 |
LAPACK
3.4.2
LAPACK: Linear Algebra PACKage
|
Functions/Subroutines | |
| subroutine | sgesc2 (N, A, LDA, RHS, IPIV, JPIV, SCALE) |
| SGESC2 solves a system of linear equations using the LU factorization with complete pivoting computed by sgetc2. | |
| subroutine | sgetc2 (N, A, LDA, IPIV, JPIV, INFO) |
| SGETC2 computes the LU factorization with complete pivoting of the general n-by-n matrix. | |
| REAL function | slange (NORM, M, N, A, LDA, WORK) |
| SLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value of any element of a general rectangular matrix. | |
| subroutine | slaqge (M, N, A, LDA, R, C, ROWCND, COLCND, AMAX, EQUED) |
| SLAQGE scales a general rectangular matrix, using row and column scaling factors computed by sgeequ. | |
| subroutine | stgex2 (WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ, J1, N1, N2, WORK, LWORK, INFO) |
| STGEX2 swaps adjacent diagonal blocks in an upper (quasi) triangular matrix pair by an orthogonal equivalence transformation. | |
This is the group of real auxiliary functions for GE matrices
| subroutine sgesc2 | ( | integer | N, |
| real, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| real, dimension( * ) | RHS, | ||
| integer, dimension( * ) | IPIV, | ||
| integer, dimension( * ) | JPIV, | ||
| real | SCALE | ||
| ) |
SGESC2 solves a system of linear equations using the LU factorization with complete pivoting computed by sgetc2.
Download SGESC2 + dependencies [TGZ] [ZIP] [TXT]
SGESC2 solves a system of linear equations
A * X = scale* RHS
with a general N-by-N matrix A using the LU factorization with
complete pivoting computed by SGETC2. | [in] | N | N is INTEGER
The order of the matrix A. |
| [in] | A | A is REAL array, dimension (LDA,N)
On entry, the LU part of the factorization of the n-by-n
matrix A computed by SGETC2: A = P * L * U * Q |
| [in] | LDA | LDA is INTEGER
The leading dimension of the array A. LDA >= max(1, N). |
| [in,out] | RHS | RHS is REAL array, dimension (N).
On entry, the right hand side vector b.
On exit, the solution vector X. |
| [in] | IPIV | IPIV is INTEGER array, dimension (N).
The pivot indices; for 1 <= i <= N, row i of the
matrix has been interchanged with row IPIV(i). |
| [in] | JPIV | JPIV is INTEGER array, dimension (N).
The pivot indices; for 1 <= j <= N, column j of the
matrix has been interchanged with column JPIV(j). |
| [out] | SCALE | SCALE is REAL
On exit, SCALE contains the scale factor. SCALE is chosen
0 <= SCALE <= 1 to prevent owerflow in the solution. |
Definition at line 115 of file sgesc2.f.
| subroutine sgetc2 | ( | integer | N, |
| real, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| integer, dimension( * ) | IPIV, | ||
| integer, dimension( * ) | JPIV, | ||
| integer | INFO | ||
| ) |
SGETC2 computes the LU factorization with complete pivoting of the general n-by-n matrix.
Download SGETC2 + dependencies [TGZ] [ZIP] [TXT]SGETC2 computes an LU factorization with complete pivoting of the n-by-n matrix A. The factorization has the form A = P * L * U * Q, where P and Q are permutation matrices, L is lower triangular with unit diagonal elements and U is upper triangular. This is the Level 2 BLAS algorithm.
| [in] | N | N is INTEGER
The order of the matrix A. N >= 0. |
| [in,out] | A | A is REAL array, dimension (LDA, N)
On entry, the n-by-n matrix A to be factored.
On exit, the factors L and U from the factorization
A = P*L*U*Q; the unit diagonal elements of L are not stored.
If U(k, k) appears to be less than SMIN, U(k, k) is given the
value of SMIN, i.e., giving a nonsingular perturbed system. |
| [in] | LDA | LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N). |
| [out] | IPIV | IPIV is INTEGER array, dimension(N).
The pivot indices; for 1 <= i <= N, row i of the
matrix has been interchanged with row IPIV(i). |
| [out] | JPIV | JPIV is INTEGER array, dimension(N).
