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double(3) LAPACK double(3)

NAME

double -

Functions


subroutine dla_syamv (UPLO, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY)
 
DLA_SYAMV computes a matrix-vector product using a symmetric indefinite matrix to calculate error bounds. double precision function dla_syrcond (UPLO, N, A, LDA, AF, LDAF, IPIV, CMODE, C, INFO, WORK, IWORK)
 
DLA_SYRCOND estimates the Skeel condition number for a symmetric indefinite matrix. subroutine dla_syrfsx_extended (PREC_TYPE, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, COLEQU, C, B, LDB, Y, LDY, BERR_OUT, N_NORMS, ERR_BNDS_NORM, ERR_BNDS_COMP, RES, AYB, DY, Y_TAIL, RCOND, ITHRESH, RTHRESH, DZ_UB, IGNORE_CWISE, INFO)
 
DLA_SYRFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric indefinite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution. double precision function dla_syrpvgrw (UPLO, N, INFO, A, LDA, AF, LDAF, IPIV, WORK)
 
DLA_SYRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric indefinite matrix. subroutine dlasyf (UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO)
 
DLASYF computes a partial factorization of a real symmetric matrix using the Bunch-Kaufman diagonal pivoting method. subroutine dlasyf_aa (UPLO, J1, M, NB, A, LDA, IPIV, H, LDH, WORK, INFO)
 
DLASYF_AA subroutine dlasyf_rk (UPLO, N, NB, KB, A, LDA, E, IPIV, W, LDW, INFO)
 
DLASYF_RK computes a partial factorization of a real symmetric indefinite matrix using bounded Bunch-Kaufman (rook) diagonal pivoting method. subroutine dlasyf_rook (UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO)
 
DLASYF_ROOK *> DLASYF_ROOK computes a partial factorization of a real symmetric matrix using the bounded Bunch-Kaufman ('rook') diagonal pivoting method. subroutine dsycon (UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK, IWORK, INFO)
 
DSYCON subroutine dsycon_3 (UPLO, N, A, LDA, E, IPIV, ANORM, RCOND, WORK, IWORK, INFO)
 
DSYCON_3 subroutine dsycon_rook (UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK, IWORK, INFO)
 
DSYCON_ROOK subroutine dsyconv (UPLO, WAY, N, A, LDA, IPIV, E, INFO)
 
DSYCONV subroutine dsyconvf (UPLO, WAY, N, A, LDA, E, IPIV, INFO)
 
DSYCONVF subroutine dsyconvf_rook (UPLO, WAY, N, A, LDA, E, IPIV, INFO)
 
DSYCONVF_ROOK subroutine dsyequb (UPLO, N, A, LDA, S, SCOND, AMAX, WORK, INFO)
 
DSYEQUB subroutine dsygs2 (ITYPE, UPLO, N, A, LDA, B, LDB, INFO)
 
DSYGS2 reduces a symmetric definite generalized eigenproblem to standard form, using the factorization results obtained from spotrf (unblocked algorithm). subroutine dsygst (ITYPE, UPLO, N, A, LDA, B, LDB, INFO)
 
DSYGST subroutine dsyrfs (UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO)
 
DSYRFS subroutine dsyrfsx (UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, IPIV, S, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK, INFO)
 
DSYRFSX subroutine dsytd2 (UPLO, N, A, LDA, D, E, TAU, INFO)
 
DSYTD2 reduces a symmetric matrix to real symmetric tridiagonal form by an orthogonal similarity transformation (unblocked algorithm). subroutine dsytf2 (UPLO, N, A, LDA, IPIV, INFO)
 
DSYTF2 computes the factorization of a real symmetric indefinite matrix, using the diagonal pivoting method (unblocked algorithm). subroutine dsytf2_rk (UPLO, N, A, LDA, E, IPIV, INFO)
 
DSYTF2_RK computes the factorization of a real symmetric indefinite matrix using the bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS2 unblocked algorithm). subroutine dsytf2_rook (UPLO, N, A, LDA, IPIV, INFO)
 
DSYTF2_ROOK computes the factorization of a real symmetric indefinite matrix using the bounded Bunch-Kaufman ('rook') diagonal pivoting method (unblocked algorithm). subroutine dsytrd (UPLO, N, A, LDA, D, E, TAU, WORK, LWORK, INFO)
 
DSYTRD subroutine dsytrd_2stage (VECT, UPLO, N, A, LDA, D, E, TAU, HOUS2, LHOUS2, WORK, LWORK, INFO)
 
DSYTRD_2STAGE subroutine dsytrd_sy2sb (UPLO, N, KD, A, LDA, AB, LDAB, TAU, WORK, LWORK, INFO)
 
DSYTRD_SY2SB subroutine dsytrf (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)
 
DSYTRF subroutine dsytrf_aa (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)
 
DSYTRF_AA subroutine dsytrf_rk (UPLO, N, A, LDA, E, IPIV, WORK, LWORK, INFO)
 
DSYTRF_RK computes the factorization of a real symmetric indefinite matrix using the bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS3 blocked algorithm). subroutine dsytrf_rook (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)
 
DSYTRF_ROOK subroutine dsytri (UPLO, N, A, LDA, IPIV, WORK, INFO)
 
DSYTRI subroutine dsytri2 (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)
 
DSYTRI2 subroutine dsytri2x (UPLO, N, A, LDA, IPIV, WORK, NB, INFO)
 
DSYTRI2X subroutine dsytri_3 (UPLO, N, A, LDA, E, IPIV, WORK, LWORK, INFO)
 
DSYTRI_3 subroutine dsytri_3x (UPLO, N, A, LDA, E, IPIV, WORK, NB, INFO)
 
DSYTRI_3X subroutine dsytri_rook (UPLO, N, A, LDA, IPIV, WORK, INFO)
 
DSYTRI_ROOK subroutine dsytrs (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO)
 
DSYTRS subroutine dsytrs2 (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, INFO)
 
DSYTRS2 subroutine dsytrs_3 (UPLO, N, NRHS, A, LDA, E, IPIV, B, LDB, INFO)
 
DSYTRS_3 subroutine dsytrs_aa (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK, INFO)
 
DSYTRS_AA subroutine dsytrs_rook (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO)
 
DSYTRS_ROOK subroutine dtgsyl (TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D, LDD, E, LDE, F, LDF, SCALE, DIF, WORK, LWORK, IWORK, INFO)
 
DTGSYL subroutine dtrsyl (TRANA, TRANB, ISGN, M, N, A, LDA, B, LDB, C, LDC, SCALE, INFO)
 
DTRSYL

Detailed Description

This is the group of double computational functions for SY matrices

Function Documentation

subroutine dla_syamv (integerUPLO, integerN, double precisionALPHA, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( * )X, integerINCX, double precisionBETA, double precision, dimension( * )Y, integerINCY)

DLA_SYAMV computes a matrix-vector product using a symmetric indefinite matrix to calculate error bounds.
Purpose:
 DLA_SYAMV  performs the matrix-vector operation
y := alpha*abs(A)*abs(x) + beta*abs(y),
where alpha and beta are scalars, x and y are vectors and A is an n by n symmetric matrix.
This function is primarily used in calculating error bounds. To protect against underflow during evaluation, components in the resulting vector are perturbed away from zero by (N+1) times the underflow threshold. To prevent unnecessarily large errors for block-structure embedded in general matrices, "symbolically" zero components are not perturbed. A zero entry is considered "symbolic" if all multiplications involved in computing that entry have at least one zero multiplicand.
Parameters:
UPLO
          UPLO is INTEGER
           On entry, UPLO specifies whether the upper or lower
           triangular part of the array A is to be referenced as
           follows:
UPLO = BLAS_UPPER Only the upper triangular part of A is to be referenced.
UPLO = BLAS_LOWER Only the lower triangular part of A is to be referenced.
Unchanged on exit.
N
          N is INTEGER
           On entry, N specifies the number of columns of the matrix A.
           N must be at least zero.
           Unchanged on exit.
ALPHA
          ALPHA is DOUBLE PRECISION .
           On entry, ALPHA specifies the scalar alpha.
           Unchanged on exit.
A
          A is DOUBLE PRECISION array of DIMENSION ( LDA, n ).
           Before entry, the leading m by n part of the array A must
           contain the matrix of coefficients.
           Unchanged on exit.
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.
X
          X is DOUBLE PRECISION array, dimension
           ( 1 + ( n - 1 )*abs( INCX ) )
           Before entry, the incremented array X must contain the
           vector x.
           Unchanged on exit.
INCX
          INCX is INTEGER
           On entry, INCX specifies the increment for the elements of
           X. INCX must not be zero.
           Unchanged on exit.
BETA
          BETA is DOUBLE PRECISION .
           On entry, BETA specifies the scalar beta. When BETA is
           supplied as zero then Y need not be set on input.
           Unchanged on exit.
Y
          Y is DOUBLE PRECISION array, dimension
           ( 1 + ( n - 1 )*abs( INCY ) )
           Before entry with BETA non-zero, the incremented array Y
           must contain the vector y. On exit, Y is overwritten by the
           updated vector y.
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:
December 2016
Further Details:
  Level 2 Blas routine.
-- Written on 22-October-1986. Jack Dongarra, Argonne National Lab. Jeremy Du Croz, Nag Central Office. Sven Hammarling, Nag Central Office. Richard Hanson, Sandia National Labs. -- Modified for the absolute-value product, April 2006 Jason Riedy, UC Berkeley

double precision function dla_syrcond (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldaf, * )AF, integerLDAF, integer, dimension( * )IPIV, integerCMODE, double precision, dimension( * )C, integerINFO, double precision, dimension( * )WORK, integer, dimension( * )IWORK)

DLA_SYRCOND estimates the Skeel condition number for a symmetric indefinite matrix.
Purpose:
    DLA_SYRCOND estimates the Skeel condition number of  op(A) * op2(C)
    where op2 is determined by CMODE as follows
    CMODE =  1    op2(C) = C
    CMODE =  0    op2(C) = I
    CMODE = -1    op2(C) = inv(C)
    The Skeel condition number cond(A) = norminf( |inv(A)||A| )
    is computed by computing scaling factors R such that
    diag(R)*A*op2(C) is row equilibrated and computing the standard
    infinity-norm condition number.
Parameters:
UPLO
          UPLO is CHARACTER*1
       = 'U':  Upper triangle of A is stored;
       = 'L':  Lower triangle of A is stored.
N
          N is INTEGER
     The number of linear equations, i.e., 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.
LDA
          LDA is INTEGER
     The leading dimension of the array A.  LDA >= max(1,N).
AF
          AF is DOUBLE PRECISION array, dimension (LDAF,N)
     The block diagonal matrix D and the multipliers used to
     obtain the factor U or L as computed by DSYTRF.
LDAF
          LDAF is INTEGER
     The leading dimension of the array AF.  LDAF >= max(1,N).
IPIV
          IPIV is INTEGER array, dimension (N)
     Details of the interchanges and the block structure of D
     as determined by DSYTRF.
CMODE
          CMODE is INTEGER
     Determines op2(C) in the formula op(A) * op2(C) as follows:
     CMODE =  1    op2(C) = C
     CMODE =  0    op2(C) = I
     CMODE = -1    op2(C) = inv(C)
C
          C is DOUBLE PRECISION array, dimension (N)
     The vector C in the formula op(A) * op2(C).
INFO
          INFO is INTEGER
       = 0:  Successful exit.
     i > 0:  The ith argument is invalid.
WORK
          WORK is DOUBLE PRECISION array, dimension (3*N).
     Workspace.
IWORK
          IWORK is INTEGER array, dimension (N).
     Workspace.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016

subroutine dla_syrfsx_extended (integerPREC_TYPE, characterUPLO, integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldaf, * )AF, integerLDAF, integer, dimension( * )IPIV, logicalCOLEQU, double precision, dimension( * )C, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( ldy, * )Y, integerLDY, double precision, dimension( * )BERR_OUT, integerN_NORMS, double precision, dimension( nrhs, * )ERR_BNDS_NORM, double precision, dimension( nrhs, * )ERR_BNDS_COMP, double precision, dimension( * )RES, double precision, dimension( * )AYB, double precision, dimension( * )DY, double precision, dimension( * )Y_TAIL, double precisionRCOND, integerITHRESH, double precisionRTHRESH, double precisionDZ_UB, logicalIGNORE_CWISE, integerINFO)

