USAGE: d, e, q, pt, info, ab, c = NumRu::Lapack.cgbbrd( vect, kl, ku, ab, c, [:usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE CGBBRD( VECT, M, N, NCC, KL, KU, AB, LDAB, D, E, Q, LDQ, PT, LDPT, C, LDC, WORK, RWORK, INFO ) * Purpose * ======= * * CGBBRD reduces a complex general m-by-n band matrix A to real upper * bidiagonal form B by a unitary transformation: Q' * A * P = B. * * The routine computes B, and optionally forms Q or P', or computes * Q'*C for a given matrix C. * * Arguments * ========= * * VECT (input) CHARACTER*1 * Specifies whether or not the matrices Q and P' are to be * formed. * = 'N': do not form Q or P'; * = 'Q': form Q only; * = 'P': form P' only; * = 'B': form both. * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * NCC (input) INTEGER * The number of columns of the matrix C. NCC >= 0. * * KL (input) INTEGER * The number of subdiagonals of the matrix A. KL >= 0. * * KU (input) INTEGER * The number of superdiagonals of the matrix A. KU >= 0. * * AB (input/output) COMPLEX array, dimension (LDAB,N) * On entry, the m-by-n band matrix A, stored in rows 1 to * KL+KU+1. The j-th column of A is stored in the j-th column of * the array AB as follows: * AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl). * On exit, A is overwritten by values generated during the * reduction. * * LDAB (input) INTEGER * The leading dimension of the array A. LDAB >= KL+KU+1. * * D (output) REAL array, dimension (min(M,N)) * The diagonal elements of the bidiagonal matrix B. * * E (output) REAL array, dimension (min(M,N)-1) * The superdiagonal elements of the bidiagonal matrix B. * * Q (output) COMPLEX array, dimension (LDQ,M) * If VECT = 'Q' or 'B', the m-by-m unitary matrix Q. * If VECT = 'N' or 'P', the array Q is not referenced. * * LDQ (input) INTEGER * The leading dimension of the array Q. * LDQ >= max(1,M) if VECT = 'Q' or 'B'; LDQ >= 1 otherwise. * * PT (output) COMPLEX array, dimension (LDPT,N) * If VECT = 'P' or 'B', the n-by-n unitary matrix P'. * If VECT = 'N' or 'Q', the array PT is not referenced. * * LDPT (input) INTEGER * The leading dimension of the array PT. * LDPT >= max(1,N) if VECT = 'P' or 'B'; LDPT >= 1 otherwise. * * C (input/output) COMPLEX array, dimension (LDC,NCC) * On entry, an m-by-ncc matrix C. * On exit, C is overwritten by Q'*C. * C is not referenced if NCC = 0. * * LDC (input) INTEGER * The leading dimension of the array C. * LDC >= max(1,M) if NCC > 0; LDC >= 1 if NCC = 0. * * WORK (workspace) COMPLEX array, dimension (max(M,N)) * * RWORK (workspace) REAL array, dimension (max(M,N)) * * INFO (output) INTEGER * = 0: successful exit. * < 0: if INFO = -i, the i-th argument had an illegal value. * * ===================================================================== *go to the page top

USAGE: rcond, info = NumRu::Lapack.cgbcon( norm, kl, ku, ab, ipiv, anorm, [:usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE CGBCON( NORM, N, KL, KU, AB, LDAB, IPIV, ANORM, RCOND, WORK, RWORK, INFO ) * Purpose * ======= * * CGBCON estimates the reciprocal of the condition number of a complex * general band matrix A, in either the 1-norm or the infinity-norm, * using the LU factorization computed by CGBTRF. * * 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)) ). * * Arguments * ========= * * NORM (input) 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 (input) INTEGER * The order of the matrix A. N >= 0. * * KL (input) INTEGER * The number of subdiagonals within the band of A. KL >= 0. * * KU (input) INTEGER * The number of superdiagonals within the band of A. KU >= 0. * * AB (input) COMPLEX array, dimension (LDAB,N) * Details of the LU factorization of the band matrix A, as * computed by CGBTRF. U is stored as an upper triangular band * matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and * the multipliers used during the factorization are stored in * rows KL+KU+2 to 2*KL+KU+1. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= 2*KL+KU+1. * * IPIV (input) INTEGER array, dimension (N) * The pivot indices; for 1 <= i <= N, row i of the matrix was * interchanged with row IPIV(i). * * ANORM (input) REAL * 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 (output) REAL * The reciprocal of the condition number of the matrix A, * computed as RCOND = 1/(norm(A) * norm(inv(A))). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== *go to the page top

USAGE: r, c, rowcnd, colcnd, amax, info = NumRu::Lapack.cgbequ( m, kl, ku, ab, [:usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE CGBEQU( M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND, AMAX, INFO ) * Purpose * ======= * * CGBEQU computes row and column scalings intended to equilibrate an * M-by-N band 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. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * KL (input) INTEGER * The number of subdiagonals within the band of A. KL >= 0. * * KU (input) INTEGER * The number of superdiagonals within the band of A. KU >= 0. * * AB (input) COMPLEX array, dimension (LDAB,N) * The band matrix A, stored in rows 1 to KL+KU+1. The j-th * column of A is stored in the j-th column of the array AB as * follows: * AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl). * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KL+KU+1. * * R (output) REAL array, dimension (M) * If INFO = 0, or INFO > M, R contains the row scale factors * for A. * * C (output) REAL array, dimension (N) * If INFO = 0, C contains the column scale factors for A. * * ROWCND (output) REAL * 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 (output) REAL * 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 (output) REAL * Absolute value of largest matrix element. If AMAX is very * close to overflow or very close to underflow, the matrix * should be scaled. * * INFO (output) 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 * * ===================================================================== *go to the page top

