- zhecon
- zheequb
- zheev
- zheevd
- zheevr
- zheevx
- zhegs2
- zhegst
- zhegv
- zhegvd
- zhegvx
- zherfs
- zherfsx
- zhesv
- zhesvx
- zhesvxx
- zhetd2
- zhetf2
- zhetrd
- zhetrf
- zhetri
- zhetrs
- zhetrs2

USAGE: rcond, info = NumRu::Lapack.zhecon( uplo, a, ipiv, anorm, [:usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE ZHECON( UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK, INFO ) * Purpose * ======= * * ZHECON estimates the reciprocal of the condition number of a complex * Hermitian matrix A using the factorization A = U*D*U**H or * A = L*D*L**H computed by ZHETRF. * * An estimate is obtained for norm(inv(A)), and the reciprocal of the * condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))). * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the details of the factorization are stored * as an upper or lower triangular matrix. * = 'U': Upper triangular, form is A = U*D*U**H; * = 'L': Lower triangular, form is A = L*D*L**H. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input) COMPLEX*16 array, dimension (LDA,N) * The block diagonal matrix D and the multipliers used to * obtain the factor U or L as computed by ZHETRF. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * IPIV (input) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D * as determined by ZHETRF. * * ANORM (input) DOUBLE PRECISION * The 1-norm of the original matrix A. * * RCOND (output) DOUBLE PRECISION * The reciprocal of the condition number of the matrix A, * computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an * estimate of the 1-norm of inv(A) computed in this routine. * * WORK (workspace) COMPLEX*16 array, dimension (2*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: s, scond, amax, info = NumRu::Lapack.zheequb( uplo, a, [:usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE ZHEEQUB( UPLO, N, A, LDA, S, SCOND, AMAX, WORK, INFO ) * Purpose * ======= * * ZSYEQUB computes row and column scalings intended to equilibrate a * symmetric matrix A and reduce its condition number * (with respect to the two-norm). S contains the scale factors, * S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with * elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal. This * choice of S puts the condition number of B within a factor N of the * smallest possible condition number over all possible diagonal * scalings. * * Arguments * ========= * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input) COMPLEX*16 array, dimension (LDA,N) * The N-by-N symmetric matrix whose scaling * factors are to be computed. Only the diagonal elements of A * are referenced. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * S (output) DOUBLE PRECISION array, dimension (N) * If INFO = 0, S contains the scale factors for A. * * SCOND (output) DOUBLE PRECISION * If INFO = 0, S contains the ratio of the smallest S(i) to * the largest S(i). If SCOND >= 0.1 and AMAX is neither too * large nor too small, it is not worth scaling by S. * * AMAX (output) 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 (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, the i-th diagonal element is nonpositive. * * ===================================================================== *go to the page top

USAGE: w, work, info, a = NumRu::Lapack.zheev( jobz, uplo, a, [:lwork => lwork, :usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE ZHEEV( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, RWORK, INFO ) * Purpose * ======= * * ZHEEV computes all eigenvalues and, optionally, eigenvectors of a * complex Hermitian matrix A. * * Arguments * ========= * * JOBZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only; * = 'V': Compute eigenvalues and eigenvectors. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX*16 array, dimension (LDA, N) * On entry, the Hermitian matrix A. If UPLO = 'U', the * leading N-by-N upper triangular part of A contains the * upper triangular part of the matrix A. If UPLO = 'L', * the leading N-by-N lower triangular part of A contains * the lower triangular part of the matrix A. * On exit, if JOBZ = 'V', then if INFO = 0, A contains the * orthonormal eigenvectors of the matrix A. * If JOBZ = 'N', then on exit the lower triangle (if UPLO='L') * or the upper triangle (if UPLO='U') of A, including the * diagonal, is destroyed. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * W (output) DOUBLE PRECISION array, dimension (N) * If INFO = 0, the eigenvalues in ascending order. * * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK)) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The length of the array WORK. LWORK >= max(1,2*N-1). * For optimal efficiency, LWORK >= (NB+1)*N, * where NB is the blocksize for ZHETRD 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. * * RWORK (workspace) DOUBLE PRECISION array, dimension (max(1, 3*N-2)) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, the algorithm failed to converge; i * off-diagonal elements of an intermediate tridiagonal * form did not converge to zero. * * ===================================================================== *go to the page top

USAGE: w, work, rwork, iwork, info, a = NumRu::Lapack.zheevd( jobz, uplo, a, [:lwork => lwork, :lrwork => lrwork, :liwork => liwork, :usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE ZHEEVD( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO ) * Purpose * ======= * * ZHEEVD computes all eigenvalues and, optionally, eigenvectors of a * complex Hermitian matrix A. If eigenvectors are desired, it uses a * divide and conquer algorithm. * * The divide and conquer algorithm makes very mild assumptions about * floating point arithmetic. It will work on machines with a guard * digit in add/subtract, or on those binary machines without guard * digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or * Cray-2. It could conceivably fail on hexadecimal or decimal machines * without guard digits, but we know of none. * * Arguments * ========= * * JOBZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only; * = 'V': Compute eigenvalues and eigenvectors. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX*16 array, dimension (LDA, N) * On entry, the Hermitian matrix A. If UPLO = 'U', the * leading N-by-N upper triangular part of A contains the * upper triangular part of the matrix A. If UPLO = 'L', * the leading N-by-N lower triangular part of A contains * the lower triangular part of the matrix A. * On exit, if JOBZ = 'V', then if INFO = 0, A contains the * orthonormal eigenvectors of the matrix A. * If JOBZ = 'N', then on exit the lower triangle (if UPLO='L') * or the upper triangle (if UPLO='U') of A, including the * diagonal, is destroyed. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * W (output) DOUBLE PRECISION array, dimension (N) * If INFO = 0, the eigenvalues in ascending order. * * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK)) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The length of the array WORK. * If N <= 1, LWORK must be at least 1. * If JOBZ = 'N' and N > 1, LWORK must be at least N + 1. * If JOBZ = 'V' and N > 1, LWORK must be at least 2*N + N**2. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal sizes of the WORK, RWORK and * IWORK arrays, returns these values as the first entries of * the WORK, RWORK and IWORK arrays, and no error message * related to LWORK or LRWORK or LIWORK is issued by XERBLA. * * RWORK (workspace/output) DOUBLE PRECISION array, * dimension (LRWORK) * On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK. * * LRWORK (input) INTEGER * The dimension of the array RWORK. * If N <= 1, LRWORK must be at least 1. * If JOBZ = 'N' and N > 1, LRWORK must be at least N. * If JOBZ = 'V' and N > 1, LRWORK must be at least * 1 + 5*N + 2*N**2. * * If LRWORK = -1, then a workspace query is assumed; the * routine only calculates the optimal sizes of the WORK, RWORK * and IWORK arrays, returns these values as the first entries * of the WORK, RWORK and IWORK arrays, and no error message * related to LWORK or LRWORK or LIWORK is issued by XERBLA. * * IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) * On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. * * LIWORK (input) INTEGER * The dimension of the array IWORK. * If N <= 1, LIWORK must be at least 1. * If JOBZ = 'N' and N > 1, LIWORK must be at least 1. * If JOBZ = 'V' and N > 1, LIWORK must be at least 3 + 5*N. * * If LIWORK = -1, then a workspace query is assumed; the * routine only calculates the optimal sizes of the WORK, RWORK * and IWORK arrays, returns these values as the first entries * of the WORK, RWORK and IWORK arrays, and no error message * related to LWORK or LRWORK or LIWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i and JOBZ = 'N', then the algorithm failed * to converge; i off-diagonal elements of an intermediate * tridiagonal form did not converge to zero; * if INFO = i and JOBZ = 'V', then the algorithm failed * to compute an eigenvalue while working on the submatrix * lying in rows and columns INFO/(N+1) through * mod(INFO,N+1). * * Further Details * =============== * * Based on contributions by * Jeff Rutter, Computer Science Division, University of California * at Berkeley, USA * * Modified description of INFO. Sven, 16 Feb 05. * ===================================================================== *go to the page top

