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complexGBcomputational(3) LAPACK complexGBcomputational(3)

NAME

complexGBcomputational - complex

SYNOPSIS

Functions


subroutine cgbbrd (VECT, M, N, NCC, KL, KU, AB, LDAB, D, E, Q, LDQ, PT, LDPT, C, LDC, WORK, RWORK, INFO)
CGBBRD subroutine cgbcon (NORM, N, KL, KU, AB, LDAB, IPIV, ANORM, RCOND, WORK, RWORK, INFO)
CGBCON subroutine cgbequ (M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND, AMAX, INFO)
CGBEQU subroutine cgbequb (M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND, AMAX, INFO)
CGBEQUB subroutine cgbrfs (TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO)
CGBRFS subroutine cgbrfsx (TRANS, EQUED, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, R, C, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO)
CGBRFSX subroutine cgbtf2 (M, N, KL, KU, AB, LDAB, IPIV, INFO)
CGBTF2 computes the LU factorization of a general band matrix using the unblocked version of the algorithm. subroutine cgbtrf (M, N, KL, KU, AB, LDAB, IPIV, INFO)
CGBTRF subroutine cgbtrs (TRANS, N, KL, KU, NRHS, AB, LDAB, IPIV, B, LDB, INFO)
CGBTRS subroutine cggbak (JOB, SIDE, N, ILO, IHI, LSCALE, RSCALE, M, V, LDV, INFO)
CGGBAK subroutine cggbal (JOB, N, A, LDA, B, LDB, ILO, IHI, LSCALE, RSCALE, WORK, INFO)
CGGBAL subroutine cla_gbamv (TRANS, M, N, KL, KU, ALPHA, AB, LDAB, X, INCX, BETA, Y, INCY)
CLA_GBAMV performs a matrix-vector operation to calculate error bounds. real function cla_gbrcond_c (TRANS, N, KL, KU, AB, LDAB, AFB, LDAFB, IPIV, C, CAPPLY, INFO, WORK, RWORK)
CLA_GBRCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) for general banded matrices. real function cla_gbrcond_x (TRANS, N, KL, KU, AB, LDAB, AFB, LDAFB, IPIV, X, INFO, WORK, RWORK)
CLA_GBRCOND_X computes the infinity norm condition number of op(A)*diag(x) for general banded matrices. subroutine cla_gbrfsx_extended (PREC_TYPE, TRANS_TYPE, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, 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)
CLA_GBRFSX_EXTENDED improves the computed solution to a system of linear equations for general banded matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution. real function cla_gbrpvgrw (N, KL, KU, NCOLS, AB, LDAB, AFB, LDAFB)
CLA_GBRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a general banded matrix. subroutine cungbr (VECT, M, N, K, A, LDA, TAU, WORK, LWORK, INFO)
CUNGBR

Detailed Description

This is the group of complex computational functions for GB matrices

Function Documentation

subroutine cgbbrd (character VECT, integer M, integer N, integer NCC, integer KL, integer KU, complex, dimension( ldab, * ) AB, integer LDAB, real, dimension( * ) D, real, dimension( * ) E, complex, dimension( ldq, * ) Q, integer LDQ, complex, dimension( ldpt, * ) PT, integer LDPT, complex, dimension( ldc, * ) C, integer LDC, complex, dimension( * ) WORK, real, dimension( * ) RWORK, integer INFO)

CGBBRD

Purpose:

 CGBBRD reduces a complex general m-by-n band matrix A to real upper
 bidiagonal form B by a unitary transformation: Q**H * A * P = B.
 The routine computes B, and optionally forms Q or P**H, or computes
 Q**H*C for a given matrix C.

Parameters

VECT

          VECT is CHARACTER*1
          Specifies whether or not the matrices Q and P**H are to be
          formed.
          = 'N': do not form Q or P**H;
          = 'Q': form Q only;
          = 'P': form P**H only;
          = 'B': form both.

M

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

N

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

NCC

          NCC is INTEGER
          The number of columns of the matrix C.  NCC >= 0.

KL

          KL is INTEGER
          The number of subdiagonals of the matrix A. KL >= 0.

KU

          KU is INTEGER
          The number of superdiagonals of the matrix A. KU >= 0.

AB

          AB is COMPLEX array, dimension (LDAB,N)
          On entry, the m-by-n band matrix A, stored in rows 1 to
          KL+KU+1. The j-th column of A is stored in the j-th column of
          the array AB as follows:
          AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl).
          On exit, A is overwritten by values generated during the
          reduction.

LDAB

          LDAB is INTEGER
          The leading dimension of the array A. LDAB >= KL+KU+1.

D

          D is REAL array, dimension (min(M,N))
          The diagonal elements of the bidiagonal matrix B.

E

          E is REAL array, dimension (min(M,N)-1)
          The superdiagonal elements of the bidiagonal matrix B.

Q

          Q is COMPLEX array, dimension (LDQ,M)
          If VECT = 'Q' or 'B', the m-by-m unitary matrix Q.
          If VECT = 'N' or 'P', the array Q is not referenced.

LDQ

          LDQ is INTEGER
          The leading dimension of the array Q.
          LDQ >= max(1,M) if VECT = 'Q' or 'B'; LDQ >= 1 otherwise.

PT

          PT is COMPLEX array, dimension (LDPT,N)
          If VECT = 'P' or 'B', the n-by-n unitary matrix P'.
          If VECT = 'N' or 'Q', the array PT is not referenced.

LDPT

          LDPT is INTEGER
          The leading dimension of the array PT.
          LDPT >= max(1,N) if VECT = 'P' or 'B'; LDPT >= 1 otherwise.

C

          C is COMPLEX array, dimension (LDC,NCC)
          On entry, an m-by-ncc matrix C.
          On exit, C is overwritten by Q**H*C.
          C is not referenced if NCC = 0.

LDC

          LDC is INTEGER
          The leading dimension of the array C.
          LDC >= max(1,M) if NCC > 0; LDC >= 1 if NCC = 0.

