table of contents
| realSYcomputational(3) | LAPACK | realSYcomputational(3) |
NAME¶
realSYcomputational - real
SYNOPSIS¶
Functions¶
subroutine sla_syamv (UPLO, N, ALPHA, A, LDA, X, INCX,
BETA, Y, INCY)
SLA_SYAMV computes a matrix-vector product using a symmetric indefinite
matrix to calculate error bounds. real function sla_syrcond (UPLO, N,
A, LDA, AF, LDAF, IPIV, CMODE, C, INFO, WORK, IWORK)
SLA_SYRCOND estimates the Skeel condition number for a symmetric
indefinite matrix. subroutine sla_syrfsx_extended (PREC_TYPE, UPLO,
N, NRHS, A, LDA, AF, LDAF, IPIV, COLEQU, C, B, LDB, Y, LDY, BERR_OUT,
N_NORMS, ERR_BNDS_NORM, ERR_BNDS_COMP, RES, AYB, DY, Y_TAIL, RCOND, ITHRESH,
RTHRESH, DZ_UB, IGNORE_CWISE, INFO)
SLA_SYRFSX_EXTENDED improves the computed solution to a system of
linear equations for symmetric indefinite matrices by performing
extra-precise iterative refinement and provides error bounds and backward
error estimates for the solution. real function sla_syrpvgrw (UPLO,
N, INFO, A, LDA, AF, LDAF, IPIV, WORK)
SLA_SYRPVGRW computes the reciprocal pivot growth factor
norm(A)/norm(U) for a symmetric indefinite matrix. subroutine slasyf
(UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO)
SLASYF computes a partial factorization of a real symmetric matrix
using the Bunch-Kaufman diagonal pivoting method. subroutine
slasyf_aa (UPLO, J1, M, NB, A, LDA, IPIV, H, LDH, WORK)
SLASYF_AA subroutine slasyf_rook (UPLO, N, NB, KB, A, LDA, IPIV,
W, LDW, INFO)
SLASYF_ROOK computes a partial factorization of a real symmetric matrix
using the bounded Bunch-Kaufman ('rook') diagonal pivoting method.
subroutine ssycon (UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK, IWORK,
INFO)
SSYCON subroutine ssycon_rook (UPLO, N, A, LDA, IPIV, ANORM,
RCOND, WORK, IWORK, INFO)
SSYCON_ROOK subroutine ssyconv (UPLO, WAY, N, A, LDA, IPIV, E,
INFO)
SSYCONV subroutine ssyequb (UPLO, N, A, LDA, S, SCOND, AMAX,
WORK, INFO)
SSYEQUB subroutine ssygs2 (ITYPE, UPLO, N, A, LDA, B, LDB, INFO)
SSYGS2 reduces a symmetric definite generalized eigenproblem to
standard form, using the factorization results obtained from spotrf
(unblocked algorithm). subroutine ssygst (ITYPE, UPLO, N, A, LDA, B,
LDB, INFO)
SSYGST subroutine ssyrfs (UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV,
B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO)
SSYRFS subroutine ssyrfsx (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, IWORK, INFO)
SSYRFSX subroutine ssytd2 (UPLO, N, A, LDA, D, E, TAU, INFO)
SSYTD2 reduces a symmetric matrix to real symmetric tridiagonal form by
an orthogonal similarity transformation (unblocked algorithm). subroutine
ssytf2 (UPLO, N, A, LDA, IPIV, INFO)
SSYTF2 computes the factorization of a real symmetric indefinite
matrix, using the diagonal pivoting method (unblocked algorithm). subroutine
ssytf2_rook (UPLO, N, A, LDA, IPIV, INFO)
SSYTF2_ROOK computes the factorization of a real symmetric indefinite
matrix using the bounded Bunch-Kaufman ('rook') diagonal pivoting method
(unblocked algorithm). subroutine ssytrd (UPLO, N, A, LDA, D, E, TAU,
WORK, LWORK, INFO)
SSYTRD subroutine ssytrd_2stage (VECT, UPLO, N, A, LDA, D, E,
TAU, HOUS2, LHOUS2, WORK, LWORK, INFO)
SSYTRD_2STAGE subroutine ssytrd_sy2sb (UPLO, N, KD, A, LDA, AB,
LDAB, TAU, WORK, LWORK, INFO)
SSYTRD_SY2SB subroutine ssytrf (UPLO, N, A, LDA, IPIV, WORK,
LWORK, INFO)
SSYTRF subroutine ssytrf_aa (UPLO, N, A, LDA, IPIV, WORK, LWORK,
INFO)
SSYTRF_AA subroutine ssytrf_aa_2stage (UPLO, N, A, LDA, TB, LTB,
IPIV, IPIV2, WORK, LWORK, INFO)
SSYTRF_AA_2STAGE subroutine ssytrf_rook (UPLO, N, A, LDA, IPIV,
WORK, LWORK, INFO)
SSYTRF_ROOK subroutine ssytri (UPLO, N, A, LDA, IPIV, WORK,
INFO)
SSYTRI subroutine ssytri2 (UPLO, N, A, LDA, IPIV, WORK, LWORK,
INFO)
SSYTRI2 subroutine ssytri2x (UPLO, N, A, LDA, IPIV, WORK, NB,
INFO)
SSYTRI2X subroutine ssytri_rook (UPLO, N, A, LDA, IPIV, WORK,
INFO)
SSYTRI_ROOK subroutine ssytrs (UPLO, N, NRHS, A, LDA, IPIV, B,
LDB, INFO)
SSYTRS subroutine ssytrs2 (UPLO, N, NRHS, A, LDA, IPIV, B, LDB,
WORK, INFO)
SSYTRS2 subroutine ssytrs_aa (UPLO, N, NRHS, A, LDA, IPIV, B,
LDB, WORK, LWORK, INFO)
SSYTRS_AA subroutine ssytrs_aa_2stage (UPLO, N, NRHS, A, LDA,
TB, LTB, IPIV, IPIV2, B, LDB, INFO)
SSYTRS_AA_2STAGE subroutine ssytrs_rook (UPLO, N, NRHS, A, LDA,
IPIV, B, LDB, INFO)
SSYTRS_ROOK subroutine stgsyl (TRANS, IJOB, M, N, A, LDA, B,
LDB, C, LDC, D, LDD, E, LDE, F, LDF, SCALE, DIF, WORK, LWORK, IWORK, INFO)
STGSYL subroutine strsyl (TRANA, TRANB, ISGN, M, N, A, LDA, B,
LDB, C, LDC, SCALE, INFO)
STRSYL
Detailed Description¶
This is the group of real computational functions for SY matrices
Function Documentation¶
subroutine sla_syamv (integer UPLO, integer N, real ALPHA, real, dimension( lda, * ) A, integer LDA, real, dimension( * ) X, integer INCX, real BETA, real, dimension( * ) Y, integer INCY)¶
SLA_SYAMV computes a matrix-vector product using a symmetric indefinite matrix to calculate error bounds.
Purpose:
SLA_SYAMV performs the matrix-vector operation
y := alpha*abs(A)*abs(x) + beta*abs(y),
where alpha and beta are scalars, x and y are vectors and A is an
n by n symmetric matrix.
This function is primarily used in calculating error bounds.
To protect against underflow during evaluation, components in
the resulting vector are perturbed away from zero by (N+1)
times the underflow threshold. To prevent unnecessarily large
errors for block-structure embedded in general matrices,
'symbolically' zero components are not perturbed. A zero
entry is considered 'symbolic' if all multiplications involved
in computing that entry have at least one zero multiplicand.
Parameters
UPLO
UPLO is INTEGER
On entry, UPLO specifies whether the upper or lower
triangular part of the array A is to be referenced as
follows:
UPLO = BLAS_UPPER Only the upper triangular part of A
is to be referenced.
UPLO = BLAS_LOWER Only the lower triangular part of A
is to be referenced.
Unchanged on exit.
N
N is INTEGER
On entry, N specifies the number of columns of the matrix A.
N must be at least zero.
Unchanged on exit.
ALPHA
ALPHA is REAL .
On entry, ALPHA specifies the scalar alpha.
Unchanged on exit.
A
A is REAL array, dimension ( LDA, n ).
Before entry, the leading m by n part of the array A must
contain the matrix of coefficients.
Unchanged on exit.
LDA
LDA is INTEGER
On entry, LDA specifies the first dimension of A as declared
in the calling (sub) program. LDA must be at least
max( 1, n ).
Unchanged on exit.
X
X is REAL array, dimension
( 1 + ( n - 1 )*abs( INCX ) )
Before entry, the incremented array X must contain the
vector x.
Unchanged on exit.
INCX
INCX is INTEGER
On entry, INCX specifies the increment for the elements of
X. INCX must not be zero.
Unchanged on exit.
BETA
BETA is REAL .
On entry, BETA specifies the scalar beta. When BETA is
supplied as zero then Y need not be set on input.
Unchanged on exit.
Y
Y is REAL array, dimension
( 1 + ( n - 1 )*abs( INCY ) )
Before entry with BETA non-zero, the incremented array Y
must contain the vector y. On exit, Y is overwritten by the
updated vector y.
INCY
INCY is INTEGER
On entry, INCY specifies the increment for the elements of
Y. INCY must not be zero.
Unchanged on exit.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
Level 2 Blas routine.
-- Written on 22-October-1986.
Jack Dongarra, Argonne National Lab.
Jeremy Du Croz, Nag Central Office.
Sven Hammarling, Nag Central Office.
Richard Hanson, Sandia National Labs.
-- Modified for the absolute-value product, April 2006
Jason Riedy, UC Berkeley
real function sla_syrcond (character UPLO, integer N, real, dimension( lda, * ) A, integer LDA, real, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, integer CMODE, real, dimension( * ) C, integer INFO, real, dimension( * ) WORK, integer, dimension( * ) IWORK)¶
SLA_SYRCOND estimates the Skeel condition number for a symmetric indefinite matrix.