USAGE: r, c, rowcnd, colcnd, amax, info = NumRu::Lapack.cgbequb( kl, ku, ab, [:usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE CGBEQUB( M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND, AMAX, INFO ) * Purpose * ======= * * CGBEQUB 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 CGEEQU by restricting the scaling factors * to a power of the radix. Baring over- and underflow, scaling by * these factors introduces no additional rounding errors. However, the * scaled entries' magnitured are no longer approximately 1 but lie * between sqrt(radix) and 1/sqrt(radix). * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * KL (input) INTEGER * The number of subdiagonals within the band of A. KL >= 0. * * KU (input) INTEGER * The number of superdiagonals within the band of A. KU >= 0. * * AB (input) DOUBLE PRECISION array, dimension (LDAB,N) * On entry, the matrix A in band storage, in rows 1 to KL+KU+1. * The j-th column of A is stored in the j-th column of the * array AB as follows: * AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl) * * LDAB (input) INTEGER * The leading dimension of the array A. LDAB >= max(1,M). * * R (output) REAL array, dimension (M) * If INFO = 0 or INFO > M, R contains the row scale factors * for A. * * C (output) REAL array, dimension (N) * If INFO = 0, C contains the column scale factors for A. * * ROWCND (output) REAL * 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 (output) REAL * 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 (output) REAL * Absolute value of largest matrix element. If AMAX is very * close to overflow or very close to underflow, the matrix * should be scaled. * * INFO (output) 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 * * ===================================================================== *go to the page top

USAGE: ferr, berr, info, x = NumRu::Lapack.cgbrfs( trans, kl, ku, ab, afb, ipiv, b, x, [:usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE CGBRFS( TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO ) * Purpose * ======= * * CGBRFS improves the computed solution to a system of linear * equations when the coefficient matrix is banded, and provides * error bounds and backward error estimates for the solution. * * Arguments * ========= * * TRANS (input) 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 (input) INTEGER * The order of the matrix A. N >= 0. * * KL (input) INTEGER * The number of subdiagonals within the band of A. KL >= 0. * * KU (input) INTEGER * The number of superdiagonals within the band of A. KU >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * AB (input) COMPLEX array, dimension (LDAB,N) * The original band matrix A, stored in rows 1 to KL+KU+1. * The j-th column of A is stored in the j-th column of the * array AB as follows: * AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(n,j+kl). * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KL+KU+1. * * AFB (input) COMPLEX array, dimension (LDAFB,N) * Details of the LU factorization of the band matrix A, as * computed by CGBTRF. U is stored as an upper triangular band * matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and * the multipliers used during the factorization are stored in * rows KL+KU+2 to 2*KL+KU+1. * * LDAFB (input) INTEGER * The leading dimension of the array AFB. LDAFB >= 2*KL*KU+1. * * IPIV (input) INTEGER array, dimension (N) * The pivot indices from CGBTRF; for 1<=i<=N, row i of the * matrix was interchanged with row IPIV(i). * * B (input) COMPLEX array, dimension (LDB,NRHS) * The right hand side matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (input/output) COMPLEX array, dimension (LDX,NRHS) * On entry, the solution matrix X, as computed by CGBTRS. * On exit, the improved solution matrix X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * FERR (output) REAL array, dimension (NRHS) * The estimated forward error bound for each solution vector * X(j) (the j-th column of the solution matrix X). * If XTRUE is the true solution corresponding to X(j), FERR(j) * is an estimated upper bound for the magnitude of the largest * element in (X(j) - XTRUE) divided by the magnitude of the * largest element in X(j). The estimate is as reliable as * the estimate for RCOND, and is almost always a slight * overestimate of the true error. * * BERR (output) REAL array, dimension (NRHS) * The componentwise relative backward error of each solution * vector X(j) (i.e., the smallest relative change in * any element of A or B that makes X(j) an exact solution). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (N) * * INFO (output) 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. * * ===================================================================== *go to the page top

USAGE: rcond, berr, err_bnds_norm, err_bnds_comp, info, r, c, x, params = NumRu::Lapack.cgbrfsx( trans, equed, kl, ku, ab, afb, ipiv, r, c, b, x, params, [:usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE CGBRFSX( TRANS, EQUED, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, R, C, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO ) * Purpose * ======= * * CGBRFSX 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. * * Arguments * ========= * * 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. * * TRANS (input) 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) * * EQUED (input) 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 (input) INTEGER * The order of the matrix A. N >= 0. * * KL (input) INTEGER * The number of subdiagonals within the band of A. KL >= 0. * * KU (input) INTEGER * The number of superdiagonals within the band of A. KU >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * AB (input) DOUBLE PRECISION