LAPACK  3.4.2 LAPACK: Linear Algebra PACKage
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Functions/Subroutines

subroutine dla_syamv (UPLO, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY)
DLA_SYAMV computes a matrix-vector product using a symmetric indefinite matrix to calculate error bounds.
DOUBLE PRECISION function dla_syrcond (UPLO, N, A, LDA, AF, LDAF, IPIV, CMODE, C, INFO, WORK, IWORK)
DLA_SYRCOND estimates the Skeel condition number for a symmetric indefinite matrix.
subroutine dla_syrfsx_extended (PREC_TYPE, UPLO, N, NRHS, A, LDA, AF, LDAF, 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)
DLA_SYRFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric indefinite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.
DOUBLE PRECISION function dla_syrpvgrw (UPLO, N, INFO, A, LDA, AF, LDAF, IPIV, WORK)
DLA_SYRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric indefinite matrix.
subroutine dlasyf (UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO)
DLASYF computes a partial factorization of a real symmetric matrix, using the diagonal pivoting method.
subroutine dsycon (UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK, IWORK, INFO)
DSYCON
subroutine dsyconv (UPLO, WAY, N, A, LDA, IPIV, WORK, INFO)
DSYCONV
subroutine dsyequb (UPLO, N, A, LDA, S, SCOND, AMAX, WORK, INFO)
DSYEQUB
subroutine dsygs2 (ITYPE, UPLO, N, A, LDA, B, LDB, INFO)
DSYGS2 reduces a symmetric definite generalized eigenproblem to standard form, using the factorization results obtained from spotrf (unblocked algorithm).
subroutine dsygst (ITYPE, UPLO, N, A, LDA, B, LDB, INFO)
DSYGST
subroutine dsyrfs (UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO)
DSYRFS
subroutine dsyrfsx (UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, IPIV, S, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK, INFO)
DSYRFSX
subroutine dsytd2 (UPLO, N, A, LDA, D, E, TAU, INFO)
DSYTD2 reduces a symmetric matrix to real symmetric tridiagonal form by an orthogonal similarity transformation (unblocked algorithm).
subroutine dsytf2 (UPLO, N, A, LDA, IPIV, INFO)
DSYTF2 computes the factorization of a real symmetric indefinite matrix, using the diagonal pivoting method (unblocked algorithm).
subroutine dsytrd (UPLO, N, A, LDA, D, E, TAU, WORK, LWORK, INFO)
DSYTRD
subroutine dsytrf (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)
DSYTRF
subroutine dsytri (UPLO, N, A, LDA, IPIV, WORK, INFO)
DSYTRI
subroutine dsytri2 (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)
DSYTRI2
subroutine dsytri2x (UPLO, N, A, LDA, IPIV, WORK, NB, INFO)
DSYTRI2X
subroutine dsytrs (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO)
DSYTRS
subroutine dsytrs2 (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, INFO)
DSYTRS2
subroutine dtgsyl (TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D, LDD, E, LDE, F, LDF, SCALE, DIF, WORK, LWORK, IWORK, INFO)
DTGSYL
subroutine dtrsyl (TRANA, TRANB, ISGN, M, N, A, LDA, B, LDB, C, LDC, SCALE, INFO)
DTRSYL

Detailed Description

This is the group of double computational functions for SY matrices

Function/Subroutine Documentation

 subroutine dla_syamv ( integer UPLO, integer N, double precision ALPHA, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) X, integer INCX, double precision BETA, double precision, dimension( * ) Y, integer INCY )

DLA_SYAMV computes a matrix-vector product using a symmetric indefinite matrix to calculate error bounds.

Purpose:
``` DLA_SYAMV  performs the matrix-vector operation

y := alpha*abs(A)*abs(x) + beta*abs(y),

where alpha and beta are scalars, x and y are vectors and A is an
n by n symmetric 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:
 [in] UPLO ``` UPLO is INTEGER On entry, UPLO specifies whether the upper or lower triangular part of the array A is to be referenced as follows: UPLO = BLAS_UPPER Only the upper triangular part of A is to be referenced. UPLO = BLAS_LOWER Only the lower triangular part of A is to be referenced. Unchanged on exit.``` [in] 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.``` [in] ALPHA ``` ALPHA is DOUBLE PRECISION . On entry, ALPHA specifies the scalar alpha. Unchanged on exit.``` [in] A ``` A is DOUBLE PRECISION array of DIMENSION ( LDA, n ). Before entry, the leading m by n part of the array A must contain the matrix of coefficients. Unchanged on exit.``` [in] LDA ``` LDA is INTEGER On entry, LDA specifies the first dimension of A as declared in the calling (sub) program. LDA must be at least max( 1, n ). Unchanged on exit.``` [in] X ``` X is DOUBLE PRECISION array, dimension ( 1 + ( n - 1 )*abs( INCX ) ) Before entry, the incremented array X must contain the vector x. Unchanged on exit.``` [in] INCX ``` INCX is INTEGER On entry, INCX specifies the increment for the elements of X. INCX must not be zero. Unchanged on exit.``` [in] BETA ``` BETA is DOUBLE PRECISION . On entry, BETA specifies the scalar beta. When BETA is supplied as zero then Y need not be set on input. Unchanged on exit.``` [in,out] Y ``` Y is DOUBLE PRECISION array, dimension ( 1 + ( n - 1 )*abs( INCY ) ) 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.``` [in] INCY ``` INCY is INTEGER On entry, INCY specifies the increment for the elements of Y. INCY must not be zero. Unchanged on exit.```
Date:
September 2012
Further Details:
```  Level 2 Blas routine.

-- Written on 22-October-1986.
Jack Dongarra, Argonne National Lab.
Jeremy Du Croz, Nag Central Office.
Sven Hammarling, Nag Central Office.
Richard Hanson, Sandia National Labs.
-- Modified for the absolute-value product, April 2006
Jason Riedy, UC Berkeley```

Definition at line 177 of file dla_syamv.f.

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 DOUBLE PRECISION function dla_syrcond ( character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, integer CMODE, double precision, dimension( * ) C, integer INFO, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK )

DLA_SYRCOND estimates the Skeel condition number for a symmetric indefinite matrix.