USAGE: m, w, z, isuppz, work, rwork, iwork, info, a = NumRu::Lapack.zheevr( jobz, range, uplo, a, vl, vu, il, iu, abstol, [:lwork => lwork, :lrwork => lrwork, :liwork => liwork, :usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE ZHEEVR( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO ) * Purpose * ======= * * ZHEEVR computes selected eigenvalues and, optionally, eigenvectors * of a complex Hermitian matrix A. Eigenvalues and eigenvectors can * be selected by specifying either a range of values or a range of * indices for the desired eigenvalues. * * ZHEEVR first reduces the matrix A to tridiagonal form T with a call * to ZHETRD. Then, whenever possible, ZHEEVR calls ZSTEMR to compute * eigenspectrum using Relatively Robust Representations. ZSTEMR * computes eigenvalues by the dqds algorithm, while orthogonal * eigenvectors are computed from various "good" L D L^T representations * (also known as Relatively Robust Representations). Gram-Schmidt * orthogonalization is avoided as far as possible. More specifically, * the various steps of the algorithm are as follows. * * For each unreduced block (submatrix) of T, * (a) Compute T - sigma I = L D L^T, so that L and D * define all the wanted eigenvalues to high relative accuracy. * This means that small relative changes in the entries of D and L * cause only small relative changes in the eigenvalues and * eigenvectors. The standard (unfactored) representation of the * tridiagonal matrix T does not have this property in general. * (b) Compute the eigenvalues to suitable accuracy. * If the eigenvectors are desired, the algorithm attains full * accuracy of the computed eigenvalues only right before * the corresponding vectors have to be computed, see steps c) and d). * (c) For each cluster of close eigenvalues, select a new * shift close to the cluster, find a new factorization, and refine * the shifted eigenvalues to suitable accuracy. * (d) For each eigenvalue with a large enough relative separation compute * the corresponding eigenvector by forming a rank revealing twisted * factorization. Go back to (c) for any clusters that remain. * * The desired accuracy of the output can be specified by the input * parameter ABSTOL. * * For more details, see DSTEMR's documentation and: * - Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representations * to compute orthogonal eigenvectors of symmetric tridiagonal matrices," * Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004. * - Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors and * Relative Gaps," SIAM Journal on Matrix Analysis and Applications, Vol. 25, * 2004. Also LAPACK Working Note 154. * - Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric * tridiagonal eigenvalue/eigenvector problem", * Computer Science Division Technical Report No. UCB/CSD-97-971, * UC Berkeley, May 1997. * * * Note 1 : ZHEEVR calls ZSTEMR when the full spectrum is requested * on machines which conform to the ieee-754 floating point standard. * ZHEEVR calls DSTEBZ and ZSTEIN on non-ieee machines and * when partial spectrum requests are made. * * Normal execution of ZSTEMR may create NaNs and infinities and * hence may abort due to a floating point exception in environments * which do not handle NaNs and infinities in the ieee standard default * manner. * * Arguments * ========= * * JOBZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only; * = 'V': Compute eigenvalues and eigenvectors. * * RANGE (input) CHARACTER*1 * = 'A': all eigenvalues will be found. * = 'V': all eigenvalues in the half-open interval (VL,VU] * will be found. * = 'I': the IL-th through IU-th eigenvalues will be found. ********** For RANGE = 'V' or 'I' and IU - IL < N - 1, DSTEBZ and ********** ZSTEIN are called * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX*16 array, dimension (LDA, N) * On entry, the Hermitian matrix A. If UPLO = 'U', the * leading N-by-N upper triangular part of A contains the * upper triangular part of the matrix A. If UPLO = 'L', * the leading N-by-N lower triangular part of A contains * the lower triangular part of the matrix A. * On exit, the lower triangle (if UPLO='L') or the upper * triangle (if UPLO='U') of A, including the diagonal, is * destroyed. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * VL (input) DOUBLE PRECISION * VU (input) DOUBLE PRECISION * If RANGE='V', the lower and upper bounds of the interval to * be searched for eigenvalues. VL < VU. * Not referenced if RANGE = 'A' or 'I'. * * IL (input) INTEGER * IU (input) INTEGER * If RANGE='I', the indices (in ascending order) of the * smallest and largest eigenvalues to be returned. * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. * Not referenced if RANGE = 'A' or 'V'. * * ABSTOL (input) DOUBLE PRECISION * The absolute error tolerance for the eigenvalues. * An approximate eigenvalue is accepted as converged * when it is determined to lie in an interval [a,b] * of width less than or equal to * * ABSTOL + EPS * max( |a|,|b| ) , * * where EPS is the machine precision. If ABSTOL is less than * or equal to zero, then EPS*|T| will be used in its place, * where |T| is the 1-norm of the tridiagonal matrix obtained * by reducing A to tridiagonal form. * * See "Computing Small Singular Values of Bidiagonal Matrices * with Guaranteed High Relative Accuracy," by Demmel and * Kahan, LAPACK Working Note #3. * * If high relative accuracy is important, set ABSTOL to * DLAMCH( 'Safe minimum' ). Doing so will guarantee that * eigenvalues are computed to high relative accuracy when * possible in future releases. The current code does not * make any guarantees about high relative accuracy, but * furutre releases will. See J. Barlow and J. Demmel, * "Computing Accurate Eigensystems of Scaled Diagonally * Dominant Matrices", LAPACK Working Note #7, for a discussion * of which matrices define their eigenvalues to high relative * accuracy. * * M (output) INTEGER * The total number of eigenvalues found. 0 <= M <= N. * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. * * W (output) DOUBLE PRECISION array, dimension (N) * The first M elements contain the selected eigenvalues in * ascending order. * * Z (output) COMPLEX*16 array, dimension (LDZ, max(1,M)) * If JOBZ = 'V', then if INFO = 0, the first M columns of Z * contain the orthonormal eigenvectors of the matrix A * corresponding to the selected eigenvalues, with the i-th * column of Z holding the eigenvector associated with W(i). * If JOBZ = 'N', then Z is not referenced. * Note: the user must ensure that at least max(1,M) columns are * supplied in the array Z; if RANGE = 'V', the exact value of M * is not known in advance and an upper bound must be used. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= 1, and if * JOBZ = 'V', LDZ >= max(1,N). * * ISUPPZ (output) INTEGER array, dimension ( 2*max(1,M) ) * The support of the eigenvectors in Z, i.e., the indices * indicating the nonzero elements in Z. The i-th eigenvector * is nonzero only in elements ISUPPZ( 2*i-1 ) through * ISUPPZ( 2*i ). ********** Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1 * * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK)) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The length of the array WORK. LWORK >= max(1,2*N). * For optimal efficiency, LWORK >= (NB+1)*N, * where NB is the max of the blocksize for ZHETRD and for * ZUNMTR as returned by ILAENV. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal sizes of the WORK, RWORK and * IWORK arrays, returns these values as the first entries of * the WORK, RWORK and IWORK arrays, and no error message * related to LWORK or LRWORK or LIWORK is issued by XERBLA. * * RWORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LRWORK)) * On exit, if INFO = 0, RWORK(1) returns the optimal * (and minimal) LRWORK. * * LRWORK (input) INTEGER * The length of the array RWORK. LRWORK >= max(1,24*N). * * If LRWORK = -1, then a workspace query is assumed; the * routine only calculates the optimal sizes of the WORK, RWORK * and IWORK arrays, returns these values as the first entries * of the WORK, RWORK and IWORK arrays, and no error message * related to LWORK or LRWORK or LIWORK is issued by XERBLA. * * IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) * On exit, if INFO = 0, IWORK(1) returns the optimal * (and minimal) LIWORK. * * LIWORK (input) INTEGER * The dimension of the array IWORK. LIWORK >= max(1,10*N). * * If LIWORK = -1, then a workspace query is assumed; the * routine only calculates the optimal sizes of the WORK, RWORK * and IWORK arrays, returns these values as the first entries * of the WORK, RWORK and IWORK arrays, and no error message * related to LWORK or LRWORK or LIWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: Internal error * * Further Details * =============== * * Based on contributions by * Inderjit Dhillon, IBM Almaden, USA * Osni Marques, LBNL/NERSC, USA * Ken Stanley, Computer Science Division, University of * California at Berkeley, USA * Jason Riedy, Computer Science Division, University of * California at Berkeley, USA * * ===================================================================== *go to the page top