Purpose:
SLA_SYRCOND estimates the Skeel condition number of op(A) * op2(C)
where op2 is determined by CMODE as follows
CMODE = 1 op2(C) = C
CMODE = 0 op2(C) = I
CMODE = -1 op2(C) = inv(C)
The Skeel condition number cond(A) = norminf( |inv(A)||A| )
is computed by computing scaling factors R such that
diag(R)*A*op2(C) is row equilibrated and computing the standard
infinity-norm condition number.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The number of linear equations, i.e., the order of the
matrix A. N >= 0.
A
A is REAL array, dimension (LDA,N)
On entry, the N-by-N matrix A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
AF
AF is REAL array, dimension (LDAF,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by SSYTRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by SSYTRF.
CMODE
CMODE is INTEGER
Determines op2(C) in the formula op(A) * op2(C) as follows:
CMODE = 1 op2(C) = C
CMODE = 0 op2(C) = I
CMODE = -1 op2(C) = inv(C)
C
C is REAL array, dimension (N)
The vector C in the formula op(A) * op2(C).
INFO
INFO is INTEGER
= 0: Successful exit.
i > 0: The ith argument is invalid.
WORK
WORK is REAL array, dimension (3*N).
Workspace.
IWORK
IWORK is INTEGER array, dimension (N).
Workspace.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine sla_syrfsx_extended (integer PREC_TYPE, character UPLO, integer N, integer NRHS, real, dimension( lda, * ) A, integer LDA, real, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, logical COLEQU, real, dimension( * ) C, real, dimension( ldb, * ) B, integer LDB, real, dimension( ldy, * ) Y, integer LDY, real, dimension( * ) BERR_OUT, integer N_NORMS, real, dimension( nrhs, * ) ERR_BNDS_NORM, real, dimension( nrhs, * ) ERR_BNDS_COMP, real, dimension( * ) RES, real, dimension( * ) AYB, real, dimension( * ) DY, real, dimension( * ) Y_TAIL, real RCOND, integer ITHRESH, real RTHRESH, real DZ_UB, logical IGNORE_CWISE, integer INFO)¶
SLA_SYRFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric indefinite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.
Purpose:
SLA_SYRFSX_EXTENDED improves the computed solution to a system of
linear equations by performing extra-precise iterative refinement
and provides error bounds and backward error estimates for the solution.
This subroutine is called by SSYRFSX to perform iterative refinement.
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. Note that this
subroutine is only responsible for setting the second fields of
ERR_BNDS_NORM and ERR_BNDS_COMP.
Parameters
PREC_TYPE
PREC_TYPE is INTEGER
Specifies the intermediate precision to be used in refinement.
The value is defined by ILAPREC(P) where P is a CHARACTER and P
= 'S': Single
= 'D': Double
= 'I': Indigenous
= 'X' or 'E': Extra
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The number of linear equations, i.e., the order of the
matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right-hand-sides, i.e., the number of columns of the
matrix B.
A
A is REAL array, dimension (LDA,N)
On entry, the N-by-N matrix A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
AF
AF is REAL array, dimension (LDAF,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by SSYTRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by SSYTRF.
COLEQU
COLEQU is LOGICAL
If .TRUE. then column equilibration was done to A before calling
this routine. This is needed to compute the solution and error
bounds correctly.
C
C is REAL array, dimension (N)
The column scale factors for A. If COLEQU = .FALSE., C
is not accessed. If C is input, each element of C should be a power
of the radix to ensure a reliable solution and error estimates.
Scaling by powers of the radix does not cause rounding errors unless
the result underflows or overflows. Rounding errors during scaling
lead to refining with a matrix that is not equivalent to the
input matrix, producing error estimates that may not be
reliable.
B
B is REAL array, dimension (LDB,NRHS)
The right-hand-side matrix B.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
Y
Y is REAL array, dimension (LDY,NRHS)
On entry, the solution matrix X, as computed by SSYTRS.
On exit, the improved solution matrix Y.
LDY
LDY is INTEGER
The leading dimension of the array Y. LDY >= max(1,N).
BERR_OUT
BERR_OUT is REAL array, dimension (NRHS)
On exit, BERR_OUT(j) contains the componentwise relative backward
error for right-hand-side j from the formula
max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
where abs(Z) is the componentwise absolute value of the matrix
or vector Z. This is computed by SLA_LIN_BERR.
N_NORMS
N_NORMS is INTEGER
Determines which error bounds to return (see ERR_BNDS_NORM
and ERR_BNDS_COMP).
If N_NORMS >= 1 return normwise error bounds.
If N_NORMS >= 2 return componentwise error bounds.
ERR_BNDS_NORM
ERR_BNDS_NORM is REAL array, dimension (NRHS, N_ERR_BNDS)
For each right-hand side, this array contains information about
various error bounds and condition numbers corresponding to the
normwise relative error, which is defined as follows:
Normwise relative error in the ith solution vector:
max_j (abs(XTRUE(j,i) - X(j,i)))
------------------------------
max_j abs(X(j,i))
The array is indexed by the type of error information as described
below. There currently are up to three pieces of information
returned.
The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
right-hand side.
The second index in ERR_BNDS_NORM(:,err) contains the following
three fields:
err = 1 'Trust/don't trust' boolean. Trust the answer if the
reciprocal condition number is less than the threshold
sqrt(n) * slamch('Epsilon').
err = 2 'Guaranteed' error bound: The estimated forward error,
almost certainly within a factor of 10 of the true error
so long as the next entry is greater than the threshold
sqrt(n) * slamch('Epsilon'). This error bound should only
be trusted if the previous boolean is true.
err = 3 Reciprocal condition number: Estimated normwise
reciprocal condition number. Compared with the threshold
sqrt(n) * slamch('Epsilon') to determine if the error
estimate is 'guaranteed'. These reciprocal condition
numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
appropriately scaled matrix Z.
Let Z = S*A, where S scales each row by a power of the
radix so all absolute row sums of Z are approximately 1.
This subroutine is only responsible for setting the second field
above.
See Lapack Working Note 165 for further details and extra
cautions.
ERR_BNDS_COMP
ERR_BNDS_COMP is REAL array, dimension (NRHS, N_ERR_BNDS)
For each right-hand side, this array contains information about
various error bounds and condition numbers corresponding to the
componentwise relative error, which is defined as follows:
Componentwise relative error in the ith solution vector:
abs(XTRUE(j,i) - X(j,i))
max_j ----------------------
abs(X(j,i))
The array is indexed by the right-hand side i (on which the
componentwise relative error depends), and the type of error
information as described below. There currently are up to three
pieces of information returned for each right-hand side. If
componentwise accuracy is not requested (PARAMS(3) = 0.0), then
ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most
the first (:,N_ERR_BNDS) entries are returned.
The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
right-hand side.
The second index in ERR_BNDS_COMP(:,err) contains the following
three fields:
err = 1 'Trust/don't trust' boolean. Trust the answer if the
reciprocal condition number is less than the threshold
sqrt(n) * slamch('Epsilon').
err = 2 'Guaranteed' error bound: The estimated forward error,
almost certainly within a factor of 10 of the true error
so long as the next entry is greater than the threshold
sqrt(n) * slamch('Epsilon'). This error bound should only
be trusted if the previous boolean is true.
err = 3 Reciprocal condition number: Estimated componentwise
reciprocal condition number. Compared with the threshold
sqrt(n) * slamch('Epsilon') to determine if the error
estimate is 'guaranteed'. These reciprocal condition
numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
appropriately scaled matrix Z.
Let Z = S*(A*diag(x)), where x is the solution for the
current right-hand side and S scales each row of
A*diag(x) by a power of the radix so all absolute row
sums of Z are approximately 1.
This subroutine is only responsible for setting the second field
above.
See Lapack Working Note 165 for further details and extra
cautions.
RES
RES is REAL array, dimension (N)
Workspace to hold the intermediate residual.
AYB
AYB is REAL array, dimension (N)
Workspace. This can be the same workspace passed for Y_TAIL.
DY
DY is REAL array, dimension (N)
Workspace to hold the intermediate solution.
Y_TAIL
Y_TAIL is REAL array, dimension (N)
Workspace to hold the trailing bits of the intermediate solution.
RCOND
RCOND is REAL
Reciprocal scaled condition number. This is an estimate of the
reciprocal Skeel condition number of the matrix A after
equilibration (if done). If this is less than the machine
precision (in particular, if it is zero), the matrix is singular
to working precision. Note that the error may still be small even
if this number is very small and the matrix appears ill-
conditioned.
ITHRESH
ITHRESH is INTEGER
The maximum number of residual computations allowed for
refinement. The default is 10. For 'aggressive' set to 100 to
permit convergence using approximate factorizations or
factorizations other than LU. If the factorization uses a
technique other than Gaussian elimination, the guarantees in
ERR_BNDS_NORM and ERR_BNDS_COMP may no longer be trustworthy.
RTHRESH
RTHRESH is REAL
Determines when to stop refinement if the error estimate stops
decreasing. Refinement will stop when the next solution no longer
satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
default value is 0.5. For 'aggressive' set to 0.9 to permit
convergence on extremely ill-conditioned matrices. See LAWN 165
for more details.
DZ_UB
DZ_UB is REAL
Determines when to start considering componentwise convergence.
Componentwise convergence is only considered after each component
of the solution Y is stable, which we define as the relative
change in each component being less than DZ_UB. The default value
is 0.25, requiring the first bit to be stable. See LAWN 165 for
more details.
IGNORE_CWISE
IGNORE_CWISE is LOGICAL
If .TRUE. then ignore componentwise convergence. Default value
is .FALSE..
INFO
INFO is INTEGER
= 0: Successful exit.
< 0: if INFO = -i, the ith argument to SLA_SYRFSX_EXTENDED had an illegal
value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
real function sla_syrpvgrw (character*1 UPLO, integer N, integer INFO, real, dimension( lda, * ) A, integer LDA, real, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, real, dimension( * ) WORK)¶
SLA_SYRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric indefinite matrix.
