Provided by: liblapack-doc_3.11.0-2_all 
NAME
complexGEauxiliary - complex
SYNOPSIS
Functions
subroutine cgesc2 (N, A, LDA, RHS, IPIV, JPIV, SCALE)
CGESC2 solves a system of linear equations using the LU factorization with complete
pivoting computed by sgetc2.
subroutine cgetc2 (N, A, LDA, IPIV, JPIV, INFO)
CGETC2 computes the LU factorization with complete pivoting of the general n-by-n
matrix.
real function clange (NORM, M, N, A, LDA, WORK)
CLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest
absolute value of any element of a general rectangular matrix.
subroutine claqge (M, N, A, LDA, R, C, ROWCND, COLCND, AMAX, EQUED)
CLAQGE scales a general rectangular matrix, using row and column scaling factors
computed by sgeequ.
subroutine ctgex2 (WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ, J1, INFO)
CTGEX2 swaps adjacent diagonal blocks in an upper (quasi) triangular matrix pair by an
unitary equivalence transformation.
Detailed Description
This is the group of complex auxiliary functions for GE matrices
Function Documentation
subroutine cgesc2 (integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension(
* ) RHS, integer, dimension( * ) IPIV, integer, dimension( * ) JPIV, real SCALE)
CGESC2 solves a system of linear equations using the LU factorization with complete
pivoting computed by sgetc2.
Purpose:
CGESC2 solves a system of linear equations
A * X = scale* RHS
with a general N-by-N matrix A using the LU factorization with
complete pivoting computed by CGETC2.
Parameters
N
N is INTEGER
The number of columns of the matrix A.
A
A is COMPLEX array, dimension (LDA, N)
On entry, the LU part of the factorization of the n-by-n
matrix A computed by CGETC2: A = P * L * U * Q
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1, N).
RHS
RHS is COMPLEX array, dimension N.
On entry, the right hand side vector b.
On exit, the solution vector X.
IPIV
IPIV is INTEGER array, dimension (N).
The pivot indices; for 1 <= i <= N, row i of the
matrix has been interchanged with row IPIV(i).
JPIV
JPIV is INTEGER array, dimension (N).
The pivot indices; for 1 <= j <= N, column j of the
matrix has been interchanged with column JPIV(j).
SCALE
SCALE is REAL
On exit, SCALE contains the scale factor. SCALE is chosen
0 <= SCALE <= 1 to prevent overflow in the solution.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901
87 Umea, Sweden.
subroutine cgetc2 (integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension(
* ) IPIV, integer, dimension( * ) JPIV, integer INFO)
CGETC2 computes the LU factorization with complete pivoting of the general n-by-n matrix.
Purpose:
CGETC2 computes an LU factorization, using complete pivoting, of the
n-by-n matrix A. The factorization has the form A = P * L * U * Q,
where P and Q are permutation matrices, L is lower triangular with
unit diagonal elements and U is upper triangular.
This is a level 1 BLAS version of the algorithm.
Parameters
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA, N)
On entry, the n-by-n matrix to be factored.
On exit, the factors L and U from the factorization
A = P*L*U*Q; the unit diagonal elements of L are not stored.
If U(k, k) appears to be less than SMIN, U(k, k) is given the
value of SMIN, giving a nonsingular perturbed system.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1, N).
IPIV
IPIV is INTEGER array, dimension (N).
The pivot indices; for 1 <= i <= N, row i of the
matrix has been interchanged with row IPIV(i).
JPIV
JPIV is INTEGER array, dimension (N).
The pivot indices; for 1 <= j <= N, column j of the
matrix has been interchanged with column JPIV(j).
INFO
INFO is INTEGER
= 0: successful exit
> 0: if INFO = k, U(k, k) is likely to produce overflow if
one tries to solve for x in Ax = b. So U is perturbed
to avoid the overflow.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901
87 Umea, Sweden.
real function clange (character NORM, integer M, integer N, complex, dimension( lda, * ) A,
integer LDA, real, dimension( * ) WORK)
CLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest
absolute value of any element of a general rectangular matrix.
Purpose:
CLANGE 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 matrix A.
Returns
CLANGE
CLANGE = ( 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 consistent matrix norm.
