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doubleGEauxiliary(3) LAPACK doubleGEauxiliary(3)

NAME

doubleGEauxiliary - double

SYNOPSIS

Functions


subroutine dgesc2 (N, A, LDA, RHS, IPIV, JPIV, SCALE)
DGESC2 solves a system of linear equations using the LU factorization with complete pivoting computed by sgetc2. subroutine dgetc2 (N, A, LDA, IPIV, JPIV, INFO)
DGETC2 computes the LU factorization with complete pivoting of the general n-by-n matrix. double precision function dlange (NORM, M, N, A, LDA, WORK)
DLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value of any element of a general rectangular matrix. subroutine dlaqge (M, N, A, LDA, R, C, ROWCND, COLCND, AMAX, EQUED)
DLAQGE scales a general rectangular matrix, using row and column scaling factors computed by sgeequ. subroutine dtgex2 (WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ, J1, N1, N2, WORK, LWORK, INFO)
DTGEX2 swaps adjacent diagonal blocks in an upper (quasi) triangular matrix pair by an orthogonal equivalence transformation.

Detailed Description

This is the group of double auxiliary functions for GE matrices

Function Documentation

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

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

Purpose:


DGESC2 solves a system of linear equations
A * X = scale* RHS
with a general N-by-N matrix A using the LU factorization with
complete pivoting computed by DGETC2.

Parameters

N


N is INTEGER
The order of the matrix A.

A


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

LDA


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

RHS


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

IPIV


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

JPIV


JPIV is INTEGER array, dimension (N).
The pivot indices; for 1 <= j <= N, column j of the
matrix has been interchanged with column JPIV(j).

SCALE


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

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Contributors:

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

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

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

Purpose:


DGETC2 computes an LU factorization with complete pivoting of the
n-by-n matrix A. The factorization has the form A = P * L * U * Q,
where P and Q are permutation matrices, L is lower triangular with
unit diagonal elements and U is upper triangular.
This is the Level 2 BLAS algorithm.

Parameters

N


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

A


A is DOUBLE PRECISION array, dimension (LDA, N)
On entry, the n-by-n matrix A to be factored.
On exit, the factors L and U from the factorization
A = P*L*U*Q; the unit diagonal elements of L are not stored.
If U(k, k) appears to be less than SMIN, U(k, k) is given the
value of SMIN, i.e., giving a nonsingular perturbed system.

LDA


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

IPIV


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

JPIV


JPIV is INTEGER array, dimension(N).
The pivot indices; for 1 <= j <= N, column j of the
matrix has been interchanged with column JPIV(j).

INFO


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

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Contributors:

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

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

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

Purpose:


DLANGE returns the value of the one norm, or the Frobenius norm, or
the infinity norm, or the element of largest absolute value of a
real matrix A.

Returns

DLANGE


DLANGE = ( max(abs(A(i,j))), NORM = 'M' or 'm'
(
( norm1(A), NORM = '1', 'O' or 'o'
(
( normI(A), NORM = 'I' or 'i'
(
( normF(A), NORM = 'F', 'f', 'E' or 'e'
where norm1 denotes the one norm of a matrix (maximum column sum),
normI denotes the infinity norm of a matrix (maximum row sum) and
normF denotes the Frobenius norm of a matrix (square root of sum of
squares). Note that max(abs(A(i,j))) is not a consistent matrix norm.

Parameters

NORM


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

M


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

N


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

A


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

LDA


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

WORK


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

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

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

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

Purpose:


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

Parameters

M


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

N


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

A


A is DOUBLE PRECISION array, dimension (LDA,N)
On entry, the M by N matrix A.
On exit, the equilibrated matrix. See EQUED for the form of
the equilibrated matrix.

LDA


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

R


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

C


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

ROWCND


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

COLCND


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

AMAX


AMAX is DOUBLE PRECISION
Absolute value of largest matrix entry.

EQUED


EQUED is CHARACTER*1
Specifies the form of equilibration that was done.
= 'N': No equilibration
= 'R': Row equilibration, i.e., A has been premultiplied by
diag(R).
= 'C': Column equilibration, i.e., A has been postmultiplied
by diag(C).
= 'B': Both row and column equilibration, i.e., A has been
replaced by diag(R) * A * diag(C).

Internal Parameters:


THRESH is a threshold value used to decide if row or column scaling
should be done based on the ratio of the row or column scaling
factors. If ROWCND < THRESH, row scaling is done, and if
COLCND < THRESH, column scaling is done.
LARGE and SMALL are threshold values used to decide if row scaling
should be done based on the absolute size of the largest matrix
element. If AMAX > LARGE or AMAX < SMALL, row scaling is done.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

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

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

Purpose:


DTGEX2 swaps adjacent diagonal blocks (A11, B11) and (A22, B22)
of size 1-by-1 or 2-by-2 in an upper (quasi) triangular matrix pair
(A, B) by an orthogonal equivalence transformation.
(A, B) must be in generalized real Schur canonical form (as returned
by DGGES), i.e. A is block upper triangular with 1-by-1 and 2-by-2
diagonal blocks. B is upper triangular.
Optionally, the matrices Q and Z of generalized Schur vectors are
updated.
Q(in) * A(in) * Z(in)**T = Q(out) * A(out) * Z(out)**T
Q(in) * B(in) * Z(in)**T = Q(out) * B(out) * Z(out)**T

Parameters

WANTQ


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

WANTZ


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

N


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

A


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

LDA


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

B


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

LDB


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

Q


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

LDQ


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

Z


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

LDZ


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

J1


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

N1


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

N2


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

WORK


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

LWORK


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

INFO


INFO is INTEGER
=0: Successful exit
>0: If INFO = 1, the transformed matrix (A, B) would be
too far from generalized Schur form; the blocks are
not swapped and (A, B) and (Q, Z) are unchanged.
The problem of swapping is too ill-conditioned.
<0: If INFO = -16: LWORK is too small. Appropriate value
for LWORK is returned in WORK(1).

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

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

Contributors:

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

References:


[1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the
Generalized Real Schur Form of a Regular Matrix Pair (A, B), in
M.S. Moonen et al (eds), Linear Algebra for Large Scale and
Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
[2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified
Eigenvalues of a Regular Matrix Pair (A, B) and Condition
Estimation: Theory, Algorithms and Software,
Report UMINF - 94.04, Department of Computing Science, Umea
University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working
Note 87. To appear in Numerical Algorithms, 1996.

Author

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