Purpose:
SLA_SYRPVGRW computes the reciprocal pivot growth factor
norm(A)/norm(U). The 'max absolute element' norm is used. If this is
much less than 1, the stability of the LU factorization of the
(equilibrated) matrix A could be poor. This also means that the
solution X, estimated condition numbers, and error bounds could be
unreliable.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The number of linear equations, i.e., the order of the
matrix A. N >= 0.
INFO
INFO is INTEGER
The value of INFO returned from SSYTRF, .i.e., the pivot in
column INFO is exactly 0.
A
A is REAL array, dimension (LDA,N)
On entry, the N-by-N matrix A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
AF
AF is REAL array, dimension (LDAF,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by SSYTRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by SSYTRF.
WORK
WORK is REAL array, dimension (2*N)
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine slasyf (character UPLO, integer N, integer NB, integer KB, real, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, real, dimension( ldw, * ) W, integer LDW, integer INFO)¶
SLASYF computes a partial factorization of a real symmetric matrix using the Bunch-Kaufman diagonal pivoting method.
Purpose:
SLASYF computes a partial factorization of a real symmetric matrix A
using the Bunch-Kaufman diagonal pivoting method. The partial
factorization has the form:
A = ( I U12 ) ( A11 0 ) ( I 0 ) if UPLO = 'U', or:
( 0 U22 ) ( 0 D ) ( U12**T U22**T )
A = ( L11 0 ) ( D 0 ) ( L11**T L21**T ) if UPLO = 'L'
( L21 I ) ( 0 A22 ) ( 0 I )
where the order of D is at most NB. The actual order is returned in
the argument KB, and is either NB or NB-1, or N if N <= NB.
SLASYF is an auxiliary routine called by SSYTRF. It uses blocked code
(calling Level 3 BLAS) to update the submatrix A11 (if UPLO = 'U') or
A22 (if UPLO = 'L').
Parameters
UPLO
UPLO is CHARACTER*1
Specifies whether the upper or lower triangular part of the
symmetric matrix A is stored:
= 'U': Upper triangular
= 'L': Lower triangular
N
N is INTEGER
The order of the matrix A. N >= 0.
NB
NB is INTEGER
The maximum number of columns of the matrix A that should be
factored. NB should be at least 2 to allow for 2-by-2 pivot
blocks.
KB
KB is INTEGER
The number of columns of A that were actually factored.
KB is either NB-1 or NB, or N if N <= NB.
A
A is REAL array, dimension (LDA,N)
On entry, 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, A contains details of the partial factorization.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D.
If UPLO = 'U':
Only the last KB elements of IPIV are set.
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 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':
Only the first KB elements of IPIV are set.
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 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.
W
W is REAL array, dimension (LDW,NB)
LDW
LDW is INTEGER
The leading dimension of the array W. LDW >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
> 0: if INFO = k, D(k,k) is exactly zero. The factorization
has been completed, but the block diagonal matrix D is
exactly singular.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
November 2013, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
subroutine slasyf_aa (character UPLO, integer J1, integer M, integer NB, real, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, real, dimension( ldh, * ) H, integer LDH, real, dimension( * ) WORK)¶
SLASYF_AA
Purpose:
DLATRF_AA factorizes a panel of a real symmetric matrix A using
the Aasen's algorithm. The panel consists of a set of NB rows of A
when UPLO is U, or a set of NB columns when UPLO is L.
In order to factorize the panel, the Aasen's algorithm requires the
last row, or column, of the previous panel. The first row, or column,
of A is set to be the first row, or column, of an identity matrix,
which is used to factorize the first panel.
The resulting J-th row of U, or J-th column of L, is stored in the
(J-1)-th row, or column, of A (without the unit diagonals), while
the diagonal and subdiagonal of A are overwritten by those of T.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
J1
J1 is INTEGER
The location of the first row, or column, of the panel
within the submatrix of A, passed to this routine, e.g.,
when called by SSYTRF_AA, for the first panel, J1 is 1,
while for the remaining panels, J1 is 2.
M
M is INTEGER
The dimension of the submatrix. M >= 0.
NB
NB is INTEGER
The dimension of the panel to be facotorized.
A
A is REAL array, dimension (LDA,M) for
the first panel, while dimension (LDA,M+1) for the
remaining panels.
On entry, A contains the last row, or column, of
the previous panel, and the trailing submatrix of A
to be factorized, except for the first panel, only
the panel is passed.
On exit, the leading panel is factorized.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,M).
IPIV
IPIV is INTEGER array, dimension (M)
Details of the row and column interchanges,
the row and column k were interchanged with the row and
column IPIV(k).
H
H is REAL workspace, dimension (LDH,NB).
LDH
LDH is INTEGER
The leading dimension of the workspace H. LDH >= max(1,M).
WORK
WORK is REAL workspace, dimension (M).
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine slasyf_rook (character UPLO, integer N, integer NB, integer KB, real, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, real, dimension( ldw, * ) W, integer LDW, integer INFO)¶
SLASYF_ROOK computes a partial factorization of a real symmetric matrix using the bounded Bunch-Kaufman ('rook') diagonal pivoting method.
Purpose:
SLASYF_ROOK computes a partial factorization of a real symmetric
matrix A using the bounded Bunch-Kaufman ('rook') diagonal
pivoting method. The partial factorization has the form:
A = ( I U12 ) ( A11 0 ) ( I 0 ) if UPLO = 'U', or:
( 0 U22 ) ( 0 D ) ( U12**T U22**T )
A = ( L11 0 ) ( D 0 ) ( L11**T L21**T ) if UPLO = 'L'
( L21 I ) ( 0 A22 ) ( 0 I )
where the order of D is at most NB. The actual order is returned in
the argument KB, and is either NB or NB-1, or N if N <= NB.
SLASYF_ROOK is an auxiliary routine called by SSYTRF_ROOK. It uses
blocked code (calling Level 3 BLAS) to update the submatrix
A11 (if UPLO = 'U') or A22 (if UPLO = 'L').
Parameters
UPLO
UPLO is CHARACTER*1
Specifies whether the upper or lower triangular part of the
symmetric matrix A is stored:
= 'U': Upper triangular
= 'L': Lower triangular
N
N is INTEGER
The order of the matrix A. N >= 0.
NB
NB is INTEGER
The maximum number of columns of the matrix A that should be
factored. NB should be at least 2 to allow for 2-by-2 pivot
blocks.
KB
KB is INTEGER
The number of columns of A that were actually factored.
KB is either NB-1 or NB, or N if N <= NB.
A
A is REAL array, dimension (LDA,N)
On entry, 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, A contains details of the partial factorization.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D.
If UPLO = 'U':
Only the last KB elements of IPIV are set.
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 IPIV(k) < 0 and IPIV(k-1) < 0, then rows and
columns k and -IPIV(k) were interchanged and rows and
columns k-1 and -IPIV(k-1) were inerchaged,
D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
If UPLO = 'L':
Only the first KB elements of IPIV are set.
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 IPIV(k) < 0 and IPIV(k+1) < 0, then rows and
columns k and -IPIV(k) were interchanged and rows and
columns k+1 and -IPIV(k+1) were inerchaged,
D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
W
W is REAL array, dimension (LDW,NB)
LDW
LDW is INTEGER
The leading dimension of the array W. LDW >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
> 0: if INFO = k, D(k,k) is exactly zero. The factorization
has been completed, but the block diagonal matrix D is
exactly singular.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
November 2013, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
School of Mathematics,
University of Manchester
subroutine ssycon (character UPLO, integer N, real, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, real ANORM, real RCOND, real, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)¶
SSYCON
Purpose:
SSYCON estimates the reciprocal of the condition number (in the
1-norm) of a real symmetric matrix A using the factorization
A = U*D*U**T or A = L*D*L**T computed by SSYTRF.
An estimate is obtained for norm(inv(A)), and the reciprocal of the
condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
Parameters
UPLO
UPLO is 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**T;
= 'L': Lower triangular, form is A = L*D*L**T.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is REAL array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by SSYTRF.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by SSYTRF.
ANORM
ANORM is REAL
The 1-norm of the original matrix A.
RCOND
RCOND is REAL
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
WORK is REAL array, dimension (2*N)
IWORK
IWORK is INTEGER array, dimension (N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ssycon_rook (character UPLO, integer N, real, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, real ANORM, real RCOND, real, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)¶
SSYCON_ROOK
Purpose:
SSYCON_ROOK estimates the reciprocal of the condition number (in the
1-norm) of a real symmetric matrix A using the factorization
A = U*D*U**T or A = L*D*L**T computed by SSYTRF_ROOK.
An estimate is obtained for norm(inv(A)), and the reciprocal of the
condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
Parameters
UPLO
UPLO is 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**T;
= 'L': Lower triangular, form is A = L*D*L**T.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is REAL array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by SSYTRF_ROOK.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by SSYTRF_ROOK.
ANORM
ANORM is REAL
The 1-norm of the original matrix A.
RCOND
RCOND is REAL
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
WORK is REAL array, dimension (2*N)
IWORK
IWORK is INTEGER array, dimension (N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
December 2016, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
School of Mathematics,
University of Manchester
subroutine ssyconv (character UPLO, character WAY, integer N, real, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, real, dimension( * ) E, integer INFO)¶
SSYCONV
Purpose:
SSYCONV convert A given by TRF into L and D and vice-versa.
Get Non-diag elements of D (returned in workspace) and
apply or reverse permutation done in TRF.
Parameters
UPLO
UPLO is 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**T;
= 'L': Lower triangular, form is A = L*D*L**T.
WAY
WAY is CHARACTER*1
= 'C': Convert
= 'R': Revert
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is REAL array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by SSYTRF.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by SSYTRF.