WORK

          WORK is COMPLEX array, dimension (max(M,N))

RWORK

          RWORK is REAL array, dimension (max(M,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.

subroutine cgbcon (character NORM, integer N, integer KL, integer KU, complex, dimension( ldab, * ) AB, integer LDAB, integer, dimension( * ) IPIV, real ANORM, real RCOND, complex, dimension( * ) WORK, real, dimension( * ) RWORK, integer INFO)

CGBCON

Purpose:

 CGBCON estimates the reciprocal of the condition number of a complex
 general band matrix A, in either the 1-norm or the infinity-norm,
 using the LU factorization computed by CGBTRF.
 An estimate is obtained for norm(inv(A)), and the reciprocal of the
 condition number is computed as
    RCOND = 1 / ( norm(A) * norm(inv(A)) ).

Parameters

NORM

          NORM is CHARACTER*1
          Specifies whether the 1-norm condition number or the
          infinity-norm condition number is required:
          = '1' or 'O':  1-norm;
          = 'I':         Infinity-norm.

N

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

KL

          KL is INTEGER
          The number of subdiagonals within the band of A.  KL >= 0.

KU

          KU is INTEGER
          The number of superdiagonals within the band of A.  KU >= 0.

AB

          AB is COMPLEX array, dimension (LDAB,N)
          Details of the LU factorization of the band matrix A, as
          computed by CGBTRF.  U is stored as an upper triangular band
          matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and
          the multipliers used during the factorization are stored in
          rows KL+KU+2 to 2*KL+KU+1.

LDAB

          LDAB is INTEGER
          The leading dimension of the array AB.  LDAB >= 2*KL+KU+1.

IPIV

          IPIV is INTEGER array, dimension (N)
          The pivot indices; for 1 <= i <= N, row i of the matrix was
          interchanged with row IPIV(i).

ANORM

          ANORM is REAL
          If NORM = '1' or 'O', the 1-norm of the original matrix A.
          If NORM = 'I', the infinity-norm of the original matrix A.

RCOND

          RCOND is REAL
          The reciprocal of the condition number of the matrix A,
          computed as RCOND = 1/(norm(A) * norm(inv(A))).

WORK

          WORK is COMPLEX array, dimension (2*N)

RWORK

          RWORK is REAL 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.

subroutine cgbequ (integer M, integer N, integer KL, integer KU, complex, dimension( ldab, * ) AB, integer LDAB, real, dimension( * ) R, real, dimension( * ) C, real ROWCND, real COLCND, real AMAX, integer INFO)

CGBEQU

Purpose:

 CGBEQU computes row and column scalings intended to equilibrate an
 M-by-N band matrix A and reduce its condition number.  R returns the
 row scale factors and C the column scale factors, chosen to try to
 make the largest element in each row and column of the matrix B with
 elements B(i,j)=R(i)*A(i,j)*C(j) have absolute value 1.
 R(i) and C(j) are restricted to be between SMLNUM = smallest safe
 number and BIGNUM = largest safe number.  Use of these scaling
 factors is not guaranteed to reduce the condition number of A but
 works well in practice.

Parameters

M

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

N

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

KL

          KL is INTEGER
          The number of subdiagonals within the band of A.  KL >= 0.

KU

          KU is INTEGER
          The number of superdiagonals within the band of A.  KU >= 0.

AB

          AB is COMPLEX array, dimension (LDAB,N)
          The band matrix A, stored in rows 1 to KL+KU+1.  The j-th
          column of A is stored in the j-th column of the array AB as
          follows:
          AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl).

LDAB

          LDAB is INTEGER
          The leading dimension of the array AB.  LDAB >= KL+KU+1.

R

          R is REAL array, dimension (M)
          If INFO = 0, or INFO > M, R contains the row scale factors
          for A.

C

          C is REAL array, dimension (N)
          If INFO = 0, C contains the column scale factors for A.

ROWCND

          ROWCND is REAL
          If INFO = 0 or INFO > M, ROWCND contains the ratio of the
          smallest R(i) to the largest R(i).  If ROWCND >= 0.1 and
          AMAX is neither too large nor too small, it is not worth
          scaling by R.

COLCND

          COLCND is REAL
          If INFO = 0, COLCND contains the ratio of the smallest
          C(i) to the largest C(i).  If COLCND >= 0.1, it is not
          worth scaling by C.

AMAX

          AMAX is REAL
          Absolute value of largest matrix element.  If AMAX is very
          close to overflow or very close to underflow, the matrix
          should be scaled.

INFO

          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  if INFO = i, and i is
                <= M:  the i-th row of A is exactly zero
                >  M:  the (i-M)-th column of A is exactly zero

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

subroutine cgbequb (integer M, integer N, integer KL, integer KU, complex, dimension( ldab, * ) AB, integer LDAB, real, dimension( * ) R, real, dimension( * ) C, real ROWCND, real COLCND, real AMAX, integer INFO)

CGBEQUB

Purpose:

 CGBEQUB computes row and column scalings intended to equilibrate an
 M-by-N matrix A and reduce its condition number.  R returns the row
 scale factors and C the column scale factors, chosen to try to make
 the largest element in each row and column of the matrix B with
 elements B(i,j)=R(i)*A(i,j)*C(j) have an absolute value of at most
 the radix.
 R(i) and C(j) are restricted to be a power of the radix between
 SMLNUM = smallest safe number and BIGNUM = largest safe number.  Use
 of these scaling factors is not guaranteed to reduce the condition
 number of A but works well in practice.
 This routine differs from CGEEQU by restricting the scaling factors
 to a power of the radix.  Barring over- and underflow, scaling by
 these factors introduces no additional rounding errors.  However, the
 scaled entries' magnitudes are no longer approximately 1 but lie
 between sqrt(radix) and 1/sqrt(radix).

Parameters

M

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

N

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

KL

          KL is INTEGER
          The number of subdiagonals within the band of A.  KL >= 0.

KU

          KU is INTEGER
          The number of superdiagonals within the band of A.  KU >= 0.