DLA_SYRFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric indefinite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.
Purpose:
 DLA_SYRFSX_EXTENDED improves the computed solution to a system of
 linear equations by performing extra-precise iterative refinement
 and provides error bounds and backward error estimates for the solution.
 This subroutine is called by DSYRFSX to perform iterative refinement.
 In addition to normwise error bound, the code provides maximum
 componentwise error bound if possible. See comments for ERR_BNDS_NORM
 and ERR_BNDS_COMP for details of the error bounds. Note that this
 subroutine is only resonsible for setting the second fields of
 ERR_BNDS_NORM and ERR_BNDS_COMP.
Parameters:
PREC_TYPE
          PREC_TYPE is INTEGER
     Specifies the intermediate precision to be used in refinement.
     The value is defined by ILAPREC(P) where P is a CHARACTER and
     P    = 'S':  Single
          = 'D':  Double
          = 'I':  Indigenous
          = 'X', 'E':  Extra
UPLO
          UPLO is CHARACTER*1
       = 'U':  Upper triangle of A is stored;
       = 'L':  Lower triangle of A is stored.
N
          N is INTEGER
     The number of linear equations, i.e., the order of the
     matrix A.  N >= 0.
NRHS
          NRHS is INTEGER
     The number of right-hand-sides, i.e., the number of columns of the
     matrix B.
A
          A is DOUBLE PRECISION array, dimension (LDA,N)
     On entry, the N-by-N matrix A.
LDA
          LDA is INTEGER
     The leading dimension of the array A.  LDA >= max(1,N).
AF
          AF is DOUBLE PRECISION array, dimension (LDAF,N)
     The block diagonal matrix D and the multipliers used to
     obtain the factor U or L as computed by DSYTRF.
LDAF
          LDAF is INTEGER
     The leading dimension of the array AF.  LDAF >= max(1,N).
IPIV
          IPIV is INTEGER array, dimension (N)
     Details of the interchanges and the block structure of D
     as determined by DSYTRF.
COLEQU
          COLEQU is LOGICAL
     If .TRUE. then column equilibration was done to A before calling
     this routine. This is needed to compute the solution and error
     bounds correctly.
C
          C is DOUBLE PRECISION array, dimension (N)
     The column scale factors for A. If COLEQU = .FALSE., C
     is not accessed. If C is input, each element of C should be a power
     of the radix to ensure a reliable solution and error estimates.
     Scaling by powers of the radix does not cause rounding errors unless
     the result underflows or overflows. Rounding errors during scaling
     lead to refining with a matrix that is not equivalent to the
     input matrix, producing error estimates that may not be
     reliable.
B
          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
     The right-hand-side matrix B.
LDB
          LDB is INTEGER
     The leading dimension of the array B.  LDB >= max(1,N).
Y
          Y is DOUBLE PRECISION array, dimension
                    (LDY,NRHS)
     On entry, the solution matrix X, as computed by DSYTRS.
     On exit, the improved solution matrix Y.
LDY
          LDY is INTEGER
     The leading dimension of the array Y.  LDY >= max(1,N).
BERR_OUT
          BERR_OUT is DOUBLE PRECISION array, dimension (NRHS)
     On exit, BERR_OUT(j) contains the componentwise relative backward
     error for right-hand-side j from the formula
         max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
     where abs(Z) is the componentwise absolute value of the matrix
     or vector Z. This is computed by DLA_LIN_BERR.
N_NORMS
          N_NORMS is INTEGER
     Determines which error bounds to return (see ERR_BNDS_NORM
     and ERR_BNDS_COMP).
     If N_NORMS >= 1 return normwise error bounds.
     If N_NORMS >= 2 return componentwise error bounds.
ERR_BNDS_NORM
          ERR_BNDS_NORM is DOUBLE PRECISION array, dimension
                    (NRHS, N_ERR_BNDS)
     For each right-hand side, this array contains information about
     various error bounds and condition numbers corresponding to the
     normwise relative error, which is defined as follows:
Normwise relative error in the ith solution vector: max_j (abs(XTRUE(j,i) - X(j,i))) ------------------------------ max_j abs(X(j,i))
The array is indexed by the type of error information as described below. There currently are up to three pieces of information returned.
The first index in ERR_BNDS_NORM(i,:) corresponds to the ith right-hand side.
The second index in ERR_BNDS_NORM(:,err) contains the following three fields: err = 1 "Trust/don't trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * slamch('Epsilon').
err = 2 "Guaranteed" error bound: The estimated forward error, almost certainly within a factor of 10 of the true error so long as the next entry is greater than the threshold sqrt(n) * slamch('Epsilon'). This error bound should only be trusted if the previous boolean is true.
err = 3 Reciprocal condition number: Estimated normwise reciprocal condition number. Compared with the threshold sqrt(n) * slamch('Epsilon') to determine if the error estimate is "guaranteed". These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*A, where S scales each row by a power of the radix so all absolute row sums of Z are approximately 1.
This subroutine is only responsible for setting the second field above. See Lapack Working Note 165 for further details and extra cautions.
ERR_BNDS_COMP
          ERR_BNDS_COMP is DOUBLE PRECISION array, dimension
                    (NRHS, N_ERR_BNDS)
     For each right-hand side, this array contains information about
     various error bounds and condition numbers corresponding to the
     componentwise relative error, which is defined as follows:
Componentwise relative error in the ith solution vector: abs(XTRUE(j,i) - X(j,i)) max_j ---------------------- abs(X(j,i))
The array is indexed by the right-hand side i (on which the componentwise relative error depends), and the type of error information as described below. There currently are up to three pieces of information returned for each right-hand side. If componentwise accuracy is not requested (PARAMS(3) = 0.0), then ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most the first (:,N_ERR_BNDS) entries are returned.
The first index in ERR_BNDS_COMP(i,:) corresponds to the ith right-hand side.
The second index in ERR_BNDS_COMP(:,err) contains the following three fields: err = 1 "Trust/don't trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * slamch('Epsilon').
err = 2 "Guaranteed" error bound: The estimated forward error, almost certainly within a factor of 10 of the true error so long as the next entry is greater than the threshold sqrt(n) * slamch('Epsilon'). This error bound should only be trusted if the previous boolean is true.
err = 3 Reciprocal condition number: Estimated componentwise reciprocal condition number. Compared with the threshold sqrt(n) * slamch('Epsilon') to determine if the error estimate is "guaranteed". These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*(A*diag(x)), where x is the solution for the current right-hand side and S scales each row of A*diag(x) by a power of the radix so all absolute row sums of Z are approximately 1.
This subroutine is only responsible for setting the second field above. See Lapack Working Note 165 for further details and extra cautions.
RES
          RES is DOUBLE PRECISION array, dimension (N)
     Workspace to hold the intermediate residual.
AYB
          AYB is DOUBLE PRECISION array, dimension (N)
     Workspace. This can be the same workspace passed for Y_TAIL.
DY
          DY is DOUBLE PRECISION array, dimension (N)
     Workspace to hold the intermediate solution.
Y_TAIL
          Y_TAIL is DOUBLE PRECISION array, dimension (N)
     Workspace to hold the trailing bits of the intermediate solution.
RCOND
          RCOND is DOUBLE PRECISION
     Reciprocal scaled condition number.  This is an estimate of the
     reciprocal Skeel condition number of the matrix A after
     equilibration (if done).  If this is less than the machine
     precision (in particular, if it is zero), the matrix is singular
     to working precision.  Note that the error may still be small even
     if this number is very small and the matrix appears ill-
     conditioned.
ITHRESH
          ITHRESH is INTEGER
     The maximum number of residual computations allowed for
     refinement. The default is 10. For 'aggressive' set to 100 to
     permit convergence using approximate factorizations or
     factorizations other than LU. If the factorization uses a
     technique other than Gaussian elimination, the guarantees in
     ERR_BNDS_NORM and ERR_BNDS_COMP may no longer be trustworthy.
RTHRESH
          RTHRESH is DOUBLE PRECISION
     Determines when to stop refinement if the error estimate stops
     decreasing. Refinement will stop when the next solution no longer
     satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
     the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
     default value is 0.5. For 'aggressive' set to 0.9 to permit
     convergence on extremely ill-conditioned matrices. See LAWN 165
     for more details.
DZ_UB
          DZ_UB is DOUBLE PRECISION
     Determines when to start considering componentwise convergence.
     Componentwise convergence is only considered after each component
     of the solution Y is stable, which we definte as the relative
     change in each component being less than DZ_UB. The default value
     is 0.25, requiring the first bit to be stable. See LAWN 165 for
     more details.
IGNORE_CWISE
          IGNORE_CWISE is LOGICAL
     If .TRUE. then ignore componentwise convergence. Default value
     is .FALSE..
INFO
          INFO is INTEGER
       = 0:  Successful exit.
       < 0:  if INFO = -i, the ith argument to DLA_SYRFSX_EXTENDED had an illegal
             value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016

double precision function dla_syrpvgrw (character*1UPLO, integerN, integerINFO, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldaf, * )AF, integerLDAF, integer, dimension( * )IPIV, double precision, dimension( * )WORK)

DLA_SYRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric indefinite matrix.
Purpose:
 DLA_SYRPVGRW computes the reciprocal pivot growth factor
 norm(A)/norm(U). The "max absolute element" norm is used. If this is
 much less than 1, the stability of the LU factorization of the
 (equilibrated) matrix A could be poor. This also means that the
 solution X, estimated condition numbers, and error bounds could be
 unreliable.
Parameters:
UPLO
          UPLO is CHARACTER*1
       = 'U':  Upper triangle of A is stored;
       = 'L':  Lower triangle of A is stored.
N
          N is INTEGER
     The number of linear equations, i.e., the order of the
     matrix A.  N >= 0.
INFO
          INFO is INTEGER
     The value of INFO returned from DSYTRF, .i.e., the pivot in
     column INFO is exactly 0.
A
          A is DOUBLE PRECISION array, dimension (LDA,N)
     On entry, the N-by-N matrix A.
LDA
          LDA is INTEGER
     The leading dimension of the array A.  LDA >= max(1,N).
AF
          AF is DOUBLE PRECISION array, dimension (LDAF,N)
     The block diagonal matrix D and the multipliers used to
     obtain the factor U or L as computed by DSYTRF.
LDAF
          LDAF is INTEGER
     The leading dimension of the array AF.  LDAF >= max(1,N).
IPIV
          IPIV is INTEGER array, dimension (N)
     Details of the interchanges and the block structure of D
     as determined by DSYTRF.
WORK
          WORK is DOUBLE PRECISION array, dimension (2*N)
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016

subroutine dlasyf (characterUPLO, integerN, integerNB, integerKB, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, double precision, dimension( ldw, * )W, integerLDW, integerINFO)

DLASYF computes a partial factorization of a real symmetric matrix using the Bunch-Kaufman diagonal pivoting method.
Purpose:
 DLASYF computes a partial factorization of a real symmetric matrix A
 using the Bunch-Kaufman diagonal pivoting method. The partial
 factorization has the form:
A = ( I U12 ) ( A11 0 ) ( I 0 ) if UPLO = 'U', or: ( 0 U22 ) ( 0 D ) ( U12**T U22**T )
A = ( L11 0 ) ( D 0 ) ( L11**T L21**T ) if UPLO = 'L' ( L21 I ) ( 0 A22 ) ( 0 I )
where the order of D is at most NB. The actual order is returned in the argument KB, and is either NB or NB-1, or N if N <= NB.
DLASYF is an auxiliary routine called by DSYTRF. It uses blocked code (calling Level 3 BLAS) to update the submatrix A11 (if UPLO = 'U') or A22 (if UPLO = 'L').
Parameters:
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
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
NB
          NB is INTEGER
          The maximum number of columns of the matrix A that should be
          factored.  NB should be at least 2 to allow for 2-by-2 pivot
          blocks.
KB
          KB is INTEGER
          The number of columns of A that were actually factored.
          KB is either NB-1 or NB, or N if N <= NB.
A
          A is DOUBLE PRECISION 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, A contains details of the partial factorization.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D.
If UPLO = 'U': Only the last KB elements of IPIV are set.
If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged and D(k,k) is a 1-by-1 diagonal block.
If IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
If UPLO = 'L': Only the first KB elements of IPIV are set.
If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged and D(k,k) is a 1-by-1 diagonal block.
If IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
W
          W is DOUBLE PRECISION array, dimension (LDW,NB)
LDW
          LDW is INTEGER
          The leading dimension of the array W.  LDW >= max(1,N).
INFO
          INFO is INTEGER
          = 0: successful exit
          > 0: if INFO = k, D(k,k) is exactly zero.  The factorization
               has been completed, but the block diagonal matrix D is
               exactly singular.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
November 2013
Contributors:
  November 2013,  Igor Kozachenko,
                  Computer Science Division,
                  University of California, Berkeley

subroutine dlasyf_aa (characterUPLO, integerJ1, integerM, integerNB, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, double precision, dimension( ldh, * )H, integerLDH, double precision, dimension( * )WORK, integerINFO)

DLASYF_AA
Purpose:
 DLATRF_AA factorizes a panel of a real symmetric matrix A using
 the Aasen's algorithm. The panel consists of a set of NB rows of A
 when UPLO is U, or a set of NB columns when UPLO is L.
In order to factorize the panel, the Aasen's algorithm requires the last row, or column, of the previous panel. The first row, or column, of A is set to be the first row, or column, of an identity matrix, which is used to factorize the first panel.
The resulting J-th row of U, or J-th column of L, is stored in the (J-1)-th row, or column, of A (without the unit diagonals), while the diagonal and subdiagonal of A are overwritten by those of T.
Parameters:
UPLO
          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.
J1
          J1 is INTEGER
          The location of the first row, or column, of the panel
          within the submatrix of A, passed to this routine, e.g.,
          when called by DSYTRF_AA, for the first panel, J1 is 1,
          while for the remaining panels, J1 is 2.
M
          M is INTEGER
          The dimension of the submatrix. M >= 0.
NB
          NB is INTEGER
          The dimension of the panel to be facotorized.
A
          A is DOUBLE PRECISION array, dimension (LDA,M) for
          the first panel, while dimension (LDA,M+1) for the
          remaining panels.
On entry, A contains the last row, or column, of the previous panel, and the trailing submatrix of A to be factorized, except for the first panel, only the panel is passed.
On exit, the leading panel is factorized.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the row and column interchanges,
          the row and column k were interchanged with the row and
          column IPIV(k).
H
          H is DOUBLE PRECISION workspace, dimension (LDH,NB).
LDH
          LDH is INTEGER
          The leading dimension of the workspace H. LDH >= max(1,M).
WORK
          WORK is DOUBLE PRECISION workspace, dimension (M).
INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  if INFO = i, D(i,i) is exactly zero.  The factorization
                has been completed, but the block diagonal matrix D is
                exactly singular, and division by zero will occur if it
                is used to solve a system of equations.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016

subroutine dlasyf_rk (characterUPLO, integerN, integerNB, integerKB, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( * )E, integer, dimension( * )IPIV, double precision, dimension( ldw, * )W, integerLDW, integerINFO)

DLASYF_RK computes a partial factorization of a real symmetric indefinite matrix using bounded Bunch-Kaufman (rook) diagonal pivoting method.
Purpose:
 DLASYF_RK computes a partial factorization of a real symmetric
 matrix A using the bounded Bunch-Kaufman (rook) diagonal
 pivoting method. The partial factorization has the form:
A = ( I U12 ) ( A11 0 ) ( I 0 ) if UPLO = 'U', or: ( 0 U22 ) ( 0 D ) ( U12**T U22**T )
A = ( L11 0 ) ( D 0 ) ( L11**T L21**T ) if UPLO = 'L', ( L21 I ) ( 0 A22 ) ( 0 I )
where the order of D is at most NB. The actual order is returned in the argument KB, and is either NB or NB-1, or N if N <= NB.
DLASYF_RK is an auxiliary routine called by DSYTRF_RK. It uses blocked code (calling Level 3 BLAS) to update the submatrix A11 (if UPLO = 'U') or A22 (if UPLO = 'L').
Parameters:
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
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
NB
          NB is INTEGER
          The maximum number of columns of the matrix A that should be
          factored.  NB should be at least 2 to allow for 2-by-2 pivot
          blocks.
KB
          KB is INTEGER
          The number of columns of A that were actually factored.
          KB is either NB-1 or NB, or N if N <= NB.
A
          A is DOUBLE PRECISION 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, contains: a) ONLY diagonal elements of the symmetric block diagonal matrix D on the diagonal of A, i.e. D(k,k) = A(k,k); (superdiagonal (or subdiagonal) elements of D are stored on exit in array E), and b) If UPLO = 'U': factor U in the superdiagonal part of A. If UPLO = 'L': factor L in the subdiagonal part of A.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
E
          E is DOUBLE PRECISION array, dimension (N)
          On exit, contains the superdiagonal (or subdiagonal)
          elements of the symmetric block diagonal matrix D
          with 1-by-1 or 2-by-2 diagonal blocks, where
          If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0;
          If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0.
NOTE: For 1-by-1 diagonal block D(k), where 1 <= k <= N, the element E(k) is set to 0 in both UPLO = 'U' or UPLO = 'L' cases.
IPIV
          IPIV is INTEGER array, dimension (N)
          IPIV describes the permutation matrix P in the factorization
          of matrix A as follows. The absolute value of IPIV(k)
          represents the index of row and column that were
          interchanged with the k-th row and column. The value of UPLO
          describes the order in which the interchanges were applied.
          Also, the sign of IPIV represents the block structure of
          the symmetric block diagonal matrix D with 1-by-1 or 2-by-2
          diagonal blocks which correspond to 1 or 2 interchanges
          at each factorization step.
If UPLO = 'U', ( in factorization order, k decreases from N to 1 ): a) A single positive entry IPIV(k) > 0 means: D(k,k) is a 1-by-1 diagonal block. If IPIV(k) != k, rows and columns k and IPIV(k) were interchanged in the submatrix A(1:N,N-KB+1:N); If IPIV(k) = k, no interchange occurred.
b) A pair of consecutive negative entries IPIV(k) < 0 and IPIV(k-1) < 0 means: D(k-1:k,k-1:k) is a 2-by-2 diagonal block. (NOTE: negative entries in IPIV appear ONLY in pairs). 1) If -IPIV(k) != k, rows and columns k and -IPIV(k) were interchanged in the matrix A(1:N,N-KB+1:N). If -IPIV(k) = k, no interchange occurred. 2) If -IPIV(k-1) != k-1, rows and columns k-1 and -IPIV(k-1) were interchanged in the submatrix A(1:N,N-KB+1:N). If -IPIV(k-1) = k-1, no interchange occurred.
c) In both cases a) and b) is always ABS( IPIV(k) ) <= k.
d) NOTE: Any entry IPIV(k) is always NONZERO on output.
If UPLO = 'L', ( in factorization order, k increases from 1 to N ): a) A single positive entry IPIV(k) > 0 means: D(k,k) is a 1-by-1 diagonal block. If IPIV(k) != k, rows and columns k and IPIV(k) were interchanged in the submatrix A(1:N,1:KB). If IPIV(k) = k, no interchange occurred.
b) A pair of consecutive negative entries IPIV(k) < 0 and IPIV(k+1) < 0 means: D(k:k+1,k:k+1) is a 2-by-2 diagonal block. (NOTE: negative entries in IPIV appear ONLY in pairs). 1) If -IPIV(k) != k, rows and columns k and -IPIV(k) were interchanged in the submatrix A(1:N,1:KB). If -IPIV(k) = k, no interchange occurred. 2) If -IPIV(k+1) != k+1, rows and columns k-1 and -IPIV(k-1) were interchanged in the submatrix A(1:N,1:KB). If -IPIV(k+1) = k+1, no interchange occurred.
c) In both cases a) and b) is always ABS( IPIV(k) ) >= k.
d) NOTE: Any entry IPIV(k) is always NONZERO on output.
W
          W is DOUBLE PRECISION array, dimension (LDW,NB)
LDW
          LDW is INTEGER
          The leading dimension of the array W.  LDW >= max(1,N).
INFO
          INFO is INTEGER
          = 0: successful exit
< 0: If INFO = -k, the k-th argument had an illegal value
> 0: If INFO = k, the matrix A is singular, because: If UPLO = 'U': column k in the upper triangular part of A contains all zeros. If UPLO = 'L': column k in the lower triangular part of A contains all zeros.
Therefore D(k,k) is exactly zero, and superdiagonal elements of column k of U (or subdiagonal elements of column k of L ) are all zeros. The factorization has been completed, but the block diagonal matrix D is exactly singular, and division by zero will occur if it is used to solve a system of equations.
NOTE: INFO only stores the first occurrence of a singularity, any subsequent occurrence of singularity is not stored in INFO even though the factorization always completes.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
  December 2016,  Igor Kozachenko,
                  Computer Science Division,
                  University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester

subroutine dlasyf_rook (characterUPLO, integerN, integerNB, integerKB, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, double precision, dimension( ldw, * )W, integerLDW, integerINFO)

