LAPACK  3.4.2
LAPACK: Linear Algebra PACKage
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complex
Collaboration diagram for complex:

Functions/Subroutines

subroutine claesy (A, B, C, RT1, RT2, EVSCAL, CS1, SN1)
 CLAESY computes the eigenvalues and eigenvectors of a 2-by-2 complex symmetric matrix.
REAL function clansy (NORM, UPLO, N, A, LDA, WORK)
 CLANSY returns the value of the 1-norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a complex symmetric matrix.
subroutine claqsy (UPLO, N, A, LDA, S, SCOND, AMAX, EQUED)
 CLAQSY scales a symmetric/Hermitian matrix, using scaling factors computed by spoequ.
subroutine csymv (UPLO, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY)
 CSYMV computes a matrix-vector product for a complex symmetric matrix.
subroutine csyr (UPLO, N, ALPHA, X, INCX, A, LDA)
 CSYR performs the symmetric rank-1 update of a complex symmetric matrix.
subroutine csyswapr (UPLO, N, A, LDA, I1, I2)
 CSYSWAPR
subroutine ctgsy2 (TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D, LDD, E, LDE, F, LDF, SCALE, RDSUM, RDSCAL, INFO)
 CTGSY2 solves the generalized Sylvester equation (unblocked algorithm).

Detailed Description

This is the group of complex auxiliary functions for SY matrices


Function/Subroutine Documentation

subroutine claesy ( complex  A,
complex  B,
complex  C,
complex  RT1,
complex  RT2,
complex  EVSCAL,
complex  CS1,
complex  SN1 
)

CLAESY computes the eigenvalues and eigenvectors of a 2-by-2 complex symmetric matrix.

Download CLAESY + dependencies [TGZ] [ZIP] [TXT]
Purpose:
 CLAESY computes the eigendecomposition of a 2-by-2 symmetric matrix
    ( ( A, B );( B, C ) )
 provided the norm of the matrix of eigenvectors is larger than
 some threshold value.

 RT1 is the eigenvalue of larger absolute value, and RT2 of
 smaller absolute value.  If the eigenvectors are computed, then
 on return ( CS1, SN1 ) is the unit eigenvector for RT1, hence

 [  CS1     SN1   ] . [ A  B ] . [ CS1    -SN1   ] = [ RT1  0  ]
 [ -SN1     CS1   ]   [ B  C ]   [ SN1     CS1   ]   [  0  RT2 ]
Parameters:
[in]A
          A is COMPLEX
          The ( 1, 1 ) element of input matrix.
[in]B
          B is COMPLEX
          The ( 1, 2 ) element of input matrix.  The ( 2, 1 ) element
          is also given by B, since the 2-by-2 matrix is symmetric.
[in]C
          C is COMPLEX
          The ( 2, 2 ) element of input matrix.
[out]RT1
          RT1 is COMPLEX
          The eigenvalue of larger modulus.
[out]RT2
          RT2 is COMPLEX
          The eigenvalue of smaller modulus.
[out]EVSCAL
          EVSCAL is COMPLEX
          The complex value by which the eigenvector matrix was scaled
          to make it orthonormal.  If EVSCAL is zero, the eigenvectors
          were not computed.  This means one of two things:  the 2-by-2
          matrix could not be diagonalized, or the norm of the matrix
          of eigenvectors before scaling was larger than the threshold
          value THRESH (set below).
[out]CS1
          CS1 is COMPLEX
[out]SN1
          SN1 is COMPLEX
          If EVSCAL .NE. 0,  ( CS1, SN1 ) is the unit right eigenvector
          for RT1.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
September 2012

Definition at line 116 of file claesy.f.

REAL function clansy ( character  NORM,
character  UPLO,
integer  N,
complex, dimension( lda, * )  A,
integer  LDA,
real, dimension( * )  WORK 
)

CLANSY returns the value of the 1-norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a complex symmetric matrix.