USAGE: m, w, z, work, ifail, info, a = NumRu::Lapack.zheevx( jobz, range, uplo, a, vl, vu, il, iu, abstol, [:lwork => lwork, :usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE ZHEEVX( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, RWORK, IWORK, IFAIL, INFO ) * Purpose * ======= * * ZHEEVX computes selected eigenvalues and, optionally, eigenvectors * of a complex Hermitian matrix A. Eigenvalues and eigenvectors can * be selected by specifying either a range of values or a range of * indices for the desired eigenvalues. * * Arguments * ========= * * JOBZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only; * = 'V': Compute eigenvalues and eigenvectors. * * RANGE (input) CHARACTER*1 * = 'A': all eigenvalues will be found. * = 'V': all eigenvalues in the half-open interval (VL,VU] * will be found. * = 'I': the IL-th through IU-th eigenvalues will be found. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX*16 array, dimension (LDA, N) * On entry, the Hermitian matrix A. If UPLO = 'U', the * leading N-by-N upper triangular part of A contains the * upper triangular part of the matrix A. If UPLO = 'L', * the leading N-by-N lower triangular part of A contains * the lower triangular part of the matrix A. * On exit, the lower triangle (if UPLO='L') or the upper * triangle (if UPLO='U') of A, including the diagonal, is * destroyed. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * VL (input) DOUBLE PRECISION * VU (input) DOUBLE PRECISION * If RANGE='V', the lower and upper bounds of the interval to * be searched for eigenvalues. VL < VU. * Not referenced if RANGE = 'A' or 'I'. * * IL (input) INTEGER * IU (input) INTEGER * If RANGE='I', the indices (in ascending order) of the * smallest and largest eigenvalues to be returned. * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. * Not referenced if RANGE = 'A' or 'V'. * * ABSTOL (input) DOUBLE PRECISION * The absolute error tolerance for the eigenvalues. * An approximate eigenvalue is accepted as converged * when it is determined to lie in an interval [a,b] * of width less than or equal to * * ABSTOL + EPS * max( |a|,|b| ) , * * where EPS is the machine precision. If ABSTOL is less than * or equal to zero, then EPS*|T| will be used in its place, * where |T| is the 1-norm of the tridiagonal matrix obtained * by reducing A to tridiagonal form. * * Eigenvalues will be computed most accurately when ABSTOL is * set to twice the underflow threshold 2*DLAMCH('S'), not zero. * If this routine returns with INFO>0, indicating that some * eigenvectors did not converge, try setting ABSTOL to * 2*DLAMCH('S'). * * See "Computing Small Singular Values of Bidiagonal Matrices * with Guaranteed High Relative Accuracy," by Demmel and * Kahan, LAPACK Working Note #3. * * M (output) INTEGER * The total number of eigenvalues found. 0 <= M <= N. * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. * * W (output) DOUBLE PRECISION array, dimension (N) * On normal exit, the first M elements contain the selected * eigenvalues in ascending order. * * Z (output) COMPLEX*16 array, dimension (LDZ, max(1,M)) * If JOBZ = 'V', then if INFO = 0, the first M columns of Z * contain the orthonormal eigenvectors of the matrix A * corresponding to the selected eigenvalues, with the i-th * column of Z holding the eigenvector associated with W(i). * If an eigenvector fails to converge, then that column of Z * contains the latest approximation to the eigenvector, and the * index of the eigenvector is returned in IFAIL. * If JOBZ = 'N', then Z is not referenced. * Note: the user must ensure that at least max(1,M) columns are * supplied in the array Z; if RANGE = 'V', the exact value of M * is not known in advance and an upper bound must be used. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= 1, and if * JOBZ = 'V', LDZ >= max(1,N). * * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK)) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The length of the array WORK. LWORK >= 1, when N <= 1; * otherwise 2*N. * For optimal efficiency, LWORK >= (NB+1)*N, * where NB is the max of the blocksize for ZHETRD and for * ZUNMTR as 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. * * RWORK (workspace) DOUBLE PRECISION array, dimension (7*N) * * IWORK (workspace) INTEGER array, dimension (5*N) * * IFAIL (output) INTEGER array, dimension (N) * If JOBZ = 'V', then if INFO = 0, the first M elements of * IFAIL are zero. If INFO > 0, then IFAIL contains the * indices of the eigenvectors that failed to converge. * If JOBZ = 'N', then IFAIL is not referenced. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, then i eigenvectors failed to converge. * Their indices are stored in array IFAIL. * * ===================================================================== *go to the page top

USAGE: info, a = NumRu::Lapack.zhegs2( itype, uplo, a, b, [:usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE ZHEGS2( ITYPE, UPLO, N, A, LDA, B, LDB, INFO ) * Purpose * ======= * * ZHEGS2 reduces a complex Hermitian-definite generalized * eigenproblem to standard form. * * If ITYPE = 1, the problem is A*x = lambda*B*x, * and A is overwritten by inv(U')*A*inv(U) or inv(L)*A*inv(L') * * If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or * B*A*x = lambda*x, and A is overwritten by U*A*U` or L'*A*L. * * B must have been previously factorized as U'*U or L*L' by ZPOTRF. * * Arguments * ========= * * ITYPE (input) INTEGER * = 1: compute inv(U')*A*inv(U) or inv(L)*A*inv(L'); * = 2 or 3: compute U*A*U' or L'*A*L. * * UPLO (input) CHARACTER*1 * Specifies whether the upper or lower triangular part of the * Hermitian matrix A is stored, and how B has been factorized. * = 'U': Upper triangular * = 'L': Lower triangular * * N (input) INTEGER * The order of the matrices A and B. N >= 0. * * A (input/output) COMPLEX*16 array, dimension (LDA,N) * On entry, the Hermitian matrix A. If UPLO = 'U', the leading * n by n upper triangular part of A contains the upper * triangular part of the matrix A, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading n by n lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. * * On exit, if INFO = 0, the transformed matrix, stored in the * same format as A. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * B (input) COMPLEX*16 array, dimension (LDB,N) * The triangular factor from the Cholesky factorization of B, * as returned by ZPOTRF. * * 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

USAGE: info, a = NumRu::Lapack.zhegst( itype, uplo, a, b, [:usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE ZHEGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO ) * Purpose * ======= * * ZHEGST reduces a complex Hermitian-definite generalized * eigenproblem to standard form. * * If ITYPE = 1, the problem is A*x = lambda*B*x, * and A is overwritten by inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H) * * If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or * B*A*x = lambda*x, and A is overwritten by U*A*U**H or L**H*A*L. * * B must have been previously factorized as U**H*U or L*L**H by ZPOTRF. * * Arguments * ========= * * ITYPE (input) INTEGER * = 1: compute inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H); * = 2 or 3: compute U*A*U**H or L**H*A*L. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored and B is factored as * U**H*U; * = 'L': Lower triangle of A is stored and B is factored as * L*L**H. * * N (input) INTEGER * The order of the matrices A and B. N >= 0. * * A (input/output) COMPLEX*16 array, dimension (LDA,N) * On entry, the Hermitian matrix A. If UPLO = 'U', the leading * N-by-N upper triangular part of A contains the upper * triangular part of the matrix A, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading N-by-N lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. * * On exit, if INFO = 0, the transformed matrix, stored in the * same format as A. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * B (input) COMPLEX*16 array, dimension (LDB,N) * The triangular factor from the Cholesky factorization of B, * as returned by ZPOTRF. * * 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

