
Not referenced if SIDE = 'L'.
LDVR
LDVR is INTEGER
The leading dimension of the array VR.
LDVR >= 1, and if SIDE = 'R' or 'B', LDVR >= N.
MM
MM is INTEGER
The number of columns in the arrays VL and/or VR. MM >= M.
M
M is INTEGER
The number of columns in the arrays VL and/or VR actually
used to store the eigenvectors.
If HOWMNY = 'A' or 'B', M is set to N.
Each selected eigenvector occupies one column.
WORK
WORK is COMPLEX array, dimension (MAX(1,LWORK))
LWORK
LWORK is INTEGER
The dimension of array WORK. LWORK >= max(1,2*N).
For optimum performance, LWORK >= N + 2*N*NB, where NB is
the optimal blocksize.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
RWORK
RWORK is REAL array, dimension (LRWORK)
LRWORK
LRWORK is INTEGER
The dimension of array RWORK. LRWORK >= max(1,N).
If LRWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the RWORK array, returns
this value as the first entry of the RWORK array, and no error
message related to LRWORK 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.
Further Details:
The algorithm used in this program is basically backward (forward)
substitution, with scaling to make the the code robust against
possible overflow.
Each eigenvector is normalized so that the element of largest
magnitude has magnitude 1; here the magnitude of a complex number
(x,y) is taken to be |x| + |y|.
subroutine ctrexc (character COMPQ, integer N, complex, dimension( ldt, * ) T, integer LDT,
complex, dimension( ldq, * ) Q, integer LDQ, integer IFST, integer ILST, integer INFO)
CTREXC
Purpose:
CTREXC reorders the Schur factorization of a complex matrix
A = Q*T*Q**H, so that the diagonal element of T with row index IFST
is moved to row ILST.
The Schur form T is reordered by a unitary similarity transformation
Z**H*T*Z, and optionally the matrix Q of Schur vectors is updated by
postmultplying it with Z.
Parameters
COMPQ
COMPQ is CHARACTER*1
= 'V': update the matrix Q of Schur vectors;
= 'N': do not update Q.
N
N is INTEGER
The order of the matrix T. N >= 0.
If N == 0 arguments ILST and IFST may be any value.
T
T is COMPLEX array, dimension (LDT,N)
On entry, the upper triangular matrix T.
On exit, the reordered upper triangular matrix.
LDT
LDT is INTEGER
The leading dimension of the array T. LDT >= max(1,N).
Q
Q is COMPLEX array, dimension (LDQ,N)
On entry, if COMPQ = 'V', the matrix Q of Schur vectors.
On exit, if COMPQ = 'V', Q has been postmultiplied by the
unitary transformation matrix Z which reorders T.
If COMPQ = 'N', Q is not referenced.
LDQ
LDQ is INTEGER
The leading dimension of the array Q. LDQ >= 1, and if
COMPQ = 'V', LDQ >= max(1,N).
IFST
IFST is INTEGER
ILST
ILST is INTEGER
Specify the reordering of the diagonal elements of T:
The element with row index IFST is moved to row ILST by a
sequence of transpositions between adjacent elements.
1 <= IFST <= N; 1 <= ILST <= 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.
subroutine ctrrfs (character UPLO, character TRANS, character DIAG, integer N, integer NRHS,
complex, dimension( lda, * ) A, integer LDA, 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)
CTRRFS
Purpose:
CTRRFS provides error bounds and backward error estimates for the
solution to a system of linear equations with a triangular
coefficient matrix.
The solution matrix X must be computed by CTRTRS or some other
means before entering this routine. CTRRFS does not do iterative
refinement because doing so cannot improve the backward error.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': A is upper triangular;
= 'L': A is lower triangular.
TRANS
TRANS is CHARACTER*1
Specifies the form of the system of equations:
= 'N': A * X = B (No transpose)
= 'T': A**T * X = B (Transpose)
= 'C': A**H * X = B (Conjugate transpose)
DIAG
DIAG is CHARACTER*1
= 'N': A is non-unit triangular;
= 'U': A is unit triangular.
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 triangular matrix A. If UPLO = 'U', the leading N-by-N
upper triangular part of the array A contains the upper
triangular matrix, and the strictly lower triangular part of
A is not referenced. If UPLO = 'L', the leading N-by-N lower
triangular part of the array A contains the lower triangular
matrix, and the strictly upper triangular part of A is not
referenced. If DIAG = 'U', the diagonal elements of A are
also not referenced and are assumed to be 1.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
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)
The 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
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ctrsen (character JOB, character COMPQ, logical, dimension( * ) SELECT, integer N,
complex, dimension( ldt, * ) T, integer LDT, complex, dimension( ldq, * ) Q, integer LDQ,
complex, dimension( * ) W, integer M, real S, real SEP, complex, dimension( * ) WORK,
integer LWORK, integer INFO)
CTRSEN
Purpose:
CTRSEN reorders the Schur factorization of a complex matrix
A = Q*T*Q**H, so that a selected cluster of eigenvalues appears in
the leading positions on the diagonal of the upper triangular matrix
T, and the leading columns of Q form an orthonormal basis of the
corresponding right invariant subspace.
Optionally the routine computes the reciprocal condition numbers of
the cluster of eigenvalues and/or the invariant subspace.
Parameters
JOB
JOB is CHARACTER*1
Specifies whether condition numbers are required for the
cluster of eigenvalues (S) or the invariant subspace (SEP):
= 'N': none;
= 'E': for eigenvalues only (S);
= 'V': for invariant subspace only (SEP);
= 'B': for both eigenvalues and invariant subspace (S and
SEP).
COMPQ
COMPQ is CHARACTER*1
= 'V': update the matrix Q of Schur vectors;
= 'N': do not update Q.
SELECT
SELECT is LOGICAL array, dimension (N)
SELECT specifies the eigenvalues in the selected cluster. To
select the j-th eigenvalue, SELECT(j) must be set to .TRUE..
N
N is INTEGER
The order of the matrix T. N >= 0.
T
T is COMPLEX array, dimension (LDT,N)
On entry, the upper triangular matrix T.
On exit, T is overwritten by the reordered matrix T, with the
selected eigenvalues as the leading diagonal elements.
LDT
LDT is INTEGER
The leading dimension of the array T. LDT >= max(1,N).
Q
Q is COMPLEX array, dimension (LDQ,N)
On entry, if COMPQ = 'V', the matrix Q of Schur vectors.
On exit, if COMPQ = 'V', Q has been postmultiplied by the
unitary transformation matrix which reorders T; the leading M
columns of Q form an orthonormal basis for the specified
invariant subspace.
If COMPQ = 'N', Q is not referenced.
LDQ
LDQ is INTEGER
The leading dimension of the array Q.
LDQ >= 1; and if COMPQ = 'V', LDQ >= N.
W
W is COMPLEX array, dimension (N)
The reordered eigenvalues of T, in the same order as they
appear on the diagonal of T.
M
M is INTEGER
The dimension of the specified invariant subspace.
0 <= M <= N.
S
S is REAL
If JOB = 'E' or 'B', S is a lower bound on the reciprocal
condition number for the selected cluster of eigenvalues.
S cannot underestimate the true reciprocal condition number
by more than a factor of sqrt(N). If M = 0 or N, S = 1.
If JOB = 'N' or 'V', S is not referenced.
SEP
SEP is REAL
If JOB = 'V' or 'B', SEP is the estimated reciprocal
condition number of the specified invariant subspace. If
M = 0 or N, SEP = norm(T).
If JOB = 'N' or 'E', SEP is not referenced.
WORK
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.
If JOB = 'N', LWORK >= 1;
if JOB = 'E', LWORK = max(1,M*(N-M));
if JOB = 'V' or 'B', LWORK >= max(1,2*M*(N-M)).
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
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.
Further Details:
CTRSEN first collects the selected eigenvalues by computing a unitary
transformation Z to move them to the top left corner of T. In other
words, the selected eigenvalues are the eigenvalues of T11 in:
Z**H * T * Z = ( T11 T12 ) n1
( 0 T22 ) n2
n1 n2
where N = n1+n2. The first
n1 columns of Z span the specified invariant subspace of T.
If T has been obtained from the Schur factorization of a matrix
A = Q*T*Q**H, then the reordered Schur factorization of A is given by
A = (Q*Z)*(Z**H*T*Z)*(Q*Z)**H, and the first n1 columns of Q*Z span the
corresponding invariant subspace of A.
The reciprocal condition number of the average of the eigenvalues of
T11 may be returned in S. S lies between 0 (very badly conditioned)
and 1 (very well conditioned). It is computed as follows. First we
compute R so that
P = ( I R ) n1
( 0 0 ) n2
n1 n2
is the projector on the invariant subspace associated with T11.
R is the solution of the Sylvester equation:
T11*R - R*T22 = T12.
Let F-norm(M) denote the Frobenius-norm of M and 2-norm(M) denote
the two-norm of M. Then S is computed as the lower bound
(1 + F-norm(R)**2)**(-1/2)
on the reciprocal of 2-norm(P), the true reciprocal condition number.
S cannot underestimate 1 / 2-norm(P) by more than a factor of
sqrt(N).
An approximate error bound for the computed average of the
eigenvalues of T11 is
EPS * norm(T) / S
where EPS is the machine precision.
The reciprocal condition number of the right invariant subspace
spanned by the first n1 columns of Z (or of Q*Z) is returned in SEP.
SEP is defined as the separation of T11 and T22:
sep( T11, T22 ) = sigma-min( C )
where sigma-min(C) is the smallest singular value of the
n1*n2-by-n1*n2 matrix
C = kprod( I(n2), T11 ) - kprod( transpose(T22), I(n1) )
I(m) is an m by m identity matrix, and kprod denotes the Kronecker
product. We estimate sigma-min(C) by the reciprocal of an estimate of
the 1-norm of inverse(C). The true reciprocal 1-norm of inverse(C)
cannot differ from sigma-min(C) by more than a factor of sqrt(n1*n2).
When SEP is small, small changes in T can cause large changes in
the invariant subspace. An approximate bound on the maximum angular
error in the computed right invariant subspace is
EPS * norm(T) / SEP
subroutine ctrsna (character JOB, character HOWMNY, logical, dimension( * ) SELECT, integer N,
complex, dimension( ldt, * ) T, integer LDT, complex, dimension( ldvl, * ) VL, integer
LDVL, complex, dimension( ldvr, * ) VR, integer LDVR, real, dimension( * ) S, real,
dimension( * ) SEP, integer MM, integer M, complex, dimension( ldwork, * ) WORK, integer
LDWORK, real, dimension( * ) RWORK, integer INFO)
CTRSNA
Purpose:
CTRSNA estimates reciprocal condition numbers for specified
eigenvalues and/or right eigenvectors of a complex upper triangular
matrix T (or of any matrix Q*T*Q**H with Q unitary).
Parameters
JOB
JOB is CHARACTER*1
Specifies whether condition numbers are required for
eigenvalues (S) or eigenvectors (SEP):
= 'E': for eigenvalues only (S);
= 'V': for eigenvectors only (SEP);
= 'B': for both eigenvalues and eigenvectors (S and SEP).
HOWMNY
HOWMNY is CHARACTER*1
= 'A': compute condition numbers for all eigenpairs;
= 'S': compute condition numbers for selected eigenpairs
specified by the array SELECT.
SELECT
SELECT is LOGICAL array, dimension (N)
If HOWMNY = 'S', SELECT specifies the eigenpairs for which
condition numbers are required. To select condition numbers
for the j-th eigenpair, SELECT(j) must be set to .TRUE..
If HOWMNY = 'A', SELECT is not referenced.
N
N is INTEGER
The order of the matrix T. N >= 0.
T
T is COMPLEX array, dimension (LDT,N)
The upper triangular matrix T.
LDT
LDT is INTEGER
The leading dimension of the array T. LDT >= max(1,N).
VL
VL is COMPLEX array, dimension (LDVL,M)
If JOB = 'E' or 'B', VL must contain left eigenvectors of T
(or of any Q*T*Q**H with Q unitary), corresponding to the
eigenpairs specified by HOWMNY and SELECT. The eigenvectors
must be stored in consecutive columns of VL, as returned by
CHSEIN or CTREVC.
If JOB = 'V', VL is not referenced.
LDVL
LDVL is INTEGER
The leading dimension of the array VL.
LDVL >= 1; and if JOB = 'E' or 'B', LDVL >= N.
VR
VR is COMPLEX array, dimension (LDVR,M)
If JOB = 'E' or 'B', VR must contain right eigenvectors of T
(or of any Q*T*Q**H with Q unitary), corresponding to the
eigenpairs specified by HOWMNY and SELECT. The eigenvectors
must be stored in consecutive columns of VR, as returned by
CHSEIN or CTREVC.
If JOB = 'V', VR is not referenced.
LDVR
LDVR is INTEGER
The leading dimension of the array VR.
LDVR >= 1; and if JOB = 'E' or 'B', LDVR >= N.
S
S is REAL array, dimension (MM)
If JOB = 'E' or 'B', the reciprocal condition numbers of the
selected eigenvalues, stored in consecutive elements of the
array. Thus S(j), SEP(j), and the j-th columns of VL and VR
all correspond to the same eigenpair (but not in general the
j-th eigenpair, unless all eigenpairs are selected).
If JOB = 'V', S is not referenced.
SEP
SEP is REAL array, dimension (MM)
If JOB = 'V' or 'B', the estimated reciprocal condition
numbers of the selected eigenvectors, stored in consecutive
elements of the array.
If JOB = 'E', SEP is not referenced.
MM
MM is INTEGER
The number of elements in the arrays S (if JOB = 'E' or 'B')
and/or SEP (if JOB = 'V' or 'B'). MM >= M.
M
M is INTEGER
The number of elements of the arrays S and/or SEP actually
used to store the estimated condition numbers.
If HOWMNY = 'A', M is set to N.
WORK
WORK is COMPLEX array, dimension (LDWORK,N+6)
If JOB = 'E', WORK is not referenced.
LDWORK
LDWORK is INTEGER
The leading dimension of the array WORK.
LDWORK >= 1; and if JOB = 'V' or 'B', LDWORK >= N.
RWORK
RWORK is REAL array, dimension (N)
If JOB = 'E', RWORK is not referenced.
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.
Further Details:
The reciprocal of the condition number of an eigenvalue lambda is
defined as
S(lambda) = |v**H*u| / (norm(u)*norm(v))
where u and v are the right and left eigenvectors of T corresponding
to lambda; v**H denotes the conjugate transpose of v, and norm(u)
denotes the Euclidean norm. These reciprocal condition numbers always
lie between zero (very badly conditioned) and one (very well
conditioned). If n = 1, S(lambda) is defined to be 1.
An approximate error bound for a computed eigenvalue W(i) is given by
EPS * norm(T) / S(i)
where EPS is the machine precision.
The reciprocal of the condition number of the right eigenvector u
corresponding to lambda is defined as follows. Suppose
T = ( lambda c )
( 0 T22 )
Then the reciprocal condition number is
SEP( lambda, T22 ) = sigma-min( T22 - lambda*I )
where sigma-min denotes the smallest singular value. We approximate
the smallest singular value by the reciprocal of an estimate of the
one-norm of the inverse of T22 - lambda*I. If n = 1, SEP(1) is
defined to be abs(T(1,1)).
An approximate error bound for a computed right eigenvector VR(i)
is given by
EPS * norm(T) / SEP(i)
subroutine ctrti2 (character UPLO, character DIAG, integer N, complex, dimension( lda, * ) A,
integer LDA, integer INFO)
CTRTI2 computes the inverse of a triangular matrix (unblocked algorithm).
Purpose:
CTRTI2 computes the inverse of a complex upper or lower triangular
matrix.
This is the Level 2 BLAS version of the algorithm.
Parameters
UPLO
UPLO is CHARACTER*1
Specifies whether the matrix A is upper or lower triangular.
= 'U': Upper triangular
= 'L': Lower triangular
DIAG
DIAG is CHARACTER*1
Specifies whether or not the matrix A is unit triangular.
= 'N': Non-unit triangular
= 'U': Unit triangular
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the triangular matrix A. If UPLO = 'U', the
leading n by n upper triangular part of the array A contains
the upper triangular matrix, and the strictly lower
triangular part of A is not referenced. If UPLO = 'L', the
leading n by n lower triangular part of the array A contains
the lower triangular matrix, and the strictly upper
triangular part of A is not referenced. If DIAG = 'U', the
diagonal elements of A are also not referenced and are
assumed to be 1.
