realGEauxiliary(3)
π realGEauxiliary(3) π
okay bestie, this is realGEauxiliary β LAPACK, section 3. it's a whole group of real auxiliary functions for GE matrices and ngl it's a lot, so this comes in two parts and you're reading part one. no cap. let's go β¨
π NAME π
realGEauxiliary β real
that's it. that's the whole name section. the actual tea is down in Detailed Description, keep scrolling, i promise it gets good π
β¨ SYNOPSIS β¨
π«Ά Functions π«Ά
subroutine sgesc2 (N, A, LDA, RHS, IPIV, JPIV, SCALE)β SGESC2 solves a system of linear equations using the LU factorization with complete pivoting computed bysgetc2.subroutine sgetc2 (N, A, LDA, IPIV, JPIV, INFO)β SGETC2 computes the LU factorization with complete pivoting of the general n-by-n matrix.real function slange (NORM, M, N, A, LDA, WORK)β SLANGE 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 slaqge (M, N, A, LDA, R, C, ROWCND, COLCND, AMAX, EQUED)β SLAQGE scales a general rectangular matrix, using row and column scaling factors computed bysgeequ.subroutine stgex2 (WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ, J1, N1, N2, WORK, LWORK, INFO)β STGEX2 swaps adjacent diagonal blocks in an upper (quasi) triangular matrix pair by an orthogonal equivalence transformation.
πΈ Detailed Description πΈ
This is the group of real auxiliary functions for GE matrices. that's the whole thing. it's giving "the utility drawer of the GE matrix universe" and honestly? iconic. π
π Function Documentation π
π« subroutine sgesc2 (integer N, real, dimension( lda, * ) A, integer LDA, real, dimension( * ) RHS, integer, dimension( * ) IPIV, integer, dimension( * ) JPIV, real SCALE) π«
SGESC2 solves a system of linear equations using the LU factorization with complete pivoting computed by sgetc2.
π Purpose π
SGESC2 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 SGETC2.
π§ Parameters π§
NβN is INTEGER. the order of the matrix A. that's the size of your whole situation, bestie.AβA is REAL array, dimension (LDA,N). on entry, the LU part of the factorization of the n-by-n matrix A computed by SGETC2:A = P * L * U * Q. already factored, don't redo it.LDAβLDA is INTEGER. the leading dimension of the array A.LDA >= max(1, N).RHSβRHS is REAL array, dimension (N). on entry, the right hand side vector b. on exit, the solution vector X. it literally becomes the answer, that's the glow-up. β¨IPIVβIPIV is INTEGER array, dimension (N). the pivot indices; for1 <= i <= N, row i of the matrix has been interchanged with rowIPIV(i).JPIVβJPIV is INTEGER array, dimension (N). the pivot indices; for1 <= j <= N, column j of the matrix has been interchanged with columnJPIV(j).SCALEβSCALE is REAL. on exit, SCALE contains the scale factor. SCALE is chosen0 <= SCALE <= 1to prevent overflow in the solution.
π Author π
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
π Contributors: π
Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.
π¦ subroutine sgetc2 (integer N, real, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, integer, dimension( * ) JPIV, integer INFO) π¦
SGETC2 computes the LU factorization with complete pivoting of the general n-by-n matrix.
π Purpose π
SGETC2 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.
okay so real talk: this is the Level 2 BLAS algorithm. just so you know what you're working with, bestie.
π§ Parameters π§
NβN is INTEGER. the order of the matrix A.N >= 0.AβA is REAL array, dimension (LDA, N). on entry, the n-by-n matrix A to be factored. on exit, the factors L and U from the factorizationA = P*L*U*Q; the unit diagonal elements of L are 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.LDAβLDA is INTEGER. the leading dimension of the array A.LDA >= max(1,N).IPIVβIPIV is INTEGER array, dimension(N). the pivot indices; for1 <= i <= N, row i of the matrix has been interchanged with rowIPIV(i).JPIVβJPIV is INTEGER array, dimension(N). the pivot indices; for1 <= j <= N, column j of the matrix has been interchanged with columnJPIV(j).INFOβINFO is INTEGER.= 0: successful exit π> 0: ifINFO = k,U(k, k)is likely to produce overflow if we try to solve for x inAx = b. So U is perturbed to avoid the overflow.
π Author π
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
π Contributors: π
Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.
