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NAMEcomplex16GEcomputational - complex16SYNOPSISFunctionssubroutine zgebak (JOB, SIDE, N, ILO, IHI, SCALE, M, V, LDV, INFO) ZGEBAK subroutine zgebal (JOB, N, A, LDA, ILO, IHI, SCALE, INFO) ZGEBAL subroutine zgebd2 (M, N, A, LDA, D, E, TAUQ, TAUP, WORK, INFO) ZGEBD2 reduces a general matrix to bidiagonal form using an unblocked algorithm. subroutine zgebrd (M, N, A, LDA, D, E, TAUQ, TAUP, WORK, LWORK, INFO) ZGEBRD subroutine zgecon (NORM, N, A, LDA, ANORM, RCOND, WORK, RWORK, INFO) ZGECON subroutine zgeequ (M, N, A, LDA, R, C, ROWCND, COLCND, AMAX, INFO) ZGEEQU subroutine zgeequb (M, N, A, LDA, R, C, ROWCND, COLCND, AMAX, INFO) ZGEEQUB subroutine zgehd2 (N, ILO, IHI, A, LDA, TAU, WORK, INFO) ZGEHD2 reduces a general square matrix to upper Hessenberg form using an unblocked algorithm. subroutine zgehrd (N, ILO, IHI, A, LDA, TAU, WORK, LWORK, INFO) ZGEHRD subroutine zgelq2 (M, N, A, LDA, TAU, WORK, INFO) ZGELQ2 computes the LQ factorization of a general rectangular matrix using an unblocked algorithm. subroutine zgelqf (M, N, A, LDA, TAU, WORK, LWORK, INFO) ZGELQF subroutine zgemqrt (SIDE, TRANS, M, N, K, NB, V, LDV, T, LDT, C, LDC, WORK, INFO) ZGEMQRT subroutine zgeql2 (M, N, A, LDA, TAU, WORK, INFO) ZGEQL2 computes the QL factorization of a general rectangular matrix using an unblocked algorithm. subroutine zgeqlf (M, N, A, LDA, TAU, WORK, LWORK, INFO) ZGEQLF subroutine zgeqp3 (M, N, A, LDA, JPVT, TAU, WORK, LWORK, RWORK, INFO) ZGEQP3 subroutine zgeqr2 (M, N, A, LDA, TAU, WORK, INFO) ZGEQR2 computes the QR factorization of a general rectangular matrix using an unblocked algorithm. subroutine zgeqr2p (M, N, A, LDA, TAU, WORK, INFO) ZGEQR2P computes the QR factorization of a general rectangular matrix with non-negative diagonal elements using an unblocked algorithm. subroutine zgeqrf (M, N, A, LDA, TAU, WORK, LWORK, INFO) ZGEQRF subroutine zgeqrfp (M, N, A, LDA, TAU, WORK, LWORK, INFO) ZGEQRFP subroutine zgeqrt (M, N, NB, A, LDA, T, LDT, WORK, INFO) ZGEQRT subroutine zgeqrt2 (M, N, A, LDA, T, LDT, INFO) ZGEQRT2 computes a QR factorization of a general real or complex matrix using the compact WY representation of Q. recursive subroutine zgeqrt3 (M, N, A, LDA, T, LDT, INFO) ZGEQRT3 recursively computes a QR factorization of a general real or complex matrix using the compact WY representation of Q. subroutine zgerfs (TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO) ZGERFS subroutine zgerfsx (TRANS, EQUED, N, NRHS, A, LDA, AF, LDAF, IPIV, R, C, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO) ZGERFSX subroutine zgerq2 (M, N, A, LDA, TAU, WORK, INFO) ZGERQ2 computes the RQ factorization of a general rectangular matrix using an unblocked algorithm. subroutine zgerqf (M, N, A, LDA, TAU, WORK, LWORK, INFO) ZGERQF subroutine zgesvj (JOBA, JOBU, JOBV, M, N, A, LDA, SVA, MV, V, LDV, CWORK, LWORK, RWORK, LRWORK, INFO) ZGESVJ subroutine zgetf2 (M, N, A, LDA, IPIV, INFO) ZGETF2 computes the LU factorization of a general m-by-n matrix using partial pivoting with row interchanges (unblocked algorithm). subroutine zgetrf (M, N, A, LDA, IPIV, INFO) ZGETRF recursive subroutine zgetrf2 (M, N, A, LDA, IPIV, INFO) ZGETRF2 subroutine zgetri (N, A, LDA, IPIV, WORK, LWORK, INFO) ZGETRI subroutine zgetrs (TRANS, N, NRHS, A, LDA, IPIV, B, LDB, INFO) ZGETRS subroutine zhgeqz (JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT, ALPHA, BETA, Q, LDQ, Z, LDZ, WORK, LWORK, RWORK, INFO) ZHGEQZ subroutine zla_geamv (TRANS, M, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY) ZLA_GEAMV computes a matrix-vector product using a general matrix to calculate error bounds. double precision function zla_gercond_c (TRANS, N, A, LDA, AF, LDAF, IPIV, C, CAPPLY, INFO, WORK, RWORK) ZLA_GERCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) for general matrices. double precision function zla_gercond_x (TRANS, N, A, LDA, AF, LDAF, IPIV, X, INFO, WORK, RWORK) ZLA_GERCOND_X computes the infinity norm condition number of op(A)*diag(x) for general matrices. subroutine zla_gerfsx_extended (PREC_TYPE, TRANS_TYPE, N, NRHS, A, LDA, AF, LDAF, IPIV, COLEQU, C, B, LDB, Y, LDY, BERR_OUT, N_NORMS, ERRS_N, ERRS_C, RES, AYB, DY, Y_TAIL, RCOND, ITHRESH, RTHRESH, DZ_UB, IGNORE_CWISE, INFO) ZLA_GERFSX_EXTENDED double precision function zla_gerpvgrw (N, NCOLS, A, LDA, AF, LDAF) ZLA_GERPVGRW multiplies a square real matrix by a complex matrix. recursive subroutine zlaqz0 (WANTS, WANTQ, WANTZ, N, ILO, IHI, A, LDA, B, LDB, ALPHA, BETA, Q, LDQ, Z, LDZ, WORK, LWORK, RWORK, REC, INFO) ZLAQZ0 subroutine zlaqz1 (ILQ, ILZ, K, ISTARTM, ISTOPM, IHI, A, LDA, B, LDB, NQ, QSTART, Q, LDQ, NZ, ZSTART, Z, LDZ) ZLAQZ1 recursive subroutine zlaqz2 (ILSCHUR, ILQ, ILZ, N, ILO, IHI, NW, A, LDA, B, LDB, Q, LDQ, Z, LDZ, NS, ND, ALPHA, BETA, QC, LDQC, ZC, LDZC, WORK, LWORK, RWORK, REC, INFO) ZLAQZ2 subroutine zlaqz3 (ILSCHUR, ILQ, ILZ, N, ILO, IHI, NSHIFTS, NBLOCK_DESIRED, ALPHA, BETA, A, LDA, B, LDB, Q, LDQ, Z, LDZ, QC, LDQC, ZC, LDZC, WORK, LWORK, INFO) ZLAQZ3 subroutine zlaunhr_col_getrfnp (M, N, A, LDA, D, INFO) ZLAUNHR_COL_GETRFNP recursive subroutine zlaunhr_col_getrfnp2 (M, N, A, LDA, D, INFO) ZLAUNHR_COL_GETRFNP2 subroutine ztgevc (SIDE, HOWMNY, SELECT, N, S, LDS, P, LDP, VL, LDVL, VR, LDVR, MM, M, WORK, RWORK, INFO) ZTGEVC subroutine ztgexc (WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ, IFST, ILST, INFO) ZTGEXC Detailed DescriptionThis is the group of complex16 computational functions for GE matricesFunction Documentationsubroutine zgebak (character JOB, character SIDE, integer N, integer ILO, integer IHI, double precision, dimension( * ) SCALE, integer M, complex*16, dimension( ldv, * ) V, integer LDV, integer INFO)ZGEBAKPurpose: ZGEBAK forms the right or left eigenvectors of a complex general matrix by backward transformation on the computed eigenvectors of the balanced matrix output by ZGEBAL. Parameters JOB
JOB is CHARACTER*1 Specifies the type of backward transformation required: = 'N': do nothing, return immediately; = 'P': do backward transformation for permutation only; = 'S': do backward transformation for scaling only; = 'B': do backward transformations for both permutation and scaling. JOB must be the same as the argument JOB supplied to ZGEBAL. SIDE SIDE is CHARACTER*1 = 'R': V contains right eigenvectors; = 'L': V contains left eigenvectors. N N is INTEGER The number of rows of the matrix V. N >= 0. ILO ILO is INTEGER IHI IHI is INTEGER The integers ILO and IHI determined by ZGEBAL. 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0. SCALE SCALE is DOUBLE PRECISION array, dimension (N) Details of the permutation and scaling factors, as returned by ZGEBAL. M M is INTEGER The number of columns of the matrix V. M >= 0. V V is COMPLEX*16 array, dimension (LDV,M) On entry, the matrix of right or left eigenvectors to be transformed, as returned by ZHSEIN or ZTREVC. On exit, V is overwritten by the transformed eigenvectors. LDV LDV is INTEGER The leading dimension of the array V. LDV >= 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. Definition at line 129 of file zgebak.f. subroutine zgebal (character JOB, integer N, complex*16, dimension( lda, * ) A, integer LDA, integer ILO, integer IHI, double precision, dimension( * ) SCALE, integer INFO)ZGEBALPurpose: ZGEBAL balances a general complex matrix A. This involves, first, permuting A by a similarity transformation to isolate eigenvalues in the first 1 to ILO-1 and last IHI+1 to N elements on the diagonal; and second, applying a diagonal similarity transformation to rows and columns ILO to IHI to make the rows and columns as close in norm as possible. Both steps are optional. Balancing may reduce the 1-norm of the matrix, and improve the accuracy of the computed eigenvalues and/or eigenvectors. Parameters JOB
JOB is CHARACTER*1 Specifies the operations to be performed on A: = 'N': none: simply set ILO = 1, IHI = N, SCALE(I) = 1.0 for i = 1,...,N; = 'P': permute only; = 'S': scale only; = 'B': both permute and scale. N N is INTEGER The order of the matrix A. N >= 0. A A is COMPLEX*16 array, dimension (LDA,N) On entry, the input matrix A. On exit, A is overwritten by the balanced matrix. If JOB = 'N', A is not referenced. See Further Details. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). ILO ILO is INTEGER IHI IHI is INTEGER ILO and IHI are set to INTEGER such that on exit A(i,j) = 0 if i > j and j = 1,...,ILO-1 or I = IHI+1,...,N. If JOB = 'N' or 'S', ILO = 1 and IHI = N. SCALE SCALE is DOUBLE PRECISION array, dimension (N) Details of the permutations and scaling factors applied to A. If P(j) is the index of the row and column interchanged with row and column j and D(j) is the scaling factor applied to row and column j, then SCALE(j) = P(j) for j = 1,...,ILO-1 = D(j) for j = ILO,...,IHI = P(j) for j = IHI+1,...,N. The order in which the interchanges are made is N to IHI+1, then 1 to ILO-1. INFO 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 permutations consist of row and column interchanges which put the matrix in the form ( T1 X Y ) P A P = ( 0 B Z ) ( 0 0 T2 ) where T1 and T2 are upper triangular matrices whose eigenvalues lie along the diagonal. The column indices ILO and IHI mark the starting and ending columns of the submatrix B. Balancing consists of applying a diagonal similarity transformation inv(D) * B * D to make the 1-norms of each row of B and its corresponding column nearly equal. The output matrix is ( T1 X*D Y ) ( 0 inv(D)*B*D inv(D)*Z ). ( 0 0 T2 ) Information about the permutations P and the diagonal matrix D is returned in the vector SCALE. This subroutine is based on the EISPACK routine CBAL. Modified by Tzu-Yi Chen, Computer Science Division, University of California at Berkeley, USA Definition at line 161 of file zgebal.f. subroutine zgebd2 (integer M, integer N, complex*16, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) D, double precision, dimension( * ) E, complex*16, dimension( * ) TAUQ, complex*16, dimension( * ) TAUP, complex*16, dimension( * ) WORK, integer INFO)ZGEBD2 reduces a general matrix to bidiagonal form using an unblocked algorithm.Purpose: ZGEBD2 reduces a complex general m by n matrix A to upper or lower real bidiagonal form B by a unitary transformation: Q**H * A * P = B. If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal. Parameters M
M is INTEGER The number of rows in the matrix A. M >= 0. N N is INTEGER The number of columns in the matrix A. N >= 0. A A is COMPLEX*16 array, dimension (LDA,N) On entry, the m by n general matrix to be reduced. On exit, if m >= n, the diagonal and the first superdiagonal are overwritten with the upper bidiagonal matrix B; the elements below the diagonal, with the array TAUQ, represent the unitary matrix Q as a product of elementary reflectors, and the elements above the first superdiagonal, with the array TAUP, represent the unitary matrix P as a product of elementary reflectors; if m < n, the diagonal and the first subdiagonal are overwritten with the lower bidiagonal matrix B; the elements below the first subdiagonal, with the array TAUQ, represent the unitary matrix Q as a product of elementary reflectors, and the elements above the diagonal, with the array TAUP, represent the unitary matrix P as a product of elementary reflectors. See Further Details. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). D D is DOUBLE PRECISION array, dimension (min(M,N)) The diagonal elements of the bidiagonal matrix B: D(i) = A(i,i). E E is DOUBLE PRECISION array, dimension (min(M,N)-1) The off-diagonal elements of the bidiagonal matrix B: if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1; if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1. TAUQ TAUQ is COMPLEX*16 array, dimension (min(M,N)) The scalar factors of the elementary reflectors which represent the unitary matrix Q. See Further Details. TAUP TAUP is COMPLEX*16 array, dimension (min(M,N)) The scalar factors of the elementary reflectors which represent the unitary matrix P. See Further Details. WORK WORK is COMPLEX*16 array, dimension (max(M,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 matrices Q and P are represented as products of elementary reflectors: If m >= n, Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1) Each H(i) and G(i) has the form: H(i) = I - tauq * v * v**H and G(i) = I - taup * u * u**H where tauq and taup are complex scalars, and v and u are complex vectors; v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in A(i+1:m,i); u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in A(i,i+2:n); tauq is stored in TAUQ(i) and taup in TAUP(i). If m < n, Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m) Each H(i) and G(i) has the form: H(i) = I - tauq * v * v**H and G(i) = I - taup * u * u**H where tauq and taup are complex scalars, v and u are complex vectors; v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in A(i+2:m,i); u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in A(i,i+1:n); tauq is stored in TAUQ(i) and taup in TAUP(i). The contents of A on exit are illustrated by the following examples: m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n): ( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 ) ( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 ) ( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 ) ( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 ) ( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 ) ( v1 v2 v3 v4 v5 ) where d and e denote diagonal and off-diagonal elements of B, vi denotes an element of the vector defining H(i), and ui an element of the vector defining G(i). Definition at line 188 of file zgebd2.f. subroutine zgebrd (integer M, integer N, complex*16, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) D, double precision, dimension( * ) E, complex*16, dimension( * ) TAUQ, complex*16, dimension( * ) TAUP, complex*16, dimension( * ) WORK, integer LWORK, integer INFO)ZGEBRDPurpose: ZGEBRD reduces a general complex M-by-N matrix A to upper or lower bidiagonal form B by a unitary transformation: Q**H * A * P = B. If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal. Parameters M