Download CLANSY + dependencies [TGZ] [ZIP] [TXT]
Purpose:
 CLANSY  returns the value of the one norm,  or the Frobenius norm, or
 the  infinity norm,  or the  element of  largest absolute value  of a
 complex symmetric matrix A.
Returns:
CLANSY
    CLANSY = ( max(abs(A(i,j))), NORM = 'M' or 'm'
             (
             ( norm1(A),         NORM = '1', 'O' or 'o'
             (
             ( normI(A),         NORM = 'I' or 'i'
             (
             ( normF(A),         NORM = 'F', 'f', 'E' or 'e'

 where  norm1  denotes the  one norm of a matrix (maximum column sum),
 normI  denotes the  infinity norm  of a matrix  (maximum row sum) and
 normF  denotes the  Frobenius norm of a matrix (square root of sum of
 squares).  Note that  max(abs(A(i,j)))  is not a consistent matrix norm.
Parameters:
[in]NORM
          NORM is CHARACTER*1
          Specifies the value to be returned in CLANSY as described
          above.
[in]UPLO
          UPLO is CHARACTER*1
          Specifies whether the upper or lower triangular part of the
          symmetric matrix A is to be referenced.
          = 'U':  Upper triangular part of A is referenced
          = 'L':  Lower triangular part of A is referenced
[in]N
          N is INTEGER
          The order of the matrix A.  N >= 0.  When N = 0, CLANSY is
          set to zero.
[in]A
          A is COMPLEX 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.
[in]LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(N,1).
[out]WORK
          WORK is REAL array, dimension (MAX(1,LWORK)),
          where LWORK >= N when NORM = 'I' or '1' or 'O'; otherwise,
          WORK is not referenced.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
September 2012

Definition at line 124 of file clansy.f.

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subroutine claqsy ( character  UPLO,
integer  N,
complex, dimension( lda, * )  A,
integer  LDA,
real, dimension( * )  S,
real  SCOND,
real  AMAX,
character  EQUED 
)

CLAQSY scales a symmetric/Hermitian matrix, using scaling factors computed by spoequ.

Download CLAQSY + dependencies [TGZ] [ZIP] [TXT]
Purpose:
 CLAQSY equilibrates a symmetric matrix A using the scaling factors
 in the vector S.
Parameters:
[in]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
[in]N
          N is INTEGER
          The order of the matrix A.  N >= 0.
[in,out]A
          A is COMPLEX 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 EQUED = 'Y', the equilibrated matrix:
          diag(S) * A * diag(S).
[in]LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(N,1).
[in]S
          S is REAL array, dimension (N)
          The scale factors for A.
[in]SCOND
          SCOND is REAL
          Ratio of the smallest S(i) to the largest S(i).
[in]AMAX
          AMAX is REAL
          Absolute value of largest matrix entry.
[out]EQUED
          EQUED is CHARACTER*1
          Specifies whether or not equilibration was done.
          = 'N':  No equilibration.
          = 'Y':  Equilibration was done, i.e., A has been replaced by
                  diag(S) * A * diag(S).
Internal Parameters:
  THRESH is a threshold value used to decide if scaling should be done
  based on the ratio of the scaling factors.  If SCOND < THRESH,
  scaling is done.

  LARGE and SMALL are threshold values used to decide if scaling should
  be done based on the absolute size of the largest matrix element.
  If AMAX > LARGE or AMAX < SMALL, scaling is done.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
September 2012

Definition at line 135 of file claqsy.f.

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subroutine csymv ( character  UPLO,
integer  N,
complex  ALPHA,
complex, dimension( lda, * )  A,
integer  LDA,
complex, dimension( * )  X,
integer  INCX,
complex  BETA,
complex, dimension( * )  Y,
integer  INCY 
)

CSYMV computes a matrix-vector product for a complex symmetric matrix.

