doubleGEauxiliary - Man Page

double

Synopsis

Functions

subroutine dgesc2 (N, A, LDA, RHS, IPIV, JPIV, SCALE)
DGESC2 solves a system of linear equations using the LU factorization with complete pivoting computed by sgetc2.
subroutine dgetc2 (N, A, LDA, IPIV, JPIV, INFO)
DGETC2 computes the LU factorization with complete pivoting of the general n-by-n matrix.
double precision function dlange (NORM, M, N, A, LDA, WORK)
DLANGE 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 dlaqge (M, N, A, LDA, R, C, ROWCND, COLCND, AMAX, EQUED)
DLAQGE scales a general rectangular matrix, using row and column scaling factors computed by sgeequ.
subroutine dtgex2 (WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ, J1, N1, N2, WORK, LWORK, INFO)
DTGEX2 swaps adjacent diagonal blocks in an upper (quasi) triangular matrix pair by an orthogonal equivalence transformation.

Detailed Description

This is the group of double auxiliary functions for GE matrices

Function Documentation

subroutine dgesc2 (integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) RHS, integer, dimension( * ) IPIV, integer, dimension( * ) JPIV, double precision SCALE)

DGESC2 solves a system of linear equations using the LU factorization with complete pivoting computed by sgetc2.  

Purpose:

 DGESC2 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 DGETC2.
Parameters

N

          N is INTEGER
          The order of the matrix A.

A

          A is DOUBLE PRECISION array, dimension (LDA,N)
          On entry, the  LU part of the factorization of the n-by-n
          matrix A computed by DGETC2:  A = P * L * U * Q

LDA

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1, N).

RHS

          RHS is DOUBLE PRECISION array, dimension (N).
          On entry, the right hand side vector b.
          On exit, the solution vector X.

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).

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).

SCALE

          SCALE is DOUBLE PRECISION
          On exit, SCALE contains the scale factor. SCALE is chosen
          0 <= SCALE <= 1 to prevent overflow in the solution.
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.

Definition at line 113 of file dgesc2.f.

subroutine dgetc2 (integer N, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, integer, dimension( * ) JPIV, integer INFO)

DGETC2 computes the LU factorization with complete pivoting of the general n-by-n matrix.  

Purpose:

 DGETC2 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.
Parameters

N

          N is INTEGER
          The order of the matrix A. N >= 0.

A

          A is DOUBLE PRECISION 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.

LDA

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).

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).

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).

INFO

          INFO is INTEGER
           = 0: successful exit
           > 0: if INFO = k, U(k, k) is likely to produce overflow if
                we try to solve for x in Ax = b. So U is perturbed to
                avoid the overflow.
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.

Definition at line 110 of file dgetc2.f.

double precision function dlange (character NORM, integer M, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) WORK)

DLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value of any element of a general rectangular matrix.  

Purpose:

 DLANGE  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.
Returns

DLANGE

    DLANGE = ( 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

NORM

          NORM is CHARACTER*1
          Specifies the value to be returned in DLANGE as described
          above.

M

          M is INTEGER
          The number of rows of the matrix A.  M >= 0.  When M = 0,
          DLANGE is set to zero.

N

          N is INTEGER
          The number of columns of the matrix A.  N >= 0.  When N = 0,
          DLANGE is set to zero.

A

          A is DOUBLE PRECISION array, dimension (LDA,N)
          The m by n matrix A.

LDA

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(M,1).

WORK

          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)),
          where LWORK >= M when NORM = 'I'; otherwise, WORK is not
          referenced.
Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 113 of file dlange.f.

subroutine dlaqge (integer M, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) R, double precision, dimension( * ) C, double precision ROWCND, double precision COLCND, double precision AMAX, character EQUED)

DLAQGE scales a general rectangular matrix, using row and column scaling factors computed by sgeequ.  

Purpose:

 DLAQGE equilibrates a general M by N matrix A using the row and
 column scaling factors in the vectors R and C.
Parameters

M

          M is INTEGER
          The number of rows of the matrix A.  M >= 0.