M is INTEGER The number of rows in the matrix A. M >= 0. N N is INTEGER The number of columns in the matrix A. N >= 0. A A is COMPLEX*16 array, dimension (LDA,N) On entry, the M-by-N general matrix to be reduced. On exit, if m >= n, the diagonal and the first superdiagonal are overwritten with the upper bidiagonal matrix B; the elements below the diagonal, with the array TAUQ, represent the unitary matrix Q as a product of elementary reflectors, and the elements above the first superdiagonal, with the array TAUP, represent the unitary matrix P as a product of elementary reflectors; if m < n, the diagonal and the first subdiagonal are overwritten with the lower bidiagonal matrix B; the elements below the first subdiagonal, with the array TAUQ, represent the unitary matrix Q as a product of elementary reflectors, and the elements above the diagonal, with the array TAUP, represent the unitary matrix P as a product of elementary reflectors. See Further Details. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). D D is DOUBLE PRECISION array, dimension (min(M,N)) The diagonal elements of the bidiagonal matrix B: D(i) = A(i,i). E E is DOUBLE PRECISION array, dimension (min(M,N)-1) The off-diagonal elements of the bidiagonal matrix B: if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1; if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1. TAUQ TAUQ is COMPLEX*16 array, dimension (min(M,N)) The scalar factors of the elementary reflectors which represent the unitary matrix Q. See Further Details. TAUP TAUP is COMPLEX*16 array, dimension (min(M,N)) The scalar factors of the elementary reflectors which represent the unitary matrix P. See Further Details. 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 length of the array WORK. LWORK >= max(1,M,N). For optimum performance LWORK >= (M+N)*NB, where NB is the optimal blocksize. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. INFO 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 matrices Q and P are represented as products of elementary reflectors: If m >= n, Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1) Each H(i) and G(i) has the form: H(i) = I - tauq * v * v**H and G(i) = I - taup * u * u**H where tauq and taup are complex scalars, and v and u are complex vectors; v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in A(i+1:m,i); u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in A(i,i+2:n); tauq is stored in TAUQ(i) and taup in TAUP(i). If m < n, Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m) Each H(i) and G(i) has the form: H(i) = I - tauq * v * v**H and G(i) = I - taup * u * u**H where tauq and taup are complex scalars, and v and u are complex vectors; v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in A(i+2:m,i); u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in A(i,i+1:n); tauq is stored in TAUQ(i) and taup in TAUP(i). The contents of A on exit are illustrated by the following examples: m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n): ( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 ) ( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 ) ( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 ) ( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 ) ( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 ) ( v1 v2 v3 v4 v5 ) where d and e denote diagonal and off-diagonal elements of B, vi denotes an element of the vector defining H(i), and ui an element of the vector defining G(i). Definition at line 203 of file zgebrd.f. subroutine zgecon (character NORM, integer N, complex*16, dimension( lda, * ) A, integer LDA, double precision ANORM, double precision RCOND, complex*16, dimension( * ) WORK, double precision, dimension( * ) RWORK, integer INFO)ZGECONPurpose: ZGECON estimates the reciprocal of the condition number of a general complex matrix A, in either the 1-norm or the infinity-norm, using the LU factorization computed by ZGETRF. An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as RCOND = 1 / ( norm(A) * norm(inv(A)) ). 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. N N is INTEGER The order of the matrix A. N >= 0. A A is COMPLEX*16 array, dimension (LDA,N) The factors L and U from the factorization A = P*L*U as computed by ZGETRF. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). ANORM ANORM is DOUBLE PRECISION If NORM = '1' or 'O', the 1-norm of the original matrix A. If NORM = 'I', the infinity-norm of the original matrix A. RCOND RCOND is DOUBLE PRECISION The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(norm(A) * norm(inv(A))). WORK WORK is COMPLEX*16 array, dimension (2*N) RWORK RWORK is DOUBLE PRECISION 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. Definition at line 122 of file zgecon.f. subroutine zgeequ (integer M, integer N, complex*16, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) R, double precision, dimension( * ) C, double precision ROWCND, double precision COLCND, double precision AMAX, integer INFO)ZGEEQUPurpose: ZGEEQU computes row and column scalings intended to equilibrate an M-by-N matrix A and reduce its condition number. R returns the row scale factors and C the column scale factors, chosen to try to make the largest element in each row and column of the matrix B with elements B(i,j)=R(i)*A(i,j)*C(j) have absolute value 1. R(i) and C(j) are restricted to be between SMLNUM = smallest safe number and BIGNUM = largest safe number. Use of these scaling factors is not guaranteed to reduce the condition number of A but works well in practice. 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*16 array, dimension (LDA,N) The M-by-N matrix whose equilibration factors are to be computed. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). R R is DOUBLE PRECISION array, dimension (M) If INFO = 0 or INFO > M, R contains the row scale factors for A. C C is DOUBLE PRECISION array, dimension (N) If INFO = 0, C contains the column scale factors for A. ROWCND ROWCND is DOUBLE PRECISION If INFO = 0 or INFO > M, ROWCND contains the ratio of the smallest R(i) to the largest R(i). If ROWCND >= 0.1 and AMAX is neither too large nor too small, it is not worth scaling by R. COLCND COLCND is DOUBLE PRECISION If INFO = 0, COLCND contains the ratio of the smallest C(i) to the largest C(i). If COLCND >= 0.1, it is not worth scaling by C. AMAX AMAX is DOUBLE PRECISION 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, and i is <= M: the i-th row of A is exactly zero > M: the (i-M)-th column of A is exactly zero Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 138 of file zgeequ.f. subroutine zgeequb (integer M, integer N, complex*16, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) R, double precision, dimension( * ) C, double precision ROWCND, double precision COLCND, double precision AMAX, integer INFO)ZGEEQUBPurpose: ZGEEQUB computes row and column scalings intended to equilibrate an M-by-N matrix A and reduce its condition number. R returns the row scale factors and C the column scale factors, chosen to try to make the largest element in each row and column of the matrix B with elements B(i,j)=R(i)*A(i,j)*C(j) have an absolute value of at most the radix. R(i) and C(j) are restricted to be a power of the radix between SMLNUM = smallest safe number and BIGNUM = largest safe number. Use of these scaling factors is not guaranteed to reduce the condition number of A but works well in practice. This routine differs from ZGEEQU by restricting the scaling factors to a power of the radix. Barring over- and underflow, scaling by these factors introduces no additional rounding errors. However, the scaled entries' magnitudes are no longer approximately 1 but lie between sqrt(radix) and 1/sqrt(radix). 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*16 array, dimension (LDA,N) The M-by-N matrix whose equilibration factors are to be computed. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). R R is DOUBLE PRECISION array, dimension (M) If INFO = 0 or INFO > M, R contains the row scale factors for A. C C is DOUBLE PRECISION array, dimension (N) If INFO = 0, C contains the column scale factors for A. ROWCND ROWCND is DOUBLE PRECISION If INFO = 0 or INFO > M, ROWCND contains the ratio of the smallest R(i) to the largest R(i). If ROWCND >= 0.1 and AMAX is neither too large nor too small, it is not worth scaling by R. COLCND COLCND is DOUBLE PRECISION If INFO = 0, COLCND contains the ratio of the smallest C(i) to the largest C(i). If COLCND >= 0.1, it is not worth scaling by C. AMAX AMAX is DOUBLE PRECISION 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, and i is <= M: the i-th row of A is exactly zero > M: the (i-M)-th column of A is exactly zero Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 145 of file zgeequb.f. subroutine zgehd2 (integer N, integer ILO, integer IHI, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( * ) TAU, complex*16, dimension( * ) WORK, integer INFO)ZGEHD2 reduces a general square matrix to upper Hessenberg form using an unblocked algorithm.Purpose: ZGEHD2 reduces a complex general matrix A to upper Hessenberg form H by a unitary similarity transformation: Q**H * A * Q = H . Parameters N
N is INTEGER The order of the matrix A. N >= 0. ILO ILO is INTEGER IHI IHI is INTEGER It is assumed that A is already upper triangular in rows and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally set by a previous call to ZGEBAL; otherwise they should be set to 1 and N respectively. See Further Details. 1 <= ILO <= IHI <= max(1,N). A A is COMPLEX*16 array, dimension (LDA,N) On entry, the n by n general matrix to be reduced. On exit, the upper triangle and the first subdiagonal of A are overwritten with the upper Hessenberg matrix H, and the elements below the first subdiagonal, with the array TAU, represent the unitary matrix Q as a product of elementary reflectors. See Further Details. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). TAU TAU is COMPLEX*16 array, dimension (N-1) The scalar factors of the elementary reflectors (see Further Details). WORK WORK is COMPLEX*16 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 matrix Q is represented as a product of (ihi-ilo) elementary reflectors Q = H(ilo) H(ilo+1) . . . H(ihi-1). Each H(i) has the form H(i) = I - tau * v * v**H where tau is a complex scalar, and v is a complex vector with v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on exit in A(i+2:ihi,i), and tau in TAU(i). The contents of A are illustrated by the following example, with n = 7, ilo = 2 and ihi = 6: on entry, on exit, ( a a a a a a a ) ( a a h h h h a ) ( a a a a a a ) ( a h h h h a ) ( a a a a a a ) ( h h h h h h ) ( a a a a a a ) ( v2 h h h h h ) ( a a a a a a ) ( v2 v3 h h h h ) ( a a a a a a ) ( v2 v3 v4 h h h ) ( a ) ( a ) where a denotes an element of the original matrix A, h denotes a modified element of the upper Hessenberg matrix H, and vi denotes an element of the vector defining H(i). Definition at line 148 of file zgehd2.f. subroutine zgehrd (integer N, integer ILO, integer IHI, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( * ) TAU, complex*16, dimension( * ) WORK, integer LWORK, integer INFO)ZGEHRDPurpose: ZGEHRD reduces a complex general matrix A to upper Hessenberg form H by an unitary similarity transformation: Q**H * A * Q = H . Parameters N
N is INTEGER The order of the matrix A. N >= 0. ILO ILO is INTEGER IHI IHI is INTEGER It is assumed that A is already upper triangular in rows and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally set by a previous call to ZGEBAL; otherwise they should be set to 1 and N respectively. See Further Details. 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0. A A is COMPLEX*16 array, dimension (LDA,N) On entry, the N-by-N general matrix to be reduced. On exit, the upper triangle and the first subdiagonal of A are overwritten with the upper Hessenberg matrix H, and the elements below the first subdiagonal, with the array TAU, represent the unitary matrix Q as a product of elementary reflectors. See Further Details. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). TAU TAU is COMPLEX*16 array, dimension (N-1) The scalar factors of the elementary reflectors (see Further Details). Elements 1:ILO-1 and IHI:N-1 of TAU are set to zero. WORK WORK is COMPLEX*16 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 >= max(1,N). For good performance, LWORK should generally be larger. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. 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 (ihi-ilo) elementary reflectors Q = H(ilo) H(ilo+1) . . . H(ihi-1). Each H(i) has the form H(i) = I - tau * v * v**H where tau is a complex scalar, and v is a complex vector with v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on exit in A(i+2:ihi,i), and tau in TAU(i). The contents of A are illustrated by the following example, with n = 7, ilo = 2 and ihi = 6: on entry, on exit, ( a a a a a a a ) ( a a h h h h a ) ( a a a a a a ) ( a h h h h a ) ( a a a a a a ) ( h h h h h h ) ( a a a a a a ) ( v2 h h h h h ) ( a a a a a a ) ( v2 v3 h h h h ) ( a a a a a a ) ( v2 v3 v4 h h h ) ( a ) ( a ) where a denotes an element of the original matrix A, h denotes a modified element of the upper Hessenberg matrix H, and vi denotes an element of the vector defining H(i). This file is a slight modification of LAPACK-3.0's ZGEHRD subroutine incorporating improvements proposed by Quintana-Orti and Van de Geijn (2006). (See ZLAHR2.) Definition at line 166 of file zgehrd.f. subroutine zgelq2 (integer M, integer N, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( * ) TAU, complex*16, dimension( * ) WORK, integer INFO)ZGELQ2 computes the LQ factorization of a general rectangular matrix using an unblocked algorithm.Purpose: ZGELQ2 computes an LQ factorization of a complex m-by-n matrix A: A = ( L 0 ) * Q where: Q is a n-by-n orthogonal matrix; L is a lower-triangular m-by-m matrix; 0 is a m-by-(n-m) zero matrix, if m < n. 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*16 array, dimension (LDA,N) On entry, the m by n matrix A. On exit, the elements on and below the diagonal of the array contain the m by min(m,n) lower trapezoidal matrix L (L is lower triangular if m <= n); the elements above the diagonal, with the array TAU, represent the unitary matrix Q as a product of elementary reflectors (see Further Details). LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). TAU TAU is COMPLEX*16 array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details). WORK WORK is COMPLEX*16 array, dimension (M) 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(k)**H . . . H(2)**H H(1)**H, where k = min(m,n). 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-1) = 0 and v(i) = 1; conjg(v(i+1:n)) is stored on exit in A(i,i+1:n), and tau in TAU(i). Definition at line 128 of file zgelq2.f. subroutine zgelqf (integer M, integer N, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( * ) TAU, complex*16, dimension( * ) WORK, integer LWORK, integer INFO)ZGELQFPurpose: ZGELQF computes an LQ factorization of a complex M-by-N matrix A: A = ( L 0 ) * Q where: Q is a N-by-N orthogonal matrix; L is a lower-triangular M-by-M matrix; 0 is a M-by-(N-M) zero matrix, if M < N. 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*16 array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, the elements on and below the diagonal of the array contain the m-by-min(m,n) lower trapezoidal matrix L (L is lower triangular if m <= n); the elements above the diagonal, with the array TAU, represent the unitary matrix Q as a product of elementary reflectors (see Further Details). LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). TAU TAU is COMPLEX*16 array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details). 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. 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. Further Details: The matrix Q is represented as a product of elementary reflectors Q = H(k)**H . . . H(2)**H H(1)**H, where k = min(m,n). 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-1) = 0 and v(i) = 1; conjg(v(i+1:n)) is stored on exit in A(i,i+1:n), and tau in TAU(i). Definition at line 142 of file zgelqf.f. subroutine zgemqrt (character SIDE, character TRANS, integer M, integer N, integer K, integer NB, complex*16, dimension( ldv, * ) V, integer LDV, complex*16, dimension( ldt, * ) T, integer LDT, complex*16, dimension( ldc, * ) C, integer LDC, complex*16, dimension( * ) WORK, integer INFO)ZGEMQRTPurpose: ZGEMQRT 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 orthogonal matrix defined as the product of K elementary reflectors: Q = H(1) H(2) . . . H(K) = I - V T V**H generated using the compact WY representation as returned by ZGEQRT. 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. 