On exit, the (triangular) inverse of the original matrix, in
the same storage format.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -k, the k-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ctrtri (character UPLO, character DIAG, integer N, complex, dimension( lda, * ) A,
integer LDA, integer INFO)
CTRTRI
Purpose:
CTRTRI computes the inverse of a complex upper or lower triangular
matrix A.
This is the Level 3 BLAS version of the algorithm.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': A is upper triangular;
= 'L': A is lower triangular.
DIAG
DIAG is CHARACTER*1
= 'N': A is non-unit triangular;
= 'U': A is unit triangular.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the triangular matrix A. If UPLO = 'U', the
leading N-by-N upper triangular part of the array A contains
the upper triangular matrix, and the strictly lower
triangular part of A is not referenced. If UPLO = 'L', the
leading N-by-N lower triangular part of the array A contains
the lower triangular matrix, and the strictly upper
triangular part of A is not referenced. If DIAG = 'U', the
diagonal elements of A are also not referenced and are
assumed to be 1.
On exit, the (triangular) inverse of the original matrix, in
the same storage format.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, A(i,i) is exactly zero. The triangular
matrix is singular and its inverse can not be computed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ctrtrs (character UPLO, character TRANS, character DIAG, integer N, integer NRHS,
complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB,
integer INFO)
CTRTRS
Purpose:
CTRTRS solves a triangular system of the form
A * X = B, A**T * X = B, or A**H * X = B,
where A is a triangular matrix of order N, and B is an N-by-NRHS
matrix. A check is made to verify that A is nonsingular.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': A is upper triangular;
= 'L': A is lower triangular.
TRANS
TRANS is CHARACTER*1
Specifies the form of the system of equations:
= 'N': A * X = B (No transpose)
= 'T': A**T * X = B (Transpose)
= 'C': A**H * X = B (Conjugate transpose)
DIAG
DIAG is CHARACTER*1
= 'N': A is non-unit triangular;
= 'U': A is unit triangular.
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 triangular matrix A. If UPLO = 'U', the leading N-by-N
upper triangular part of the array A contains the upper
triangular matrix, and the strictly lower triangular part of
A is not referenced. If UPLO = 'L', the leading N-by-N lower
triangular part of the array A contains the lower triangular
matrix, and the strictly upper triangular part of A is not
referenced. If DIAG = 'U', the diagonal elements of A are
also not referenced and are assumed to be 1.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B
B is COMPLEX array, dimension (LDB,NRHS)
On entry, the right hand side matrix B.
On exit, if INFO = 0, 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
> 0: if INFO = i, the i-th diagonal element of A is zero,
indicating that the matrix is singular and the solutions
X have not been computed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ctrttf (character TRANSR, character UPLO, integer N, complex, dimension( 0: lda-1,
0: * ) A, integer LDA, complex, dimension( 0: * ) ARF, integer INFO)
CTRTTF copies a triangular matrix from the standard full format (TR) to the rectangular
full packed format (TF).
Purpose:
CTRTTF copies a triangular matrix A from standard full format (TR)
to rectangular full packed format (TF) .
Parameters
TRANSR
TRANSR is CHARACTER*1
= 'N': ARF in Normal mode is wanted;
= 'C': ARF in Conjugate Transpose mode is wanted;
UPLO
UPLO is CHARACTER*1
= 'U': A is upper triangular;
= 'L': A is 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 triangular matrix A. If UPLO = 'U', the
leading N-by-N upper triangular part of the array A contains
the upper triangular matrix, and the strictly lower
triangular part of A is not referenced. If UPLO = 'L', the
leading N-by-N lower triangular part of the array A contains
the lower triangular matrix, and the strictly upper
triangular part of A is not referenced.
LDA
LDA is INTEGER
The leading dimension of the matrix A. LDA >= max(1,N).
ARF
ARF is COMPLEX array, dimension ( N*(N+1)/2 ),
On exit, the upper or lower triangular matrix A stored in
RFP format. For a further discussion see Notes below.
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.
Further Details:
We first consider Standard Packed Format when N is even.
We give an example where N = 6.
AP is Upper AP is Lower
00 01 02 03 04 05 00
11 12 13 14 15 10 11
22 23 24 25 20 21 22
33 34 35 30 31 32 33
44 45 40 41 42 43 44
55 50 51 52 53 54 55
Let TRANSR = 'N'. RFP holds AP as follows:
For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last
three columns of AP upper. The lower triangle A(4:6,0:2) consists of
conjugate-transpose of the first three columns of AP upper.
For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first
three columns of AP lower. The upper triangle A(0:2,0:2) consists of
conjugate-transpose of the last three columns of AP lower.
To denote conjugate we place -- above the element. This covers the
case N even and TRANSR = 'N'.
RFP A RFP A
-- -- --
03 04 05 33 43 53
-- --
13 14 15 00 44 54
--
23 24 25 10 11 55
33 34 35 20 21 22
--
00 44 45 30 31 32
-- --
01 11 55 40 41 42
-- -- --
02 12 22 50 51 52
Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
transpose of RFP A above. One therefore gets:
RFP A RFP A
-- -- -- -- -- -- -- -- -- --
03 13 23 33 00 01 02 33 00 10 20 30 40 50
-- -- -- -- -- -- -- -- -- --
04 14 24 34 44 11 12 43 44 11 21 31 41 51
-- -- -- -- -- -- -- -- -- --
05 15 25 35 45 55 22 53 54 55 22 32 42 52
We next consider Standard Packed Format when N is odd.
We give an example where N = 5.
AP is Upper AP is Lower
00 01 02 03 04 00
11 12 13 14 10 11
22 23 24 20 21 22
33 34 30 31 32 33
44 40 41 42 43 44
Let TRANSR = 'N'. RFP holds AP as follows:
For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last
three columns of AP upper. The lower triangle A(3:4,0:1) consists of
conjugate-transpose of the first two columns of AP upper.
For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first
three columns of AP lower. The upper triangle A(0:1,1:2) consists of
conjugate-transpose of the last two columns of AP lower.
To denote conjugate we place -- above the element. This covers the
case N odd and TRANSR = 'N'.
RFP A RFP A
-- --
02 03 04 00 33 43
--
12 13 14 10 11 44
22 23 24 20 21 22
--
00 33 34 30 31 32
-- --
01 11 44 40 41 42
Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
transpose of RFP A above. One therefore gets:
RFP A RFP A
-- -- -- -- -- -- -- -- --
02 12 22 00 01 00 10 20 30 40 50
-- -- -- -- -- -- -- -- --
03 13 23 33 11 33 11 21 31 41 51
-- -- -- -- -- -- -- -- --
04 14 24 34 44 43 44 22 32 42 52
subroutine ctrttp (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA,
complex, dimension( * ) AP, integer INFO)
CTRTTP copies a triangular matrix from the standard full format (TR) to the standard
packed format (TP).
Purpose:
CTRTTP copies a triangular matrix A from full format (TR) to standard
packed format (TP).
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': A is upper triangular;
= 'L': A is lower triangular.
N
N is INTEGER
The order of the matrices AP and A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the triangular 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).
AP
AP is COMPLEX array, dimension ( N*(N+1)/2 ),
On exit, the upper or lower triangular matrix A, packed
columnwise in a linear array. The j-th column of A is stored
in the array AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
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.
subroutine ctzrzf (integer M, integer N, complex, dimension( lda, * ) A, integer LDA, complex,
dimension( * ) TAU, complex, dimension( * ) WORK, integer LWORK, integer INFO)
CTZRZF
Purpose:
CTZRZF reduces the M-by-N ( M<=N ) complex upper trapezoidal matrix A
to upper triangular form by means of unitary transformations.
The upper trapezoidal matrix A is factored as
A = ( R 0 ) * Z,
where Z is an N-by-N unitary matrix and R is an M-by-M upper
triangular matrix.
Parameters
M
M is INTEGER
The number of rows of the matrix A. M >= 0.
N
N is INTEGER
The number of columns of the matrix A. N >= M.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the leading M-by-N upper trapezoidal part of the
array A must contain the matrix to be factorized.
On exit, the leading M-by-M upper triangular part of A
contains the upper triangular matrix R, and elements M+1 to
N of the first M rows of A, with the array TAU, represent the
unitary matrix Z as a product of M elementary reflectors.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,M).
TAU
TAU is COMPLEX array, dimension (M)
The scalar factors of the elementary reflectors.
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 >= max(1,M).
For optimum performance LWORK >= M*NB, where NB is
the optimal blocksize.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO
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.
Contributors:
A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
Further Details:
The N-by-N matrix Z can be computed by
Z = Z(1)*Z(2)* ... *Z(M)
where each N-by-N Z(k) is given by
Z(k) = I - tau(k)*v(k)*v(k)**H
with v(k) is the kth row vector of the M-by-N matrix
V = ( I A(:,M+1:N) )
I is the M-by-M identity matrix, A(:,M+1:N)
is the output stored in A on exit from CTZRZF,
and tau(k) is the kth element of the array TAU.
subroutine cunbdb (character TRANS, character SIGNS, integer M, integer P, integer Q, complex,
dimension( ldx11, * ) X11, integer LDX11, complex, dimension( ldx12, * ) X12, integer
LDX12, complex, dimension( ldx21, * ) X21, integer LDX21, complex, dimension( ldx22, * )
X22, integer LDX22, real, dimension( * ) THETA, real, dimension( * ) PHI, complex,
dimension( * ) TAUP1, complex, dimension( * ) TAUP2, complex, dimension( * ) TAUQ1,
complex, dimension( * ) TAUQ2, complex, dimension( * ) WORK, integer LWORK, integer INFO)
CUNBDB
Purpose:
CUNBDB simultaneously bidiagonalizes the blocks of an M-by-M
partitioned unitary matrix X:
[ B11 | B12 0 0 ]
[ X11 | X12 ] [ P1 | ] [ 0 | 0 -I 0 ] [ Q1 | ]**H
X = [-----------] = [---------] [----------------] [---------] .
[ X21 | X22 ] [ | P2 ] [ B21 | B22 0 0 ] [ | Q2 ]
[ 0 | 0 0 I ]
X11 is P-by-Q. Q must be no larger than P, M-P, or M-Q. (If this is
not the case, then X must be transposed and/or permuted. This can be
done in constant time using the TRANS and SIGNS options. See CUNCSD
for details.)
The unitary matrices P1, P2, Q1, and Q2 are P-by-P, (M-P)-by-
(M-P), Q-by-Q, and (M-Q)-by-(M-Q), respectively. They are
represented implicitly by Householder vectors.
B11, B12, B21, and B22 are Q-by-Q bidiagonal matrices represented
implicitly by angles THETA, PHI.
Parameters
TRANS
TRANS is CHARACTER
= 'T': X, U1, U2, V1T, and V2T are stored in row-major
order;
otherwise: X, U1, U2, V1T, and V2T are stored in column-
major order.
SIGNS
SIGNS is CHARACTER
= 'O': The lower-left block is made nonpositive (the
"other" convention);
otherwise: The upper-right block is made nonpositive (the
"default" convention).
M
M is INTEGER
The number of rows and columns in X.
P
P is INTEGER
The number of rows in X11 and X12. 0 <= P <= M.
Q
Q is INTEGER
The number of columns in X11 and X21. 0 <= Q <=
MIN(P,M-P,M-Q).
X11
X11 is COMPLEX array, dimension (LDX11,Q)
On entry, the top-left block of the unitary matrix to be
reduced. On exit, the form depends on TRANS:
If TRANS = 'N', then
the columns of tril(X11) specify reflectors for P1,
the rows of triu(X11,1) specify reflectors for Q1;
else TRANS = 'T', and
the rows of triu(X11) specify reflectors for P1,
the columns of tril(X11,-1) specify reflectors for Q1.
LDX11
LDX11 is INTEGER
The leading dimension of X11. If TRANS = 'N', then LDX11 >=
P; else LDX11 >= Q.
X12
X12 is COMPLEX array, dimension (LDX12,M-Q)
On entry, the top-right block of the unitary matrix to
be reduced. On exit, the form depends on TRANS:
If TRANS = 'N', then
the rows of triu(X12) specify the first P reflectors for
Q2;
else TRANS = 'T', and
the columns of tril(X12) specify the first P reflectors
for Q2.
LDX12
LDX12 is INTEGER
The leading dimension of X12. If TRANS = 'N', then LDX12 >=
P; else LDX11 >= M-Q.
X21
X21 is COMPLEX array, dimension (LDX21,Q)
On entry, the bottom-left block of the unitary matrix to
be reduced. On exit, the form depends on TRANS:
If TRANS = 'N', then
the columns of tril(X21) specify reflectors for P2;
else TRANS = 'T', and
the rows of triu(X21) specify reflectors for P2.
LDX21
LDX21 is INTEGER
The leading dimension of X21. If TRANS = 'N', then LDX21 >=
M-P; else LDX21 >= Q.
X22
X22 is COMPLEX array, dimension (LDX22,M-Q)
On entry, the bottom-right block of the unitary matrix to
be reduced. On exit, the form depends on TRANS:
If TRANS = 'N', then
the rows of triu(X22(Q+1:M-P,P+1:M-Q)) specify the last
M-P-Q reflectors for Q2,
else TRANS = 'T', and
the columns of tril(X22(P+1:M-Q,Q+1:M-P)) specify the last
M-P-Q reflectors for P2.
LDX22
LDX22 is INTEGER
The leading dimension of X22. If TRANS = 'N', then LDX22 >=
M-P; else LDX22 >= M-Q.
THETA
THETA is REAL array, dimension (Q)
The entries of the bidiagonal blocks B11, B12, B21, B22 can
be computed from the angles THETA and PHI. See Further
Details.
PHI
PHI is REAL array, dimension (Q-1)
The entries of the bidiagonal blocks B11, B12, B21, B22 can
be computed from the angles THETA and PHI. See Further
Details.
TAUP1
TAUP1 is COMPLEX array, dimension (P)
The scalar factors of the elementary reflectors that define
P1.
TAUP2
TAUP2 is COMPLEX array, dimension (M-P)
The scalar factors of the elementary reflectors that define
P2.
TAUQ1
TAUQ1 is COMPLEX array, dimension (Q)
The scalar factors of the elementary reflectors that define
Q1.
TAUQ2
TAUQ2 is COMPLEX array, dimension (M-Q)
The scalar factors of the elementary reflectors that define
Q2.
WORK
WORK is COMPLEX array, dimension (LWORK)
LWORK
LWORK is INTEGER
The dimension of the array WORK. LWORK >= M-Q.
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.
Further Details:
The bidiagonal blocks B11, B12, B21, and B22 are represented
implicitly by angles THETA(1), ..., THETA(Q) and PHI(1), ...,
PHI(Q-1). B11 and B21 are upper bidiagonal, while B21 and B22 are
lower bidiagonal. Every entry in each bidiagonal band is a product
of a sine or cosine of a THETA with a sine or cosine of a PHI. See
[1] or CUNCSD for details.
P1, P2, Q1, and Q2 are represented as products of elementary
reflectors. See CUNCSD for details on generating P1, P2, Q1, and Q2
using CUNGQR and CUNGLQ.
References:
[1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms,
50(1):33-65, 2009.
subroutine cunbdb1 (integer M, integer P, integer Q, complex, dimension(ldx11,*) X11, integer
LDX11, complex, dimension(ldx21,*) X21, integer LDX21, real, dimension(*) THETA, real,
dimension(*) PHI, complex, dimension(*) TAUP1, complex, dimension(*) TAUP2, complex,
dimension(*) TAUQ1, complex, dimension(*) WORK, integer LWORK, integer INFO)
CUNBDB1
Purpose:
CUNBDB1 simultaneously bidiagonalizes the blocks of a tall and skinny
matrix X with orthonomal columns:
[ B11 ]
[ X11 ] [ P1 | ] [ 0 ]
[-----] = [---------] [-----] Q1**T .
[ X21 ] [ | P2 ] [ B21 ]
[ 0 ]
X11 is P-by-Q, and X21 is (M-P)-by-Q. Q must be no larger than P,
M-P, or M-Q. Routines CUNBDB2, CUNBDB3, and CUNBDB4 handle cases in
which Q is not the minimum dimension.