array, dimension (LDAB,N) * The original band matrix A, stored in rows 1 to KL+KU+1. * The j-th column of A is stored in the j-th column of the * array AB as follows: * AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(n,j+kl). * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KL+KU+1. * * AFB (input) DOUBLE PRECISION array, dimension (LDAFB,N) * Details of the LU factorization of the band matrix A, as * computed by DGBTRF. U is stored as an upper triangular band * matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and * the multipliers used during the factorization are stored in * rows KL+KU+2 to 2*KL+KU+1. * * LDAFB (input) INTEGER * The leading dimension of the array AFB. LDAFB >= 2*KL*KU+1. * * IPIV (input) INTEGER array, dimension (N) * The pivot indices from SGETRF; for 1<=i<=N, row i of the * matrix was interchanged with row IPIV(i). * * R (input or output) REAL 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. R is an input argument if FACT = 'F'; * otherwise, R is an output argument. If FACT = 'F' and * EQUED = 'R' or 'B', each element of R must be positive. * If R is output, each element of R is a power of the radix. * If R is input, 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 (input or output) REAL 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. C is an input argument if FACT = 'F'; * otherwise, C is an output argument. If FACT = 'F' and * EQUED = 'C' or 'B', each element of C must be positive. * If C is output, each element of C is a power of the radix. * 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 (input) REAL array, dimension (LDB,NRHS) * The right hand side matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (input/output) REAL array, dimension (LDX,NRHS) * On entry, the solution matrix X, as computed by SGETRS. * On exit, the improved solution matrix X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * RCOND (output) REAL * Reciprocal scaled condition number. This is an estimate of the * reciprocal Skeel condition number of the matrix A after * equilibration (if done). If this is less than the machine * precision (in particular, if it is zero), the matrix is singular * to working precision. Note that the error may still be small even * if this number is very small and the matrix appears ill- * conditioned. * * BERR (output) REAL array, dimension (NRHS) * Componentwise relative backward error. This is the * componentwise relative backward error of each solution vector X(j) * (i.e., the smallest relative change in any element of A or B that * makes X(j) an exact solution). * * N_ERR_BNDS (input) 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 (output) REAL array, dimension (NRHS, N_ERR_BNDS) * For each right-hand side, this array contains information about * various error bounds and condition numbers corresponding to the * normwise relative error, which is defined as follows: * * Normwise relative error in the ith solution vector: * max_j (abs(XTRUE(j,i) - X(j,i))) * ------------------------------ * max_j abs(X(j,i)) * * The array is indexed by the type of error information as described * below. There currently are up to three pieces of information * returned. * * The first index in ERR_BNDS_NORM(i,:) corresponds to the ith * right-hand side. * * The second index in ERR_BNDS_NORM(:,err) contains the following * three fields: * err = 1 "Trust/don't trust" boolean. Trust the answer if the * reciprocal condition number is less than the threshold * sqrt(n) * slamch('Epsilon'). * * err = 2 "Guaranteed" error bound: The estimated forward error, * almost certainly within a factor of 10 of the true error * so long as the next entry is greater than the threshold * sqrt(n) * slamch('Epsilon'). This error bound should only * be trusted if the previous boolean is true. * * err = 3 Reciprocal condition number: Estimated normwise * reciprocal condition number. Compared with the threshold * sqrt(n) * slamch('Epsilon') to determine if the error * estimate is "guaranteed". These reciprocal condition * numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some * appropriately scaled matrix Z. * Let Z = S*A, where S scales each row by a power of the * radix so all absolute row sums of Z are approximately 1. * * See Lapack Working Note 165 for further details and extra * cautions. * * ERR_BNDS_COMP (output) REAL array, dimension (NRHS, N_ERR_BNDS) * For each right-hand side, this array contains information about * various error bounds and condition numbers corresponding to the * componentwise relative error, which is defined as follows: * * Componentwise relative error in the ith solution vector: * abs(XTRUE(j,i) - X(j,i)) * max_j ---------------------- * abs(X(j,i)) * * The array is indexed by the right-hand side i (on which the * componentwise relative error depends), and the type of error * information as described below. There currently are up to three * pieces of information returned for each right-hand side. If * componentwise accuracy is not requested (PARAMS(3) = 0.0), then * ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most * the first (:,N_ERR_BNDS) entries are returned. * * The first index in ERR_BNDS_COMP(i,:) corresponds to the ith * right-hand side. * * The second index in ERR_BNDS_COMP(:,err) contains the following * three fields: * err = 1 "Trust/don't trust" boolean. Trust the answer if the * reciprocal condition number is less than the threshold * sqrt(n) * slamch('Epsilon'). * * err = 2 "Guaranteed" error bound: The estimated forward error, * almost certainly within a factor of 10 of the true error * so long as the next entry is greater than the threshold * sqrt(n) * slamch('Epsilon'). This error bound should only * be trusted if the previous boolean is true. * * err = 3 Reciprocal condition number: Estimated componentwise * reciprocal condition number. Compared