AB

          AB is COMPLEX array, dimension (LDAB,N)
          On entry, the matrix A in band storage, in rows 1 to KL+KU+1.
          The j-th column of A is stored in the j-th column of the
          array AB as follows:
          AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl)

LDAB

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

R

          R is REAL array, dimension (M)
          If INFO = 0 or INFO > M, R contains the row scale factors
          for A.

C

          C is REAL array, dimension (N)
          If INFO = 0,  C contains the column scale factors for A.

ROWCND

          ROWCND is REAL
          If INFO = 0 or INFO > M, ROWCND contains the ratio of the
          smallest R(i) to the largest R(i).  If ROWCND >= 0.1 and
          AMAX is neither too large nor too small, it is not worth
          scaling by R.

COLCND

          COLCND is REAL
          If INFO = 0, COLCND contains the ratio of the smallest
          C(i) to the largest C(i).  If COLCND >= 0.1, it is not
          worth scaling by C.

AMAX

          AMAX is REAL
          Absolute value of largest matrix element.  If AMAX is very
          close to overflow or very close to underflow, the matrix
          should be scaled.

INFO

          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  if INFO = i,  and i is
                <= M:  the i-th row of A is exactly zero
                >  M:  the (i-M)-th column of A is exactly zero

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

subroutine cgbrfs (character TRANS, integer N, integer KL, integer KU, integer NRHS, complex, dimension( ldab, * ) AB, integer LDAB, complex, dimension( ldafb, * ) AFB, integer LDAFB, integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldx, * ) X, integer LDX, real, dimension( * ) FERR, real, dimension( * ) BERR, complex, dimension( * ) WORK, real, dimension( * ) RWORK, integer INFO)

CGBRFS

Purpose:

 CGBRFS improves the computed solution to a system of linear
 equations when the coefficient matrix is banded, and provides
 error bounds and backward error estimates for the solution.

Parameters

TRANS

          TRANS is CHARACTER*1
          Specifies the form of the system of equations:
          = 'N':  A * X = B     (No transpose)
          = 'T':  A**T * X = B  (Transpose)
          = 'C':  A**H * X = B  (Conjugate transpose)

N

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

KL

          KL is INTEGER
          The number of subdiagonals within the band of A.  KL >= 0.

KU

          KU is INTEGER
          The number of superdiagonals within the band of A.  KU >= 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.

AB

          AB is COMPLEX array, dimension (LDAB,N)
          The original band matrix A, stored in rows 1 to KL+KU+1.
          The j-th column of A is stored in the j-th column of the
          array AB as follows:
          AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(n,j+kl).

LDAB

          LDAB is INTEGER
          The leading dimension of the array AB.  LDAB >= KL+KU+1.

AFB

          AFB is COMPLEX array, dimension (LDAFB,N)
          Details of the LU factorization of the band matrix A, as
          computed by CGBTRF.  U is stored as an upper triangular band
          matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and
          the multipliers used during the factorization are stored in
          rows KL+KU+2 to 2*KL+KU+1.

LDAFB

          LDAFB is INTEGER
          The leading dimension of the array AFB.  LDAFB >= 2*KL*KU+1.

IPIV

          IPIV is INTEGER array, dimension (N)
          The pivot indices from CGBTRF; for 1<=i<=N, row i of the
          matrix was interchanged with row IPIV(i).

B

          B is COMPLEX 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 COMPLEX array, dimension (LDX,NRHS)
          On entry, the solution matrix X, as computed by CGBTRS.
          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 REAL array, dimension (NRHS)
          The estimated forward error bound for each solution vector
          X(j) (the j-th column of the solution matrix X).
          If XTRUE is the true solution corresponding to X(j), FERR(j)
          is an estimated upper bound for the magnitude of the largest
          element in (X(j) - XTRUE) divided by the magnitude of the
          largest element in X(j).  The estimate is as reliable as
          the estimate for RCOND, and is almost always a slight
          overestimate of the true error.

BERR

          BERR is REAL array, dimension (NRHS)
          The componentwise relative backward error of each solution
          vector X(j) (i.e., the smallest relative change in
          any element of A or B that makes X(j) an exact solution).

WORK

          WORK is COMPLEX array, dimension (2*N)

RWORK

          RWORK is REAL 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.

subroutine cgbrfsx (character TRANS, character EQUED, integer N, integer KL, integer KU, integer NRHS, complex, dimension( ldab, * ) AB, integer LDAB, complex, dimension( ldafb, * ) AFB, integer LDAFB, integer, dimension( * ) IPIV, real, dimension( * ) R, real, dimension( * ) C, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldx , * ) X, integer LDX, real RCOND, real, dimension( * ) BERR, integer N_ERR_BNDS, real, dimension( nrhs, * ) ERR_BNDS_NORM, real, dimension( nrhs, * ) ERR_BNDS_COMP, integer NPARAMS, real, dimension( * ) PARAMS, complex, dimension( * ) WORK, real, dimension( * ) RWORK, integer INFO)

CGBRFSX

Purpose:

    CGBRFSX improves the computed solution to a system of linear
    equations 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, R
    and C 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

TRANS

          TRANS is CHARACTER*1
     Specifies the form of the system of equations:
       = 'N':  A * X = B     (No transpose)
       = 'T':  A**T * X = B  (Transpose)
       = 'C':  A**H * X = B  (Conjugate transpose)

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
       = 'R':  Row equilibration, i.e., A has been premultiplied by
               diag(R).
       = 'C':  Column equilibration, i.e., A has been postmultiplied
               by diag(C).
       = 'B':  Both row and column equilibration, i.e., A has been
               replaced by diag(R) * A * diag(C).
               The right hand side B has been changed accordingly.

N

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

KL

          KL is INTEGER
     The number of subdiagonals within the band of A.  KL >= 0.

KU

          KU is INTEGER
     The number of superdiagonals within the band of A.  KU >= 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.

AB

          AB is COMPLEX array, dimension (LDAB,N)
     The original band matrix A, stored in rows 1 to KL+KU+1.
     The j-th column of A is stored in the j-th column of the
     array AB as follows:
     AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(n,j+kl).