The unitary matrices P1, P2, and Q1 are P-by-P, (M-P)-by-(M-P),
and (M-Q)-by-(M-Q), respectively. They are represented implicitly by
Householder vectors.
B11 and B12 are Q-by-Q bidiagonal matrices represented implicitly by
angles THETA, PHI.
Parameters
M
M is INTEGER
The number of rows X11 plus the number of rows in X21.
P
P is INTEGER
The number of rows in X11. 0 <= P <= M.
Q
Q is INTEGER
The number of columns in X11 and X21. 0 <= Q <=
MIN(P,M-P,M-Q).
X11
X11 is COMPLEX array, dimension (LDX11,Q)
On entry, the top block of the matrix X to be reduced. On
exit, the columns of tril(X11) specify reflectors for P1 and
the rows of triu(X11,1) specify reflectors for Q1.
LDX11
LDX11 is INTEGER
The leading dimension of X11. LDX11 >= P.
X21
X21 is COMPLEX array, dimension (LDX21,Q)
On entry, the bottom block of the matrix X to be reduced. On
exit, the columns of tril(X21) specify reflectors for P2.
LDX21
LDX21 is INTEGER
The leading dimension of X21. LDX21 >= M-P.
THETA
THETA is REAL array, dimension (Q)
The entries of the bidiagonal blocks B11, B21 are defined by
THETA and PHI. See Further Details.
PHI
PHI is REAL array, dimension (Q-1)
The entries of the bidiagonal blocks B11, B21 are defined by
THETA and PHI. See Further Details.
TAUP1
TAUP1 is COMPLEX array, dimension (P)
The scalar factors of the elementary reflectors that define
P1.
TAUP2
TAUP2 is COMPLEX array, dimension (M-P)
The scalar factors of the elementary reflectors that define
P2.
TAUQ1
TAUQ1 is COMPLEX array, dimension (Q)
The scalar factors of the elementary reflectors that define
Q1.
WORK
WORK is COMPLEX array, dimension (LWORK)
LWORK
LWORK is INTEGER
The dimension of the array WORK. LWORK >= M-Q.
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.
Further Details:
The upper-bidiagonal blocks B11, B21 are represented implicitly by
angles THETA(1), ..., THETA(Q) and PHI(1), ..., PHI(Q-1). Every entry
in each bidiagonal band is a product of a sine or cosine of a THETA
with a sine or cosine of a PHI. See [1] or CUNCSD for details.
P1, P2, and Q1 are represented as products of elementary reflectors.
See CUNCSD2BY1 for details on generating P1, P2, and Q1 using CUNGQR
and CUNGLQ.
References:
[1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms,
50(1):33-65, 2009.
subroutine cunbdb2 (integer M, integer P, integer Q, complex, dimension(ldx11,*) X11, integer
LDX11, complex, dimension(ldx21,*) X21, integer LDX21, real, dimension(*) THETA, real,
dimension(*) PHI, complex, dimension(*) TAUP1, complex, dimension(*) TAUP2, complex,
dimension(*) TAUQ1, complex, dimension(*) WORK, integer LWORK, integer INFO)
CUNBDB2
Purpose:
CUNBDB2 simultaneously bidiagonalizes the blocks of a tall and skinny
matrix X with orthonomal columns:
[ B11 ]
[ X11 ] [ P1 | ] [ 0 ]
[-----] = [---------] [-----] Q1**T .
[ X21 ] [ | P2 ] [ B21 ]
[ 0 ]
X11 is P-by-Q, and X21 is (M-P)-by-Q. P must be no larger than M-P,
Q, or M-Q. Routines CUNBDB1, CUNBDB3, and CUNBDB4 handle cases in
which P is not the minimum dimension.
The unitary matrices P1, P2, and Q1 are P-by-P, (M-P)-by-(M-P),
and (M-Q)-by-(M-Q), respectively. They are represented implicitly by
Householder vectors.
B11 and B12 are P-by-P bidiagonal matrices represented implicitly by
angles THETA, PHI.
Parameters
M
M is INTEGER
The number of rows X11 plus the number of rows in X21.
P
P is INTEGER
The number of rows in X11. 0 <= P <= min(M-P,Q,M-Q).
Q
Q is INTEGER
The number of columns in X11 and X21. 0 <= Q <= M.
X11
X11 is COMPLEX array, dimension (LDX11,Q)
On entry, the top block of the matrix X to be reduced. On
exit, the columns of tril(X11) specify reflectors for P1 and
the rows of triu(X11,1) specify reflectors for Q1.
LDX11
LDX11 is INTEGER
The leading dimension of X11. LDX11 >= P.
X21
X21 is COMPLEX array, dimension (LDX21,Q)
On entry, the bottom block of the matrix X to be reduced. On
exit, the columns of tril(X21) specify reflectors for P2.
LDX21
LDX21 is INTEGER
The leading dimension of X21. LDX21 >= M-P.
THETA
THETA is REAL array, dimension (Q)
The entries of the bidiagonal blocks B11, B21 are defined by
THETA and PHI. See Further Details.
PHI
PHI is REAL array, dimension (Q-1)
The entries of the bidiagonal blocks B11, B21 are defined by
THETA and PHI. See Further Details.
TAUP1
TAUP1 is COMPLEX array, dimension (P)
The scalar factors of the elementary reflectors that define
P1.
TAUP2
TAUP2 is COMPLEX array, dimension (M-P)
The scalar factors of the elementary reflectors that define
P2.
TAUQ1
TAUQ1 is COMPLEX array, dimension (Q)
The scalar factors of the elementary reflectors that define
Q1.
WORK
WORK is COMPLEX array, dimension (LWORK)
LWORK
LWORK is INTEGER
The dimension of the array WORK. LWORK >= M-Q.
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.
Further Details:
The upper-bidiagonal blocks B11, B21 are represented implicitly by
angles THETA(1), ..., THETA(Q) and PHI(1), ..., PHI(Q-1). Every entry
in each bidiagonal band is a product of a sine or cosine of a THETA
with a sine or cosine of a PHI. See [1] or CUNCSD for details.
P1, P2, and Q1 are represented as products of elementary reflectors.
See CUNCSD2BY1 for details on generating P1, P2, and Q1 using CUNGQR
and CUNGLQ.
References:
[1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms,
50(1):33-65, 2009.
subroutine cunbdb3 (integer M, integer P, integer Q, complex, dimension(ldx11,*) X11, integer
LDX11, complex, dimension(ldx21,*) X21, integer LDX21, real, dimension(*) THETA, real,
dimension(*) PHI, complex, dimension(*) TAUP1, complex, dimension(*) TAUP2, complex,
dimension(*) TAUQ1, complex, dimension(*) WORK, integer LWORK, integer INFO)
CUNBDB3
Purpose:
CUNBDB3 simultaneously bidiagonalizes the blocks of a tall and skinny
matrix X with orthonomal columns:
[ B11 ]
[ X11 ] [ P1 | ] [ 0 ]
[-----] = [---------] [-----] Q1**T .
[ X21 ] [ | P2 ] [ B21 ]
[ 0 ]
X11 is P-by-Q, and X21 is (M-P)-by-Q. M-P must be no larger than P,
Q, or M-Q. Routines CUNBDB1, CUNBDB2, and CUNBDB4 handle cases in
which M-P is not the minimum dimension.
The unitary matrices P1, P2, and Q1 are P-by-P, (M-P)-by-(M-P),
and (M-Q)-by-(M-Q), respectively. They are represented implicitly by
Householder vectors.
B11 and B12 are (M-P)-by-(M-P) bidiagonal matrices represented
implicitly by angles THETA, PHI.
Parameters
M
M is INTEGER
The number of rows X11 plus the number of rows in X21.
P
P is INTEGER
The number of rows in X11. 0 <= P <= M. M-P <= min(P,Q,M-Q).
Q
Q is INTEGER
The number of columns in X11 and X21. 0 <= Q <= M.
X11
X11 is COMPLEX array, dimension (LDX11,Q)
On entry, the top block of the matrix X to be reduced. On
exit, the columns of tril(X11) specify reflectors for P1 and
the rows of triu(X11,1) specify reflectors for Q1.
LDX11
LDX11 is INTEGER
The leading dimension of X11. LDX11 >= P.
X21
X21 is COMPLEX array, dimension (LDX21,Q)
On entry, the bottom block of the matrix X to be reduced. On
exit, the columns of tril(X21) specify reflectors for P2.
LDX21
LDX21 is INTEGER
The leading dimension of X21. LDX21 >= M-P.
THETA
THETA is REAL array, dimension (Q)
The entries of the bidiagonal blocks B11, B21 are defined by
THETA and PHI. See Further Details.
PHI
PHI is REAL array, dimension (Q-1)
The entries of the bidiagonal blocks B11, B21 are defined by
THETA and PHI. See Further Details.
TAUP1
TAUP1 is COMPLEX array, dimension (P)
The scalar factors of the elementary reflectors that define
P1.
TAUP2
TAUP2 is COMPLEX array, dimension (M-P)
The scalar factors of the elementary reflectors that define
P2.
TAUQ1
TAUQ1 is COMPLEX array, dimension (Q)
The scalar factors of the elementary reflectors that define
Q1.
WORK
WORK is COMPLEX array, dimension (LWORK)
LWORK
LWORK is INTEGER
The dimension of the array WORK. LWORK >= M-Q.
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.
Further Details:
The upper-bidiagonal blocks B11, B21 are represented implicitly by
angles THETA(1), ..., THETA(Q) and PHI(1), ..., PHI(Q-1). Every entry
in each bidiagonal band is a product of a sine or cosine of a THETA
with a sine or cosine of a PHI. See [1] or CUNCSD for details.
P1, P2, and Q1 are represented as products of elementary reflectors.
See CUNCSD2BY1 for details on generating P1, P2, and Q1 using CUNGQR
and CUNGLQ.
References:
[1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms,
50(1):33-65, 2009.
subroutine cunbdb4 (integer M, integer P, integer Q, complex, dimension(ldx11,*) X11, integer
LDX11, complex, dimension(ldx21,*) X21, integer LDX21, real, dimension(*) THETA, real,
dimension(*) PHI, complex, dimension(*) TAUP1, complex, dimension(*) TAUP2, complex,
dimension(*) TAUQ1, complex, dimension(*) PHANTOM, complex, dimension(*) WORK, integer
LWORK, integer INFO)
CUNBDB4
Purpose:
CUNBDB4 simultaneously bidiagonalizes the blocks of a tall and skinny
matrix X with orthonomal columns:
[ B11 ]
[ X11 ] [ P1 | ] [ 0 ]
[-----] = [---------] [-----] Q1**T .
[ X21 ] [ | P2 ] [ B21 ]
[ 0 ]
X11 is P-by-Q, and X21 is (M-P)-by-Q. M-Q must be no larger than P,
M-P, or Q. Routines CUNBDB1, CUNBDB2, and CUNBDB3 handle cases in
which M-Q is not the minimum dimension.
The unitary matrices P1, P2, and Q1 are P-by-P, (M-P)-by-(M-P),
and (M-Q)-by-(M-Q), respectively. They are represented implicitly by
Householder vectors.
B11 and B12 are (M-Q)-by-(M-Q) bidiagonal matrices represented
implicitly by angles THETA, PHI.
Parameters
M
M is INTEGER
The number of rows X11 plus the number of rows in X21.
P
P is INTEGER
The number of rows in X11. 0 <= P <= M.
Q
Q is INTEGER
The number of columns in X11 and X21. 0 <= Q <= M and
M-Q <= min(P,M-P,Q).
X11
X11 is COMPLEX array, dimension (LDX11,Q)
On entry, the top block of the matrix X to be reduced. On
exit, the columns of tril(X11) specify reflectors for P1 and
the rows of triu(X11,1) specify reflectors for Q1.
LDX11
LDX11 is INTEGER
The leading dimension of X11. LDX11 >= P.
X21
X21 is COMPLEX array, dimension (LDX21,Q)
On entry, the bottom block of the matrix X to be reduced. On
exit, the columns of tril(X21) specify reflectors for P2.
LDX21
LDX21 is INTEGER
The leading dimension of X21. LDX21 >= M-P.
THETA
THETA is REAL array, dimension (Q)
The entries of the bidiagonal blocks B11, B21 are defined by
THETA and PHI. See Further Details.
PHI
PHI is REAL array, dimension (Q-1)
The entries of the bidiagonal blocks B11, B21 are defined by
THETA and PHI. See Further Details.
TAUP1
TAUP1 is COMPLEX array, dimension (P)
The scalar factors of the elementary reflectors that define
P1.
TAUP2
TAUP2 is COMPLEX array, dimension (M-P)
The scalar factors of the elementary reflectors that define
P2.
TAUQ1
TAUQ1 is COMPLEX array, dimension (Q)
The scalar factors of the elementary reflectors that define
Q1.
PHANTOM
PHANTOM is COMPLEX array, dimension (M)
The routine computes an M-by-1 column vector Y that is
orthogonal to the columns of [ X11; X21 ]. PHANTOM(1:P) and
PHANTOM(P+1:M) contain Householder vectors for Y(1:P) and
Y(P+1:M), respectively.
WORK
WORK is COMPLEX array, dimension (LWORK)
LWORK
LWORK is INTEGER
The dimension of the array WORK. LWORK >= M-Q.
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.
Further Details:
The upper-bidiagonal blocks B11, B21 are represented implicitly by
angles THETA(1), ..., THETA(Q) and PHI(1), ..., PHI(Q-1). Every entry
in each bidiagonal band is a product of a sine or cosine of a THETA
with a sine or cosine of a PHI. See [1] or CUNCSD for details.
P1, P2, and Q1 are represented as products of elementary reflectors.
See CUNCSD2BY1 for details on generating P1, P2, and Q1 using CUNGQR
and CUNGLQ.
References:
[1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms,
50(1):33-65, 2009.
subroutine cunbdb5 (integer M1, integer M2, integer N, complex, dimension(*) X1, integer
INCX1, complex, dimension(*) X2, integer INCX2, complex, dimension(ldq1,*) Q1, integer
LDQ1, complex, dimension(ldq2,*) Q2, integer LDQ2, complex, dimension(*) WORK, integer
LWORK, integer INFO)
CUNBDB5
Purpose:
CUNBDB5 orthogonalizes the column vector
X = [ X1 ]
[ X2 ]
with respect to the columns of
Q = [ Q1 ] .
[ Q2 ]
The columns of Q must be orthonormal.
If the projection is zero according to Kahan's "twice is enough"
criterion, then some other vector from the orthogonal complement
is returned. This vector is chosen in an arbitrary but deterministic
way.
Parameters
M1
M1 is INTEGER
The dimension of X1 and the number of rows in Q1. 0 <= M1.
M2
M2 is INTEGER
The dimension of X2 and the number of rows in Q2. 0 <= M2.
N
N is INTEGER
The number of columns in Q1 and Q2. 0 <= N.
X1
X1 is COMPLEX array, dimension (M1)
On entry, the top part of the vector to be orthogonalized.
On exit, the top part of the projected vector.
INCX1
INCX1 is INTEGER
Increment for entries of X1.
X2
X2 is COMPLEX array, dimension (M2)
On entry, the bottom part of the vector to be
orthogonalized. On exit, the bottom part of the projected
vector.
INCX2
INCX2 is INTEGER
Increment for entries of X2.
Q1
Q1 is COMPLEX array, dimension (LDQ1, N)
The top part of the orthonormal basis matrix.
LDQ1
LDQ1 is INTEGER
The leading dimension of Q1. LDQ1 >= M1.
Q2
Q2 is COMPLEX array, dimension (LDQ2, N)
The bottom part of the orthonormal basis matrix.
LDQ2
LDQ2 is INTEGER
The leading dimension of Q2. LDQ2 >= M2.
WORK
WORK is COMPLEX array, dimension (LWORK)
LWORK
LWORK is INTEGER
The dimension of the array WORK. LWORK >= 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.
subroutine cunbdb6 (integer M1, integer M2, integer N, complex, dimension(*) X1, integer
INCX1, complex, dimension(*) X2, integer INCX2, complex, dimension(ldq1,*) Q1, integer
LDQ1, complex, dimension(ldq2,*) Q2, integer LDQ2, complex, dimension(*) WORK, integer
LWORK, integer INFO)
CUNBDB6
Purpose:
CUNBDB6 orthogonalizes the column vector
X = [ X1 ]
[ X2 ]
with respect to the columns of
Q = [ Q1 ] .