E
E is REAL array, dimension (N)
E stores the supdiagonal/subdiagonal of the symmetric 1-by-1
or 2-by-2 block diagonal matrix D in LDLT.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ssyequb (character UPLO, integer N, real, dimension( lda, * ) A, integer LDA, real, dimension( * ) S, real SCOND, real AMAX, real, dimension( * ) WORK, integer INFO)¶
SSYEQUB
Purpose:
SSYEQUB computes row and column scalings intended to equilibrate a
symmetric matrix A (with respect to the Euclidean norm) and reduce
its condition number. The scale factors S are computed by the BIN
algorithm (see references) so that the scaled matrix B with elements
B(i,j) = S(i)*A(i,j)*S(j) has a condition number within a factor N of
the smallest possible condition number over all possible diagonal
scalings.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is REAL array, dimension (LDA,N)
The N-by-N symmetric matrix whose scaling factors are to be
computed.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
S
S is REAL array, dimension (N)
If INFO = 0, S contains the scale factors for A.
SCOND
SCOND is REAL
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
AMAX is REAL
Largest absolute value of any matrix element. If AMAX is
very close to overflow or very close to underflow, the
matrix should be scaled.
WORK
WORK is REAL array, dimension (2*N)
INFO
INFO is 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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
References:
Livne, O.E. and Golub, G.H., 'Scaling by
Binormalization',
Numerical Algorithms, vol. 35, no. 1, pp. 97-120, January 2004.
DOI 10.1023/B:NUMA.0000016606.32820.69
Tech report version: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.3.1679
Numerical Algorithms, vol. 35, no. 1, pp. 97-120, January 2004.
DOI 10.1023/B:NUMA.0000016606.32820.69
Tech report version: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.3.1679
subroutine ssygs2 (integer ITYPE, character UPLO, integer N, real, dimension( lda, * ) A, integer LDA, real, dimension( ldb, * ) B, integer LDB, integer INFO)¶
SSYGS2 reduces a symmetric definite generalized eigenproblem to standard form, using the factorization results obtained from spotrf (unblocked algorithm).
Purpose:
SSYGS2 reduces a real symmetric-definite generalized eigenproblem
to standard form.
If ITYPE = 1, the problem is A*x = lambda*B*x,
and A is overwritten by inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T)
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**T or L**T *A*L.
B must have been previously factorized as U**T *U or L*L**T by SPOTRF.
Parameters
ITYPE
ITYPE is INTEGER
= 1: compute inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T);
= 2 or 3: compute U*A*U**T or L**T *A*L.
UPLO
UPLO is CHARACTER*1
Specifies whether the upper or lower triangular part of the
symmetric matrix A is stored, and how B has been factorized.
= 'U': Upper triangular
= 'L': Lower triangular
N
N is INTEGER
The order of the matrices A and B. N >= 0.
A
A is REAL array, dimension (LDA,N)
On entry, 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 INFO = 0, the transformed matrix, stored in the
same format as A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B
B is REAL array, dimension (LDB,N)
The triangular factor from the Cholesky factorization of B,
as returned by SPOTRF.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ssygst (integer ITYPE, character UPLO, integer N, real, dimension( lda, * ) A, integer LDA, real, dimension( ldb, * ) B, integer LDB, integer INFO)¶
SSYGST
Purpose:
SSYGST reduces a real symmetric-definite generalized eigenproblem
to standard form.
If ITYPE = 1, the problem is A*x = lambda*B*x,
and A is overwritten by inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T)
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**T or L**T*A*L.
B must have been previously factorized as U**T*U or L*L**T by SPOTRF.
Parameters
ITYPE
ITYPE is INTEGER
= 1: compute inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T);
= 2 or 3: compute U*A*U**T or L**T*A*L.
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored and B is factored as
U**T*U;
= 'L': Lower triangle of A is stored and B is factored as
L*L**T.
N
N is INTEGER
The order of the matrices A and B. N >= 0.
A
A is REAL array, dimension (LDA,N)
On entry, 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 INFO = 0, the transformed matrix, stored in the
same format as A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B
B is REAL array, dimension (LDB,N)
The triangular factor from the Cholesky factorization of B,
as returned by SPOTRF.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ssyrfs (character UPLO, integer N, integer NRHS, real, dimension( lda, * ) A, integer LDA, real, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, real, dimension( ldb, * ) B, integer LDB, real, dimension( ldx, * ) X, integer LDX, real, dimension( * ) FERR, real, dimension( * ) BERR, real, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)¶
SSYRFS
Purpose:
SSYRFS improves the computed solution to a system of linear
equations when the coefficient matrix is symmetric indefinite, and
provides error bounds and backward error estimates for the solution.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrices B and X. NRHS >= 0.
A
A is REAL 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
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
AF
AF is REAL 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 SSYTRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by SSYTRF.
B
B is REAL array, dimension (LDB,NRHS)
The right hand side matrix B.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
X
X is REAL array, dimension (LDX,NRHS)
On entry, the solution matrix X, as computed by SSYTRS.
On exit, the improved solution matrix X.
LDX
LDX is INTEGER
The leading dimension of the array X. LDX >= max(1,N).
FERR
FERR is REAL array, dimension (NRHS)
The estimated forward error bound for each solution vector
X(j) (the j-th column of the solution matrix X).
If XTRUE is the true solution corresponding to X(j), FERR(j)
is an estimated upper bound for the magnitude of the largest
element in (X(j) - XTRUE) divided by the magnitude of the
largest element in X(j). The estimate is as reliable as
the estimate for RCOND, and is almost always a slight
overestimate of the true error.
BERR
BERR is REAL array, dimension (NRHS)
The componentwise relative backward error of each solution
vector X(j) (i.e., the smallest relative change in
any element of A or B that makes X(j) an exact solution).
WORK
WORK is REAL array, dimension (3*N)
IWORK
IWORK is INTEGER array, dimension (N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Internal Parameters:
ITMAX is the maximum number of steps of iterative refinement.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ssyrfsx (character UPLO, character EQUED, integer N, integer NRHS, real, dimension( lda, * ) A, integer LDA, real, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, real, dimension( * ) S, real, dimension( ldb, * ) B, integer LDB, real, dimension( ldx, * ) X, integer LDX, real RCOND, real, dimension( * ) BERR, integer N_ERR_BNDS, real, dimension( nrhs, * ) ERR_BNDS_NORM, real, dimension( nrhs, * ) ERR_BNDS_COMP, integer NPARAMS, real, dimension( * ) PARAMS, real, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)¶
SSYRFSX
Purpose:
SSYRFSX improves the computed solution to a system of linear
equations when the coefficient matrix is symmetric 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.
Some optional parameters are bundled in the PARAMS array. These
settings determine how refinement is performed, but often the
defaults are acceptable. If the defaults are acceptable, users
can pass NPARAMS = 0 which prevents the source code from accessing
the PARAMS argument.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
EQUED
EQUED is CHARACTER*1
Specifies the form of equilibration that was done to A
before calling this routine. This is needed to compute
the solution and error bounds correctly.
= 'N': No equilibration
= '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
N is INTEGER
The order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrices B and X. NRHS >= 0.
A
A is REAL 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
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
AF
AF is REAL 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 SSYTRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by SSYTRF.
S
S is REAL 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
B is REAL array, dimension (LDB,NRHS)
The right hand side matrix B.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
X
X is REAL array, dimension (LDX,NRHS)
On entry, the solution matrix X, as computed by SGETRS.
On exit, the improved solution matrix X.
LDX
LDX is INTEGER
The leading dimension of the array X. LDX >= max(1,N).
RCOND
RCOND is REAL
Reciprocal scaled condition number. This is an estimate of the
reciprocal Skeel condition number of the matrix A after
equilibration (if done). If this is less than the machine
precision (in particular, if it is zero), the matrix is singular
to working precision. Note that the error may still be small even
if this number is very small and the matrix appears ill-
conditioned.
BERR
BERR is REAL array, dimension (NRHS)
Componentwise relative backward error. This is the
componentwise relative backward error of each solution vector X(j)
(i.e., the smallest relative change in any element of A or B that
makes X(j) an exact solution).
N_ERR_BNDS
N_ERR_BNDS is INTEGER
Number of error bounds to return for each right hand side
and each type (normwise or componentwise). See ERR_BNDS_NORM and
ERR_BNDS_COMP below.
ERR_BNDS_NORM
ERR_BNDS_NORM is REAL array, dimension (NRHS, N_ERR_BNDS)
For each right-hand side, this array contains information about
various error bounds and condition numbers corresponding to the
normwise relative error, which is defined as follows:
Normwise relative error in the ith solution vector:
max_j (abs(XTRUE(j,i) - X(j,i)))
------------------------------
max_j abs(X(j,i))
The array is indexed by the type of error information as described
below. There currently are up to three pieces of information
returned.
The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
right-hand side.
The second index in ERR_BNDS_NORM(:,err) contains the following
three fields:
err = 1 'Trust/don't trust' boolean. Trust the answer if the
reciprocal condition number is less than the threshold
sqrt(n) * slamch('Epsilon').
err = 2 'Guaranteed' error bound: The estimated forward error,
almost certainly within a factor of 10 of the true error
so long as the next entry is greater than the threshold
sqrt(n) * slamch('Epsilon'). This error bound should only
be trusted if the previous boolean is true.
err = 3 Reciprocal condition number: Estimated normwise
reciprocal condition number. Compared with the threshold
sqrt(n) * slamch('Epsilon') to determine if the error
estimate is 'guaranteed'. These reciprocal condition
numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
appropriately scaled matrix Z.
Let Z = S*A, where S scales each row by a power of the
radix so all absolute row sums of Z are approximately 1.
See Lapack Working Note 165 for further details and extra
cautions.
ERR_BNDS_COMP
ERR_BNDS_COMP is REAL array, dimension (NRHS, N_ERR_BNDS)
For each right-hand side, this array contains information about
various error bounds and condition numbers corresponding to the
componentwise relative error, which is defined as follows:
Componentwise relative error in the ith solution vector:
abs(XTRUE(j,i) - X(j,i))
max_j ----------------------
abs(X(j,i))
The array is indexed by the right-hand side i (on which the
componentwise relative error depends), and the type of error
information as described below. There currently are up to three
pieces of information returned for each right-hand side. If
componentwise accuracy is not requested (PARAMS(3) = 0.0), then
ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most
the first (:,N_ERR_BNDS) entries are returned.