N

          N is INTEGER
          The number of columns of the matrix A.  N >= 0.

A

          A is DOUBLE PRECISION 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.

LDA

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(M,1).

R

          R is DOUBLE PRECISION array, dimension (M)
          The row scale factors for A.

C

          C is DOUBLE PRECISION array, dimension (N)
          The column scale factors for A.

ROWCND

          ROWCND is DOUBLE PRECISION
          Ratio of the smallest R(i) to the largest R(i).

COLCND

          COLCND is DOUBLE PRECISION
          Ratio of the smallest C(i) to the largest C(i).

AMAX

          AMAX is DOUBLE PRECISION
          Absolute value of largest matrix entry.

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).

Internal Parameters:

  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.
Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 140 of file dlaqge.f.

subroutine dtgex2 (logical WANTQ, logical WANTZ, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( ldq, * ) Q, integer LDQ, double precision, dimension( ldz, * ) Z, integer LDZ, integer J1, integer N1, integer N2, double precision, dimension( * ) WORK, integer LWORK, integer INFO)

DTGEX2 swaps adjacent diagonal blocks in an upper (quasi) triangular matrix pair by an orthogonal equivalence transformation.  

Purpose:

 DTGEX2 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 DGGES), 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
Parameters

WANTQ

          WANTQ is LOGICAL
          .TRUE. : update the left transformation matrix Q;
          .FALSE.: do not update Q.

WANTZ

          WANTZ is LOGICAL
          .TRUE. : update the right transformation matrix Z;
          .FALSE.: do not update Z.

N

          N is INTEGER
          The order of the matrices A and B. N >= 0.

A

          A is DOUBLE PRECISION array, dimensions (LDA,N)
          On entry, the matrix A in the pair (A, B).
          On exit, the updated matrix A.

LDA

          LDA is INTEGER
          The leading dimension of the array A. LDA >= max(1,N).

B

          B is DOUBLE PRECISION array, dimensions (LDB,N)
          On entry, the matrix B in the pair (A, B).
          On exit, the updated matrix B.

LDB

          LDB is INTEGER
          The leading dimension of the array B. LDB >= max(1,N).

Q

          Q is DOUBLE PRECISION array, dimension (LDQ,N)
          On entry, if WANTQ = .TRUE., the orthogonal matrix Q.
          On exit, the updated matrix Q.
          Not referenced if WANTQ = .FALSE..

LDQ

          LDQ is INTEGER
          The leading dimension of the array Q. LDQ >= 1.
          If WANTQ = .TRUE., LDQ >= N.

Z

          Z is DOUBLE PRECISION array, dimension (LDZ,N)
          On entry, if WANTZ =.TRUE., the orthogonal matrix Z.
          On exit, the updated matrix Z.
          Not referenced if WANTZ = .FALSE..

LDZ

          LDZ is INTEGER
          The leading dimension of the array Z. LDZ >= 1.
          If WANTZ = .TRUE., LDZ >= N.

J1

          J1 is INTEGER
          The index to the first block (A11, B11). 1 <= J1 <= N.

N1

          N1 is INTEGER
          The order of the first block (A11, B11). N1 = 0, 1 or 2.

N2

          N2 is INTEGER
          The order of the second block (A22, B22). N2 = 0, 1 or 2.

WORK

          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)).

LWORK

          LWORK is INTEGER
          The dimension of the array WORK.
          LWORK >=  MAX( 1, N*(N2+N1), (N2+N1)*(N2+N1)*2 )

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).
Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

In the current code both weak and strong stability tests are performed. The user can omit the strong stability test by changing the internal logical parameter WANDS to .FALSE.. See ref. [2] for details.

Contributors:

Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.

References:

  [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 219 of file dtgex2.f.

Author

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Referenced By

The man pages dgesc2(3), dgetc2(3), dlange(3), dlaqge(3) and dtgex2(3) are aliases of doubleGEauxiliary(3).

Mon Jun 28 2021 Version 3.10.0 LAPACK