[ Q2 ]
The columns of Q must be orthonormal.
If the projection is zero according to Kahan's "twice is enough"
criterion, then the zero vector is returned.
Parameters
M1
M1 is INTEGER
The dimension of X1 and the number of rows in Q1. 0 <= M1.
M2
M2 is INTEGER
The dimension of X2 and the number of rows in Q2. 0 <= M2.
N
N is INTEGER
The number of columns in Q1 and Q2. 0 <= N.
X1
X1 is COMPLEX array, dimension (M1)
On entry, the top part of the vector to be orthogonalized.
On exit, the top part of the projected vector.
INCX1
INCX1 is INTEGER
Increment for entries of X1.
X2
X2 is COMPLEX array, dimension (M2)
On entry, the bottom part of the vector to be
orthogonalized. On exit, the bottom part of the projected
vector.
INCX2
INCX2 is INTEGER
Increment for entries of X2.
Q1
Q1 is COMPLEX array, dimension (LDQ1, N)
The top part of the orthonormal basis matrix.
LDQ1
LDQ1 is INTEGER
The leading dimension of Q1. LDQ1 >= M1.
Q2
Q2 is COMPLEX array, dimension (LDQ2, N)
The bottom part of the orthonormal basis matrix.
LDQ2
LDQ2 is INTEGER
The leading dimension of Q2. LDQ2 >= M2.
WORK
WORK is COMPLEX array, dimension (LWORK)
LWORK
LWORK is INTEGER
The dimension of the array WORK. LWORK >= 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.
recursive subroutine cuncsd (character JOBU1, character JOBU2, character JOBV1T, character
JOBV2T, character TRANS, character SIGNS, integer M, integer P, integer Q, complex,
dimension( ldx11, * ) X11, integer LDX11, complex, dimension( ldx12, * ) X12, integer
LDX12, complex, dimension( ldx21, * ) X21, integer LDX21, complex, dimension( ldx22,
* ) X22, integer LDX22, real, dimension( * ) THETA, complex, dimension( ldu1, * ) U1,
integer LDU1, complex, dimension( ldu2, * ) U2, integer LDU2, complex, dimension( ldv1t, *
) V1T, integer LDV1T, complex, dimension( ldv2t, * ) V2T, integer LDV2T, complex,
dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, integer LRWORK, integer,
dimension( * ) IWORK, integer INFO)
CUNCSD
Purpose:
CUNCSD computes the CS decomposition of an M-by-M partitioned
unitary matrix X:
[ I 0 0 | 0 0 0 ]
[ 0 C 0 | 0 -S 0 ]
[ X11 | X12 ] [ U1 | ] [ 0 0 0 | 0 0 -I ] [ V1 | ]**H
X = [-----------] = [---------] [---------------------] [---------] .
[ X21 | X22 ] [ | U2 ] [ 0 0 0 | I 0 0 ] [ | V2 ]
[ 0 S 0 | 0 C 0 ]
[ 0 0 I | 0 0 0 ]
X11 is P-by-Q. The unitary matrices U1, U2, V1, and V2 are P-by-P,
(M-P)-by-(M-P), Q-by-Q, and (M-Q)-by-(M-Q), respectively. C and S are
R-by-R nonnegative diagonal matrices satisfying C^2 + S^2 = I, in
which R = MIN(P,M-P,Q,M-Q).
Parameters
JOBU1
JOBU1 is CHARACTER
= 'Y': U1 is computed;
otherwise: U1 is not computed.
JOBU2
JOBU2 is CHARACTER
= 'Y': U2 is computed;
otherwise: U2 is not computed.
JOBV1T
JOBV1T is CHARACTER
= 'Y': V1T is computed;
otherwise: V1T is not computed.
JOBV2T
JOBV2T is CHARACTER
= 'Y': V2T is computed;
otherwise: V2T is not computed.
TRANS
TRANS is CHARACTER
= 'T': X, U1, U2, V1T, and V2T are stored in row-major
order;
otherwise: X, U1, U2, V1T, and V2T are stored in column-
major order.
SIGNS
SIGNS is CHARACTER
= 'O': The lower-left block is made nonpositive (the
"other" convention);
otherwise: The upper-right block is made nonpositive (the
"default" convention).
M
M is INTEGER
The number of rows and columns in X.
P
P is INTEGER
The number of rows in X11 and X12. 0 <= P <= M.
Q
Q is INTEGER
The number of columns in X11 and X21. 0 <= Q <= M.
X11
X11 is COMPLEX array, dimension (LDX11,Q)
On entry, part of the unitary matrix whose CSD is desired.
LDX11
LDX11 is INTEGER
The leading dimension of X11. LDX11 >= MAX(1,P).
X12
X12 is COMPLEX array, dimension (LDX12,M-Q)
On entry, part of the unitary matrix whose CSD is desired.
LDX12
LDX12 is INTEGER
The leading dimension of X12. LDX12 >= MAX(1,P).
X21
X21 is COMPLEX array, dimension (LDX21,Q)
On entry, part of the unitary matrix whose CSD is desired.
LDX21
LDX21 is INTEGER
The leading dimension of X11. LDX21 >= MAX(1,M-P).
X22
X22 is COMPLEX array, dimension (LDX22,M-Q)
On entry, part of the unitary matrix whose CSD is desired.
LDX22
LDX22 is INTEGER
The leading dimension of X11. LDX22 >= MAX(1,M-P).
THETA
THETA is REAL array, dimension (R), in which R =
MIN(P,M-P,Q,M-Q).
C = DIAG( COS(THETA(1)), ... , COS(THETA(R)) ) and
S = DIAG( SIN(THETA(1)), ... , SIN(THETA(R)) ).
U1
U1 is COMPLEX array, dimension (LDU1,P)
If JOBU1 = 'Y', U1 contains the P-by-P unitary matrix U1.
LDU1
LDU1 is INTEGER
The leading dimension of U1. If JOBU1 = 'Y', LDU1 >=
MAX(1,P).
U2
U2 is COMPLEX array, dimension (LDU2,M-P)
If JOBU2 = 'Y', U2 contains the (M-P)-by-(M-P) unitary
matrix U2.
LDU2
LDU2 is INTEGER
The leading dimension of U2. If JOBU2 = 'Y', LDU2 >=
MAX(1,M-P).
V1T
V1T is COMPLEX array, dimension (LDV1T,Q)
If JOBV1T = 'Y', V1T contains the Q-by-Q matrix unitary
matrix V1**H.
LDV1T
LDV1T is INTEGER
The leading dimension of V1T. If JOBV1T = 'Y', LDV1T >=
MAX(1,Q).
V2T
V2T is COMPLEX array, dimension (LDV2T,M-Q)
If JOBV2T = 'Y', V2T contains the (M-Q)-by-(M-Q) unitary
matrix V2**H.
LDV2T
LDV2T is INTEGER
The leading dimension of V2T. If JOBV2T = 'Y', LDV2T >=
MAX(1,M-Q).
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.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the work array, and no error
message related to LWORK is issued by XERBLA.
RWORK
RWORK is REAL array, dimension MAX(1,LRWORK)
On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
If INFO > 0 on exit, RWORK(2:R) contains the values PHI(1),
..., PHI(R-1) that, together with THETA(1), ..., THETA(R),
define the matrix in intermediate bidiagonal-block form
remaining after nonconvergence. INFO specifies the number
of nonzero PHI's.
LRWORK
LRWORK is INTEGER
The dimension of the array RWORK.
If LRWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the RWORK array, returns
this value as the first entry of the work array, and no error
message related to LRWORK is issued by XERBLA.
IWORK
IWORK is INTEGER array, dimension (M-MIN(P,M-P,Q,M-Q))
INFO
INFO is INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: CBBCSD did not converge. See the description of RWORK
above for details.
References:
[1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms,
50(1):33-65, 2009.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine cuncsd2by1 (character JOBU1, character JOBU2, character JOBV1T, integer M, integer
P, integer Q, complex, dimension(ldx11,*) X11, integer LDX11, complex, dimension(ldx21,*)
X21, integer LDX21, real, dimension(*) THETA, complex, dimension(ldu1,*) U1, integer LDU1,
complex, dimension(ldu2,*) U2, integer LDU2, complex, dimension(ldv1t,*) V1T, integer
LDV1T, complex, dimension(*) WORK, integer LWORK, real, dimension(*) RWORK, integer
LRWORK, integer, dimension(*) IWORK, integer INFO)
CUNCSD2BY1
Purpose:
CUNCSD2BY1 computes the CS decomposition of an M-by-Q matrix X with
orthonormal columns that has been partitioned into a 2-by-1 block
structure:
[ I1 0 0 ]
[ 0 C 0 ]
[ X11 ] [ U1 | ] [ 0 0 0 ]
X = [-----] = [---------] [----------] V1**T .
[ X21 ] [ | U2 ] [ 0 0 0 ]
[ 0 S 0 ]
[ 0 0 I2]
X11 is P-by-Q. The unitary matrices U1, U2, and V1 are P-by-P,
(M-P)-by-(M-P), and Q-by-Q, respectively. C and S are R-by-R
nonnegative diagonal matrices satisfying C^2 + S^2 = I, in which
R = MIN(P,M-P,Q,M-Q). I1 is a K1-by-K1 identity matrix and I2 is a
K2-by-K2 identity matrix, where K1 = MAX(Q+P-M,0), K2 = MAX(Q-P,0).
Parameters
JOBU1
JOBU1 is CHARACTER
= 'Y': U1 is computed;
otherwise: U1 is not computed.
JOBU2
JOBU2 is CHARACTER
= 'Y': U2 is computed;
otherwise: U2 is not computed.
JOBV1T
JOBV1T is CHARACTER
= 'Y': V1T is computed;
otherwise: V1T is not computed.
M
M is INTEGER
The number of rows in X.
P
P is INTEGER
The number of rows in X11. 0 <= P <= M.
Q
Q is INTEGER
The number of columns in X11 and X21. 0 <= Q <= M.
X11
X11 is COMPLEX array, dimension (LDX11,Q)
On entry, part of the unitary matrix whose CSD is desired.
LDX11
LDX11 is INTEGER
The leading dimension of X11. LDX11 >= MAX(1,P).
X21
X21 is COMPLEX array, dimension (LDX21,Q)
On entry, part of the unitary matrix whose CSD is desired.
LDX21
LDX21 is INTEGER
The leading dimension of X21. LDX21 >= MAX(1,M-P).
THETA
THETA is REAL array, dimension (R), in which R =
MIN(P,M-P,Q,M-Q).
C = DIAG( COS(THETA(1)), ... , COS(THETA(R)) ) and
S = DIAG( SIN(THETA(1)), ... , SIN(THETA(R)) ).
U1
U1 is COMPLEX array, dimension (P)
If JOBU1 = 'Y', U1 contains the P-by-P unitary matrix U1.
LDU1
LDU1 is INTEGER
The leading dimension of U1. If JOBU1 = 'Y', LDU1 >=
MAX(1,P).
U2
U2 is COMPLEX array, dimension (M-P)
If JOBU2 = 'Y', U2 contains the (M-P)-by-(M-P) unitary
matrix U2.
LDU2
LDU2 is INTEGER
The leading dimension of U2. If JOBU2 = 'Y', LDU2 >=
MAX(1,M-P).
V1T
V1T is COMPLEX array, dimension (Q)
If JOBV1T = 'Y', V1T contains the Q-by-Q matrix unitary
matrix V1**T.
LDV1T
LDV1T is INTEGER
The leading dimension of V1T. If JOBV1T = 'Y', LDV1T >=
MAX(1,Q).
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.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK and RWORK
arrays, returns this value as the first entry of the WORK
and RWORK array, respectively, and no error message related
to LWORK or LRWORK is issued by XERBLA.
RWORK
RWORK is REAL array, dimension (MAX(1,LRWORK))
On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
If INFO > 0 on exit, RWORK(2:R) contains the values PHI(1),
..., PHI(R-1) that, together with THETA(1), ..., THETA(R),
define the matrix in intermediate bidiagonal-block form
remaining after nonconvergence. INFO specifies the number
of nonzero PHI's.
LRWORK
LRWORK is INTEGER
The dimension of the array RWORK.
If LRWORK=-1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK and RWORK
arrays, returns this value as the first entry of the WORK
and RWORK array, respectively, and no error message related
to LWORK or LRWORK is issued by XERBLA.
IWORK
IWORK is INTEGER array, dimension (M-MIN(P,M-P,Q,M-Q))
INFO
INFO is INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: CBBCSD did not converge. See the description of WORK
above for details.
References:
[1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms,
50(1):33-65, 2009.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine cung2l (integer M, integer N, integer K, complex, dimension( lda, * ) A, integer
LDA, complex, dimension( * ) TAU, complex, dimension( * ) WORK, integer INFO)
CUNG2L generates all or part of the unitary matrix Q from a QL factorization determined by
cgeqlf (unblocked algorithm).
Purpose:
CUNG2L generates an m by n complex matrix Q with orthonormal columns,
which is defined as the last n columns of a product of k elementary
reflectors of order m
Q = H(k) . . . H(2) H(1)
as returned by CGEQLF.
Parameters
M
M is INTEGER
The number of rows of the matrix Q. M >= 0.
N
N is INTEGER
The number of columns of the matrix Q. M >= N >= 0.
K
K is INTEGER
The number of elementary reflectors whose product defines the
matrix Q. N >= K >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the (n-k+i)-th column must contain the vector which
defines the elementary reflector H(i), for i = 1,2,...,k, as
returned by CGEQLF in the last k columns of its array
argument A.
On exit, the m-by-n matrix Q.
LDA
LDA is INTEGER
The first dimension of the array A. LDA >= max(1,M).
TAU
TAU is COMPLEX array, dimension (K)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by CGEQLF.
WORK
WORK is COMPLEX array, dimension (N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument has an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine cung2r (integer M, integer N, integer K, complex, dimension( lda, * ) A, integer
LDA, complex, dimension( * ) TAU, complex, dimension( * ) WORK, integer INFO)
CUNG2R
Purpose:
CUNG2R generates an m by n complex matrix Q with orthonormal columns,
which is defined as the first n columns of a product of k elementary
reflectors of order m
Q = H(1) H(2) . . . H(k)
as returned by CGEQRF.
Parameters
M
M is INTEGER
The number of rows of the matrix Q. M >= 0.
N
N is INTEGER
The number of columns of the matrix Q. M >= N >= 0.
K
K is INTEGER
The number of elementary reflectors whose product defines the
matrix Q. N >= K >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the i-th column must contain the vector which
defines the elementary reflector H(i), for i = 1,2,...,k, as
returned by CGEQRF in the first k columns of its array
argument A.
On exit, the m by n matrix Q.
LDA
LDA is INTEGER
The first dimension of the array A. LDA >= max(1,M).
TAU
TAU is COMPLEX array, dimension (K)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by CGEQRF.
WORK
WORK is COMPLEX array, dimension (N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument has an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine cunghr (integer N, integer ILO, integer IHI, complex, dimension( lda, * ) A,
integer LDA, complex, dimension( * ) TAU, complex, dimension( * ) WORK, integer LWORK,
integer INFO)
CUNGHR
Purpose:
CUNGHR generates a complex unitary matrix Q which is defined as the
product of IHI-ILO elementary reflectors of order N, as returned by
CGEHRD:
Q = H(ilo) H(ilo+1) . . . H(ihi-1).
Parameters
N
N is INTEGER
The order of the matrix Q. N >= 0.
ILO
ILO is INTEGER
IHI
IHI is INTEGER
ILO and IHI must have the same values as in the previous call
of CGEHRD. Q is equal to the unit matrix except in the
submatrix Q(ilo+1:ihi,ilo+1:ihi).
1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the vectors which define the elementary reflectors,
as returned by CGEHRD.
On exit, the N-by-N unitary matrix Q.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
TAU
TAU is COMPLEX array, dimension (N-1)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by CGEHRD.
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 >= IHI-ILO.