with the threshold * sqrt(n) * slamch('Epsilon') to determine if the error * estimate is "guaranteed". These reciprocal condition * numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some * appropriately scaled matrix Z. * Let Z = S*(A*diag(x)), where x is the solution for the * current right-hand side and S scales each row of * A*diag(x) by a power of the radix so all absolute row * sums of Z are approximately 1. * * See Lapack Working Note 165 for further details and extra * cautions. * * NPARAMS (input) INTEGER * Specifies the number of parameters set in PARAMS. If .LE. 0, the * PARAMS array is never referenced and default values are used. * * PARAMS (input / output) REAL array, dimension NPARAMS * Specifies algorithm parameters. If an entry is .LT. 0.0, then * that entry will be filled with default value used for that * parameter. Only positions up to NPARAMS are accessed; defaults * are used for higher-numbered parameters. * * PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative * refinement or not. * Default: 1.0 * = 0.0 : No refinement is performed, and no error bounds are * computed. * = 1.0 : Use the double-precision refinement algorithm, * possibly with doubled-single computations if the * compilation environment does not support DOUBLE * PRECISION. * (other values are reserved for future use) * * PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual * computations allowed for refinement. * Default: 10 * Aggressive: Set to 100 to permit convergence using approximate * factorizations or factorizations other than LU. If * the factorization uses a technique other than * Gaussian elimination, the guarantees in * err_bnds_norm and err_bnds_comp may no longer be * trustworthy. * * PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code * will attempt to find a solution with small componentwise * relative error in the double-precision algorithm. Positive * is true, 0.0 is false. * Default: 1.0 (attempt componentwise convergence) * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace) REAL array, dimension (2*N) * * INFO (output) 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. * * ================================================================== *go to the page top

USAGE: ipiv, info, ab, b = NumRu::Lapack.cgbsv( kl, ku, ab, b, [:usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE CGBSV( N, KL, KU, NRHS, AB, LDAB, IPIV, B, LDB, INFO ) * Purpose * ======= * * CGBSV computes the solution to a complex system of linear equations * A * X = B, where A is a band matrix of order N with KL subdiagonals * and KU superdiagonals, and X and B are N-by-NRHS matrices. * * The LU decomposition with partial pivoting and row interchanges is * used to factor A as A = L * U, where L is a product of permutation * and unit lower triangular matrices with KL subdiagonals, and U is * upper triangular with KL+KU superdiagonals. The factored form of A * is then used to solve the system of equations A * X = B. * * Arguments * ========= * * N (input) INTEGER * The number of linear equations, i.e., the order of the * matrix A. N >= 0. * * KL (input) INTEGER * The number of subdiagonals within the band of A. KL >= 0. * * KU (input) INTEGER * The number of superdiagonals within the band of A. KU >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * AB (input/output) COMPLEX array, dimension (LDAB,N) * On entry, the matrix A in band storage, in rows KL+1 to * 2*KL+KU+1; rows 1 to KL of the array need not be set. * The j-th column of A is stored in the j-th column of the * array AB as follows: * AB(KL+KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+KL) * On exit, details of the factorization: U is stored as an * upper triangular band matrix with KL+KU superdiagonals in * rows 1 to KL+KU+1, and the multipliers used during the * factorization are stored in rows KL+KU+2 to 2*KL+KU+1. * See below for further details. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= 2*KL+KU+1. * * IPIV (output) INTEGER array, dimension (N) * The pivot indices that define the permutation matrix P; * row i of the matrix was interchanged with row IPIV(i). * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the N-by-NRHS right hand side matrix B. * On exit, if INFO = 0, the N-by-NRHS solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) 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 the solution has not been computed. * * Further Details * =============== * * The band storage scheme is illustrated by the following example, when * M = N = 6, KL = 2, KU = 1: * * On entry: On exit: * * * * * + + + * * * u14 u25 u36 * * * + + + + * * u13 u24 u35 u46 * * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56 * a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66 * a21 a32 a43 a54 a65 * m21 m32 m43 m54 m65 * * a31 a42 a53 a64 * * m31 m42 m53 m64 * * * * Array elements marked * are not used by the routine; elements marked * + need not be set on entry, but are required by the routine to store * elements of U because of fill-in resulting from the row interchanges. * * ===================================================================== * * .. External Subroutines .. EXTERNAL CGBTRF, CGBTRS, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX * ..go to the page top