Purpose:
```    DLA_SYRCOND estimates the Skeel condition number of  op(A) * op2(C)
where op2 is determined by CMODE as follows
CMODE =  1    op2(C) = C
CMODE =  0    op2(C) = I
CMODE = -1    op2(C) = inv(C)
The Skeel condition number cond(A) = norminf( |inv(A)||A| )
is computed by computing scaling factors R such that
diag(R)*A*op2(C) is row equilibrated and computing the standard
infinity-norm condition number.```
Parameters:
 [in] UPLO ``` UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.``` [in] N ``` N is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0.``` [in] A ``` A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the N-by-N matrix A.``` [in] LDA ``` LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).``` [in] AF ``` AF is DOUBLE PRECISION array, dimension (LDAF,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by DSYTRF.``` [in] LDAF ``` LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N).``` [in] IPIV ``` IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by DSYTRF.``` [in] CMODE ``` CMODE is INTEGER Determines op2(C) in the formula op(A) * op2(C) as follows: CMODE = 1 op2(C) = C CMODE = 0 op2(C) = I CMODE = -1 op2(C) = inv(C)``` [in] C ``` C is DOUBLE PRECISION array, dimension (N) The vector C in the formula op(A) * op2(C).``` [out] INFO ``` INFO is INTEGER = 0: Successful exit. i > 0: The ith argument is invalid.``` [in] WORK ``` WORK is DOUBLE PRECISION array, dimension (3*N). Workspace.``` [in] IWORK ``` IWORK is INTEGER array, dimension (N). Workspace.```
Date:
September 2012

Definition at line 147 of file dla_syrcond.f.

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 subroutine dla_syrfsx_extended ( integer PREC_TYPE, character UPLO, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, logical COLEQU, double precision, dimension( * ) C, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( ldy, * ) Y, integer LDY, double precision, dimension( * ) BERR_OUT, integer N_NORMS, double precision, dimension( nrhs, * ) ERR_BNDS_NORM, double precision, dimension( nrhs, * ) ERR_BNDS_COMP, double precision, dimension( * ) RES, double precision, dimension( * ) AYB, double precision, dimension( * ) DY, double precision, dimension( * ) Y_TAIL, double precision RCOND, integer ITHRESH, double precision RTHRESH, double precision DZ_UB, logical IGNORE_CWISE, integer INFO )

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

Purpose:
``` DLA_SYRFSX_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 DSYRFSX 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:
 [in] 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', 'E': Extra``` [in] UPLO ``` UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.``` [in] N ``` N is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0.``` [in] NRHS ``` NRHS is INTEGER The number of right-hand-sides, i.e., the number of columns of the matrix B.``` [in] A ``` A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the N-by-N matrix A.``` [in] LDA ``` LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).``` [in] AF ``` AF is DOUBLE PRECISION array, dimension (LDAF,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by DSYTRF.``` [in] LDAF ``` LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N).``` [in] IPIV ``` IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by DSYTRF.``` [in] 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.``` [in] C ``` C is DOUBLE PRECISION 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.``` [in] B ``` B is DOUBLE PRECISION array, dimension (LDB,NRHS) The right-hand-side matrix B.``` [in] LDB ``` LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).``` [in,out] Y ``` Y is DOUBLE PRECISION array, dimension (LDY,NRHS) On entry, the solution matrix X, as computed by DSYTRS. On exit, the improved solution matrix Y.``` [in] LDY ``` LDY is INTEGER The leading dimension of the array Y. LDY >= max(1,N).``` [out] BERR_OUT ``` BERR_OUT is DOUBLE PRECISION 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 DLA_LIN_BERR.``` [in] 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.``` [in,out] ERR_BNDS_NORM ``` ERR_BNDS_NORM is DOUBLE PRECISION 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.``` [in,out] ERR_BNDS_COMP ``` ERR_BNDS_COMP is DOUBLE PRECISION 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 .LT. 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.``` [in] RES ``` RES is DOUBLE PRECISION array, dimension (N) Workspace to hold the intermediate residual.``` [in] AYB ``` AYB is DOUBLE PRECISION array, dimension (N) Workspace. This can be the same workspace passed for Y_TAIL.``` [in] DY ``` DY is DOUBLE PRECISION array, dimension (N) Workspace to hold the intermediate solution.``` [in] Y_TAIL ``` Y_TAIL is DOUBLE PRECISION array, dimension (N) Workspace to hold the trailing bits of the intermediate solution.``` [in] RCOND ``` RCOND is DOUBLE PRECISION 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.``` [in] 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.``` [in] RTHRESH ``` RTHRESH is DOUBLE PRECISION 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.``` [in] DZ_UB ``` DZ_UB is DOUBLE PRECISION Determines when to start considering componentwise convergence. Componentwise convergence is only considered after each component of the solution Y is stable, which we definte 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.``` [in] IGNORE_CWISE ``` IGNORE_CWISE is LOGICAL If .TRUE. then ignore componentwise convergence. Default value is .FALSE..``` [out] INFO ``` INFO is INTEGER = 0: Successful exit. < 0: if INFO = -i, the ith argument to DLA_SYRFSX_EXTENDED had an illegal value```
Date:
September 2012

Definition at line 394 of file dla_syrfsx_extended.f.

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 DOUBLE PRECISION function dla_syrpvgrw ( character*1 UPLO, integer N, integer INFO, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, double precision, dimension( * ) WORK )

DLA_SYRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric indefinite matrix.

Purpose:
``` DLA_SYRPVGRW 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:
 [in] UPLO ``` UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.``` [in] N ``` N is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0.``` [in] INFO ``` INFO is INTEGER The value of INFO returned from DSYTRF, .i.e., the pivot in column INFO is exactly 0.``` [in] A ``` A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the N-by-N matrix A.``` [in] LDA ``` LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).``` [in] AF ``` AF is DOUBLE PRECISION array, dimension (LDAF,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by DSYTRF.``` [in] LDAF ``` LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N).``` [in] IPIV ``` IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by DSYTRF.``` [in] WORK ` WORK is DOUBLE PRECISION array, dimension (2*N)`
Date:
September 2012

Definition at line 122 of file dla_syrpvgrw.f.

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 subroutine dlasyf ( character UPLO, integer N, integer NB, integer KB, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, double precision, dimension( ldw, * ) W, integer LDW, integer INFO )

DLASYF computes a partial factorization of a real symmetric matrix, using the diagonal pivoting method.

Purpose:
``` DLASYF computes a partial factorization of a real symmetric matrix A
using the Bunch-Kaufman diagonal pivoting method. The partial
factorization has the form:

A  =  ( I  U12 ) ( A11  0  ) (  I       0    )  if UPLO = 'U', or:
( 0  U22 ) (  0   D  ) ( U12**T U22**T )

A  =  ( L11  0 ) (  D   0  ) ( L11**T L21**T )  if UPLO = 'L'
( L21  I ) (  0  A22 ) (  0       I    )

where the order of D is at most NB. The actual order is returned in
the argument KB, and is either NB or NB-1, or N if N <= NB.