For optimum performance LWORK >= (IHI-ILO)*NB, where NB is
the optimal blocksize.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO
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.
subroutine cungl2 (integer M, integer N, integer K, complex, dimension( lda, * ) A, integer
LDA, complex, dimension( * ) TAU, complex, dimension( * ) WORK, integer INFO)
CUNGL2 generates all or part of the unitary matrix Q from an LQ factorization determined
by cgelqf (unblocked algorithm).
Purpose:
CUNGL2 generates an m-by-n complex matrix Q with orthonormal rows,
which is defined as the first m rows of a product of k elementary
reflectors of order n
Q = H(k)**H . . . H(2)**H H(1)**H
as returned by CGELQF.
Parameters
M
M is INTEGER
The number of rows of the matrix Q. M >= 0.
N
N is INTEGER
The number of columns of the matrix Q. N >= M.
K
K is INTEGER
The number of elementary reflectors whose product defines the
matrix Q. M >= K >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the i-th row must contain the vector which defines
the elementary reflector H(i), for i = 1,2,...,k, as returned
by CGELQF in the first k rows of its array argument A.
On exit, the m by n matrix Q.
LDA
LDA is INTEGER
The first dimension of the array A. LDA >= max(1,M).
TAU
TAU is COMPLEX array, dimension (K)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by CGELQF.
WORK
WORK is COMPLEX array, dimension (M)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument has an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine cunglq (integer M, integer N, integer K, complex, dimension( lda, * ) A, integer
LDA, complex, dimension( * ) TAU, complex, dimension( * ) WORK, integer LWORK, integer
INFO)
CUNGLQ
Purpose:
CUNGLQ generates an M-by-N complex matrix Q with orthonormal rows,
which is defined as the first M rows of a product of K elementary
reflectors of order N
Q = H(k)**H . . . H(2)**H H(1)**H
as returned by CGELQF.
Parameters
M
M is INTEGER
The number of rows of the matrix Q. M >= 0.
N
N is INTEGER
The number of columns of the matrix Q. N >= M.
K
K is INTEGER
The number of elementary reflectors whose product defines the
matrix Q. M >= K >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the i-th row must contain the vector which defines
the elementary reflector H(i), for i = 1,2,...,k, as returned
by CGELQF in the first k rows of its array argument A.
On exit, the M-by-N matrix Q.
LDA
LDA is INTEGER
The first dimension of the array A. LDA >= max(1,M).
TAU
TAU is COMPLEX array, dimension (K)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by CGELQF.
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 >= max(1,M).
For optimum performance LWORK >= M*NB, where NB is
the optimal blocksize.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO
INFO is INTEGER
= 0: successful exit;
< 0: if INFO = -i, the i-th argument has an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine cungql (integer M, integer N, integer K, complex, dimension( lda, * ) A, integer
LDA, complex, dimension( * ) TAU, complex, dimension( * ) WORK, integer LWORK, integer
INFO)
CUNGQL
Purpose:
CUNGQL generates an M-by-N complex matrix Q with orthonormal columns,
which is defined as the last N columns of a product of K elementary
reflectors of order M
Q = H(k) . . . H(2) H(1)
as returned by CGEQLF.
Parameters
M
M is INTEGER
The number of rows of the matrix Q. M >= 0.
N
N is INTEGER
The number of columns of the matrix Q. M >= N >= 0.
K
K is INTEGER
The number of elementary reflectors whose product defines the
matrix Q. N >= K >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the (n-k+i)-th column must contain the vector which
defines the elementary reflector H(i), for i = 1,2,...,k, as
returned by CGEQLF in the last k columns of its array
argument A.
On exit, the M-by-N matrix Q.
LDA
LDA is INTEGER
The first dimension of the array A. LDA >= max(1,M).
TAU
TAU is COMPLEX array, dimension (K)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by CGEQLF.
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 >= max(1,N).
For optimum performance LWORK >= N*NB, where NB is the
optimal blocksize.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument has an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine cungqr (integer M, integer N, integer K, complex, dimension( lda, * ) A, integer
LDA, complex, dimension( * ) TAU, complex, dimension( * ) WORK, integer LWORK, integer
INFO)
CUNGQR
Purpose:
CUNGQR generates an M-by-N complex matrix Q with orthonormal columns,
which is defined as the first N columns of a product of K elementary
reflectors of order M
Q = H(1) H(2) . . . H(k)
as returned by CGEQRF.
Parameters
M
M is INTEGER
The number of rows of the matrix Q. M >= 0.
N
N is INTEGER
The number of columns of the matrix Q. M >= N >= 0.
K
K is INTEGER
The number of elementary reflectors whose product defines the
matrix Q. N >= K >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the i-th column must contain the vector which
defines the elementary reflector H(i), for i = 1,2,...,k, as
returned by CGEQRF in the first k columns of its array
argument A.
On exit, the M-by-N matrix Q.
LDA
LDA is INTEGER
The first dimension of the array A. LDA >= max(1,M).
TAU
TAU is COMPLEX array, dimension (K)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by CGEQRF.
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 >= max(1,N).
For optimum performance LWORK >= N*NB, where NB is the
optimal blocksize.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument has an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine cungr2 (integer M, integer N, integer K, complex, dimension( lda, * ) A, integer
LDA, complex, dimension( * ) TAU, complex, dimension( * ) WORK, integer INFO)
CUNGR2 generates all or part of the unitary matrix Q from an RQ factorization determined
by cgerqf (unblocked algorithm).
Purpose:
CUNGR2 generates an m by n complex matrix Q with orthonormal rows,
which is defined as the last m rows of a product of k elementary
reflectors of order n
Q = H(1)**H H(2)**H . . . H(k)**H
as returned by CGERQF.
Parameters
M
M is INTEGER
The number of rows of the matrix Q. M >= 0.
N
N is INTEGER
The number of columns of the matrix Q. N >= M.
K
K is INTEGER
The number of elementary reflectors whose product defines the
matrix Q. M >= K >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the (m-k+i)-th row must contain the vector which
defines the elementary reflector H(i), for i = 1,2,...,k, as
returned by CGERQF in the last k rows of its array argument
A.
On exit, the m-by-n matrix Q.
LDA
LDA is INTEGER
The first dimension of the array A. LDA >= max(1,M).
TAU
TAU is COMPLEX array, dimension (K)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by CGERQF.
WORK
WORK is COMPLEX array, dimension (M)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument has an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine cungrq (integer M, integer N, integer K, complex, dimension( lda, * ) A, integer
LDA, complex, dimension( * ) TAU, complex, dimension( * ) WORK, integer LWORK, integer
INFO)
CUNGRQ
Purpose:
CUNGRQ generates an M-by-N complex matrix Q with orthonormal rows,
which is defined as the last M rows of a product of K elementary
reflectors of order N
Q = H(1)**H H(2)**H . . . H(k)**H
as returned by CGERQF.
Parameters
M
M is INTEGER
The number of rows of the matrix Q. M >= 0.
N
N is INTEGER
The number of columns of the matrix Q. N >= M.
K
K is INTEGER
The number of elementary reflectors whose product defines the
matrix Q. M >= K >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the (m-k+i)-th row must contain the vector which
defines the elementary reflector H(i), for i = 1,2,...,k, as
returned by CGERQF in the last k rows of its array argument
A.
On exit, the M-by-N matrix Q.
LDA
LDA is INTEGER
The first dimension of the array A. LDA >= max(1,M).
TAU
TAU is COMPLEX array, dimension (K)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by CGERQF.
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 >= max(1,M).
For optimum performance LWORK >= M*NB, where NB is the
optimal blocksize.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument has an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine cungtr (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA,
complex, dimension( * ) TAU, complex, dimension( * ) WORK, integer LWORK, integer INFO)
CUNGTR
Purpose:
CUNGTR generates a complex unitary matrix Q which is defined as the
product of n-1 elementary reflectors of order N, as returned by
CHETRD:
if UPLO = 'U', Q = H(n-1) . . . H(2) H(1),
if UPLO = 'L', Q = H(1) H(2) . . . H(n-1).
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A contains elementary reflectors
from CHETRD;
= 'L': Lower triangle of A contains elementary reflectors
from CHETRD.
N
N is INTEGER
The order of the matrix Q. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the vectors which define the elementary reflectors,
as returned by CHETRD.
On exit, the N-by-N unitary matrix Q.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= N.
TAU
TAU is COMPLEX array, dimension (N-1)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by CHETRD.
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 >= N-1.
For optimum performance LWORK >= (N-1)*NB, where NB is
the optimal blocksize.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO
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.
subroutine cungtsqr (integer M, integer N, integer MB, integer NB, complex, dimension( lda, *
) A, integer LDA, complex, dimension( ldt, * ) T, integer LDT, complex, dimension( * )
WORK, integer LWORK, integer INFO)
CUNGTSQR
Purpose:
CUNGTSQR generates an M-by-N complex matrix Q_out with orthonormal
columns, which are the first N columns of a product of comlpex unitary
matrices of order M which are returned by CLATSQR
Q_out = first_N_columns_of( Q(1)_in * Q(2)_in * ... * Q(k)_in ).
See the documentation for CLATSQR.
Parameters
M
M is INTEGER
The number of rows of the matrix A. M >= 0.
N
N is INTEGER
The number of columns of the matrix A. M >= N >= 0.
MB
MB is INTEGER
The row block size used by CLATSQR to return
arrays A and T. MB > N.
(Note that if MB > M, then M is used instead of MB
as the row block size).
NB
NB is INTEGER
The column block size used by CLATSQR to return
arrays A and T. NB >= 1.
(Note that if NB > N, then N is used instead of NB
as the column block size).
A
A is COMPLEX array, dimension (LDA,N)
On entry:
The elements on and above the diagonal are not accessed.
The elements below the diagonal represent the unit
lower-trapezoidal blocked matrix V computed by CLATSQR
that defines the input matrices Q_in(k) (ones on the
diagonal are not stored) (same format as the output A
below the diagonal in CLATSQR).
On exit:
The array A contains an M-by-N orthonormal matrix Q_out,
i.e the columns of A are orthogonal unit vectors.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,M).
T
T is COMPLEX array,
dimension (LDT, N * NIRB)
where NIRB = Number_of_input_row_blocks
= MAX( 1, CEIL((M-N)/(MB-N)) )
Let NICB = Number_of_input_col_blocks
= CEIL(N/NB)
The upper-triangular block reflectors used to define the
input matrices Q_in(k), k=(1:NIRB*NICB). The block
reflectors are stored in compact form in NIRB block
reflector sequences. Each of NIRB block reflector sequences
is stored in a larger NB-by-N column block of T and consists
of NICB smaller NB-by-NB upper-triangular column blocks.
(same format as the output T in CLATSQR).
LDT
LDT is INTEGER
The leading dimension of the array T.
LDT >= max(1,min(NB1,N)).
WORK
(workspace) COMPLEX array, dimension (MAX(2,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
The dimension of the array WORK. LWORK >= (M+NB)*N.
If LWORK = -1, then a workspace query is assumed.
The routine only calculates the optimal size of the WORK
array, returns this value as the first entry of the WORK
array, and no error message related to LWORK is issued
by XERBLA.
INFO
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.
Contributors:
November 2019, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
subroutine cungtsqr_row (integer M, integer N, integer MB, integer NB, complex, dimension(
lda, * ) A, integer LDA, complex, dimension( ldt, * ) T, integer LDT, complex, dimension(
* ) WORK, integer LWORK, integer INFO)
CUNGTSQR_ROW
Purpose:
CUNGTSQR_ROW generates an M-by-N complex matrix Q_out with
orthonormal columns from the output of CLATSQR. These N orthonormal
columns are the first N columns of a product of complex unitary
matrices Q(k)_in of order M, which are returned by CLATSQR in
a special format.
Q_out = first_N_columns_of( Q(1)_in * Q(2)_in * ... * Q(k)_in ).
The input matrices Q(k)_in are stored in row and column blocks in A.
See the documentation of CLATSQR for more details on the format of
Q(k)_in, where each Q(k)_in is represented by block Householder
transformations. This routine calls an auxiliary routine CLARFB_GETT,
where the computation is performed on each individual block. The
algorithm first sweeps NB-sized column blocks from the right to left
starting in the bottom row block and continues to the top row block
(hence _ROW in the routine name). This sweep is in reverse order of
the order in which CLATSQR generates the output blocks.
Parameters
M
M is INTEGER
The number of rows of the matrix A. M >= 0.
N
N is INTEGER
The number of columns of the matrix A. M >= N >= 0.
MB
MB is INTEGER
The row block size used by CLATSQR to return
arrays A and T. MB > N.
(Note that if MB > M, then M is used instead of MB
as the row block size).
NB
NB is INTEGER
The column block size used by CLATSQR to return
arrays A and T. NB >= 1.
(Note that if NB > N, then N is used instead of NB
as the column block size).
A
A is COMPLEX array, dimension (LDA,N)
On entry:
The elements on and above the diagonal are not used as
input. The elements below the diagonal represent the unit
lower-trapezoidal blocked matrix V computed by CLATSQR
that defines the input matrices Q_in(k) (ones on the
diagonal are not stored). See CLATSQR for more details.
On exit:
The array A contains an M-by-N orthonormal matrix Q_out,
i.e the columns of A are orthogonal unit vectors.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,M).
T
T is COMPLEX array,
dimension (LDT, N * NIRB)
where NIRB = Number_of_input_row_blocks
= MAX( 1, CEIL((M-N)/(MB-N)) )
Let NICB = Number_of_input_col_blocks
= CEIL(N/NB)
The upper-triangular block reflectors used to define the
input matrices Q_in(k), k=(1:NIRB*NICB). The block
reflectors are stored in compact form in NIRB block
reflector sequences. Each of the NIRB block reflector
sequences is stored in a larger NB-by-N column block of T
and consists of NICB smaller NB-by-NB upper-triangular
column blocks. See CLATSQR for more details on the format
of T.
LDT
LDT is INTEGER
The leading dimension of the array T.
LDT >= max(1,min(NB,N)).
WORK
(workspace) COMPLEX array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
The dimension of the array WORK.
LWORK >= NBLOCAL * MAX(NBLOCAL,(N-NBLOCAL)),
where NBLOCAL=MIN(NB,N).
If LWORK = -1, then a workspace query is assumed.
The routine only calculates the optimal size of the WORK
array, returns this value as the first entry of the WORK
array, and no error message related to LWORK is issued
by XERBLA.
INFO
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.
Contributors:
November 2020, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
subroutine cunhr_col (integer M, integer N, integer NB, complex, dimension( lda, * ) A,
integer LDA, complex, dimension( ldt, * ) T, integer LDT, complex, dimension( * ) D,
integer INFO)
CUNHR_COL
Purpose:
CUNHR_COL takes an M-by-N complex matrix Q_in with orthonormal columns
as input, stored in A, and performs Householder Reconstruction (HR),
i.e. reconstructs Householder vectors V(i) implicitly representing
another M-by-N matrix Q_out, with the property that Q_in = Q_out*S,
where S is an N-by-N diagonal matrix with diagonal entries
equal to +1 or -1. The Householder vectors (columns V(i) of V) are
stored in A on output, and the diagonal entries of S are stored in D.
Block reflectors are also returned in T
(same output format as CGEQRT).
Parameters
M
M is INTEGER
The number of rows of the matrix A. M >= 0.
N
N is INTEGER
The number of columns of the matrix A. M >= N >= 0.
NB
NB is INTEGER
The column block size to be used in the reconstruction
of Householder column vector blocks in the array A and
corresponding block reflectors in the array T. NB >= 1.
(Note that if NB > N, then N is used instead of NB
as the column block size.)
A
A is COMPLEX array, dimension (LDA,N)
On entry:
The array A contains an M-by-N orthonormal matrix Q_in,
i.e the columns of A are orthogonal unit vectors.
On exit:
The elements below the diagonal of A represent the unit
lower-trapezoidal matrix V of Householder column vectors
V(i). The unit diagonal entries of V are not stored
(same format as the output below the diagonal in A from
CGEQRT). The matrix T and the matrix V stored on output
in A implicitly define Q_out.
The elements above the diagonal contain the factor U
of the "modified" LU-decomposition:
Q_in - ( S ) = V * U
( 0 )
where 0 is a (M-N)-by-(M-N) zero matrix.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,M).