USAGE: w, work, info, a, b = NumRu::Lapack.zhegv( itype, jobz, uplo, a, b, [:lwork => lwork, :usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE ZHEGV( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK, RWORK, INFO ) * Purpose * ======= * * ZHEGV computes all the eigenvalues, and optionally, the eigenvectors * of a complex generalized Hermitian-definite eigenproblem, of the form * A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. * Here A and B are assumed to be Hermitian and B is also * positive definite. * * Arguments * ========= * * ITYPE (input) INTEGER * Specifies the problem type to be solved: * = 1: A*x = (lambda)*B*x * = 2: A*B*x = (lambda)*x * = 3: B*A*x = (lambda)*x * * JOBZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only; * = 'V': Compute eigenvalues and eigenvectors. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangles of A and B are stored; * = 'L': Lower triangles of A and B are stored. * * N (input) INTEGER * The order of the matrices A and B. N >= 0. * * A (input/output) COMPLEX*16 array, dimension (LDA, N) * On entry, the Hermitian matrix A. If UPLO = 'U', the * leading N-by-N upper triangular part of A contains the * upper triangular part of the matrix A. If UPLO = 'L', * the leading N-by-N lower triangular part of A contains * the lower triangular part of the matrix A. * * On exit, if JOBZ = 'V', then if INFO = 0, A contains the * matrix Z of eigenvectors. The eigenvectors are normalized * as follows: * if ITYPE = 1 or 2, Z**H*B*Z = I; * if ITYPE = 3, Z**H*inv(B)*Z = I. * If JOBZ = 'N', then on exit the upper triangle (if UPLO='U') * or the lower triangle (if UPLO='L') of A, including the * diagonal, is destroyed. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * B (input/output) COMPLEX*16 array, dimension (LDB, N) * On entry, the Hermitian positive definite matrix B. * If UPLO = 'U', the leading N-by-N upper triangular part of B * contains the upper triangular part of the matrix B. * If UPLO = 'L', the leading N-by-N lower triangular part of B * contains the lower triangular part of the matrix B. * * On exit, if INFO <= N, the part of B containing the matrix is * overwritten by the triangular factor U or L from the Cholesky * factorization B = U**H*U or B = L*L**H. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * W (output) DOUBLE PRECISION array, dimension (N) * If INFO = 0, the eigenvalues in ascending order. * * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK)) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The length of the array WORK. LWORK >= max(1,2*N-1). * For optimal efficiency, LWORK >= (NB+1)*N, * where NB is the blocksize for ZHETRD 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. * * RWORK (workspace) DOUBLE PRECISION array, dimension (max(1, 3*N-2)) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: ZPOTRF or ZHEEV returned an error code: * <= N: if INFO = i, ZHEEV failed to converge; * i off-diagonal elements of an intermediate * tridiagonal form did not converge to zero; * > N: if INFO = N + i, for 1 <= i <= N, then the leading * minor of order i of B is not positive definite. * The factorization of B could not be completed and * no eigenvalues or eigenvectors were computed. * * ===================================================================== *go to the page top

USAGE: w, work, rwork, iwork, info, a, b = NumRu::Lapack.zhegvd( itype, jobz, uplo, a, b, [:lwork => lwork, :lrwork => lrwork, :liwork => liwork, :usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE ZHEGVD( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO ) * Purpose * ======= * * ZHEGVD computes all the eigenvalues, and optionally, the eigenvectors * of a complex generalized Hermitian-definite eigenproblem, of the form * A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and * B are assumed to be Hermitian and B is also positive definite. * If eigenvectors are desired, it uses a divide and conquer algorithm. * * The divide and conquer algorithm makes very mild assumptions about * floating point arithmetic. It will work on machines with a guard * digit in add/subtract, or on those binary machines without guard * digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or * Cray-2. It could conceivably fail on hexadecimal or decimal machines * without guard digits, but we know of none. * * Arguments * ========= * * ITYPE (input) INTEGER * Specifies the problem type to be solved: * = 1: A*x = (lambda)*B*x * = 2: A*B*x = (lambda)*x * = 3: B*A*x = (lambda)*x * * JOBZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only; * = 'V': Compute eigenvalues and eigenvectors. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangles of A and B are stored; * = 'L': Lower triangles of A and B are stored. * * N (input) INTEGER * The order of the matrices A and B. N >= 0. * * A (input/output) COMPLEX*16 array, dimension (LDA, N) * On entry, the Hermitian matrix A. If UPLO = 'U', the * leading N-by-N upper triangular part of A contains the * upper triangular part of the matrix A. If UPLO = 'L', * the leading N-by-N lower triangular part of A contains * the lower triangular part of the matrix A. * * On exit, if JOBZ = 'V', then if INFO = 0, A contains the * matrix Z of eigenvectors. The eigenvectors are normalized * as follows: * if ITYPE = 1 or 2, Z**H*B*Z = I; * if ITYPE = 3, Z**H*inv(B)*Z = I. * If JOBZ = 'N', then on exit the upper triangle (if UPLO='U') * or the lower triangle (if UPLO='L') of A, including the * diagonal, is destroyed. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * B (input/output) COMPLEX*16 array, dimension (LDB, N) * On entry, the Hermitian matrix B. If UPLO = 'U', the * leading N-by-N upper triangular part of B contains the * upper triangular part of the matrix B. If UPLO = 'L', * the leading N-by-N lower triangular part of B contains * the lower triangular part of the matrix B. * * On exit, if INFO <= N, the part of B containing the matrix is * overwritten by the triangular factor U or L from the Cholesky * factorization B = U**H*U or B = L*L**H. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * W (output) DOUBLE PRECISION array, dimension (N) * If INFO = 0, the eigenvalues in ascending order. * * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK)) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The length of the array WORK. * If N <= 1, LWORK >= 1. * If JOBZ = 'N' and N > 1, LWORK >= N + 1. * If JOBZ = 'V' and N > 1, LWORK >= 2*N + N**2. * * If LWORK = -1, then a workspace query is assumed; the routine * only calculates the optimal sizes of the WORK, RWORK and * IWORK arrays, returns these values as the first entries of * the WORK, RWORK and IWORK arrays, and no error message * related to LWORK or LRWORK or LIWORK is issued by XERBLA. * * RWORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LRWORK)) * On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK. * * LRWORK (input) INTEGER * The dimension of the array RWORK. * If N <= 1, LRWORK >= 1. * If JOBZ = 'N' and N > 1, LRWORK >= N. * If JOBZ = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2. * * If LRWORK = -1, then a workspace query is assumed; the * routine only calculates the optimal sizes of the WORK, RWORK * and IWORK arrays, returns these values as the first entries * of the WORK, RWORK and IWORK arrays, and no error message * related to LWORK or LRWORK or LIWORK is issued by XERBLA. * * IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) * On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. * * LIWORK (input) INTEGER * The dimension of the array IWORK. * If N <= 1, LIWORK >= 1. * If JOBZ = 'N' and N > 1, LIWORK >= 1. * If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N. * * If LIWORK = -1, then a workspace query is assumed; the * routine only calculates the optimal sizes of the WORK, RWORK * and IWORK arrays, returns these values as the first entries * of the WORK, RWORK and IWORK arrays, and no error message * related to LWORK or LRWORK or LIWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: ZPOTRF or ZHEEVD returned an error code: * <= N: if INFO = i and JOBZ = 'N', then the algorithm * failed to converge; i off-diagonal elements of an * intermediate tridiagonal form did not converge to * zero; * if INFO = i and JOBZ = 'V', then the algorithm * failed to compute an eigenvalue while working on * the submatrix lying in rows and columns INFO/(N+1) * through mod(INFO,N+1); * > N: if INFO = N + i, for 1 <= i <= N, then the leading * minor of order i of B is not positive definite. * The factorization of B could not be completed and * no eigenvalues or eigenvectors were computed. * * Further Details * =============== * * Based on contributions by * Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA * * Modified so that no backsubstitution is performed if ZHEEVD fails to * converge (NEIG in old code could be greater than N causing out of * bounds reference to A - reported by Ralf Meyer). Also corrected the * description of INFO and the test on ITYPE. Sven, 16 Feb 05. * ===================================================================== *go to the page top