Download CSYMV + dependencies [TGZ] [ZIP] [TXT]
Purpose:
 CSYMV  performs the matrix-vector  operation

    y := alpha*A*x + beta*y,

 where alpha and beta are scalars, x and y are n element vectors and
 A is an n by n symmetric matrix.
Parameters:
[in]UPLO
          UPLO is CHARACTER*1
           On entry, UPLO specifies whether the upper or lower
           triangular part of the array A is to be referenced as
           follows:

              UPLO = 'U' or 'u'   Only the upper triangular part of A
                                  is to be referenced.

              UPLO = 'L' or 'l'   Only the lower triangular part of A
                                  is to be referenced.

           Unchanged on exit.
[in]N
          N is INTEGER
           On entry, N specifies the order of the matrix A.
           N must be at least zero.
           Unchanged on exit.
[in]ALPHA
          ALPHA is COMPLEX
           On entry, ALPHA specifies the scalar alpha.
           Unchanged on exit.
[in]A
          A is COMPLEX array, dimension ( LDA, N )
           Before entry, with  UPLO = 'U' or 'u', the leading n by n
           upper triangular part of the array A must contain the upper
           triangular part of the symmetric matrix and the strictly
           lower triangular part of A is not referenced.
           Before entry, with UPLO = 'L' or 'l', the leading n by n
           lower triangular part of the array A must contain the lower
           triangular part of the symmetric matrix and the strictly
           upper triangular part of A is not referenced.
           Unchanged on exit.
[in]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.
[in]X
          X is COMPLEX array, dimension at least
           ( 1 + ( N - 1 )*abs( INCX ) ).
           Before entry, the incremented array X must contain the N-
           element vector x.
           Unchanged on exit.
[in]INCX
          INCX is INTEGER
           On entry, INCX specifies the increment for the elements of
           X. INCX must not be zero.
           Unchanged on exit.
[in]BETA
          BETA is COMPLEX
           On entry, BETA specifies the scalar beta. When BETA is
           supplied as zero then Y need not be set on input.
           Unchanged on exit.
[in,out]Y
          Y is COMPLEX array, dimension at least
           ( 1 + ( N - 1 )*abs( INCY ) ).
           Before entry, the incremented array Y must contain the n
           element vector y. On exit, Y is overwritten by the updated
           vector y.
[in]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.
Date:
September 2012

Definition at line 158 of file csymv.f.

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subroutine csyr ( character  UPLO,
integer  N,
complex  ALPHA,
complex, dimension( * )  X,
integer  INCX,
complex, dimension( lda, * )  A,
integer  LDA 
)

CSYR performs the symmetric rank-1 update of a complex symmetric matrix.

Download CSYR + dependencies [TGZ] [ZIP] [TXT]
Purpose:
 CSYR   performs the symmetric rank 1 operation

    A := alpha*x*x**H + A,

 where alpha is a complex scalar, x is an n element vector and A is an
 n by n symmetric matrix.
Parameters:
[in]UPLO
          UPLO is CHARACTER*1
           On entry, UPLO specifies whether the upper or lower
           triangular part of the array A is to be referenced as
           follows:

              UPLO = 'U' or 'u'   Only the upper triangular part of A
                                  is to be referenced.

              UPLO = 'L' or 'l'   Only the lower triangular part of A
                                  is to be referenced.

           Unchanged on exit.
[in]N
          N is INTEGER
           On entry, N specifies the order of the matrix A.
           N must be at least zero.
           Unchanged on exit.
[in]ALPHA
          ALPHA is COMPLEX
           On entry, ALPHA specifies the scalar alpha.
           Unchanged on exit.
[in]X
          X is COMPLEX array, dimension at least
           ( 1 + ( N - 1 )*abs( INCX ) ).
           Before entry, the incremented array X must contain the N-
           element vector x.
           Unchanged on exit.
[in]INCX
          INCX is INTEGER
           On entry, INCX specifies the increment for the elements of
           X. INCX must not be zero.
           Unchanged on exit.
[in,out]A
          A is COMPLEX array, dimension ( LDA, N )
           Before entry, with  UPLO = 'U' or 'u', the leading n by n
           upper triangular part of the array A must contain the upper
           triangular part of the symmetric matrix and the strictly
           lower triangular part of A is not referenced. On exit, the
           upper triangular part of the array A is overwritten by the
           upper triangular part of the updated matrix.
           Before entry, with UPLO = 'L' or 'l', the leading n by n
           lower triangular part of the array A must contain the lower
           triangular part of the symmetric matrix and the strictly
           upper triangular part of A is not referenced. On exit, the
           lower triangular part of the array A is overwritten by the
           lower triangular part of the updated matrix.
[in]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.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
September 2012