DLASYF_ROOK *> DLASYF_ROOK computes a partial factorization of a real symmetric matrix using the bounded Bunch-Kaufman ('rook') diagonal pivoting method.
Purpose:
 DLASYF_ROOK computes a partial factorization of a real symmetric
 matrix A using the bounded Bunch-Kaufman ("rook") diagonal
 pivoting method. The partial factorization has the form:
A = ( I U12 ) ( A11 0 ) ( I 0 ) if UPLO = 'U', or: ( 0 U22 ) ( 0 D ) ( U12**T U22**T )
A = ( L11 0 ) ( D 0 ) ( L11**T L21**T ) if UPLO = 'L' ( L21 I ) ( 0 A22 ) ( 0 I )
where the order of D is at most NB. The actual order is returned in the argument KB, and is either NB or NB-1, or N if N <= NB.
DLASYF_ROOK is an auxiliary routine called by DSYTRF_ROOK. It uses blocked code (calling Level 3 BLAS) to update the submatrix A11 (if UPLO = 'U') or A22 (if UPLO = 'L').
Parameters:
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
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
NB
          NB is INTEGER
          The maximum number of columns of the matrix A that should be
          factored.  NB should be at least 2 to allow for 2-by-2 pivot
          blocks.
KB
          KB is INTEGER
          The number of columns of A that were actually factored.
          KB is either NB-1 or NB, or N if N <= NB.
A
          A is DOUBLE PRECISION 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, A contains details of the partial factorization.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D.
If UPLO = 'U': Only the last KB elements of IPIV are set.
If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged and D(k,k) is a 1-by-1 diagonal block.
If IPIV(k) < 0 and IPIV(k-1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k-1 and -IPIV(k-1) were inerchaged, D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
If UPLO = 'L': Only the first KB elements of IPIV are set.
If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged and D(k,k) is a 1-by-1 diagonal block.
If IPIV(k) < 0 and IPIV(k+1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k+1 and -IPIV(k+1) were inerchaged, D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
W
          W is DOUBLE PRECISION array, dimension (LDW,NB)
LDW
          LDW is INTEGER
          The leading dimension of the array W.  LDW >= max(1,N).
INFO
          INFO is INTEGER
          = 0: successful exit
          > 0: if INFO = k, D(k,k) is exactly zero.  The factorization
               has been completed, but the block diagonal matrix D is
               exactly singular.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
November 2013
Contributors:
  November 2013,     Igor Kozachenko,
                  Computer Science Division,
                  University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester

subroutine dsycon (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, double precisionANORM, double precisionRCOND, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)

DSYCON
Purpose:
 DSYCON estimates the reciprocal of the condition number (in the
 1-norm) of a real symmetric matrix A using the factorization
 A = U*D*U**T or A = L*D*L**T computed by DSYTRF.
An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
Parameters:
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.
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
A
          A is DOUBLE PRECISION array, dimension (LDA,N)
          The block diagonal matrix D and the multipliers used to
          obtain the factor U or L as computed by DSYTRF.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by DSYTRF.
ANORM
          ANORM is DOUBLE PRECISION
          The 1-norm of the original matrix A.
RCOND
          RCOND is DOUBLE PRECISION
          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.
WORK
          WORK is DOUBLE PRECISION array, dimension (2*N)
IWORK
          IWORK is INTEGER array, dimension (N)
INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016

subroutine dsycon_3 (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( * )E, integer, dimension( * )IPIV, double precisionANORM, double precisionRCOND, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)

DSYCON_3
Purpose:
 DSYCON_3 estimates the reciprocal of the condition number (in the
 1-norm) of a real symmetric matrix A using the factorization
 computed by DSYTRF_RK or DSYTRF_BK:
A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T),
where U (or L) is unit upper (or lower) triangular matrix, U**T (or L**T) is the transpose of U (or L), P is a permutation matrix, P**T is the transpose of P, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))). This routine uses BLAS3 solver DSYTRS_3.
Parameters:
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 = P*U*D*(U**T)*(P**T);
          = 'L':  Lower triangular, form is A = P*L*D*(L**T)*(P**T).
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
A
          A is DOUBLE PRECISION array, dimension (LDA,N)
          Diagonal of the block diagonal matrix D and factors U or L
          as computed by DSYTRF_RK and DSYTRF_BK:
            a) ONLY diagonal elements of the symmetric block diagonal
               matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
               (superdiagonal (or subdiagonal) elements of D
                should be provided on entry in array E), and
            b) If UPLO = 'U': factor U in the superdiagonal part of A.
               If UPLO = 'L': factor L in the subdiagonal part of A.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
E
          E is DOUBLE PRECISION array, dimension (N)
          On entry, contains the superdiagonal (or subdiagonal)
          elements of the symmetric block diagonal matrix D
          with 1-by-1 or 2-by-2 diagonal blocks, where
          If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced;
          If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced.
NOTE: For 1-by-1 diagonal block D(k), where 1 <= k <= N, the element E(k) is not referenced in both UPLO = 'U' or UPLO = 'L' cases.
IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by DSYTRF_RK or DSYTRF_BK.
ANORM
          ANORM is DOUBLE PRECISION
          The 1-norm of the original matrix A.
RCOND
          RCOND is DOUBLE PRECISION
          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.
WORK
          WORK is DOUBLE PRECISION array, dimension (2*N)
IWORK
          IWORK is INTEGER array, dimension (N)
INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
December 2016, Igor Kozachenko, Computer Science Division, University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester

subroutine dsycon_rook (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, double precisionANORM, double precisionRCOND, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)

DSYCON_ROOK
Purpose:
 DSYCON_ROOK estimates the reciprocal of the condition number (in the
 1-norm) of a real symmetric matrix A using the factorization
 A = U*D*U**T or A = L*D*L**T computed by DSYTRF_ROOK.
An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
Parameters:
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.
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
A
          A is DOUBLE PRECISION array, dimension (LDA,N)
          The block diagonal matrix D and the multipliers used to
          obtain the factor U or L as computed by DSYTRF_ROOK.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by DSYTRF_ROOK.
ANORM
          ANORM is DOUBLE PRECISION
          The 1-norm of the original matrix A.
RCOND
          RCOND is DOUBLE PRECISION
          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.
WORK
          WORK is DOUBLE PRECISION array, dimension (2*N)
IWORK
          IWORK is INTEGER array, dimension (N)
INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
April 2012
Contributors:
April 2012, Igor Kozachenko, Computer Science Division, University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester

subroutine dsyconv (characterUPLO, characterWAY, integerN, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, double precision, dimension( * )E, integerINFO)

DSYCONV
Purpose:
 DSYCONV convert A given by TRF into L and D and vice-versa.
 Get Non-diag elements of D (returned in workspace) and
 apply or reverse permutation done in TRF.
Parameters:
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.
WAY
          WAY is CHARACTER*1
          = 'C': Convert
          = 'R': Revert
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
A
          A is DOUBLE PRECISION array, dimension (LDA,N)
          The block diagonal matrix D and the multipliers used to
          obtain the factor U or L as computed by DSYTRF.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by DSYTRF.
E
          E is DOUBLE PRECISION array, dimension (N)
          E stores the supdiagonal/subdiagonal of the symmetric 1-by-1
          or 2-by-2 block diagonal matrix D in LDLT.
INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016

subroutine dsyconvf (characterUPLO, characterWAY, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( * )E, integer, dimension( * )IPIV, integerINFO)

DSYCONVF
Purpose:
 If parameter WAY = 'C':
 DSYCONVF converts the factorization output format used in
 DSYTRF provided on entry in parameter A into the factorization
 output format used in DSYTRF_RK (or DSYTRF_BK) that is stored
 on exit in parameters A and E. It also coverts in place details of
 the intechanges stored in IPIV from the format used in DSYTRF into
 the format used in DSYTRF_RK (or DSYTRF_BK).
If parameter WAY = 'R': DSYCONVF performs the conversion in reverse direction, i.e. converts the factorization output format used in DSYTRF_RK (or DSYTRF_BK) provided on entry in parameters A and E into the factorization output format used in DSYTRF that is stored on exit in parameter A. It also coverts in place details of the intechanges stored in IPIV from the format used in DSYTRF_RK (or DSYTRF_BK) into the format used in DSYTRF.
Parameters:
UPLO
          UPLO is CHARACTER*1
          Specifies whether the details of the factorization are
          stored as an upper or lower triangular matrix A.
          = 'U':  Upper triangular
          = 'L':  Lower triangular
WAY
          WAY is CHARACTER*1
          = 'C': Convert
          = 'R': Revert
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
A
          A is DOUBLE PRECISION array, dimension (LDA,N)
1) If WAY ='C':
On entry, contains factorization details in format used in DSYTRF: a) all elements of the symmetric block diagonal matrix D on the diagonal of A and on superdiagonal (or subdiagonal) of A, and b) If UPLO = 'U': multipliers used to obtain factor U in the superdiagonal part of A. If UPLO = 'L': multipliers used to obtain factor L in the superdiagonal part of A.
On exit, contains factorization details in format used in DSYTRF_RK or DSYTRF_BK: a) ONLY diagonal elements of the symmetric block diagonal matrix D on the diagonal of A, i.e. D(k,k) = A(k,k); (superdiagonal (or subdiagonal) elements of D are stored on exit in array E), and b) If UPLO = 'U': factor U in the superdiagonal part of A. If UPLO = 'L': factor L in the subdiagonal part of A.
2) If WAY = 'R':
On entry, contains factorization details in format used in DSYTRF_RK or DSYTRF_BK: a) ONLY diagonal elements of the symmetric block diagonal matrix D on the diagonal of A, i.e. D(k,k) = A(k,k); (superdiagonal (or subdiagonal) elements of D are stored on exit in array E), and b) If UPLO = 'U': factor U in the superdiagonal part of A. If UPLO = 'L': factor L in the subdiagonal part of A.
On exit, contains factorization details in format used in DSYTRF: a) all elements of the symmetric block diagonal matrix D on the diagonal of A and on superdiagonal (or subdiagonal) of A, and b) If UPLO = 'U': multipliers used to obtain factor U in the superdiagonal part of A. If UPLO = 'L': multipliers used to obtain factor L in the superdiagonal part of A.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
E
          E is DOUBLE PRECISION array, dimension (N)
1) If WAY ='C':
On entry, just a workspace.
On exit, contains the superdiagonal (or subdiagonal) elements of the symmetric block diagonal matrix D with 1-by-1 or 2-by-2 diagonal blocks, where If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0; If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0.
2) If WAY = 'R':
On entry, contains the superdiagonal (or subdiagonal) elements of the symmetric block diagonal matrix D with 1-by-1 or 2-by-2 diagonal blocks, where If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced; If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced.
On exit, is not changed
IPIV
          IPIV is INTEGER array, dimension (N)
1) If WAY ='C': On entry, details of the interchanges and the block structure of D in the format used in DSYTRF. On exit, details of the interchanges and the block structure of D in the format used in DSYTRF_RK ( or DSYTRF_BK).
1) If WAY ='R': On entry, details of the interchanges and the block structure of D in the format used in DSYTRF_RK ( or DSYTRF_BK). On exit, details of the interchanges and the block structure of D in the format used in DSYTRF.
INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
  December 2016,  Igor Kozachenko,
                  Computer Science Division,
                  University of California, Berkeley

subroutine dsyconvf_rook (characterUPLO, characterWAY, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( * )E, integer, dimension( * )IPIV, integerINFO)

DSYCONVF_ROOK
Purpose:
 If parameter WAY = 'C':
 DSYCONVF_ROOK converts the factorization output format used in
 DSYTRF_ROOK provided on entry in parameter A into the factorization
 output format used in DSYTRF_RK (or DSYTRF_BK) that is stored
 on exit in parameters A and E. IPIV format for DSYTRF_ROOK and
 DSYTRF_RK (or DSYTRF_BK) is the same and is not converted.
If parameter WAY = 'R': DSYCONVF_ROOK performs the conversion in reverse direction, i.e. converts the factorization output format used in DSYTRF_RK (or DSYTRF_BK) provided on entry in parameters A and E into the factorization output format used in DSYTRF_ROOK that is stored on exit in parameter A. IPIV format for DSYTRF_ROOK and DSYTRF_RK (or DSYTRF_BK) is the same and is not converted.
Parameters:
UPLO
          UPLO is CHARACTER*1
          Specifies whether the details of the factorization are
          stored as an upper or lower triangular matrix A.
          = 'U':  Upper triangular
          = 'L':  Lower triangular
WAY
          WAY is CHARACTER*1
          = 'C': Convert
          = 'R': Revert
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
A
          A is DOUBLE PRECISION array, dimension (LDA,N)
1) If WAY ='C':
On entry, contains factorization details in format used in DSYTRF_ROOK: a) all elements of the symmetric block diagonal matrix D on the diagonal of A and on superdiagonal (or subdiagonal) of A, and b) If UPLO = 'U': multipliers used to obtain factor U in the superdiagonal part of A. If UPLO = 'L': multipliers used to obtain factor L in the superdiagonal part of A.
On exit, contains factorization details in format used in DSYTRF_RK or DSYTRF_BK: a) ONLY diagonal elements of the symmetric block diagonal matrix D on the diagonal of A, i.e. D(k,k) = A(k,k); (superdiagonal (or subdiagonal) elements of D are stored on exit in array E), and b) If UPLO = 'U': factor U in the superdiagonal part of A. If UPLO = 'L': factor L in the subdiagonal part of A.
2) If WAY = 'R':
On entry, contains factorization details in format used in DSYTRF_RK or DSYTRF_BK: a) ONLY diagonal elements of the symmetric block diagonal matrix D on the diagonal of A, i.e. D(k,k) = A(k,k); (superdiagonal (or subdiagonal) elements of D are stored on exit in array E), and b) If UPLO = 'U': factor U in the superdiagonal part of A. If UPLO = 'L': factor L in the subdiagonal part of A.
On exit, contains factorization details in format used in DSYTRF_ROOK: a) all elements of the symmetric block diagonal matrix D on the diagonal of A and on superdiagonal (or subdiagonal) of A, and b) If UPLO = 'U': multipliers used to obtain factor U in the superdiagonal part of A. If UPLO = 'L': multipliers used to obtain factor L in the superdiagonal part of A.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
E
          E is DOUBLE PRECISION array, dimension (N)
1) If WAY ='C':
On entry, just a workspace.
On exit, contains the superdiagonal (or subdiagonal) elements of the symmetric block diagonal matrix D with 1-by-1 or 2-by-2 diagonal blocks, where If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0; If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0.
2) If WAY = 'R':
On entry, contains the superdiagonal (or subdiagonal) elements of the symmetric block diagonal matrix D with 1-by-1 or 2-by-2 diagonal blocks, where If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced; If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced.
On exit, is not changed
IPIV
          IPIV is INTEGER array, dimension (N)
          On entry, details of the interchanges and the block
          structure of D as determined:
          1) by DSYTRF_ROOK, if WAY ='C';
          2) by DSYTRF_RK (or DSYTRF_BK), if WAY ='R'.
          The IPIV format is the same for all these routines.
On exit, is not changed.
INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
  December 2016,  Igor Kozachenko,
                  Computer Science Division,
                  University of California, Berkeley

subroutine dsyequb (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( * )S, double precisionSCOND, double precisionAMAX, double precision, dimension( * )WORK, integerINFO)