DLASYF is an auxiliary routine called by DSYTRF. It uses blocked code
(calling Level 3 BLAS) to update the submatrix A11 (if UPLO = 'U') or
A22 (if UPLO = 'L').```
Parameters:
 [in] UPLO ``` UPLO is CHARACTER*1 Specifies whether the upper or lower triangular part of the symmetric matrix A is stored: = 'U': Upper triangular = 'L': Lower triangular``` [in] N ``` N is INTEGER The order of the matrix A. N >= 0.``` [in] NB ``` NB is INTEGER The maximum number of columns of the matrix A that should be factored. NB should be at least 2 to allow for 2-by-2 pivot blocks.``` [out] KB ``` KB is INTEGER The number of columns of A that were actually factored. KB is either NB-1 or NB, or N if N <= NB.``` [in,out] A ``` A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = 'U', the leading n-by-n upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading n-by-n lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, A contains details of the partial factorization.``` [in] LDA ``` LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).``` [out] IPIV ``` IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D. If UPLO = 'U', only the last KB elements of IPIV are set; if UPLO = 'L', only the first KB elements are set. If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged and D(k,k) is a 1-by-1 diagonal block. If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.``` [out] W ` W is DOUBLE PRECISION array, dimension (LDW,NB)` [in] LDW ``` LDW is INTEGER The leading dimension of the array W. LDW >= max(1,N).``` [out] INFO ``` INFO is INTEGER = 0: successful exit > 0: if INFO = k, D(k,k) is exactly zero. The factorization has been completed, but the block diagonal matrix D is exactly singular.```
Date:
September 2012

Definition at line 157 of file dlasyf.f.

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 subroutine dsycon ( character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, double precision ANORM, double precision RCOND, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO )

DSYCON

Purpose:
``` DSYCON estimates the reciprocal of the condition number (in the
1-norm) of a real symmetric matrix A using the factorization
A = U*D*U**T or A = L*D*L**T computed by DSYTRF.

An estimate is obtained for norm(inv(A)), and the reciprocal of the
condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).```
Parameters:
 [in] UPLO ``` UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangular, form is A = U*D*U**T; = 'L': Lower triangular, form is A = L*D*L**T.``` [in] N ``` N is INTEGER The order of the matrix A. N >= 0.``` [in] A ``` A is DOUBLE PRECISION array, dimension (LDA,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by DSYTRF.``` [in] LDA ``` LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).``` [in] IPIV ``` IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by DSYTRF.``` [in] ANORM ``` ANORM is DOUBLE PRECISION The 1-norm of the original matrix A.``` [out] RCOND ``` RCOND is DOUBLE PRECISION The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an estimate of the 1-norm of inv(A) computed in this routine.``` [out] WORK ` WORK is DOUBLE PRECISION array, dimension (2*N)` [out] IWORK ` IWORK is INTEGER array, dimension (N)` [out] INFO ``` INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value```
Date:
November 2011

Definition at line 130 of file dsycon.f.

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 subroutine dsyconv ( character UPLO, character WAY, integer N, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, double precision, dimension( * ) WORK, integer INFO )

DSYCONV

Purpose:
``` DSYCONV convert A given by TRF into L and D and vice-versa.
Get Non-diag elements of D (returned in workspace) and
apply or reverse permutation done in TRF.```
Parameters:
 [in] UPLO ``` UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangular, form is A = U*D*U**T; = 'L': Lower triangular, form is A = L*D*L**T.``` [in] WAY ``` WAY is CHARACTER*1 = 'C': Convert = 'R': Revert``` [in] N ``` N is INTEGER The order of the matrix A. N >= 0.``` [in] A ``` A is DOUBLE PRECISION array, dimension (LDA,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by DSYTRF.``` [in] LDA ``` LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).``` [in] IPIV ``` IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by DSYTRF.``` [out] WORK ` WORK is DOUBLE PRECISION array, dimension (N)` [out] INFO ``` INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value```
Date:
November 2011

Definition at line 113 of file dsyconv.f.

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 subroutine dsyequb ( character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) S, double precision SCOND, double precision AMAX, double precision, dimension( * ) WORK, integer INFO )

DSYEQUB

Purpose:
``` DSYEQUB computes row and column scalings intended to equilibrate a
symmetric matrix A and reduce its condition number
(with respect to the two-norm).  S contains the scale factors,
S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with
elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal.  This
choice of S puts the condition number of B within a factor N of the
smallest possible condition number over all possible diagonal
scalings.```
Parameters:
 [in] UPLO ``` UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangular, form is A = U*D*U**T; = 'L': Lower triangular, form is A = L*D*L**T.``` [in] N ``` N is INTEGER The order of the matrix A. N >= 0.``` [in] A ``` A is DOUBLE PRECISION array, dimension (LDA,N) The N-by-N symmetric matrix whose scaling factors are to be computed. Only the diagonal elements of A are referenced.``` [in] LDA ``` LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).``` [out] S ``` S is DOUBLE PRECISION array, dimension (N) If INFO = 0, S contains the scale factors for A.``` [out] SCOND ``` SCOND is DOUBLE PRECISION If INFO = 0, S contains the ratio of the smallest S(i) to the largest S(i). If SCOND >= 0.1 and AMAX is neither too large nor too small, it is not worth scaling by S.``` [out] AMAX ``` AMAX is DOUBLE PRECISION Absolute value of largest matrix element. If AMAX is very close to overflow or very close to underflow, the matrix should be scaled.``` [out] WORK ` WORK is DOUBLE PRECISION array, dimension (3*N)` [out] INFO ``` INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the i-th diagonal element is nonpositive.```
Date:
November 2011
References:
Livne, O.E. and Golub, G.H., "Scaling by Binormalization",
Numerical Algorithms, vol. 35, no. 1, pp. 97-120, January 2004.
DOI 10.1023/B:NUMA.0000016606.32820.69

Definition at line 136 of file dsyequb.f.

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 subroutine dsygs2 ( integer ITYPE, character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB, integer INFO )

DSYGS2 reduces a symmetric definite generalized eigenproblem to standard form, using the factorization results obtained from spotrf (unblocked algorithm).

Purpose:
``` DSYGS2 reduces a real symmetric-definite generalized eigenproblem
to standard form.

If ITYPE = 1, the problem is A*x = lambda*B*x,
and A is overwritten by inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T)

If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
B*A*x = lambda*x, and A is overwritten by U*A*U**T or L**T *A*L.

B must have been previously factorized as U**T *U or L*L**T by DPOTRF.```
Parameters:
 [in] ITYPE ``` ITYPE is INTEGER = 1: compute inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T); = 2 or 3: compute U*A*U**T or L**T *A*L.``` [in] UPLO ``` UPLO is CHARACTER*1 Specifies whether the upper or lower triangular part of the symmetric matrix A is stored, and how B has been factorized. = 'U': Upper triangular = 'L': Lower triangular``` [in] N ``` N is INTEGER The order of the matrices A and B. N >= 0.``` [in,out] A ``` A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = 'U', the leading n by n upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading n by n lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, if INFO = 0, the transformed matrix, stored in the same format as A.``` [in] LDA ``` LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).``` [in] B ``` B is DOUBLE PRECISION array, dimension (LDB,N) The triangular factor from the Cholesky factorization of B, as returned by DPOTRF.``` [in] LDB ``` LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).``` [out] INFO ``` INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value.```
Date:
September 2012

Definition at line 128 of file dsygs2.f.

