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complex16GEauxiliary(3) LAPACK complex16GEauxiliary(3)

NAME

complex16GEauxiliary - complex16

SYNOPSIS

Functions


subroutine zgesc2 (N, A, LDA, RHS, IPIV, JPIV, SCALE)
ZGESC2 solves a system of linear equations using the LU factorization with complete pivoting computed by sgetc2. subroutine zgetc2 (N, A, LDA, IPIV, JPIV, INFO)
ZGETC2 computes the LU factorization with complete pivoting of the general n-by-n matrix. double precision function zlange (NORM, M, N, A, LDA, WORK)
ZLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value of any element of a general rectangular matrix. subroutine zlaqge (M, N, A, LDA, R, C, ROWCND, COLCND, AMAX, EQUED)
ZLAQGE scales a general rectangular matrix, using row and column scaling factors computed by sgeequ. subroutine ztgex2 (WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ, J1, INFO)
ZTGEX2 swaps adjacent diagonal blocks in an upper (quasi) triangular matrix pair by an unitary equivalence transformation.

Detailed Description

This is the group of complex16 auxiliary functions for GE matrices

Function Documentation

subroutine zgesc2 (integer N, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( * ) RHS, integer, dimension( * ) IPIV, integer, dimension( * ) JPIV, double precision SCALE)

ZGESC2 solves a system of linear equations using the LU factorization with complete pivoting computed by sgetc2.

Purpose:


ZGESC2 solves a system of linear equations
A * X = scale* RHS
with a general N-by-N matrix A using the LU factorization with
complete pivoting computed by ZGETC2.

Parameters

N


N is INTEGER
The number of columns of the matrix A.

A


A is COMPLEX*16 array, dimension (LDA, N)
On entry, the LU part of the factorization of the n-by-n
matrix A computed by ZGETC2: A = P * L * U * Q

LDA


LDA is INTEGER
The leading dimension of the array A. LDA >= max(1, N).

RHS


RHS is COMPLEX*16 array, dimension N.
On entry, the right hand side vector b.
On exit, the solution vector X.

IPIV


IPIV is INTEGER array, dimension (N).
The pivot indices; for 1 <= i <= N, row i of the
matrix has been interchanged with row IPIV(i).

JPIV


JPIV is INTEGER array, dimension (N).
The pivot indices; for 1 <= j <= N, column j of the
matrix has been interchanged with column JPIV(j).

SCALE


SCALE is DOUBLE PRECISION
On exit, SCALE contains the scale factor. SCALE is chosen
0 <= SCALE <= 1 to prevent overflow in the solution.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Contributors:

Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.

subroutine zgetc2 (integer N, complex*16, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, integer, dimension( * ) JPIV, integer INFO)

ZGETC2 computes the LU factorization with complete pivoting of the general n-by-n matrix.

Purpose:


ZGETC2 computes an LU factorization, using complete pivoting, of the
n-by-n matrix A. The factorization has the form A = P * L * U * Q,
where P and Q are permutation matrices, L is lower triangular with
unit diagonal elements and U is upper triangular.
This is a level 1 BLAS version of the algorithm.

Parameters

N


N is INTEGER
The order of the matrix A. N >= 0.

A


A is COMPLEX*16 array, dimension (LDA, N)
On entry, the n-by-n matrix to be factored.
On exit, the factors L and U from the factorization
A = P*L*U*Q; the unit diagonal elements of L are not stored.
If U(k, k) appears to be less than SMIN, U(k, k) is given the
value of SMIN, giving a nonsingular perturbed system.

LDA


LDA is INTEGER
The leading dimension of the array A. LDA >= max(1, N).

IPIV


IPIV is INTEGER array, dimension (N).
The pivot indices; for 1 <= i <= N, row i of the
matrix has been interchanged with row IPIV(i).

JPIV


JPIV is INTEGER array, dimension (N).
The pivot indices; for 1 <= j <= N, column j of the
matrix has been interchanged with column JPIV(j).

INFO


INFO is INTEGER
= 0: successful exit
> 0: if INFO = k, U(k, k) is likely to produce overflow if
one tries to solve for x in Ax = b. So U is perturbed
to avoid the overflow.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Contributors:

Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.

double precision function zlange (character NORM, integer M, integer N, complex*16, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) WORK)

ZLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value of any element of a general rectangular matrix.

Purpose:


ZLANGE returns the value of the one norm, or the Frobenius norm, or
the infinity norm, or the element of largest absolute value of a
complex matrix A.

Returns

ZLANGE


ZLANGE = ( max(abs(A(i,j))), NORM = 'M' or 'm'
(
( norm1(A), NORM = '1', 'O' or 'o'
(
( normI(A), NORM = 'I' or 'i'
(
( normF(A), NORM = 'F', 'f', 'E' or 'e'
where norm1 denotes the one norm of a matrix (maximum column sum),
normI denotes the infinity norm of a matrix (maximum row sum) and
normF denotes the Frobenius norm of a matrix (square root of sum of
squares). Note that max(abs(A(i,j))) is not a consistent matrix norm.

Parameters

NORM


NORM is CHARACTER*1
Specifies the value to be returned in ZLANGE as described
above.

M


M is INTEGER
The number of rows of the matrix A. M >= 0. When M = 0,
ZLANGE is set to zero.

N


N is INTEGER
The number of columns of the matrix A. N >= 0. When N = 0,
ZLANGE is set to zero.

A


A is COMPLEX*16 array, dimension (LDA,N)
The m by n matrix A.