DSYEQUB
Purpose:
 DSYEQUB computes row and column scalings intended to equilibrate a
 symmetric matrix A (with respect to the Euclidean norm) and reduce
 its condition number. The scale factors S are computed by the BIN
 algorithm (see references) so that the scaled matrix B with elements
 B(i,j) = S(i)*A(i,j)*S(j) has a condition number within a factor N of
 the smallest possible condition number over all possible diagonal
 scalings.
Parameters:
UPLO
          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.
N
          N is INTEGER
          The order of the matrix A. N >= 0.
A
          A is DOUBLE PRECISION array, dimension (LDA,N)
          The N-by-N symmetric matrix whose scaling factors are to be
          computed.
LDA
          LDA is INTEGER
          The leading dimension of the array A. LDA >= max(1,N).
S
          S is DOUBLE PRECISION array, dimension (N)
          If INFO = 0, S contains the scale factors for A.
SCOND
          SCOND is DOUBLE PRECISION
          If INFO = 0, S contains the ratio of the smallest S(i) to
          the largest S(i). If SCOND >= 0.1 and AMAX is neither too
          large nor too small, it is not worth scaling by S.
AMAX
          AMAX is DOUBLE PRECISION
          Largest absolute value of any matrix element. If AMAX is
          very close to overflow or very close to underflow, the
          matrix should be scaled.
WORK
          WORK is DOUBLE PRECISION array, dimension (2*N)
INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  if INFO = i, the i-th diagonal element is nonpositive.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
References:
Livne, O.E. and Golub, G.H., 'Scaling by Binormalization',
 

Numerical Algorithms, vol. 35, no. 1, pp. 97-120, January 2004.
 

DOI 10.1023/B:NUMA.0000016606.32820.69
 

Tech report version: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.3.1679

subroutine dsygs2 (integerITYPE, characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, * )B, integerLDB, integerINFO)

DSYGS2 reduces a symmetric definite generalized eigenproblem to standard form, using the factorization results obtained from spotrf (unblocked algorithm).
Purpose:
 DSYGS2 reduces a real symmetric-definite generalized eigenproblem
 to standard form.
If ITYPE = 1, the problem is A*x = lambda*B*x, and A is overwritten by inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T)
If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or B*A*x = lambda*x, and A is overwritten by U*A*U**T or L**T *A*L.
B must have been previously factorized as U**T *U or L*L**T by DPOTRF.
Parameters:
ITYPE
          ITYPE is INTEGER
          = 1: compute inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T);
          = 2 or 3: compute U*A*U**T or L**T *A*L.
UPLO
          UPLO is CHARACTER*1
          Specifies whether the upper or lower triangular part of the
          symmetric matrix A is stored, and how B has been factorized.
          = 'U':  Upper triangular
          = 'L':  Lower triangular
N
          N is INTEGER
          The order of the matrices A and B.  N >= 0.
A
          A is DOUBLE PRECISION 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 INFO = 0, the transformed matrix, stored in the same format as A.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
B
          B is DOUBLE PRECISION array, dimension (LDB,N)
          The triangular factor from the Cholesky factorization of B,
          as returned by DPOTRF.
LDB
          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).
INFO
          INFO is INTEGER
          = 0:  successful exit.
          < 0:  if INFO = -i, the i-th argument had an illegal value.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016

subroutine dsygst (integerITYPE, characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, * )B, integerLDB, integerINFO)

DSYGST
Purpose:
 DSYGST reduces a real symmetric-definite generalized eigenproblem
 to standard form.
If ITYPE = 1, the problem is A*x = lambda*B*x, and A is overwritten by inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T)
If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or B*A*x = lambda*x, and A is overwritten by U*A*U**T or L**T*A*L.
B must have been previously factorized as U**T*U or L*L**T by DPOTRF.
Parameters:
ITYPE
          ITYPE is INTEGER
          = 1: compute inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T);
          = 2 or 3: compute U*A*U**T or L**T*A*L.
UPLO
          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored and B is factored as
                  U**T*U;
          = 'L':  Lower triangle of A is stored and B is factored as
                  L*L**T.
N
          N is INTEGER
          The order of the matrices A and B.  N >= 0.
A
          A is DOUBLE PRECISION 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 INFO = 0, the transformed matrix, stored in the same format as A.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
B
          B is DOUBLE PRECISION array, dimension (LDB,N)
          The triangular factor from the Cholesky factorization of B,
          as returned by DPOTRF.
LDB
          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).
INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016

subroutine dsyrfs (characterUPLO, integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldaf, * )AF, integerLDAF, integer, dimension( * )IPIV, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( ldx, * )X, integerLDX, double precision, dimension( * )FERR, double precision, dimension( * )BERR, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)

DSYRFS
Purpose:
 DSYRFS improves the computed solution to a system of linear
 equations when the coefficient matrix is symmetric indefinite, and
 provides error bounds and backward error estimates for the solution.
Parameters:
UPLO
          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
NRHS
          NRHS is INTEGER
          The number of right hand sides, i.e., the number of columns
          of the matrices B and X.  NRHS >= 0.
A
          A is DOUBLE PRECISION 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.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
AF
          AF is DOUBLE PRECISION array, dimension (LDAF,N)
          The factored form of the matrix A.  AF contains the block
          diagonal matrix D and the multipliers used to obtain the
          factor U or L from the factorization A = U*D*U**T or
          A = L*D*L**T as computed by DSYTRF.
LDAF
          LDAF is INTEGER
          The leading dimension of the array AF.  LDAF >= max(1,N).
IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by DSYTRF.
B
          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
          The right hand side matrix B.
LDB
          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).
X
          X is DOUBLE PRECISION array, dimension (LDX,NRHS)
          On entry, the solution matrix X, as computed by DSYTRS.
          On exit, the improved solution matrix X.
LDX
          LDX is INTEGER
          The leading dimension of the array X.  LDX >= max(1,N).
FERR
          FERR is DOUBLE PRECISION 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.
BERR
          BERR is DOUBLE PRECISION 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).
WORK
          WORK is DOUBLE PRECISION array, dimension (3*N)
IWORK
          IWORK is INTEGER array, dimension (N)
INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
Internal Parameters:
  ITMAX is the maximum number of steps of iterative refinement.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016

subroutine dsyrfsx (characterUPLO, characterEQUED, integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldaf, * )AF, integerLDAF, integer, dimension( * )IPIV, double precision, dimension( * )S, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( ldx, * )X, integerLDX, double precisionRCOND, double precision, dimension( * )BERR, integerN_ERR_BNDS, double precision, dimension( nrhs, * )ERR_BNDS_NORM, double precision, dimension( nrhs, * )ERR_BNDS_COMP, integerNPARAMS, double precision, dimension( * )PARAMS, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)

DSYRFSX
Purpose:
    DSYRFSX improves the computed solution to a system of linear
    equations when the coefficient matrix is symmetric indefinite, and
    provides error bounds and backward error estimates for the
    solution.  In addition to normwise error bound, the code provides
    maximum componentwise error bound if possible.  See comments for
    ERR_BNDS_NORM and ERR_BNDS_COMP for details of the error bounds.
The original system of linear equations may have been equilibrated before calling this routine, as described by arguments EQUED and S below. In this case, the solution and error bounds returned are for the original unequilibrated system.
     Some optional parameters are bundled in the PARAMS array.  These
     settings determine how refinement is performed, but often the
     defaults are acceptable.  If the defaults are acceptable, users
     can pass NPARAMS = 0 which prevents the source code from accessing
     the PARAMS argument.
Parameters:
UPLO
          UPLO is CHARACTER*1
       = 'U':  Upper triangle of A is stored;
       = 'L':  Lower triangle of A is stored.
EQUED
          EQUED is CHARACTER*1
     Specifies the form of equilibration that was done to A
     before calling this routine. This is needed to compute
     the solution and error bounds correctly.
       = 'N':  No equilibration
       = 'Y':  Both row and column equilibration, i.e., A has been
               replaced by diag(S) * A * diag(S).
               The right hand side B has been changed accordingly.
N
          N is INTEGER
     The order of the matrix A.  N >= 0.
NRHS
          NRHS is INTEGER
     The number of right hand sides, i.e., the number of columns
     of the matrices B and X.  NRHS >= 0.
A
          A is DOUBLE PRECISION 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.
LDA
          LDA is INTEGER
     The leading dimension of the array A.  LDA >= max(1,N).
AF
          AF is DOUBLE PRECISION array, dimension (LDAF,N)
     The factored form of the matrix A.  AF contains the block
     diagonal matrix D and the multipliers used to obtain the
     factor U or L from the factorization A = U*D*U**T or A =
     L*D*L**T as computed by DSYTRF.
LDAF
          LDAF is INTEGER
     The leading dimension of the array AF.  LDAF >= max(1,N).
IPIV
          IPIV is INTEGER array, dimension (N)
     Details of the interchanges and the block structure of D
     as determined by DSYTRF.
S
          S is DOUBLE PRECISION array, dimension (N)
     The scale factors for A.  If EQUED = 'Y', A is multiplied on
     the left and right by diag(S).  S is an input argument if FACT =
     'F'; otherwise, S is an output argument.  If FACT = 'F' and EQUED
     = 'Y', each element of S must be positive.  If S is output, each
     element of S is a power of the radix. If S is input, each element
     of S should be a power of the radix to ensure a reliable solution
     and error estimates. Scaling by powers of the radix does not cause
     rounding errors unless the result underflows or overflows.
     Rounding errors during scaling lead to refining with a matrix that
     is not equivalent to the input matrix, producing error estimates
     that may not be reliable.
B
          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
     The right hand side matrix B.
LDB
          LDB is INTEGER
     The leading dimension of the array B.  LDB >= max(1,N).
X
          X is DOUBLE PRECISION array, dimension (LDX,NRHS)
     On entry, the solution matrix X, as computed by DGETRS.
     On exit, the improved solution matrix X.
LDX
          LDX is INTEGER
     The leading dimension of the array X.  LDX >= max(1,N).
RCOND
          RCOND is DOUBLE PRECISION
     Reciprocal scaled condition number.  This is an estimate of the
     reciprocal Skeel condition number of the matrix A after
     equilibration (if done).  If this is less than the machine
     precision (in particular, if it is zero), the matrix is singular
     to working precision.  Note that the error may still be small even
     if this number is very small and the matrix appears ill-
     conditioned.
BERR
          BERR is DOUBLE PRECISION array, dimension (NRHS)
     Componentwise relative backward error.  This is 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).
N_ERR_BNDS
          N_ERR_BNDS is INTEGER
     Number of error bounds to return for each right hand side
     and each type (normwise or componentwise).  See ERR_BNDS_NORM and
     ERR_BNDS_COMP below.
ERR_BNDS_NORM
          ERR_BNDS_NORM is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
     For each right-hand side, this array contains information about
     various error bounds and condition numbers corresponding to the
     normwise relative error, which is defined as follows:
Normwise relative error in the ith solution vector: max_j (abs(XTRUE(j,i) - X(j,i))) ------------------------------ max_j abs(X(j,i))
The array is indexed by the type of error information as described below. There currently are up to three pieces of information returned.
The first index in ERR_BNDS_NORM(i,:) corresponds to the ith right-hand side.
The second index in ERR_BNDS_NORM(:,err) contains the following three fields: err = 1 "Trust/don't trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * dlamch('Epsilon').
err = 2 "Guaranteed" error bound: The estimated forward error, almost certainly within a factor of 10 of the true error so long as the next entry is greater than the threshold sqrt(n) * dlamch('Epsilon'). This error bound should only be trusted if the previous boolean is true.
err = 3 Reciprocal condition number: Estimated normwise reciprocal condition number. Compared with the threshold sqrt(n) * dlamch('Epsilon') to determine if the error estimate is "guaranteed". These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*A, where S scales each row by a power of the radix so all absolute row sums of Z are approximately 1.
See Lapack Working Note 165 for further details and extra cautions.
ERR_BNDS_COMP
          ERR_BNDS_COMP is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
     For each right-hand side, this array contains information about
     various error bounds and condition numbers corresponding to the
     componentwise relative error, which is defined as follows:
Componentwise relative error in the ith solution vector: abs(XTRUE(j,i) - X(j,i)) max_j ---------------------- abs(X(j,i))
The array is indexed by the right-hand side i (on which the componentwise relative error depends), and the type of error information as described below. There currently are up to three pieces of information returned for each right-hand side. If componentwise accuracy is not requested (PARAMS(3) = 0.0), then ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most the first (:,N_ERR_BNDS) entries are returned.
The first index in ERR_BNDS_COMP(i,:) corresponds to the ith right-hand side.
The second index in ERR_BNDS_COMP(:,err) contains the following three fields: err = 1 "Trust/don't trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * dlamch('Epsilon').
err = 2 "Guaranteed" error bound: The estimated forward error, almost certainly within a factor of 10 of the true error so long as the next entry is greater than the threshold sqrt(n) * dlamch('Epsilon'). This error bound should only be trusted if the previous boolean is true.
err = 3 Reciprocal condition number: Estimated componentwise reciprocal condition number. Compared with the threshold sqrt(n) * dlamch('Epsilon') to determine if the error estimate is "guaranteed". These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*(A*diag(x)), where x is the solution for the current right-hand side and S scales each row of A*diag(x) by a power of the radix so all absolute row sums of Z are approximately 1.
See Lapack Working Note 165 for further details and extra cautions.
NPARAMS
          NPARAMS is INTEGER
     Specifies the number of parameters set in PARAMS.  If .LE. 0, the
     PARAMS array is never referenced and default values are used.
PARAMS
          PARAMS is DOUBLE PRECISION array, dimension (NPARAMS)
     Specifies algorithm parameters.  If an entry is .LT. 0.0, then
     that entry will be filled with default value used for that
     parameter.  Only positions up to NPARAMS are accessed; defaults
     are used for higher-numbered parameters.
PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative refinement or not. Default: 1.0D+0 = 0.0 : No refinement is performed, and no error bounds are computed. = 1.0 : Use the double-precision refinement algorithm, possibly with doubled-single computations if the compilation environment does not support DOUBLE PRECISION. (other values are reserved for future use)
PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual computations allowed for refinement. Default: 10 Aggressive: Set to 100 to permit convergence using approximate factorizations or factorizations other than LU. If the factorization uses a technique other than Gaussian elimination, the guarantees in err_bnds_norm and err_bnds_comp may no longer be trustworthy.
PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code will attempt to find a solution with small componentwise relative error in the double-precision algorithm. Positive is true, 0.0 is false. Default: 1.0 (attempt componentwise convergence)
WORK
          WORK is DOUBLE PRECISION array, dimension (4*N)
IWORK
          IWORK is INTEGER array, dimension (N)
INFO
          INFO is INTEGER
       = 0:  Successful exit. The solution to every right-hand side is
         guaranteed.
       < 0:  If INFO = -i, the i-th argument had an illegal value
       > 0 and <= N:  U(INFO,INFO) is exactly zero.  The factorization
         has been completed, but the factor U is exactly singular, so
         the solution and error bounds could not be computed. RCOND = 0
         is returned.
       = N+J: The solution corresponding to the Jth right-hand side is
         not guaranteed. The solutions corresponding to other right-
         hand sides K with K > J may not be guaranteed as well, but
         only the first such right-hand side is reported. If a small
         componentwise error is not requested (PARAMS(3) = 0.0) then
         the Jth right-hand side is the first with a normwise error
         bound that is not guaranteed (the smallest J such
         that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
         the Jth right-hand side is the first with either a normwise or
         componentwise error bound that is not guaranteed (the smallest
         J such that either ERR_BNDS_NORM(J,1) = 0.0 or
         ERR_BNDS_COMP(J,1) = 0.0). See the definition of
         ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
         about all of the right-hand sides check ERR_BNDS_NORM or
         ERR_BNDS_COMP.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
April 2012

subroutine dsytd2 (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( * )D, double precision, dimension( * )E, double precision, dimension( * )TAU, integerINFO)