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 subroutine dsygst ( integer ITYPE, character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB, integer INFO )

DSYGST

Purpose:
``` DSYGST reduces a real symmetric-definite generalized eigenproblem
to standard form.

If ITYPE = 1, the problem is A*x = lambda*B*x,
and A is overwritten by inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T)

If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
B*A*x = lambda*x, and A is overwritten by U*A*U**T or L**T*A*L.

B must have been previously factorized as U**T*U or L*L**T by DPOTRF.```
Parameters:
 [in] ITYPE ``` ITYPE is INTEGER = 1: compute inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T); = 2 or 3: compute U*A*U**T or L**T*A*L.``` [in] UPLO ``` UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored and B is factored as U**T*U; = 'L': Lower triangle of A is stored and B is factored as L*L**T.``` [in] N ``` N is INTEGER The order of the matrices A and B. N >= 0.``` [in,out] A ``` A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, if INFO = 0, the transformed matrix, stored in the same format as A.``` [in] LDA ``` LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).``` [in] B ``` B is DOUBLE PRECISION array, dimension (LDB,N) The triangular factor from the Cholesky factorization of B, as returned by DPOTRF.``` [in] LDB ``` LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).``` [out] INFO ``` INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value```
Date:
November 2011

Definition at line 128 of file dsygst.f.

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 subroutine dsyrfs ( character UPLO, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( ldx, * ) X, integer LDX, double precision, dimension( * ) FERR, double precision, dimension( * ) BERR, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO )

DSYRFS

Purpose:
``` DSYRFS improves the computed solution to a system of linear
equations when the coefficient matrix is symmetric indefinite, and
provides error bounds and backward error estimates for the solution.```
Parameters:
 [in] UPLO ``` UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.``` [in] N ``` N is INTEGER The order of the matrix A. N >= 0.``` [in] NRHS ``` NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0.``` [in] A ``` A is DOUBLE PRECISION array, dimension (LDA,N) The symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced.``` [in] LDA ``` LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).``` [in] AF ``` AF is DOUBLE PRECISION array, dimension (LDAF,N) The factored form of the matrix A. AF contains the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**T or A = L*D*L**T as computed by DSYTRF.``` [in] LDAF ``` LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N).``` [in] IPIV ``` IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by DSYTRF.``` [in] B ``` B is DOUBLE PRECISION array, dimension (LDB,NRHS) The right hand side matrix B.``` [in] LDB ``` LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).``` [in,out] X ``` X is DOUBLE PRECISION array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by DSYTRS. On exit, the improved solution matrix X.``` [in] LDX ``` LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N).``` [out] FERR ``` FERR is DOUBLE PRECISION 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.``` [out] BERR ``` BERR is DOUBLE PRECISION 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).``` [out] WORK ` WORK is DOUBLE PRECISION array, dimension (3*N)` [out] IWORK ` IWORK is INTEGER array, dimension (N)` [out] 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.`
Date:
November 2011

Definition at line 191 of file dsyrfs.f.

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 subroutine dsyrfsx ( character UPLO, character EQUED, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, double precision, dimension( * ) S, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( ldx, * ) X, integer LDX, double precision RCOND, double precision, dimension( * ) BERR, integer N_ERR_BNDS, double precision, dimension( nrhs, * ) ERR_BNDS_NORM, double precision, dimension( nrhs, * ) ERR_BNDS_COMP, integer NPARAMS, double precision, dimension( * ) PARAMS, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO )

DSYRFSX

Purpose:
```    DSYRFSX improves the computed solution to a system of linear
equations when the coefficient matrix is symmetric indefinite, 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 and S
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:
 [in] UPLO ``` UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.``` [in] 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 = 'Y': Both row and column equilibration, i.e., A has been replaced by diag(S) * A * diag(S). The right hand side B has been changed accordingly.``` [in] N ``` N is INTEGER The order of the matrix A. N >= 0.``` [in] NRHS ``` NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0.``` [in] A ``` A is DOUBLE PRECISION array, dimension (LDA,N) The symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced.``` [in] LDA ``` LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).``` [in] AF ``` AF is DOUBLE PRECISION array, dimension (LDAF,N) The factored form of the matrix A. AF contains the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**T or A = L*D*L**T as computed by DSYTRF.``` [in] LDAF ``` LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N).``` [in] IPIV ``` IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by DSYTRF.``` [in,out] S ``` S is DOUBLE PRECISION array, dimension (N) The scale factors for A. If EQUED = 'Y', A is multiplied on the left and right by diag(S). S is an input argument if FACT = 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED = 'Y', each element of S must be positive. If S is output, each element of S is a power of the radix. If S is input, each element of S 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.``` [in] B ``` B is DOUBLE PRECISION array, dimension (LDB,NRHS) The right hand side matrix B.``` [in] LDB ``` LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).``` [in,out] X ``` X is DOUBLE PRECISION array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by DGETRS. On exit, the improved solution matrix X.``` [in] LDX ``` LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N).``` [out] RCOND ``` RCOND is DOUBLE PRECISION 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.``` [out] BERR ``` BERR is DOUBLE PRECISION 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).``` [in] 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.``` [out] ERR_BNDS_NORM ``` ERR_BNDS_NORM is DOUBLE PRECISION 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) * dlamch('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) * dlamch('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) * dlamch('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.``` [out] ERR_BNDS_COMP ``` ERR_BNDS_COMP is DOUBLE PRECISION 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 .LT. 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) * dlamch('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) * dlamch('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) * dlamch('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.``` [in] NPARAMS ``` NPARAMS is INTEGER Specifies the number of parameters set in PARAMS. If .LE. 0, the PARAMS array is never referenced and default values are used.``` [in,out] PARAMS ``` PARAMS is DOUBLE PRECISION array, dimension (NPARAMS) Specifies algorithm parameters. If an entry is .LT. 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: 1.0D+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)``` [out] WORK ` WORK is DOUBLE PRECISION array, dimension (4*N)` [out] IWORK ` IWORK is INTEGER array, dimension (N)` [out] 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.```
Date:
April 2012

Definition at line 400 of file dsyrfsx.f.

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 subroutine dsytd2 ( character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) D, double precision, dimension( * ) E, double precision, dimension( * ) TAU, integer INFO )

DSYTD2 reduces a symmetric matrix to real symmetric tridiagonal form by an orthogonal similarity transformation (unblocked algorithm).

Purpose:
``` DSYTD2 reduces a real symmetric matrix A to symmetric tridiagonal
form T by an orthogonal similarity transformation: Q**T * A * Q = T.```
Parameters:
 [in] UPLO ``` UPLO is CHARACTER*1 Specifies whether the upper or lower triangular part of the symmetric matrix A is stored: = 'U': Upper triangular = 'L': Lower triangular``` [in] N ``` N is INTEGER The order of the matrix A. N >= 0.``` [in,out] A ``` A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = 'U', the leading n-by-n upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading n-by-n lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, if UPLO = 'U', the diagonal and first superdiagonal of A are overwritten by the corresponding elements of the tridiagonal matrix T, and the elements above the first superdiagonal, with the array TAU, represent the orthogonal matrix Q as a product of elementary reflectors; if UPLO = 'L', the diagonal and first subdiagonal of A are over- written by the corresponding elements of the tridiagonal matrix T, and the elements below the first subdiagonal, with the array TAU, represent the orthogonal matrix Q as a product of elementary reflectors. See Further Details.``` [in] LDA ``` LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).``` [out] D ``` D is DOUBLE PRECISION array, dimension (N) The diagonal elements of the tridiagonal matrix T: D(i) = A(i,i).``` [out] E ``` E is DOUBLE PRECISION array, dimension (N-1) The off-diagonal elements of the tridiagonal matrix T: E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.``` [out] TAU ``` TAU is DOUBLE PRECISION array, dimension (N-1) The scalar factors of the elementary reflectors (see Further Details).``` [out] INFO ``` INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value.```
Date:
September 2012
Further Details:
```  If UPLO = 'U', the matrix Q is represented as a product of elementary
reflectors

Q = H(n-1) . . . H(2) H(1).

Each H(i) has the form

H(i) = I - tau * v * v**T

where tau is a real scalar, and v is a real vector with
v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
A(1:i-1,i+1), and tau in TAU(i).

If UPLO = 'L', the matrix Q is represented as a product of elementary
reflectors

Q = H(1) H(2) . . . H(n-1).

Each H(i) has the form

H(i) = I - tau * v * v**T

where tau is a real scalar, and v is a real vector with
v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
and tau in TAU(i).

The contents of A on exit are illustrated by the following examples
with n = 5:

if UPLO = 'U':                       if UPLO = 'L':

(  d   e   v2  v3  v4 )              (  d                  )
(      d   e   v3  v4 )              (  e   d              )
(          d   e   v4 )              (  v1  e   d          )
(              d   e  )              (  v1  v2  e   d      )
(                  d  )              (  v1  v2  v3  e   d  )

where d and e denote diagonal and off-diagonal elements of T, and vi
denotes an element of the vector defining H(i).```

Definition at line 174 of file dsytd2.f.

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 subroutine dsytf2 ( character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, integer INFO )

DSYTF2 computes the factorization of a real symmetric indefinite matrix, using the diagonal pivoting method (unblocked algorithm).

Purpose:
``` DSYTF2 computes the factorization of a real symmetric matrix A using
the Bunch-Kaufman diagonal pivoting method:

A = U*D*U**T  or  A = L*D*L**T

where U (or L) is a product of permutation and unit upper (lower)
triangular matrices, U**T is the transpose of U, and D is symmetric and
block diagonal with 1-by-1 and 2-by-2 diagonal blocks.

This is the unblocked version of the algorithm, calling Level 2 BLAS.```
Parameters:
 [in] UPLO ``` UPLO is CHARACTER*1 Specifies whether the upper or lower triangular part of the symmetric matrix A is stored: = 'U': Upper triangular = 'L': Lower triangular``` [in] N ``` N is INTEGER The order of the matrix A. N >= 0.``` [in,out] A ``` A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = 'U', the leading n-by-n upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading n-by-n lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, the block diagonal matrix D and the multipliers used to obtain the factor U or L (see below for further details).``` [in] LDA ``` LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).``` [out] IPIV ``` IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D. If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged and D(k,k) is a 1-by-1 diagonal block. If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.``` [out] INFO ``` INFO is INTEGER = 0: successful exit < 0: if INFO = -k, the k-th argument had an illegal value > 0: if INFO = k, D(k,k) is exactly zero. The factorization has been completed, but the block diagonal matrix D is exactly singular, and division by zero will occur if it is used to solve a system of equations.```
Date:
September 2012
Further Details:
```  If UPLO = 'U', then A = U*D*U**T, where
U = P(n)*U(n)* ... *P(k)U(k)* ...,
i.e., U is a product of terms P(k)*U(k), where k decreases from n to
1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
and 2-by-2 diagonal blocks D(k).  P(k) is a permutation matrix as
defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
that if the diagonal block D(k) is of order s (s = 1 or 2), then

(   I    v    0   )   k-s
U(k) =  (   0    I    0   )   s
(   0    0    I   )   n-k
k-s   s   n-k

If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
and A(k,k), and v overwrites A(1:k-2,k-1:k).

If UPLO = 'L', then A = L*D*L**T, where
L = P(1)*L(1)* ... *P(k)*L(k)* ...,
i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
and 2-by-2 diagonal blocks D(k).  P(k) is a permutation matrix as
defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
that if the diagonal block D(k) is of order s (s = 1 or 2), then

(   I    0     0   )  k-1
L(k) =  (   0    I     0   )  s
(   0    v     I   )  n-k-s+1
k-1   s  n-k-s+1

If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).```
Contributors:
```  09-29-06 - patch from
Bobby Cheng, MathWorks

Replace l.204 and l.372
IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
by
IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN

01-01-96 - Based on modifications by
J. Lewis, Boeing Computer Services Company
A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
1-96 - Based on modifications by J. Lewis, Boeing Computer Services
Company```

Definition at line 186 of file dsytf2.f.

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 subroutine dsytrd ( character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) D, double precision, dimension( * ) E, double precision, dimension( * ) TAU, double precision, dimension( * ) WORK, integer LWORK, integer INFO )

DSYTRD

Purpose:
``` DSYTRD reduces a real symmetric matrix A to real symmetric
tridiagonal form T by an orthogonal similarity transformation:
Q**T * A * Q = T.```
Parameters:
 [in] UPLO ``` UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.``` [in] N ``` N is INTEGER The order of the matrix A. N >= 0.``` [in,out] A ``` A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, if UPLO = 'U', the diagonal and first superdiagonal of A are overwritten by the corresponding elements of the tridiagonal matrix T, and the elements above the first superdiagonal, with the array TAU, represent the orthogonal matrix Q as a product of elementary reflectors; if UPLO = 'L', the diagonal and first subdiagonal of A are over- written by the corresponding elements of the tridiagonal matrix T, and the elements below the first subdiagonal, with the array TAU, represent the orthogonal matrix Q as a product of elementary reflectors. See Further Details.``` [in] LDA ``` LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).``` [out] D ``` D is DOUBLE PRECISION array, dimension (N) The diagonal elements of the tridiagonal matrix T: D(i) = A(i,i).``` [out] E ``` E is DOUBLE PRECISION array, dimension (N-1) The off-diagonal elements of the tridiagonal matrix T: E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.``` [out] TAU ``` TAU is DOUBLE PRECISION array, dimension (N-1) The scalar factors of the elementary reflectors (see Further Details).``` [out] WORK ``` WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK.``` [in] LWORK ``` LWORK is INTEGER The dimension of the array WORK. LWORK >= 1. For optimum performance LWORK >= 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.``` [out] INFO ``` INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value```
Date:
November 2011
Further Details:
```  If UPLO = 'U', the matrix Q is represented as a product of elementary
reflectors

Q = H(n-1) . . . H(2) H(1).