LDAB

          LDAB is INTEGER
     The leading dimension of the array AB.  LDAB >= KL+KU+1.

AFB

          AFB is COMPLEX array, dimension (LDAFB,N)
     Details of the LU factorization of the band matrix A, as
     computed by CGBTRF.  U is stored as an upper triangular band
     matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and
     the multipliers used during the factorization are stored in
     rows KL+KU+2 to 2*KL+KU+1.

LDAFB

          LDAFB is INTEGER
     The leading dimension of the array AFB.  LDAFB >= 2*KL*KU+1.

IPIV

          IPIV is INTEGER array, dimension (N)
     The pivot indices from CGETRF; for 1<=i<=N, row i of the
     matrix was interchanged with row IPIV(i).

R

          R is REAL array, dimension (N)
     The row scale factors for A.  If EQUED = 'R' or 'B', A is
     multiplied on the left by diag(R); if EQUED = 'N' or 'C', R
     is not accessed.  R is an input argument if FACT = 'F';
     otherwise, R is an output argument.  If FACT = 'F' and
     EQUED = 'R' or 'B', each element of R must be positive.
     If R is output, each element of R is a power of the radix.
     If R is input, each element of R 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.

C

          C is REAL array, dimension (N)
     The column scale factors for A.  If EQUED = 'C' or 'B', A is
     multiplied on the right by diag(C); if EQUED = 'N' or 'R', C
     is not accessed.  C is an input argument if FACT = 'F';
     otherwise, C is an output argument.  If FACT = 'F' and
     EQUED = 'C' or 'B', each element of C must be positive.
     If C is output, each element of C is a power of the radix.
     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 COMPLEX 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 COMPLEX array, dimension (LDX,NRHS)
     On entry, the solution matrix X, as computed by CGETRS.
     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 REAL
     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 REAL 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 REAL 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.
     See Lapack Working Note 165 for further details and extra
     cautions.

ERR_BNDS_COMP

          ERR_BNDS_COMP is REAL 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 < 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.
     See Lapack Working Note 165 for further details and extra
     cautions.

NPARAMS

          NPARAMS is INTEGER
     Specifies the number of parameters set in PARAMS.  If <= 0, the
     PARAMS array is never referenced and default values are used.

PARAMS

          PARAMS is REAL array, dimension NPARAMS
     Specifies algorithm parameters.  If an entry is < 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: 1.0
            = 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 COMPLEX array, dimension (2*N)

RWORK

          RWORK is REAL array, dimension (2*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.

subroutine cgbtf2 (integer M, integer N, integer KL, integer KU, complex, dimension( ldab, * ) AB, integer LDAB, integer, dimension( * ) IPIV, integer INFO)

CGBTF2 computes the LU factorization of a general band matrix using the unblocked version of the algorithm.

Purpose:

 CGBTF2 computes an LU factorization of a complex m-by-n band matrix
 A using partial pivoting with row interchanges.
 This is the unblocked version of the algorithm, calling Level 2 BLAS.

Parameters

M

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

N

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

KL

          KL is INTEGER
          The number of subdiagonals within the band of A.  KL >= 0.

KU

          KU is INTEGER
          The number of superdiagonals within the band of A.  KU >= 0.

AB

          AB is COMPLEX array, dimension (LDAB,N)
          On entry, the matrix A in band storage, in rows KL+1 to
          2*KL+KU+1; rows 1 to KL of the array need not be set.
          The j-th column of A is stored in the j-th column of the
          array AB as follows:
          AB(kl+ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl)
          On exit, details of the factorization: U is stored as an
          upper triangular band matrix with KL+KU superdiagonals in
          rows 1 to KL+KU+1, and the multipliers used during the
          factorization are stored in rows KL+KU+2 to 2*KL+KU+1.
          See below for further details.

LDAB

          LDAB is INTEGER
          The leading dimension of the array AB.  LDAB >= 2*KL+KU+1.

IPIV

          IPIV is INTEGER array, dimension (min(M,N))
          The pivot indices; for 1 <= i <= min(M,N), row i of the
          matrix was interchanged with row IPIV(i).

INFO

          INFO is INTEGER
          = 0: successful exit
          < 0: if INFO = -i, the i-th argument had an illegal value
          > 0: if INFO = +i, U(i,i) is exactly zero. The factorization
               has been completed, but the factor U is exactly
               singular, and division by zero will occur if it is used
               to solve a system of equations.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

  The band storage scheme is illustrated by the following example, when
  M = N = 6, KL = 2, KU = 1:
  On entry:                       On exit:
      *    *    *    +    +    +       *    *    *   u14  u25  u36
      *    *    +    +    +    +       *    *   u13  u24  u35  u46
      *   a12  a23  a34  a45  a56      *   u12  u23  u34  u45  u56
     a11  a22  a33  a44  a55  a66     u11  u22  u33  u44  u55  u66
     a21  a32  a43  a54  a65   *      m21  m32  m43  m54  m65   *
     a31  a42  a53  a64   *    *      m31  m42  m53  m64   *    *
  Array elements marked * are not used by the routine; elements marked
  + need not be set on entry, but are required by the routine to store
  elements of U, because of fill-in resulting from the row
  interchanges.

subroutine cgbtrf (integer M, integer N, integer KL, integer KU, complex, dimension( ldab, * ) AB, integer LDAB, integer, dimension( * ) IPIV, integer INFO)

CGBTRF

Purpose:

 CGBTRF computes an LU factorization of a complex m-by-n band matrix A
 using partial pivoting with row interchanges.
 This is the blocked version of the algorithm, calling Level 3 BLAS.

Parameters

M

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

N

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

KL

          KL is INTEGER
          The number of subdiagonals within the band of A.  KL >= 0.

KU

          KU is INTEGER
          The number of superdiagonals within the band of A.  KU >= 0.