The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
right-hand side.
The second index in ERR_BNDS_COMP(:,err) contains the following
three fields:
err = 1 'Trust/don't trust' boolean. Trust the answer if the
reciprocal condition number is less than the threshold
sqrt(n) * slamch('Epsilon').
err = 2 'Guaranteed' error bound: The estimated forward error,
almost certainly within a factor of 10 of the true error
so long as the next entry is greater than the threshold
sqrt(n) * slamch('Epsilon'). This error bound should only
be trusted if the previous boolean is true.
err = 3 Reciprocal condition number: Estimated componentwise
reciprocal condition number. Compared with the threshold
sqrt(n) * slamch('Epsilon') to determine if the error
estimate is 'guaranteed'. These reciprocal condition
numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
appropriately scaled matrix Z.
Let Z = S*(A*diag(x)), where x is the solution for the
current right-hand side and S scales each row of
A*diag(x) by a power of the radix so all absolute row
sums of Z are approximately 1.
See Lapack Working Note 165 for further details and extra
cautions.
NPARAMS
NPARAMS is INTEGER
Specifies the number of parameters set in PARAMS. If <= 0, the
PARAMS array is never referenced and default values are used.
PARAMS
PARAMS is REAL array, dimension NPARAMS
Specifies algorithm parameters. If an entry is < 0.0, then
that entry will be filled with default value used for that
parameter. Only positions up to NPARAMS are accessed; defaults
are used for higher-numbered parameters.
PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
refinement or not.
Default: 1.0
= 0.0: No refinement is performed, and no error bounds are
computed.
= 1.0: Use the double-precision refinement algorithm,
possibly with doubled-single computations if the
compilation environment does not support DOUBLE
PRECISION.
(other values are reserved for future use)
PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
computations allowed for refinement.
Default: 10
Aggressive: Set to 100 to permit convergence using approximate
factorizations or factorizations other than LU. If
the factorization uses a technique other than
Gaussian elimination, the guarantees in
err_bnds_norm and err_bnds_comp may no longer be
trustworthy.
PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
will attempt to find a solution with small componentwise
relative error in the double-precision algorithm. Positive
is true, 0.0 is false.
Default: 1.0 (attempt componentwise convergence)
WORK
WORK is REAL array, dimension (4*N)
IWORK
IWORK is INTEGER array, dimension (N)
INFO
INFO is INTEGER
= 0: Successful exit. The solution to every right-hand side is
guaranteed.
< 0: If INFO = -i, the i-th argument had an illegal value
> 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
has been completed, but the factor U is exactly singular, so
the solution and error bounds could not be computed. RCOND = 0
is returned.
= N+J: The solution corresponding to the Jth right-hand side is
not guaranteed. The solutions corresponding to other right-
hand sides K with K > J may not be guaranteed as well, but
only the first such right-hand side is reported. If a small
componentwise error is not requested (PARAMS(3) = 0.0) then
the Jth right-hand side is the first with a normwise error
bound that is not guaranteed (the smallest J such
that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
the Jth right-hand side is the first with either a normwise or
componentwise error bound that is not guaranteed (the smallest
J such that either ERR_BNDS_NORM(J,1) = 0.0 or
ERR_BNDS_COMP(J,1) = 0.0). See the definition of
ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
about all of the right-hand sides check ERR_BNDS_NORM or
ERR_BNDS_COMP.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ssytd2 (character UPLO, integer N, real, dimension( lda, * ) A, integer LDA, real, dimension( * ) D, real, dimension( * ) E, real, dimension( * ) TAU, integer INFO)¶
SSYTD2 reduces a symmetric matrix to real symmetric tridiagonal form by an orthogonal similarity transformation (unblocked algorithm).
Purpose:
SSYTD2 reduces a real symmetric matrix A to symmetric tridiagonal
form T by an orthogonal similarity transformation: Q**T * A * Q = T.
Parameters
UPLO
UPLO is CHARACTER*1
Specifies whether the upper or lower triangular part of the
symmetric matrix A is stored:
= 'U': Upper triangular
= 'L': Lower triangular
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is REAL array, dimension (LDA,N)
On entry, 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 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 orthogonal
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 orthogonal matrix Q as a product
of elementary reflectors. See Further Details.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
D
D is REAL array, dimension (N)
The diagonal elements of the tridiagonal matrix T:
D(i) = A(i,i).
E
E is REAL 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
TAU is REAL array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
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**T
where tau is a real scalar, and v is a real 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**T
where tau is a real scalar, and v is a real 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).
subroutine ssytf2 (character UPLO, integer N, real, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, integer INFO)¶
SSYTF2 computes the factorization of a real symmetric indefinite matrix, using the diagonal pivoting method (unblocked algorithm).
Purpose:
SSYTF2 computes the factorization of a real symmetric matrix A using
the Bunch-Kaufman diagonal pivoting method:
A = U*D*U**T or A = L*D*L**T
where U (or L) is a product of permutation and unit upper (lower)
triangular matrices, U**T is the transpose of U, and D is symmetric 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.
Parameters
UPLO
UPLO is CHARACTER*1
Specifies whether the upper or lower triangular part of the
symmetric matrix A is stored:
= 'U': Upper triangular
= 'L': Lower triangular
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is REAL array, dimension (LDA,N)
On entry, 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, the block diagonal matrix D and the multipliers used
to obtain the factor U or L (see below for further details).
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D.
If UPLO = 'U':
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 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':
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 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
INFO is 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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
If UPLO = 'U', then A = U*D*U**T, 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**T, 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).
Contributors:
09-29-06 - patch from
Bobby Cheng, MathWorks
Replace l.204 and l.372
IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
by
IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. SISNAN(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
1-96 - Based on modifications by J. Lewis, Boeing Computer Services
Company
subroutine ssytf2_rook (character UPLO, integer N, real, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, integer INFO)¶
SSYTF2_ROOK computes the factorization of a real symmetric indefinite matrix using the bounded Bunch-Kaufman ('rook') diagonal pivoting method (unblocked algorithm).
Purpose:
SSYTF2_ROOK computes the factorization of a real symmetric matrix A
using the bounded Bunch-Kaufman ('rook') diagonal pivoting method:
A = U*D*U**T or A = L*D*L**T
where U (or L) is a product of permutation and unit upper (lower)
triangular matrices, U**T is the transpose of U, and D is symmetric 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.
Parameters
UPLO
UPLO is CHARACTER*1
Specifies whether the upper or lower triangular part of the
symmetric matrix A is stored:
= 'U': Upper triangular
= 'L': Lower triangular
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is REAL array, dimension (LDA,N)
On entry, 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, the block diagonal matrix D and the multipliers used
to obtain the factor U or L (see below for further details).
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D.
If UPLO = 'U':
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 IPIV(k) < 0 and IPIV(k-1) < 0, then rows and
columns k and -IPIV(k) were interchanged and rows and
columns k-1 and -IPIV(k-1) were inerchaged,
D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
If UPLO = 'L':
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 IPIV(k) < 0 and IPIV(k+1) < 0, then rows and
columns k and -IPIV(k) were interchanged and rows and
columns k+1 and -IPIV(k+1) were inerchaged,
D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
INFO
INFO is 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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
If UPLO = 'U', then A = U*D*U**T, 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**T, 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).
Contributors:
November 2013, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
School of Mathematics,
University of Manchester
01-01-96 - Based on modifications by
J. Lewis, Boeing Computer Services Company
A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville abd , USA
subroutine ssytrd (character UPLO, integer N, real, dimension( lda, * ) A, integer LDA, real, dimension( * ) D, real, dimension( * ) E, real, dimension( * ) TAU, real, dimension( * ) WORK, integer LWORK, integer INFO)¶
SSYTRD
Purpose:
SSYTRD reduces a real symmetric matrix A to real symmetric
tridiagonal form T by an orthogonal similarity transformation:
Q**T * A * Q = T.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is REAL array, dimension (LDA,N)
On entry, 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 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 orthogonal
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 orthogonal matrix Q as a product
of elementary reflectors. See Further Details.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
D
D is REAL array, dimension (N)
The diagonal elements of the tridiagonal matrix T:
D(i) = A(i,i).
E
E is REAL 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
TAU is REAL array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details).
WORK
WORK is REAL array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is INTEGER
The dimension of the array WORK. LWORK >= 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
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
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**T
where tau is a real scalar, and v is a real 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**T
where tau is a real scalar, and v is a real 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).
subroutine ssytrd_2stage (character VECT, character UPLO, integer N, real, dimension( lda, * ) A, integer LDA, real, dimension( * ) D, real, dimension( * ) E, real, dimension( * ) TAU, real, dimension( * ) HOUS2, integer LHOUS2, real, dimension( * ) WORK, integer LWORK, integer INFO)¶
SSYTRD_2STAGE
Purpose:
SSYTRD_2STAGE reduces a real symmetric matrix A to real symmetric
tridiagonal form T by a orthogonal similarity transformation:
Q1**T Q2**T* A * Q2 * Q1 = T.
Parameters
VECT
VECT is CHARACTER*1
= 'N': No need for the Housholder representation,
in particular for the second stage (Band to
tridiagonal) and thus LHOUS2 is of size max(1, 4*N);
= 'V': the Householder representation is needed to
either generate Q1 Q2 or to apply Q1 Q2,
then LHOUS2 is to be queried and computed.
(NOT AVAILABLE IN THIS RELEASE).
