LAPACK
3.4.2
LAPACK: Linear Algebra PACKage
|
Functions/Subroutines | |
subroutine | cgtcon (NORM, N, DL, D, DU, DU2, IPIV, ANORM, RCOND, WORK, INFO) |
CGTCON | |
subroutine | cgtrfs (TRANS, N, NRHS, DL, D, DU, DLF, DF, DUF, DU2, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO) |
CGTRFS | |
subroutine | cgttrf (N, DL, D, DU, DU2, IPIV, INFO) |
CGTTRF | |
subroutine | cgttrs (TRANS, N, NRHS, DL, D, DU, DU2, IPIV, B, LDB, INFO) |
CGTTRS | |
subroutine | cgtts2 (ITRANS, N, NRHS, DL, D, DU, DU2, IPIV, B, LDB) |
CGTTS2 solves a system of linear equations with a tridiagonal matrix using the LU factorization computed by sgttrf. |
This is the group of complex computational functions for GT matrices
subroutine cgtcon | ( | character | NORM, |
integer | N, | ||
complex, dimension( * ) | DL, | ||
complex, dimension( * ) | D, | ||
complex, dimension( * ) | DU, | ||
complex, dimension( * ) | DU2, | ||
integer, dimension( * ) | IPIV, | ||
real | ANORM, | ||
real | RCOND, | ||
complex, dimension( * ) | WORK, | ||
integer | INFO | ||
) |
CGTCON
Download CGTCON + dependencies [TGZ] [ZIP] [TXT]CGTCON estimates the reciprocal of the condition number of a complex tridiagonal matrix A using the LU factorization as computed by CGTTRF. An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
[in] | NORM | NORM is CHARACTER*1 Specifies whether the 1-norm condition number or the infinity-norm condition number is required: = '1' or 'O': 1-norm; = 'I': Infinity-norm. |
[in] | N | N is INTEGER The order of the matrix A. N >= 0. |
[in] | DL | DL is COMPLEX array, dimension (N-1) The (n-1) multipliers that define the matrix L from the LU factorization of A as computed by CGTTRF. |
[in] | D | D is COMPLEX array, dimension (N) The n diagonal elements of the upper triangular matrix U from the LU factorization of A. |
[in] | DU | DU is COMPLEX array, dimension (N-1) The (n-1) elements of the first superdiagonal of U. |
[in] | DU2 | DU2 is COMPLEX array, dimension (N-2) The (n-2) elements of the second superdiagonal of U. |
[in] | IPIV | IPIV is INTEGER array, dimension (N) The pivot indices; for 1 <= i <= n, row i of the matrix was interchanged with row IPIV(i). IPIV(i) will always be either i or i+1; IPIV(i) = i indicates a row interchange was not required. |
[in] | ANORM | ANORM is REAL If NORM = '1' or 'O', the 1-norm of the original matrix A. If NORM = 'I', the infinity-norm of the original matrix A. |
[out] | 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. |
[out] | WORK | WORK is COMPLEX array, dimension (2*N) |
[out] | INFO | INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value |
Definition at line 141 of file cgtcon.f.
subroutine cgtrfs | ( | character | TRANS, |
integer | N, | ||
integer | NRHS, | ||
complex, dimension( * ) | DL, | ||
complex, dimension( * ) | D, | ||
complex, dimension( * ) | DU, | ||
complex, dimension( * ) | DLF, | ||
complex, dimension( * ) | DF, | ||
complex, dimension( * ) | DUF, | ||
complex, dimension( * ) | DU2, | ||
integer, dimension( * ) | IPIV, | ||
complex, dimension( ldb, * ) | B, | ||
integer | LDB, | ||
complex, dimension( ldx, * ) | X, | ||
integer | LDX, | ||
real, dimension( * ) | FERR, | ||
real, dimension( * ) | BERR, | ||
complex, dimension( * ) | WORK, | ||
real, dimension( * ) | RWORK, | ||
integer | INFO | ||
) |
CGTRFS
Download CGTRFS + dependencies [TGZ] [ZIP] [TXT]CGTRFS improves the computed solution to a system of linear equations when the coefficient matrix is tridiagonal, and provides error bounds and backward error estimates for the solution.