Each H(i) has the form

H(i) = I - tau * v * v**T

where tau is a real scalar, and v is a real vector with
v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
A(1:i-1,i+1), and tau in TAU(i).

If UPLO = 'L', the matrix Q is represented as a product of elementary
reflectors

Q = H(1) H(2) . . . H(n-1).

Each H(i) has the form

H(i) = I - tau * v * v**T

where tau is a real scalar, and v is a real vector with
v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
and tau in TAU(i).

The contents of A on exit are illustrated by the following examples
with n = 5:

if UPLO = 'U':                       if UPLO = 'L':

(  d   e   v2  v3  v4 )              (  d                  )
(      d   e   v3  v4 )              (  e   d              )
(          d   e   v4 )              (  v1  e   d          )
(              d   e  )              (  v1  v2  e   d      )
(                  d  )              (  v1  v2  v3  e   d  )

where d and e denote diagonal and off-diagonal elements of T, and vi
denotes an element of the vector defining H(i).```

Definition at line 193 of file dsytrd.f.

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 subroutine dsytrf ( character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, double precision, dimension( * ) WORK, integer LWORK, integer INFO )

DSYTRF

Purpose:
``` DSYTRF computes the factorization of a real symmetric matrix A using
the Bunch-Kaufman diagonal pivoting method.  The form of the
factorization is

A = U*D*U**T  or  A = L*D*L**T

where U (or L) is a product of permutation and unit upper (lower)
triangular matrices, and D is symmetric and block diagonal with
1-by-1 and 2-by-2 diagonal blocks.

This is the blocked version of the algorithm, calling Level 3 BLAS.```
Parameters:
 [in] UPLO ``` UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.``` [in] N ``` N is INTEGER The order of the matrix A. N >= 0.``` [in,out] A ``` A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, the block diagonal matrix D and the multipliers used to obtain the factor U or L (see below for further details).``` [in] LDA ``` LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).``` [out] IPIV ``` IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D. If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged and D(k,k) is a 1-by-1 diagonal block. If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.``` [out] WORK ``` WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK.``` [in] LWORK ``` LWORK is INTEGER The length of WORK. LWORK >=1. For best performance LWORK >= N*NB, where NB is the block size returned by ILAENV. 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.``` [out] INFO ``` INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, D(i,i) is exactly zero. The factorization has been completed, but the block diagonal matrix D is exactly singular, and division by zero will occur if it is used to solve a system of equations.```
Date:
November 2011
Further Details:
```  If UPLO = 'U', then A = U*D*U**T, where
U = P(n)*U(n)* ... <em>P(k)U(k)</em> ...,
i.e., U is a product of terms P(k)*U(k), where k decreases from n to
1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
and 2-by-2 diagonal blocks D(k).  P(k) is a permutation matrix as
defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
that if the diagonal block D(k) is of order s (s = 1 or 2), then

(   I    v    0   )   k-s
U(k) =  (   0    I    0   )   s
(   0    0    I   )   n-k
k-s   s   n-k

If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
and A(k,k), and v overwrites A(1:k-2,k-1:k).

If UPLO = 'L', then A = L*D*L**T, where
L = P(1)*L(1)* ... <em>P(k)*L(k)</em> ...,
i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
and 2-by-2 diagonal blocks D(k).  P(k) is a permutation matrix as
defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
that if the diagonal block D(k) is of order s (s = 1 or 2), then

(   I    0     0   )  k-1
L(k) =  (   0    I     0   )  s
(   0    v     I   )  n-k-s+1
k-1   s  n-k-s+1

If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).```

Definition at line 183 of file dsytrf.f.

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 subroutine dsytri ( character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, double precision, dimension( * ) WORK, integer INFO )

DSYTRI

Purpose:
``` DSYTRI computes the inverse of a real symmetric indefinite matrix
A using the factorization A = U*D*U**T or A = L*D*L**T computed by
DSYTRF.```
Parameters:
 [in] UPLO ``` UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangular, form is A = U*D*U**T; = 'L': Lower triangular, form is A = L*D*L**T.``` [in] N ``` N is INTEGER The order of the matrix A. N >= 0.``` [in,out] A ``` A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by DSYTRF. On exit, if INFO = 0, the (symmetric) inverse of the original matrix. If UPLO = 'U', the upper triangular part of the inverse is formed and the part of A below the diagonal is not referenced; if UPLO = 'L' the lower triangular part of the inverse is formed and the part of A above the diagonal is not referenced.``` [in] LDA ``` LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).``` [in] IPIV ``` IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by DSYTRF.``` [out] WORK ` WORK is DOUBLE PRECISION array, dimension (N)` [out] INFO ``` INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its inverse could not be computed.```
Date:
November 2011

Definition at line 115 of file dsytri.f.

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 subroutine dsytri2 ( character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, double precision, dimension( * ) WORK, integer LWORK, integer INFO )

DSYTRI2

Purpose:
``` DSYTRI2 computes the inverse of a DOUBLE PRECISION symmetric indefinite matrix
A using the factorization A = U*D*U**T or A = L*D*L**T computed by
DSYTRF. DSYTRI2 sets the LEADING DIMENSION of the workspace
before calling DSYTRI2X that actually computes the inverse.```
Parameters:
 [in] UPLO ``` UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangular, form is A = U*D*U**T; = 'L': Lower triangular, form is A = L*D*L**T.``` [in] N ``` N is INTEGER The order of the matrix A. N >= 0.``` [in,out] A ``` A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the NB diagonal matrix D and the multipliers used to obtain the factor U or L as computed by DSYTRF. On exit, if INFO = 0, the (symmetric) inverse of the original matrix. If UPLO = 'U', the upper triangular part of the inverse is formed and the part of A below the diagonal is not referenced; if UPLO = 'L' the lower triangular part of the inverse is formed and the part of A above the diagonal is not referenced.``` [in] LDA ``` LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).``` [in] IPIV ``` IPIV is INTEGER array, dimension (N) Details of the interchanges and the NB structure of D as determined by DSYTRF.``` [out] WORK ` WORK is DOUBLE PRECISION array, dimension (N+NB+1)*(NB+3)` [in] LWORK ``` LWORK is INTEGER The dimension of the array WORK. WORK is size >= (N+NB+1)*(NB+3) If LDWORK = -1, then a workspace query is assumed; the routine 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 LDWORK is issued by XERBLA.``` [out] INFO ``` INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its inverse could not be computed.```
Date:
September 2012

Definition at line 128 of file dsytri2.f.