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is REAL array, dimension (LDA,N)
On entry, 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 UPLO = 'U', the band superdiagonal
of A are overwritten by the corresponding elements of the
internal band-diagonal matrix AB, and the elements above
the KD superdiagonal, with the array TAU, represent the orthogonal
matrix Q1 as a product of elementary reflectors; if UPLO
= 'L', the diagonal and band subdiagonal of A are over-
written by the corresponding elements of the internal band-diagonal
matrix AB, and the elements below the KD subdiagonal, with
the array TAU, represent the orthogonal matrix Q1 as a product
of elementary reflectors. See Further Details.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
D
D is REAL array, dimension (N)
The diagonal elements of the tridiagonal matrix T.
E
E is REAL array, dimension (N-1)
The off-diagonal elements of the tridiagonal matrix T.
TAU
TAU is REAL array, dimension (N-KD)
The scalar factors of the elementary reflectors of
the first stage (see Further Details).
HOUS2
HOUS2 is REAL array, dimension (LHOUS2)
Stores the Householder representation of the stage2
band to tridiagonal.
LHOUS2
LHOUS2 is INTEGER
The dimension of the array HOUS2.
If LWORK = -1, or LHOUS2 = -1,
then a query is assumed; the routine
only calculates the optimal size of the HOUS2 array, returns
this value as the first entry of the HOUS2 array, and no error
message related to LHOUS2 is issued by XERBLA.
If VECT='N', LHOUS2 = max(1, 4*n);
if VECT='V', option not yet available.
WORK
WORK is REAL array, dimension (LWORK)
LWORK
LWORK is INTEGER
The dimension of the array WORK. LWORK = MAX(1, dimension)
If LWORK = -1, or LHOUS2=-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.
LWORK = MAX(1, dimension) where
dimension = max(stage1,stage2) + (KD+1)*N
= N*KD + N*max(KD+1,FACTOPTNB)
+ max(2*KD*KD, KD*NTHREADS)
+ (KD+1)*N
where KD is the blocking size of the reduction,
FACTOPTNB is the blocking used by the QR or LQ
algorithm, usually FACTOPTNB=128 is a good choice
NTHREADS is the number of threads used when
openMP compilation is enabled, otherwise =1.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
Implemented by Azzam Haidar.
All details are available on technical report, SC11, SC13 papers.
Azzam Haidar, Hatem Ltaief, and Jack Dongarra.
Parallel reduction to condensed forms for symmetric eigenvalue problems
using aggregated fine-grained and memory-aware kernels. In Proceedings
of 2011 International Conference for High Performance Computing,
Networking, Storage and Analysis (SC '11), New York, NY, USA,
Article 8 , 11 pages.
http://doi.acm.org/10.1145/2063384.2063394
A. Haidar, J. Kurzak, P. Luszczek, 2013.
An improved parallel singular value algorithm and its implementation
for multicore hardware, In Proceedings of 2013 International Conference
for High Performance Computing, Networking, Storage and Analysis (SC '13).
Denver, Colorado, USA, 2013.
Article 90, 12 pages.
http://doi.acm.org/10.1145/2503210.2503292
A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra.
A novel hybrid CPU-GPU generalized eigensolver for electronic structure
calculations based on fine-grained memory aware tasks.
International Journal of High Performance Computing Applications.
Volume 28 Issue 2, Pages 196-209, May 2014.
http://hpc.sagepub.com/content/28/2/196
subroutine ssytrd_sy2sb (character UPLO, integer N, integer KD, real, dimension( lda, * ) A, integer LDA, real, dimension( ldab, * ) AB, integer LDAB, real, dimension( * ) TAU, real, dimension( * ) WORK, integer LWORK, integer INFO)¶
SSYTRD_SY2SB
Purpose:
SSYTRD_SY2SB reduces a real symmetric matrix A to real symmetric
band-diagonal form AB by a orthogonal similarity transformation:
Q**T * A * Q = AB.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
KD
KD is INTEGER
The number of superdiagonals of the reduced matrix if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KD >= 0.
The reduced matrix is stored in the array AB.
A
A is REAL array, dimension (LDA,N)
On entry, 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 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 orthogonal
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 orthogonal matrix Q as a product
of elementary reflectors. See Further Details.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
AB
AB is REAL array, dimension (LDAB,N)
On exit, the upper or lower triangle of the symmetric band
matrix A, stored in the first KD+1 rows of the array. The
j-th column of A is stored in the j-th column of the array AB
as follows:
if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
TAU
TAU is REAL array, dimension (N-KD)
The scalar factors of the elementary reflectors (see Further
Details).
WORK
WORK is REAL array, dimension (LWORK)
On exit, if INFO = 0, or if LWORK=-1,
WORK(1) returns the size of LWORK.
LWORK
LWORK is INTEGER
The dimension of the array WORK which should be calculated
by a workspace query. LWORK = MAX(1, LWORK_QUERY)
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.
LWORK_QUERY = N*KD + N*max(KD,FACTOPTNB) + 2*KD*KD
where FACTOPTNB is the blocking used by the QR or LQ
algorithm, usually FACTOPTNB=128 is a good choice otherwise
putting LWORK=-1 will provide the size of WORK.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
Implemented by Azzam Haidar.
All details are available on technical report, SC11, SC13 papers.
Azzam Haidar, Hatem Ltaief, and Jack Dongarra.
Parallel reduction to condensed forms for symmetric eigenvalue problems
using aggregated fine-grained and memory-aware kernels. In Proceedings
of 2011 International Conference for High Performance Computing,
Networking, Storage and Analysis (SC '11), New York, NY, USA,
Article 8 , 11 pages.
http://doi.acm.org/10.1145/2063384.2063394
A. Haidar, J. Kurzak, P. Luszczek, 2013.
An improved parallel singular value algorithm and its implementation
for multicore hardware, In Proceedings of 2013 International Conference
for High Performance Computing, Networking, Storage and Analysis (SC '13).
Denver, Colorado, USA, 2013.
Article 90, 12 pages.
http://doi.acm.org/10.1145/2503210.2503292
A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra.
A novel hybrid CPU-GPU generalized eigensolver for electronic structure
calculations based on fine-grained memory aware tasks.
International Journal of High Performance Computing Applications.
Volume 28 Issue 2, Pages 196-209, May 2014.
http://hpc.sagepub.com/content/28/2/196
If UPLO = 'U', the matrix Q is represented as a product of elementary
reflectors
Q = H(k)**T . . . H(2)**T H(1)**T, where k = n-kd.
Each H(i) has the form
H(i) = I - tau * v * v**T
where tau is a real scalar, and v is a real vector with
v(1:i+kd-1) = 0 and v(i+kd) = 1; conjg(v(i+kd+1:n)) is stored on exit in
A(i,i+kd+1:n), 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(k), where k = n-kd.
Each H(i) has the form
H(i) = I - tau * v * v**T
where tau is a real scalar, and v is a real vector with
v(kd+1:i) = 0 and v(i+kd+1) = 1; v(i+kd+2:n) is stored on exit in
A(i+kd+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':
( ab ab/v1 v1 v1 v1 ) ( ab )
( ab ab/v2 v2 v2 ) ( ab/v1 ab )
( ab ab/v3 v3 ) ( v1 ab/v2 ab )
( ab ab/v4 ) ( v1 v2 ab/v3 ab )
( ab ) ( v1 v2 v3 ab/v4 ab )
where d and e denote diagonal and off-diagonal elements of T, and vi
denotes an element of the vector defining H(i)..fi
subroutine ssytrf (character UPLO, integer N, real, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, real, dimension( * ) WORK, integer LWORK, integer INFO)¶
SSYTRF
Purpose:
SSYTRF computes the factorization of a real symmetric matrix A using
the Bunch-Kaufman diagonal pivoting method. The form of the
factorization is
A = U**T*D*U or A = L*D*L**T
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.
This is the blocked version of the algorithm, calling Level 3 BLAS.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is REAL array, dimension (LDA,N)
On entry, 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, the block diagonal matrix D and the multipliers used
to obtain the factor U or L (see below for further details).
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is 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
WORK is REAL array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is INTEGER
The length of WORK. LWORK >=1. For best performance
LWORK >= N*NB, where NB is the block size returned by ILAENV.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, 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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
If UPLO = 'U', then A = U**T*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**T, 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).
subroutine ssytrf_aa (character UPLO, integer N, real, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, real, dimension( * ) WORK, integer LWORK, integer INFO)¶
SSYTRF_AA
Purpose:
SSYTRF_AA computes the factorization of a real symmetric matrix A
using the Aasen's algorithm. The form of the factorization is
A = U**T*T*U or A = L*T*L**T
where U (or L) is a product of permutation and unit upper (lower)
triangular matrices, and T is a symmetric tridiagonal matrix.
This is the blocked version of the algorithm, calling Level 3 BLAS.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is REAL array, dimension (LDA,N)
On entry, 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, the tridiagonal matrix is stored in the diagonals
and the subdiagonals of A just below (or above) the diagonals,
and L is stored below (or above) the subdiaonals, when UPLO
is 'L' (or 'U').
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
On exit, it contains the details of the interchanges, i.e.,
the row and column k of A were interchanged with the
row and column IPIV(k).
WORK
WORK is REAL array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is INTEGER
The length of WORK. LWORK >= MAX(1,2*N). For optimum performance
LWORK >= N*(1+NB), where NB is the optimal blocksize.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ssytrf_aa_2stage (character UPLO, integer N, real, dimension( lda, * ) A, integer LDA, real, dimension( * ) TB, integer LTB, integer, dimension( * ) IPIV, integer, dimension( * ) IPIV2, real, dimension( * ) WORK, integer LWORK, integer INFO)¶
SSYTRF_AA_2STAGE
Purpose:
SSYTRF_AA_2STAGE computes the factorization of a real symmetric matrix A
using the Aasen's algorithm. The form of the factorization is
A = U**T*T*U or A = L*T*L**T
where U (or L) is a product of permutation and unit upper (lower)
triangular matrices, and T is a symmetric band matrix with the
bandwidth of NB (NB is internally selected and stored in TB( 1 ), and T is
LU factorized with partial pivoting).
This is the blocked version of the algorithm, calling Level 3 BLAS.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is REAL array, dimension (LDA,N)
On entry, 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, L is stored below (or above) the subdiaonal blocks,
when UPLO is 'L' (or 'U').