USAGE: x, rcond, ferr, berr, rwork, info, ab, afb, ipiv, equed, r, c, b = NumRu::Lapack.cgbsvx( fact, trans, kl, ku, ab, b, [:afb => afb, :ipiv => ipiv, :equed => equed, :r => r, :c => c, :usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE CGBSVX( FACT, TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, EQUED, R, C, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, RWORK, INFO ) * Purpose * ======= * * CGBSVX uses the LU factorization to compute the solution to a complex * system of linear equations A * X = B, A**T * X = B, or A**H * X = B, * where A is a band matrix of order N with KL subdiagonals and KU * superdiagonals, and X and B are N-by-NRHS matrices. * * Error bounds on the solution and a condition estimate are also * provided. * * Description * =========== * * The following steps are performed by this subroutine: * * 1. If FACT = 'E', real scaling factors are computed to equilibrate * the system: * TRANS = 'N': diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B * TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B * TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B * Whether or not the system will be equilibrated depends on the * scaling of the matrix A, but if equilibration is used, A is * overwritten by diag(R)*A*diag(C) and B by diag(R)*B (if TRANS='N') * or diag(C)*B (if TRANS = 'T' or 'C'). * * 2. If FACT = 'N' or 'E', the LU decomposition is used to factor the * matrix A (after equilibration if FACT = 'E') as * A = L * U, * where L is a product of permutation and unit lower triangular * matrices with KL subdiagonals, and U is upper triangular with * KL+KU superdiagonals. * * 3. If some U(i,i)=0, so that U is exactly singular, then the routine * returns with INFO = i. Otherwise, the factored form of A is used * to estimate the condition number of the matrix A. If the * reciprocal of the condition number is less than machine precision, * INFO = N+1 is returned as a warning, but the routine still goes on * to solve for X and compute error bounds as described below. * * 4. The system of equations is solved for X using the factored form * of A. * * 5. Iterative refinement is applied to improve the computed solution * matrix and calculate error bounds and backward error estimates * for it. * * 6. If equilibration was used, the matrix X is premultiplied by * diag(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') so * that it solves the original system before equilibration. * * Arguments * ========= * * FACT (input) CHARACTER*1 * Specifies whether or not the factored form of the matrix A is * supplied on entry, and if not, whether the matrix A should be * equilibrated before it is factored. * = 'F': On entry, AFB and IPIV contain the factored form of * A. If EQUED is not 'N', the matrix A has been * equilibrated with scaling factors given by R and C. * AB, AFB, and IPIV are not modified. * = 'N': The matrix A will be copied to AFB and factored. * = 'E': The matrix A will be equilibrated if necessary, then * copied to AFB and factored. * * TRANS (input) 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 (input) INTEGER * The number of linear equations, i.e., the order of the * matrix A. N >= 0. * * KL (input) INTEGER * The number of subdiagonals within the band of A. KL >= 0. * * KU (input) INTEGER * The number of superdiagonals within the band of A. KU >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * AB (input/output) COMPLEX array, dimension (LDAB,N) * On entry, the matrix A in band storage, in rows 1 to KL+KU+1. * The j-th column of A is stored in the j-th column of the * array AB as follows: * AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl) * * If FACT = 'F' and EQUED is not 'N', then A must have been * equilibrated by the scaling factors in R and/or C. AB is not * modified if FACT = 'F' or 'N', or if FACT = 'E' and * EQUED = 'N' on exit. * * On exit, if EQUED .ne. 'N', A is scaled as follows: * EQUED = 'R': A := diag(R) * A * EQUED = 'C': A := A * diag(C) * EQUED = 'B': A := diag(R) * A * diag(C). * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KL+KU+1. * * AFB (input or output) COMPLEX array, dimension (LDAFB,N) * If FACT = 'F', then AFB is an input argument and on entry * contains details of the LU factorization of the band matrix * A, as computed by CGBTRF. U is stored as an upper triangular * band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, * and the multipliers used during the factorization are stored * in rows KL+KU+2 to 2*KL+KU+1. If EQUED .ne. 'N', then AFB is * the factored form of the equilibrated matrix A. * * If FACT = 'N', then AFB is an output argument and on exit * returns details of the LU factorization of A. * * If FACT = 'E', then AFB is an output argument and on exit * returns details of the LU factorization of the equilibrated * matrix A (see the description of AB for the form of the * equilibrated matrix). * * LDAFB (input) INTEGER * The leading dimension of the array AFB. LDAFB >= 2*KL+KU+1. * * IPIV (input or output) INTEGER array, dimension (N) * If FACT = 'F', then IPIV is an input argument and on entry * contains the pivot indices from the factorization A = L*U * as computed by CGBTRF; row i of the matrix was interchanged * with row IPIV(i). * * If FACT = 'N', then IPIV is an output argument and on exit * contains the pivot indices from the factorization A = L*U * of the original matrix A. * * If FACT = 'E', then IPIV is an output argument and on exit * contains the pivot indices from the factorization A = L*U * of the equilibrated matrix A. * * EQUED (input or output) CHARACTER*1 * Specifies the form of equilibration that was done. * = 'N': No equilibration (always true if FACT = 'N'). * = '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). * EQUED is an input argument if FACT = 'F'; otherwise, it is an * output argument. * * R (input or output) REAL 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. R is an input argument if FACT = 'F'; * otherwise, R is an output argument. If FACT = 'F' and * EQUED = 'R' or 'B', each element of R must be positive. * * C (input or output) REAL 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. C is an input argument if FACT = 'F'; * otherwise, C is an output argument. If FACT = 'F' and * EQUED = 'C' or 'B', each element of C must be positive. * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the right hand side matrix B. * On exit, * if EQUED = 'N', B is not modified; * if TRANS = 'N' and EQUED = 'R' or 'B', B is overwritten by * diag(R)*B; * if TRANS = 'T' or 'C' and EQUED = 'C' or 'B', B is * overwritten by diag(C)*B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (output) COMPLEX array, dimension (LDX,NRHS) * If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X * to the original system of equations. Note that A and B are * modified on exit if EQUED .ne. 