Parameters
NORM
NORM is CHARACTER*1
Specifies the value to be returned in CLANGE as described
above.
M
M is INTEGER
The number of rows of the matrix A. M >= 0. When M = 0,
CLANGE is set to zero.
N
N is INTEGER
The number of columns of the matrix A. N >= 0. When N = 0,
CLANGE is set to zero.
A
A is COMPLEX array, dimension (LDA,N)
The m by n matrix A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(M,1).
WORK
WORK is REAL array, dimension (MAX(1,LWORK)),
where LWORK >= M when NORM = 'I'; otherwise, WORK is not
referenced.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine claqge (integer M, integer N, complex, dimension( lda, * ) A, integer LDA, real,
dimension( * ) R, real, dimension( * ) C, real ROWCND, real COLCND, real AMAX, character
EQUED)
CLAQGE scales a general rectangular matrix, using row and column scaling factors computed
by sgeequ.
Purpose:
CLAQGE equilibrates a general M by N matrix A using the row and
column scaling factors in the vectors R and C.
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.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the M by N matrix A.
On exit, the equilibrated matrix. See EQUED for the form of
the equilibrated matrix.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(M,1).
R
R is REAL array, dimension (M)
The row scale factors for A.
C
C is REAL array, dimension (N)
The column scale factors for A.
ROWCND
ROWCND is REAL
Ratio of the smallest R(i) to the largest R(i).
COLCND
COLCND is REAL
Ratio of the smallest C(i) to the largest C(i).
AMAX
AMAX is REAL
Absolute value of largest matrix entry.
EQUED
EQUED is CHARACTER*1
Specifies the form of equilibration that was done.
= 'N': No equilibration
= 'R': Row equilibration, i.e., A has been premultiplied by
diag(R).
= 'C': Column equilibration, i.e., A has been postmultiplied
by diag(C).
= 'B': Both row and column equilibration, i.e., A has been
replaced by diag(R) * A * diag(C).
Internal Parameters:
THRESH is a threshold value used to decide if row or column scaling
should be done based on the ratio of the row or column scaling
factors. If ROWCND < THRESH, row scaling is done, and if
COLCND < THRESH, column scaling is done.
LARGE and SMALL are threshold values used to decide if row scaling
should be done based on the absolute size of the largest matrix
element. If AMAX > LARGE or AMAX < SMALL, row scaling is done.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ctgex2 (logical WANTQ, logical WANTZ, integer N, 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 J1, integer INFO)
CTGEX2 swaps adjacent diagonal blocks in an upper (quasi) triangular matrix pair by an
unitary equivalence transformation.
Purpose:
CTGEX2 swaps adjacent diagonal 1 by 1 blocks (A11,B11) and (A22,B22)
in an upper triangular matrix pair (A, B) by an unitary equivalence
transformation.
(A, B) must be in generalized Schur canonical form, that is, A and
B are both upper triangular.
Optionally, the matrices Q and Z of generalized Schur vectors are
updated.
Q(in) * A(in) * Z(in)**H = Q(out) * A(out) * Z(out)**H
Q(in) * B(in) * Z(in)**H = Q(out) * B(out) * Z(out)**H
Parameters
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.
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 matrix A in the pair (A, B).
On exit, the updated 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 matrix B in the pair (A, B).
On exit, the updated matrix B.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
Q
Q is COMPLEX array, dimension (LDQ,N)
If WANTQ = .TRUE, on entry, the unitary matrix Q. On exit,
the updated matrix Q.
Not referenced if WANTQ = .FALSE..
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)
If WANTZ = .TRUE, on entry, the unitary matrix Z. On exit,
the updated matrix Z.
Not referenced if WANTZ = .FALSE..
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1;
If WANTZ = .TRUE., LDZ >= N.
J1
J1 is INTEGER
The index to the first block (A11, B11).
INFO
INFO is INTEGER
=0: Successful exit.
=1: The transformed matrix pair (A, B) would be too far
from generalized Schur form; the problem is ill-
conditioned.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
In the current code both weak and strong stability tests are performed. The user can
omit the strong stability test by changing the internal logical parameter WANDS to
.FALSE.. See ref. [2] for 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.
Author
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