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git-svn-id: svn://svn.icms.temple.edu/lammps-ro/trunk@9989 f3b2605a-c512-4ea7-a41b-209d697bcdaa

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sjplimp 2013-05-31 15:35:54 +00:00
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commit 2a70442035
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22
lib/linalg/Makefile.gfortran
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@ -1,23 +1,19 @@
# *
# *_________________________________________________________________________*
# * Minimal BLAS/LAPACK Library for ATC
# To compile and link LAMMPS to the linalg library generated by this Makefile,
# try appending the following definitions to the standard definitions in
# whatever LAMMPS Makefile your are using, e.g. in lib/atc/Makefile.lammps
# CCFLAGS = -I../../lib/linalg
# LINKFLAGS = -L../../lib/libalg
# USRLIB = -llinalg -lgfortran
# * Minimal BLAS/LAPACK Library for use by other LAMMPS packages
SHELL = /bin/sh
# ------ FILES ------
SRC = dasum.f daxpy.f dcopy.f ddot.f dgecon.f dgemm.f dgemv.f dger.f dgetf2.f dgetrf.f dgetri.f dlabad.f dlamch.f dlacn2.f dlange.f dlassq.f dlaswp.f dlatrs.f drscl.f dscal.f dswap.f dtrmm.f dtrmv.f dtrsm.f dtrsv.f dtrti2.f dtrtri.f idamax.f ieeeck.f ilaenv.f iparmq.f lsame.f xerbla.f
SRC = dasum.f daxpy.f dcopy.f ddot.f dgecon.f dgemm.f dgemv.f dger.f \
dgetf2.f dgetrf.f dgetri.f disnan.f dlabad.f dlaisnan.f dlamch.f\
dlacn2.f dlange.f dlassq.f dlaswp.f dlatrs.f drscl.f dscal.f \
dswap.f dtrmm.f dtrmv.f dtrsm.f dtrsv.f dtrti2.f dtrtri.f \
idamax.f ieeeck.f ilaenv.f iparmq.f lsame.f xerbla.f zdotc.f \
zdscal.f zhpr.f zpptrf.f zpptri.f zscal.f ztpmv.f ztpsv.f ztptri.f
FILES = $(SRC) Makefile.*
FILES = $(SRC) Makefile.* README
# ------ DEFINITIONS ------
@ -29,7 +25,7 @@ OBJ = $(SRC:.f=.o)
FC = gfortran
FFLAGS = -O3 -fPIC -march=native -mpc64 \
-ffast-math -funroll-loops -fstrict-aliasing -Wall -W -Wno-uninitialized -fno-second-underscore
FFLAGS0 = -O0 -march=native -mpc64 \
FFLAGS0 = -O0 -fPIC -march=native -mpc64 \
-Wall -W -Wno-uninitialized -fno-second-underscore
ARCHIVE = ar
AR = ar

18
lib/linalg/Makefile.mingw_cross
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@ -1,21 +1,17 @@
# *
# *_________________________________________________________________________*
# * Minimal BLAS/LAPACK Library for ATC
# To compile and link LAMMPS to the linalg library generated by this Makefile,
# try appending the following definitions to the standard definitions in
# whatever LAMMPS Makefile your are using, e.g. in lib/atc/Makefile.lammps
# CCFLAGS = -I../../lib/linalg
# LINKFLAGS = -L../../lib/libalg
# USRLIB = -llinalg -lgfortran
# * Minimal BLAS/LAPACK Library for use by other LAMMPS packages
SHELL = /bin/sh
# ------ FILES ------
SRC = dasum.f daxpy.f dcopy.f ddot.f dgecon.f dgemm.f dgemv.f dger.f dgetf2.f dgetrf.f dgetri.f dlabad.f dlamch.f dlacn2.f dlange.f dlassq.f dlaswp.f dlatrs.f drscl.f dscal.f dswap.f dtrmm.f dtrmv.f dtrsm.f dtrsv.f dtrti2.f dtrtri.f idamax.f ieeeck.f ilaenv.f iparmq.f lsame.f xerbla.f
SRC = dasum.f daxpy.f dcopy.f ddot.f dgecon.f dgemm.f dgemv.f dger.f \
dgetf2.f dgetrf.f dgetri.f disnan.f dlabad.f dlaisnan.f dlamch.f\
dlacn2.f dlange.f dlassq.f dlaswp.f dlatrs.f drscl.f dscal.f \
dswap.f dtrmm.f dtrmv.f dtrsm.f dtrsv.f dtrti2.f dtrtri.f \
idamax.f ieeeck.f ilaenv.f iparmq.f lsame.f xerbla.f zdotc.f \
zdscal.f zhpr.f zpptrf.f zpptri.f zscal.f ztpmv.f ztpsv.f ztptri.f
FILES = $(SRC) Makefile

