complexGEauxiliary(3)
complexGEauxiliary π (that's the manual name bestie, complexGEauxiliary(3))
okay so this is the complex auxiliary functions for GE matrices page β the little support squad that shows up when the main character (your GE matrix) needs help. it's LONG so it comes in two parts, and this is part one. buckle up π
β¨ SYNOPSIS β¨
π¦ Functions
subroutine cgesc2 (N, A, LDA, RHS, IPIV, JPIV, SCALE)β CGESC2 solves a system of linear equations using the LU factorization with complete pivoting computed by sgetc2.subroutine cgetc2 (N, A, LDA, IPIV, JPIV, INFO)β CGETC2 computes the LU factorization with complete pivoting of the general n-by-n matrix.real function clange (NORM, M, N, A, LDA, WORK)β CLANGE 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 claqge (M, N, A, LDA, R, C, ROWCND, COLCND, AMAX, EQUED)β CLAQGE scales a general rectangular matrix, using row and column scaling factors computed by sgeequ.subroutine ctgex2 (WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ, J1, INFO)β CTGEX2 swaps adjacent diagonal blocks in an upper (quasi) triangular matrix pair by an unitary equivalence transformation.
π Detailed Description π
This is the group of complex auxiliary functions for GE matrices. no cap, that's literally the whole vibe of this page. β¨
π Function Documentation π
πΈ subroutine cgesc2
subroutine cgesc2 (integer N, complex, dimension( lda, * ) A, integer LDA,
complex, dimension( * ) RHS, integer, dimension( * ) IPIV, integer,
dimension( * ) JPIV, real SCALE)
CGESC2 solves a system of linear equations using the LU factorization with complete pivoting computed by sgetc2.
π Purpose:
CGESC2 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 CGETC2.
π Parameters
NNisINTEGER- The number of columns of the matrix A.
AAisCOMPLEXarray, dimension(LDA, N)- On entry, the LU part of the factorization of the n-by-n matrix A computed by CGETC2:
A = P * L * U * Q
LDALDAisINTEGER- The leading dimension of the array A.
LDA >= max(1, N).
RHSRHSisCOMPLEXarray, dimensionN.- On entry, the right hand side vector b.
- On exit, the solution vector X.
IPIVIPIVisINTEGERarray, dimension(N).- The pivot indices; for
1 <= i <= N, row i of the matrix has been interchanged with rowIPIV(i).
JPIVJPIVisINTEGERarray, dimension(N).- The pivot indices; for
1 <= j <= N, column j of the matrix has been interchanged with columnJPIV(j).
SCALESCALEisREAL- On exit,
SCALEcontains the scale factor.SCALEis chosen0 <= SCALE <= 1to prevent overflow in the solution.
β Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
π«Ά Contributors:
Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.
π¦ subroutine cgetc2
subroutine cgetc2 (integer N, complex, dimension( lda, * ) A, integer LDA,
integer, dimension( * ) IPIV, integer, dimension( * ) JPIV, integer
INFO)
CGETC2 computes the LU factorization with complete pivoting of the general n-by-n matrix.
π Purpose:
CGETC2 computes an LU factorization, using 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 a level 1 BLAS version of the algorithm.
π Parameters
NNisINTEGER- The order of the matrix A.
N >= 0.
AAisCOMPLEXarray, dimension(LDA, N)- On entry, the n-by-n matrix 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 thanSMIN,U(k, k)is given the value ofSMIN, giving a nonsingular perturbed system.
LDALDAisINTEGER- The leading dimension of the array A.
LDA >= max(1, N).
IPIVIPIVisINTEGERarray, dimension(N).- The pivot indices; for
1 <= i <= N, row i of the matrix has been interchanged with rowIPIV(i).
JPIVJPIVisINTEGERarray, dimension(N).- The pivot indices; for
1 <= j <= N, column j of the matrix has been interchanged with columnJPIV(j).
INFOINFOisINTEGER= 0: successful exit> 0: ifINFO = k,U(k, k)is likely to produce overflow if one tries to solve for x inAx = b. So U is perturbed to avoid the overflow.
β Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
π«Ά Contributors:
Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.
π§ real function clange
real function clange (character NORM, integer M, integer N, complex,
dimension( lda, * ) A, integer LDA, real, dimension( * ) WORK)
CLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value of any element of a general rectangular matrix.
π Purpose:
CLANGE returns the value of the one norm, or the Frobenius norm, or
the infinity norm, or the element of largest absolute value of a
complex matrix A.
π Returns
CLANGE
CLANGE = ( 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.
π Parameters
NORMNORMisCHARACTER*1- Specifies the value to be returned in
CLANGEas described above.
MMisINTEGER- The number of rows of the matrix A.
M >= 0. WhenM = 0,CLANGEis set to zero.
NNisINTEGER- The number of columns of the matrix A.
N >= 0. WhenN = 0,CLANGEis set to zero.
AAisCOMPLEXarray, dimension(LDA,N)- The m by n matrix A.
LDALDAisINTEGER- The leading dimension of the array A.