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 subroutine dsytri2x ( character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, double precision, dimension( n+nb+1,* ) WORK, integer NB, integer INFO )

DSYTRI2X

Purpose:
``` DSYTRI2X computes the inverse of a real symmetric indefinite matrix
A using the factorization A = U*D*U**T or A = L*D*L**T computed by
DSYTRF.```
Parameters:
 [in] UPLO ``` UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangular, form is A = U*D*U**T; = 'L': Lower triangular, form is A = L*D*L**T.``` [in] N ``` N is INTEGER The order of the matrix A. N >= 0.``` [in,out] A ``` A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the NNB diagonal matrix D and the multipliers used to obtain the factor U or L as computed by DSYTRF. On exit, if INFO = 0, the (symmetric) inverse of the original matrix. If UPLO = 'U', the upper triangular part of the inverse is formed and the part of A below the diagonal is not referenced; if UPLO = 'L' the lower triangular part of the inverse is formed and the part of A above the diagonal is not referenced.``` [in] LDA ``` LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).``` [in] IPIV ``` IPIV is INTEGER array, dimension (N) Details of the interchanges and the NNB structure of D as determined by DSYTRF.``` [out] WORK ` WORK is DOUBLE PRECISION array, dimension (N+NNB+1,NNB+3)` [in] NB ``` NB is INTEGER Block size``` [out] INFO ``` INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its inverse could not be computed.```
Date:
November 2011

Definition at line 121 of file dsytri2x.f.

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 subroutine dsytrs ( character UPLO, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, double precision, dimension( ldb, * ) B, integer LDB, integer INFO )

DSYTRS

Purpose:
``` DSYTRS solves a system of linear equations A*X = B with a real
symmetric matrix A using the factorization A = U*D*U**T or
A = L*D*L**T computed by DSYTRF.```
Parameters:
 [in] UPLO ``` UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangular, form is A = U*D*U**T; = 'L': Lower triangular, form is A = L*D*L**T.``` [in] N ``` N is INTEGER The order of the matrix A. N >= 0.``` [in] NRHS ``` NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0.``` [in] A ``` A is DOUBLE PRECISION array, dimension (LDA,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by DSYTRF.``` [in] LDA ``` LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).``` [in] IPIV ``` IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by DSYTRF.``` [in,out] B ``` B is DOUBLE PRECISION array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X.``` [in] LDB ``` LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).``` [out] INFO ``` INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value```
Date:
November 2011

Definition at line 121 of file dsytrs.f.

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 subroutine dsytrs2 ( character UPLO, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( * ) WORK, integer INFO )

DSYTRS2

Purpose:
``` DSYTRS2 solves a system of linear equations A*X = B with a real
symmetric matrix A using the factorization A = U*D*U**T or
A = L*D*L**T computed by DSYTRF and converted by DSYCONV.```
Parameters:
 [in] UPLO ``` UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangular, form is A = U*D*U**T; = 'L': Lower triangular, form is A = L*D*L**T.``` [in] N ``` N is INTEGER The order of the matrix A. N >= 0.``` [in] NRHS ``` NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0.``` [in] A ``` A is DOUBLE PRECISION array, dimension (LDA,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by DSYTRF.``` [in] LDA ``` LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).``` [in] IPIV ``` IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by DSYTRF.``` [in,out] B ``` B is DOUBLE PRECISION array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X.``` [in] LDB ``` LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).``` [out] WORK ` WORK is REAL array, dimension (N)` [out] INFO ``` INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value```
Date:
November 2011

Definition at line 127 of file dsytrs2.f.

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 subroutine dtgsyl ( character TRANS, integer IJOB, integer M, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( ldc, * ) C, integer LDC, double precision, dimension( ldd, * ) D, integer LDD, double precision, dimension( lde, * ) E, integer LDE, double precision, dimension( ldf, * ) F, integer LDF, double precision SCALE, double precision DIF, double precision, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer INFO )

DTGSYL

Purpose:
``` DTGSYL solves the generalized Sylvester equation:

A * R - L * B = scale * C                 (1)
D * R - L * E = scale * F

where R and L are unknown m-by-n matrices, (A, D), (B, E) and
(C, F) are given matrix pairs of size m-by-m, n-by-n and m-by-n,
respectively, with real entries. (A, D) and (B, E) must be in
generalized (real) Schur canonical form, i.e. A, B are upper quasi
triangular and D, E are upper triangular.

The solution (R, L) overwrites (C, F). 0 <= SCALE <= 1 is an output
scaling factor chosen to avoid overflow.

In matrix notation (1) is equivalent to solve  Zx = scale b, where
Z is defined as

Z = [ kron(In, A)  -kron(B**T, Im) ]         (2)
[ kron(In, D)  -kron(E**T, Im) ].

Here Ik is the identity matrix of size k and X**T is the transpose of
X. kron(X, Y) is the Kronecker product between the matrices X and Y.

If TRANS = 'T', DTGSYL solves the transposed system Z**T*y = scale*b,
which is equivalent to solve for R and L in

A**T * R + D**T * L = scale * C           (3)
R * B**T + L * E**T = scale * -F

This case (TRANS = 'T') is used to compute an one-norm-based estimate
of Dif[(A,D), (B,E)], the separation between the matrix pairs (A,D)
and (B,E), using DLACON.

If IJOB >= 1, DTGSYL computes a Frobenius norm-based estimate
of Dif[(A,D),(B,E)]. That is, the reciprocal of a lower bound on the
reciprocal of the smallest singular value of Z. See [1-2] for more
information.