USAGE: m, w, z, work, ifail, info, a, b = NumRu::Lapack.zhegvx( itype, jobz, range, uplo, a, b, vl, vu, il, iu, abstol, [:lwork => lwork, :usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE ZHEGVX( ITYPE, JOBZ, RANGE, UPLO, N, A, LDA, B, LDB, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, RWORK, IWORK, IFAIL, INFO ) * Purpose * ======= * * ZHEGVX computes selected eigenvalues, and optionally, eigenvectors * of a complex generalized Hermitian-definite eigenproblem, of the form * A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and * B are assumed to be Hermitian and B is also positive definite. * Eigenvalues and eigenvectors can be selected by specifying either a * range of values or a range of indices for the desired eigenvalues. * * Arguments * ========= * * ITYPE (input) INTEGER * Specifies the problem type to be solved: * = 1: A*x = (lambda)*B*x * = 2: A*B*x = (lambda)*x * = 3: B*A*x = (lambda)*x * * JOBZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only; * = 'V': Compute eigenvalues and eigenvectors. * * RANGE (input) CHARACTER*1 * = 'A': all eigenvalues will be found. * = 'V': all eigenvalues in the half-open interval (VL,VU] * will be found. * = 'I': the IL-th through IU-th eigenvalues will be found. ** * UPLO (input) CHARACTER*1 * = 'U': Upper triangles of A and B are stored; * = 'L': Lower triangles of A and B are stored. * * N (input) INTEGER * The order of the matrices A and B. N >= 0. * * A (input/output) COMPLEX*16 array, dimension (LDA, N) * On entry, the Hermitian matrix A. If UPLO = 'U', the * leading N-by-N upper triangular part of A contains the * upper triangular part of the matrix A. If UPLO = 'L', * the leading N-by-N lower triangular part of A contains * the lower triangular part of the matrix A. * * On exit, the lower triangle (if UPLO='L') or the upper * triangle (if UPLO='U') of A, including the diagonal, is * destroyed. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * B (input/output) COMPLEX*16 array, dimension (LDB, N) * On entry, the Hermitian matrix B. If UPLO = 'U', the * leading N-by-N upper triangular part of B contains the * upper triangular part of the matrix B. If UPLO = 'L', * the leading N-by-N lower triangular part of B contains * the lower triangular part of the matrix B. * * On exit, if INFO <= N, the part of B containing the matrix is * overwritten by the triangular factor U or L from the Cholesky * factorization B = U**H*U or B = L*L**H. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * VL (input) DOUBLE PRECISION * VU (input) DOUBLE PRECISION * If RANGE='V', the lower and upper bounds of the interval to * be searched for eigenvalues. VL < VU. * Not referenced if RANGE = 'A' or 'I'. * * IL (input) INTEGER * IU (input) INTEGER * If RANGE='I', the indices (in ascending order) of the * smallest and largest eigenvalues to be returned. * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. * Not referenced if RANGE = 'A' or 'V'. * * ABSTOL (input) DOUBLE PRECISION * The absolute error tolerance for the eigenvalues. * An approximate eigenvalue is accepted as converged * when it is determined to lie in an interval [a,b] * of width less than or equal to * * ABSTOL + EPS * max( |a|,|b| ) , * * where EPS is the machine precision. If ABSTOL is less than * or equal to zero, then EPS*|T| will be used in its place, * where |T| is the 1-norm of the tridiagonal matrix obtained * by reducing A to tridiagonal form. * * Eigenvalues will be computed most accurately when ABSTOL is * set to twice the underflow threshold 2*DLAMCH('S'), not zero. * If this routine returns with INFO>0, indicating that some * eigenvectors did not converge, try setting ABSTOL to * 2*DLAMCH('S'). * * M (output) INTEGER * The total number of eigenvalues found. 0 <= M <= N. * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. * * W (output) DOUBLE PRECISION array, dimension (N) * The first M elements contain the selected * eigenvalues in ascending order. * * Z (output) COMPLEX*16 array, dimension (LDZ, max(1,M)) * If JOBZ = 'N', then Z is not referenced. * If JOBZ = 'V', then if INFO = 0, the first M columns of Z * contain the orthonormal eigenvectors of the matrix A * corresponding to the selected eigenvalues, with the i-th * column of Z holding the eigenvector associated with W(i). * The eigenvectors are normalized as follows: * if ITYPE = 1 or 2, Z**T*B*Z = I; * if ITYPE = 3, Z**T*inv(B)*Z = I. * * If an eigenvector fails to converge, then that column of Z * contains the latest approximation to the eigenvector, and the * index of the eigenvector is returned in IFAIL. * Note: the user must ensure that at least max(1,M) columns are * supplied in the array Z; if RANGE = 'V', the exact value of M * is not known in advance and an upper bound must be used. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= 1, and if * JOBZ = 'V', LDZ >= max(1,N). * * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK)) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The length of the array WORK. LWORK >= max(1,2*N). * For optimal efficiency, LWORK >= (NB+1)*N, * where NB is the blocksize for ZHETRD 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. * * RWORK (workspace) DOUBLE PRECISION array, dimension (7*N) * * IWORK (workspace) INTEGER array, dimension (5*N) * * IFAIL (output) INTEGER array, dimension (N) * If JOBZ = 'V', then if INFO = 0, the first M elements of * IFAIL are zero. If INFO > 0, then IFAIL contains the * indices of the eigenvectors that failed to converge. * If JOBZ = 'N', then IFAIL is not referenced. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: ZPOTRF or ZHEEVX returned an error code: * <= N: if INFO = i, ZHEEVX failed to converge; * i eigenvectors failed to converge. Their indices * are stored in array IFAIL. * > N: if INFO = N + i, for 1 <= i <= N, then the leading * minor of order i of B is not positive definite. * The factorization of B could not be completed and * no eigenvalues or eigenvectors were computed. * * Further Details * =============== * * Based on contributions by * Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA * * ===================================================================== *go to the page top

USAGE: ferr, berr, info, x = NumRu::Lapack.zherfs( uplo, a, af, ipiv, b, x, [:usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE ZHERFS( UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO ) * Purpose * ======= * * ZHERFS improves the computed solution to a system of linear * equations when the coefficient matrix is Hermitian indefinite, and * provides error bounds and backward error estimates for the solution. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * A (input) COMPLEX*16 array, dimension (LDA,N) * The Hermitian matrix A. If UPLO = 'U', the leading N-by-N * upper triangular part of A contains the upper triangular part * of the matrix A, and the strictly lower triangular part of A * is not referenced. If UPLO = 'L', the leading N-by-N lower * triangular part of A contains the lower triangular part of * the matrix A, and the strictly upper triangular part of A is * not referenced. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * AF (input) COMPLEX*16 array, dimension (LDAF,N) * The factored form of the matrix A. AF contains the block * diagonal matrix D and the multipliers used to obtain the * factor U or L from the factorization A = U*D*U**H or * A = L*D*L**H as computed by ZHETRF. * * LDAF (input) INTEGER * The leading dimension of the array AF. LDAF >= max(1,N). * * IPIV (input) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D * as determined by ZHETRF. * * B (input) COMPLEX*16 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*16 array, dimension (LDX,NRHS) * On entry, the solution matrix X, as computed by ZHETRS. * On exit, the improved solution matrix X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * FERR (output) 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 (output) 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 (workspace) COMPLEX*16 array, dimension (2*N) * * RWORK (workspace) DOUBLE PRECISION 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, s, x, params = NumRu::Lapack.zherfsx( uplo, equed, a, af, ipiv, s, b, x, params, [:usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE ZHERFSX( UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, IPIV, S, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO ) * Purpose * ======= * * ZHERFSX improves the computed solution to a system of linear * equations when the coefficient matrix is Hermitian indefinite, 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 and S * 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. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * 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 * = 'Y': Both row and column equilibration, i.e., A has been * replaced by diag(S) * A * diag(S). * The right hand side B has been changed accordingly. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * A (input) COMPLEX*16 array, dimension (LDA,N) * The symmetric matrix A. If UPLO = 'U', the leading N-by-N * upper triangular part of A contains the upper triangular * part of the matrix A, and the strictly lower triangular * part of A is not referenced. If UPLO = 'L', the leading * N-by-N lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * AF (input) COMPLEX*16 array, dimension (LDAF,N) * The factored form of the matrix A. AF contains the block * diagonal matrix D and the multipliers used to obtain the * factor U or L from the factorization A = U*D*U**T or A = * L*D*L**T as computed by DSYTRF. * * LDAF (input) INTEGER * The leading dimension of the array AF. LDAF >= max(1,N). * * IPIV (input) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D * as determined by DSYTRF. * * S (input or output) DOUBLE PRECISION array, dimension (N) * The scale factors for A. If EQUED = 'Y', A is multiplied on * the left and right by diag(S). S is an input argument if FACT = * 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED * = 'Y', each element of S must be positive. If S is output, each * element of S is a power of the radix. If S is input, each element * of S 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) COMPLEX*16 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*16 array, dimension (LDX,NRHS) * On entry, the solution matrix X, as computed by DGETRS. * On exit, the improved solution matrix X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * RCOND (output) 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 (output) 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 (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) 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 (output) 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 .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) * 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 (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) DOUBLE PRECISION 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: 1.0D+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 (workspace) COMPLEX*16 array, dimension (2*N) * * RWORK (workspace) DOUBLE PRECISION 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, work, info, a, b = NumRu::Lapack.zhesv( uplo, a, b, lwork, [:usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE ZHESV( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK, INFO ) * Purpose * ======= * * ZHESV computes the solution to a complex system of linear equations * A * X = B, * where A is an N-by-N Hermitian matrix and X and B are N-by-NRHS * matrices. * * The diagonal pivoting method is used to factor A as * A = U * D * U**H, if UPLO = 'U', or * A = L * D * L**H, if UPLO = 'L', * where U (or L) is a product of permutation and unit upper (lower) * triangular matrices, and D is Hermitian and block diagonal with * 1-by-1 and 2-by-2 diagonal blocks. The factored form of A is then * used to solve the system of equations A * X = B. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The number of linear equations, i.e., the order of the * matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * A (input/output) COMPLEX*16 array, dimension (LDA,N) * On entry, the Hermitian matrix A. If UPLO = 'U', the leading * N-by-N upper triangular part of A contains the upper * triangular part of the matrix A, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading N-by-N lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. * * On exit, if INFO = 0, the block diagonal matrix D and the * multipliers used to obtain the factor U or L from the * factorization A = U*D*U**H or A = L*D*L**H as computed by * ZHETRF. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * IPIV (output) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D, as * determined by ZHETRF. If IPIV(k) > 0, then rows and columns * k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1 * diagonal block. If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, * then rows and columns k-1 and -IPIV(k) were interchanged and * D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L' and * IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and * -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2 * diagonal block. * * B (input/output) COMPLEX*16 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). * * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK)) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The length of WORK. LWORK >= 1, and for best performance * LWORK >= max(1,N*NB), where NB is the optimal blocksize for * ZHETRF. * * 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 (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, D(i,i) is exactly zero. The factorization * has been completed, but the block diagonal matrix D is * exactly singular, so the solution could not be computed. * * ===================================================================== * * .. Local Scalars .. LOGICAL LQUERY INTEGER LWKOPT, NB * .. * .. External Functions .. LOGICAL LSAME INTEGER ILAENV EXTERNAL LSAME, ILAENV * .. * .. External Subroutines .. EXTERNAL XERBLA, ZHETRF, ZHETRS2 * .. * .. Intrinsic Functions .. INTRINSIC MAX * ..go to the page top