The pivot indices; for 1 <= j <= N, column j of the
matrix has been interchanged with column JPIV(j). |
| [out] | INFO | INFO is INTEGER
= 0: successful exit
> 0: if INFO = k, U(k, k) is likely to produce owerflow if
we try to solve for x in Ax = b. So U is perturbed to
avoid the overflow. |
Definition at line 112 of file sgetc2.f.
| REAL function slange | ( | character | NORM, |
| integer | M, | ||
| integer | N, | ||
| real, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| real, dimension( * ) | WORK | ||
| ) |
SLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value of any element of a general rectangular matrix.
Download SLANGE + dependencies [TGZ] [ZIP] [TXT]SLANGE returns the value of the one norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a real matrix A.
SLANGE = ( 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. | [in] | NORM | NORM is CHARACTER*1
Specifies the value to be returned in SLANGE as described
above. |
| [in] | M | M is INTEGER
The number of rows of the matrix A. M >= 0. When M = 0,
SLANGE is set to zero. |
| [in] | N | N is INTEGER
The number of columns of the matrix A. N >= 0. When N = 0,
SLANGE is set to zero. |
| [in] | A | A is REAL array, dimension (LDA,N)
The m by n matrix A. |
| [in] | LDA | LDA is INTEGER
The leading dimension of the array A. LDA >= max(M,1). |
| [out] | WORK | WORK is REAL array, dimension (MAX(1,LWORK)),
where LWORK >= M when NORM = 'I'; otherwise, WORK is not
referenced. |
Definition at line 115 of file slange.f.
| subroutine slaqge | ( | integer | M, |
| integer | N, | ||
| real, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| real, dimension( * ) | R, | ||
| real, dimension( * ) | C, | ||
| real | ROWCND, | ||
| real | COLCND, | ||
| real | AMAX, | ||
| character | EQUED | ||
| ) |
SLAQGE scales a general rectangular matrix, using row and column scaling factors computed by sgeequ.
Download SLAQGE + dependencies [TGZ] [ZIP] [TXT]SLAQGE equilibrates a general M by N matrix A using the row and column scaling factors in the vectors R and C.
| [in] | M | M is INTEGER
The number of rows of the matrix A. M >= 0. |
| [in] | N | N is INTEGER
The number of columns of the matrix A. N >= 0. |
| [in,out] | A | A is REAL array, dimension (LDA,N)
On entry, the M by N matrix A.
On exit, the equilibrated matrix. See EQUED for the form of
the equilibrated matrix. |
| [in] | LDA | LDA is INTEGER
The leading dimension of the array A. LDA >= max(M,1). |
| [in] | R | R is REAL array, dimension (M)
The row scale factors for A. |
| [in] | C | C is REAL array, dimension (N)
The column scale factors for A. |
| [in] | ROWCND | ROWCND is REAL
Ratio of the smallest R(i) to the largest R(i). |
| [in] | COLCND | COLCND is REAL
Ratio of the smallest C(i) to the largest C(i). |
| [in] | AMAX | AMAX is REAL
Absolute value of largest matrix entry. |
| [out] | EQUED | EQUED is CHARACTER*1
Specifies the form of equilibration that was done.
= 'N': No equilibration
= 'R': Row equilibration, i.e., A has been premultiplied by
diag(R).
= 'C': Column equilibration, i.e., A has been postmultiplied
by diag(C).
= 'B': Both row and column equilibration, i.e., A has been
replaced by diag(R) * A * diag(C). |
THRESH is a threshold value used to decide if row or column scaling should be done based on the ratio of the row or column scaling factors. If ROWCND < THRESH, row scaling is done, and if COLCND < THRESH, column scaling is done. LARGE and SMALL are threshold values used to decide if row scaling should be done based on the absolute size of the largest matrix element. If AMAX > LARGE or AMAX < SMALL, row scaling is done.