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 CGEQRT. V V is COMPLEX*16 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 CGEQRT in the first K columns of its array argument A. LDV LDV is INTEGER The leading dimension of the array V. If SIDE = 'L', LDA >= max(1,M); if SIDE = 'R', LDA >= max(1,N). T T is COMPLEX*16 array, dimension (LDT,K) The upper triangular factors of the block reflectors as returned by CGEQRT, stored as a NB-by-N matrix. LDT LDT is INTEGER The leading dimension of the array T. LDT >= NB. 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, Q**H C, 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. 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. Definition at line 166 of file zgemqrt.f. subroutine zgeql2 (integer M, integer N, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( * ) TAU, complex*16, dimension( * ) WORK, integer INFO)ZGEQL2 computes the QL factorization of a general rectangular matrix using an unblocked algorithm.Purpose: ZGEQL2 computes a QL factorization of a complex m by n matrix A: A = Q * L. 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*16 array, dimension (LDA,N) On entry, the m by n matrix A. On exit, if m >= n, the lower triangle of the subarray A(m-n+1:m,1:n) contains the n by n lower triangular matrix L; if m <= n, the elements on and below the (n-m)-th superdiagonal contain the m by n lower trapezoidal matrix L; the remaining elements, with the array TAU, represent the unitary matrix Q as a product of elementary reflectors (see Further Details). LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). TAU TAU is COMPLEX*16 array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details). WORK WORK is COMPLEX*16 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 matrix Q is represented as a product of elementary reflectors Q = H(k) . . . H(2) H(1), where k = min(m,n). Each H(i) has the form H(i) = I - tau * v * v**H where tau is a complex scalar, and v is a complex vector with v(m-k+i+1:m) = 0 and v(m-k+i) = 1; v(1:m-k+i-1) is stored on exit in A(1:m-k+i-1,n-k+i), and tau in TAU(i). Definition at line 122 of file zgeql2.f. subroutine zgeqlf (integer M, integer N, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( * ) TAU, complex*16, dimension( * ) WORK, integer LWORK, integer INFO)ZGEQLFPurpose: ZGEQLF computes a QL factorization of a complex M-by-N matrix A: A = Q * L. 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*16 array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, if m >= n, the lower triangle of the subarray A(m-n+1:m,1:n) contains the N-by-N lower triangular matrix L; if m <= n, the elements on and below the (n-m)-th superdiagonal contain the M-by-N lower trapezoidal matrix L; the remaining elements, with the array TAU, represent the unitary matrix Q as a product of elementary reflectors (see Further Details). LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). TAU TAU is COMPLEX*16 array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details). 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. 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 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(k) . . . H(2) H(1), where k = min(m,n). 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(m-k+i+1:m) = 0 and v(m-k+i) = 1; v(1:m-k+i-1) is stored on exit in A(1:m-k+i-1,n-k+i), and tau in TAU(i). Definition at line 137 of file zgeqlf.f. subroutine zgeqp3 (integer M, integer N, complex*16, dimension( lda, * ) A, integer LDA, integer, dimension( * ) JPVT, complex*16, dimension( * ) TAU, complex*16, dimension( * ) WORK, integer LWORK, double precision, dimension( * ) RWORK, integer INFO)ZGEQP3Purpose: ZGEQP3 computes a QR factorization with column pivoting of a matrix A: A*P = Q*R using Level 3 BLAS. 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*16 array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, the upper triangle of the array contains the min(M,N)-by-N upper trapezoidal matrix R; the elements below the diagonal, together with the array TAU, represent the unitary matrix Q as a product of min(M,N) elementary reflectors. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). JPVT JPVT is INTEGER array, dimension (N) On entry, if JPVT(J).ne.0, the J-th column of A is permuted to the front of A*P (a leading column); if JPVT(J)=0, the J-th column of A is a free column. On exit, if JPVT(J)=K, then the J-th column of A*P was the the K-th column of A. TAU TAU is COMPLEX*16 array, dimension (min(M,N)) The scalar factors of the elementary reflectors. 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. LWORK >= N+1. For optimal performance LWORK >= ( N+1 )*NB, where NB is the optimal blocksize. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. RWORK RWORK is DOUBLE PRECISION 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. Further Details: The matrix Q is represented as a product of elementary reflectors Q = H(1) H(2) . . . H(k), where k = min(m,n). Each H(i) has the form H(i) = I - tau * v * v**H where tau is a complex scalar, and v is a real/complex vector with v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i), and tau in TAU(i). Contributors: G. Quintana-Orti, Depto. de Informatica, Universidad
Jaime I, Spain X. Sun, Computer Science Dept., Duke University, USA
Definition at line 157 of file zgeqp3.f. subroutine zgeqr2 (integer M, integer N, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( * ) TAU, complex*16, dimension( * ) WORK, integer INFO)ZGEQR2 computes the QR factorization of a general rectangular matrix using an unblocked algorithm.Purpose: ZGEQR2 computes a QR factorization of a complex m-by-n matrix A: A = Q * ( R ), ( 0 ) where: Q is a m-by-m orthogonal matrix; R is an upper-triangular n-by-n matrix; 0 is a (m-n)-by-n zero matrix, if m > n. 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*16 array, dimension (LDA,N) On entry, the m by n matrix A. On exit, the elements on and above the diagonal of the array contain the min(m,n) by n upper trapezoidal matrix R (R is upper triangular if m >= n); the elements below the diagonal, with the array TAU, represent the unitary matrix Q as a product of elementary reflectors (see Further Details). LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). TAU TAU is COMPLEX*16 array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details). WORK WORK is COMPLEX*16 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 matrix Q is represented as a product of elementary reflectors Q = H(1) H(2) . . . H(k), where k = min(m,n). Each H(i) has the form H(i) = I - tau * v * v**H where tau is a complex scalar, and v is a complex vector with v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i), and tau in TAU(i). Definition at line 129 of file zgeqr2.f. subroutine zgeqr2p (integer M, integer N, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( * ) TAU, complex*16, dimension( * ) WORK, integer INFO)ZGEQR2P computes the QR factorization of a general rectangular matrix with non-negative diagonal elements using an unblocked algorithm.Purpose: ZGEQR2P computes a QR factorization of a complex m-by-n matrix A: A = Q * ( R ), ( 0 ) where: Q is a m-by-m orthogonal matrix; R is an upper-triangular n-by-n matrix with nonnegative diagonal entries; 0 is a (m-n)-by-n zero matrix, if m > n. 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*16 array, dimension (LDA,N) On entry, the m by n matrix A. On exit, the elements on and above the diagonal of the array contain the min(m,n) by n upper trapezoidal matrix R (R is upper triangular if m >= n). The diagonal entries of R are real and nonnegative; the elements below the diagonal, with the array TAU, 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). TAU TAU is COMPLEX*16 array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details). WORK WORK is COMPLEX*16 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 matrix Q is represented as a product of elementary reflectors Q = H(1) H(2) . . . H(k), where k = min(m,n). Each H(i) has the form H(i) = I - tau * v * v**H where tau is a complex scalar, and v is a complex vector with v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i), and tau in TAU(i). See Lapack Working Note 203 for details Definition at line 133 of file zgeqr2p.f. subroutine zgeqrf (integer M, integer N, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( * ) TAU, complex*16, dimension( * ) WORK, integer LWORK, integer INFO)ZGEQRFPurpose: ZGEQRF computes a QR factorization of a complex M-by-N matrix A: A = Q * ( R ), ( 0 ) where: Q is a M-by-M orthogonal matrix; R is an upper-triangular N-by-N matrix; 0 is a (M-N)-by-N zero matrix, if M > N. 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*16 array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, the elements on and above the diagonal of the array contain the min(M,N)-by-N upper trapezoidal matrix R (R is upper triangular if m >= n); the elements below the diagonal, with the array TAU, represent the unitary matrix Q as a product of min(m,n) elementary reflectors (see Further Details). LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). TAU TAU is COMPLEX*16 array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details). 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. 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 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 - tau * v * v**H where tau is a complex scalar, and v is a complex vector with v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i), and tau in TAU(i). Definition at line 144 of file zgeqrf.f. subroutine zgeqrfp (integer M, integer N, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( * ) TAU, complex*16, dimension( * ) WORK, integer LWORK, integer INFO)ZGEQRFPPurpose: ZGEQR2P computes a QR factorization of a complex M-by-N matrix A: A = Q * ( R ), ( 0 ) where: Q is a M-by-M orthogonal matrix; R is an upper-triangular N-by-N matrix with nonnegative diagonal entries; 0 is a (M-N)-by-N zero matrix, if M > N. 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*16 array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, the elements on and above the diagonal of the array contain the min(M,N)-by-N upper trapezoidal matrix R (R is upper triangular if m >= n). The diagonal entries of R are real and nonnegative; The elements below the diagonal, with the array TAU, represent the unitary matrix Q as a product of min(m,n) elementary reflectors (see Further Details). LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). TAU TAU is COMPLEX*16 array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details). 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. 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 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 - tau * v * v**H where tau is a complex scalar, and v is a complex vector with v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i), and tau in TAU(i). See Lapack Working Note 203 for details Definition at line 148 of file zgeqrfp.f. subroutine zgeqrt (integer M, integer N, integer NB, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( ldt, * ) T, integer LDT, complex*16, dimension( * ) WORK, integer INFO)ZGEQRTPurpose: ZGEQRT computes a blocked QR factorization of a complex M-by-N matrix A using the compact WY representation of Q. 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. NB NB is INTEGER The block size to be used in the blocked QR. MIN(M,N) >= NB >= 1. A A is COMPLEX*16 array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, the elements on and above the diagonal of the array contain the min(M,N)-by-N upper trapezoidal matrix R (R is upper triangular if M >= N); the elements below the diagonal are the columns of V. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). T T is COMPLEX*16 array, dimension (LDT,MIN(M,N)) The upper triangular block reflectors stored in compact form as a sequence of upper triangular blocks. See below for further details. LDT LDT is INTEGER The leading dimension of the array T. LDT >= NB. WORK WORK is COMPLEX*16 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 matrix V stores the elementary reflectors H(i) in the i-th column below the diagonal. For example, if M=5 and N=3, the matrix V is V = ( 1 ) ( v1 1 ) ( v1 v2 1 ) ( v1 v2 v3 ) ( v1 v2 v3 ) where the vi's represent the vectors which define H(i), which are returned in the matrix A. The 1's along the diagonal of V are not stored in A. Let K=MIN(M,N). The number of blocks is B = ceiling(K/NB), where each block is of order NB except for the last block, which is of order IB = K - (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-K matrix T as T = (T1 T2 ... TB). Definition at line 140 of file zgeqrt.f. subroutine zgeqrt2 (integer M, integer N, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( ldt, * ) T, integer LDT, integer INFO)ZGEQRT2 computes a QR factorization of a general real or complex matrix using the compact WY representation of Q.Purpose: ZGEQRT2 computes a QR factorization of a complex M-by-N matrix A, using the compact WY representation of Q. Parameters M
M is INTEGER The number of rows of the matrix A. M >= N. N N is INTEGER The number of columns of the matrix A. N >= 0. A A is COMPLEX*16 array, dimension (LDA,N) On entry, the complex M-by-N matrix A. On exit, the elements on and above the diagonal contain the N-by-N upper triangular matrix R; the elements below the diagonal are the columns of V. See below for further details. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). T T is COMPLEX*16 array, dimension (LDT,N) The N-by-N upper triangular factor of the block reflector. The elements on and above the diagonal contain the block reflector T; the elements below the diagonal are not used. See below for 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 matrix V stores the elementary reflectors H(i) in the i-th column below the diagonal. For example, if M=5 and N=3, the matrix V is V = ( 1 ) ( v1 1 ) ( v1 v2 1 ) ( v1 v2 v3 ) ( v1 v2 v3 ) where the vi's represent the vectors which define H(i), which are returned in the matrix A. The 1's along the diagonal of V are not stored in A. The block reflector H is then given by H = I - V * T * V**H where V**H is the conjugate transpose of V. Definition at line 126 of file zgeqrt2.f. recursive subroutine zgeqrt3 (integer M, integer N, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( ldt, * ) T, integer LDT, integer INFO)ZGEQRT3 recursively computes a QR factorization of a general real or complex matrix using the compact WY representation of Q.Purpose: ZGEQRT3 recursively computes a QR factorization of a complex M-by-N matrix A, using the compact WY representation of Q. Based on the algorithm of Elmroth and Gustavson, IBM J. Res. Develop. Vol 44 No. 4 July 2000. Parameters M