DSYTD2 reduces a symmetric matrix to real symmetric tridiagonal form by an orthogonal similarity transformation (unblocked algorithm).
Purpose:
 DSYTD2 reduces a real symmetric matrix A to symmetric tridiagonal
 form T by an orthogonal similarity transformation: Q**T * A * Q = T.
Parameters:
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
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
A
          A is DOUBLE PRECISION 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 UPLO = 'U', the diagonal and first superdiagonal
          of A are overwritten by the corresponding elements of the
          tridiagonal matrix T, and the elements above the first
          superdiagonal, with the array TAU, represent the orthogonal
          matrix Q as a product of elementary reflectors; if UPLO
          = 'L', the diagonal and first subdiagonal of A are over-
          written by the corresponding elements of the tridiagonal
          matrix T, and the elements below the first subdiagonal, with
          the array TAU, represent the orthogonal matrix Q as a product
          of elementary reflectors. See Further Details.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
D
          D is DOUBLE PRECISION array, dimension (N)
          The diagonal elements of the tridiagonal matrix T:
          D(i) = A(i,i).
E
          E is DOUBLE PRECISION array, dimension (N-1)
          The off-diagonal elements of the tridiagonal matrix T:
          E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
TAU
          TAU is DOUBLE PRECISION array, dimension (N-1)
          The scalar factors of the elementary reflectors (see Further
          Details).
INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Further Details:
  If UPLO = 'U', the matrix Q is represented as a product of elementary
  reflectors
Q = H(n-1) . . . H(2) H(1).
Each H(i) has the form
H(i) = I - tau * v * v**T
where tau is a real scalar, and v is a real vector with v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in A(1:i-1,i+1), and tau in TAU(i).
If UPLO = 'L', the matrix Q is represented as a product of elementary reflectors
Q = H(1) H(2) . . . H(n-1).
Each H(i) has the form
H(i) = I - tau * v * v**T
where tau is a real scalar, and v is a real vector with v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i), and tau in TAU(i).
The contents of A on exit are illustrated by the following examples with n = 5:
if UPLO = 'U': if UPLO = 'L':
( d e v2 v3 v4 ) ( d ) ( d e v3 v4 ) ( e d ) ( d e v4 ) ( v1 e d ) ( d e ) ( v1 v2 e d ) ( d ) ( v1 v2 v3 e d )
where d and e denote diagonal and off-diagonal elements of T, and vi denotes an element of the vector defining H(i).

subroutine dsytf2 (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, integerINFO)

DSYTF2 computes the factorization of a real symmetric indefinite matrix, using the diagonal pivoting method (unblocked algorithm).
Purpose:
 DSYTF2 computes the factorization of a real symmetric matrix A using
 the Bunch-Kaufman diagonal pivoting method:
A = U*D*U**T or A = L*D*L**T
where U (or L) is a product of permutation and unit upper (lower) triangular matrices, U**T is the transpose of U, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
This is the unblocked version of the algorithm, calling Level 2 BLAS.
Parameters:
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
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
A
          A is DOUBLE PRECISION 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, the block diagonal matrix D and the multipliers used to obtain the factor U or L (see below for further details).
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D.
If UPLO = 'U': If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged and D(k,k) is a 1-by-1 diagonal block.
If IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
If UPLO = 'L': If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged and D(k,k) is a 1-by-1 diagonal block.
If IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
INFO
          INFO is INTEGER
          = 0: successful exit
          < 0: if INFO = -k, the k-th argument had an illegal value
          > 0: if INFO = k, D(k,k) is exactly zero.  The factorization
               has been completed, but the block diagonal matrix D is
               exactly singular, and division by zero will occur if it
               is used to solve a system of equations.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Further Details:
  If UPLO = 'U', then A = U*D*U**T, where
     U = P(n)*U(n)* ... *P(k)U(k)* ...,
  i.e., U is a product of terms P(k)*U(k), where k decreases from n to
  1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
  and 2-by-2 diagonal blocks D(k).  P(k) is a permutation matrix as
  defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
  that if the diagonal block D(k) is of order s (s = 1 or 2), then
( I v 0 ) k-s U(k) = ( 0 I 0 ) s ( 0 0 I ) n-k k-s s n-k
If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k). If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k), and A(k,k), and v overwrites A(1:k-2,k-1:k).
If UPLO = 'L', then A = L*D*L**T, where L = P(1)*L(1)* ... *P(k)*L(k)* ..., i.e., L is a product of terms P(k)*L(k), where k increases from 1 to n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as defined by IPIV(k), and L(k) is a unit lower triangular matrix, such that if the diagonal block D(k) is of order s (s = 1 or 2), then
( I 0 0 ) k-1 L(k) = ( 0 I 0 ) s ( 0 v I ) n-k-s+1 k-1 s n-k-s+1
If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k). If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k), and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
Contributors:
  09-29-06 - patch from
    Bobby Cheng, MathWorks
Replace l.204 and l.372 IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN by IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN
01-01-96 - Based on modifications by J. Lewis, Boeing Computer Services Company A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA 1-96 - Based on modifications by J. Lewis, Boeing Computer Services Company

subroutine dsytf2_rk (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( * )E, integer, dimension( * )IPIV, integerINFO)

DSYTF2_RK computes the factorization of a real symmetric indefinite matrix using the bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS2 unblocked algorithm).
Purpose:
 DSYTF2_RK computes the factorization of a real symmetric matrix A
 using the bounded Bunch-Kaufman (rook) diagonal pivoting method:
A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T),
where U (or L) is unit upper (or lower) triangular matrix, U**T (or L**T) is the transpose of U (or L), P is a permutation matrix, P**T is the transpose of P, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
This is the unblocked version of the algorithm, calling Level 2 BLAS. For more information see Further Details section.
Parameters:
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
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
A
          A is DOUBLE PRECISION 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, contains: a) ONLY diagonal elements of the symmetric block diagonal matrix D on the diagonal of A, i.e. D(k,k) = A(k,k); (superdiagonal (or subdiagonal) elements of D are stored on exit in array E), and b) If UPLO = 'U': factor U in the superdiagonal part of A. If UPLO = 'L': factor L in the subdiagonal part of A.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
E
          E is DOUBLE PRECISION array, dimension (N)
          On exit, contains the superdiagonal (or subdiagonal)
          elements of the symmetric block diagonal matrix D
          with 1-by-1 or 2-by-2 diagonal blocks, where
          If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0;
          If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0.
NOTE: For 1-by-1 diagonal block D(k), where 1 <= k <= N, the element E(k) is set to 0 in both UPLO = 'U' or UPLO = 'L' cases.
IPIV
          IPIV is INTEGER array, dimension (N)
          IPIV describes the permutation matrix P in the factorization
          of matrix A as follows. The absolute value of IPIV(k)
          represents the index of row and column that were
          interchanged with the k-th row and column. The value of UPLO
          describes the order in which the interchanges were applied.
          Also, the sign of IPIV represents the block structure of
          the symmetric block diagonal matrix D with 1-by-1 or 2-by-2
          diagonal blocks which correspond to 1 or 2 interchanges
          at each factorization step. For more info see Further
          Details section.
If UPLO = 'U', ( in factorization order, k decreases from N to 1 ): a) A single positive entry IPIV(k) > 0 means: D(k,k) is a 1-by-1 diagonal block. If IPIV(k) != k, rows and columns k and IPIV(k) were interchanged in the matrix A(1:N,1:N); If IPIV(k) = k, no interchange occurred.
b) A pair of consecutive negative entries IPIV(k) < 0 and IPIV(k-1) < 0 means: D(k-1:k,k-1:k) is a 2-by-2 diagonal block. (NOTE: negative entries in IPIV appear ONLY in pairs). 1) If -IPIV(k) != k, rows and columns k and -IPIV(k) were interchanged in the matrix A(1:N,1:N). If -IPIV(k) = k, no interchange occurred. 2) If -IPIV(k-1) != k-1, rows and columns k-1 and -IPIV(k-1) were interchanged in the matrix A(1:N,1:N). If -IPIV(k-1) = k-1, no interchange occurred.
c) In both cases a) and b), always ABS( IPIV(k) ) <= k.
d) NOTE: Any entry IPIV(k) is always NONZERO on output.
If UPLO = 'L', ( in factorization order, k increases from 1 to N ): a) A single positive entry IPIV(k) > 0 means: D(k,k) is a 1-by-1 diagonal block. If IPIV(k) != k, rows and columns k and IPIV(k) were interchanged in the matrix A(1:N,1:N). If IPIV(k) = k, no interchange occurred.
b) A pair of consecutive negative entries IPIV(k) < 0 and IPIV(k+1) < 0 means: D(k:k+1,k:k+1) is a 2-by-2 diagonal block. (NOTE: negative entries in IPIV appear ONLY in pairs). 1) If -IPIV(k) != k, rows and columns k and -IPIV(k) were interchanged in the matrix A(1:N,1:N). If -IPIV(k) = k, no interchange occurred. 2) If -IPIV(k+1) != k+1, rows and columns k-1 and -IPIV(k-1) were interchanged in the matrix A(1:N,1:N). If -IPIV(k+1) = k+1, no interchange occurred.
c) In both cases a) and b), always ABS( IPIV(k) ) >= k.
d) NOTE: Any entry IPIV(k) is always NONZERO on output.
INFO
          INFO is INTEGER
          = 0: successful exit
< 0: If INFO = -k, the k-th argument had an illegal value
> 0: If INFO = k, the matrix A is singular, because: If UPLO = 'U': column k in the upper triangular part of A contains all zeros. If UPLO = 'L': column k in the lower triangular part of A contains all zeros.
Therefore D(k,k) is exactly zero, and superdiagonal elements of column k of U (or subdiagonal elements of column k of L ) are all zeros. The factorization has been completed, but the block diagonal matrix D is exactly singular, and division by zero will occur if it is used to solve a system of equations.
NOTE: INFO only stores the first occurrence of a singularity, any subsequent occurrence of singularity is not stored in INFO even though the factorization always completes.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Further Details:
 TODO: put further details
Contributors:
  December 2016,  Igor Kozachenko,
                  Computer Science Division,
                  University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester
01-01-96 - Based on modifications by J. Lewis, Boeing Computer Services Company A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville abd , USA

subroutine dsytf2_rook (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, integerINFO)

DSYTF2_ROOK computes the factorization of a real symmetric indefinite matrix using the bounded Bunch-Kaufman ('rook') diagonal pivoting method (unblocked algorithm).
Purpose:
 DSYTF2_ROOK computes the factorization of a real symmetric matrix A
 using the bounded Bunch-Kaufman ("rook") diagonal pivoting method:
A = U*D*U**T or A = L*D*L**T
where U (or L) is a product of permutation and unit upper (lower) triangular matrices, U**T is the transpose of U, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
This is the unblocked version of the algorithm, calling Level 2 BLAS.
Parameters:
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
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
A
          A is DOUBLE PRECISION 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, the block diagonal matrix D and the multipliers used to obtain the factor U or L (see below for further details).
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D.
If UPLO = 'U': If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged and D(k,k) is a 1-by-1 diagonal block.
If IPIV(k) < 0 and IPIV(k-1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k-1 and -IPIV(k-1) were inerchaged, D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
If UPLO = 'L': If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged and D(k,k) is a 1-by-1 diagonal block.
If IPIV(k) < 0 and IPIV(k+1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k+1 and -IPIV(k+1) were inerchaged, D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
INFO
          INFO is INTEGER
          = 0: successful exit
          < 0: if INFO = -k, the k-th argument had an illegal value
          > 0: if INFO = k, D(k,k) is exactly zero.  The factorization
               has been completed, but the block diagonal matrix D is
               exactly singular, and division by zero will occur if it
               is used to solve a system of equations.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
November 2013
Further Details:
  If UPLO = 'U', then A = U*D*U**T, where
     U = P(n)*U(n)* ... *P(k)U(k)* ...,
  i.e., U is a product of terms P(k)*U(k), where k decreases from n to
  1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
  and 2-by-2 diagonal blocks D(k).  P(k) is a permutation matrix as
  defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
  that if the diagonal block D(k) is of order s (s = 1 or 2), then
( I v 0 ) k-s U(k) = ( 0 I 0 ) s ( 0 0 I ) n-k k-s s n-k
If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k). If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k), and A(k,k), and v overwrites A(1:k-2,k-1:k).
If UPLO = 'L', then A = L*D*L**T, where L = P(1)*L(1)* ... *P(k)*L(k)* ..., i.e., L is a product of terms P(k)*L(k), where k increases from 1 to n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as defined by IPIV(k), and L(k) is a unit lower triangular matrix, such that if the diagonal block D(k) is of order s (s = 1 or 2), then
( I 0 0 ) k-1 L(k) = ( 0 I 0 ) s ( 0 v I ) n-k-s+1 k-1 s n-k-s+1
If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k). If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k), and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
Contributors:
  November 2013,     Igor Kozachenko,
                  Computer Science Division,
                  University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester
01-01-96 - Based on modifications by J. Lewis, Boeing Computer Services Company A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville abd , USA

subroutine dsytrd (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( * )D, double precision, dimension( * )E, double precision, dimension( * )TAU, double precision, dimension( * )WORK, integerLWORK, integerINFO)