10
lib/linalg/README
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@ -1,9 +1,13 @@
This directory has BLAS and LAPACK files needed by the USER-ATC and
USER-AWPMD packages, and possibly by other packages in the future.
You only need to build and use the files in this directory if you want
to build LAMMPS with a package that needs BLAS/LAPACK routines and you
do not have the standard BLAS and LAPACK libraries on your system.
Note that this is an *incomplete* subset of full BLAS/LAPACK.
You should only need to build and use the resulting library in this
directory if you want to build LAMMPS with the USER-ATC and/or
USER-AWPMD packages AND you do not have any other suitable BLAS and
LAPACK libraries installed on your system. E.g. ATLAS, GOTO-BLAS,
OpenBLAS, ACML, or MKL.
Build the library using one of the provided Makefile.* files or create
your own, specific to your compiler and system. For example:

119
lib/linalg/dasum.f
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@ -1,4 +1,61 @@
*> \brief \b DASUM
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition:
* ===========
*
* DOUBLE PRECISION FUNCTION DASUM(N,DX,INCX)
*
* .. Scalar Arguments ..
* INTEGER INCX,N
* ..
* .. Array Arguments ..
* DOUBLE PRECISION DX(*)
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DASUM takes the sum of the absolute values.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup double_blas_level1
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> jack dongarra, linpack, 3/11/78.
*> modified 3/93 to return if incx .le. 0.
*> modified 12/3/93, array(1) declarations changed to array(*)
*> \endverbatim
*>
* =====================================================================
DOUBLE PRECISION FUNCTION DASUM(N,DX,INCX)
*
* -- Reference BLAS level1 routine (version 3.4.0) --
* -- Reference BLAS is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Scalar Arguments ..
INTEGER INCX,N
* ..
@ -6,18 +63,6 @@
DOUBLE PRECISION DX(*)
* ..
*
* Purpose
* =======
*
* DASUM takes the sum of the absolute values.
*
* Further Details
* ===============
*
* jack dongarra, linpack, 3/11/78.
* modified 3/93 to return if incx .le. 0.
* modified 12/3/93, array(1) declarations changed to array(*)
*
* =====================================================================
*
* .. Local Scalars ..
@ -30,33 +75,37 @@
DASUM = 0.0d0
DTEMP = 0.0d0
IF (N.LE.0 .OR. INCX.LE.0) RETURN
IF (INCX.EQ.1) GO TO 20
*
* code for increment not equal to 1
*
NINCX = N*INCX
DO 10 I = 1,NINCX,INCX
DTEMP = DTEMP + DABS(DX(I))
10 CONTINUE
DASUM = DTEMP
RETURN
*
IF (INCX.EQ.1) THEN
* code for increment equal to 1
*
*
* clean-up loop
*
20 M = MOD(N,6)
IF (M.EQ.0) GO TO 40
DO 30 I = 1,M
DTEMP = DTEMP + DABS(DX(I))
30 CONTINUE
IF (N.LT.6) GO TO 60
40 MP1 = M + 1
DO 50 I = MP1,N,6
DTEMP = DTEMP + DABS(DX(I)) + DABS(DX(I+1)) + DABS(DX(I+2)) +
+ DABS(DX(I+3)) + DABS(DX(I+4)) + DABS(DX(I+5))
50 CONTINUE
60 DASUM = DTEMP
M = MOD(N,6)
IF (M.NE.0) THEN
DO I = 1,M
DTEMP = DTEMP + DABS(DX(I))
END DO
IF (N.LT.6) THEN
DASUM = DTEMP
RETURN
END IF
END IF
MP1 = M + 1
DO I = MP1,N,6
DTEMP = DTEMP + DABS(DX(I)) + DABS(DX(I+1)) +
$ DABS(DX(I+2)) + DABS(DX(I+3)) +
$ DABS(DX(I+4)) + DABS(DX(I+5))
END DO
ELSE
*
* code for increment not equal to 1
*
NINCX = N*INCX
DO I = 1,NINCX,INCX
DTEMP = DTEMP + DABS(DX(I))
END DO
END IF
DASUM = DTEMP
RETURN
END