M is INTEGER The number of rows of the matrix A. M >= N. N N is INTEGER The number of columns of the matrix A. N >= 0. A A is COMPLEX*16 array, dimension (LDA,N) On entry, the complex M-by-N matrix A. On exit, the elements on and above the diagonal contain the N-by-N upper triangular matrix R; the elements below the diagonal are the columns of V. See below for further details. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). T T is COMPLEX*16 array, dimension (LDT,N) The N-by-N upper triangular factor of the block reflector. The elements on and above the diagonal contain the block reflector T; the elements below the diagonal are not used. See below for 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 matrix V stores the elementary reflectors H(i) in the i-th column below the diagonal. For example, if M=5 and N=3, the matrix V is V = ( 1 ) ( v1 1 ) ( v1 v2 1 ) ( v1 v2 v3 ) ( v1 v2 v3 ) where the vi's represent the vectors which define H(i), which are returned in the matrix A. The 1's along the diagonal of V are not stored in A. The block reflector H is then given by H = I - V * T * V**H where V**H is the conjugate transpose of V. For details of the algorithm, see Elmroth and Gustavson (cited above). Definition at line 131 of file zgeqrt3.f. subroutine zgerfs (character TRANS, integer N, integer NRHS, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, complex*16, dimension( ldb, * ) B, integer LDB, complex*16, dimension( ldx, * ) X, integer LDX, double precision, dimension( * ) FERR, double precision, dimension( * ) BERR, complex*16, dimension( * ) WORK, double precision, dimension( * ) RWORK, integer INFO)ZGERFSPurpose: ZGERFS improves the computed solution to a system of linear equations and provides error bounds and backward error estimates for the solution. Parameters 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) 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*16 array, dimension (LDA,N) The original N-by-N matrix A. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). AF AF is COMPLEX*16 array, dimension (LDAF,N) The factors L and U from the factorization A = P*L*U as computed by ZGETRF. LDAF LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) The pivot indices from ZGETRF; for 1<=i<=N, row i of the matrix was interchanged with row IPIV(i). B B is COMPLEX*16 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*16 array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by ZGETRS. 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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*16 array, dimension (2*N) RWORK RWORK is DOUBLE PRECISION 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. Definition at line 184 of file zgerfs.f. subroutine zgerfsx (character TRANS, character EQUED, integer N, integer NRHS, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, double precision, dimension( * ) R, double precision, dimension( * ) C, complex*16, dimension( ldb, * ) B, integer LDB, complex*16, dimension( ldx , * ) X, integer LDX, double precision RCOND, double precision, dimension( * ) BERR, integer N_ERR_BNDS, double precision, dimension( nrhs, * ) ERR_BNDS_NORM, double precision, dimension( nrhs, * ) ERR_BNDS_COMP, integer NPARAMS, double precision, dimension( * ) PARAMS, complex*16, dimension( * ) WORK, double precision, dimension( * ) RWORK, integer INFO)ZGERFSXPurpose: ZGERFSX improves the computed solution to a system of linear equations and provides error bounds and backward error estimates for the solution. In addition to normwise error bound, the code provides maximum componentwise error bound if possible. See comments for ERR_BNDS_NORM and ERR_BNDS_COMP for details of the error bounds. The original system of linear equations may have been equilibrated before calling this routine, as described by arguments EQUED, R and C below. In this case, the solution and error bounds returned are for the original unequilibrated system. Some optional parameters are bundled in the PARAMS array. These settings determine how refinement is performed, but often the defaults are acceptable. If the defaults are acceptable, users can pass NPARAMS = 0 which prevents the source code from accessing the PARAMS argument. Parameters 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) EQUED EQUED is CHARACTER*1 Specifies the form of equilibration that was done to A before calling this routine. This is needed to compute the solution and error bounds correctly. = 'N': No equilibration = '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). The right hand side B has been changed accordingly. N N is INTEGER The order of the matrix A. N >= 0. NRHS NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0. A A is COMPLEX*16 array, dimension (LDA,N) The original N-by-N matrix A. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). AF AF is COMPLEX*16 array, dimension (LDAF,N) The factors L and U from the factorization A = P*L*U as computed by ZGETRF. LDAF LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) The pivot indices from ZGETRF; for 1<=i<=N, row i of the matrix was interchanged with row IPIV(i). R R is DOUBLE PRECISION array, dimension (N) The row scale factors for A. If EQUED = 'R' or 'B', A is multiplied on the left by diag(R); if EQUED = 'N' or 'C', R is not accessed. If R is accessed, each element of R should be a power of the radix to ensure a reliable solution and error estimates. Scaling by powers of the radix does not cause rounding errors unless the result underflows or overflows. Rounding errors during scaling lead to refining with a matrix that is not equivalent to the input matrix, producing error estimates that may not be reliable. C C is DOUBLE PRECISION array, dimension (N) The column scale factors for A. If EQUED = 'C' or 'B', A is multiplied on the right by diag(C); if EQUED = 'N' or 'R', C is not accessed. If C is accessed, each element of C should be a power of the radix to ensure a reliable solution and error estimates. Scaling by powers of the radix does not cause rounding errors unless the result underflows or overflows. Rounding errors during scaling lead to refining with a matrix that is not equivalent to the input matrix, producing error estimates that may not be reliable. B B is COMPLEX*16 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*16 array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by ZGETRS. On exit, the improved solution matrix X. LDX LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N). RCOND RCOND is DOUBLE PRECISION Reciprocal scaled condition number. This is an estimate of the reciprocal Skeel condition number of the matrix A after equilibration (if done). If this is less than the machine precision (in particular, if it is zero), the matrix is singular to working precision. Note that the error may still be small even if this number is very small and the matrix appears ill- conditioned. BERR BERR is DOUBLE PRECISION array, dimension (NRHS) Componentwise relative backward error. This is the componentwise relative backward error of each solution vector X(j) (i.e., the smallest relative change in any element of A or B that makes X(j) an exact solution). N_ERR_BNDS N_ERR_BNDS is INTEGER Number of error bounds to return for each right hand side and each type (normwise or componentwise). See ERR_BNDS_NORM and ERR_BNDS_COMP below. ERR_BNDS_NORM ERR_BNDS_NORM is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS) For each right-hand side, this array contains information about various error bounds and condition numbers corresponding to the normwise relative error, which is defined as follows: Normwise relative error in the ith solution vector: max_j (abs(XTRUE(j,i) - X(j,i))) ------------------------------ max_j abs(X(j,i)) The array is indexed by the type of error information as described below. There currently are up to three pieces of information returned. The first index in ERR_BNDS_NORM(i,:) corresponds to the ith right-hand side. The second index in ERR_BNDS_NORM(:,err) contains the following three fields: err = 1 "Trust/don't trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * dlamch('Epsilon'). err = 2 "Guaranteed" error bound: The estimated forward error, almost certainly within a factor of 10 of the true error so long as the next entry is greater than the threshold sqrt(n) * dlamch('Epsilon'). This error bound should only be trusted if the previous boolean is true. err = 3 Reciprocal condition number: Estimated normwise reciprocal condition number. Compared with the threshold sqrt(n) * dlamch('Epsilon') to determine if the error estimate is "guaranteed". These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*A, where S scales each row by a power of the radix so all absolute row sums of Z are approximately 1. See Lapack Working Note 165 for further details and extra cautions. ERR_BNDS_COMP ERR_BNDS_COMP is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS) For each right-hand side, this array contains information about various error bounds and condition numbers corresponding to the componentwise relative error, which is defined as follows: Componentwise relative error in the ith solution vector: abs(XTRUE(j,i) - X(j,i)) max_j ---------------------- abs(X(j,i)) The array is indexed by the right-hand side i (on which the componentwise relative error depends), and the type of error information as described below. There currently are up to three pieces of information returned for each right-hand side. If componentwise accuracy is not requested (PARAMS(3) = 0.0), then ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most the first (:,N_ERR_BNDS) entries are returned. The first index in ERR_BNDS_COMP(i,:) corresponds to the ith right-hand side. The second index in ERR_BNDS_COMP(:,err) contains the following three fields: err = 1 "Trust/don't trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * dlamch('Epsilon'). err = 2 "Guaranteed" error bound: The estimated forward error, almost certainly within a factor of 10 of the true error so long as the next entry is greater than the threshold sqrt(n) * dlamch('Epsilon'). This error bound should only be trusted if the previous boolean is true. err = 3 Reciprocal condition number: Estimated componentwise reciprocal condition number. Compared with the threshold sqrt(n) * dlamch('Epsilon') to determine if the error estimate is "guaranteed". These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*(A*diag(x)), where x is the solution for the current right-hand side and S scales each row of A*diag(x) by a power of the radix so all absolute row sums of Z are approximately 1. See Lapack Working Note 165 for further details and extra cautions. NPARAMS NPARAMS is INTEGER Specifies the number of parameters set in PARAMS. If <= 0, the PARAMS array is never referenced and default values are used. PARAMS PARAMS is DOUBLE PRECISION array, dimension NPARAMS Specifies algorithm parameters. If an entry is < 0.0, then that entry will be filled with default value used for that parameter. Only positions up to NPARAMS are accessed; defaults are used for higher-numbered parameters. PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative refinement or not. Default: 1.0D+0 = 0.0: No refinement is performed, and no error bounds are computed. = 1.0: Use the double-precision refinement algorithm, possibly with doubled-single computations if the compilation environment does not support DOUBLE PRECISION. (other values are reserved for future use) PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual computations allowed for refinement. Default: 10 Aggressive: Set to 100 to permit convergence using approximate factorizations or factorizations other than LU. If the factorization uses a technique other than Gaussian elimination, the guarantees in err_bnds_norm and err_bnds_comp may no longer be trustworthy. PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code will attempt to find a solution with small componentwise relative error in the double-precision algorithm. Positive is true, 0.0 is false. Default: 1.0 (attempt componentwise convergence) WORK WORK is COMPLEX*16 array, dimension (2*N) RWORK RWORK is DOUBLE PRECISION array, dimension (2*N) INFO INFO is INTEGER = 0: Successful exit. The solution to every right-hand side is guaranteed. < 0: If INFO = -i, the i-th argument had an illegal value > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization has been completed, but the factor U is exactly singular, so the solution and error bounds could not be computed. RCOND = 0 is returned. = N+J: The solution corresponding to the Jth right-hand side is not guaranteed. The solutions corresponding to other right- hand sides K with K > J may not be guaranteed as well, but only the first such right-hand side is reported. If a small componentwise error is not requested (PARAMS(3) = 0.0) then the Jth right-hand side is the first with a normwise error bound that is not guaranteed (the smallest J such that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0) the Jth right-hand side is the first with either a normwise or componentwise error bound that is not guaranteed (the smallest J such that either ERR_BNDS_NORM(J,1) = 0.0 or ERR_BNDS_COMP(J,1) = 0.0). See the definition of ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information about all of the right-hand sides check ERR_BNDS_NORM or ERR_BNDS_COMP. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 410 of file zgerfsx.f. subroutine zgerq2 (integer M, integer N, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( * ) TAU, complex*16, dimension( * ) WORK, integer INFO)ZGERQ2 computes the RQ factorization of a general rectangular matrix using an unblocked algorithm.Purpose: ZGERQ2 computes an RQ factorization of a complex m by n matrix A: A = R * Q. 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*16 array, dimension (LDA,N) On entry, the m by n matrix A. On exit, if m <= n, the upper triangle of the subarray A(1:m,n-m+1:n) contains the m by m upper triangular matrix R; if m >= n, the elements on and above the (m-n)-th subdiagonal contain the m by n upper trapezoidal matrix R; the remaining elements, with the array TAU, represent the unitary matrix Q as a product of elementary reflectors (see Further Details). LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). TAU TAU is COMPLEX*16 array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details). WORK WORK is COMPLEX*16 array, dimension (M) 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 H(2)**H . . . H(k)**H, where k = min(m,n). 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(n-k+i+1:n) = 0 and v(n-k+i) = 1; conjg(v(1:n-k+i-1)) is stored on exit in A(m-k+i,1:n-k+i-1), and tau in TAU(i). Definition at line 122 of file zgerq2.f. subroutine zgerqf (integer M, integer N, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( * ) TAU, complex*16, dimension( * ) WORK, integer LWORK, integer INFO)ZGERQFPurpose: ZGERQF computes an RQ factorization of a complex M-by-N matrix A: A = R * Q. 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*16 array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, if m <= n, the upper triangle of the subarray A(1:m,n-m+1:n) contains the M-by-M upper triangular matrix R; if m >= n, the elements on and above the (m-n)-th subdiagonal contain the M-by-N upper trapezoidal matrix R; the remaining elements, with the array TAU, represent the unitary matrix Q as a product of min(m,n) elementary reflectors (see Further Details). LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). TAU TAU is COMPLEX*16 array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details). 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. 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. Further Details: The matrix Q is represented as a product of elementary reflectors Q = H(1)**H H(2)**H . . . H(k)**H, where k = min(m,n). 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(n-k+i+1:n) = 0 and v(n-k+i) = 1; conjg(v(1:n-k+i-1)) is stored on exit in A(m-k+i,1:n-k+i-1), and tau in TAU(i). Definition at line 137 of file zgerqf.f. subroutine zgesvj (character*1 JOBA, character*1 JOBU, character*1 JOBV, integer M, integer N, complex*16, dimension( lda, * ) A, integer LDA, double precision, dimension( n ) SVA, integer MV, complex*16, dimension( ldv, * ) V, integer LDV, complex*16, dimension( lwork ) CWORK, integer LWORK, double precision, dimension( lrwork ) RWORK, integer LRWORK, integer INFO)ZGESVJPurpose: ZGESVJ computes the singular value decomposition (SVD) of a complex M-by-N matrix A, where M >= N. The SVD of A is written as [++] [xx] [x0] [xx] A = U * SIGMA * V^*, [++] = [xx] * [ox] * [xx] [++] [xx] where SIGMA is an N-by-N diagonal matrix, U is an M-by-N orthonormal matrix, and V is an N-by-N unitary matrix. The diagonal elements of SIGMA are the singular values of A. The columns of U and V are the left and the right singular vectors of A, respectively. Parameters JOBA