DSYTRD
Purpose:
 DSYTRD reduces a real symmetric matrix A to real symmetric
 tridiagonal form T by an orthogonal similarity transformation:
 Q**T * A * Q = T.
Parameters:
UPLO
          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
A
          A is DOUBLE PRECISION 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 UPLO = 'U', the diagonal and first superdiagonal
          of A are overwritten by the corresponding elements of the
          tridiagonal matrix T, and the elements above the first
          superdiagonal, with the array TAU, represent the orthogonal
          matrix Q as a product of elementary reflectors; if UPLO
          = 'L', the diagonal and first subdiagonal of A are over-
          written by the corresponding elements of the tridiagonal
          matrix T, and the elements below the first subdiagonal, with
          the array TAU, represent the orthogonal matrix Q as a product
          of elementary reflectors. See Further Details.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
D
          D is DOUBLE PRECISION array, dimension (N)
          The diagonal elements of the tridiagonal matrix T:
          D(i) = A(i,i).
E
          E is DOUBLE PRECISION array, dimension (N-1)
          The off-diagonal elements of the tridiagonal matrix T:
          E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
TAU
          TAU is DOUBLE PRECISION array, dimension (N-1)
          The scalar factors of the elementary reflectors (see Further
          Details).
WORK
          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
          LWORK is INTEGER
          The dimension of the array WORK.  LWORK >= 1.
          For optimum performance LWORK >= N*NB, where NB is the
          optimal blocksize.
If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.
INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Further Details:
  If UPLO = 'U', the matrix Q is represented as a product of elementary
  reflectors
Q = H(n-1) . . . H(2) H(1).
Each H(i) has the form
H(i) = I - tau * v * v**T
where tau is a real scalar, and v is a real vector with v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in A(1:i-1,i+1), and tau in TAU(i).
If UPLO = 'L', the matrix Q is represented as a product of elementary reflectors
Q = H(1) H(2) . . . H(n-1).
Each H(i) has the form
H(i) = I - tau * v * v**T
where tau is a real scalar, and v is a real vector with v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i), and tau in TAU(i).
The contents of A on exit are illustrated by the following examples with n = 5:
if UPLO = 'U': if UPLO = 'L':
( d e v2 v3 v4 ) ( d ) ( d e v3 v4 ) ( e d ) ( d e v4 ) ( v1 e d ) ( d e ) ( v1 v2 e d ) ( d ) ( v1 v2 v3 e d )
where d and e denote diagonal and off-diagonal elements of T, and vi denotes an element of the vector defining H(i).

subroutine dsytrd_2stage (characterVECT, characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( * )D, double precision, dimension( * )E, double precision, dimension( * )TAU, double precision, dimension( * )HOUS2, integerLHOUS2, double precision, dimension( * )WORK, integerLWORK, integerINFO)

DSYTRD_2STAGE
Purpose:
 DSYTRD_2STAGE reduces a real symmetric matrix A to real symmetric
 tridiagonal form T by a orthogonal similarity transformation:
 Q1**T Q2**T* A * Q2 * Q1 = T.
Parameters:
VECT
          VECT is CHARACTER*1
          = 'N':  No need for the Housholder representation, 
                  in particular for the second stage (Band to
                  tridiagonal) and thus LHOUS2 is of size max(1, 4*N);
          = 'V':  the Householder representation is needed to 
                  either generate Q1 Q2 or to apply Q1 Q2, 
                  then LHOUS2 is to be queried and computed.
                  (NOT AVAILABLE IN THIS RELEASE).
UPLO
          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
A
          A is DOUBLE PRECISION 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 UPLO = 'U', the band superdiagonal
          of A are overwritten by the corresponding elements of the
          internal band-diagonal matrix AB, and the elements above 
          the KD superdiagonal, with the array TAU, represent the orthogonal
          matrix Q1 as a product of elementary reflectors; if UPLO
          = 'L', the diagonal and band subdiagonal of A are over-
          written by the corresponding elements of the internal band-diagonal
          matrix AB, and the elements below the KD subdiagonal, with
          the array TAU, represent the orthogonal matrix Q1 as a product
          of elementary reflectors. See Further Details.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
D
          D is DOUBLE PRECISION array, dimension (N)
          The diagonal elements of the tridiagonal matrix T.
E
          E is DOUBLE PRECISION array, dimension (N-1)
          The off-diagonal elements of the tridiagonal matrix T.
TAU
          TAU is DOUBLE PRECISION array, dimension (N-KD)
          The scalar factors of the elementary reflectors of 
          the first stage (see Further Details).
HOUS2
          HOUS2 is DOUBLE PRECISION array, dimension LHOUS2, that
          store the Householder representation of the stage2
          band to tridiagonal.
LHOUS2
          LHOUS2 is INTEGER
          The dimension of the array HOUS2. LHOUS2 = MAX(1, dimension)
          If LWORK = -1, or LHOUS2=-1,
          then a query is assumed; the routine
          only calculates the optimal size of the HOUS2 array, returns
          this value as the first entry of the HOUS2 array, and no error
          message related to LHOUS2 is issued by XERBLA.
          LHOUS2 = MAX(1, dimension) where
          dimension = 4*N if VECT='N'
          not available now if VECT='H'
WORK
          WORK is DOUBLE PRECISION array, dimension LWORK.
LWORK
          LWORK is INTEGER
          The dimension of the array WORK. LWORK = MAX(1, dimension)
          If LWORK = -1, or LHOUS2=-1,
          then a workspace query is assumed; the routine
          only calculates the optimal size of the WORK array, returns
          this value as the first entry of the WORK array, and no error
          message related to LWORK is issued by XERBLA.
          LWORK = MAX(1, dimension) where
          dimension   = max(stage1,stage2) + (KD+1)*N
                      = N*KD + N*max(KD+1,FACTOPTNB) 
                        + max(2*KD*KD, KD*NTHREADS) 
                        + (KD+1)*N 
          where KD is the blocking size of the reduction,
          FACTOPTNB is the blocking used by the QR or LQ
          algorithm, usually FACTOPTNB=128 is a good choice
          NTHREADS is the number of threads used when
          openMP compilation is enabled, otherwise =1.
INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Further Details:
  Implemented by Azzam Haidar.
All details are available on technical report, SC11, SC13 papers.
Azzam Haidar, Hatem Ltaief, and Jack Dongarra. Parallel reduction to condensed forms for symmetric eigenvalue problems using aggregated fine-grained and memory-aware kernels. In Proceedings of 2011 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '11), New York, NY, USA, Article 8 , 11 pages. http://doi.acm.org/10.1145/2063384.2063394
A. Haidar, J. Kurzak, P. Luszczek, 2013. An improved parallel singular value algorithm and its implementation for multicore hardware, In Proceedings of 2013 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '13). Denver, Colorado, USA, 2013. Article 90, 12 pages. http://doi.acm.org/10.1145/2503210.2503292
A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra. A novel hybrid CPU-GPU generalized eigensolver for electronic structure calculations based on fine-grained memory aware tasks. International Journal of High Performance Computing Applications. Volume 28 Issue 2, Pages 196-209, May 2014. http://hpc.sagepub.com/content/28/2/196

subroutine dsytrd_sy2sb (characterUPLO, integerN, integerKD, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( * )TAU, double precision, dimension( * )WORK, integerLWORK, integerINFO)

DSYTRD_SY2SB
Purpose:
 DSYTRD_SY2SB reduces a real symmetric matrix A to real symmetric
 band-diagonal form AB by a orthogonal similarity transformation:
 Q**T * A * Q = AB.
Parameters:
UPLO
          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
KD
          KD is INTEGER
          The number of superdiagonals of the reduced matrix if UPLO = 'U',
          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
          The reduced matrix is stored in the array AB.
A
          A is DOUBLE PRECISION 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 UPLO = 'U', the diagonal and first superdiagonal
          of A are overwritten by the corresponding elements of the
          tridiagonal matrix T, and the elements above the first
          superdiagonal, with the array TAU, represent the orthogonal
          matrix Q as a product of elementary reflectors; if UPLO
          = 'L', the diagonal and first subdiagonal of A are over-
          written by the corresponding elements of the tridiagonal
          matrix T, and the elements below the first subdiagonal, with
          the array TAU, represent the orthogonal matrix Q as a product
          of elementary reflectors. See Further Details.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
AB
          AB is DOUBLE PRECISION array, dimension (LDAB,N)
          On exit, the upper or lower triangle of the symmetric band
          matrix A, stored in the first KD+1 rows of the array.  The
          j-th column of A is stored in the j-th column of the array AB
          as follows:
          if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd).
LDAB
          LDAB is INTEGER
          The leading dimension of the array AB.  LDAB >= KD+1.
TAU
          TAU is DOUBLE PRECISION array, dimension (N-KD)
          The scalar factors of the elementary reflectors (see Further
          Details).
WORK
          WORK is DOUBLE PRECISION array, dimension LWORK.
          On exit, if INFO = 0, or if LWORK=-1, 
          WORK(1) returns the size of LWORK.
LWORK
          LWORK is INTEGER
          The dimension of the array WORK which should be calculated           If LWORK = -1, then a workspace query is assumed; the routine
          only calculates the optimal size of the WORK array, returns
          this value as the first entry of the WORK array, and no error
          message related to LWORK is issued by XERBLA.
          LWORK_QUERY = N*KD + N*max(KD,FACTOPTNB) + 2*KD*KD
          where FACTOPTNB is the blocking used by the QR or LQ
          algorithm, usually FACTOPTNB=128 is a good choice otherwise
          putting LWORK=-1 will provide the size of WORK.
INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Further Details:
  Implemented by Azzam Haidar.
All details are available on technical report, SC11, SC13 papers.
Azzam Haidar, Hatem Ltaief, and Jack Dongarra. Parallel reduction to condensed forms for symmetric eigenvalue problems using aggregated fine-grained and memory-aware kernels. In Proceedings of 2011 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '11), New York, NY, USA, Article 8 , 11 pages. http://doi.acm.org/10.1145/2063384.2063394
A. Haidar, J. Kurzak, P. Luszczek, 2013. An improved parallel singular value algorithm and its implementation for multicore hardware, In Proceedings of 2013 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '13). Denver, Colorado, USA, 2013. Article 90, 12 pages. http://doi.acm.org/10.1145/2503210.2503292
A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra. A novel hybrid CPU-GPU generalized eigensolver for electronic structure calculations based on fine-grained memory aware tasks. International Journal of High Performance Computing Applications. Volume 28 Issue 2, Pages 196-209, May 2014. http://hpc.sagepub.com/content/28/2/196
  If UPLO = 'U', the matrix Q is represented as a product of elementary
  reflectors
Q = H(k)**T . . . H(2)**T H(1)**T, where k = n-kd.
Each H(i) has the form
H(i) = I - tau * v * v**T
where tau is a real scalar, and v is a real vector with v(1:i+kd-1) = 0 and v(i+kd) = 1; conjg(v(i+kd+1:n)) is stored on exit in A(i,i+kd+1:n), and tau in TAU(i).
If UPLO = 'L', the matrix Q is represented as a product of elementary reflectors
Q = H(1) H(2) . . . H(k), where k = n-kd.
Each H(i) has the form
H(i) = I - tau * v * v**T
where tau is a real scalar, and v is a real vector with v(kd+1:i) = 0 and v(i+kd+1) = 1; v(i+kd+2:n) is stored on exit in The contents of A on exit are illustrated by the following examples with n = 5:
if UPLO = 'U': if UPLO = 'L':
( ab ab/v1 v1 v1 v1 ) ( ab ) ( ab ab/v2 v2 v2 ) ( ab/v1 ab ) ( ab ab/v3 v3 ) ( v1 ab/v2 ab ) ( ab ab/v4 ) ( v1 v2 ab/v3 ab ) ( ab ) ( v1 v2 v3 ab/v4 ab )
where d and e denote diagonal and off-diagonal elements of T, and vi denotes an element of the vector defining H(i)..fi
 

subroutine dsytrf (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, double precision, dimension( * )WORK, integerLWORK, integerINFO)

DSYTRF
Purpose:
 DSYTRF computes the factorization of a real symmetric matrix A using
 the Bunch-Kaufman diagonal pivoting method.  The form of the
 factorization is
A = U*D*U**T or A = L*D*L**T
where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
This is the blocked version of the algorithm, calling Level 3 BLAS.
Parameters:
UPLO
          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
A
          A is DOUBLE PRECISION 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, the block diagonal matrix D and the multipliers used to obtain the factor U or L (see below for further details).
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D.
          If IPIV(k) > 0, then rows and columns k and IPIV(k) were
          interchanged and D(k,k) is a 1-by-1 diagonal block.
          If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
          columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
          is a 2-by-2 diagonal block.  If UPLO = 'L' and IPIV(k) =
          IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
          interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
WORK
          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
          LWORK is INTEGER
          The length of WORK.  LWORK >=1.  For best performance
          LWORK >= N*NB, where NB is the block size returned by ILAENV.
If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.
INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  if INFO = i, D(i,i) is exactly zero.  The factorization
                has been completed, but the block diagonal matrix D is
                exactly singular, and division by zero will occur if it
                is used to solve a system of equations.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Further Details:
  If UPLO = 'U', then A = U*D*U**T, where
     U = P(n)*U(n)* ... *P(k)U(k)* ...,
  i.e., U is a product of terms P(k)*U(k), where k decreases from n to
  1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
  and 2-by-2 diagonal blocks D(k).  P(k) is a permutation matrix as
  defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
  that if the diagonal block D(k) is of order s (s = 1 or 2), then
( I v 0 ) k-s U(k) = ( 0 I 0 ) s ( 0 0 I ) n-k k-s s n-k
If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k). If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k), and A(k,k), and v overwrites A(1:k-2,k-1:k).
If UPLO = 'L', then A = L*D*L**T, where L = P(1)*L(1)* ... *P(k)*L(k)* ..., i.e., L is a product of terms P(k)*L(k), where k increases from 1 to n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as defined by IPIV(k), and L(k) is a unit lower triangular matrix, such that if the diagonal block D(k) is of order s (s = 1 or 2), then
( I 0 0 ) k-1 L(k) = ( 0 I 0 ) s ( 0 v I ) n-k-s+1 k-1 s n-k-s+1
If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k). If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k), and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).

subroutine dsytrf_aa (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, double precision, dimension( * )WORK, integerLWORK, integerINFO)

DSYTRF_AA
Purpose:
 DSYTRF_AA computes the factorization of a real symmetric matrix A
 using the Aasen's algorithm.  The form of the factorization is
A = U*T*U**T or A = L*T*L**T
where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and T is a symmetric tridiagonal matrix.
This is the blocked version of the algorithm, calling Level 3 BLAS.
Parameters:
UPLO
          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
A
          A is DOUBLE PRECISION 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, the tridiagonal matrix is stored in the diagonals and the subdiagonals of A just below (or above) the diagonals, and L is stored below (or above) the subdiaonals, when UPLO is 'L' (or 'U').
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
IPIV
          IPIV is INTEGER array, dimension (N)
          On exit, it contains the details of the interchanges, i.e.,
          the row and column k of A were interchanged with the
          row and column IPIV(k).
WORK
          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
          LWORK is INTEGER
          The length of WORK.  LWORK >= MAX(1,2*N). For optimum performance
          LWORK >= N*(1+NB), where NB is the optimal blocksize.
If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.
INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  if INFO = i, D(i,i) is exactly zero.  The factorization
                has been completed, but the block diagonal matrix D is
                exactly singular, and division by zero will occur if it
                is used to solve a system of equations.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016

subroutine dsytrf_rk (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( * )E, integer, dimension( * )IPIV, double precision, dimension( * )WORK, integerLWORK, integerINFO)