128
lib/linalg/daxpy.f
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@ -1,4 +1,62 @@
*> \brief \b DAXPY
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition:
* ===========
*
* SUBROUTINE DAXPY(N,DA,DX,INCX,DY,INCY)
*
* .. Scalar Arguments ..
* DOUBLE PRECISION DA
* INTEGER INCX,INCY,N
* ..
* .. Array Arguments ..
* DOUBLE PRECISION DX(*),DY(*)
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DAXPY constant times a vector plus a vector.
*> uses unrolled loops for increments equal to one.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup double_blas_level1
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> jack dongarra, linpack, 3/11/78.
*> modified 12/3/93, array(1) declarations changed to array(*)
*> \endverbatim
*>
* =====================================================================
SUBROUTINE DAXPY(N,DA,DX,INCX,DY,INCY)
*
* -- Reference BLAS level1 routine (version 3.4.0) --
* -- Reference BLAS is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Scalar Arguments ..
DOUBLE PRECISION DA
INTEGER INCX,INCY,N
@ -7,18 +65,6 @@
DOUBLE PRECISION DX(*),DY(*)
* ..
*
* Purpose
* =======
*
* DAXPY constant times a vector plus a vector.
* uses unrolled loops for increments equal to one.
*
* Further Details
* ===============
*
* jack dongarra, linpack, 3/11/78.
* modified 12/3/93, array(1) declarations changed to array(*)
*
* =====================================================================
*
* .. Local Scalars ..
@ -29,39 +75,41 @@
* ..
IF (N.LE.0) RETURN
IF (DA.EQ.0.0d0) RETURN
IF (INCX.EQ.1 .AND. INCY.EQ.1) GO TO 20
*
* code for unequal increments or equal increments
* not equal to 1
*
IX = 1
IY = 1
IF (INCX.LT.0) IX = (-N+1)*INCX + 1
IF (INCY.LT.0) IY = (-N+1)*INCY + 1
DO 10 I = 1,N
DY(IY) = DY(IY) + DA*DX(IX)
IX = IX + INCX
IY = IY + INCY
10 CONTINUE
RETURN
IF (INCX.EQ.1 .AND. INCY.EQ.1) THEN
*
* code for both increments equal to 1
*
*
* clean-up loop
*
20 M = MOD(N,4)
IF (M.EQ.0) GO TO 40
DO 30 I = 1,M
DY(I) = DY(I) + DA*DX(I)
30 CONTINUE
IF (N.LT.4) RETURN
40 MP1 = M + 1
DO 50 I = MP1,N,4
DY(I) = DY(I) + DA*DX(I)
DY(I+1) = DY(I+1) + DA*DX(I+1)
DY(I+2) = DY(I+2) + DA*DX(I+2)
DY(I+3) = DY(I+3) + DA*DX(I+3)
50 CONTINUE
M = MOD(N,4)
IF (M.NE.0) THEN
DO I = 1,M
DY(I) = DY(I) + DA*DX(I)
END DO
END IF
IF (N.LT.4) RETURN
MP1 = M + 1
DO I = MP1,N,4
DY(I) = DY(I) + DA*DX(I)
DY(I+1) = DY(I+1) + DA*DX(I+1)
DY(I+2) = DY(I+2) + DA*DX(I+2)
DY(I+3) = DY(I+3) + DA*DX(I+3)
END DO
ELSE
*
* code for unequal increments or equal increments
* not equal to 1
*
IX = 1
IY = 1
IF (INCX.LT.0) IX = (-N+1)*INCX + 1
IF (INCY.LT.0) IY = (-N+1)*INCY + 1
DO I = 1,N
DY(IY) = DY(IY) + DA*DX(IX)
IX = IX + INCX
IY = IY + INCY
END DO
END IF
RETURN
END