JOBA is CHARACTER*1 Specifies the structure of A. = 'L': The input matrix A is lower triangular; = 'U': The input matrix A is upper triangular; = 'G': The input matrix A is general M-by-N matrix, M >= N. JOBU JOBU is CHARACTER*1 Specifies whether to compute the left singular vectors (columns of U): = 'U' or 'F': The left singular vectors corresponding to the nonzero singular values are computed and returned in the leading columns of A. See more details in the description of A. The default numerical orthogonality threshold is set to approximately TOL=CTOL*EPS, CTOL=SQRT(M), EPS=DLAMCH('E'). = 'C': Analogous to JOBU='U', except that user can control the level of numerical orthogonality of the computed left singular vectors. TOL can be set to TOL = CTOL*EPS, where CTOL is given on input in the array WORK. No CTOL smaller than ONE is allowed. CTOL greater than 1 / EPS is meaningless. The option 'C' can be used if M*EPS is satisfactory orthogonality of the computed left singular vectors, so CTOL=M could save few sweeps of Jacobi rotations. See the descriptions of A and WORK(1). = 'N': The matrix U is not computed. However, see the description of A. JOBV JOBV is CHARACTER*1 Specifies whether to compute the right singular vectors, that is, the matrix V: = 'V' or 'J': the matrix V is computed and returned in the array V = 'A': the Jacobi rotations are applied to the MV-by-N array V. In other words, the right singular vector matrix V is not computed explicitly; instead it is applied to an MV-by-N matrix initially stored in the first MV rows of V. = 'N': the matrix V is not computed and the array V is not referenced M M is INTEGER The number of rows of the input matrix A. 1/DLAMCH('E') > M >= 0. N N is INTEGER The number of columns of the input matrix A. M >= N >= 0. A A is COMPLEX*16 array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, If JOBU = 'U' .OR. JOBU = 'C': If INFO = 0 : RANKA orthonormal columns of U are returned in the leading RANKA columns of the array A. Here RANKA <= N is the number of computed singular values of A that are above the underflow threshold DLAMCH('S'). The singular vectors corresponding to underflowed or zero singular values are not computed. The value of RANKA is returned in the array RWORK as RANKA=NINT(RWORK(2)). Also see the descriptions of SVA and RWORK. The computed columns of U are mutually numerically orthogonal up to approximately TOL=SQRT(M)*EPS (default); or TOL=CTOL*EPS (JOBU = 'C'), see the description of JOBU. If INFO > 0, the procedure ZGESVJ did not converge in the given number of iterations (sweeps). In that case, the computed columns of U may not be orthogonal up to TOL. The output U (stored in A), SIGMA (given by the computed singular values in SVA(1:N)) and V is still a decomposition of the input matrix A in the sense that the residual || A - SCALE * U * SIGMA * V^* ||_2 / ||A||_2 is small. If JOBU = 'N': If INFO = 0 : Note that the left singular vectors are 'for free' in the one-sided Jacobi SVD algorithm. However, if only the singular values are needed, the level of numerical orthogonality of U is not an issue and iterations are stopped when the columns of the iterated matrix are numerically orthogonal up to approximately M*EPS. Thus, on exit, A contains the columns of U scaled with the corresponding singular values. If INFO > 0: the procedure ZGESVJ did not converge in the given number of iterations (sweeps). LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). SVA SVA is DOUBLE PRECISION array, dimension (N) On exit, If INFO = 0 : depending on the value SCALE = RWORK(1), we have: If SCALE = ONE: SVA(1:N) contains the computed singular values of A. During the computation SVA contains the Euclidean column norms of the iterated matrices in the array A. If SCALE .NE. ONE: The singular values of A are SCALE*SVA(1:N), and this factored representation is due to the fact that some of the singular values of A might underflow or overflow. If INFO > 0: the procedure ZGESVJ did not converge in the given number of iterations (sweeps) and SCALE*SVA(1:N) may not be accurate. MV MV is INTEGER If JOBV = 'A', then the product of Jacobi rotations in ZGESVJ is applied to the first MV rows of V. See the description of JOBV. V V is COMPLEX*16 array, dimension (LDV,N) If JOBV = 'V', then V contains on exit the N-by-N matrix of the right singular vectors; If JOBV = 'A', then V contains the product of the computed right singular vector matrix and the initial matrix in the array V. If JOBV = 'N', then V is not referenced. LDV LDV is INTEGER The leading dimension of the array V, LDV >= 1. If JOBV = 'V', then LDV >= max(1,N). If JOBV = 'A', then LDV >= max(1,MV) . CWORK CWORK is COMPLEX*16 array, dimension (max(1,LWORK)) Used as workspace. If on entry LWORK = -1, then a workspace query is assumed and no computation is done; CWORK(1) is set to the minial (and optimal) length of CWORK. LWORK LWORK is INTEGER. Length of CWORK, LWORK >= M+N. RWORK RWORK is DOUBLE PRECISION array, dimension (max(6,LRWORK)) On entry, If JOBU = 'C' : RWORK(1) = CTOL, where CTOL defines the threshold for convergence. The process stops if all columns of A are mutually orthogonal up to CTOL*EPS, EPS=DLAMCH('E'). It is required that CTOL >= ONE, i.e. it is not allowed to force the routine to obtain orthogonality below EPSILON. On exit, RWORK(1) = SCALE is the scaling factor such that SCALE*SVA(1:N) are the computed singular values of A. (See description of SVA().) RWORK(2) = NINT(RWORK(2)) is the number of the computed nonzero singular values. RWORK(3) = NINT(RWORK(3)) is the number of the computed singular values that are larger than the underflow threshold. RWORK(4) = NINT(RWORK(4)) is the number of sweeps of Jacobi rotations needed for numerical convergence. RWORK(5) = max_{i.NE.j} |COS(A(:,i),A(:,j))| in the last sweep. This is useful information in cases when ZGESVJ did not converge, as it can be used to estimate whether the output is still useful and for post festum analysis. RWORK(6) = the largest absolute value over all sines of the Jacobi rotation angles in the last sweep. It can be useful for a post festum analysis. If on entry LRWORK = -1, then a workspace query is assumed and no computation is done; RWORK(1) is set to the minial (and optimal) length of RWORK. LRWORK LRWORK is INTEGER Length of RWORK, LRWORK >= MAX(6,N). INFO INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, then the i-th argument had an illegal value > 0: ZGESVJ did not converge in the maximal allowed number (NSWEEP=30) of sweeps. The output may still be useful. See the description of RWORK. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Further Details: The orthogonal N-by-N matrix V is obtained as a product of Jacobi plane rotations. In the case of underflow of the tangent of the Jacobi angle, a modified Jacobi transformation of Drmac [3] is used. Pivot strategy uses column interchanges of de Rijk [1]. The relative accuracy of the computed singular values and the accuracy of the computed singular vectors (in angle metric) is as guaranteed by the theory of Demmel and Veselic [2]. The condition number that determines the accuracy in the full rank case is essentially min_{D=diag} kappa(A*D), where kappa(.) is the spectral condition number. The best performance of this Jacobi SVD procedure is achieved if used in an accelerated version of Drmac and Veselic [4,5], and it is the kernel routine in the SIGMA library [6]. Some tuning parameters (marked with [TP]) are available for the implementer. The computational range for the nonzero singular values is the machine number interval ( UNDERFLOW , OVERFLOW ). In extreme cases, even denormalized singular values can be computed with the corresponding gradual loss of accurate digits. Contributor: ============ Zlatko Drmac (Zagreb, Croatia) References: [1] P. P. M. De Rijk: A one-sided Jacobi algorithm for computing the singular value decomposition on a vector computer. SIAM J. Sci. Stat. Comp., Vol. 10 (1998), pp. 359-371. [2] J. Demmel and K. Veselic: Jacobi method is more accurate than QR. [3] Z. Drmac: Implementation of Jacobi rotations for accurate singular value computation in floating point arithmetic. SIAM J. Sci. Comp., Vol. 18 (1997), pp. 1200-1222. [4] Z. Drmac and K. Veselic: New fast and accurate Jacobi SVD algorithm I. SIAM J. Matrix Anal. Appl. Vol. 35, No. 2 (2008), pp. 1322-1342. LAPACK Working note 169. [5] Z. Drmac and K. Veselic: New fast and accurate Jacobi SVD algorithm II. SIAM J. Matrix Anal. Appl. Vol. 35, No. 2 (2008), pp. 1343-1362. LAPACK Working note 170. [6] Z. Drmac: SIGMA - mathematical software library for accurate SVD, PSV, QSVD, (H,K)-SVD computations. Department of Mathematics, University of Zagreb, 2008, 2015. Bugs, examples and comments: =========================== Please report all bugs and send interesting test examples and comments to drmac@math.hr. Thank you. Definition at line 349 of file zgesvj.f. subroutine zgetf2 (integer M, integer N, complex*16, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, integer INFO)ZGETF2 computes the LU factorization of a general m-by-n matrix using partial pivoting with row interchanges (unblocked algorithm).Purpose: ZGETF2 computes an LU factorization of a general m-by-n matrix A using partial pivoting with row interchanges. The factorization has the form A = P * L * U where P is a permutation matrix, L is lower triangular with unit diagonal elements (lower trapezoidal if m > n), and U is upper triangular (upper trapezoidal if m < n). This is the right-looking Level 2 BLAS version of the algorithm. 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*16 array, dimension (LDA,N) On entry, the m by n matrix to be factored. On exit, the factors L and U from the factorization A = P*L*U; the unit diagonal elements of L are not stored. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). IPIV IPIV is INTEGER array, dimension (min(M,N)) The pivot indices; for 1 <= i <= min(M,N), row i of the matrix was interchanged with row IPIV(i). INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -k, the k-th argument had an illegal value > 0: if INFO = k, U(k,k) is exactly zero. The factorization has been completed, but the factor U is exactly singular, and division by zero will occur if it is used to solve a system of equations. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 107 of file zgetf2.f. subroutine zgetrf (integer M, integer N, complex*16, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, integer INFO)ZGETRFPurpose: ZGETRF computes an LU factorization of a general M-by-N matrix A using partial pivoting with row interchanges. The factorization has the form A = P * L * U where P is a permutation matrix, L is lower triangular with unit diagonal elements (lower trapezoidal if m > n), and U is upper triangular (upper trapezoidal if m < n). This is the right-looking Level 3 BLAS version of the algorithm. 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*16 array, dimension (LDA,N) On entry, the M-by-N matrix to be factored. On exit, the factors L and U from the factorization A = P*L*U; the unit diagonal elements of L are not stored. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). IPIV IPIV is INTEGER array, dimension (min(M,N)) The pivot indices; for 1 <= i <= min(M,N), row i of the matrix was interchanged with row IPIV(i). INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, U(i,i) is exactly zero. The factorization has been completed, but the factor U is exactly singular, and division by zero will occur if it is used to solve a system of equations. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 107 of file zgetrf.f. recursive subroutine zgetrf2 (integer M, integer N, complex*16, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, integer INFO)ZGETRF2Purpose: ZGETRF2 computes an LU factorization of a general M-by-N matrix A using partial pivoting with row interchanges. The factorization has the form A = P * L * U where P is a permutation matrix, L is lower triangular with unit diagonal elements (lower trapezoidal if m > n), and U is upper triangular (upper trapezoidal if m < n). This is the recursive version of the algorithm. It divides the matrix into four submatrices: [ A11 | A12 ] where A11 is n1 by n1 and A22 is n2 by n2 A = [ -----|----- ] with n1 = min(m,n)/2 [ A21 | A22 ] n2 = n-n1 [ A11 ] The subroutine calls itself to factor [ --- ], [ A12 ] [ A12 ] do the swaps on [ --- ], solve A12, update A22, [ A22 ] then calls itself to factor A22 and do the swaps on A21. 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*16 array, dimension (LDA,N) On entry, the M-by-N matrix to be factored. On exit, the factors L and U from the factorization A = P*L*U; the unit diagonal elements of L are not stored. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). IPIV IPIV is INTEGER array, dimension (min(M,N)) The pivot indices; for 1 <= i <= min(M,N), row i of the matrix was interchanged with row IPIV(i). INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, U(i,i) is exactly zero. The factorization has been completed, but the factor U is exactly singular, and division by zero will occur if it is used to solve a system of equations. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 112 of file zgetrf2.f. subroutine zgetri (integer N, complex*16, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex*16, dimension( * ) WORK, integer LWORK, integer INFO)ZGETRIPurpose: ZGETRI computes the inverse of a matrix using the LU factorization computed by ZGETRF. This method inverts U and then computes inv(A) by solving the system inv(A)*L = inv(U) for inv(A). Parameters N