Definition at line 136 of file csyr.f.

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subroutine csyswapr ( character  UPLO,
integer  N,
complex, dimension( lda, n )  A,
integer  LDA,
integer  I1,
integer  I2 
)

CSYSWAPR

Download CSYSWAPR + dependencies [TGZ] [ZIP] [TXT]
Purpose:
 CSYSWAPR applies an elementary permutation on the rows and the columns of
 a symmetric matrix.
Parameters:
[in]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.
[in]N
          N is INTEGER
          The order of the matrix A.  N >= 0.
[in,out]A
          A is COMPLEX array, dimension (LDA,N)
          On entry, the NB diagonal matrix D and the multipliers
          used to obtain the factor U or L as computed by CSYTRF.

          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.
[in]LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
[in]I1
          I1 is INTEGER
          Index of the first row to swap
[in]I2
          I2 is INTEGER
          Index of the second row to swap
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
November 2011

Definition at line 103 of file csyswapr.f.

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subroutine ctgsy2 ( character  TRANS,
integer  IJOB,
integer  M,
integer  N,
complex, dimension( lda, * )  A,
integer  LDA,
complex, dimension( ldb, * )  B,
integer  LDB,
complex, dimension( ldc, * )  C,
integer  LDC,
complex, dimension( ldd, * )  D,
integer  LDD,
complex, dimension( lde, * )  E,
integer  LDE,
complex, dimension( ldf, * )  F,
integer  LDF,
real  SCALE,
real  RDSUM,
real  RDSCAL,
integer  INFO 
)

CTGSY2 solves the generalized Sylvester equation (unblocked algorithm).

Download CTGSY2 + dependencies [TGZ] [ZIP] [TXT]
Purpose:
 CTGSY2 solves the generalized Sylvester equation

             A * R - L * B = scale *  C               (1)
             D * R - L * E = scale * F

 using Level 1 and 2 BLAS, 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. A, B, D and E are upper triangular
 (i.e., (A,D) and (B,E) in generalized Schur form).

 The solution (R, L) overwrites (C, F). 0 <= SCALE <= 1 is an output
 scaling factor chosen to avoid overflow.

 In matrix notation solving equation (1) corresponds to solve
 Zx = scale * b, where Z is defined as

        Z = [ kron(In, A)  -kron(B**H, Im) ]             (2)
            [ kron(In, D)  -kron(E**H, Im) ],

 Ik is the identity matrix of size k and X**H is the transpose of X.
 kron(X, Y) is the Kronecker product between the matrices X and Y.

 If TRANS = 'C', y in the conjugate transposed system Z**H*y = scale*b
 is solved for, which is equivalent to solve for R and L in

             A**H * R  + D**H * L   = scale * C           (3)
             R  * B**H + L  * E**H  = scale * -F

 This case is used to compute an estimate of Dif[(A, D), (B, E)] =
 = sigma_min(Z) using reverse communicaton with CLACON.