'N', and the solution to the * equilibrated system is inv(diag(C))*X if TRANS = 'N' and * EQUED = 'C' or 'B', or inv(diag(R))*X if TRANS = 'T' or 'C' * and EQUED = 'R' or 'B'. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * RCOND (output) REAL * The estimate of the reciprocal condition number of the matrix * A after equilibration (if done). If RCOND is less than the * machine precision (in particular, if RCOND = 0), the matrix * is singular to working precision. This condition is * indicated by a return code of INFO > 0. * * FERR (output) REAL array, dimension (NRHS) * The estimated forward error bound for each solution vector * X(j) (the j-th column of the solution matrix X). * If XTRUE is the true solution corresponding to X(j), FERR(j) * is an estimated upper bound for the magnitude of the largest * element in (X(j) - XTRUE) divided by the magnitude of the * largest element in X(j). The estimate is as reliable as * the estimate for RCOND, and is almost always a slight * overestimate of the true error. * * BERR (output) REAL array, dimension (NRHS) * The componentwise relative backward error of each solution * vector X(j) (i.e., the smallest relative change in * any element of A or B that makes X(j) an exact solution). * * WORK (workspace) COMPLEX array, dimension (2*N) * * RWORK (workspace/output) REAL array, dimension (N) * On exit, RWORK(1) contains the reciprocal pivot growth * factor norm(A)/norm(U). The "max absolute element" norm is * used. If RWORK(1) is much less than 1, then the stability * of the LU factorization of the (equilibrated) matrix A * could be poor. This also means that the solution X, condition * estimator RCOND, and forward error bound FERR could be * unreliable. If factorization fails with 0go to the page top0: if INFO = i, and i is * <= N: U(i,i) 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+1: U is nonsingular, but RCOND is less than machine * precision, meaning that the matrix is singular * to working precision. Nevertheless, the * solution and error bounds are computed because * there are a number of situations where the * computed solution can be more accurate than the * value of RCOND would suggest. * * ===================================================================== * Moved setting of INFO = N+1 so INFO does not subsequently get * overwritten. Sven, 17 Mar 05. * ===================================================================== *

USAGE: x, rcond, rpvgrw, berr, err_bnds_norm, err_bnds_comp, info, ab, afb, ipiv, equed, r, c, b, params = NumRu::Lapack.cgbsvxx( fact, trans, kl, ku, ab, afb, ipiv, equed, r, c, b, params, [:usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE CGBSVXX( FACT, TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, EQUED, R, C, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO ) * Purpose * ======= * * CGBSVXX uses the LU factorization to compute the solution to a * complex system of linear equations A * X = B, where A is an * N-by-N matrix and X and B are N-by-NRHS matrices. * * If requested, both normwise and maximum componentwise error bounds * are returned. CGBSVXX will return a solution with a tiny * guaranteed error (O(eps) where eps is the working machine * precision) unless the matrix is very ill-conditioned, in which * case a warning is returned. Relevant condition numbers also are * calculated and returned. * * CGBSVXX accepts user-provided factorizations and equilibration * factors; see the definitions of the FACT and EQUED options. * Solving with refinement and using a factorization from a previous * CGBSVXX call will also produce a solution with either O(eps) * errors or warnings, but we cannot make that claim for general * user-provided factorizations and equilibration factors if they * differ from what CGBSVXX would itself produce. * * Description * =========== * * The following steps are performed: * * 1. If FACT = 'E', real scaling factors are computed to equilibrate * the system: * * TRANS = 'N': diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B * TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B * TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B * * Whether or not the system will be equilibrated depends on the * scaling of the matrix A, but if equilibration is used, A is * overwritten by diag(R)*A*diag(C) and B by diag(R)*B (if TRANS='N') * or diag(C)*B (if TRANS = 'T' or 'C'). * * 2. If FACT = 'N' or 'E', the LU decomposition is used to factor * the matrix A (after equilibration if FACT = 'E') as * * A = P * L * U, * * where P is a permutation matrix, L is a unit lower triangular * matrix, and U is upper triangular. * * 3. If some U(i,i)=0, so that U is exactly singular, then the * routine returns with INFO = i. Otherwise, the factored form of A * is used to estimate the condition number of the matrix A (see * argument RCOND). If the reciprocal of the condition number is less * than machine precision, the routine still goes on to solve for X * and compute error bounds as described below. * * 4. The system of equations is solved for X using the factored form * of A. * * 5. By default (unless PARAMS(LA_LINRX_ITREF_I) is set to zero), * the routine will use iterative refinement to try to get a small * error and error bounds. Refinement calculates the residual to at * least twice the working precision. * * 6. If equilibration was used, the matrix X is premultiplied by * diag(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') so * that it solves the original system before equilibration. * * Arguments * ========= * * 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. * * FACT (input) CHARACTER*1 * Specifies whether or not the factored form of the matrix A is * supplied on entry, and if not, whether the matrix A should be * equilibrated before it is factored. * = 'F': On entry, AF and IPIV contain the factored form of A. * If EQUED is not 'N', the matrix A has been * equilibrated with scaling factors given by R and C. * A, AF, and IPIV are not modified. * = 'N': The matrix A will be copied to AF and factored. * = 'E': The matrix A will be equilibrated if necessary, then * copied to AF and factored. * * TRANS (input) 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 (input) INTEGER * The number of linear equations, i.e., the order of the * matrix A. N >= 0. * * KL (input) INTEGER * The number of subdiagonals within the band of A. KL >= 0. * * KU (input) INTEGER * The number of superdiagonals within the band of A. KU >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * AB (input/output) REAL array, dimension (LDAB,N) * On entry, the matrix A in band storage, in rows 1 to KL+KU+1. * The j-th column of A is stored in the j-th column of the * array AB as follows: * AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl) * * If FACT = 'F' and EQUED is not 'N', then AB must have been * equilibrated by the scaling factors in R and/or C. AB is not * modified if FACT = 'F' or 'N', or if FACT = 'E' and * EQUED = 'N' on exit. * * On exit, if EQUED .ne. 'N', A is scaled as follows: * EQUED = 'R': A := diag(R) * A * EQUED = 'C': A := A * diag(C) * EQUED = 'B': A := diag(R) * A * diag(C). * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= KL+KU+1. * * AFB (input or output) REAL array, dimension (LDAFB,N) * If FACT = 'F', then AFB is an input argument and on entry * contains details of the LU factorization of the band matrix * A, as computed by CGBTRF. U is stored as an upper triangular * band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, * and the multipliers used during the factorization are stored * in rows KL+KU+2 to 2*KL+KU+1. If EQUED .ne. 'N', then AFB is * the factored form of the equilibrated matrix A. * * If FACT = 'N', then AF is an output argument and on exit * returns the factors L and U from the factorization A = P*L*U * of the original matrix A. * * If FACT = 'E', then AF is an output argument and on exit * returns the factors L and U from the factorization A = P*L*U * of the equilibrated matrix A (see the description of A for * the form of the equilibrated matrix). * * LDAFB (input) INTEGER * The leading dimension of the array AFB. LDAFB >= 2*KL+KU+1. * * IPIV (input or output) INTEGER array, dimension (N) * If FACT = 'F', then IPIV is an input argument and on entry * contains the pivot indices from the factorization A = P*L*U * as computed by SGETRF; row i of the matrix was interchanged * with row IPIV(i). * * If FACT = 'N', then IPIV is an output argument and on exit * contains the pivot indices from the factorization A = P*L*U * of the original matrix A. * * If FACT = 'E', then IPIV is an output argument and on exit * contains the pivot indices from the factorization A = P*L*U * of the equilibrated matrix A. * * EQUED (input or output) CHARACTER*1 * Specifies the form of equilibration that was done. * = 'N': No equilibration (always true if FACT = 'N'). * = '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). * EQUED is an input argument if FACT = 'F'; otherwise, it is an * output argument. * * R (input or output) REAL 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. R is an input argument if FACT = 'F'; * otherwise, R is an output argument. If FACT = 'F' and * EQUED = 'R' or 'B', each element of R must be positive. * If R is output, each element of R is a power of the radix. * If R is input, 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 (input or output) REAL 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. C is an input argument if FACT = 'F'; * otherwise, C is an output argument. If FACT = 'F' and * EQUED = 'C' or 'B', each element of C must be positive. * If C is output, each element of C is a power of the radix. * 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 (input/output) REAL array, dimension (LDB,NRHS) * On entry, the N-by-NRHS right hand side matrix B. * On exit, * if EQUED = 'N', B is not modified; * if TRANS = 'N' and EQUED = 'R' or 'B', B is overwritten by * diag(R)*B; * if TRANS = 'T' or 'C' and EQUED = 'C' or 'B', B is * overwritten by diag(C)*B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (output) REAL array, dimension (LDX,NRHS) * If INFO = 0, the N-by-NRHS solution matrix X to the original * system of equations. Note that A and B are modified on exit * if EQUED .ne. 'N', and the solution to the equilibrated system is * inv(diag(C))*X if TRANS = 'N' and EQUED = 'C' or 'B', or * inv(diag(R))*X if TRANS = 'T' or 'C' and EQUED = 'R' or 'B'. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * RCOND (output) REAL * Reciprocal scaled condition number. This is an estimate of the * reciprocal Skeel condition number of the matrix A after * equilibration (if done). If this is less than the machine * precision (in particular, if it is zero), the matrix is singular * to working precision. Note that the error may still be small even * if this number is very small and the matrix appears ill- * conditioned. * * RPVGRW (output) REAL * Reciprocal pivot growth. On exit, this contains the reciprocal * pivot growth factor norm(A)/norm(U). The "max absolute element" * norm is used. If this is much less than 1, then 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. If factorization fails with * 0go to the page top0 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. * * ================================================================== *