USAGE: x, rcond, ferr, berr, work, info, af, ipiv = NumRu::Lapack.zhesvx( fact, uplo, a, af, ipiv, b, [:lwork => lwork, :usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE ZHESVX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, LWORK, RWORK, INFO ) * Purpose * ======= * * ZHESVX uses the diagonal pivoting factorization to compute the * solution to a complex system of linear equations A * X = B, * where A is an N-by-N Hermitian matrix 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: * * 1. If FACT = 'N', the diagonal pivoting method is used to factor A. * The form of the factorization is * A = U * D * U**H, if UPLO = 'U', or * A = L * D * L**H, if UPLO = 'L', * where U (or L) is a product of permutation and unit upper (lower) * triangular matrices, and D is Hermitian and block diagonal with * 1-by-1 and 2-by-2 diagonal blocks. * * 2. If some D(i,i)=0, so that D 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. * * 3. The system of equations is solved for X using the factored form * of A. * * 4. Iterative refinement is applied to improve the computed solution * matrix and calculate error bounds and backward error estimates * for it. * * Arguments * ========= * * FACT (input) CHARACTER*1 * Specifies whether or not the factored form of A has been * supplied on entry. * = 'F': On entry, AF and IPIV contain the factored form * of A. A, AF and IPIV will not be modified. * = 'N': The matrix A will be copied to AF and factored. * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The number of linear equations, i.e., the order of the * matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * A (input) COMPLEX*16 array, dimension (LDA,N) * The Hermitian matrix A. If UPLO = 'U', the leading N-by-N * upper triangular part of A contains the upper triangular part * of the matrix A, and the strictly lower triangular part of A * is not referenced. If UPLO = 'L', the leading N-by-N lower * triangular part of A contains the lower triangular part of * the matrix A, and the strictly upper triangular part of A is * not referenced. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * AF (input or output) COMPLEX*16 array, dimension (LDAF,N) * If FACT = 'F', then AF is an input argument and on entry * contains the block diagonal matrix D and the multipliers used * to obtain the factor U or L from the factorization * A = U*D*U**H or A = L*D*L**H as computed by ZHETRF. * * If FACT = 'N', then AF is an output argument and on exit * returns the block diagonal matrix D and the multipliers used * to obtain the factor U or L from the factorization * A = U*D*U**H or A = L*D*L**H. * * LDAF (input) INTEGER * The leading dimension of the array AF. LDAF >= max(1,N). * * IPIV (input or output) INTEGER array, dimension (N) * If FACT = 'F', then IPIV is an input argument and on entry * contains details of the interchanges and the block structure * of D, as determined by ZHETRF. * If IPIV(k) > 0, then rows and columns k and IPIV(k) were * interchanged and D(k,k) is a 1-by-1 diagonal block. * If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and * columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) * is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) = * IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were * interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. * * If FACT = 'N', then IPIV is an output argument and on exit * contains details of the interchanges and the block structure * of D, as determined by ZHETRF. * * B (input) COMPLEX*16 array, dimension (LDB,NRHS) * The N-by-NRHS right hand side matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (output) COMPLEX*16 array, dimension (LDX,NRHS) * If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * RCOND (output) DOUBLE PRECISION * The estimate of the reciprocal condition number of the matrix * A. 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) 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 (output) 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 (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK)) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The length of WORK. LWORK >= max(1,2*N), and for best * performance, when FACT = 'N', LWORK >= max(1,2*N,N*NB), where * NB is the optimal blocksize for ZHETRF. * * 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 (workspace) DOUBLE PRECISION array, dimension (N) * * 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 * <= N: D(i,i) is exactly zero. The factorization * has been completed but the factor D is exactly * singular, so the solution and error bounds could * not be computed. RCOND = 0 is returned. * = N+1: D 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. * * ===================================================================== *go to the page top