DSYTRF_RK computes the factorization of a real symmetric indefinite matrix using the bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS3 blocked algorithm).
Purpose:
 DSYTRF_RK computes the factorization of a real symmetric matrix A
 using the bounded Bunch-Kaufman (rook) diagonal pivoting method:
A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T),
where U (or L) is unit upper (or lower) triangular matrix, U**T (or L**T) is the transpose of U (or L), P is a permutation matrix, P**T is the transpose of P, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
This is the blocked version of the algorithm, calling Level 3 BLAS. For more information see Further Details section.
Parameters:
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
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
A
          A is DOUBLE PRECISION 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, contains: a) ONLY diagonal elements of the symmetric block diagonal matrix D on the diagonal of A, i.e. D(k,k) = A(k,k); (superdiagonal (or subdiagonal) elements of D are stored on exit in array E), and b) If UPLO = 'U': factor U in the superdiagonal part of A. If UPLO = 'L': factor L in the subdiagonal part of A.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
E
          E is DOUBLE PRECISION array, dimension (N)
          On exit, contains the superdiagonal (or subdiagonal)
          elements of the symmetric block diagonal matrix D
          with 1-by-1 or 2-by-2 diagonal blocks, where
          If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0;
          If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0.
NOTE: For 1-by-1 diagonal block D(k), where 1 <= k <= N, the element E(k) is set to 0 in both UPLO = 'U' or UPLO = 'L' cases.
IPIV
          IPIV is INTEGER array, dimension (N)
          IPIV describes the permutation matrix P in the factorization
          of matrix A as follows. The absolute value of IPIV(k)
          represents the index of row and column that were
          interchanged with the k-th row and column. The value of UPLO
          describes the order in which the interchanges were applied.
          Also, the sign of IPIV represents the block structure of
          the symmetric block diagonal matrix D with 1-by-1 or 2-by-2
          diagonal blocks which correspond to 1 or 2 interchanges
          at each factorization step. For more info see Further
          Details section.
If UPLO = 'U', ( in factorization order, k decreases from N to 1 ): a) A single positive entry IPIV(k) > 0 means: D(k,k) is a 1-by-1 diagonal block. If IPIV(k) != k, rows and columns k and IPIV(k) were interchanged in the matrix A(1:N,1:N); If IPIV(k) = k, no interchange occurred.
b) A pair of consecutive negative entries IPIV(k) < 0 and IPIV(k-1) < 0 means: D(k-1:k,k-1:k) is a 2-by-2 diagonal block. (NOTE: negative entries in IPIV appear ONLY in pairs). 1) If -IPIV(k) != k, rows and columns k and -IPIV(k) were interchanged in the matrix A(1:N,1:N). If -IPIV(k) = k, no interchange occurred. 2) If -IPIV(k-1) != k-1, rows and columns k-1 and -IPIV(k-1) were interchanged in the matrix A(1:N,1:N). If -IPIV(k-1) = k-1, no interchange occurred.
c) In both cases a) and b), always ABS( IPIV(k) ) <= k.
d) NOTE: Any entry IPIV(k) is always NONZERO on output.
If UPLO = 'L', ( in factorization order, k increases from 1 to N ): a) A single positive entry IPIV(k) > 0 means: D(k,k) is a 1-by-1 diagonal block. If IPIV(k) != k, rows and columns k and IPIV(k) were interchanged in the matrix A(1:N,1:N). If IPIV(k) = k, no interchange occurred.
b) A pair of consecutive negative entries IPIV(k) < 0 and IPIV(k+1) < 0 means: D(k:k+1,k:k+1) is a 2-by-2 diagonal block. (NOTE: negative entries in IPIV appear ONLY in pairs). 1) If -IPIV(k) != k, rows and columns k and -IPIV(k) were interchanged in the matrix A(1:N,1:N). If -IPIV(k) = k, no interchange occurred. 2) If -IPIV(k+1) != k+1, rows and columns k-1 and -IPIV(k-1) were interchanged in the matrix A(1:N,1:N). If -IPIV(k+1) = k+1, no interchange occurred.
c) In both cases a) and b), always ABS( IPIV(k) ) >= k.
d) NOTE: Any entry IPIV(k) is always NONZERO on output.
WORK
          WORK is DOUBLE PRECISION array, dimension ( MAX(1,LWORK) ).
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
          LWORK is INTEGER
          The length of WORK.  LWORK >=1.  For best performance
          LWORK >= N*NB, where NB is the block size returned
          by ILAENV.
If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.
INFO
          INFO is INTEGER
          = 0: successful exit
< 0: If INFO = -k, the k-th argument had an illegal value
> 0: If INFO = k, the matrix A is singular, because: If UPLO = 'U': column k in the upper triangular part of A contains all zeros. If UPLO = 'L': column k in the lower triangular part of A contains all zeros.
Therefore D(k,k) is exactly zero, and superdiagonal elements of column k of U (or subdiagonal elements of column k of L ) are all zeros. The factorization has been completed, but the block diagonal matrix D is exactly singular, and division by zero will occur if it is used to solve a system of equations.
NOTE: INFO only stores the first occurrence of a singularity, any subsequent occurrence of singularity is not stored in INFO even though the factorization always completes.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Further Details:
 TODO: put correct description
Contributors:
  December 2016,  Igor Kozachenko,
                  Computer Science Division,
                  University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester

subroutine dsytrf_rook (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, double precision, dimension( * )WORK, integerLWORK, integerINFO)

DSYTRF_ROOK
Purpose:
 DSYTRF_ROOK computes the factorization of a real symmetric matrix A
 using the bounded Bunch-Kaufman ("rook") diagonal pivoting method.
 The form of the factorization is
A = U*D*U**T or A = L*D*L**T
where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
This is the blocked version of the algorithm, calling Level 3 BLAS.
Parameters:
UPLO
          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
A
          A is DOUBLE PRECISION 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, the block diagonal matrix D and the multipliers used to obtain the factor U or L (see below for further details).
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D.
If UPLO = 'U': If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged and D(k,k) is a 1-by-1 diagonal block.
If IPIV(k) < 0 and IPIV(k-1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k-1 and -IPIV(k-1) were inerchaged, D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
If UPLO = 'L': If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged and D(k,k) is a 1-by-1 diagonal block.
If IPIV(k) < 0 and IPIV(k+1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k+1 and -IPIV(k+1) were inerchaged, D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
WORK
          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)).
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
          LWORK is INTEGER
          The length of WORK.  LWORK >=1.  For best performance
          LWORK >= N*NB, where NB is the block size returned by ILAENV.
If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.
INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  if INFO = i, D(i,i) is exactly zero.  The factorization
                has been completed, but the block diagonal matrix D is
                exactly singular, and division by zero will occur if it
                is used to solve a system of equations.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
April 2012
Further Details:
  If UPLO = 'U', then A = U*D*U**T, where
     U = P(n)*U(n)* ... *P(k)U(k)* ...,
  i.e., U is a product of terms P(k)*U(k), where k decreases from n to
  1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
  and 2-by-2 diagonal blocks D(k).  P(k) is a permutation matrix as
  defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
  that if the diagonal block D(k) is of order s (s = 1 or 2), then
( I v 0 ) k-s U(k) = ( 0 I 0 ) s ( 0 0 I ) n-k k-s s n-k
If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k). If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k), and A(k,k), and v overwrites A(1:k-2,k-1:k).
If UPLO = 'L', then A = L*D*L**T, where L = P(1)*L(1)* ... *P(k)*L(k)* ..., i.e., L is a product of terms P(k)*L(k), where k increases from 1 to n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as defined by IPIV(k), and L(k) is a unit lower triangular matrix, such that if the diagonal block D(k) is of order s (s = 1 or 2), then
( I 0 0 ) k-1 L(k) = ( 0 I 0 ) s ( 0 v I ) n-k-s+1 k-1 s n-k-s+1
If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k). If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k), and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
Contributors:
   April 2012, Igor Kozachenko,
                  Computer Science Division,
                  University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester

subroutine dsytri (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, double precision, dimension( * )WORK, integerINFO)

DSYTRI
Purpose:
 DSYTRI computes the inverse of a real symmetric indefinite matrix
 A using the factorization A = U*D*U**T or A = L*D*L**T computed by
 DSYTRF.
Parameters:
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.
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
A
          A is DOUBLE PRECISION array, dimension (LDA,N)
          On entry, the block diagonal matrix D and the multipliers
          used to obtain the factor U or L as computed by DSYTRF.
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.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by DSYTRF.
WORK
          WORK is DOUBLE PRECISION array, dimension (N)
INFO
          INFO is INTEGER
          = 0: successful exit
          < 0: if INFO = -i, the i-th argument had an illegal value
          > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
               inverse could not be computed.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016

subroutine dsytri2 (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, double precision, dimension( * )WORK, integerLWORK, integerINFO)

DSYTRI2
Purpose:
 DSYTRI2 computes the inverse of a DOUBLE PRECISION symmetric indefinite matrix
 A using the factorization A = U*D*U**T or A = L*D*L**T computed by
 DSYTRF. DSYTRI2 sets the LEADING DIMENSION of the workspace
 before calling DSYTRI2X that actually computes the inverse.
Parameters:
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.
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
A
          A is DOUBLE PRECISION 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 DSYTRF.
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.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the NB structure of D
          as determined by DSYTRF.
WORK
          WORK is DOUBLE PRECISION array, dimension (N+NB+1)*(NB+3)
LWORK
          LWORK is INTEGER
          The dimension of the array WORK.
          WORK is size >= (N+NB+1)*(NB+3)
          If LDWORK = -1, then a workspace query is assumed; the routine
           calculates:
              - the optimal size of the WORK array, returns
          this value as the first entry of the WORK array,
              - and no error message related to LDWORK is issued by XERBLA.
INFO
          INFO is INTEGER
          = 0: successful exit
          < 0: if INFO = -i, the i-th argument had an illegal value
          > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
               inverse could not be computed.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016

subroutine dsytri2x (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, double precision, dimension( n+nb+1,* )WORK, integerNB, integerINFO)

DSYTRI2X
Purpose:
 DSYTRI2X computes the inverse of a real symmetric indefinite matrix
 A using the factorization A = U*D*U**T or A = L*D*L**T computed by
 DSYTRF.
Parameters:
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.
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
A
          A is DOUBLE PRECISION array, dimension (LDA,N)
          On entry, the NNB diagonal matrix D and the multipliers
          used to obtain the factor U or L as computed by DSYTRF.
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.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the NNB structure of D
          as determined by DSYTRF.
WORK
          WORK is DOUBLE PRECISION array, dimension (N+NNB+1,NNB+3)
NB
          NB is INTEGER
          Block size
INFO
          INFO is INTEGER
          = 0: successful exit
          < 0: if INFO = -i, the i-th argument had an illegal value
          > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
               inverse could not be computed.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016

subroutine dsytri_3 (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( * )E, integer, dimension( * )IPIV, double precision, dimension( * )WORK, integerLWORK, integerINFO)

DSYTRI_3
Purpose:
 DSYTRI_3 computes the inverse of a real symmetric indefinite
 matrix A using the factorization computed by DSYTRF_RK or DSYTRF_BK:
A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T),
where U (or L) is unit upper (or lower) triangular matrix, U**T (or L**T) is the transpose of U (or L), P is a permutation matrix, P**T is the transpose of P, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
DSYTRI_3 sets the leading dimension of the workspace before calling DSYTRI_3X that actually computes the inverse. This is the blocked version of the algorithm, calling Level 3 BLAS.
Parameters:
UPLO
          UPLO is CHARACTER*1
          Specifies whether the details of the factorization are
          stored as an upper or lower triangular matrix.
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
A
          A is DOUBLE PRECISION array, dimension (LDA,N)
          On entry, diagonal of the block diagonal matrix D and
          factors U or L as computed by DSYTRF_RK and DSYTRF_BK:
            a) ONLY diagonal elements of the symmetric block diagonal
               matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
               (superdiagonal (or subdiagonal) elements of D
                should be provided on entry in array E), and
            b) If UPLO = 'U': factor U in the superdiagonal part of A.
               If UPLO = 'L': factor L in the subdiagonal part of A.
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.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
E
          E is DOUBLE PRECISION array, dimension (N)
          On entry, contains the superdiagonal (or subdiagonal)
          elements of the symmetric block diagonal matrix D
          with 1-by-1 or 2-by-2 diagonal blocks, where
          If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced;
          If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced.
NOTE: For 1-by-1 diagonal block D(k), where 1 <= k <= N, the element E(k) is not referenced in both UPLO = 'U' or UPLO = 'L' cases.
IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by DSYTRF_RK or DSYTRF_BK.
WORK
          WORK is DOUBLE PRECISION array, dimension (N+NB+1)*(NB+3).
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
          LWORK is INTEGER
          The length of WORK. LWORK >= (N+NB+1)*(NB+3).
If LDWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.
INFO
          INFO is INTEGER
          = 0: successful exit
          < 0: if INFO = -i, the i-th argument had an illegal value
          > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
               inverse could not be computed.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
December 2016, Igor Kozachenko, Computer Science Division, University of California, Berkeley

subroutine dsytri_3x (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( * )E, integer, dimension( * )IPIV, double precision, dimension( n+nb+1, * )WORK, integerNB, integerINFO)

DSYTRI_3X
Purpose:
 DSYTRI_3X computes the inverse of a real symmetric indefinite
 matrix A using the factorization computed by DSYTRF_RK or DSYTRF_BK:
A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T),
where U (or L) is unit upper (or lower) triangular matrix, U**T (or L**T) is the transpose of U (or L), P is a permutation matrix, P**T is the transpose of P, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
This is the blocked version of the algorithm, calling Level 3 BLAS.
Parameters:
UPLO
          UPLO is CHARACTER*1
          Specifies whether the details of the factorization are
          stored as an upper or lower triangular matrix.
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
A
          A is DOUBLE PRECISION array, dimension (LDA,N)
          On entry, diagonal of the block diagonal matrix D and
          factors U or L as computed by DSYTRF_RK and DSYTRF_BK:
            a) ONLY diagonal elements of the symmetric block diagonal
               matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
               (superdiagonal (or subdiagonal) elements of D
                should be provided on entry in array E), and
            b) If UPLO = 'U': factor U in the superdiagonal part of A.
               If UPLO = 'L': factor L in the subdiagonal part of A.
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.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
E
          E is DOUBLE PRECISION array, dimension (N)
          On entry, contains the superdiagonal (or subdiagonal)
          elements of the symmetric block diagonal matrix D
          with 1-by-1 or 2-by-2 diagonal blocks, where
          If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) not referenced;
          If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) not referenced.
NOTE: For 1-by-1 diagonal block D(k), where 1 <= k <= N, the element E(k) is not referenced in both UPLO = 'U' or UPLO = 'L' cases.
IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by DSYTRF_RK or DSYTRF_BK.
WORK
          WORK is DOUBLE PRECISION array, dimension (N+NB+1,NB+3).
NB
          NB is INTEGER
          Block size.
INFO
          INFO is INTEGER
          = 0: successful exit
          < 0: if INFO = -i, the i-th argument had an illegal value
          > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
               inverse could not be computed.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
December 2016, Igor Kozachenko, Computer Science Division, University of California, Berkeley

subroutine dsytri_rook (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, double precision, dimension( * )WORK, integerINFO)

DSYTRI_ROOK
Purpose:
 DSYTRI_ROOK computes the inverse of a real symmetric
 matrix A using the factorization A = U*D*U**T or A = L*D*L**T
 computed by DSYTRF_ROOK.
Parameters:
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.
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
A
          A is DOUBLE PRECISION array, dimension (LDA,N)
          On entry, the block diagonal matrix D and the multipliers
          used to obtain the factor U or L as computed by DSYTRF_ROOK.
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.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by DSYTRF_ROOK.
WORK
          WORK is DOUBLE PRECISION array, dimension (N)
INFO
          INFO is INTEGER
          = 0: successful exit
          < 0: if INFO = -i, the i-th argument had an illegal value
          > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
               inverse could not be computed.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
April 2012
Contributors:
   April 2012, Igor Kozachenko,
                  Computer Science Division,
                  University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester

subroutine dsytrs (characterUPLO, integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, double precision, dimension( ldb, * )B, integerLDB, integerINFO)