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
TB
TB is REAL array, dimension (LTB)
On exit, details of the LU factorization of the band matrix.
LTB
LTB is INTEGER
The size of the array TB. LTB >= 4*N, internally
used to select NB such that LTB >= (3*NB+1)*N.
If LTB = -1, then a workspace query is assumed; the
routine only calculates the optimal size of LTB,
returns this value as the first entry of TB, and
no error message related to LTB is issued by XERBLA.
IPIV
IPIV is INTEGER array, dimension (N)
On exit, it contains the details of the interchanges, i.e.,
the row and column k of A were interchanged with the
row and column IPIV(k).
IPIV2
IPIV2 is INTEGER array, dimension (N)
On exit, it contains the details of the interchanges, i.e.,
the row and column k of T were interchanged with the
row and column IPIV(k).
WORK
WORK is REAL workspace of size LWORK
LWORK
LWORK is INTEGER
The size of WORK. LWORK >= N, internally used to select NB
such that LWORK >= N*NB.
If LWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal size of the WORK array,
returns this value as the first entry of the WORK array, and
no error message related to LWORK is issued by XERBLA.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: if INFO = i, band LU factorization failed on i-th column
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ssytrf_rook (character UPLO, integer N, real, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, real, dimension( * ) WORK, integer LWORK, integer INFO)¶
SSYTRF_ROOK
Purpose:
SSYTRF_ROOK computes the factorization of a real symmetric matrix A
using the bounded Bunch-Kaufman ('rook') diagonal pivoting method.
The form of the factorization is
A = U*D*U**T or A = L*D*L**T
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.
This is the blocked version of the algorithm, calling Level 3 BLAS.
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is REAL array, dimension (LDA,N)
On entry, 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, the block diagonal matrix D and the multipliers used
to obtain the factor U or L (see below for further details).
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D.
If UPLO = 'U':
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 IPIV(k) < 0 and IPIV(k-1) < 0, then rows and
columns k and -IPIV(k) were interchanged and rows and
columns k-1 and -IPIV(k-1) were inerchaged,
D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
If UPLO = 'L':
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 IPIV(k) < 0 and IPIV(k+1) < 0, then rows and
columns k and -IPIV(k) were interchanged and rows and
columns k+1 and -IPIV(k+1) were inerchaged,
D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
WORK
WORK is REAL array, dimension (MAX(1,LWORK)).
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is INTEGER
The length of WORK. LWORK >=1. For best performance
LWORK >= N*NB, where NB is the block size returned by ILAENV.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, 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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
If UPLO = 'U', then A = U*D*U**T, 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**T, 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).
Contributors:
June 2016, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
School of Mathematics,
University of Manchester
subroutine ssytri (character UPLO, integer N, real, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, real, dimension( * ) WORK, integer INFO)¶
SSYTRI
Purpose:
SSYTRI computes the inverse of a real symmetric indefinite matrix
A using the factorization A = U*D*U**T or A = L*D*L**T computed by
SSYTRF.
Parameters
UPLO
UPLO is 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**T;
= 'L': Lower triangular, form is A = L*D*L**T.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is REAL 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 SSYTRF.
On exit, if INFO = 0, the (symmetric) 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
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by SSYTRF.
WORK
WORK is REAL array, dimension (N)
INFO
INFO is 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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ssytri2 (character UPLO, integer N, real, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, real, dimension( * ) WORK, integer LWORK, integer INFO)¶
SSYTRI2
Purpose:
SSYTRI2 computes the inverse of a REAL symmetric indefinite matrix
A using the factorization A = U*D*U**T or A = L*D*L**T computed by
SSYTRF. SSYTRI2 sets the LEADING DIMENSION of the workspace
before calling SSYTRI2X that actually computes the inverse.
Parameters
UPLO
UPLO is 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**T;
= 'L': Lower triangular, form is A = L*D*L**T.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is REAL 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 SSYTRF.
On exit, if INFO = 0, the (symmetric) 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
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by SSYTRF.
WORK
WORK is REAL array, dimension (N+NB+1)*(NB+3)
LWORK
LWORK is INTEGER
The dimension of the array WORK.
WORK is size >= (N+NB+1)*(NB+3)
If LWORK = -1, then a workspace query is assumed; the routine
calculates:
- the optimal size of the WORK array, returns
this value as the first entry of the WORK array,
- and no error message related to LWORK is issued by XERBLA.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
inverse could not be computed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ssytri2x (character UPLO, integer N, real, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, real, dimension( n+nb+1,* ) WORK, integer NB, integer INFO)¶
SSYTRI2X
Purpose:
SSYTRI2X computes the inverse of a real symmetric indefinite matrix
A using the factorization A = U*D*U**T or A = L*D*L**T computed by
SSYTRF.
Parameters
UPLO
UPLO is 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**T;
= 'L': Lower triangular, form is A = L*D*L**T.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is REAL array, dimension (LDA,N)
On entry, the NNB diagonal matrix D and the multipliers
used to obtain the factor U or L as computed by SSYTRF.
On exit, if INFO = 0, the (symmetric) 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
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the NNB structure of D
as determined by SSYTRF.
WORK
WORK is REAL array, dimension (N+NB+1,NB+3)
NB
NB is INTEGER
Block size
INFO
INFO is 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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ssytri_rook (character UPLO, integer N, real, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, real, dimension( * ) WORK, integer INFO)¶
SSYTRI_ROOK
Purpose:
SSYTRI_ROOK computes the inverse of a real symmetric
matrix A using the factorization A = U*D*U**T or A = L*D*L**T
computed by SSYTRF_ROOK.
Parameters
UPLO
UPLO is 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**T;
= 'L': Lower triangular, form is A = L*D*L**T.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is REAL 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 SSYTRF_ROOK.
On exit, if INFO = 0, the (symmetric) 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
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by SSYTRF_ROOK.
WORK
WORK is REAL array, dimension (N)
INFO
INFO is 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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
April 2012, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
School of Mathematics,
University of Manchester
subroutine ssytrs (character UPLO, integer N, integer NRHS, real, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, real, dimension( ldb, * ) B, integer LDB, integer INFO)¶
SSYTRS
Purpose:
SSYTRS solves a system of linear equations A*X = B with a real
symmetric matrix A using the factorization A = U*D*U**T or
A = L*D*L**T computed by SSYTRF.
Parameters
UPLO
UPLO is 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**T;
= 'L': Lower triangular, form is A = L*D*L**T.
N
N is INTEGER
The order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
A
A is REAL array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by SSYTRF.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by SSYTRF.
B
B is REAL array, dimension (LDB,NRHS)
On entry, the right hand side matrix B.
On exit, the solution matrix X.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ssytrs2 (character UPLO, integer N, integer NRHS, real, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, real, dimension( ldb, * ) B, integer LDB, real, dimension( * ) WORK, integer INFO)¶
SSYTRS2
Purpose:
SSYTRS2 solves a system of linear equations A*X = B with a real
symmetric matrix A using the factorization A = U*D*U**T or
A = L*D*L**T computed by SSYTRF and converted by SSYCONV.
Parameters
UPLO
UPLO is 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**T;
= 'L': Lower triangular, form is A = L*D*L**T.
N
N is INTEGER
The order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
A
A is REAL array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by SSYTRF.
Note that A is input / output. This might be counter-intuitive,
and one may think that A is input only. A is input / output. This
is because, at the start of the subroutine, we permute A in a
'better' form and then we permute A back to its original form at
the end.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by SSYTRF.
B
B is REAL array, dimension (LDB,NRHS)
On entry, the right hand side matrix B.
On exit, the solution matrix X.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
WORK
WORK is REAL array, dimension (N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ssytrs_aa (character UPLO, integer N, integer NRHS, real, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, real, dimension( ldb, * ) B, integer LDB, real, dimension( * ) WORK, integer LWORK, integer INFO)¶
SSYTRS_AA
Purpose:
SSYTRS_AA solves a system of linear equations A*X = B with a real
symmetric matrix A using the factorization A = U**T*T*U or
A = L*T*L**T computed by SSYTRF_AA.
Parameters
UPLO
UPLO is 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**T*T*U;
= 'L': Lower triangular, form is A = L*T*L**T.
N
N is INTEGER
The order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
A
A is REAL array, dimension (LDA,N)
Details of factors computed by SSYTRF_AA.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges as computed by SSYTRF_AA.
B
B is REAL array, dimension (LDB,NRHS)
On entry, the right hand side matrix B.
On exit, the solution matrix X.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
WORK
WORK is REAL array, dimension (MAX(1,LWORK))
LWORK
LWORK is INTEGER
The dimension of the array WORK. LWORK >= max(1,3*N-2).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ssytrs_aa_2stage (character UPLO, integer N, integer NRHS, real, dimension( lda, * ) A, integer LDA, real, dimension( * ) TB, integer LTB, integer, dimension( * ) IPIV, integer, dimension( * ) IPIV2, real, dimension( ldb, * ) B, integer LDB, integer INFO)¶
SSYTRS_AA_2STAGE
Purpose:
SSYTRS_AA_2STAGE solves a system of linear equations A*X = B with a real
symmetric matrix A using the factorization A = U**T*T*U or
A = L*T*L**T computed by SSYTRF_AA_2STAGE.
Parameters
UPLO
UPLO is 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**T*T*U;
= 'L': Lower triangular, form is A = L*T*L**T.
N
N is INTEGER
The order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
A
A is REAL array, dimension (LDA,N)
Details of factors computed by SSYTRF_AA_2STAGE.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
TB
TB is REAL array, dimension (LTB)
Details of factors computed by SSYTRF_AA_2STAGE.
LTB
LTB is INTEGER
The size of the array TB. LTB >= 4*N.
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges as computed by
SSYTRF_AA_2STAGE.
IPIV2
IPIV2 is INTEGER array, dimension (N)
Details of the interchanges as computed by
SSYTRF_AA_2STAGE.