[in] | TRANS | TRANS is CHARACTER*1 Specifies the form of the system of equations: = 'N': A * X = B (No transpose) = 'T': A**T * X = B (Transpose) = 'C': A**H * X = B (Conjugate transpose) |
[in] | N | N is INTEGER The order of the matrix A. N >= 0. |
[in] | NRHS | NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. |
[in] | DL | DL is COMPLEX array, dimension (N-1) The (n-1) subdiagonal elements of A. |
[in] | D | D is COMPLEX array, dimension (N) The diagonal elements of A. |
[in] | DU | DU is COMPLEX array, dimension (N-1) The (n-1) superdiagonal elements of A. |
[in] | DLF | DLF is COMPLEX array, dimension (N-1) The (n-1) multipliers that define the matrix L from the LU factorization of A as computed by CGTTRF. |
[in] | DF | DF is COMPLEX array, dimension (N) The n diagonal elements of the upper triangular matrix U from the LU factorization of A. |
[in] | DUF | DUF is COMPLEX array, dimension (N-1) The (n-1) elements of the first superdiagonal of U. |
[in] | DU2 | DU2 is COMPLEX array, dimension (N-2) The (n-2) elements of the second superdiagonal of U. |
[in] | IPIV | IPIV is INTEGER array, dimension (N) The pivot indices; for 1 <= i <= n, row i of the matrix was interchanged with row IPIV(i). IPIV(i) will always be either i or i+1; IPIV(i) = i indicates a row interchange was not required. |
[in] | B | B is COMPLEX array, dimension (LDB,NRHS) The right hand side matrix B. |
[in] | LDB | LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). |
[in,out] | X | X is COMPLEX array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by CGTTRS. On exit, the improved solution matrix X. |
[in] | LDX | LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N). |
[out] | 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. |
[out] | 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). |
[out] | WORK | WORK is COMPLEX array, dimension (2*N) |
[out] | RWORK | RWORK is REAL array, dimension (N) |
[out] | INFO | INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value |
ITMAX is the maximum number of steps of iterative refinement.
Definition at line 209 of file cgtrfs.f.
subroutine cgttrf | ( | integer | N, |
complex, dimension( * ) | DL, | ||
complex, dimension( * ) | D, | ||
complex, dimension( * ) | DU, | ||
complex, dimension( * ) | DU2, | ||
integer, dimension( * ) | IPIV, | ||
integer | INFO | ||
) |
CGTTRF
Download CGTTRF + dependencies [TGZ] [ZIP] [TXT]CGTTRF computes an LU factorization of a complex tridiagonal matrix A using elimination with partial pivoting and row interchanges. The factorization has the form A = L * U where L is a product of permutation and unit lower bidiagonal matrices and U is upper triangular with nonzeros in only the main diagonal and first two superdiagonals.
[in] | N | N is INTEGER The order of the matrix A. |
[in,out] | DL | DL is COMPLEX array, dimension (N-1) On entry, DL must contain the (n-1) sub-diagonal elements of A. On exit, DL is overwritten by the (n-1) multipliers that define the matrix L from the LU factorization of A. |
[in,out] | D | D is COMPLEX array, dimension (N) On entry, D must contain the diagonal elements of A. On exit, D is overwritten by the n diagonal elements of the upper triangular matrix U from the LU factorization of A. |
[in,out] | DU | DU is COMPLEX array, dimension (N-1) On entry, DU must contain the (n-1) super-diagonal elements of A. On exit, DU is overwritten by the (n-1) elements of the first super-diagonal of U. |
[out] | DU2 | DU2 is COMPLEX array, dimension (N-2) On exit, DU2 is overwritten by the (n-2) elements of the second super-diagonal of U. |
[out] | IPIV | IPIV is INTEGER array, dimension (N) The pivot indices; for 1 <= i <= n, row i of the matrix was interchanged with row IPIV(i). IPIV(i) will always be either i or i+1; IPIV(i) = i indicates a row interchange was not required. |
[out] | INFO | INFO is INTEGER = 0: successful exit < 0: if INFO = -k, the k-th argument had an illegal value > 0: if INFO = k, U(k,k) is exactly zero. The factorization has been completed, but the factor U is exactly singular, and division by zero will occur if it is used to solve a system of equations. |
Definition at line 125 of file cgttrf.f.
subroutine cgttrs | ( | character | TRANS, |
integer | N, | ||
integer | NRHS, | ||
complex, dimension( * ) | DL, | ||
complex, dimension( * ) | D, | ||
complex, dimension( * ) | DU, | ||
complex, dimension( * ) | DU2, | ||
integer, dimension( * ) | IPIV, | ||
complex, dimension( ldb, * ) | B, | ||
integer | LDB, | ||
integer | INFO | ||
) |
CGTTRS
Download CGTTRS + dependencies [TGZ] [ZIP] [TXT]CGTTRS solves one of the systems of equations A * X = B, A**T * X = B, or A**H * X = B, with a tridiagonal matrix A using the LU factorization computed by CGTTRF.