AB

          AB is COMPLEX array, dimension (LDAB,N)
          On entry, the matrix A in band storage, in rows KL+1 to
          2*KL+KU+1; rows 1 to KL of the array need not be set.
          The j-th column of A is stored in the j-th column of the
          array AB as follows:
          AB(kl+ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl)
          On exit, details of the factorization: U is stored as an
          upper triangular band matrix with KL+KU superdiagonals in
          rows 1 to KL+KU+1, and the multipliers used during the
          factorization are stored in rows KL+KU+2 to 2*KL+KU+1.
          See below for further details.

LDAB

          LDAB is INTEGER
          The leading dimension of the array AB.  LDAB >= 2*KL+KU+1.

IPIV

          IPIV is INTEGER array, dimension (min(M,N))
          The pivot indices; for 1 <= i <= min(M,N), row i of the
          matrix was interchanged with row IPIV(i).

INFO

          INFO is INTEGER
          = 0: successful exit
          < 0: if INFO = -i, the i-th argument had an illegal value
          > 0: if INFO = +i, U(i,i) is exactly zero. The factorization
               has been completed, but the factor U is exactly
               singular, and division by zero will occur if it is used
               to solve a system of equations.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

  The band storage scheme is illustrated by the following example, when
  M = N = 6, KL = 2, KU = 1:
  On entry:                       On exit:
      *    *    *    +    +    +       *    *    *   u14  u25  u36
      *    *    +    +    +    +       *    *   u13  u24  u35  u46
      *   a12  a23  a34  a45  a56      *   u12  u23  u34  u45  u56
     a11  a22  a33  a44  a55  a66     u11  u22  u33  u44  u55  u66
     a21  a32  a43  a54  a65   *      m21  m32  m43  m54  m65   *
     a31  a42  a53  a64   *    *      m31  m42  m53  m64   *    *
  Array elements marked * are not used by the routine; elements marked
  + need not be set on entry, but are required by the routine to store
  elements of U because of fill-in resulting from the row interchanges.

subroutine cgbtrs (character TRANS, integer N, integer KL, integer KU, integer NRHS, complex, dimension( ldab, * ) AB, integer LDAB, integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB, integer INFO)

CGBTRS

Purpose:

 CGBTRS solves a system of linear equations
    A * X = B,  A**T * X = B,  or  A**H * X = B
 with a general band matrix A using the LU factorization computed
 by CGBTRF.

Parameters

TRANS

          TRANS is CHARACTER*1
          Specifies the form of the system of equations.
          = 'N':  A * X = B     (No transpose)
          = 'T':  A**T * X = B  (Transpose)
          = 'C':  A**H * X = B  (Conjugate transpose)

N

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

KL

          KL is INTEGER
          The number of subdiagonals within the band of A.  KL >= 0.

KU

          KU is INTEGER
          The number of superdiagonals within the band of A.  KU >= 0.

NRHS

          NRHS is INTEGER
          The number of right hand sides, i.e., the number of columns
          of the matrix B.  NRHS >= 0.

AB

          AB is COMPLEX array, dimension (LDAB,N)
          Details of the LU factorization of the band matrix A, as
          computed by CGBTRF.  U is stored as an upper triangular band
          matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and
          the multipliers used during the factorization are stored in
          rows KL+KU+2 to 2*KL+KU+1.

LDAB

          LDAB is INTEGER
          The leading dimension of the array AB.  LDAB >= 2*KL+KU+1.

IPIV

          IPIV is INTEGER array, dimension (N)
          The pivot indices; for 1 <= i <= N, row i of the matrix was
          interchanged with row IPIV(i).

B

          B is COMPLEX 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.

subroutine cggbak (character JOB, character SIDE, integer N, integer ILO, integer IHI, real, dimension( * ) LSCALE, real, dimension( * ) RSCALE, integer M, complex, dimension( ldv, * ) V, integer LDV, integer INFO)

CGGBAK

Purpose:

 CGGBAK forms the right or left eigenvectors of a complex generalized
 eigenvalue problem A*x = lambda*B*x, by backward transformation on
 the computed eigenvectors of the balanced pair of matrices output by
 CGGBAL.

Parameters

JOB

          JOB is CHARACTER*1
          Specifies the type of backward transformation required:
          = 'N':  do nothing, return immediately;
          = 'P':  do backward transformation for permutation only;
          = 'S':  do backward transformation for scaling only;
          = 'B':  do backward transformations for both permutation and
                  scaling.
          JOB must be the same as the argument JOB supplied to CGGBAL.

SIDE

          SIDE is CHARACTER*1
          = 'R':  V contains right eigenvectors;
          = 'L':  V contains left eigenvectors.

N

          N is INTEGER
          The number of rows of the matrix V.  N >= 0.

ILO

          ILO is INTEGER

IHI

          IHI is INTEGER
          The integers ILO and IHI determined by CGGBAL.
          1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.

LSCALE

          LSCALE is REAL array, dimension (N)
          Details of the permutations and/or scaling factors applied
          to the left side of A and B, as returned by CGGBAL.

RSCALE

          RSCALE is REAL array, dimension (N)
          Details of the permutations and/or scaling factors applied
          to the right side of A and B, as returned by CGGBAL.

M

          M is INTEGER
          The number of columns of the matrix V.  M >= 0.

V

          V is COMPLEX array, dimension (LDV,M)
          On entry, the matrix of right or left eigenvectors to be
          transformed, as returned by CTGEVC.
          On exit, V is overwritten by the transformed eigenvectors.

LDV

          LDV is INTEGER
          The leading dimension of the matrix V. LDV >= 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.

Further Details:

  See R.C. Ward, Balancing the generalized eigenvalue problem,
                 SIAM J. Sci. Stat. Comp. 2 (1981), 141-152.

subroutine cggbal (character JOB, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB, integer ILO, integer IHI, real, dimension( * ) LSCALE, real, dimension( * ) RSCALE, real, dimension( * ) WORK, integer INFO)

CGGBAL

Purpose:

 CGGBAL balances a pair of general complex matrices (A,B).  This
 involves, first, permuting A and B by similarity transformations to
 isolate eigenvalues in the first 1 to ILO$-$1 and last IHI+1 to N
 elements on the diagonal; and second, applying a diagonal similarity
 transformation to rows and columns ILO to IHI to make the rows
 and columns as close in norm as possible. Both steps are optional.
 Balancing may reduce the 1-norm of the matrices, and improve the
 accuracy of the computed eigenvalues and/or eigenvectors in the
 generalized eigenvalue problem A*x = lambda*B*x.