B
B is REAL array, dimension (LDB,NRHS)
On entry, the right hand side matrix B.
On exit, the solution matrix X.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine ssytrs_rook (character UPLO, integer N, integer NRHS, real, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, real, dimension( ldb, * ) B, integer LDB, integer INFO)¶
SSYTRS_ROOK
Purpose:
SSYTRS_ROOK solves a system of linear equations A*X = B with
a real symmetric matrix A using the factorization A = U*D*U**T or
A = L*D*L**T computed by SSYTRF_ROOK.
Parameters
UPLO
UPLO is 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**T;
= 'L': Lower triangular, form is A = L*D*L**T.
N
N is INTEGER
The order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
A
A is REAL array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by SSYTRF_ROOK.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by SSYTRF_ROOK.
B
B is REAL array, dimension (LDB,NRHS)
On entry, the right hand side matrix B.
On exit, the solution matrix X.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
April 2012, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
School of Mathematics,
University of Manchester
subroutine stgsyl (character TRANS, integer IJOB, integer M, integer N, real, dimension( lda, * ) A, integer LDA, real, dimension( ldb, * ) B, integer LDB, real, dimension( ldc, * ) C, integer LDC, real, dimension( ldd, * ) D, integer LDD, real, dimension( lde, * ) E, integer LDE, real, dimension( ldf, * ) F, integer LDF, real SCALE, real DIF, real, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer INFO)¶
STGSYL
Purpose:
STGSYL solves the generalized Sylvester equation:
A * R - L * B = scale * C (1)
D * R - L * E = scale * F
where R and L are unknown m-by-n matrices, (A, D), (B, E) and
(C, F) are given matrix pairs of size m-by-m, n-by-n and m-by-n,
respectively, with real entries. (A, D) and (B, E) must be in
generalized (real) Schur canonical form, i.e. A, B are upper quasi
triangular and D, E are upper triangular.
The solution (R, L) overwrites (C, F). 0 <= SCALE <= 1 is an output
scaling factor chosen to avoid overflow.
In matrix notation (1) is equivalent to solve Zx = scale b, where
Z is defined as
Z = [ kron(In, A) -kron(B**T, Im) ] (2)
[ kron(In, D) -kron(E**T, Im) ].
Here Ik is the identity matrix of size k and X**T is the transpose of
X. kron(X, Y) is the Kronecker product between the matrices X and Y.
If TRANS = 'T', STGSYL solves the transposed system Z**T*y = scale*b,
which is equivalent to solve for R and L in
A**T * R + D**T * L = scale * C (3)
R * B**T + L * E**T = scale * -F
This case (TRANS = 'T') is used to compute an one-norm-based estimate
of Dif[(A,D), (B,E)], the separation between the matrix pairs (A,D)
and (B,E), using SLACON.
If IJOB >= 1, STGSYL computes a Frobenius norm-based estimate
of Dif[(A,D),(B,E)]. That is, the reciprocal of a lower bound on the
reciprocal of the smallest singular value of Z. See [1-2] for more
information.
This is a level 3 BLAS algorithm.
Parameters
TRANS
TRANS is CHARACTER*1
= 'N': solve the generalized Sylvester equation (1).
= 'T': solve the 'transposed' system (3).
IJOB
IJOB is INTEGER
Specifies what kind of functionality to be performed.
= 0: solve (1) only.
= 1: The functionality of 0 and 3.
= 2: The functionality of 0 and 4.
= 3: Only an estimate of Dif[(A,D), (B,E)] is computed.
(look ahead strategy IJOB = 1 is used).
= 4: Only an estimate of Dif[(A,D), (B,E)] is computed.
( SGECON on sub-systems is used ).
Not referenced if TRANS = 'T'.
M
M is INTEGER
The order of the matrices A and D, and the row dimension of
the matrices C, F, R and L.
N
N is INTEGER
The order of the matrices B and E, and the column dimension
of the matrices C, F, R and L.
A
A is REAL array, dimension (LDA, M)
The upper quasi triangular matrix A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1, M).
B
B is REAL array, dimension (LDB, N)
The upper quasi triangular matrix B.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1, N).
C
C is REAL array, dimension (LDC, N)
On entry, C contains the right-hand-side of the first matrix
equation in (1) or (3).
On exit, if IJOB = 0, 1 or 2, C has been overwritten by
the solution R. If IJOB = 3 or 4 and TRANS = 'N', C holds R,
the solution achieved during the computation of the
Dif-estimate.
LDC
LDC is INTEGER
The leading dimension of the array C. LDC >= max(1, M).
D
D is REAL array, dimension (LDD, M)
The upper triangular matrix D.
LDD
LDD is INTEGER
The leading dimension of the array D. LDD >= max(1, M).
E
E is REAL array, dimension (LDE, N)
The upper triangular matrix E.
LDE
LDE is INTEGER
The leading dimension of the array E. LDE >= max(1, N).
F
F is REAL array, dimension (LDF, N)
On entry, F contains the right-hand-side of the second matrix
equation in (1) or (3).
On exit, if IJOB = 0, 1 or 2, F has been overwritten by
the solution L. If IJOB = 3 or 4 and TRANS = 'N', F holds L,
the solution achieved during the computation of the
Dif-estimate.
LDF
LDF is INTEGER
The leading dimension of the array F. LDF >= max(1, M).
DIF
DIF is REAL
On exit DIF is the reciprocal of a lower bound of the
reciprocal of the Dif-function, i.e. DIF is an upper bound of
Dif[(A,D), (B,E)] = sigma_min(Z), where Z as in (2).
IF IJOB = 0 or TRANS = 'T', DIF is not touched.
SCALE
SCALE is REAL
On exit SCALE is the scaling factor in (1) or (3).
If 0 < SCALE < 1, C and F hold the solutions R and L, resp.,
to a slightly perturbed system but the input matrices A, B, D
and E have not been changed. If SCALE = 0, C and F hold the
solutions R and L, respectively, to the homogeneous system
with C = F = 0. Normally, SCALE = 1.
WORK
WORK is REAL array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is INTEGER
The dimension of the array WORK. LWORK > = 1.
If IJOB = 1 or 2 and TRANS = 'N', LWORK >= max(1,2*M*N).
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
IWORK
IWORK is INTEGER array, dimension (M+N+6)
INFO
INFO is INTEGER
=0: successful exit
<0: If INFO = -i, the i-th argument had an illegal value.
>0: (A, D) and (B, E) have common or close eigenvalues.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
Bo Kagstrom and Peter Poromaa, Department of Computing
Science, Umea University, S-901 87 Umea, Sweden.
References:
[1] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
for Solving the Generalized Sylvester Equation and Estimating the
Separation between Regular Matrix Pairs, Report UMINF - 93.23,
Department of Computing Science, Umea University, S-901 87 Umea,
Sweden, December 1993, Revised April 1994, Also as LAPACK Working
Note 75. To appear in ACM Trans. on Math. Software, Vol 22,
No 1, 1996.
[2] B. Kagstrom, A Perturbation Analysis of the Generalized Sylvester
Equation (AR - LB, DR - LE ) = (C, F), SIAM J. Matrix Anal.
Appl., 15(4):1045-1060, 1994
[3] B. Kagstrom and L. Westin, Generalized Schur Methods with
Condition Estimators for Solving the Generalized Sylvester
Equation, IEEE Transactions on Automatic Control, Vol. 34, No. 7,
July 1989, pp 745-751.
subroutine strsyl (character TRANA, character TRANB, integer ISGN, integer M, integer N, real, dimension( lda, * ) A, integer LDA, real, dimension( ldb, * ) B, integer LDB, real, dimension( ldc, * ) C, integer LDC, real SCALE, integer INFO)¶
STRSYL
Purpose:
STRSYL solves the real Sylvester matrix equation:
op(A)*X + X*op(B) = scale*C or
op(A)*X - X*op(B) = scale*C,
where op(A) = A or A**T, and A and B are both upper quasi-
triangular. A is M-by-M and B is N-by-N; the right hand side C and
the solution X are M-by-N; and scale is an output scale factor, set
<= 1 to avoid overflow in X.
A and B must be in Schur canonical form (as returned by SHSEQR), that
is, block upper triangular with 1-by-1 and 2-by-2 diagonal blocks;
each 2-by-2 diagonal block has its diagonal elements equal and its
off-diagonal elements of opposite sign.
Parameters
TRANA
TRANA is CHARACTER*1
Specifies the option op(A):
= 'N': op(A) = A (No transpose)
= 'T': op(A) = A**T (Transpose)
= 'C': op(A) = A**H (Conjugate transpose = Transpose)
TRANB
TRANB is CHARACTER*1
Specifies the option op(B):
= 'N': op(B) = B (No transpose)
= 'T': op(B) = B**T (Transpose)
= 'C': op(B) = B**H (Conjugate transpose = Transpose)
ISGN
ISGN is INTEGER
Specifies the sign in the equation:
= +1: solve op(A)*X + X*op(B) = scale*C
= -1: solve op(A)*X - X*op(B) = scale*C
M
M is INTEGER
The order of the matrix A, and the number of rows in the
matrices X and C. M >= 0.
N
N is INTEGER
The order of the matrix B, and the number of columns in the
matrices X and C. N >= 0.
A
A is REAL array, dimension (LDA,M)
The upper quasi-triangular matrix A, in Schur canonical form.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,M).
B
B is REAL array, dimension (LDB,N)
The upper quasi-triangular matrix B, in Schur canonical form.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
C
C is REAL array, dimension (LDC,N)
On entry, the M-by-N right hand side matrix C.
On exit, C is overwritten by the solution matrix X.
LDC
LDC is INTEGER
The leading dimension of the array C. LDC >= max(1,M)
SCALE
SCALE is REAL
The scale factor, scale, set <= 1 to avoid overflow in X.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
= 1: A and B have common or very close eigenvalues; perturbed
values were used to solve the equation (but the matrices
A and B are unchanged).
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Author¶
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