This is a level 3 BLAS algorithm.```
Parameters:
 [in] TRANS ``` TRANS is CHARACTER*1 = 'N', solve the generalized Sylvester equation (1). = 'T', solve the 'transposed' system (3).``` [in] IJOB ``` IJOB is INTEGER Specifies what kind of functionality to be performed. =0: solve (1) only. =1: The functionality of 0 and 3. =2: The functionality of 0 and 4. =3: Only an estimate of Dif[(A,D), (B,E)] is computed. (look ahead strategy IJOB = 1 is used). =4: Only an estimate of Dif[(A,D), (B,E)] is computed. ( DGECON on sub-systems is used ). Not referenced if TRANS = 'T'.``` [in] M ``` M is INTEGER The order of the matrices A and D, and the row dimension of the matrices C, F, R and L.``` [in] N ``` N is INTEGER The order of the matrices B and E, and the column dimension of the matrices C, F, R and L.``` [in] A ``` A is DOUBLE PRECISION array, dimension (LDA, M) The upper quasi triangular matrix A.``` [in] LDA ``` LDA is INTEGER The leading dimension of the array A. LDA >= max(1, M).``` [in] B ``` B is DOUBLE PRECISION array, dimension (LDB, N) The upper quasi triangular matrix B.``` [in] LDB ``` LDB is INTEGER The leading dimension of the array B. LDB >= max(1, N).``` [in,out] C ``` C is DOUBLE PRECISION array, dimension (LDC, N) On entry, C contains the right-hand-side of the first matrix equation in (1) or (3). On exit, if IJOB = 0, 1 or 2, C has been overwritten by the solution R. If IJOB = 3 or 4 and TRANS = 'N', C holds R, the solution achieved during the computation of the Dif-estimate.``` [in] LDC ``` LDC is INTEGER The leading dimension of the array C. LDC >= max(1, M).``` [in] D ``` D is DOUBLE PRECISION array, dimension (LDD, M) The upper triangular matrix D.``` [in] LDD ``` LDD is INTEGER The leading dimension of the array D. LDD >= max(1, M).``` [in] E ``` E is DOUBLE PRECISION array, dimension (LDE, N) The upper triangular matrix E.``` [in] LDE ``` LDE is INTEGER The leading dimension of the array E. LDE >= max(1, N).``` [in,out] F ``` F is DOUBLE PRECISION array, dimension (LDF, N) On entry, F contains the right-hand-side of the second matrix equation in (1) or (3). On exit, if IJOB = 0, 1 or 2, F has been overwritten by the solution L. If IJOB = 3 or 4 and TRANS = 'N', F holds L, the solution achieved during the computation of the Dif-estimate.``` [in] LDF ``` LDF is INTEGER The leading dimension of the array F. LDF >= max(1, M).``` [out] DIF ``` DIF is DOUBLE PRECISION On exit DIF is the reciprocal of a lower bound of the reciprocal of the Dif-function, i.e. DIF is an upper bound of Dif[(A,D), (B,E)] = sigma_min(Z), where Z as in (2). IF IJOB = 0 or TRANS = 'T', DIF is not touched.``` [out] SCALE ``` SCALE is DOUBLE PRECISION On exit SCALE is the scaling factor in (1) or (3). If 0 < SCALE < 1, C and F hold the solutions R and L, resp., to a slightly perturbed system but the input matrices A, B, D and E have not been changed. If SCALE = 0, C and F hold the solutions R and L, respectively, to the homogeneous system with C = F = 0. Normally, SCALE = 1.``` [out] WORK ``` WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK.``` [in] LWORK ``` LWORK is INTEGER The dimension of the array WORK. LWORK > = 1. If IJOB = 1 or 2 and TRANS = 'N', LWORK >= max(1,2*M*N). 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.``` [out] IWORK ` IWORK is INTEGER array, dimension (M+N+6)` [out] INFO ``` INFO is INTEGER =0: successful exit <0: If INFO = -i, the i-th argument had an illegal value. >0: (A, D) and (B, E) have common or close eigenvalues.```
Date:
November 2011
Contributors:
Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.
References:
```  [1] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software
for Solving the Generalized Sylvester Equation and Estimating the
Separation between Regular Matrix Pairs, Report UMINF - 93.23,
Department of Computing Science, Umea University, S-901 87 Umea,
Sweden, December 1993, Revised April 1994, Also as LAPACK Working
Note 75.  To appear in ACM Trans. on Math. Software, Vol 22,
No 1, 1996.

[2] B. Kagstrom, A Perturbation Analysis of the Generalized Sylvester
Equation (AR - LB, DR - LE ) = (C, F), SIAM J. Matrix Anal.
Appl., 15(4):1045-1060, 1994

[3] B. Kagstrom and L. Westin, Generalized Schur Methods with
Condition Estimators for Solving the Generalized Sylvester
Equation, IEEE Transactions on Automatic Control, Vol. 34, No. 7,
July 1989, pp 745-751.```

Definition at line 298 of file dtgsyl.f.

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 subroutine dtrsyl ( character TRANA, character TRANB, integer ISGN, integer M, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( ldc, * ) C, integer LDC, double precision SCALE, integer INFO )

DTRSYL

Purpose:
``` DTRSYL solves the real Sylvester matrix equation:

op(A)*X + X*op(B) = scale*C or
op(A)*X - X*op(B) = scale*C,

where op(A) = A or A**T, and  A and B are both upper quasi-
triangular. A is M-by-M and B is N-by-N; the right hand side C and
the solution X are M-by-N; and scale is an output scale factor, set
<= 1 to avoid overflow in X.

A and B must be in Schur canonical form (as returned by DHSEQR), that
is, block upper triangular with 1-by-1 and 2-by-2 diagonal blocks;
each 2-by-2 diagonal block has its diagonal elements equal and its
off-diagonal elements of opposite sign.```
Parameters:
 [in] TRANA ``` TRANA is CHARACTER*1 Specifies the option op(A): = 'N': op(A) = A (No transpose) = 'T': op(A) = A**T (Transpose) = 'C': op(A) = A**H (Conjugate transpose = Transpose)``` [in] TRANB ``` TRANB is CHARACTER*1 Specifies the option op(B): = 'N': op(B) = B (No transpose) = 'T': op(B) = B**T (Transpose) = 'C': op(B) = B**H (Conjugate transpose = Transpose)``` [in] ISGN ``` ISGN is INTEGER Specifies the sign in the equation: = +1: solve op(A)*X + X*op(B) = scale*C = -1: solve op(A)*X - X*op(B) = scale*C``` [in] M ``` M is INTEGER The order of the matrix A, and the number of rows in the matrices X and C. M >= 0.``` [in] N ``` N is INTEGER The order of the matrix B, and the number of columns in the matrices X and C. N >= 0.``` [in] A ``` A is DOUBLE PRECISION array, dimension (LDA,M) The upper quasi-triangular matrix A, in Schur canonical form.``` [in] LDA ``` LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).``` [in] B ``` B is DOUBLE PRECISION array, dimension (LDB,N) The upper quasi-triangular matrix B, in Schur canonical form.``` [in] LDB ``` LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).``` [in,out] C ``` C is DOUBLE PRECISION array, dimension (LDC,N) On entry, the M-by-N right hand side matrix C. On exit, C is overwritten by the solution matrix X.``` [in] LDC ``` LDC is INTEGER The leading dimension of the array C. LDC >= max(1,M)``` [out] SCALE ``` SCALE is DOUBLE PRECISION The scale factor, scale, set <= 1 to avoid overflow in X.``` [out] INFO ``` INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value = 1: A and B have common or very close eigenvalues; perturbed values were used to solve the equation (but the matrices A and B are unchanged).```
Date:
November 2011

Definition at line 164 of file dtrsyl.f.

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