LDA >= max(M,1).
WORKWORKisREALarray, dimension(MAX(1,LWORK)), whereLWORK >= MwhenNORM = 'I'; otherwise,WORKis not referenced.
β Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
πΈ subroutine claqge
subroutine claqge (integer M, integer N, complex, dimension( lda, * ) A,
integer LDA, real, dimension( * ) R, real, dimension( * ) C, real
ROWCND, real COLCND, real AMAX, character EQUED)
CLAQGE scales a general rectangular matrix, using row and column scaling factors computed by sgeequ.
π Purpose:
CLAQGE equilibrates a general M by N matrix A using the row and
column scaling factors in the vectors R and C.
π Parameters
MMisINTEGER- The number of rows of the matrix A.
M >= 0.
NNisINTEGER- The number of columns of the matrix A.
N >= 0.
AAisCOMPLEXarray, dimension(LDA,N)- On entry, the M by N matrix A.
- On exit, the equilibrated matrix. See
EQUEDfor the form of the equilibrated matrix.
LDALDAisINTEGER- The leading dimension of the array A.
LDA >= max(M,1).
RRisREALarray, dimension(M)- The row scale factors for A.
CCisREALarray, dimension(N)- The column scale factors for A.
ROWCNDROWCNDisREAL- Ratio of the smallest
R(i)to the largestR(i).
COLCNDCOLCNDisREAL- Ratio of the smallest
C(i)to the largestC(i).
AMAXAMAXisREAL- Absolute value of largest matrix entry.
EQUEDEQUEDisCHARACTER*1- Specifies the form of equilibration that was done.
= 'N': No equilibration= 'R': Row equilibration, i.e., A has been premultiplied bydiag(R).= 'C': Column equilibration, i.e., A has been postmultiplied bydiag(C).= 'B': Both row and column equilibration, i.e., A has been replaced bydiag(R) * A * diag(C).
π 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.
β Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
π subroutine ctgex2
subroutine ctgex2 (logical WANTQ, logical WANTZ, integer N, complex,
dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B,
integer LDB, complex, dimension( ldq, * ) Q, integer LDQ, complex,
dimension( ldz, * ) Z, integer LDZ, integer J1, integer INFO)
CTGEX2 swaps adjacent diagonal blocks in an upper (quasi) triangular matrix pair by an unitary equivalence transformation.
π Purpose:
CTGEX2 swaps adjacent diagonal 1 by 1 blocks (A11,B11) and (A22,B22)
in an upper triangular matrix pair (A, B) by an unitary equivalence
transformation.
(A, B) must be in generalized Schur canonical form, that is, A and
B are both upper triangular.
okay bestie, that's the end of part 1 π keep scrolling, there's more coming and we are NOT done yet π
Optionally, the matrices Q and Z of generalized Schur vectors are updated.
Q(in) * A(in) * Z(in)**H = Q(out) * A(out) * Z(out)**H
Q(in) * B(in) * Z(in)**H = Q(out) * B(out) * Z(out)**H
β¨ Parameters β¨
okay bestie, here's the tea on every single argument β don't skip a single one, iykyk. π«Ά
WANTQβWANTQisLOGICAL..TRUE.: update the left transformation matrixQ;.FALSE.: do not updateQ. πWANTZβWANTZisLOGICAL..TRUE.: update the right transformation matrixZ;.FALSE.: do not updateZ. πNβNisINTEGER. The order of the matricesAandB.N >= 0. β¨AβAisCOMPLEXarray, dimension(LDA,N). On entry, the matrixAin the pair(A, B). On exit, the updated matrixA. π¦LDAβLDAisINTEGER. The leading dimension of the arrayA.LDA >= max(1,N). πΏBβBisCOMPLEXarray, dimension(LDB,N). On entry, the matrixBin the pair(A, B). On exit, the updated matrixB. π¦LDBβLDBisINTEGER. The leading dimension of the arrayB.LDB >= max(1,N). πΏQβQisCOMPLEXarray, dimension(LDQ,N). IfWANTQ = .TRUE, on entry, the unitary matrixQ. On exit, the updated matrixQ. Not referenced ifWANTQ = .FALSE.. πLDQβLDQisINTEGER. The leading dimension of the arrayQ.LDQ >= 1; IfWANTQ = .TRUE.,LDQ >= N. πΏZβZisCOMPLEXarray, dimension(LDZ,N). IfWANTZ = .TRUE, on entry, the unitary matrixZ. On exit, the updated matrixZ. Not referenced ifWANTZ = .FALSE.. πLDZβLDZisINTEGER. The leading dimension of the arrayZ.LDZ >= 1; IfWANTZ = .TRUE.,LDZ >= N. πΏJ1βJ1isINTEGER. The index to the first block(A11, B11). πINFOβINFOisINTEGER.=0: Successful exit.=1: The transformed matrix pair(A, B)would be too far from generalized Schur form; the problem is ill-conditioned. β οΈ
π Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π 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. β¨
π Contributors:
Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden. π
π References:
- 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.
- 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.
π€ Author
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