DSYTRS
Purpose:
 DSYTRS solves a system of linear equations A*X = B with a real
 symmetric matrix A using the factorization A = U*D*U**T or
 A = L*D*L**T computed by DSYTRF.
Parameters:
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.
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
NRHS
          NRHS is INTEGER
          The number of right hand sides, i.e., the number of columns
          of the matrix B.  NRHS >= 0.
A
          A is DOUBLE PRECISION array, dimension (LDA,N)
          The block diagonal matrix D and the multipliers used to
          obtain the factor U or L as computed by DSYTRF.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by DSYTRF.
B
          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
          On entry, the right hand side matrix B.
          On exit, the solution matrix X.
LDB
          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).
INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016

subroutine dsytrs2 (characterUPLO, integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( * )WORK, integerINFO)

DSYTRS2
Purpose:
 DSYTRS2 solves a system of linear equations A*X = B with a real
 symmetric matrix A using the factorization A = U*D*U**T or
 A = L*D*L**T computed by DSYTRF and converted by DSYCONV.
Parameters:
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.
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
NRHS
          NRHS is INTEGER
          The number of right hand sides, i.e., the number of columns
          of the matrix B.  NRHS >= 0.
A
          A is DOUBLE PRECISION array, dimension (LDA,N)
          The block diagonal matrix D and the multipliers used to
          obtain the factor U or L as computed by DSYTRF.
          Note that A is input / output. This might be counter-intuitive,
          and one may think that A is input only. A is input / output. This
          is because, at the start of the subroutine, we permute A in a
          "better" form and then we permute A back to its original form at
          the end.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by DSYTRF.
B
          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
          On entry, the right hand side matrix B.
          On exit, the solution matrix X.
LDB
          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).
WORK
          WORK is DOUBLE PRECISION array, dimension (N)
INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2016

subroutine dsytrs_3 (characterUPLO, integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( * )E, integer, dimension( * )IPIV, double precision, dimension( ldb, * )B, integerLDB, integerINFO)

DSYTRS_3
Purpose:
 DSYTRS_3 solves a system of linear equations A * X = B with a real
 symmetric matrix A using the factorization computed
 by DSYTRF_RK or DSYTRF_BK:
A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T),
where U (or L) is unit upper (or lower) triangular matrix, U**T (or L**T) is the transpose of U (or L), P is a permutation matrix, P**T is the transpose of P, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
This algorithm is using Level 3 BLAS.
Parameters:
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 = P*U*D*(U**T)*(P**T);
          = 'L':  Lower triangular, form is A = P*L*D*(L**T)*(P**T).
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
NRHS
          NRHS is INTEGER
          The number of right hand sides, i.e., the number of columns
          of the matrix B.  NRHS >= 0.
A
          A is DOUBLE PRECISION array, dimension (LDA,N)
          Diagonal of the block diagonal matrix D and factors U or L
          as computed by DSYTRF_RK and DSYTRF_BK:
            a) ONLY diagonal elements of the symmetric block diagonal
               matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
               (superdiagonal (or subdiagonal) elements of D
                should be provided on entry in array E), and
            b) If UPLO = 'U': factor U in the superdiagonal part of A.
               If UPLO = 'L': factor L in the subdiagonal part of A.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
E
          E is DOUBLE PRECISION array, dimension (N)
          On entry, contains the superdiagonal (or subdiagonal)
          elements of the symmetric block diagonal matrix D
          with 1-by-1 or 2-by-2 diagonal blocks, where
          If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced;
          If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced.
NOTE: For 1-by-1 diagonal block D(k), where 1 <= k <= N, the element E(k) is not referenced in both UPLO = 'U' or UPLO = 'L' cases.
IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by DSYTRF_RK or DSYTRF_BK.
B
          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
          On entry, the right hand side matrix B.
          On exit, the solution matrix X.
LDB
          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).
INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
  December 2016,  Igor Kozachenko,
                  Computer Science Division,
                  University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester

subroutine dsytrs_aa (characterUPLO, integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( * )WORK, integerLWORK, integerINFO)

DSYTRS_AA
Purpose:
 DSYTRS_AA solves a system of linear equations A*X = B with a real
 symmetric matrix A using the factorization A = U*T*U**T or
 A = L*T*L**T computed by DSYTRF_AA.
Parameters:
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*T*U**T;
          = 'L':  Lower triangular, form is A = L*T*L**T.
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
NRHS
          NRHS is INTEGER
          The number of right hand sides, i.e., the number of columns
          of the matrix B.  NRHS >= 0.
A
          A is DOUBLE PRECISION array, dimension (LDA,N)
          Details of factors computed by DSYTRF_AA.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the interchanges as computed by DSYTRF_AA.
B
          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
          On entry, the right hand side matrix B.
          On exit, the solution matrix X.
LDB
          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).
WORK
          WORK is DOUBLE array, dimension (MAX(1,LWORK))
LWORK
          LWORK is INTEGER, LWORK >= MAX(1,3*N-2).
aram[out]
 
INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016

subroutine dsytrs_rook (characterUPLO, integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, double precision, dimension( ldb, * )B, integerLDB, integerINFO)

DSYTRS_ROOK
Purpose:
 DSYTRS_ROOK solves a system of linear equations A*X = B with
 a real symmetric matrix A using the factorization A = U*D*U**T or
 A = L*D*L**T computed by DSYTRF_ROOK.
Parameters:
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.
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
NRHS
          NRHS is INTEGER
          The number of right hand sides, i.e., the number of columns
          of the matrix B.  NRHS >= 0.
A
          A is DOUBLE PRECISION array, dimension (LDA,N)
          The block diagonal matrix D and the multipliers used to
          obtain the factor U or L as computed by DSYTRF_ROOK.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by DSYTRF_ROOK.
B
          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
          On entry, the right hand side matrix B.
          On exit, the solution matrix X.
LDB
          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).
INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
April 2012
Contributors:
   April 2012, Igor Kozachenko,
                  Computer Science Division,
                  University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester

subroutine dtgsyl (characterTRANS, integerIJOB, integerM, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( ldc, * )C, integerLDC, double precision, dimension( ldd, * )D, integerLDD, double precision, dimension( lde, * )E, integerLDE, double precision, dimension( ldf, * )F, integerLDF, double precisionSCALE, double precisionDIF, double precision, dimension( * )WORK, integerLWORK, integer, dimension( * )IWORK, integerINFO)

DTGSYL
Purpose:
 DTGSYL solves the generalized Sylvester equation:
A * R - L * B = scale * C (1) D * R - L * E = scale * F
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, with real entries. (A, D) and (B, E) must be in generalized (real) Schur canonical form, i.e. A, B are upper quasi triangular and D, E are upper triangular.
The solution (R, L) overwrites (C, F). 0 <= SCALE <= 1 is an output scaling factor chosen to avoid overflow.
In matrix notation (1) is equivalent to solve Zx = scale b, where Z is defined as
Z = [ kron(In, A) -kron(B**T, Im) ] (2) [ kron(In, D) -kron(E**T, Im) ].
Here Ik is the identity matrix of size k and X**T is the transpose of X. kron(X, Y) is the Kronecker product between the matrices X and Y.
If TRANS = 'T', DTGSYL solves the transposed system Z**T*y = scale*b, which is equivalent to solve for R and L in
A**T * R + D**T * L = scale * C (3) R * B**T + L * E**T = scale * -F
This case (TRANS = 'T') is used to compute an one-norm-based estimate of Dif[(A,D), (B,E)], the separation between the matrix pairs (A,D) and (B,E), using DLACON.
If IJOB >= 1, DTGSYL computes a Frobenius norm-based estimate of Dif[(A,D),(B,E)]. That is, the reciprocal of a lower bound on the reciprocal of the smallest singular value of Z. See [1-2] for more information.
This is a level 3 BLAS algorithm.
Parameters:
TRANS
          TRANS is CHARACTER*1
          = 'N', solve the generalized Sylvester equation (1).
          = 'T', solve the 'transposed' system (3).
IJOB
          IJOB is INTEGER
          Specifies what kind of functionality to be performed.
           =0: solve (1) only.
           =1: The functionality of 0 and 3.
           =2: The functionality of 0 and 4.
           =3: Only an estimate of Dif[(A,D), (B,E)] is computed.
               (look ahead strategy IJOB  = 1 is used).
           =4: Only an estimate of Dif[(A,D), (B,E)] is computed.
               ( DGECON on sub-systems is used ).
          Not referenced if TRANS = 'T'.
M
          M is INTEGER
          The order of the matrices A and D, and the row dimension of
          the matrices C, F, R and L.
N
          N is INTEGER
          The order of the matrices B and E, and the column dimension
          of the matrices C, F, R and L.
A
          A is DOUBLE PRECISION array, dimension (LDA, M)
          The upper quasi triangular matrix A.
LDA
          LDA is INTEGER
          The leading dimension of the array A. LDA >= max(1, M).
B
          B is DOUBLE PRECISION array, dimension (LDB, N)
          The upper quasi triangular matrix B.
LDB
          LDB is INTEGER
          The leading dimension of the array B. LDB >= max(1, N).
C
          C is DOUBLE PRECISION array, dimension (LDC, N)
          On entry, C contains the right-hand-side of the first matrix
          equation in (1) or (3).
          On exit, if IJOB = 0, 1 or 2, C has been overwritten by
          the solution R. If IJOB = 3 or 4 and TRANS = 'N', C holds R,
          the solution achieved during the computation of the
          Dif-estimate.
LDC
          LDC is INTEGER
          The leading dimension of the array C. LDC >= max(1, M).
D
          D is DOUBLE PRECISION array, dimension (LDD, M)
          The upper triangular matrix D.
LDD
          LDD is INTEGER
          The leading dimension of the array D. LDD >= max(1, M).
E
          E is DOUBLE PRECISION array, dimension (LDE, N)
          The upper triangular matrix E.
LDE
          LDE is INTEGER
          The leading dimension of the array E. LDE >= max(1, N).
F
          F is DOUBLE PRECISION array, dimension (LDF, N)
          On entry, F contains the right-hand-side of the second matrix
          equation in (1) or (3).
          On exit, if IJOB = 0, 1 or 2, F has been overwritten by
          the solution L. If IJOB = 3 or 4 and TRANS = 'N', F holds L,
          the solution achieved during the computation of the
          Dif-estimate.
LDF
          LDF is INTEGER
          The leading dimension of the array F. LDF >= max(1, M).
DIF
          DIF is DOUBLE PRECISION
          On exit DIF is the reciprocal of a lower bound of the
          reciprocal of the Dif-function, i.e. DIF is an upper bound of
          Dif[(A,D), (B,E)] = sigma_min(Z), where Z as in (2).
          IF IJOB = 0 or TRANS = 'T', DIF is not touched.
SCALE
          SCALE is DOUBLE PRECISION
          On exit SCALE is the scaling factor in (1) or (3).
          If 0 < SCALE < 1, C and F hold the solutions R and L, resp.,
          to a slightly perturbed system but the input matrices A, B, D
          and E have not been changed. If SCALE = 0, C and F hold the
          solutions R and L, respectively, to the homogeneous system
          with C = F = 0. Normally, SCALE = 1.
WORK
          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
          LWORK is INTEGER
          The dimension of the array WORK. LWORK > = 1.
          If IJOB = 1 or 2 and TRANS = 'N', LWORK >= max(1,2*M*N).
If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.
IWORK
          IWORK is INTEGER array, dimension (M+N+6)
INFO
          INFO is INTEGER
            =0: successful exit
            <0: If INFO = -i, the i-th argument had an illegal value.
            >0: (A, D) and (B, E) have common or close eigenvalues.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.
References:
  [1] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
      for Solving the Generalized Sylvester Equation and Estimating the
      Separation between Regular Matrix Pairs, Report UMINF - 93.23,
      Department of Computing Science, Umea University, S-901 87 Umea,
      Sweden, December 1993, Revised April 1994, Also as LAPACK Working
      Note 75.  To appear in ACM Trans. on Math. Software, Vol 22,
      No 1, 1996.
[2] B. Kagstrom, A Perturbation Analysis of the Generalized Sylvester Equation (AR - LB, DR - LE ) = (C, F), SIAM J. Matrix Anal. Appl., 15(4):1045-1060, 1994
[3] B. Kagstrom and L. Westin, Generalized Schur Methods with Condition Estimators for Solving the Generalized Sylvester Equation, IEEE Transactions on Automatic Control, Vol. 34, No. 7, July 1989, pp 745-751.

subroutine dtrsyl (characterTRANA, characterTRANB, integerISGN, integerM, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( ldc, * )C, integerLDC, double precisionSCALE, integerINFO)

DTRSYL
Purpose:
 DTRSYL solves the real Sylvester matrix equation:
op(A)*X + X*op(B) = scale*C or op(A)*X - X*op(B) = scale*C,
where op(A) = A or A**T, and A and B are both upper quasi- triangular. A is M-by-M and B is N-by-N; the right hand side C and the solution X are M-by-N; and scale is an output scale factor, set <= 1 to avoid overflow in X.
A and B must be in Schur canonical form (as returned by DHSEQR), that is, block upper triangular with 1-by-1 and 2-by-2 diagonal blocks; each 2-by-2 diagonal block has its diagonal elements equal and its off-diagonal elements of opposite sign.
Parameters:
TRANA
          TRANA is CHARACTER*1
          Specifies the option op(A):
          = 'N': op(A) = A    (No transpose)
          = 'T': op(A) = A**T (Transpose)
          = 'C': op(A) = A**H (Conjugate transpose = Transpose)
TRANB
          TRANB is CHARACTER*1
          Specifies the option op(B):
          = 'N': op(B) = B    (No transpose)
          = 'T': op(B) = B**T (Transpose)
          = 'C': op(B) = B**H (Conjugate transpose = Transpose)
ISGN
          ISGN is INTEGER
          Specifies the sign in the equation:
          = +1: solve op(A)*X + X*op(B) = scale*C
          = -1: solve op(A)*X - X*op(B) = scale*C
M
          M is INTEGER
          The order of the matrix A, and the number of rows in the
          matrices X and C. M >= 0.
N
          N is INTEGER
          The order of the matrix B, and the number of columns in the
          matrices X and C. N >= 0.
A
          A is DOUBLE PRECISION array, dimension (LDA,M)
          The upper quasi-triangular matrix A, in Schur canonical form.
LDA
          LDA is INTEGER
          The leading dimension of the array A. LDA >= max(1,M).
B
          B is DOUBLE PRECISION array, dimension (LDB,N)
          The upper quasi-triangular matrix B, in Schur canonical form.
LDB
          LDB is INTEGER
          The leading dimension of the array B. LDB >= max(1,N).
C
          C is DOUBLE PRECISION array, dimension (LDC,N)
          On entry, the M-by-N right hand side matrix C.
          On exit, C is overwritten by the solution matrix X.
LDC
          LDC is INTEGER
          The leading dimension of the array C. LDC >= max(1,M)
SCALE
          SCALE is DOUBLE PRECISION
          The scale factor, scale, set <= 1 to avoid overflow in X.
INFO
          INFO is INTEGER
          = 0: successful exit
          < 0: if INFO = -i, the i-th argument had an illegal value
          = 1: A and B have common or very close eigenvalues; perturbed
               values were used to solve the equation (but the matrices
               A and B are unchanged).
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016

Author

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