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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.