T
T is COMPLEX array,
dimension (LDT, N)
Let NOCB = Number_of_output_col_blocks
= CEIL(N/NB)
On exit, T(1:NB, 1:N) contains NOCB upper-triangular
block reflectors used to define Q_out stored in compact
form as a sequence of upper-triangular NB-by-NB column
blocks (same format as the output T in CGEQRT).
The matrix T and the matrix V stored on output in A
implicitly define Q_out. NOTE: The lower triangles
below the upper-triangular blocks will be filled with
zeros. See Further Details.
LDT
LDT is INTEGER
The leading dimension of the array T.
LDT >= max(1,min(NB,N)).
D
D is COMPLEX array, dimension min(M,N).
The elements can be only plus or minus one.
D(i) is constructed as D(i) = -SIGN(Q_in_i(i,i)), where
1 <= i <= min(M,N), and Q_in_i is Q_in after performing
i-1 steps of “modified” Gaussian elimination.
See Further Details.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Further Details:
The computed M-by-M unitary factor Q_out is defined implicitly as
a product of unitary matrices Q_out(i). Each Q_out(i) is stored in
the compact WY-representation format in the corresponding blocks of
matrices V (stored in A) and T.
The M-by-N unit lower-trapezoidal matrix V stored in the M-by-N
matrix A contains the column vectors V(i) in NB-size column
blocks VB(j). For example, VB(1) contains the columns
V(1), V(2), ... V(NB). NOTE: The unit entries on
the diagonal of Y are not stored in A.
The number of column blocks is
NOCB = Number_of_output_col_blocks = CEIL(N/NB)
where each block is of order NB except for the last block, which
is of order LAST_NB = N - (NOCB-1)*NB.
For example, if M=6, N=5 and NB=2, the matrix V is
V = ( VB(1), VB(2), VB(3) ) =
= ( 1 )
( v21 1 )
( v31 v32 1 )
( v41 v42 v43 1 )
( v51 v52 v53 v54 1 )
( v61 v62 v63 v54 v65 )
For each of the column blocks VB(i), an upper-triangular block
reflector TB(i) is computed. These blocks are stored as
a sequence of upper-triangular column blocks in the NB-by-N
matrix T. The size of each TB(i) block is NB-by-NB, except
for the last block, whose size is LAST_NB-by-LAST_NB.
For example, if M=6, N=5 and NB=2, the matrix T is
T = ( TB(1), TB(2), TB(3) ) =
= ( t11 t12 t13 t14 t15 )
( t22 t24 )
The M-by-M factor Q_out is given as a product of NOCB
unitary M-by-M matrices Q_out(i).
Q_out = Q_out(1) * Q_out(2) * ... * Q_out(NOCB),
where each matrix Q_out(i) is given by the WY-representation
using corresponding blocks from the matrices V and T:
Q_out(i) = I - VB(i) * TB(i) * (VB(i))**T,
where I is the identity matrix. Here is the formula with matrix
dimensions:
Q(i){M-by-M} = I{M-by-M} -
VB(i){M-by-INB} * TB(i){INB-by-INB} * (VB(i))**T {INB-by-M},
where INB = NB, except for the last block NOCB
for which INB=LAST_NB.
=====
NOTE:
=====
If Q_in is the result of doing a QR factorization
B = Q_in * R_in, then:
B = (Q_out*S) * R_in = Q_out * (S * R_in) = Q_out * R_out.
So if one wants to interpret Q_out as the result
of the QR factorization of B, then the corresponding R_out
should be equal to R_out = S * R_in, i.e. some rows of R_in
should be multiplied by -1.
For the details of the algorithm, see [1].
[1] "Reconstructing Householder vectors from tall-skinny QR",
G. Ballard, J. Demmel, L. Grigori, M. Jacquelin, H.D. Nguyen,
E. Solomonik, J. Parallel Distrib. Comput.,
vol. 85, pp. 3-31, 2015.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
November 2019, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
subroutine cunm22 (character SIDE, character TRANS, integer M, integer N, integer N1, integer
N2, complex, dimension( ldq, * ) Q, integer LDQ, complex, dimension( ldc, * ) C, integer
LDC, complex, dimension( * ) WORK, integer LWORK, integer INFO)
CUNM22 multiplies a general matrix by a banded unitary matrix.
Purpose
CUNM22 overwrites the general complex M-by-N matrix C with
SIDE = 'L' SIDE = 'R'
TRANS = 'N': Q * C C * Q
TRANS = 'C': Q**H * C C * Q**H
where Q is a complex unitary matrix of order NQ, with NQ = M if
SIDE = 'L' and NQ = N if SIDE = 'R'.
The unitary matrix Q processes a 2-by-2 block structure
[ Q11 Q12 ]
Q = [ ]
[ Q21 Q22 ],
where Q12 is an N1-by-N1 lower triangular matrix and Q21 is an
N2-by-N2 upper triangular matrix.
Parameters
SIDE
SIDE is CHARACTER*1
= 'L': apply Q or Q**H from the Left;
= 'R': apply Q or Q**H from the Right.
TRANS
TRANS is CHARACTER*1
= 'N': apply Q (No transpose);
= 'C': apply Q**H (Conjugate transpose).
M
M is INTEGER
The number of rows of the matrix C. M >= 0.
N
N is INTEGER
The number of columns of the matrix C. N >= 0.
N1
N2
N1 is INTEGER
N2 is INTEGER
The dimension of Q12 and Q21, respectively. N1, N2 >= 0.
The following requirement must be satisfied:
N1 + N2 = M if SIDE = 'L' and N1 + N2 = N if SIDE = 'R'.
Q
Q is COMPLEX array, dimension
(LDQ,M) if SIDE = 'L'
(LDQ,N) if SIDE = 'R'
LDQ
LDQ is INTEGER
The leading dimension of the array Q.
LDQ >= max(1,M) if SIDE = 'L'; LDQ >= max(1,N) if SIDE = 'R'.
C
C is COMPLEX array, dimension (LDC,N)
On entry, the M-by-N matrix C.
On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q.
LDC
LDC is INTEGER
The leading dimension of the array C. LDC >= max(1,M).
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.
If SIDE = 'L', LWORK >= max(1,N);
if SIDE = 'R', LWORK >= max(1,M).
For optimum performance LWORK >= 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.
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.
subroutine cunm2l (character SIDE, character TRANS, integer M, integer N, integer K, complex,
dimension( lda, * ) A, integer LDA, complex, dimension( * ) TAU, complex, dimension( ldc,
* ) C, integer LDC, complex, dimension( * ) WORK, integer INFO)
CUNM2L multiplies a general matrix by the unitary matrix from a QL factorization
determined by cgeqlf (unblocked algorithm).
Purpose:
CUNM2L overwrites the general complex m-by-n matrix C with
Q * C if SIDE = 'L' and TRANS = 'N', or
Q**H* C if SIDE = 'L' and TRANS = 'C', or
C * Q if SIDE = 'R' and TRANS = 'N', or
C * Q**H if SIDE = 'R' and TRANS = 'C',
where Q is a complex unitary matrix defined as the product of k
elementary reflectors
Q = H(k) . . . H(2) H(1)
as returned by CGEQLF. Q is of order m if SIDE = 'L' and of order n
if SIDE = 'R'.
Parameters
SIDE
SIDE is CHARACTER*1
= 'L': apply Q or Q**H from the Left
= 'R': apply Q or Q**H from the Right
TRANS
TRANS is CHARACTER*1
= 'N': apply Q (No transpose)
= 'C': apply Q**H (Conjugate transpose)
M
M is INTEGER
The number of rows of the matrix C. M >= 0.
N
N is INTEGER
The number of columns of the matrix C. N >= 0.
K
K is INTEGER
The number of elementary reflectors whose product defines
the matrix Q.
If SIDE = 'L', M >= K >= 0;
if SIDE = 'R', N >= K >= 0.
A
A is COMPLEX array, dimension (LDA,K)
The i-th column must contain the vector which defines the
elementary reflector H(i), for i = 1,2,...,k, as returned by
CGEQLF in the last k columns of its array argument A.
A is modified by the routine but restored on exit.
LDA
LDA is INTEGER
The leading dimension of the array A.
If SIDE = 'L', LDA >= max(1,M);
if SIDE = 'R', LDA >= max(1,N).
TAU
TAU is COMPLEX array, dimension (K)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by CGEQLF.
C
C is COMPLEX array, dimension (LDC,N)
On entry, the m-by-n matrix C.
On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q.
LDC
LDC is INTEGER
The leading dimension of the array C. LDC >= max(1,M).
WORK
WORK is COMPLEX array, dimension
(N) if SIDE = 'L',
(M) if SIDE = 'R'
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.
subroutine cunm2r (character SIDE, character TRANS, integer M, integer N, integer K, complex,
dimension( lda, * ) A, integer LDA, complex, dimension( * ) TAU, complex, dimension( ldc,
* ) C, integer LDC, complex, dimension( * ) WORK, integer INFO)
CUNM2R multiplies a general matrix by the unitary matrix from a QR factorization
determined by cgeqrf (unblocked algorithm).
Purpose:
CUNM2R overwrites the general complex m-by-n matrix C with
Q * C if SIDE = 'L' and TRANS = 'N', or
Q**H* C if SIDE = 'L' and TRANS = 'C', or
C * Q if SIDE = 'R' and TRANS = 'N', or
C * Q**H if SIDE = 'R' and TRANS = 'C',
where Q is a complex unitary matrix defined as the product of k
elementary reflectors
Q = H(1) H(2) . . . H(k)
as returned by CGEQRF. Q is of order m if SIDE = 'L' and of order n
if SIDE = 'R'.
Parameters
SIDE
SIDE is CHARACTER*1
= 'L': apply Q or Q**H from the Left
= 'R': apply Q or Q**H from the Right
TRANS
TRANS is CHARACTER*1
= 'N': apply Q (No transpose)
= 'C': apply Q**H (Conjugate transpose)
M
M is INTEGER
The number of rows of the matrix C. M >= 0.
N
N is INTEGER
The number of columns of the matrix C. N >= 0.
K
K is INTEGER
The number of elementary reflectors whose product defines
the matrix Q.
If SIDE = 'L', M >= K >= 0;
if SIDE = 'R', N >= K >= 0.
A
A is COMPLEX array, dimension (LDA,K)
The i-th column must contain the vector which defines the
elementary reflector H(i), for i = 1,2,...,k, as returned by
CGEQRF in the first k columns of its array argument A.
A is modified by the routine but restored on exit.
LDA
LDA is INTEGER
The leading dimension of the array A.
If SIDE = 'L', LDA >= max(1,M);
if SIDE = 'R', LDA >= max(1,N).
TAU
TAU is COMPLEX array, dimension (K)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by CGEQRF.
C
C is COMPLEX array, dimension (LDC,N)
On entry, the m-by-n matrix C.
On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q.
LDC
LDC is INTEGER
The leading dimension of the array C. LDC >= max(1,M).
WORK
WORK is COMPLEX array, dimension
(N) if SIDE = 'L',
(M) if SIDE = 'R'
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.
subroutine cunmbr (character VECT, character SIDE, character TRANS, integer M, integer N,
integer K, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) TAU,
complex, dimension( ldc, * ) C, integer LDC, complex, dimension( * ) WORK, integer LWORK,
integer INFO)
CUNMBR
Purpose:
If VECT = 'Q', CUNMBR overwrites the general complex M-by-N matrix C
with
SIDE = 'L' SIDE = 'R'
TRANS = 'N': Q * C C * Q
TRANS = 'C': Q**H * C C * Q**H
If VECT = 'P', CUNMBR overwrites the general complex M-by-N matrix C
with
SIDE = 'L' SIDE = 'R'
TRANS = 'N': P * C C * P
TRANS = 'C': P**H * C C * P**H
Here Q and P**H are the unitary matrices determined by CGEBRD when
reducing a complex matrix A to bidiagonal form: A = Q * B * P**H. Q
and P**H are defined as products of elementary reflectors H(i) and
G(i) respectively.
Let nq = m if SIDE = 'L' and nq = n if SIDE = 'R'. Thus nq is the
order of the unitary matrix Q or P**H that is applied.
If VECT = 'Q', A is assumed to have been an NQ-by-K matrix:
if nq >= k, Q = H(1) H(2) . . . H(k);
if nq < k, Q = H(1) H(2) . . . H(nq-1).
If VECT = 'P', A is assumed to have been a K-by-NQ matrix:
if k < nq, P = G(1) G(2) . . . G(k);
if k >= nq, P = G(1) G(2) . . . G(nq-1).
Parameters
VECT
VECT is CHARACTER*1
= 'Q': apply Q or Q**H;
= 'P': apply P or P**H.
SIDE
SIDE is CHARACTER*1
= 'L': apply Q, Q**H, P or P**H from the Left;
= 'R': apply Q, Q**H, P or P**H from the Right.
TRANS
TRANS is CHARACTER*1
= 'N': No transpose, apply Q or P;
= 'C': Conjugate transpose, apply Q**H or P**H.
M
M is INTEGER
The number of rows of the matrix C. M >= 0.
N
N is INTEGER
The number of columns of the matrix C. N >= 0.
K
K is INTEGER
If VECT = 'Q', the number of columns in the original
matrix reduced by CGEBRD.
If VECT = 'P', the number of rows in the original
matrix reduced by CGEBRD.
K >= 0.
A
A is COMPLEX array, dimension
(LDA,min(nq,K)) if VECT = 'Q'
(LDA,nq) if VECT = 'P'
The vectors which define the elementary reflectors H(i) and
G(i), whose products determine the matrices Q and P, as
returned by CGEBRD.
LDA
LDA is INTEGER
The leading dimension of the array A.
If VECT = 'Q', LDA >= max(1,nq);
if VECT = 'P', LDA >= max(1,min(nq,K)).
TAU
TAU is COMPLEX array, dimension (min(nq,K))
TAU(i) must contain the scalar factor of the elementary
reflector H(i) or G(i) which determines Q or P, as returned
by CGEBRD in the array argument TAUQ or TAUP.
C
C is COMPLEX array, dimension (LDC,N)
On entry, the M-by-N matrix C.
On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q
or P*C or P**H*C or C*P or C*P**H.
LDC
LDC is INTEGER
The leading dimension of the array C. LDC >= max(1,M).
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.
If SIDE = 'L', LWORK >= max(1,N);
if SIDE = 'R', LWORK >= max(1,M);
if N = 0 or M = 0, LWORK >= 1.
For optimum performance LWORK >= max(1,N*NB) if SIDE = 'L',
and LWORK >= max(1,M*NB) if SIDE = 'R', where NB is the
optimal blocksize. (NB = 0 if M = 0 or N = 0.)
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.
subroutine cunmhr (character SIDE, character TRANS, integer M, integer N, integer ILO, integer
IHI, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) TAU, complex,
dimension( ldc, * ) C, integer LDC, complex, dimension( * ) WORK, integer LWORK, integer
INFO)
CUNMHR
Purpose:
CUNMHR overwrites the general complex M-by-N matrix C with
SIDE = 'L' SIDE = 'R'
TRANS = 'N': Q * C C * Q
TRANS = 'C': Q**H * C C * Q**H
where Q is a complex unitary matrix of order nq, with nq = m if
SIDE = 'L' and nq = n if SIDE = 'R'. Q is defined as the product of
IHI-ILO elementary reflectors, as returned by CGEHRD:
Q = H(ilo) H(ilo+1) . . . H(ihi-1).
Parameters
SIDE
SIDE is CHARACTER*1
= 'L': apply Q or Q**H from the Left;
= 'R': apply Q or Q**H from the Right.
TRANS
TRANS is CHARACTER*1
= 'N': apply Q (No transpose)
= 'C': apply Q**H (Conjugate transpose)
M
M is INTEGER
The number of rows of the matrix C. M >= 0.
N
N is INTEGER
The number of columns of the matrix C. N >= 0.
ILO
ILO is INTEGER
IHI
IHI is INTEGER
ILO and IHI must have the same values as in the previous call
of CGEHRD. Q is equal to the unit matrix except in the
submatrix Q(ilo+1:ihi,ilo+1:ihi).