[in] | TRANS | TRANS is CHARACTER*1 Specifies the form of the system of equations. = 'N': A * X = B (No transpose) = 'T': A**T * X = B (Transpose) = 'C': A**H * X = B (Conjugate transpose) |
[in] | N | N is INTEGER The order of the matrix A. |
[in] | NRHS | NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. |
[in] | DL | DL is COMPLEX array, dimension (N-1) The (n-1) multipliers that define the matrix L from the LU factorization of A. |
[in] | D | D is COMPLEX array, dimension (N) The n diagonal elements of the upper triangular matrix U from the LU factorization of A. |
[in] | DU | DU is COMPLEX array, dimension (N-1) The (n-1) elements of the first super-diagonal of U. |
[in] | DU2 | DU2 is COMPLEX array, dimension (N-2) The (n-2) elements of the second super-diagonal of U. |
[in] | IPIV | IPIV is INTEGER array, dimension (N) The pivot indices; for 1 <= i <= n, row i of the matrix was interchanged with row IPIV(i). IPIV(i) will always be either i or i+1; IPIV(i) = i indicates a row interchange was not required. |
[in,out] | B | B is COMPLEX array, dimension (LDB,NRHS) On entry, the matrix of right hand side vectors B. On exit, B is overwritten by the solution vectors X. |
[in] | LDB | LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). |
[out] | INFO | INFO is INTEGER = 0: successful exit < 0: if INFO = -k, the k-th argument had an illegal value |
Definition at line 138 of file cgttrs.f.
subroutine cgtts2 | ( | integer | ITRANS, |
integer | N, | ||
integer | NRHS, | ||
complex, dimension( * ) | DL, | ||
complex, dimension( * ) | D, | ||
complex, dimension( * ) | DU, | ||
complex, dimension( * ) | DU2, | ||
integer, dimension( * ) | IPIV, | ||
complex, dimension( ldb, * ) | B, | ||
integer | LDB | ||
) |
CGTTS2 solves a system of linear equations with a tridiagonal matrix using the LU factorization computed by sgttrf.
Download CGTTS2 + dependencies [TGZ] [ZIP] [TXT]CGTTS2 solves one of the systems of equations A * X = B, A**T * X = B, or A**H * X = B, with a tridiagonal matrix A using the LU factorization computed by CGTTRF.
[in] | ITRANS | ITRANS is INTEGER Specifies the form of the system of equations. = 0: A * X = B (No transpose) = 1: A**T * X = B (Transpose) = 2: A**H * X = B (Conjugate transpose) |
[in] | N | N is INTEGER The order of the matrix A. |
[in] | NRHS | NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. |
[in] | DL | DL is COMPLEX array, dimension (N-1) The (n-1) multipliers that define the matrix L from the LU factorization of A. |
[in] | D | D is COMPLEX array, dimension (N) The n diagonal elements of the upper triangular matrix U from the LU factorization of A. |
[in] | DU | DU is COMPLEX array, dimension (N-1) The (n-1) elements of the first super-diagonal of U. |
[in] | DU2 | DU2 is COMPLEX array, dimension (N-2) The (n-2) elements of the second super-diagonal of U. |
[in] | IPIV | IPIV is INTEGER array, dimension (N) The pivot indices; for 1 <= i <= n, row i of the matrix was interchanged with row IPIV(i). IPIV(i) will always be either i or i+1; IPIV(i) = i indicates a row interchange was not required. |
[in,out] | B | B is COMPLEX array, dimension (LDB,NRHS) On entry, the matrix of right hand side vectors B. On exit, B is overwritten by the solution vectors X. |
[in] | LDB | LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). |
Definition at line 129 of file cgtts2.f.