 CTGSY2 also (IJOB >= 1) contributes to the computation in CTGSYL
 of an upper bound on the separation between to matrix pairs. Then
 the input (A, D), (B, E) are sub-pencils of two matrix pairs in
 CTGSYL.
Parameters:
[in]TRANS
          TRANS is CHARACTER*1
          = 'N', solve the generalized Sylvester equation (1).
          = 'T': solve the 'transposed' system (3).
[in]IJOB
          IJOB is INTEGER
          Specifies what kind of functionality to be performed.
          =0: solve (1) only.
          =1: A contribution from this subsystem to a Frobenius
              norm-based estimate of the separation between two matrix
              pairs is computed. (look ahead strategy is used).
          =2: A contribution from this subsystem to a Frobenius
              norm-based estimate of the separation between two matrix
              pairs is computed. (SGECON on sub-systems is used.)
          Not referenced if TRANS = 'T'.
[in]M
          M is INTEGER
          On entry, M specifies the order of A and D, and the row
          dimension of C, F, R and L.
[in]N
          N is INTEGER
          On entry, N specifies the order of B and E, and the column
          dimension of C, F, R and L.
[in]A
          A is COMPLEX array, dimension (LDA, M)
          On entry, A contains an upper triangular matrix.
[in]LDA
          LDA is INTEGER
          The leading dimension of the matrix A. LDA >= max(1, M).
[in]B
          B is COMPLEX array, dimension (LDB, N)
          On entry, B contains an upper triangular matrix.
[in]LDB
          LDB is INTEGER
          The leading dimension of the matrix B. LDB >= max(1, N).
[in,out]C
          C is COMPLEX array, dimension (LDC, N)
          On entry, C contains the right-hand-side of the first matrix
          equation in (1).
          On exit, if IJOB = 0, C has been overwritten by the solution
          R.
[in]LDC
          LDC is INTEGER
          The leading dimension of the matrix C. LDC >= max(1, M).
[in]D
          D is COMPLEX array, dimension (LDD, M)
          On entry, D contains an upper triangular matrix.
[in]LDD
          LDD is INTEGER
          The leading dimension of the matrix D. LDD >= max(1, M).
[in]E
          E is COMPLEX array, dimension (LDE, N)
          On entry, E contains an upper triangular matrix.
[in]LDE
          LDE is INTEGER
          The leading dimension of the matrix E. LDE >= max(1, N).
[in,out]F
          F is COMPLEX array, dimension (LDF, N)
          On entry, F contains the right-hand-side of the second matrix
          equation in (1).
          On exit, if IJOB = 0, F has been overwritten by the solution
          L.
[in]LDF
          LDF is INTEGER
          The leading dimension of the matrix F. LDF >= max(1, M).
[out]SCALE
          SCALE is REAL
          On exit, 0 <= SCALE <= 1. If 0 < SCALE < 1, the solutions
          R and L (C and F on entry) will hold the solutions to a
          slightly perturbed system but the input matrices A, B, D and
          E have not been changed. If SCALE = 0, R and L will hold the
          solutions to the homogeneous system with C = F = 0.
          Normally, SCALE = 1.
[in,out]RDSUM
          RDSUM is REAL
          On entry, the sum of squares of computed contributions to
          the Dif-estimate under computation by CTGSYL, where the
          scaling factor RDSCAL (see below) has been factored out.
          On exit, the corresponding sum of squares updated with the
          contributions from the current sub-system.
          If TRANS = 'T' RDSUM is not touched.
          NOTE: RDSUM only makes sense when CTGSY2 is called by
          CTGSYL.
[in,out]RDSCAL
          RDSCAL is REAL
          On entry, scaling factor used to prevent overflow in RDSUM.
          On exit, RDSCAL is updated w.r.t. the current contributions
          in RDSUM.
          If TRANS = 'T', RDSCAL is not touched.
          NOTE: RDSCAL only makes sense when CTGSY2 is called by
          CTGSYL.
[out]INFO
          INFO is INTEGER
          On exit, if INFO is set to
            =0: Successful exit
            <0: If INFO = -i, input argument number i is illegal.
            >0: The matrix pairs (A, D) and (B, E) have common or very
                close eigenvalues.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
September 2012
Contributors:
Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.

Definition at line 258 of file ctgsy2.f.

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