If SIDE = 'L', then 1 <= ILO <= IHI <= M, if M > 0, and
ILO = 1 and IHI = 0, if M = 0;
if SIDE = 'R', then 1 <= ILO <= IHI <= N, if N > 0, and
ILO = 1 and IHI = 0, if N = 0.
A
A is COMPLEX array, dimension
(LDA,M) if SIDE = 'L'
(LDA,N) if SIDE = 'R'
The vectors which define the elementary reflectors, as
returned by CGEHRD.
LDA
LDA is INTEGER
The leading dimension of the array A.
LDA >= max(1,M) if SIDE = 'L'; LDA >= max(1,N) if SIDE = 'R'.
TAU
TAU is COMPLEX array, dimension
(M-1) if SIDE = 'L'
(N-1) if SIDE = 'R'
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by CGEHRD.
C
C is COMPLEX array, dimension (LDC,N)
On entry, the M-by-N matrix C.
On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q.
LDC
LDC is INTEGER
The leading dimension of the array C. LDC >= max(1,M).
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.
If SIDE = 'L', LWORK >= max(1,N);
if SIDE = 'R', LWORK >= max(1,M).
For optimum performance LWORK >= N*NB if SIDE = 'L', and
LWORK >= M*NB if SIDE = 'R', where NB is the optimal
blocksize.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO
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.
subroutine cunml2 (character SIDE, character TRANS, integer M, integer N, integer K, complex,
dimension( lda, * ) A, integer LDA, complex, dimension( * ) TAU, complex, dimension( ldc,
* ) C, integer LDC, complex, dimension( * ) WORK, integer INFO)
CUNML2 multiplies a general matrix by the unitary matrix from a LQ factorization
determined by cgelqf (unblocked algorithm).
Purpose:
CUNML2 overwrites the general complex m-by-n matrix C with
Q * C if SIDE = 'L' and TRANS = 'N', or
Q**H* C if SIDE = 'L' and TRANS = 'C', or
C * Q if SIDE = 'R' and TRANS = 'N', or
C * Q**H if SIDE = 'R' and TRANS = 'C',
where Q is a complex unitary matrix defined as the product of k
elementary reflectors
Q = H(k)**H . . . H(2)**H H(1)**H
as returned by CGELQF. Q is of order m if SIDE = 'L' and of order n
if SIDE = 'R'.
Parameters
SIDE
SIDE is CHARACTER*1
= 'L': apply Q or Q**H from the Left
= 'R': apply Q or Q**H from the Right
TRANS
TRANS is CHARACTER*1
= 'N': apply Q (No transpose)
= 'C': apply Q**H (Conjugate transpose)
M
M is INTEGER
The number of rows of the matrix C. M >= 0.
N
N is INTEGER
The number of columns of the matrix C. N >= 0.
K
K is INTEGER
The number of elementary reflectors whose product defines
the matrix Q.
If SIDE = 'L', M >= K >= 0;
if SIDE = 'R', N >= K >= 0.
A
A is COMPLEX array, dimension
(LDA,M) if SIDE = 'L',
(LDA,N) if SIDE = 'R'
The i-th row must contain the vector which defines the
elementary reflector H(i), for i = 1,2,...,k, as returned by
CGELQF in the first k rows of its array argument A.
A is modified by the routine but restored on exit.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,K).
TAU
TAU is COMPLEX array, dimension (K)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by CGELQF.
C
C is COMPLEX array, dimension (LDC,N)
On entry, the m-by-n matrix C.
On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q.
LDC
LDC is INTEGER
The leading dimension of the array C. LDC >= max(1,M).
WORK
WORK is COMPLEX array, dimension
(N) if SIDE = 'L',
(M) if SIDE = 'R'
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.
subroutine cunmlq (character SIDE, character TRANS, integer M, integer N, integer K, complex,
dimension( lda, * ) A, integer LDA, complex, dimension( * ) TAU, complex, dimension( ldc,
* ) C, integer LDC, complex, dimension( * ) WORK, integer LWORK, integer INFO)
CUNMLQ
Purpose:
CUNMLQ overwrites the general complex M-by-N matrix C with
SIDE = 'L' SIDE = 'R'
TRANS = 'N': Q * C C * Q
TRANS = 'C': Q**H * C C * Q**H
where Q is a complex unitary matrix defined as the product of k
elementary reflectors
Q = H(k)**H . . . H(2)**H H(1)**H
as returned by CGELQF. Q is of order M if SIDE = 'L' and of order N
if SIDE = 'R'.
Parameters
SIDE
SIDE is CHARACTER*1
= 'L': apply Q or Q**H from the Left;
= 'R': apply Q or Q**H from the Right.
TRANS
TRANS is CHARACTER*1
= 'N': No transpose, apply Q;
= 'C': Conjugate transpose, apply Q**H.
M
M is INTEGER
The number of rows of the matrix C. M >= 0.
N
N is INTEGER
The number of columns of the matrix C. N >= 0.
K
K is INTEGER
The number of elementary reflectors whose product defines
the matrix Q.
If SIDE = 'L', M >= K >= 0;
if SIDE = 'R', N >= K >= 0.
A
A is COMPLEX array, dimension
(LDA,M) if SIDE = 'L',
(LDA,N) if SIDE = 'R'
The i-th row must contain the vector which defines the
elementary reflector H(i), for i = 1,2,...,k, as returned by
CGELQF in the first k rows of its array argument A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,K).
TAU
TAU is COMPLEX array, dimension (K)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by CGELQF.
C
C is COMPLEX array, dimension (LDC,N)
On entry, the M-by-N matrix C.
On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q.
LDC
LDC is INTEGER
The leading dimension of the array C. LDC >= max(1,M).
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.
If SIDE = 'L', LWORK >= max(1,N);
if SIDE = 'R', LWORK >= max(1,M).
For good performance, LWORK should generally be larger.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO
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.
subroutine cunmql (character SIDE, character TRANS, integer M, integer N, integer K, complex,
dimension( lda, * ) A, integer LDA, complex, dimension( * ) TAU, complex, dimension( ldc,
* ) C, integer LDC, complex, dimension( * ) WORK, integer LWORK, integer INFO)
CUNMQL
Purpose:
CUNMQL overwrites the general complex M-by-N matrix C with
SIDE = 'L' SIDE = 'R'
TRANS = 'N': Q * C C * Q
TRANS = 'C': Q**H * C C * Q**H
where Q is a complex unitary matrix defined as the product of k
elementary reflectors
Q = H(k) . . . H(2) H(1)
as returned by CGEQLF. Q is of order M if SIDE = 'L' and of order N
if SIDE = 'R'.
Parameters
SIDE
SIDE is CHARACTER*1
= 'L': apply Q or Q**H from the Left;
= 'R': apply Q or Q**H from the Right.
TRANS
TRANS is CHARACTER*1
= 'N': No transpose, apply Q;
= 'C': Conjugate transpose, apply Q**H.
M
M is INTEGER
The number of rows of the matrix C. M >= 0.
N
N is INTEGER
The number of columns of the matrix C. N >= 0.
K
K is INTEGER
The number of elementary reflectors whose product defines
the matrix Q.
If SIDE = 'L', M >= K >= 0;
if SIDE = 'R', N >= K >= 0.
A
A is COMPLEX array, dimension (LDA,K)
The i-th column must contain the vector which defines the
elementary reflector H(i), for i = 1,2,...,k, as returned by
CGEQLF in the last k columns of its array argument A.
LDA
LDA is INTEGER
The leading dimension of the array A.
If SIDE = 'L', LDA >= max(1,M);
if SIDE = 'R', LDA >= max(1,N).
TAU
TAU is COMPLEX array, dimension (K)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by CGEQLF.
C
C is COMPLEX array, dimension (LDC,N)
On entry, the M-by-N matrix C.
On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q.
LDC
LDC is INTEGER
The leading dimension of the array C. LDC >= max(1,M).
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.
If SIDE = 'L', LWORK >= max(1,N);
if SIDE = 'R', LWORK >= max(1,M).
For good performance, LWORK should generally be larger.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO
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.
subroutine cunmqr (character SIDE, character TRANS, integer M, integer N, integer K, complex,
dimension( lda, * ) A, integer LDA, complex, dimension( * ) TAU, complex, dimension( ldc,
* ) C, integer LDC, complex, dimension( * ) WORK, integer LWORK, integer INFO)
CUNMQR
Purpose:
CUNMQR overwrites the general complex M-by-N matrix C with
SIDE = 'L' SIDE = 'R'
TRANS = 'N': Q * C C * Q
TRANS = 'C': Q**H * C C * Q**H
where Q is a complex unitary matrix defined as the product of k
elementary reflectors
Q = H(1) H(2) . . . H(k)
as returned by CGEQRF. Q is of order M if SIDE = 'L' and of order N
if SIDE = 'R'.
Parameters
SIDE
SIDE is CHARACTER*1
= 'L': apply Q or Q**H from the Left;
= 'R': apply Q or Q**H from the Right.
TRANS
TRANS is CHARACTER*1
= 'N': No transpose, apply Q;
= 'C': Conjugate transpose, apply Q**H.
M
M is INTEGER
The number of rows of the matrix C. M >= 0.
N
N is INTEGER
The number of columns of the matrix C. N >= 0.
K
K is INTEGER
The number of elementary reflectors whose product defines
the matrix Q.
If SIDE = 'L', M >= K >= 0;
if SIDE = 'R', N >= K >= 0.
A
A is COMPLEX array, dimension (LDA,K)
The i-th column must contain the vector which defines the
elementary reflector H(i), for i = 1,2,...,k, as returned by
CGEQRF in the first k columns of its array argument A.
LDA
LDA is INTEGER
The leading dimension of the array A.
If SIDE = 'L', LDA >= max(1,M);
if SIDE = 'R', LDA >= max(1,N).
TAU
TAU is COMPLEX array, dimension (K)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by CGEQRF.
C
C is COMPLEX array, dimension (LDC,N)
On entry, the M-by-N matrix C.
On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q.
LDC
LDC is INTEGER
The leading dimension of the array C. LDC >= max(1,M).
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.
If SIDE = 'L', LWORK >= max(1,N);
if SIDE = 'R', LWORK >= max(1,M).
For good performance, LWORK should generally be larger.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO
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.
subroutine cunmr2 (character SIDE, character TRANS, integer M, integer N, integer K, complex,
dimension( lda, * ) A, integer LDA, complex, dimension( * ) TAU, complex, dimension( ldc,
* ) C, integer LDC, complex, dimension( * ) WORK, integer INFO)
CUNMR2 multiplies a general matrix by the unitary matrix from a RQ factorization
determined by cgerqf (unblocked algorithm).
Purpose:
CUNMR2 overwrites the general complex m-by-n matrix C with
Q * C if SIDE = 'L' and TRANS = 'N', or
Q**H* C if SIDE = 'L' and TRANS = 'C', or
C * Q if SIDE = 'R' and TRANS = 'N', or
C * Q**H if SIDE = 'R' and TRANS = 'C',
where Q is a complex unitary matrix defined as the product of k
elementary reflectors
Q = H(1)**H H(2)**H . . . H(k)**H
as returned by CGERQF. Q is of order m if SIDE = 'L' and of order n
if SIDE = 'R'.
Parameters
SIDE
SIDE is CHARACTER*1
= 'L': apply Q or Q**H from the Left
= 'R': apply Q or Q**H from the Right
TRANS
TRANS is CHARACTER*1
= 'N': apply Q (No transpose)
= 'C': apply Q**H (Conjugate transpose)
M
M is INTEGER
The number of rows of the matrix C. M >= 0.
N
N is INTEGER
The number of columns of the matrix C. N >= 0.
K
K is INTEGER
The number of elementary reflectors whose product defines
the matrix Q.
If SIDE = 'L', M >= K >= 0;
if SIDE = 'R', N >= K >= 0.
A
A is COMPLEX array, dimension
(LDA,M) if SIDE = 'L',
(LDA,N) if SIDE = 'R'
The i-th row must contain the vector which defines the
elementary reflector H(i), for i = 1,2,...,k, as returned by
CGERQF in the last k rows of its array argument A.
A is modified by the routine but restored on exit.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,K).
TAU
TAU is COMPLEX array, dimension (K)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by CGERQF.
C
C is COMPLEX array, dimension (LDC,N)
On entry, the m-by-n matrix C.
On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q.
LDC
LDC is INTEGER
The leading dimension of the array C. LDC >= max(1,M).
WORK
WORK is COMPLEX array, dimension
(N) if SIDE = 'L',
(M) if SIDE = 'R'
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.
subroutine cunmr3 (character SIDE, character TRANS, integer M, integer N, integer K, integer
L, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) TAU, complex,
dimension( ldc, * ) C, integer LDC, complex, dimension( * ) WORK, integer INFO)
CUNMR3 multiplies a general matrix by the unitary matrix from a RZ factorization
determined by ctzrzf (unblocked algorithm).
Purpose:
CUNMR3 overwrites the general complex m by n matrix C with
Q * C if SIDE = 'L' and TRANS = 'N', or
Q**H* C if SIDE = 'L' and TRANS = 'C', or
C * Q if SIDE = 'R' and TRANS = 'N', or
C * Q**H if SIDE = 'R' and TRANS = 'C',
where Q is a complex unitary matrix defined as the product of k
elementary reflectors
Q = H(1) H(2) . . . H(k)
as returned by CTZRZF. Q is of order m if SIDE = 'L' and of order n
if SIDE = 'R'.
Parameters
SIDE
SIDE is CHARACTER*1
= 'L': apply Q or Q**H from the Left
= 'R': apply Q or Q**H from the Right
TRANS
TRANS is CHARACTER*1
= 'N': apply Q (No transpose)
= 'C': apply Q**H (Conjugate transpose)
M
M is INTEGER
The number of rows of the matrix C. M >= 0.
N
N is INTEGER
The number of columns of the matrix C. N >= 0.
K
K is INTEGER
The number of elementary reflectors whose product defines
the matrix Q.
If SIDE = 'L', M >= K >= 0;
if SIDE = 'R', N >= K >= 0.
L
L is INTEGER
The number of columns of the matrix A containing
the meaningful part of the Householder reflectors.
If SIDE = 'L', M >= L >= 0, if SIDE = 'R', N >= L >= 0.
A
A is COMPLEX array, dimension
(LDA,M) if SIDE = 'L',
(LDA,N) if SIDE = 'R'
The i-th row must contain the vector which defines the
elementary reflector H(i), for i = 1,2,...,k, as returned by
CTZRZF in the last k rows of its array argument A.
A is modified by the routine but restored on exit.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,K).
TAU
TAU is COMPLEX array, dimension (K)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by CTZRZF.
C
C is COMPLEX array, dimension (LDC,N)
On entry, the m-by-n matrix C.
On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q.
LDC
LDC is INTEGER
The leading dimension of the array C. LDC >= max(1,M).
WORK
WORK is COMPLEX array, dimension
(N) if SIDE = 'L',
(M) if SIDE = 'R'
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.
Contributors:
A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
Further Details:
subroutine cunmrq (character SIDE, character TRANS, integer M, integer N, integer K, complex,
dimension( lda, * ) A, integer LDA, complex, dimension( * ) TAU, complex, dimension( ldc,
* ) C, integer LDC, complex, dimension( * ) WORK, integer LWORK, integer INFO)
CUNMRQ
Purpose:
CUNMRQ overwrites the general complex M-by-N matrix C with
SIDE = 'L' SIDE = 'R'
TRANS = 'N': Q * C C * Q
TRANS = 'C': Q**H * C C * Q**H
where Q is a complex unitary matrix defined as the product of k
elementary reflectors
Q = H(1)**H H(2)**H . . . H(k)**H
as returned by CGERQF. Q is of order M if SIDE = 'L' and of order N
if SIDE = 'R'.
Parameters
SIDE
SIDE is CHARACTER*1
= 'L': apply Q or Q**H from the Left;
= 'R': apply Q or Q**H from the Right.
TRANS
TRANS is CHARACTER*1
= 'N': No transpose, apply Q;
= 'C': Conjugate transpose, apply Q**H.
M
M is INTEGER
The number of rows of the matrix C. M >= 0.
N
N is INTEGER
The number of columns of the matrix C. N >= 0.
K
K is INTEGER
The number of elementary reflectors whose product defines
the matrix Q.
If SIDE = 'L', M >= K >= 0;
if SIDE = 'R', N >= K >= 0.