Parameters

JOB

          JOB is CHARACTER*1
          Specifies the operations to be performed on A and B:
          = 'N':  none:  simply set ILO = 1, IHI = N, LSCALE(I) = 1.0
                  and RSCALE(I) = 1.0 for i=1,...,N;
          = 'P':  permute only;
          = 'S':  scale only;
          = 'B':  both permute and scale.

N

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

A

          A is COMPLEX array, dimension (LDA,N)
          On entry, the input matrix A.
          On exit, A is overwritten by the balanced matrix.
          If JOB = 'N', A is not referenced.

LDA

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

B

          B is COMPLEX array, dimension (LDB,N)
          On entry, the input matrix B.
          On exit, B is overwritten by the balanced matrix.
          If JOB = 'N', B is not referenced.

LDB

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

ILO

          ILO is INTEGER

IHI

          IHI is INTEGER
          ILO and IHI are set to integers such that on exit
          A(i,j) = 0 and B(i,j) = 0 if i > j and
          j = 1,...,ILO-1 or i = IHI+1,...,N.
          If JOB = 'N' or 'S', ILO = 1 and IHI = N.

LSCALE

          LSCALE is REAL array, dimension (N)
          Details of the permutations and scaling factors applied
          to the left side of A and B.  If P(j) is the index of the
          row interchanged with row j, and D(j) is the scaling factor
          applied to row j, then
            LSCALE(j) = P(j)    for J = 1,...,ILO-1
                      = D(j)    for J = ILO,...,IHI
                      = P(j)    for J = IHI+1,...,N.
          The order in which the interchanges are made is N to IHI+1,
          then 1 to ILO-1.

RSCALE

          RSCALE is REAL array, dimension (N)
          Details of the permutations and scaling factors applied
          to the right side of A and B.  If P(j) is the index of the
          column interchanged with column j, and D(j) is the scaling
          factor applied to column j, then
            RSCALE(j) = P(j)    for J = 1,...,ILO-1
                      = D(j)    for J = ILO,...,IHI
                      = P(j)    for J = IHI+1,...,N.
          The order in which the interchanges are made is N to IHI+1,
          then 1 to ILO-1.

WORK

          WORK is REAL array, dimension (lwork)
          lwork must be at least max(1,6*N) when JOB = 'S' or 'B', and
          at least 1 when JOB = 'N' or 'P'.

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.

Further Details:

  See R.C. WARD, Balancing the generalized eigenvalue problem,
                 SIAM J. Sci. Stat. Comp. 2 (1981), 141-152.

subroutine cla_gbamv (integer TRANS, integer M, integer N, integer KL, integer KU, real ALPHA, complex, dimension( ldab, * ) AB, integer LDAB, complex, dimension( * ) X, integer INCX, real BETA, real, dimension( * ) Y, integer INCY)

CLA_GBAMV performs a matrix-vector operation to calculate error bounds.

Purpose:

 CLA_GBAMV  performs one of the matrix-vector operations
         y := alpha*abs(A)*abs(x) + beta*abs(y),
    or   y := alpha*abs(A)**T*abs(x) + beta*abs(y),
 where alpha and beta are scalars, x and y are vectors and A is an
 m by n 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

TRANS

          TRANS is INTEGER
           On entry, TRANS specifies the operation to be performed as
           follows:
             BLAS_NO_TRANS      y := alpha*abs(A)*abs(x) + beta*abs(y)
             BLAS_TRANS         y := alpha*abs(A**T)*abs(x) + beta*abs(y)
             BLAS_CONJ_TRANS    y := alpha*abs(A**T)*abs(x) + beta*abs(y)
           Unchanged on exit.

M

          M is INTEGER
           On entry, M specifies the number of rows of the matrix A.
           M must be at least zero.
           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.

KL

          KL is INTEGER
           The number of subdiagonals within the band of A.  KL >= 0.

KU

          KU is INTEGER
           The number of superdiagonals within the band of A.  KU >= 0.

ALPHA

          ALPHA is REAL
           On entry, ALPHA specifies the scalar alpha.
           Unchanged on exit.

AB

          AB is COMPLEX array, dimension (LDAB,n)
           Before entry, the leading m by n part of the array AB must
           contain the matrix of coefficients.
           Unchanged on exit.

LDAB

          LDAB is INTEGER
           On entry, LDAB specifies the first dimension of AB as declared
           in the calling (sub) program. LDAB must be at least
           max( 1, m ).
           Unchanged on exit.

X

          X is COMPLEX array, dimension
           ( 1 + ( n - 1 )*abs( INCX ) ) when TRANS = 'N' or 'n'
           and at least
           ( 1 + ( m - 1 )*abs( INCX ) ) otherwise.
           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 REAL
           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 REAL array, dimension
           ( 1 + ( m - 1 )*abs( INCY ) ) when TRANS = 'N' or 'n'
           and at least
           ( 1 + ( n - 1 )*abs( INCY ) ) otherwise.
           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.
  Level 2 Blas routine.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

real function cla_gbrcond_c (character TRANS, integer N, integer KL, integer KU, complex, dimension( ldab, * ) AB, integer LDAB, complex, dimension( ldafb, * ) AFB, integer LDAFB, integer, dimension( * ) IPIV, real, dimension( * ) C, logical CAPPLY, integer INFO, complex, dimension( * ) WORK, real, dimension( * ) RWORK)

CLA_GBRCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) for general banded matrices.

Purpose:

    CLA_GBRCOND_C Computes the infinity norm condition number of
    op(A) * inv(diag(C)) where C is a REAL vector.