133
lib/linalg/dcopy.f
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@ -1,4 +1,61 @@
*> \brief \b DCOPY
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition:
* ===========
*
* SUBROUTINE DCOPY(N,DX,INCX,DY,INCY)
*
* .. Scalar Arguments ..
* INTEGER INCX,INCY,N
* ..
* .. Array Arguments ..
* DOUBLE PRECISION DX(*),DY(*)
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DCOPY copies a vector, x, to a vector, y.
*> uses unrolled loops for increments equal to one.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup double_blas_level1
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> jack dongarra, linpack, 3/11/78.
*> modified 12/3/93, array(1) declarations changed to array(*)
*> \endverbatim
*>
* =====================================================================
SUBROUTINE DCOPY(N,DX,INCX,DY,INCY)
*
* -- Reference BLAS level1 routine (version 3.4.0) --
* -- Reference BLAS is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Scalar Arguments ..
INTEGER INCX,INCY,N
* ..
@ -6,18 +63,6 @@
DOUBLE PRECISION DX(*),DY(*)
* ..
*
* Purpose
* =======
*
* DCOPY copies a vector, x, to a vector, y.
* uses unrolled loops for increments equal to one.
*
* Further Details
* ===============
*
* jack dongarra, linpack, 3/11/78.
* modified 12/3/93, array(1) declarations changed to array(*)
*
* =====================================================================
*
* .. Local Scalars ..
@ -27,42 +72,44 @@
INTRINSIC MOD
* ..
IF (N.LE.0) RETURN
IF (INCX.EQ.1 .AND. INCY.EQ.1) GO TO 20
*
* code for unequal increments or equal increments
* not equal to 1
*
IX = 1
IY = 1
IF (INCX.LT.0) IX = (-N+1)*INCX + 1
IF (INCY.LT.0) IY = (-N+1)*INCY + 1
DO 10 I = 1,N
DY(IY) = DX(IX)
IX = IX + INCX
IY = IY + INCY
10 CONTINUE
RETURN
IF (INCX.EQ.1 .AND. INCY.EQ.1) THEN
*
* code for both increments equal to 1
*
*
* clean-up loop
*
20 M = MOD(N,7)
IF (M.EQ.0) GO TO 40
DO 30 I = 1,M
DY(I) = DX(I)
30 CONTINUE
IF (N.LT.7) RETURN
40 MP1 = M + 1
DO 50 I = MP1,N,7
DY(I) = DX(I)
DY(I+1) = DX(I+1)
DY(I+2) = DX(I+2)
DY(I+3) = DX(I+3)
DY(I+4) = DX(I+4)
DY(I+5) = DX(I+5)
DY(I+6) = DX(I+6)
50 CONTINUE
M = MOD(N,7)
IF (M.NE.0) THEN
DO I = 1,M
DY(I) = DX(I)
END DO
IF (N.LT.7) RETURN
END IF
MP1 = M + 1
DO I = MP1,N,7
DY(I) = DX(I)
DY(I+1) = DX(I+1)
DY(I+2) = DX(I+2)
DY(I+3) = DX(I+3)
DY(I+4) = DX(I+4)
DY(I+5) = DX(I+5)
DY(I+6) = DX(I+6)
END DO
ELSE
*
* code for unequal increments or equal increments
* not equal to 1
*
IX = 1
IY = 1
IF (INCX.LT.0) IX = (-N+1)*INCX + 1
IF (INCY.LT.0) IY = (-N+1)*INCY + 1
DO I = 1,N
DY(IY) = DX(IX)
IX = IX + INCX
IY = IY + INCY
END DO
END IF
RETURN
END