Definition at line 142 of file slaqge.f.
| subroutine stgex2 | ( | logical | WANTQ, |
| logical | WANTZ, | ||
| integer | N, | ||
| real, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| real, dimension( ldb, * ) | B, | ||
| integer | LDB, | ||
| real, dimension( ldq, * ) | Q, | ||
| integer | LDQ, | ||
| real, dimension( ldz, * ) | Z, | ||
| integer | LDZ, | ||
| integer | J1, | ||
| integer | N1, | ||
| integer | N2, | ||
| real, dimension( * ) | WORK, | ||
| integer | LWORK, | ||
| integer | INFO | ||
| ) |
STGEX2 swaps adjacent diagonal blocks in an upper (quasi) triangular matrix pair by an orthogonal equivalence transformation.
Download STGEX2 + dependencies [TGZ] [ZIP] [TXT] STGEX2 swaps adjacent diagonal blocks (A11, B11) and (A22, B22)
of size 1-by-1 or 2-by-2 in an upper (quasi) triangular matrix pair
(A, B) by an orthogonal equivalence transformation.
(A, B) must be in generalized real Schur canonical form (as returned
by SGGES), i.e. A is block upper triangular with 1-by-1 and 2-by-2
diagonal blocks. B is upper triangular.
Optionally, the matrices Q and Z of generalized Schur vectors are
updated.
Q(in) * A(in) * Z(in)**T = Q(out) * A(out) * Z(out)**T
Q(in) * B(in) * Z(in)**T = Q(out) * B(out) * Z(out)**T | [in] | WANTQ | WANTQ is LOGICAL
.TRUE. : update the left transformation matrix Q;
.FALSE.: do not update Q. |
| [in] | WANTZ | WANTZ is LOGICAL
.TRUE. : update the right transformation matrix Z;
.FALSE.: do not update Z. |
| [in] | N | N is INTEGER
The order of the matrices A and B. N >= 0. |
| [in,out] | A | A is REAL arrays, dimensions (LDA,N)
On entry, the matrix A in the pair (A, B).
On exit, the updated matrix A. |
| [in] | LDA | LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N). |
| [in,out] | B | B is REAL arrays, dimensions (LDB,N)
On entry, the matrix B in the pair (A, B).
On exit, the updated matrix B. |
| [in] | LDB | LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N). |
| [in,out] | Q | Q is REAL array, dimension (LDZ,N)
On entry, if WANTQ = .TRUE., the orthogonal matrix Q.
On exit, the updated matrix Q.
Not referenced if WANTQ = .FALSE.. |
| [in] | LDQ | LDQ is INTEGER
The leading dimension of the array Q. LDQ >= 1.
If WANTQ = .TRUE., LDQ >= N. |
| [in,out] | Z | Z is REAL array, dimension (LDZ,N)
On entry, if WANTZ =.TRUE., the orthogonal matrix Z.
On exit, the updated matrix Z.
Not referenced if WANTZ = .FALSE.. |
| [in] | LDZ | LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1.
If WANTZ = .TRUE., LDZ >= N. |
| [in] | J1 | J1 is INTEGER
The index to the first block (A11, B11). 1 <= J1 <= N. |
| [in] | N1 | N1 is INTEGER
The order of the first block (A11, B11). N1 = 0, 1 or 2. |
| [in] | N2 | N2 is INTEGER
The order of the second block (A22, B22). N2 = 0, 1 or 2. |
| [out] | WORK | WORK is REAL array, dimension (MAX(1,LWORK)). |
| [in] | LWORK | LWORK is INTEGER
The dimension of the array WORK.
LWORK >= MAX( N*(N2+N1), (N2+N1)*(N2+N1)*2 ) |
| [out] | INFO | INFO is INTEGER
=0: Successful exit
>0: If INFO = 1, the transformed matrix (A, B) would be
too far from generalized Schur form; the blocks are
not swapped and (A, B) and (Q, Z) are unchanged.
The problem of swapping is too ill-conditioned.
<0: If INFO = -16: LWORK is too small. Appropriate value
for LWORK is returned in WORK(1). |
[1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
M.S. Moonen et al (eds), Linear Algebra for Large Scale and
Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
[2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
Eigenvalues of a Regular Matrix Pair (A, B) and Condition
Estimation: Theory, Algorithms and Software,
Report UMINF - 94.04, Department of Computing Science, Umea
University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working
Note 87. To appear in Numerical Algorithms, 1996. Definition at line 221 of file stgex2.f.
1.8.1.1