USAGE: ipiv, info, ab = NumRu::Lapack.cgbtf2( m, kl, ku, ab, [:usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE CGBTF2( M, N, KL, KU, AB, LDAB, IPIV, INFO ) * Purpose * ======= * * CGBTF2 computes an LU factorization of a complex m-by-n band matrix * A using partial pivoting with row interchanges. * * This is the unblocked version of the algorithm, calling Level 2 BLAS. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * KL (input) INTEGER * The number of subdiagonals within the band of A. KL >= 0. * * KU (input) INTEGER * The number of superdiagonals within the band of A. KU >= 0. * * AB (input/output) COMPLEX array, dimension (LDAB,N) * On entry, the matrix A in band storage, in rows KL+1 to * 2*KL+KU+1; rows 1 to KL of the array need not be set. * The j-th column of A is stored in the j-th column of the * array AB as follows: * AB(kl+ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl) * * On exit, details of the factorization: U is stored as an * upper triangular band matrix with KL+KU superdiagonals in * rows 1 to KL+KU+1, and the multipliers used during the * factorization are stored in rows KL+KU+2 to 2*KL+KU+1. * See below for further details. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= 2*KL+KU+1. * * IPIV (output) 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 (output) 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. * * Further Details * =============== * * The band storage scheme is illustrated by the following example, when * M = N = 6, KL = 2, KU = 1: * * On entry: On exit: * * * * * + + + * * * u14 u25 u36 * * * + + + + * * u13 u24 u35 u46 * * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56 * a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66 * a21 a32 a43 a54 a65 * m21 m32 m43 m54 m65 * * a31 a42 a53 a64 * * m31 m42 m53 m64 * * * * Array elements marked * are not used by the routine; elements marked * + need not be set on entry, but are required by the routine to store * elements of U, because of fill-in resulting from the row * interchanges. * * ===================================================================== *go to the page top

USAGE: ipiv, info, ab = NumRu::Lapack.cgbtrf( m, kl, ku, ab, [:usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE CGBTRF( M, N, KL, KU, AB, LDAB, IPIV, INFO ) * Purpose * ======= * * CGBTRF computes an LU factorization of a complex m-by-n band matrix A * using partial pivoting with row interchanges. * * This is the blocked version of the algorithm, calling Level 3 BLAS. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * KL (input) INTEGER * The number of subdiagonals within the band of A. KL >= 0. * * KU (input) INTEGER * The number of superdiagonals within the band of A. KU >= 0. * * AB (input/output) COMPLEX array, dimension (LDAB,N) * On entry, the matrix A in band storage, in rows KL+1 to * 2*KL+KU+1; rows 1 to KL of the array need not be set. * The j-th column of A is stored in the j-th column of the * array AB as follows: * AB(kl+ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl) * * On exit, details of the factorization: U is stored as an * upper triangular band matrix with KL+KU superdiagonals in * rows 1 to KL+KU+1, and the multipliers used during the * factorization are stored in rows KL+KU+2 to 2*KL+KU+1. * See below for further details. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= 2*KL+KU+1. * * IPIV (output) 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 (output) 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. * * Further Details * =============== * * The band storage scheme is illustrated by the following example, when * M = N = 6, KL = 2, KU = 1: * * On entry: On exit: * * * * * + + + * * * u14 u25 u36 * * * + + + + * * u13 u24 u35 u46 * * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56 * a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66 * a21 a32 a43 a54 a65 * m21 m32 m43 m54 m65 * * a31 a42 a53 a64 * * m31 m42 m53 m64 * * * * Array elements marked * are not used by the routine; elements marked * + need not be set on entry, but are required by the routine to store * elements of U because of fill-in resulting from the row interchanges. * * ===================================================================== *go to the page top

USAGE: info, b = NumRu::Lapack.cgbtrs( trans, kl, ku, ab, ipiv, b, [:usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE CGBTRS( TRANS, N, KL, KU, NRHS, AB, LDAB, IPIV, B, LDB, INFO ) * Purpose * ======= * * CGBTRS solves a system of linear equations * A * X = B, A**T * X = B, or A**H * X = B * with a general band matrix A using the LU factorization computed * by CGBTRF. * * Arguments * ========= * * TRANS (input) 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 (input) INTEGER * The order of the matrix A. N >= 0. * * KL (input) INTEGER * The number of subdiagonals within the band of A. KL >= 0. * * KU (input) INTEGER * The number of superdiagonals within the band of A. KU >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * AB (input) COMPLEX array, dimension (LDAB,N) * Details of the LU factorization of the band matrix A, as * computed by CGBTRF. U is stored as an upper triangular band * matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and * the multipliers used during the factorization are stored in * rows KL+KU+2 to 2*KL+KU+1. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= 2*KL+KU+1. * * IPIV (input) INTEGER array, dimension (N) * The pivot indices; for 1 <= i <= N, row i of the matrix was * interchanged with row IPIV(i). * * B (input/output) COMPLEX array, dimension (LDB,NRHS) * On entry, the right hand side matrix B. * On exit, the solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== *go to the page top

back to matrix types

back to data types