β real function slange (character NORM, integer M, integer N, real, dimension( lda, * ) A, integer LDA, real, dimension( * ) WORK) β
SLANGE 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 π
SLANGE 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 π§
SLANGEβ
SLANGE = ( 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.
heads up bestie: that last one is not a consistent matrix norm. fr fr. the vibes are off on that one, but it is what it is. π
π§ Parameters π§
NORMβNORM is CHARACTER*1. specifies the value to be returned in SLANGE as described above. pick your fighter. πMβM is INTEGER. the number of rows of the matrix A.M >= 0. WhenM = 0, SLANGE is set to zero.NβN is INTEGER. the number of columns of the matrix A.N >= 0. WhenN = 0, SLANGE is set to zero.AβA is REAL array, dimension (LDA,N). the m by n matrix A.LDAβLDA is INTEGER. the leading dimension of the array A.LDA >= max(M,1).WORKβWORK is REAL array, dimension (MAX(1,LWORK)), whereLWORK >= MwhenNORM = 'I'; otherwise, WORK is not referenced. so it only gets invited to the party when you ask for the infinity norm. π
π Author π
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
π subroutine slaqge (integer M, integer N, real, dimension( lda, * ) A, integer LDA, real, dimension( * ) R, real, dimension( * ) C, real ROWCND, real COLCND, real AMAX, character EQUED) π
SLAQGE scales a general rectangular matrix, using row and column scaling factors computed by sgeequ.
π Purpose π
SLAQGE equilibrates a general M by N matrix A using the row and column scaling factors in the vectors R and C.
π§ Parameters π§
MβM is INTEGER. the number of rows of the matrix A.M >= 0.NβN is INTEGER. the number of columns of the matrix A.N >= 0.AβA is REAL 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.LDAβLDA is INTEGER. the leading dimension of the array A.LDA >= max(M,1).RβR is REAL array, dimension (M). the row scale factors for A.CβC is REAL array, dimension (N). the column scale factors for A.ROWCNDβROWCND is REAL. ratio of the smallestR(i)to the largestR(i).COLCNDβCOLCND is REAL. ratio of the smallestC(i)to the largestC(i).AMAXβAMAX is REAL. absolute value of largest matrix entry.EQUEDβEQUED is CHARACTER*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: π₯
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 π
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
π§ subroutine stgex2 (logical WANTQ, logical WANTZ, integer N, real, dimension( lda, * ) A, integer LDA, real, dimension( ldb, * ) B, integer LDB, real, dimension( ldq, * ) Q, integer LDQ, real, dimension( ldz, * ) Z, integer LDZ, integer J1, integer N1, integer N2, real, dimension( * ) WORK, integer LWORK, integer INFO) π§
STGEX2 swaps adjacent diagonal blocks in an upper (quasi) triangular matrix pair by an orthogonal equivalence transformation.
π Purpose π
STGEX2 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.
okay bestie, real talk: (A, B) has to be in generalized real Schur canonical form (the exact vibe SGGES hands back), meaning A is block upper triangular with 1-by-1 and 2-by-2 diagonal blocks, and B is upper triangular. periodt. π
no cap.
Optionally, the matrices Q and Z of generalized Schur vectors get updated too. the equations are literally giving main character energy:
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 β¨
WANTQβWANTQisLOGICAL..TRUE.: update the left transformation matrixQ;.FALSE.: do not updateQ. iykyk πWANTZβWANTZisLOGICAL..TRUE.: update the right transformation matrixZ;.FALSE.: do not updateZ. β¨NβNisINTEGER. The order of the matricesAandB.N >= 0. π«ΆAβAisREAL array, dimension (LDA,N). On entry, the matrixAin the pair(A, B). On exit, the updated matrixA. πΈLDAβLDAisINTEGER. The leading dimension of the arrayA.LDA >= max(1,N). πBβBisREAL array, 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). πQβQisREAL array, dimension (LDQ,N). On entry, ifWANTQ = .TRUE., the orthogonal matrixQ. On exit, the updated matrixQ. Not referenced ifWANTQ = .FALSE.. β¨LDQβLDQisINTEGER. The leading dimension of the arrayQ.LDQ >= 1. IfWANTQ = .TRUE.,LDQ >= N. πZβZisREAL array, dimension (LDZ,N). On entry, ifWANTZ =.TRUE., the orthogonal matrixZ. On exit, the updated matrixZ. Not referenced ifWANTZ = .FALSE.. πΈLDZβLDZisINTEGER. 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. πN1βN1isINTEGER. The order of the first block(A11, B11).N1 = 0, 1 or 2. β¨N2βN2isINTEGER. The order of the second block(A22, B22).N2 = 0, 1 or 2. πWORKβWORKisREAL array, dimension (MAX(1,LWORK)). π«ΆLWORKβLWORKisINTEGER. The dimension of the arrayWORK.LWORK >= MAX( N*(N2+N1), (N2+N1)*(N2+N1)*2 ). πINFOβINFOisINTEGER.=0: Successful exit π>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. π<0: IfINFO = -16:LWORKis too small. Appropriate value forLWORKis returned inWORK(1). π
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«Ά
References: π
- [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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