USAGE: x, rcond, rpvgrw, berr, err_bnds_norm, err_bnds_comp, info, a, af, ipiv, equed, s, b, params = NumRu::Lapack.zhesvxx( fact, uplo, a, af, ipiv, equed, s, b, params, [:usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE ZHESVXX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, EQUED, S, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO ) * Purpose * ======= * * ZHESVXX uses the diagonal pivoting factorization to compute the * solution to a complex*16 system of linear equations A * X = B, where * A is an N-by-N symmetric matrix and X and B are N-by-NRHS * matrices. * * If requested, both normwise and maximum componentwise error bounds * are returned. ZHESVXX 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. * * ZHESVXX 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 * ZHESVXX 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 ZHESVXX would itself produce. * * Description * =========== * * The following steps are performed: * * 1. If FACT = 'E', double precision scaling factors are computed to equilibrate * the system: * * diag(S)*A*diag(S) *inv(diag(S))*X = diag(S)*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(S)*A*diag(S) and B by diag(S)*B. * * 2. If FACT = 'N' or 'E', the LU decomposition is used to factor * the matrix A (after equilibration if FACT = 'E') as * * A = U * D * U**T, if UPLO = 'U', or * A = L * D * L**T, if UPLO = 'L', * * where U (or L) is a product of permutation and unit upper (lower) * triangular matrices, and D is symmetric and block diagonal with * 1-by-1 and 2-by-2 diagonal blocks. * * 3. If some D(i,i)=0, so that D 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(R) 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 S. * 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. * * N (input) INTEGER * The number of linear equations, i.e., the order of the * matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * A (input/output) COMPLEX*16 array, dimension (LDA,N) * The symmetric matrix A. If UPLO = 'U', the leading N-by-N * upper triangular part of A contains the upper triangular * part of the matrix A, and the strictly lower triangular * part of A is not referenced. If UPLO = 'L', the leading * N-by-N lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. * * On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by * diag(S)*A*diag(S). * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * AF (input or output) COMPLEX*16 array, dimension (LDAF,N) * If FACT = 'F', then AF is an input argument and on entry * contains the block diagonal matrix D and the multipliers * used to obtain the factor U or L from the factorization A = * U*D*U**T or A = L*D*L**T as computed by DSYTRF. * * If FACT = 'N', then AF is an output argument and on exit * returns the block diagonal matrix D and the multipliers * used to obtain the factor U or L from the factorization A = * U*D*U**T or A = L*D*L**T. * * LDAF (input) INTEGER * The leading dimension of the array AF. LDAF >= max(1,N). * * IPIV (input or output) INTEGER array, dimension (N) * If FACT = 'F', then IPIV is an input argument and on entry * contains details of the interchanges and the block * structure of D, as determined by ZHETRF. If IPIV(k) > 0, * then rows and columns k and IPIV(k) were interchanged and * D(k,k) is a 1-by-1 diagonal block. If UPLO = 'U' and * IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and * -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2 * diagonal block. If UPLO = 'L' and IPIV(k) = IPIV(k+1) < 0, * then rows and columns k+1 and -IPIV(k) were interchanged * and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. * * If FACT = 'N', then IPIV is an output argument and on exit * contains details of the interchanges and the block * structure of D, as determined by ZHETRF. * * EQUED (input or output) CHARACTER*1 * Specifies the form of equilibration that was done. * = 'N': No equilibration (always true if FACT = 'N'). * = 'Y': Both row and column equilibration, i.e., A has been * replaced by diag(S) * A * diag(S). * EQUED is an input argument if FACT = 'F'; otherwise, it is an * output argument. * * S (input or output) DOUBLE PRECISION array, dimension (N) * The scale factors for A. If EQUED = 'Y', A is multiplied on * the left and right by diag(S). S is an input argument if FACT = * 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED * = 'Y', each element of S must be positive. If S is output, each * element of S is a power of the radix. If S is input, each element * of S 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) COMPLEX*16 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 EQUED = 'Y', B is overwritten by diag(S)*B; * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (output) COMPLEX*16 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(S))*X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * RCOND (output) 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. * * RPVGRW (output) DOUBLE PRECISION * 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: d, e, tau, info, a = NumRu::Lapack.zhetd2( uplo, a, [:usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE ZHETD2( UPLO, N, A, LDA, D, E, TAU, INFO ) * Purpose * ======= * * ZHETD2 reduces a complex Hermitian matrix A to real symmetric * tridiagonal form T by a unitary similarity transformation: * Q' * A * Q = T. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the upper or lower triangular part of the * Hermitian matrix A is stored: * = 'U': Upper triangular * = 'L': Lower triangular * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX*16 array, dimension (LDA,N) * On entry, the Hermitian matrix A. If UPLO = 'U', the leading * n-by-n upper triangular part of A contains the upper * triangular part of the matrix A, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading n-by-n lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. * On exit, if UPLO = 'U', the diagonal and first superdiagonal * of A are overwritten by the corresponding elements of the * tridiagonal matrix T, and the elements above the first * superdiagonal, with the array TAU, represent the unitary * matrix Q as a product of elementary reflectors; if UPLO * = 'L', the diagonal and first subdiagonal of A are over- * written by the corresponding elements of the tridiagonal * matrix T, and the elements below the first subdiagonal, with * the array TAU, represent the unitary matrix Q as a product * of elementary reflectors. See Further Details. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * D (output) DOUBLE PRECISION array, dimension (N) * The diagonal elements of the tridiagonal matrix T: * D(i) = A(i,i). * * E (output) DOUBLE PRECISION array, dimension (N-1) * The off-diagonal elements of the tridiagonal matrix T: * E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'. * * TAU (output) COMPLEX*16 array, dimension (N-1) * The scalar factors of the elementary reflectors (see Further * Details). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value. * * Further Details * =============== * * If UPLO = 'U', the matrix Q is represented as a product of elementary * reflectors * * Q = H(n-1) . . . H(2) H(1). * * Each H(i) has the form * * H(i) = I - tau * v * v' * * where tau is a complex scalar, and v is a complex vector with * v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in * A(1:i-1,i+1), and tau in TAU(i). * * If UPLO = 'L', the matrix Q is represented as a product of elementary * reflectors * * Q = H(1) H(2) . . . H(n-1). * * Each H(i) has the form * * H(i) = I - tau * v * v' * * where tau is a complex scalar, and v is a complex vector with * v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i), * and tau in TAU(i). * * The contents of A on exit are illustrated by the following examples * with n = 5: * * if UPLO = 'U': if UPLO = 'L': * * ( d e v2 v3 v4 ) ( d ) * ( d e v3 v4 ) ( e d ) * ( d e v4 ) ( v1 e d ) * ( d e ) ( v1 v2 e d ) * ( d ) ( v1 v2 v3 e d ) * * where d and e denote diagonal and off-diagonal elements of T, and vi * denotes an element of the vector defining H(i). * * ===================================================================== *go to the page top

USAGE: ipiv, info, a = NumRu::Lapack.zhetf2( uplo, a, [:usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE ZHETF2( UPLO, N, A, LDA, IPIV, INFO ) * Purpose * ======= * * ZHETF2 computes the factorization of a complex Hermitian matrix A * using the Bunch-Kaufman diagonal pivoting method: * * A = U*D*U' or A = L*D*L' * * where U (or L) is a product of permutation and unit upper (lower) * triangular matrices, U' is the conjugate transpose of U, and D is * Hermitian and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. * * This is the unblocked version of the algorithm, calling Level 2 BLAS. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the upper or lower triangular part of the * Hermitian matrix A is stored: * = 'U': Upper triangular * = 'L': Lower triangular * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX*16 array, dimension (LDA,N) * On entry, the Hermitian matrix A. If UPLO = 'U', the leading * n-by-n upper triangular part of A contains the upper * triangular part of the matrix A, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading n-by-n lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. * * On exit, the block diagonal matrix D and the multipliers used * to obtain the factor U or L (see below for further details). * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * IPIV (output) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D. * If IPIV(k) > 0, then rows and columns k and IPIV(k) were * interchanged and D(k,k) is a 1-by-1 diagonal block. * If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and * columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) * is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) = * IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were * interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -k, the k-th argument had an illegal value * > 0: if INFO = k, D(k,k) is exactly zero. The factorization * has been completed, but the block diagonal matrix D is * exactly singular, and division by zero will occur if it * is used to solve a system of equations. * * Further Details * =============== * * 09-29-06 - patch from * Bobby Cheng, MathWorks * * Replace l.210 and l.393 * IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN * by * IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN * * 01-01-96 - Based on modifications by * J. Lewis, Boeing Computer Services Company * A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA * * If UPLO = 'U', then A = U*D*U', where * U = P(n)*U(n)* ... *P(k)U(k)* ..., * i.e., U is a product of terms P(k)*U(k), where k decreases from n to * 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 * and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as * defined by IPIV(k), and U(k) is a unit upper triangular matrix, such * that if the diagonal block D(k) is of order s (s = 1 or 2), then * * ( I v 0 ) k-s * U(k) = ( 0 I 0 ) s * ( 0 0 I ) n-k * k-s s n-k * * If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k). * If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k), * and A(k,k), and v overwrites A(1:k-2,k-1:k). * * If UPLO = 'L', then A = L*D*L', where * L = P(1)*L(1)* ... *P(k)*L(k)* ..., * i.e., L is a product of terms P(k)*L(k), where k increases from 1 to * n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 * and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as * defined by IPIV(k), and L(k) is a unit lower triangular matrix, such * that if the diagonal block D(k) is of order s (s = 1 or 2), then * * ( I 0 0 ) k-1 * L(k) = ( 0 I 0 ) s * ( 0 v I ) n-k-s+1 * k-1 s n-k-s+1 * * If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k). * If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k), * and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1). * * ===================================================================== *go to the page top

