Footnotes LAPACK Users' Guide Release 2.0 Contents LAPACK Compared with LINPACK and EISPACK Design and Documentation of Argument Lists Structure of the Documentation Order of Arguments Argument Descriptions Option Arguments Problem Dimensions Array Arguments Work Arrays Error Handling and the Diagnostic Argument INFO Determining the Block Size for Block Algorithms LAPACK and the BLAS Matrix Storage Schemes Conventional Storage Packed Storage Band Storage Tridiagonal and Bidiagonal Matrices Unit Triangular Matrices Real Diagonal Elements of Complex Matrices Representation of Orthogonal or Unitary Matrices Installing LAPACK Routines Points to Note Documentation for LAPACK Installing ILAENV Troubleshooting Common Errors in Calling LAPACK Routines Failures Detected by LAPACK Routines Invalid Arguments and XERBLA Computational Failures and INFO > 0 Wrong Results Poor Performance Index of Driver and Computational Routines Notes Availability of LAPACK Index of Auxiliary Routines Notes Quick Reference   Guide to the BLAS Converting from LINPACK or EISPACK Notes LAPACK Working Notes Specifications of Routines Notes References Index Installation of LAPACK About this document ... Support for LAPACK Known Problems in LAPACK Other Related Software LAPACK++ CLAPACK List of Tables ScaLAPACK LAPACK routines exploiting IEEE arithmetic Contents of LAPACK Structure of LAPACK Levels of Routines Data Types and Precision Naming Scheme Driver Routines Linear Equations Linear Least Squares (LLS) Problems Preface to the Second Edition Generalized Linear Least Squares (LSE and GLM) Problems Standard Eigenvalue and Singular Value Problems Symmetric Eigenproblems (SEP) Nonsymmetric Eigenproblems (NEP) Singular Value Decomposition (SVD) Generalized Eigenvalue and Singular Value Problems Generalized Symmetric Definite Eigenproblems (GSEP) Generalized Nonsymmetric Eigenproblems (GNEP) Generalized Singular Value Decomposition (GSVD) Computational Routines Preface to the First Edition Linear Equations Orthogonal Factorizations and Linear Least Squares Problems QR Factorization LQ Factorization QR Factorization with Column Pivoting Complete Orthogonal Factorization Other Factorizations Generalized Orthogonal Factorizations and Linear Least Squares Problems Generalized QR Factorization Generalized RQ factorization Guide Symmetric Eigenproblems Nonsymmetric Eigenproblems Eigenvalues, Eigenvectors and Schur Factorization Balancing Invariant Subspaces and Condition Numbers Singular Value Decomposition Generalized Symmetric Definite Eigenproblems Generalized Nonsymmetric Eigenproblems Generalized (or Quotient) Singular Value Decomposition Performance of LAPACK Essentials Factors that Affect Performance Vectorization Data Movement Parallelism The BLAS as the Key to Portability Block Algorithms and their Derivation Examples of Block Algorithms in LAPACK Factorizations for Solving Linear Equations QR Factorization Eigenvalue Problems LAPACK LAPACK Benchmark Accuracy and Stability Sources of Error in Numerical Calculations Further Details: Floating point arithmetic How to Measure Errors Further Details: How to Measure Errors Further Details: How Error Bounds Are Derived Standard Error Analysis Improved Error Bounds Error Bounds for Linear Equation Solving Problems that LAPACK can Solve Further Details: Error Bounds for Linear Equation Solving Error Bounds for Linear Least Squares Problems Further Details: Error Bounds for Linear Least Squares Problems Error Bounds for Generalized Least Squares Problems Error Bounds for the Symmetric Eigenproblem Further Details: Error Bounds for the Symmetric Eigenproblem Error Bounds for the Nonsymmetric Eigenproblem Further Details: Error Bounds for the Nonsymmetric Eigenproblem Overview Balancing and Conditioning Computers for which LAPACK is Suitable Computing s and sep Error Bounds for the Singular Value Decomposition Further Details: Error Bounds for the Singular Value Decomposition Error Bounds for the Generalized Symmetric Definite Eigenproblem Further Details: Error Bounds for the Generalized Symmetric Definite Eigenproblem Error Bounds for the Generalized Nonsymmetric Eigenproblem Error Bounds for the Generalized Singular Value Decomposition Further Details: Error Bounds for the Generalized Singular Value Decomposition Error Bounds for Fast Level 3 BLAS Documentation and Software Conventions Contents Contents LAPACK Users' Guide Release 2.0 Band Storage Tridiagonal and Bidiagonal Matrices Generalized factorization