Parameters

TRANS

          TRANS is CHARACTER*1
     Specifies the form of the system of equations:
       = 'N':  A * X = B     (No transpose)
       = 'T':  A**T * X = B  (Transpose)
       = 'C':  A**H * X = B  (Conjugate Transpose = Transpose)

N

          N is INTEGER
     The number of linear equations, i.e., the order of the
     matrix A.  N >= 0.

KL

          KL is INTEGER
     The number of subdiagonals within the band of A.  KL >= 0.

KU

          KU is INTEGER
     The number of superdiagonals within the band of A.  KU >= 0.

AB

          AB is COMPLEX array, dimension (LDAB,N)
     On entry, the matrix A in band storage, in rows 1 to KL+KU+1.
     The j-th column of A is stored in the j-th column of the
     array AB as follows:
     AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl)

LDAB

          LDAB is INTEGER
     The leading dimension of the array AB.  LDAB >= KL+KU+1.

AFB

          AFB is COMPLEX array, dimension (LDAFB,N)
     Details of the LU factorization of the band matrix A, as
     computed by CGBTRF.  U is stored as an upper triangular
     band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1,
     and the multipliers used during the factorization are stored
     in rows KL+KU+2 to 2*KL+KU+1.

LDAFB

          LDAFB is INTEGER
     The leading dimension of the array AFB.  LDAFB >= 2*KL+KU+1.

IPIV

          IPIV is INTEGER array, dimension (N)
     The pivot indices from the factorization A = P*L*U
     as computed by CGBTRF; row i of the matrix was interchanged
     with row IPIV(i).

C

          C is REAL array, dimension (N)
     The vector C in the formula op(A) * inv(diag(C)).

CAPPLY

          CAPPLY is LOGICAL
     If .TRUE. then access the vector C in the formula above.

INFO

          INFO is INTEGER
       = 0:  Successful exit.
     i > 0:  The ith argument is invalid.

WORK

          WORK is COMPLEX array, dimension (2*N).
     Workspace.

RWORK

          RWORK is REAL array, dimension (N).
     Workspace.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

real function cla_gbrcond_x (character TRANS, integer N, integer KL, integer KU, complex, dimension( ldab, * ) AB, integer LDAB, complex, dimension( ldafb, * ) AFB, integer LDAFB, integer, dimension( * ) IPIV, complex, dimension( * ) X, integer INFO, complex, dimension( * ) WORK, real, dimension( * ) RWORK)

CLA_GBRCOND_X computes the infinity norm condition number of op(A)*diag(x) for general banded matrices.

Purpose:

    CLA_GBRCOND_X Computes the infinity norm condition number of
    op(A) * diag(X) where X is a COMPLEX vector.

Parameters

TRANS

          TRANS is CHARACTER*1
     Specifies the form of the system of equations:
       = 'N':  A * X = B     (No transpose)
       = 'T':  A**T * X = B  (Transpose)
       = 'C':  A**H * X = B  (Conjugate Transpose = Transpose)

N

          N is INTEGER
     The number of linear equations, i.e., the order of the
     matrix A.  N >= 0.

KL

          KL is INTEGER
     The number of subdiagonals within the band of A.  KL >= 0.

KU

          KU is INTEGER
     The number of superdiagonals within the band of A.  KU >= 0.

AB

          AB is COMPLEX array, dimension (LDAB,N)
     On entry, the matrix A in band storage, in rows 1 to KL+KU+1.
     The j-th column of A is stored in the j-th column of the
     array AB as follows:
     AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl)

LDAB

          LDAB is INTEGER
     The leading dimension of the array AB.  LDAB >= KL+KU+1.

AFB

          AFB is COMPLEX array, dimension (LDAFB,N)
     Details of the LU factorization of the band matrix A, as
     computed by CGBTRF.  U is stored as an upper triangular
     band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1,
     and the multipliers used during the factorization are stored
     in rows KL+KU+2 to 2*KL+KU+1.

LDAFB

          LDAFB is INTEGER
     The leading dimension of the array AFB.  LDAFB >= 2*KL+KU+1.

IPIV

          IPIV is INTEGER array, dimension (N)
     The pivot indices from the factorization A = P*L*U
     as computed by CGBTRF; row i of the matrix was interchanged
     with row IPIV(i).

X

          X is COMPLEX array, dimension (N)
     The vector X in the formula op(A) * diag(X).

INFO

          INFO is INTEGER
       = 0:  Successful exit.
     i > 0:  The ith argument is invalid.

WORK

          WORK is COMPLEX array, dimension (2*N).
     Workspace.

RWORK

          RWORK is REAL array, dimension (N).
     Workspace.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

subroutine cla_gbrfsx_extended (integer PREC_TYPE, integer TRANS_TYPE, integer N, integer KL, integer KU, integer NRHS, complex, dimension( ldab, * ) AB, integer LDAB, complex, dimension( ldafb, * ) AFB, integer LDAFB, integer, dimension( * ) IPIV, logical COLEQU, real, dimension( * ) C, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldy, * ) Y, integer LDY, real, dimension( * ) BERR_OUT, integer N_NORMS, real, dimension( nrhs, * ) ERR_BNDS_NORM, real, dimension( nrhs, * ) ERR_BNDS_COMP, complex, dimension( * ) RES, real, dimension(*) AYB, complex, dimension( * ) DY, complex, dimension( * ) Y_TAIL, real RCOND, integer ITHRESH, real RTHRESH, real DZ_UB, logical IGNORE_CWISE, integer INFO)

CLA_GBRFSX_EXTENDED improves the computed solution to a system of linear equations for general banded matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.

Purpose:

 CLA_GBRFSX_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 CGBRFSX 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' or 'E':  Extra

TRANS_TYPE

          TRANS_TYPE is INTEGER
     Specifies the transposition operation on A.
     The value is defined by ILATRANS(T) where T is a CHARACTER and T
          = 'N':  No transpose
          = 'T':  Transpose
          = 'C':  Conjugate transpose

N

          N is INTEGER
     The number of linear equations, i.e., the order of the
     matrix A.  N >= 0.