N is INTEGER The order of the matrix A. N >= 0. A A is COMPLEX*16 array, dimension (LDA,N) On entry, the factors L and U from the factorization A = P*L*U as computed by ZGETRF. On exit, if INFO = 0, the inverse of the original matrix A. 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 from ZGETRF; for 1<=i<=N, row i of the matrix was interchanged with row IPIV(i). WORK WORK is COMPLEX*16 array, dimension (MAX(1,LWORK)) On exit, if INFO=0, then WORK(1) returns the optimal LWORK. LWORK LWORK is INTEGER The dimension of the array WORK. LWORK >= max(1,N). For optimal performance LWORK >= N*NB, where NB is the optimal blocksize returned by ILAENV. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, U(i,i) is exactly zero; the matrix is singular and its inverse could not be computed. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 113 of file zgetri.f. subroutine zgetrs (character TRANS, integer N, integer NRHS, complex*16, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex*16, dimension( ldb, * ) B, integer LDB, integer INFO)ZGETRSPurpose: ZGETRS solves a system of linear equations A * X = B, A**T * X = B, or A**H * X = B with a general N-by-N matrix A using the LU factorization computed by ZGETRF. Parameters 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) 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*16 array, dimension (LDA,N) The factors L and U from the factorization A = P*L*U as computed by ZGETRF. 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 from ZGETRF; for 1<=i<=N, row i of the matrix was interchanged with row IPIV(i). B B is COMPLEX*16 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. Definition at line 120 of file zgetrs.f. subroutine zhgeqz (character JOB, character COMPQ, character COMPZ, integer N, integer ILO, integer IHI, complex*16, dimension( ldh, * ) H, integer LDH, complex*16, dimension( ldt, * ) T, integer LDT, complex*16, dimension( * ) ALPHA, complex*16, dimension( * ) BETA, complex*16, dimension( ldq, * ) Q, integer LDQ, complex*16, dimension( ldz, * ) Z, integer LDZ, complex*16, dimension( * ) WORK, integer LWORK, double precision, dimension( * ) RWORK, integer INFO)ZHGEQZPurpose: ZHGEQZ computes the eigenvalues of a complex matrix pair (H,T), where H is an upper Hessenberg matrix and T is upper triangular, using the single-shift QZ method. Matrix pairs of this type are produced by the reduction to generalized upper Hessenberg form of a complex matrix pair (A,B): A = Q1*H*Z1**H, B = Q1*T*Z1**H, as computed by ZGGHRD. If JOB='S', then the Hessenberg-triangular pair (H,T) is also reduced to generalized Schur form, H = Q*S*Z**H, T = Q*P*Z**H, where Q and Z are unitary matrices and S and P are upper triangular. Optionally, the unitary matrix Q from the generalized Schur factorization may be postmultiplied into an input matrix Q1, and the unitary matrix Z may be postmultiplied into an input matrix Z1. If Q1 and Z1 are the unitary matrices from ZGGHRD that reduced the matrix pair (A,B) to generalized Hessenberg form, then the output matrices Q1*Q and Z1*Z are the unitary factors from the generalized Schur factorization of (A,B): A = (Q1*Q)*S*(Z1*Z)**H, B = (Q1*Q)*P*(Z1*Z)**H. To avoid overflow, eigenvalues of the matrix pair (H,T) (equivalently, of (A,B)) are computed as a pair of complex values (alpha,beta). If beta is nonzero, lambda = alpha / beta is an eigenvalue of the generalized nonsymmetric eigenvalue problem (GNEP) A*x = lambda*B*x and if alpha is nonzero, mu = beta / alpha is an eigenvalue of the alternate form of the GNEP mu*A*y = B*y. The values of alpha and beta for the i-th eigenvalue can be read directly from the generalized Schur form: alpha = S(i,i), beta = P(i,i). Ref: C.B. Moler & G.W. Stewart, "An Algorithm for Generalized Matrix Eigenvalue Problems", SIAM J. Numer. Anal., 10(1973), pp. 241--256. Parameters JOB
JOB is CHARACTER*1 = 'E': Compute eigenvalues only; = 'S': Computer eigenvalues and the Schur form. COMPQ COMPQ is CHARACTER*1 = 'N': Left Schur vectors (Q) are not computed; = 'I': Q is initialized to the unit matrix and the matrix Q of left Schur vectors of (H,T) 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': Right Schur vectors (Z) are not computed; = 'I': Q is initialized to the unit matrix and the matrix Z of right Schur vectors of (H,T) 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 H, T, Q, and Z. N >= 0. ILO ILO is INTEGER IHI IHI is INTEGER ILO and IHI mark the rows and columns of H which are in Hessenberg form. It is assumed that A is already upper triangular in rows and columns 1:ILO-1 and IHI+1:N. If N > 0, 1 <= ILO <= IHI <= N; if N = 0, ILO=1 and IHI=0. H H is COMPLEX*16 array, dimension (LDH, N) On entry, the N-by-N upper Hessenberg matrix H. On exit, if JOB = 'S', H contains the upper triangular matrix S from the generalized Schur factorization. If JOB = 'E', the diagonal of H matches that of S, but the rest of H is unspecified. LDH LDH is INTEGER The leading dimension of the array H. LDH >= max( 1, N ). T T is COMPLEX*16 array, dimension (LDT, N) On entry, the N-by-N upper triangular matrix T. On exit, if JOB = 'S', T contains the upper triangular matrix P from the generalized Schur factorization. If JOB = 'E', the diagonal of T matches that of P, but the rest of T is unspecified. LDT LDT is INTEGER The leading dimension of the array T. LDT >= max( 1, N ). ALPHA ALPHA is COMPLEX*16 array, dimension (N) The complex scalars alpha that define the eigenvalues of GNEP. ALPHA(i) = S(i,i) in the generalized Schur factorization. BETA BETA is COMPLEX*16 array, dimension (N) The real non-negative scalars beta that define the eigenvalues of GNEP. BETA(i) = P(i,i) in the generalized Schur factorization. Together, the quantities alpha = ALPHA(j) and beta = BETA(j) represent the j-th eigenvalue of the matrix pair (A,B), in one of the forms lambda = alpha/beta or mu = beta/alpha. Since either lambda or mu may overflow, they should not, in general, be computed. Q Q is COMPLEX*16 array, dimension (LDQ, N) On entry, if COMPQ = 'V', the unitary matrix Q1 used in the reduction of (A,B) to generalized Hessenberg form. On exit, if COMPQ = 'I', the unitary matrix of left Schur vectors of (H,T), and if COMPQ = 'V', the unitary matrix of left Schur vectors of (A,B). Not referenced if COMPQ = 'N'. LDQ LDQ is INTEGER The leading dimension of the array Q. LDQ >= 1. If COMPQ='V' or 'I', then LDQ >= N. Z Z is COMPLEX*16 array, dimension (LDZ, N) On entry, if COMPZ = 'V', the unitary matrix Z1 used in the reduction of (A,B) to generalized Hessenberg form. On exit, if COMPZ = 'I', the unitary matrix of right Schur vectors of (H,T), and if COMPZ = 'V', the unitary matrix of right Schur vectors of (A,B). Not referenced if COMPZ = 'N'. LDZ LDZ is INTEGER The leading dimension of the array Z. LDZ >= 1. If COMPZ='V' or 'I', then LDZ >= N. 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. LWORK >= max(1,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. RWORK RWORK is DOUBLE PRECISION array, dimension (N) INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value = 1,...,N: the QZ iteration did not converge. (H,T) is not in Schur form, but ALPHA(i) and BETA(i), i=INFO+1,...,N should be correct. = N+1,...,2*N: the shift calculation failed. (H,T) is not in Schur form, but ALPHA(i) and BETA(i), i=INFO-N+1,...,N should be correct. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Further Details: We assume that complex ABS works as long as its value is less than overflow. Definition at line 281 of file zhgeqz.f. subroutine zla_geamv (integer TRANS, integer M, integer N, double precision ALPHA, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( * ) X, integer INCX, double precision BETA, double precision, dimension( * ) Y, integer INCY)ZLA_GEAMV computes a matrix-vector product using a general matrix to calculate error bounds.Purpose: ZLA_GEAMV performs one of the matrix-vector operations y := alpha*abs(A)*abs(x) + beta*abs(y), or y := alpha*abs(A)**T*abs(x) + beta*abs(y), where alpha and beta are scalars, x and y are vectors and A is an m by n matrix. This function is primarily used in calculating error bounds. To protect against underflow during evaluation, components in the resulting vector are perturbed away from zero by (N+1) times the underflow threshold. To prevent unnecessarily large errors for block-structure embedded in general matrices, "symbolically" zero components are not perturbed. A zero entry is considered "symbolic" if all multiplications involved in computing that entry have at least one zero multiplicand. Parameters TRANS
TRANS is INTEGER On entry, TRANS specifies the operation to be performed as follows: BLAS_NO_TRANS y := alpha*abs(A)*abs(x) + beta*abs(y) BLAS_TRANS y := alpha*abs(A**T)*abs(x) + beta*abs(y) BLAS_CONJ_TRANS y := alpha*abs(A**T)*abs(x) + beta*abs(y) Unchanged on exit. M M is INTEGER On entry, M specifies the number of rows of the matrix A. M must be at least zero. Unchanged on exit. N N is INTEGER On entry, N specifies the number of columns of the matrix A. N must be at least zero. Unchanged on exit. ALPHA ALPHA is DOUBLE PRECISION On entry, ALPHA specifies the scalar alpha. Unchanged on exit. A A is COMPLEX*16 array, dimension ( LDA, n ) Before entry, the leading m by n part of the array A must contain the matrix of coefficients. Unchanged on exit. LDA LDA is INTEGER On entry, LDA specifies the first dimension of A as declared in the calling (sub) program. LDA must be at least max( 1, m ). Unchanged on exit. X X is COMPLEX*16 array, dimension at least ( 1 + ( n - 1 )*abs( INCX ) ) when TRANS = 'N' or 'n' and at least ( 1 + ( m - 1 )*abs( INCX ) ) otherwise. Before entry, the incremented array X must contain the vector x. Unchanged on exit. INCX INCX is INTEGER On entry, INCX specifies the increment for the elements of X. INCX must not be zero. Unchanged on exit. BETA BETA is DOUBLE PRECISION On entry, BETA specifies the scalar beta. When BETA is supplied as zero then Y need not be set on input. Unchanged on exit. Y Y is DOUBLE PRECISION array, dimension ( 1 + ( m - 1 )*abs( INCY ) ) when TRANS = 'N' or 'n' and at least ( 1 + ( n - 1 )*abs( INCY ) ) otherwise. Before entry with BETA non-zero, the incremented array Y must contain the vector y. On exit, Y is overwritten by the updated vector y. INCY INCY is INTEGER On entry, INCY specifies the increment for the elements of Y. INCY must not be zero. Unchanged on exit. Level 2 Blas routine. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 173 of file zla_geamv.f. double precision function zla_gercond_c (character TRANS, integer N, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, double precision, dimension( * ) C, logical CAPPLY, integer INFO, complex*16, dimension( * ) WORK, double precision, dimension( * ) RWORK)ZLA_GERCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) for general matrices.Purpose: ZLA_GERCOND_C computes the infinity norm condition number of op(A) * inv(diag(C)) where C is a DOUBLE PRECISION vector. Parameters 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 = Transpose) N N is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0. A A is COMPLEX*16 array, dimension (LDA,N) On entry, the N-by-N matrix A LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). AF AF is COMPLEX*16 array, dimension (LDAF,N) The factors L and U from the factorization A = P*L*U as computed by ZGETRF. LDAF LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) The pivot indices from the factorization A = P*L*U as computed by ZGETRF; row i of the matrix was interchanged with row IPIV(i). C C is DOUBLE PRECISION array, dimension (N) The vector C in the formula op(A) * inv(diag(C)). CAPPLY CAPPLY is LOGICAL If .TRUE. then access the vector C in the formula above. INFO INFO is INTEGER = 0: Successful exit. i > 0: The ith argument is invalid. WORK WORK is COMPLEX*16 array, dimension (2*N). Workspace. RWORK RWORK is DOUBLE PRECISION array, dimension (N). Workspace. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 140 of file zla_gercond_c.f. double precision function zla_gercond_x (character TRANS, integer N, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, complex*16, dimension( * ) X, integer INFO, complex*16, dimension( * ) WORK, double precision, dimension( * ) RWORK)ZLA_GERCOND_X computes the infinity norm condition number of op(A)*diag(x) for general matrices.Purpose: ZLA_GERCOND_X computes the infinity norm condition number of op(A) * diag(X) where X is a COMPLEX*16 vector. Parameters 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 = Transpose) N N is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0. A A is COMPLEX*16 array, dimension (LDA,N) On entry, the N-by-N matrix A. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). AF AF is COMPLEX*16 array, dimension (LDAF,N) The factors L and U from the factorization A = P*L*U as computed by ZGETRF. LDAF LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) The pivot indices from the factorization A = P*L*U as computed by ZGETRF; row i of the matrix was interchanged with row IPIV(i). X X is COMPLEX*16 array, dimension (N) The vector X in the formula op(A) * diag(X). INFO INFO is INTEGER = 0: Successful exit. i > 0: The ith argument is invalid. WORK WORK is COMPLEX*16 array, dimension (2*N). Workspace. RWORK RWORK is DOUBLE PRECISION array, dimension (N). Workspace. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 133 of file zla_gercond_x.f. subroutine zla_gerfsx_extended (integer PREC_TYPE, integer TRANS_TYPE, integer N, integer NRHS, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, logical COLEQU, double precision, dimension( * ) C, complex*16, dimension( ldb, * ) B, integer LDB, complex*16, dimension( ldy, * ) Y, integer LDY, double precision, dimension( * ) BERR_OUT, integer N_NORMS, double precision, dimension( nrhs, * ) ERRS_N, double precision, dimension( nrhs, * ) ERRS_C, complex*16, dimension( * ) RES, double precision, dimension( * ) AYB, complex*16, dimension( * ) DY, complex*16, dimension( * ) Y_TAIL, double precision RCOND, integer ITHRESH, double precision RTHRESH, double precision DZ_UB, logical IGNORE_CWISE, integer INFO)ZLA_GERFSX_EXTENDEDPurpose: ZLA_GERFSX_EXTENDED improves the computed solution to a system of linear equations by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution. This subroutine is called by ZGERFSX to perform iterative refinement. In addition to normwise error bound, the code provides maximum componentwise error bound if possible. See comments for ERRS_N and ERRS_C for details of the error bounds. Note that this subroutine is only resonsible for setting the second fields of ERRS_N and ERRS_C. Parameters PREC_TYPE