LDA


LDA is INTEGER
The leading dimension of the array A. LDA >= max(M,1).

WORK


WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)),
where LWORK >= M when NORM = 'I'; otherwise, WORK is not
referenced.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

subroutine zlaqge (integer M, integer N, complex*16, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) R, double precision, dimension( * ) C, double precision ROWCND, double precision COLCND, double precision AMAX, character EQUED)

ZLAQGE scales a general rectangular matrix, using row and column scaling factors computed by sgeequ.

Purpose:


ZLAQGE equilibrates a general M by N matrix A using the row and
column scaling factors in the vectors R and C.

Parameters

M


M is INTEGER
The number of rows of the matrix A. M >= 0.

N


N is INTEGER
The number of columns of the matrix A. N >= 0.

A


A is COMPLEX*16 array, dimension (LDA,N)
On entry, the M by N matrix A.
On exit, the equilibrated matrix. See EQUED for the form of
the equilibrated matrix.

LDA


LDA is INTEGER
The leading dimension of the array A. LDA >= max(M,1).

R


R is DOUBLE PRECISION array, dimension (M)
The row scale factors for A.

C


C is DOUBLE PRECISION array, dimension (N)
The column scale factors for A.

ROWCND


ROWCND is DOUBLE PRECISION
Ratio of the smallest R(i) to the largest R(i).

COLCND


COLCND is DOUBLE PRECISION
Ratio of the smallest C(i) to the largest C(i).

AMAX


AMAX is DOUBLE PRECISION
Absolute value of largest matrix entry.

EQUED


EQUED is CHARACTER*1
Specifies the form of equilibration that was done.
= 'N': No equilibration
= 'R': Row equilibration, i.e., A has been premultiplied by
diag(R).
= 'C': Column equilibration, i.e., A has been postmultiplied
by diag(C).
= 'B': Both row and column equilibration, i.e., A has been
replaced by diag(R) * A * diag(C).

Internal Parameters:


THRESH is a threshold value used to decide if row or column scaling
should be done based on the ratio of the row or column scaling
factors. If ROWCND < THRESH, row scaling is done, and if
COLCND < THRESH, column scaling is done.
LARGE and SMALL are threshold values used to decide if row scaling
should be done based on the absolute size of the largest matrix
element. If AMAX > LARGE or AMAX < SMALL, row scaling is done.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

subroutine ztgex2 (logical WANTQ, logical WANTZ, integer N, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( ldb, * ) B, integer LDB, complex*16, dimension( ldq, * ) Q, integer LDQ, complex*16, dimension( ldz, * ) Z, integer LDZ, integer J1, integer INFO)

ZTGEX2 swaps adjacent diagonal blocks in an upper (quasi) triangular matrix pair by an unitary equivalence transformation.

Purpose:


ZTGEX2 swaps adjacent diagonal 1 by 1 blocks (A11,B11) and (A22,B22)
in an upper triangular matrix pair (A, B) by an unitary equivalence
transformation.
(A, B) must be in generalized Schur canonical form, that is, A and
B are both upper triangular.
Optionally, the matrices Q and Z of generalized Schur vectors are
updated.
Q(in) * A(in) * Z(in)**H = Q(out) * A(out) * Z(out)**H
Q(in) * B(in) * Z(in)**H = Q(out) * B(out) * Z(out)**H

Parameters

WANTQ


WANTQ is LOGICAL
.TRUE. : update the left transformation matrix Q;
.FALSE.: do not update Q.

WANTZ


WANTZ is LOGICAL
.TRUE. : update the right transformation matrix Z;
.FALSE.: do not update Z.

N


N is INTEGER
The order of the matrices A and B. N >= 0.

A


A is COMPLEX*16 array, dimensions (LDA,N)
On entry, the matrix A in the pair (A, B).
On exit, the updated matrix A.

LDA


LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).

B


B is COMPLEX*16 array, dimensions (LDB,N)
On entry, the matrix B in the pair (A, B).
On exit, the updated matrix B.

LDB


LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).

Q


Q is COMPLEX*16 array, dimension (LDQ,N)
If WANTQ = .TRUE, on entry, the unitary matrix Q. On exit,
the updated matrix Q.
Not referenced if WANTQ = .FALSE..

LDQ


LDQ is INTEGER
The leading dimension of the array Q. LDQ >= 1;
If WANTQ = .TRUE., LDQ >= N.

Z


Z is COMPLEX*16 array, dimension (LDZ,N)
If WANTZ = .TRUE, on entry, the unitary matrix Z. On exit,
the updated matrix Z.
Not referenced if WANTZ = .FALSE..

LDZ


LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1;
If WANTZ = .TRUE., LDZ >= N.

J1


J1 is INTEGER
The index to the first block (A11, B11).

INFO


INFO is INTEGER
=0: Successful exit.
=1: The transformed matrix pair (A, B) would be too far
from generalized Schur form; the problem is ill-
conditioned.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

In the current code both weak and strong stability tests are performed. The user can omit the strong stability test by changing the internal logical parameter WANDS to .FALSE.. See ref. [2] for details.

Contributors:

Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.

References:

[1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the Generalized Real Schur Form of a Regular Matrix Pair (A, B), in M.S. Moonen et al (eds), Linear Algebra for Large Scale and Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
[2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified Eigenvalues of a Regular Matrix Pair (A, B) and Condition Estimation: Theory, Algorithms and Software, Report UMINF-94.04, Department of Computing Science, Umea University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working Note 87. To appear in Numerical Algorithms, 1996.

Author

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