A
A is COMPLEX array, dimension
(LDA,M) if SIDE = 'L',
(LDA,N) if SIDE = 'R'
The i-th row must contain the vector which defines the
elementary reflector H(i), for i = 1,2,...,k, as returned by
CGERQF in the last k rows of its array argument A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,K).
TAU
TAU is COMPLEX array, dimension (K)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by CGERQF.
C
C is COMPLEX array, dimension (LDC,N)
On entry, the M-by-N matrix C.
On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q.
LDC
LDC is INTEGER
The leading dimension of the array C. LDC >= max(1,M).
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.
If SIDE = 'L', LWORK >= max(1,N);
if SIDE = 'R', LWORK >= max(1,M).
For good performance, LWORK should generally be larger.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO
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.
subroutine cunmrz (character SIDE, character TRANS, integer M, integer N, integer K, integer
L, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) TAU, complex,
dimension( ldc, * ) C, integer LDC, complex, dimension( * ) WORK, integer LWORK, integer
INFO)
CUNMRZ
Purpose:
CUNMRZ overwrites the general complex M-by-N matrix C with
SIDE = 'L' SIDE = 'R'
TRANS = 'N': Q * C C * Q
TRANS = 'C': Q**H * C C * Q**H
where Q is a complex unitary matrix defined as the product of k
elementary reflectors
Q = H(1) H(2) . . . H(k)
as returned by CTZRZF. Q is of order M if SIDE = 'L' and of order N
if SIDE = 'R'.
Parameters
SIDE
SIDE is CHARACTER*1
= 'L': apply Q or Q**H from the Left;
= 'R': apply Q or Q**H from the Right.
TRANS
TRANS is CHARACTER*1
= 'N': No transpose, apply Q;
= 'C': Conjugate transpose, apply Q**H.
M
M is INTEGER
The number of rows of the matrix C. M >= 0.
N
N is INTEGER
The number of columns of the matrix C. N >= 0.
K
K is INTEGER
The number of elementary reflectors whose product defines
the matrix Q.
If SIDE = 'L', M >= K >= 0;
if SIDE = 'R', N >= K >= 0.
L
L is INTEGER
The number of columns of the matrix A containing
the meaningful part of the Householder reflectors.
If SIDE = 'L', M >= L >= 0, if SIDE = 'R', N >= L >= 0.
A
A is COMPLEX array, dimension
(LDA,M) if SIDE = 'L',
(LDA,N) if SIDE = 'R'
The i-th row must contain the vector which defines the
elementary reflector H(i), for i = 1,2,...,k, as returned by
CTZRZF in the last k rows of its array argument A.
A is modified by the routine but restored on exit.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,K).
TAU
TAU is COMPLEX array, dimension (K)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by CTZRZF.
C
C is COMPLEX array, dimension (LDC,N)
On entry, the M-by-N matrix C.
On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q.
LDC
LDC is INTEGER
The leading dimension of the array C. LDC >= max(1,M).
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.
If SIDE = 'L', LWORK >= max(1,N);
if SIDE = 'R', LWORK >= max(1,M).
For good performance, LWORK should generally be larger.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO
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.
Contributors:
A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
Further Details:
subroutine cunmtr (character SIDE, character UPLO, character TRANS, integer M, integer N,
complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) TAU, complex,
dimension( ldc, * ) C, integer LDC, complex, dimension( * ) WORK, integer LWORK, integer
INFO)
CUNMTR
Purpose:
CUNMTR overwrites the general complex M-by-N matrix C with
SIDE = 'L' SIDE = 'R'
TRANS = 'N': Q * C C * Q
TRANS = 'C': Q**H * C C * Q**H
where Q is a complex unitary matrix of order nq, with nq = m if
SIDE = 'L' and nq = n if SIDE = 'R'. Q is defined as the product of
nq-1 elementary reflectors, as returned by CHETRD:
if UPLO = 'U', Q = H(nq-1) . . . H(2) H(1);
if UPLO = 'L', Q = H(1) H(2) . . . H(nq-1).
Parameters
SIDE
SIDE is CHARACTER*1
= 'L': apply Q or Q**H from the Left;
= 'R': apply Q or Q**H from the Right.
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A contains elementary reflectors
from CHETRD;
= 'L': Lower triangle of A contains elementary reflectors
from CHETRD.
TRANS
TRANS is CHARACTER*1
= 'N': No transpose, apply Q;
= 'C': Conjugate transpose, apply Q**H.
M
M is INTEGER
The number of rows of the matrix C. M >= 0.
N
N is INTEGER
The number of columns of the matrix C. N >= 0.
A
A is COMPLEX array, dimension
(LDA,M) if SIDE = 'L'
(LDA,N) if SIDE = 'R'
The vectors which define the elementary reflectors, as
returned by CHETRD.
LDA
LDA is INTEGER
The leading dimension of the array A.
LDA >= max(1,M) if SIDE = 'L'; LDA >= max(1,N) if SIDE = 'R'.
TAU
TAU is COMPLEX array, dimension
(M-1) if SIDE = 'L'
(N-1) if SIDE = 'R'
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by CHETRD.
C
C is COMPLEX array, dimension (LDC,N)
On entry, the M-by-N matrix C.
On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q.
LDC
LDC is INTEGER
The leading dimension of the array C. LDC >= max(1,M).
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.
If SIDE = 'L', LWORK >= max(1,N);
if SIDE = 'R', LWORK >= max(1,M).
For optimum performance LWORK >= N*NB if SIDE = 'L', and
LWORK >=M*NB if SIDE = 'R', where NB is the optimal
blocksize.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO
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.
subroutine cupgtr (character UPLO, integer N, complex, dimension( * ) AP, complex, dimension(
* ) TAU, complex, dimension( ldq, * ) Q, integer LDQ, complex, dimension( * ) WORK,
integer INFO)
CUPGTR
Purpose:
CUPGTR generates a complex unitary matrix Q which is defined as the
product of n-1 elementary reflectors H(i) of order n, as returned by
CHPTRD using packed storage:
if UPLO = 'U', Q = H(n-1) . . . H(2) H(1),
if UPLO = 'L', Q = H(1) H(2) . . . H(n-1).
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangular packed storage used in previous
call to CHPTRD;
= 'L': Lower triangular packed storage used in previous
call to CHPTRD.
N
N is INTEGER
The order of the matrix Q. N >= 0.
AP
AP is COMPLEX array, dimension (N*(N+1)/2)
The vectors which define the elementary reflectors, as
returned by CHPTRD.
TAU
TAU is COMPLEX array, dimension (N-1)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by CHPTRD.
Q
Q is COMPLEX array, dimension (LDQ,N)
The N-by-N unitary matrix Q.
LDQ
LDQ is INTEGER
The leading dimension of the array Q. LDQ >= max(1,N).
WORK
WORK is COMPLEX array, dimension (N-1)
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.
subroutine cupmtr (character SIDE, character UPLO, character TRANS, integer M, integer N,
complex, dimension( * ) AP, complex, dimension( * ) TAU, complex, dimension( ldc, * ) C,
integer LDC, complex, dimension( * ) WORK, integer INFO)
CUPMTR
Purpose:
CUPMTR overwrites the general complex M-by-N matrix C with
SIDE = 'L' SIDE = 'R'
TRANS = 'N': Q * C C * Q
TRANS = 'C': Q**H * C C * Q**H
where Q is a complex unitary matrix of order nq, with nq = m if
SIDE = 'L' and nq = n if SIDE = 'R'. Q is defined as the product of
nq-1 elementary reflectors, as returned by CHPTRD using packed
storage:
if UPLO = 'U', Q = H(nq-1) . . . H(2) H(1);
if UPLO = 'L', Q = H(1) H(2) . . . H(nq-1).
Parameters
SIDE
SIDE is CHARACTER*1
= 'L': apply Q or Q**H from the Left;
= 'R': apply Q or Q**H from the Right.
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangular packed storage used in previous
call to CHPTRD;
= 'L': Lower triangular packed storage used in previous
call to CHPTRD.
TRANS
TRANS is CHARACTER*1
= 'N': No transpose, apply Q;
= 'C': Conjugate transpose, apply Q**H.
M
M is INTEGER
The number of rows of the matrix C. M >= 0.
N
N is INTEGER
The number of columns of the matrix C. N >= 0.
AP
AP is COMPLEX array, dimension
(M*(M+1)/2) if SIDE = 'L'
(N*(N+1)/2) if SIDE = 'R'
The vectors which define the elementary reflectors, as
returned by CHPTRD. AP is modified by the routine but
restored on exit.
TAU
TAU is COMPLEX array, dimension (M-1) if SIDE = 'L'
or (N-1) if SIDE = 'R'
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by CHPTRD.
C
C is COMPLEX array, dimension (LDC,N)
On entry, the M-by-N matrix C.
On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q.
LDC
LDC is INTEGER
The leading dimension of the array C. LDC >= max(1,M).
WORK
WORK is COMPLEX array, dimension
(N) if SIDE = 'L'
(M) if SIDE = 'R'
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.
subroutine dorm22 (character SIDE, character TRANS, integer M, integer N, integer N1, integer
N2, double precision, dimension( ldq, * ) Q, integer LDQ, double precision, dimension(
ldc, * ) C, integer LDC, double precision, dimension( * ) WORK, integer LWORK, integer
INFO)
DORM22 multiplies a general matrix by a banded orthogonal matrix.
Purpose
DORM22 overwrites the general real M-by-N matrix C with
SIDE = 'L' SIDE = 'R'
TRANS = 'N': Q * C C * Q
TRANS = 'T': Q**T * C C * Q**T
where Q is a real orthogonal matrix of order NQ, with NQ = M if
SIDE = 'L' and NQ = N if SIDE = 'R'.
The orthogonal matrix Q processes a 2-by-2 block structure
[ Q11 Q12 ]
Q = [ ]
[ Q21 Q22 ],
where Q12 is an N1-by-N1 lower triangular matrix and Q21 is an
N2-by-N2 upper triangular matrix.
Parameters
SIDE
SIDE is CHARACTER*1
= 'L': apply Q or Q**T from the Left;
= 'R': apply Q or Q**T from the Right.
TRANS
TRANS is CHARACTER*1
= 'N': apply Q (No transpose);
= 'C': apply Q**T (Conjugate transpose).
M
M is INTEGER
The number of rows of the matrix C. M >= 0.
N
N is INTEGER
The number of columns of the matrix C. N >= 0.
N1
N2
N1 is INTEGER
N2 is INTEGER
The dimension of Q12 and Q21, respectively. N1, N2 >= 0.
The following requirement must be satisfied:
N1 + N2 = M if SIDE = 'L' and N1 + N2 = N if SIDE = 'R'.
Q
Q is DOUBLE PRECISION array, dimension
(LDQ,M) if SIDE = 'L'
(LDQ,N) if SIDE = 'R'
LDQ
LDQ is INTEGER
The leading dimension of the array Q.
LDQ >= max(1,M) if SIDE = 'L'; LDQ >= max(1,N) if SIDE = 'R'.
C
C is DOUBLE PRECISION array, dimension (LDC,N)
On entry, the M-by-N matrix C.
On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q.
LDC
LDC is INTEGER
The leading dimension of the array C. LDC >= max(1,M).
WORK
WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is INTEGER
The dimension of the array WORK.
If SIDE = 'L', LWORK >= max(1,N);
if SIDE = 'R', LWORK >= max(1,M).
For optimum performance LWORK >= 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.
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.
subroutine sorm22 (character SIDE, character TRANS, integer M, integer N, integer N1, integer
N2, real, dimension( ldq, * ) Q, integer LDQ, real, dimension( ldc, * ) C, integer LDC,
real, dimension( * ) WORK, integer LWORK, integer INFO)
SORM22 multiplies a general matrix by a banded orthogonal matrix.
Purpose
SORM22 overwrites the general real M-by-N matrix C with
SIDE = 'L' SIDE = 'R'
TRANS = 'N': Q * C C * Q
TRANS = 'T': Q**T * C C * Q**T
where Q is a real orthogonal matrix of order NQ, with NQ = M if
SIDE = 'L' and NQ = N if SIDE = 'R'.
The orthogonal matrix Q processes a 2-by-2 block structure
[ Q11 Q12 ]
Q = [ ]
[ Q21 Q22 ],
where Q12 is an N1-by-N1 lower triangular matrix and Q21 is an
N2-by-N2 upper triangular matrix.
Parameters
SIDE
SIDE is CHARACTER*1
= 'L': apply Q or Q**T from the Left;
= 'R': apply Q or Q**T from the Right.
TRANS
TRANS is CHARACTER*1
= 'N': apply Q (No transpose);
= 'C': apply Q**T (Conjugate transpose).
M
M is INTEGER
The number of rows of the matrix C. M >= 0.
N
N is INTEGER
The number of columns of the matrix C. N >= 0.
N1
N2
N1 is INTEGER
N2 is INTEGER
The dimension of Q12 and Q21, respectively. N1, N2 >= 0.
The following requirement must be satisfied:
N1 + N2 = M if SIDE = 'L' and N1 + N2 = N if SIDE = 'R'.
Q
Q is REAL array, dimension
(LDQ,M) if SIDE = 'L'
(LDQ,N) if SIDE = 'R'
LDQ
LDQ is INTEGER
The leading dimension of the array Q.
LDQ >= max(1,M) if SIDE = 'L'; LDQ >= max(1,N) if SIDE = 'R'.
C
C is REAL array, dimension (LDC,N)
On entry, the M-by-N matrix C.
On exit, C is overwritten by Q*C or Q**T*C or C*Q**T or C*Q.
LDC
LDC is INTEGER
The leading dimension of the array C. LDC >= max(1,M).
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 dimension of the array WORK.
If SIDE = 'L', LWORK >= max(1,N);
if SIDE = 'R', LWORK >= max(1,M).
For optimum performance LWORK >= 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.
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.
subroutine zunm22 (character SIDE, character TRANS, integer M, integer N, integer N1, integer
N2, complex*16, dimension( ldq, * ) Q, integer LDQ, complex*16, dimension( ldc, * ) C,
integer LDC, complex*16, dimension( * ) WORK, integer LWORK, integer INFO)
ZUNM22 multiplies a general matrix by a banded unitary matrix.
Purpose
ZUNM22 overwrites the general complex M-by-N matrix C with
SIDE = 'L' SIDE = 'R'
TRANS = 'N': Q * C C * Q
TRANS = 'C': Q**H * C C * Q**H
where Q is a complex unitary matrix of order NQ, with NQ = M if
SIDE = 'L' and NQ = N if SIDE = 'R'.
The unitary matrix Q processes a 2-by-2 block structure
[ Q11 Q12 ]
Q = [ ]
[ Q21 Q22 ],
where Q12 is an N1-by-N1 lower triangular matrix and Q21 is an
N2-by-N2 upper triangular matrix.
Parameters
SIDE
SIDE is CHARACTER*1
= 'L': apply Q or Q**H from the Left;
= 'R': apply Q or Q**H from the Right.
TRANS
TRANS is CHARACTER*1
= 'N': apply Q (No transpose);
= 'C': apply Q**H (Conjugate transpose).
M
M is INTEGER
The number of rows of the matrix C. M >= 0.
N
N is INTEGER
The number of columns of the matrix C. N >= 0.
N1
N2
N1 is INTEGER
N2 is INTEGER
The dimension of Q12 and Q21, respectively. N1, N2 >= 0.
The following requirement must be satisfied:
N1 + N2 = M if SIDE = 'L' and N1 + N2 = N if SIDE = 'R'.
Q
Q is COMPLEX*16 array, dimension
(LDQ,M) if SIDE = 'L'
(LDQ,N) if SIDE = 'R'
LDQ
LDQ is INTEGER
The leading dimension of the array Q.
LDQ >= max(1,M) if SIDE = 'L'; LDQ >= max(1,N) if SIDE = 'R'.
C
C is COMPLEX*16 array, dimension (LDC,N)
On entry, the M-by-N matrix C.
On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q.
LDC
LDC is INTEGER
The leading dimension of the array C. LDC >= max(1,M).
WORK
WORK is COMPLEX*16 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.
If SIDE = 'L', LWORK >= max(1,N);
if SIDE = 'R', LWORK >= max(1,M).
For optimum performance LWORK >= 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.
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.
Author
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