USAGE: d, e, tau, work, info, a = NumRu::Lapack.zhetrd( uplo, a, lwork, [:usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE ZHETRD( UPLO, N, A, LDA, D, E, TAU, WORK, LWORK, INFO ) * Purpose * ======= * * ZHETRD reduces a complex Hermitian matrix A to real symmetric * tridiagonal form T by a unitary similarity transformation: * Q**H * A * Q = T. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX*16 array, dimension (LDA,N) * On entry, the Hermitian matrix A. If UPLO = 'U', the leading * N-by-N upper triangular part of A contains the upper * triangular part of the matrix A, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading N-by-N lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. * On exit, if UPLO = 'U', the diagonal and first superdiagonal * of A are overwritten by the corresponding elements of the * tridiagonal matrix T, and the elements above the first * superdiagonal, with the array TAU, represent the unitary * matrix Q as a product of elementary reflectors; if UPLO * = 'L', the diagonal and first subdiagonal of A are over- * written by the corresponding elements of the tridiagonal * matrix T, and the elements below the first subdiagonal, with * the array TAU, represent the unitary matrix Q as a product * of elementary reflectors. See Further Details. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * D (output) DOUBLE PRECISION array, dimension (N) * The diagonal elements of the tridiagonal matrix T: * D(i) = A(i,i). * * E (output) DOUBLE PRECISION array, dimension (N-1) * The off-diagonal elements of the tridiagonal matrix T: * E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'. * * TAU (output) COMPLEX*16 array, dimension (N-1) * The scalar factors of the elementary reflectors (see Further * Details). * * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK)) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= 1. * 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 (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * Further Details * =============== * * If UPLO = 'U', the matrix Q is represented as a product of elementary * reflectors * * Q = H(n-1) . . . H(2) H(1). * * Each H(i) has the form * * H(i) = I - tau * v * v' * * where tau is a complex scalar, and v is a complex vector with * v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in * A(1:i-1,i+1), and tau in TAU(i). * * If UPLO = 'L', the matrix Q is represented as a product of elementary * reflectors * * Q = H(1) H(2) . . . H(n-1). * * Each H(i) has the form * * H(i) = I - tau * v * v' * * where tau is a complex scalar, and v is a complex vector with * v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i), * and tau in TAU(i). * * The contents of A on exit are illustrated by the following examples * with n = 5: * * if UPLO = 'U': if UPLO = 'L': * * ( d e v2 v3 v4 ) ( d ) * ( d e v3 v4 ) ( e d ) * ( d e v4 ) ( v1 e d ) * ( d e ) ( v1 v2 e d ) * ( d ) ( v1 v2 v3 e d ) * * where d and e denote diagonal and off-diagonal elements of T, and vi * denotes an element of the vector defining H(i). * * ===================================================================== *go to the page top

USAGE: ipiv, work, info, a = NumRu::Lapack.zhetrf( uplo, a, lwork, [:usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE ZHETRF( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO ) * Purpose * ======= * * ZHETRF computes the factorization of a complex Hermitian matrix A * using the Bunch-Kaufman diagonal pivoting method. The form of the * factorization is * * A = U*D*U**H or A = L*D*L**H * * where U (or L) is a product of permutation and unit upper (lower) * triangular matrices, and D is Hermitian and block diagonal with * 1-by-1 and 2-by-2 diagonal blocks. * * This is the blocked version of the algorithm, calling Level 3 BLAS. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX*16 array, dimension (LDA,N) * On entry, the Hermitian matrix A. If UPLO = 'U', the leading * N-by-N upper triangular part of A contains the upper * triangular part of the matrix A, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading N-by-N lower triangular part of A contains the lower * triangular part of the matrix A, and the strictly upper * triangular part of A is not referenced. * * On exit, the block diagonal matrix D and the multipliers used * to obtain the factor U or L (see below for further details). * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * IPIV (output) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D. * If IPIV(k) > 0, then rows and columns k and IPIV(k) were * interchanged and D(k,k) is a 1-by-1 diagonal block. * If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and * columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) * is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) = * IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were * interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. * * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK)) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The length of WORK. LWORK >=1. For best performance * LWORK >= N*NB, where NB is the block size returned by ILAENV. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, D(i,i) is exactly zero. The factorization * has been completed, but the block diagonal matrix D is * exactly singular, and division by zero will occur if it * is used to solve a system of equations. * * Further Details * =============== * * If UPLO = 'U', then A = U*D*U', where * U = P(n)*U(n)* ... *P(k)U(k)* ..., * i.e., U is a product of terms P(k)*U(k), where k decreases from n to * 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 * and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as * defined by IPIV(k), and U(k) is a unit upper triangular matrix, such * that if the diagonal block D(k) is of order s (s = 1 or 2), then * * ( I v 0 ) k-s * U(k) = ( 0 I 0 ) s * ( 0 0 I ) n-k * k-s s n-k * * If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k). * If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k), * and A(k,k), and v overwrites A(1:k-2,k-1:k). * * If UPLO = 'L', then A = L*D*L', where * L = P(1)*L(1)* ... *P(k)*L(k)* ..., * i.e., L is a product of terms P(k)*L(k), where k increases from 1 to * n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 * and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as * defined by IPIV(k), and L(k) is a unit lower triangular matrix, such * that if the diagonal block D(k) is of order s (s = 1 or 2), then * * ( I 0 0 ) k-1 * L(k) = ( 0 I 0 ) s * ( 0 v I ) n-k-s+1 * k-1 s n-k-s+1 * * If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k). * If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k), * and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1). * * ===================================================================== * * .. Local Scalars .. LOGICAL LQUERY, UPPER INTEGER IINFO, IWS, J, K, KB, LDWORK, LWKOPT, NB, NBMIN * .. * .. External Functions .. LOGICAL LSAME INTEGER ILAENV EXTERNAL LSAME, ILAENV * .. * .. External Subroutines .. EXTERNAL XERBLA, ZHETF2, ZLAHEF * .. * .. Intrinsic Functions .. INTRINSIC MAX * ..go to the page top

USAGE: info, a = NumRu::Lapack.zhetri( uplo, a, ipiv, [:usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE ZHETRI( UPLO, N, A, LDA, IPIV, WORK, INFO ) * Purpose * ======= * * ZHETRI computes the inverse of a complex Hermitian indefinite matrix * A using the factorization A = U*D*U**H or A = L*D*L**H computed by * ZHETRF. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the details of the factorization are stored * as an upper or lower triangular matrix. * = 'U': Upper triangular, form is A = U*D*U**H; * = 'L': Lower triangular, form is A = L*D*L**H. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) COMPLEX*16 array, dimension (LDA,N) * On entry, the block diagonal matrix D and the multipliers * used to obtain the factor U or L as computed by ZHETRF. * * On exit, if INFO = 0, the (Hermitian) inverse of the original * matrix. If UPLO = 'U', the upper triangular part of the * inverse is formed and the part of A below the diagonal is not * referenced; if UPLO = 'L' the lower triangular part of the * inverse is formed and the part of A above the diagonal is * not referenced. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * IPIV (input) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D * as determined by ZHETRF. * * WORK (workspace) COMPLEX*16 array, dimension (N) * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its * inverse could not be computed. * * ===================================================================== *go to the page top

USAGE: info, b = NumRu::Lapack.zhetrs( uplo, a, ipiv, b, [:usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE ZHETRS( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO ) * Purpose * ======= * * ZHETRS solves a system of linear equations A*X = B with a complex * Hermitian matrix A using the factorization A = U*D*U**H or * A = L*D*L**H computed by ZHETRF. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the details of the factorization are stored * as an upper or lower triangular matrix. * = 'U': Upper triangular, form is A = U*D*U**H; * = 'L': Lower triangular, form is A = L*D*L**H. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * A (input) COMPLEX*16 array, dimension (LDA,N) * The block diagonal matrix D and the multipliers used to * obtain the factor U or L as computed by ZHETRF. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * IPIV (input) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D * as determined by ZHETRF. * * B (input/output) COMPLEX*16 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

USAGE: info, b = NumRu::Lapack.zhetrs2( uplo, a, ipiv, b, [:usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE ZHETRS2( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, INFO ) * Purpose * ======= * * ZHETRS2 solves a system of linear equations A*X = B with a real * Hermitian matrix A using the factorization A = U*D*U**T or * A = L*D*L**T computed by ZSYTRF and converted by ZSYCONV. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the details of the factorization are stored * as an upper or lower triangular matrix. * = 'U': Upper triangular, form is A = U*D*U**H; * = 'L': Lower triangular, form is A = L*D*L**H. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * A (input) DOUBLE COMPLEX array, dimension (LDA,N) * The block diagonal matrix D and the multipliers used to * obtain the factor U or L as computed by ZHETRF. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * IPIV (input) INTEGER array, dimension (N) * Details of the interchanges and the block structure of D * as determined by ZHETRF. * * B (input/output) DOUBLE 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). * * WORK (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

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