doubleGEauxiliary(3)
π doubleGEauxiliary β LAPACK manual, section 3 π
okay bestie, you found the LAPACK page for doubleGEauxiliary(3), and it's giving "double-precision auxiliary functions for GE matrices" energy β a whole little friend group of routines that do the gritty behind-the-scenes work π¦
π NAME
doubleGEauxiliary β double
π SYNOPSIS
π§ Functions
subroutine dgesc2 (N, A, LDA, RHS, IPIV, JPIV, SCALE)β DGESC2 solves a system of linear equations using the LU factorization with complete pivoting computed bysgetc2.subroutine dgetc2 (N, A, LDA, IPIV, JPIV, INFO)β 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)β 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)β DLAQGE scales a general rectangular matrix, using row and column scaling factors computed bysgeequ.subroutine dtgex2 (WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ, J1, N1, N2, WORK, LWORK, INFO)β DTGEX2 swaps adjacent diagonal blocks in an upper (quasi) triangular matrix pair by an orthogonal equivalence transformation.
π Detailed Description
This is the group of double auxiliary functions for GE matrices.
π₯ Function Documentation
π subroutine dgesc2
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.
π― 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.
π§© Parameters
Nβ INTEGER. The order of the matrixA.Aβ DOUBLE PRECISION array, dimension(LDA,N). On entry, the LU part of the factorization of the n-by-n matrixAcomputed by DGETC2:A = P * L * U * Q.LDAβ INTEGER. The leading dimension of the arrayA.LDA >= max(1, N).RHSβ DOUBLE PRECISION array, dimension(N). On entry, the right hand side vectorb. On exit, the solution vectorX.IPIVβ INTEGER array, dimension(N). The pivot indices; for1 <= i <= N, row i of the matrix has been interchanged with rowIPIV(i).JPIVβ INTEGER array, dimension(N). The pivot indices; for1 <= j <= N, column j of the matrix has been interchanged with columnJPIV(j).SCALEβ DOUBLE PRECISION. On exit,SCALEcontains the scale factor.SCALEis chosen0 <= SCALE <= 1to prevent overflow in the solution.
π Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
π Contributors:
Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.
π subroutine dgetc2
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.
π― 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.
π§© Parameters
Nβ INTEGER. The order of the matrixA.N >= 0.Aβ DOUBLE PRECISION array, dimension(LDA, N). On entry, the n-by-n matrixAto be factored. On exit, the factorsLandUfrom the factorizationA = P*L*U*Q; the unit diagonal elements ofLare not stored. IfU(k, k)appears to be less thanSMIN,U(k, k)is given the value ofSMIN, i.e., giving a nonsingular perturbed system.LDAβ INTEGER. The leading dimension of the arrayA.LDA >= max(1,N).IPIVβ INTEGER array, dimension(N). The pivot indices; for1 <= i <= N, row i of the matrix has been interchanged with rowIPIV(i).JPIVβ INTEGER array, dimension(N). The pivot indices; for1 <= j <= N, column j of the matrix has been interchanged with columnJPIV(j).INFOβ INTEGER.= 0: successful exit> 0: ifINFO = k,U(k, k)is likely to produce overflow if we try to solve for x inAx = b. SoUis perturbed to avoid the overflow.
π Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
π Contributors:
Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.
π double precision function dlange
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.
π― 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.
π Returns
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).
β οΈ heads up bestie: max(abs(A(i,j))) is not a consistent matrix norm. she's just built different, don't hold her to norm rules π
π§© Parameters
NORMβ CHARACTER*1. Specifies the value to be returned in DLANGE as described above.Mβ INTEGER. The number of rows of the matrixA.M >= 0. WhenM = 0, DLANGE is set to zero.Nβ INTEGER. The number of columns of the matrixA.N >= 0. WhenN = 0, DLANGE is set to zero.Aβ DOUBLE PRECISION array, dimension(LDA,N). The m by n matrixA.LDAβ INTEGER. The leading dimension of the arrayA.LDA >= max(M,1).WORKβ DOUBLE PRECISION array, dimension(MAX(1,LWORK)), whereLWORK >= MwhenNORM = 'I'; otherwise,WORKis not referenced.
π Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
π subroutine dlaqge
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.
π― Purpose:
DLAQGE equilibrates a general M by N matrix A using the row and
column scaling factors in the vectors R and C.
π§© Parameters
Mβ INTEGER. The number of rows of the matrixA.M >= 0.Nβ INTEGER. The number of columns of the matrixA.N >= 0.Aβ DOUBLE PRECISION array, dimension(LDA,N). On entry, the M by N matrixA. On exit, the equilibrated matrix. SeeEQUEDfor the form of the equilibrated matrix.LDAβ INTEGER. The leading dimension of the arrayA.LDA >= max(M,1).Rβ DOUBLE PRECISION array, dimension(M). The row scale factors forA.Cβ DOUBLE PRECISION array, dimension(N). The column scale factors forA.ROWCNDβ DOUBLE PRECISION. Ratio of the smallestR(i)to the largestR(i).COLCNDβ DOUBLE PRECISION. Ratio of the smallestC(i)to the largestC(i).AMAXβ DOUBLE PRECISION. Absolute value of largest matrix entry.EQUEDβ CHARACTER*1. Specifies the form of equilibration that was done.= 'N': No equilibration= 'R': Row equilibration, i.e.,Ahas been premultiplied bydiag(R).= 'C': Column equilibration, i.e.,Ahas been postmultiplied bydiag(C).= 'B': Both row and column equilibration, i.e.,Ahas 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.
π Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
and that's part 1 bestie π the dtgex2 deep-dive and the rest are coming in part 2 β stay tuned, don't go anywhere π¦
dtgex2 π
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)
okay so bestie, DTGEX2 swaps adjacent diagonal blocks in an upper (quasi) triangular matrix pair by an orthogonal equivalence transformation. no cap. β¨
Purpose π¦
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. it's giving linear algebra realness. π
(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. periodt.
Optionally, the matrices Q and Z of generalized Schur vectors are updated. lowkey iconic.
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 π
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. πΈAβAisDOUBLE PRECISIONarray, dimensions(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). π₯BβBisDOUBLE PRECISIONarray, dimensions(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). π₯QβQisDOUBLE PRECISIONarray, dimension(LDQ,N). On entry, ifWANTQ = .TRUE., the orthogonal matrixQ. On exit, the updated matrixQ. Not referenced ifWANTQ = .FALSE..πLDQβLDQisINTEGER. The leading dimension of the arrayQ.LDQ >= 1. IfWANTQ = .TRUE.,LDQ >= N. π₯ZβZisDOUBLE PRECISIONarray, dimension(LDZ,N). On entry, ifWANTZ =.TRUE., the orthogonal matrixZ. On exit, the updated matrixZ. Not referenced ifWANTZ = .FALSE..πLDZβLDZisINTEGER. The leading dimension of the arrayZ.LDZ >= 1. IfWANTZ = .TRUE.,LDZ >= N. π₯J1βJ1isINTEGER. The index to the first block(A11, B11).1 <= J1 <= N. π―N1βN1isINTEGER. The order of the first block(A11, B11).N1 = 0, 1 or 2. πN2βN2isINTEGER. The order of the second block(A22, B22).N2 = 0, 1 or 2. πWORKβWORKisDOUBLE PRECISIONarray, dimension(MAX(1,LWORK)). π οΈLWORKβLWORKisINTEGER. The dimension of the arrayWORK.LWORK >= MAX( 1, N*(N2+N1), (N2+N1)*(N2+N1)*2 ). πINFOβINFOisINTEGER.=0: Successful exit>0: IfINFO = 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: IfINFO = -16:LWORKis too small. Appropriate value forLWORKis returned inWORK(1).
Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Further Details π‘
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. π§
Contributors π
Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden. π
References π
- 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.
okay bestie, that's the whole dtgex2 tea. this page was generated automatically by Doxygen for LAPACK from the source code β version 3.11.0, dated Sun Nov 27 2022, for doubleGEauxiliary(3). bye! πβ¨
π¦ where this page comes from
- debian bookworm: liblapack-doc 3.11.0-2 Β· BSD-3-Clause
- π girlified by deepseek-ai/DeepSeek-V4.1-Flash on : a language model's rewrite of the original, under its terms