PREC_TYPE is INTEGER Specifies the intermediate precision to be used in refinement. The value is defined by ILAPREC(P) where P is a CHARACTER and P = 'S': Single = 'D': Double = 'I': Indigenous = 'X' or 'E': Extra TRANS_TYPE TRANS_TYPE is INTEGER Specifies the transposition operation on A. The value is defined by ILATRANS(T) where T is a CHARACTER and T = 'N': No transpose = 'T': Transpose = 'C': Conjugate transpose N N is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0. NRHS NRHS is INTEGER The number of right-hand-sides, i.e., the number of columns of the matrix B. A A is COMPLEX*16 array, dimension (LDA,N) On entry, the N-by-N matrix A. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). AF AF is COMPLEX*16 array, dimension (LDAF,N) The factors L and U from the factorization A = P*L*U as computed by ZGETRF. LDAF LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) The pivot indices from the factorization A = P*L*U as computed by ZGETRF; row i of the matrix was interchanged with row IPIV(i). COLEQU COLEQU is LOGICAL If .TRUE. then column equilibration was done to A before calling this routine. This is needed to compute the solution and error bounds correctly. C C is DOUBLE PRECISION array, dimension (N) The column scale factors for A. If COLEQU = .FALSE., C is not accessed. If C is input, each element of C should be a power of the radix to ensure a reliable solution and error estimates. Scaling by powers of the radix does not cause rounding errors unless the result underflows or overflows. Rounding errors during scaling lead to refining with a matrix that is not equivalent to the input matrix, producing error estimates that may not be reliable. B B is COMPLEX*16 array, dimension (LDB,NRHS) The right-hand-side matrix B. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). Y Y is COMPLEX*16 array, dimension (LDY,NRHS) On entry, the solution matrix X, as computed by ZGETRS. On exit, the improved solution matrix Y. LDY LDY is INTEGER The leading dimension of the array Y. LDY >= max(1,N). BERR_OUT BERR_OUT is DOUBLE PRECISION array, dimension (NRHS) On exit, BERR_OUT(j) contains the componentwise relative backward error for right-hand-side j from the formula max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) ) where abs(Z) is the componentwise absolute value of the matrix or vector Z. This is computed by ZLA_LIN_BERR. N_NORMS N_NORMS is INTEGER Determines which error bounds to return (see ERRS_N and ERRS_C). If N_NORMS >= 1 return normwise error bounds. If N_NORMS >= 2 return componentwise error bounds. ERRS_N ERRS_N is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS) For each right-hand side, this array contains information about various error bounds and condition numbers corresponding to the normwise relative error, which is defined as follows: Normwise relative error in the ith solution vector: max_j (abs(XTRUE(j,i) - X(j,i))) ------------------------------ max_j abs(X(j,i)) The array is indexed by the type of error information as described below. There currently are up to three pieces of information returned. The first index in ERRS_N(i,:) corresponds to the ith right-hand side. The second index in ERRS_N(:,err) contains the following three fields: err = 1 "Trust/don't trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * slamch('Epsilon'). err = 2 "Guaranteed" error bound: The estimated forward error, almost certainly within a factor of 10 of the true error so long as the next entry is greater than the threshold sqrt(n) * slamch('Epsilon'). This error bound should only be trusted if the previous boolean is true. err = 3 Reciprocal condition number: Estimated normwise reciprocal condition number. Compared with the threshold sqrt(n) * slamch('Epsilon') to determine if the error estimate is "guaranteed". These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*A, where S scales each row by a power of the radix so all absolute row sums of Z are approximately 1. This subroutine is only responsible for setting the second field above. See Lapack Working Note 165 for further details and extra cautions. ERRS_C ERRS_C is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS) For each right-hand side, this array contains information about various error bounds and condition numbers corresponding to the componentwise relative error, which is defined as follows: Componentwise relative error in the ith solution vector: abs(XTRUE(j,i) - X(j,i)) max_j ---------------------- abs(X(j,i)) The array is indexed by the right-hand side i (on which the componentwise relative error depends), and the type of error information as described below. There currently are up to three pieces of information returned for each right-hand side. If componentwise accuracy is not requested (PARAMS(3) = 0.0), then ERRS_C is not accessed. If N_ERR_BNDS < 3, then at most the first (:,N_ERR_BNDS) entries are returned. The first index in ERRS_C(i,:) corresponds to the ith right-hand side. The second index in ERRS_C(:,err) contains the following three fields: err = 1 "Trust/don't trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * slamch('Epsilon'). err = 2 "Guaranteed" error bound: The estimated forward error, almost certainly within a factor of 10 of the true error so long as the next entry is greater than the threshold sqrt(n) * slamch('Epsilon'). This error bound should only be trusted if the previous boolean is true. err = 3 Reciprocal condition number: Estimated componentwise reciprocal condition number. Compared with the threshold sqrt(n) * slamch('Epsilon') to determine if the error estimate is "guaranteed". These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*(A*diag(x)), where x is the solution for the current right-hand side and S scales each row of A*diag(x) by a power of the radix so all absolute row sums of Z are approximately 1. This subroutine is only responsible for setting the second field above. See Lapack Working Note 165 for further details and extra cautions. RES RES is COMPLEX*16 array, dimension (N) Workspace to hold the intermediate residual. AYB AYB is DOUBLE PRECISION array, dimension (N) Workspace. DY DY is COMPLEX*16 array, dimension (N) Workspace to hold the intermediate solution. Y_TAIL Y_TAIL is COMPLEX*16 array, dimension (N) Workspace to hold the trailing bits of the intermediate solution. RCOND RCOND is DOUBLE PRECISION Reciprocal scaled condition number. This is an estimate of the reciprocal Skeel condition number of the matrix A after equilibration (if done). If this is less than the machine precision (in particular, if it is zero), the matrix is singular to working precision. Note that the error may still be small even if this number is very small and the matrix appears ill- conditioned. ITHRESH ITHRESH is INTEGER The maximum number of residual computations allowed for refinement. The default is 10. For 'aggressive' set to 100 to permit convergence using approximate factorizations or factorizations other than LU. If the factorization uses a technique other than Gaussian elimination, the guarantees in ERRS_N and ERRS_C may no longer be trustworthy. RTHRESH RTHRESH is DOUBLE PRECISION Determines when to stop refinement if the error estimate stops decreasing. Refinement will stop when the next solution no longer satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The default value is 0.5. For 'aggressive' set to 0.9 to permit convergence on extremely ill-conditioned matrices. See LAWN 165 for more details. DZ_UB DZ_UB is DOUBLE PRECISION Determines when to start considering componentwise convergence. Componentwise convergence is only considered after each component of the solution Y is stable, which we define as the relative change in each component being less than DZ_UB. The default value is 0.25, requiring the first bit to be stable. See LAWN 165 for more details. IGNORE_CWISE IGNORE_CWISE is LOGICAL If .TRUE. then ignore componentwise convergence. Default value is .FALSE.. INFO INFO is INTEGER = 0: Successful exit. < 0: if INFO = -i, the ith argument to ZGETRS had an illegal value Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 390 of file zla_gerfsx_extended.f. double precision function zla_gerpvgrw (integer N, integer NCOLS, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( ldaf, * ) AF, integer LDAF)ZLA_GERPVGRW multiplies a square real matrix by a complex matrix.Purpose: ZLA_GERPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U). The "max absolute element" norm is used. If this is much less than 1, the stability of the LU factorization of the (equilibrated) matrix A could be poor. This also means that the solution X, estimated condition numbers, and error bounds could be unreliable. Parameters N
N is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0. NCOLS NCOLS is INTEGER The number of columns of the matrix A. NCOLS >= 0. A A is COMPLEX*16 array, dimension (LDA,N) On entry, the N-by-N matrix A. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). AF AF is COMPLEX*16 array, dimension (LDAF,N) The factors L and U from the factorization A = P*L*U as computed by ZGETRF. LDAF LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N). Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 98 of file zla_gerpvgrw.f. recursive subroutine zlaqz0 (character, intent(in) WANTS, character, intent(in) WANTQ, character, intent(in) WANTZ, integer, intent(in) N, integer, intent(in) ILO, integer, intent(in) IHI, complex*16, dimension( lda, * ), intent(inout) A, integer, intent(in) LDA, complex*16, dimension( ldb, * ), intent(inout) B, integer, intent(in) LDB, complex*16, dimension( * ), intent(inout) ALPHA, complex*16, dimension( * ), intent(inout) BETA, complex*16, dimension( ldq, * ), intent(inout) Q, integer, intent(in) LDQ, complex*16, dimension( ldz, * ), intent(inout) Z, integer, intent(in) LDZ, complex*16, dimension( * ), intent(inout) WORK, integer, intent(in) LWORK, double precision, dimension( * ), intent(out) RWORK, integer, intent(in) REC, integer, intent(out) INFO)ZLAQZ0Purpose: ZLAQZ0 computes the eigenvalues of a real matrix pair (H,T), where H is an upper Hessenberg matrix and T is upper triangular, using the double-shift QZ method. Matrix pairs of this type are produced by the reduction to generalized upper Hessenberg form of a real matrix pair (A,B): A = Q1*H*Z1**H, B = Q1*T*Z1**H, as computed by ZGGHRD. If JOB='S', then the Hessenberg-triangular pair (H,T) is also reduced to generalized Schur form, H = Q*S*Z**H, T = Q*P*Z**H, where Q and Z are unitary matrices, P and S are an upper triangular matrices. Optionally, the unitary matrix Q from the generalized Schur factorization may be postmultiplied into an input matrix Q1, and the unitary matrix Z may be postmultiplied into an input matrix Z1. If Q1 and Z1 are the unitary matrices from ZGGHRD that reduced the matrix pair (A,B) to generalized upper Hessenberg form, then the output matrices Q1*Q and Z1*Z are the unitary factors from the generalized Schur factorization of (A,B): A = (Q1*Q)*S*(Z1*Z)**H, B = (Q1*Q)*P*(Z1*Z)**H. To avoid overflow, eigenvalues of the matrix pair (H,T) (equivalently, of (A,B)) are computed as a pair of values (alpha,beta), where alpha is complex and beta real. If beta is nonzero, lambda = alpha / beta is an eigenvalue of the generalized nonsymmetric eigenvalue problem (GNEP) A*x = lambda*B*x and if alpha is nonzero, mu = beta / alpha is an eigenvalue of the alternate form of the GNEP mu*A*y = B*y. Eigenvalues can be read directly from the generalized Schur form: alpha = S(i,i), beta = P(i,i). Ref: C.B. Moler & G.W. Stewart, "An Algorithm for Generalized Matrix Eigenvalue Problems", SIAM J. Numer. Anal., 10(1973), pp. 241--256. Ref: B. Kagstrom, D. Kressner, "Multishift Variants of the QZ Algorithm with Aggressive Early Deflation", SIAM J. Numer. Anal., 29(2006), pp. 199--227. Ref: T. Steel, D. Camps, K. Meerbergen, R. Vandebril "A multishift, multipole rational QZ method with agressive early deflation" Parameters WANTS
WANTS is CHARACTER*1 = 'E': Compute eigenvalues only; = 'S': Compute eigenvalues and the Schur form. WANTQ WANTQ is CHARACTER*1 = 'N': Left Schur vectors (Q) are not computed; = 'I': Q is initialized to the unit matrix and the matrix Q of left Schur vectors of (A,B) is returned; = 'V': Q must contain an unitary matrix Q1 on entry and the product Q1*Q is returned. WANTZ WANTZ is CHARACTER*1 = 'N': Right Schur vectors (Z) are not computed; = 'I': Z is initialized to the unit matrix and the matrix Z of right Schur vectors of (A,B) is returned; = 'V': Z must contain an unitary matrix Z1 on entry and the product Z1*Z is returned. N N is INTEGER The order of the matrices A, B, Q, and Z. N >= 0. ILO ILO is INTEGER IHI IHI is INTEGER ILO and IHI mark the rows and columns of A which are in Hessenberg form. It is assumed that A is already upper triangular in rows and columns 1:ILO-1 and IHI+1:N. If N > 0, 1 <= ILO <= IHI <= N; if N = 0, ILO=1 and IHI=0. A A is COMPLEX*16 array, dimension (LDA, N) On entry, the N-by-N upper Hessenberg matrix A. On exit, if JOB = 'S', A contains the upper triangular matrix S from the generalized Schur factorization. If JOB = 'E', the diagonal blocks of A match those of S, but the rest of A is unspecified. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max( 1, N ). B B is COMPLEX*16 array, dimension (LDB, N) On entry, the N-by-N upper triangular matrix B. On exit, if JOB = 'S', B contains the upper triangular matrix P from the generalized Schur factorization; If JOB = 'E', the diagonal blocks of B match those of P, but the rest of B is unspecified. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max( 1, N ). ALPHA ALPHA is COMPLEX*16 array, dimension (N) Each scalar alpha defining an eigenvalue of GNEP. BETA BETA is COMPLEX*16 array, dimension (N) The scalars beta that define the eigenvalues of GNEP. Together, the quantities alpha = ALPHA(j) and beta = BETA(j) represent the j-th eigenvalue of the matrix pair (A,B), in one of the forms lambda = alpha/beta or mu = beta/alpha. Since either lambda or mu may overflow, they should not, in general, be computed. Q Q is COMPLEX*16 array, dimension (LDQ, N) On entry, if COMPQ = 'V', the unitary matrix Q1 used in the reduction of (A,B) to generalized Hessenberg form. On exit, if COMPQ = 'I', the unitary matrix of left Schur vectors of (A,B), and if COMPQ = 'V', the unitary matrix of left Schur vectors of (A,B). Not referenced if COMPQ = 'N'. LDQ LDQ is INTEGER The leading dimension of the array Q. LDQ >= 1. If COMPQ='V' or 'I', then LDQ >= N. Z Z is COMPLEX*16 array, dimension (LDZ, N) On entry, if COMPZ = 'V', the unitary matrix Z1 used in the reduction of (A,B) to generalized Hessenberg form. On exit, if COMPZ = 'I', the unitary matrix of right Schur vectors of (H,T), and if COMPZ = 'V', the unitary matrix of right Schur vectors of (A,B). Not referenced if COMPZ = 'N'. LDZ LDZ is INTEGER The leading dimension of the array Z. LDZ >= 1. If COMPZ='V' or 'I', then LDZ >= N. WORK WORK is COMPLEX*16 array, dimension (MAX(1,LWORK)) On exit, if INFO >= 0, WORK(1) returns the optimal LWORK. RWORK RWORK is DOUBLE PRECISION array, dimension (N) LWORK LWORK is INTEGER The dimension of the array WORK. LWORK >= max(1,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. REC REC is INTEGER REC indicates the current recursion level. Should be set to 0 on first call. INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value = 1,...,N: the QZ iteration did not converge. (A,B) is not in Schur form, but ALPHA(i) and BETA(i), i=INFO+1,...,N should be correct. Author Thijs Steel, KU Leuven
Date May 2020
Definition at line 280 of file zlaqz0.f. subroutine zlaqz1 (logical, intent(in) ILQ, logical, intent(in) ILZ, integer, intent(in) K, integer, intent(in) ISTARTM, integer, intent(in) ISTOPM, integer, intent(in) IHI, complex*16, dimension( lda, * ) A, integer, intent(in) LDA, complex*16, dimension( ldb, * ) B, integer, intent(in) LDB, integer, intent(in) NQ, integer, intent(in) QSTART, complex*16, dimension( ldq, * ) Q, integer, intent(in) LDQ, integer, intent(in) NZ, integer, intent(in) ZSTART, complex*16, dimension( ldz, * ) Z, integer, intent(in) LDZ)ZLAQZ1Purpose: ZLAQZ1 chases a 1x1 shift bulge in a matrix pencil down a single position Parameters ILQ
ILQ is LOGICAL Determines whether or not to update the matrix Q ILZ ILZ is LOGICAL Determines whether or not to update the matrix Z K K is INTEGER Index indicating the position of the bulge. On entry, the bulge is located in (A(k+1,k),B(k+1,k)). On exit, the bulge is located in (A(k+2,k+1),B(k+2,k+1)). ISTARTM ISTARTM is INTEGER ISTOPM ISTOPM is INTEGER Updates to (A,B) are restricted to (istartm:k+2,k:istopm). It is assumed without checking that istartm <= k+1 and k+2 <= istopm IHI IHI is INTEGER A A is COMPLEX*16 array, dimension (LDA,N) LDA LDA is INTEGER The leading dimension of A as declared in the calling procedure. B B is COMPLEX*16 array, dimension (LDB,N) LDB LDB is INTEGER The leading dimension of B as declared in the calling procedure. NQ NQ is INTEGER The order of the matrix Q QSTART QSTART is INTEGER Start index of the matrix Q. Rotations are applied To columns k+2-qStart:k+3-qStart of Q. Q Q is COMPLEX*16 array, dimension (LDQ,NQ) LDQ LDQ is INTEGER The leading dimension of Q as declared in the calling procedure. NZ NZ is INTEGER The order of the matrix Z ZSTART ZSTART is INTEGER Start index of the matrix Z. Rotations are applied To columns k+1-qStart:k+2-qStart of Z. Z Z is COMPLEX*16 array, dimension (LDZ,NZ) LDZ LDZ is INTEGER The leading dimension of Q as declared in the calling procedure. Author Thijs Steel, KU Leuven
Date May 2020