KL

          KL is INTEGER
     The number of subdiagonals within the band of A.  KL >= 0.

KU

          KU is INTEGER
     The number of superdiagonals within the band of A.  KU >= 0

NRHS

          NRHS is INTEGER
     The number of right-hand-sides, i.e., the number of columns of the
     matrix B.

AB

          AB is COMPLEX array, dimension (LDAB,N)
     On entry, the N-by-N matrix AB.

LDAB

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

AFB

          AFB is COMPLEX array, dimension (LDAF,N)
     The factors L and U from the factorization
     A = P*L*U as computed by CGBTRF.

LDAFB

          LDAFB is INTEGER
     The leading dimension of the array AF.  LDAF >= max(1,N).

IPIV

          IPIV is INTEGER array, dimension (N)
     The pivot indices from the factorization A = P*L*U
     as computed by CGBTRF; row i of the matrix was interchanged
     with row IPIV(i).

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 REAL 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 COMPLEX 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 COMPLEX array, dimension (LDY,NRHS)
     On entry, the solution matrix X, as computed by CGBTRS.
     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 REAL 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 CLA_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 REAL 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 REAL 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 < 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 COMPLEX array, dimension (N)
     Workspace to hold the intermediate residual.

AYB

          AYB is REAL array, dimension (N)
     Workspace.

DY

          DY is COMPLEX array, dimension (N)
     Workspace to hold the intermediate solution.

Y_TAIL

          Y_TAIL is COMPLEX array, dimension (N)
     Workspace to hold the trailing bits of the intermediate solution.

RCOND

          RCOND is REAL
     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 REAL
     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 REAL
     Determines when to start considering componentwise convergence.
     Componentwise convergence is only considered after each component
     of the solution Y is stable, which we define 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 CGBTRS had an illegal
             value

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

real function cla_gbrpvgrw (integer N, integer KL, integer KU, integer NCOLS, complex, dimension( ldab, * ) AB, integer LDAB, complex, dimension( ldafb, * ) AFB, integer LDAFB)

CLA_GBRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a general banded matrix.

Purpose:

 CLA_GBRPVGRW 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

N

          N is INTEGER
     The number of linear equations, i.e., the order of the
     matrix A.  N >= 0.

KL

          KL is INTEGER
     The number of subdiagonals within the band of A.  KL >= 0.

KU

          KU is INTEGER
     The number of superdiagonals within the band of A.  KU >= 0.

NCOLS

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

AB

          AB is COMPLEX array, dimension (LDAB,N)
     On entry, the matrix A in band storage, in rows 1 to KL+KU+1.
     The j-th column of A is stored in the j-th column of the
     array AB as follows:
     AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl)

LDAB

          LDAB is INTEGER
     The leading dimension of the array AB.  LDAB >= KL+KU+1.

AFB

          AFB is COMPLEX array, dimension (LDAFB,N)
     Details of the LU factorization of the band matrix A, as
     computed by CGBTRF.  U is stored as an upper triangular
     band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1,
     and the multipliers used during the factorization are stored
     in rows KL+KU+2 to 2*KL+KU+1.

LDAFB

          LDAFB is INTEGER
     The leading dimension of the array AFB.  LDAFB >= 2*KL+KU+1.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

subroutine cungbr (character VECT, integer M, integer N, integer K, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) TAU, complex, dimension( * ) WORK, integer LWORK, integer INFO)

CUNGBR

Purpose:

 CUNGBR generates one of the complex unitary matrices Q or P**H
 determined by CGEBRD when reducing a complex matrix A to bidiagonal
 form: A = Q * B * P**H.  Q and P**H are defined as products of
 elementary reflectors H(i) or G(i) respectively.
 If VECT = 'Q', A is assumed to have been an M-by-K matrix, and Q
 is of order M:
 if m >= k, Q = H(1) H(2) . . . H(k) and CUNGBR returns the first n
 columns of Q, where m >= n >= k;
 if m < k, Q = H(1) H(2) . . . H(m-1) and CUNGBR returns Q as an
 M-by-M matrix.
 If VECT = 'P', A is assumed to have been a K-by-N matrix, and P**H
 is of order N:
 if k < n, P**H = G(k) . . . G(2) G(1) and CUNGBR returns the first m
 rows of P**H, where n >= m >= k;
 if k >= n, P**H = G(n-1) . . . G(2) G(1) and CUNGBR returns P**H as
 an N-by-N matrix.

Parameters

VECT

          VECT is CHARACTER*1
          Specifies whether the matrix Q or the matrix P**H is
          required, as defined in the transformation applied by CGEBRD:
          = 'Q':  generate Q;
          = 'P':  generate P**H.

M

          M is INTEGER
          The number of rows of the matrix Q or P**H to be returned.
          M >= 0.

N

          N is INTEGER
          The number of columns of the matrix Q or P**H to be returned.
          N >= 0.
          If VECT = 'Q', M >= N >= min(M,K);
          if VECT = 'P', N >= M >= min(N,K).

K

          K is INTEGER
          If VECT = 'Q', the number of columns in the original M-by-K
          matrix reduced by CGEBRD.
          If VECT = 'P', the number of rows in the original K-by-N
          matrix reduced by CGEBRD.
          K >= 0.

A

          A is COMPLEX array, dimension (LDA,N)
          On entry, the vectors which define the elementary reflectors,
          as returned by CGEBRD.
          On exit, the M-by-N matrix Q or P**H.

LDA

          LDA is INTEGER
          The leading dimension of the array A. LDA >= M.

TAU

          TAU is COMPLEX array, dimension
                                (min(M,K)) if VECT = 'Q'
                                (min(N,K)) if VECT = 'P'
          TAU(i) must contain the scalar factor of the elementary
          reflector H(i) or G(i), which determines Q or P**H, as
          returned by CGEBRD in its array argument TAUQ or TAUP.

WORK

          WORK is COMPLEX 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 >= max(1,min(M,N)).
          For optimum performance LWORK >= min(M,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.

Author

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