Provided by: liblapack-doc_3.11.0-2build1_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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