Definition at line 171 of file zlaqz1.f. recursive subroutine zlaqz2 (logical, intent(in) ILSCHUR, logical, intent(in) ILQ, logical, intent(in) ILZ, integer, intent(in) N, integer, intent(in) ILO, integer, intent(in) IHI, integer, intent(in) NW, complex*16, dimension( lda, * ), intent(inout) A, integer, intent(in) LDA, complex*16, dimension( ldb, * ), intent(inout) B, integer, intent(in) LDB, complex*16, dimension( ldq, * ), intent(inout) Q, integer, intent(in) LDQ, complex*16, dimension( ldz, * ), intent(inout) Z, integer, intent(in) LDZ, integer, intent(out) NS, integer, intent(out) ND, complex*16, dimension( * ), intent(inout) ALPHA, complex*16, dimension( * ), intent(inout) BETA, complex*16, dimension( ldqc, * ) QC, integer, intent(in) LDQC, complex*16, dimension( ldzc, * ) ZC, integer, intent(in) LDZC, complex*16, dimension( * ) WORK, integer, intent(in) LWORK, double precision, dimension( * ) RWORK, integer, intent(in) REC, integer, intent(out) INFO)ZLAQZ2Purpose: ZLAQZ2 performs AED Parameters ILSCHUR
ILSCHUR is LOGICAL Determines whether or not to update the full Schur form ILQ ILQ is LOGICAL Determines whether or not to update the matrix Q ILZ ILZ is LOGICAL Determines whether or not to update the matrix Z N N is INTEGER The order of the matrices A, B, Q, and Z. N >= 0. ILO ILO is INTEGER IHI IHI is INTEGER ILO and IHI mark the rows and columns of (A,B) which are to be normalized NW NW is INTEGER The desired size of the deflation window. A A is COMPLEX*16 array, dimension (LDA, N) LDA LDA is INTEGER The leading dimension of the array A. LDA >= max( 1, N ). B B is COMPLEX*16 array, dimension (LDB, N) LDB LDB is INTEGER The leading dimension of the array B. LDB >= max( 1, N ). Q Q is COMPLEX*16 array, dimension (LDQ, N) LDQ LDQ is INTEGER Z Z is COMPLEX*16 array, dimension (LDZ, N) LDZ LDZ is INTEGER NS NS is INTEGER The number of unconverged eigenvalues available to use as shifts. ND ND is INTEGER The number of converged eigenvalues found. ALPHA ALPHA is COMPLEX*16 array, dimension (N) Each scalar alpha defining an eigenvalue of GNEP. BETA BETA is COMPLEX*16 array, dimension (N) The scalars beta that define the eigenvalues of GNEP. Together, the quantities alpha = ALPHA(j) and beta = BETA(j) represent the j-th eigenvalue of the matrix pair (A,B), in one of the forms lambda = alpha/beta or mu = beta/alpha. Since either lambda or mu may overflow, they should not, in general, be computed. QC QC is COMPLEX*16 array, dimension (LDQC, NW) LDQC LDQC is INTEGER ZC ZC is COMPLEX*16 array, dimension (LDZC, NW) LDZC LDZ is INTEGER 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. LWORK >= max(1,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. RWORK RWORK is DOUBLE PRECISION array, dimension (N) REC REC is INTEGER REC indicates the current recursion level. Should be set to 0 on first call. INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Author Thijs Steel, KU Leuven
Date May 2020
Definition at line 230 of file zlaqz2.f. subroutine zlaqz3 (logical, intent(in) ILSCHUR, logical, intent(in) ILQ, logical, intent(in) ILZ, integer, intent(in) N, integer, intent(in) ILO, integer, intent(in) IHI, integer, intent(in) NSHIFTS, integer, intent(in) NBLOCK_DESIRED, complex*16, dimension( * ), intent(inout) ALPHA, complex*16, dimension( * ), intent(inout) BETA, complex*16, dimension( lda, * ), intent(inout) A, integer, intent(in) LDA, complex*16, dimension( ldb, * ), intent(inout) B, integer, intent(in) LDB, complex*16, dimension( ldq, * ), intent(inout) Q, integer, intent(in) LDQ, complex*16, dimension( ldz, * ), intent(inout) Z, integer, intent(in) LDZ, complex*16, dimension( ldqc, * ), intent(inout) QC, integer, intent(in) LDQC, complex*16, dimension( ldzc, * ), intent(inout) ZC, integer, intent(in) LDZC, complex*16, dimension( * ), intent(inout) WORK, integer, intent(in) LWORK, integer, intent(out) INFO)ZLAQZ3Purpose: ZLAQZ3 Executes a single multishift QZ sweep Parameters ILSCHUR
ILSCHUR is LOGICAL Determines whether or not to update the full Schur form ILQ ILQ is LOGICAL Determines whether or not to update the matrix Q ILZ ILZ is LOGICAL Determines whether or not to update the matrix Z N N is INTEGER The order of the matrices A, B, Q, and Z. N >= 0. ILO ILO is INTEGER IHI IHI is INTEGER NSHIFTS NSHIFTS is INTEGER The desired number of shifts to use NBLOCK_DESIRED NBLOCK_DESIRED is INTEGER The desired size of the computational windows ALPHA ALPHA is COMPLEX*16 array. SR contains the alpha parts of the shifts to use. BETA BETA is COMPLEX*16 array. SS contains the scale of the shifts to use. A A is COMPLEX*16 array, dimension (LDA, N) LDA LDA is INTEGER The leading dimension of the array A. LDA >= max( 1, N ). B B is COMPLEX*16 array, dimension (LDB, N) LDB LDB is INTEGER The leading dimension of the array B. LDB >= max( 1, N ). Q Q is COMPLEX*16 array, dimension (LDQ, N) LDQ LDQ is INTEGER Z Z is COMPLEX*16 array, dimension (LDZ, N) LDZ LDZ is INTEGER QC QC is COMPLEX*16 array, dimension (LDQC, NBLOCK_DESIRED) LDQC LDQC is INTEGER ZC ZC is COMPLEX*16 array, dimension (LDZC, NBLOCK_DESIRED) LDZC LDZ is INTEGER 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. LWORK >= max(1,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 Thijs Steel, KU Leuven
Date May 2020
Definition at line 204 of file zlaqz3.f. subroutine zlaunhr_col_getrfnp (integer M, integer N, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( * ) D, integer INFO)ZLAUNHR_COL_GETRFNPPurpose: ZLAUNHR_COL_GETRFNP computes the modified LU factorization without pivoting of a complex general M-by-N matrix A. The factorization has the form: A - S = L * U, where: S is a m-by-n diagonal sign matrix with the diagonal D, so that D(i) = S(i,i), 1 <= i <= min(M,N). The diagonal D is constructed as D(i)=-SIGN(A(i,i)), where A(i,i) is the value after performing i-1 steps of Gaussian elimination. This means that the diagonal element at each step of "modified" Gaussian elimination is at least one in absolute value (so that division-by-zero not not possible during the division by the diagonal element); L is a M-by-N lower triangular matrix with unit diagonal elements (lower trapezoidal if M > N); and U is a M-by-N upper triangular matrix (upper trapezoidal if M < N). This routine is an auxiliary routine used in the Householder reconstruction routine ZUNHR_COL. In ZUNHR_COL, this routine is applied to an M-by-N matrix A with orthonormal columns, where each element is bounded by one in absolute value. With the choice of the matrix S above, one can show that the diagonal element at each step of Gaussian elimination is the largest (in absolute value) in the column on or below the diagonal, so that no pivoting is required for numerical stability [1]. For more details on the Householder reconstruction algorithm, including the modified LU factorization, see [1]. This is the blocked right-looking version of the algorithm, calling Level 3 BLAS to update the submatrix. To factorize a block, this routine calls the recursive routine ZLAUNHR_COL_GETRFNP2. [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. 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*16 array, dimension (LDA,N) On entry, the M-by-N matrix to be factored. On exit, the factors L and U from the factorization A-S=L*U; the unit diagonal elements of L are not stored. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). D D is COMPLEX*16 array, dimension min(M,N) The diagonal elements of the diagonal M-by-N sign matrix S, D(i) = S(i,i), where 1 <= i <= min(M,N). The elements can be only ( +1.0, 0.0 ) or (-1.0, 0.0 ). 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 Definition at line 145 of file zlaunhr_col_getrfnp.f. recursive subroutine zlaunhr_col_getrfnp2 (integer M, integer N, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( * ) D, integer INFO)ZLAUNHR_COL_GETRFNP2Purpose: ZLAUNHR_COL_GETRFNP2 computes the modified LU factorization without pivoting of a complex general M-by-N matrix A. The factorization has the form: A - S = L * U, where: S is a m-by-n diagonal sign matrix with the diagonal D, so that D(i) = S(i,i), 1 <= i <= min(M,N). The diagonal D is constructed as D(i)=-SIGN(A(i,i)), where A(i,i) is the value after performing i-1 steps of Gaussian elimination. This means that the diagonal element at each step of "modified" Gaussian elimination is at least one in absolute value (so that division-by-zero not possible during the division by the diagonal element); L is a M-by-N lower triangular matrix with unit diagonal elements (lower trapezoidal if M > N); and U is a M-by-N upper triangular matrix (upper trapezoidal if M < N). This routine is an auxiliary routine used in the Householder reconstruction routine ZUNHR_COL. In ZUNHR_COL, this routine is applied to an M-by-N matrix A with orthonormal columns, where each element is bounded by one in absolute value. With the choice of the matrix S above, one can show that the diagonal element at each step of Gaussian elimination is the largest (in absolute value) in the column on or below the diagonal, so that no pivoting is required for numerical stability [1]. For more details on the Householder reconstruction algorithm, including the modified LU factorization, see [1]. This is the recursive version of the LU factorization algorithm. Denote A - S by B. The algorithm divides the matrix B into four submatrices: [ B11 | B12 ] where B11 is n1 by n1, B = [ -----|----- ] B21 is (m-n1) by n1, [ B21 | B22 ] B12 is n1 by n2, B22 is (m-n1) by n2, with n1 = min(m,n)/2, n2 = n-n1. The subroutine calls itself to factor B11, solves for B21, solves for B12, updates B22, then calls itself to factor B22. For more details on the recursive LU algorithm, see [2]. ZLAUNHR_COL_GETRFNP2 is called to factorize a block by the blocked routine ZLAUNHR_COL_GETRFNP, which uses blocked code calling Level 3 BLAS to update the submatrix. However, ZLAUNHR_COL_GETRFNP2 is self-sufficient and can be used without ZLAUNHR_COL_GETRFNP. [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. [2] "Recursion leads to automatic variable blocking for dense linear algebra algorithms", F. Gustavson, IBM J. of Res. and Dev., vol. 41, no. 6, pp. 737-755, 1997. 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*16 array, dimension (LDA,N) On entry, the M-by-N matrix to be factored. On exit, the factors L and U from the factorization A-S=L*U; the unit diagonal elements of L are not stored. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). D D is COMPLEX*16 array, dimension min(M,N) The diagonal elements of the diagonal M-by-N sign matrix S, D(i) = S(i,i), where 1 <= i <= min(M,N). The elements can be only ( +1.0, 0.0 ) or (-1.0, 0.0 ). 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 Definition at line 166 of file zlaunhr_col_getrfnp2.f. subroutine ztgevc (character SIDE, character HOWMNY, logical, dimension( * ) SELECT, integer N, complex*16, dimension( lds, * ) S, integer LDS, complex*16, dimension( ldp, * ) P, integer LDP, complex*16, dimension( ldvl, * ) VL, integer LDVL, complex*16, dimension( ldvr, * ) VR, integer LDVR, integer MM, integer M, complex*16, dimension( * ) WORK, double precision, dimension( * ) RWORK, integer INFO)ZTGEVCPurpose: ZTGEVC computes some or all of the right and/or left eigenvectors of a pair of complex matrices (S,P), where S and P are upper triangular. Matrix pairs of this type are produced by the generalized Schur factorization of a complex matrix pair (A,B): A = Q*S*Z**H, B = Q*P*Z**H as computed by ZGGHRD + ZHGEQZ. The right eigenvector x and the left eigenvector y of (S,P) corresponding to an eigenvalue w are defined by: S*x = w*P*x, (y**H)*S = w*(y**H)*P, where y**H denotes the conjugate tranpose of y. The eigenvalues are not input to this routine, but are computed directly from the diagonal elements of S and P. This routine returns the matrices X and/or Y of right and left eigenvectors of (S,P), or the products Z*X and/or Q*Y, where Z and Q are input matrices. If Q and Z are the unitary factors from the generalized Schur factorization of a matrix pair (A,B), then Z*X and Q*Y are the matrices of right and left eigenvectors of (A,B). 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 by the matrices in VR and/or VL; = 'S': compute selected right and/or left eigenvectors, specified 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 matrices S and P. N >= 0. S S is COMPLEX*16 array, dimension (LDS,N) The upper triangular matrix S from a generalized Schur factorization, as computed by ZHGEQZ. LDS LDS is INTEGER The leading dimension of array S. LDS >= max(1,N). P P is COMPLEX*16 array, dimension (LDP,N) The upper triangular matrix P from a generalized Schur factorization, as computed by ZHGEQZ. P must have real diagonal elements. LDP LDP is INTEGER The leading dimension of array P. LDP >= max(1,N). VL VL is COMPLEX*16 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 left Schur vectors returned by ZHGEQZ). On exit, if SIDE = 'L' or 'B', VL contains: if HOWMNY = 'A', the matrix Y of left eigenvectors of (S,P); if HOWMNY = 'B', the matrix Q*Y; if HOWMNY = 'S', the left eigenvectors of (S,P) 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 array VL. LDVL >= 1, and if SIDE = 'L' or 'l' or 'B' or 'b', LDVL >= N. VR VR is COMPLEX*16 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 Z of right Schur vectors returned by ZHGEQZ). On exit, if SIDE = 'R' or 'B', VR contains: if HOWMNY = 'A', the matrix X of right eigenvectors of (S,P); if HOWMNY = 'B', the matrix Z*X; if HOWMNY = 'S', the right eigenvectors of (S,P) 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*16 array, dimension (2*N) RWORK RWORK is DOUBLE PRECISION 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. Definition at line 217 of file ztgevc.f. subroutine ztgexc (logical WANTQ, logical WANTZ, integer N, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( ldb, * ) B, integer LDB, complex*16, dimension( ldq, * ) Q, integer LDQ, complex*16, dimension( ldz, * ) Z, integer LDZ, integer IFST, integer ILST, integer INFO)ZTGEXCPurpose: ZTGEXC reorders the generalized Schur decomposition of a complex matrix pair (A,B), using an unitary equivalence transformation (A, B) := Q * (A, B) * Z**H, so that the diagonal block of (A, B) with row index IFST is moved to row ILST. (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*16 array, dimension (LDA,N) On entry, the upper triangular 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*16 array, dimension (LDB,N) On entry, the upper triangular 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*16 array, dimension (LDQ,N) On entry, if WANTQ = .TRUE., the unitary matrix Q. On exit, the updated matrix Q. 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*16 array, dimension (LDZ,N) On entry, if WANTZ = .TRUE., the unitary matrix Z. On exit, the updated matrix Z. 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. IFST IFST is INTEGER ILST ILST is INTEGER Specify the reordering of the diagonal blocks of (A, B). The block with row index IFST is moved to row ILST, by a sequence of swapping between adjacent blocks. INFO INFO is INTEGER =0: Successful exit. <0: if INFO = -i, the i-th argument had an illegal value. =1: The transformed matrix pair (A, B) would be too far from generalized Schur form; the problem is ill- conditioned. (A, B) may have been partially reordered, and ILST points to the first row of the current position of the block being moved. 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.
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.
Definition at line 198 of file ztgexc.f. AuthorGenerated automatically by Doxygen for LAPACK from the source code.
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