127
lib/linalg/ddot.f
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@ -1,4 +1,61 @@
*> \brief \b DDOT
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition:
* ===========
*
* DOUBLE PRECISION FUNCTION DDOT(N,DX,INCX,DY,INCY)
*
* .. Scalar Arguments ..
* INTEGER INCX,INCY,N
* ..
* .. Array Arguments ..
* DOUBLE PRECISION DX(*),DY(*)
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DDOT forms the dot product of two vectors.
*> uses unrolled loops for increments equal to one.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup double_blas_level1
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> jack dongarra, linpack, 3/11/78.
*> modified 12/3/93, array(1) declarations changed to array(*)
*> \endverbatim
*>
* =====================================================================
DOUBLE PRECISION FUNCTION DDOT(N,DX,INCX,DY,INCY)
*
* -- Reference BLAS level1 routine (version 3.4.0) --
* -- Reference BLAS is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Scalar Arguments ..
INTEGER INCX,INCY,N
* ..
@ -6,18 +63,6 @@
DOUBLE PRECISION DX(*),DY(*)
* ..
*
* Purpose
* =======
*
* DDOT forms the dot product of two vectors.
* uses unrolled loops for increments equal to one.
*
* Further Details
* ===============
*
* jack dongarra, linpack, 3/11/78.
* modified 12/3/93, array(1) declarations changed to array(*)
*
* =====================================================================
*
* .. Local Scalars ..
@ -30,39 +75,43 @@
DDOT = 0.0d0
DTEMP = 0.0d0
IF (N.LE.0) RETURN
IF (INCX.EQ.1 .AND. INCY.EQ.1) GO TO 20
*
* code for unequal increments or equal increments
* not equal to 1
*
IX = 1
IY = 1
IF (INCX.LT.0) IX = (-N+1)*INCX + 1
IF (INCY.LT.0) IY = (-N+1)*INCY + 1
DO 10 I = 1,N
DTEMP = DTEMP + DX(IX)*DY(IY)
IX = IX + INCX
IY = IY + INCY
10 CONTINUE
DDOT = DTEMP
RETURN
IF (INCX.EQ.1 .AND. INCY.EQ.1) THEN
*
* code for both increments equal to 1
*
*
* clean-up loop
*
20 M = MOD(N,5)
IF (M.EQ.0) GO TO 40
DO 30 I = 1,M
DTEMP = DTEMP + DX(I)*DY(I)
30 CONTINUE
IF (N.LT.5) GO TO 60
40 MP1 = M + 1
DO 50 I = MP1,N,5
M = MOD(N,5)
IF (M.NE.0) THEN
DO I = 1,M
DTEMP = DTEMP + DX(I)*DY(I)
END DO
IF (N.LT.5) THEN
DDOT=DTEMP
RETURN
END IF
END IF
MP1 = M + 1
DO I = MP1,N,5
DTEMP = DTEMP + DX(I)*DY(I) + DX(I+1)*DY(I+1) +
+ DX(I+2)*DY(I+2) + DX(I+3)*DY(I+3) + DX(I+4)*DY(I+4)
50 CONTINUE
60 DDOT = DTEMP
$ DX(I+2)*DY(I+2) + DX(I+3)*DY(I+3) + DX(I+4)*DY(I+4)
END DO
ELSE
*
* code for unequal increments or equal increments
* not equal to 1
*
IX = 1
IY = 1
IF (INCX.LT.0) IX = (-N+1)*INCX + 1
IF (INCY.LT.0) IY = (-N+1)*INCY + 1
DO I = 1,N
DTEMP = DTEMP + DX(IX)*DY(IY)
IX = IX + INCX
IY = IY + INCY
END DO
END IF
DDOT = DTEMP
RETURN
END

179
lib/linalg/dgecon.f
View File

@ -1,12 +1,133 @@
*> \brief \b DGECON
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DGECON + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgecon.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgecon.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgecon.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DGECON( NORM, N, A, LDA, ANORM, RCOND, WORK, IWORK,
* INFO )
*
* .. Scalar Arguments ..
* CHARACTER NORM
* INTEGER INFO, LDA, N
* DOUBLE PRECISION ANORM, RCOND
* ..
* .. Array Arguments ..
* INTEGER IWORK( * )
* DOUBLE PRECISION A( LDA, * ), WORK( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DGECON estimates the reciprocal of the condition number of a general
*> real matrix A, in either the 1-norm or the infinity-norm, using
*> the LU factorization computed by DGETRF.
*>
*> An estimate is obtained for norm(inv(A)), and the reciprocal of the
*> condition number is computed as
*> RCOND = 1 / ( norm(A) * norm(inv(A)) ).
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] NORM
*> \verbatim
*> NORM is CHARACTER*1
*> Specifies whether the 1-norm condition number or the
*> infinity-norm condition number is required:
*> = '1' or 'O': 1-norm;
*> = 'I': Infinity-norm.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The order of the matrix A. N >= 0.
*> \endverbatim
*>
*> \param[in] A
*> \verbatim
*> A is DOUBLE PRECISION array, dimension (LDA,N)
*> The factors L and U from the factorization A = P*L*U
*> as computed by DGETRF.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> LDA is INTEGER
*> The leading dimension of the array A. LDA >= max(1,N).
*> \endverbatim
*>
*> \param[in] ANORM
*> \verbatim
*> ANORM is DOUBLE PRECISION
*> If NORM = '1' or 'O', the 1-norm of the original matrix A.
*> If NORM = 'I', the infinity-norm of the original matrix A.
*> \endverbatim
*>
*> \param[out] RCOND
*> \verbatim
*> RCOND is DOUBLE PRECISION
*> The reciprocal of the condition number of the matrix A,
*> computed as RCOND = 1/(norm(A) * norm(inv(A))).
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*> WORK is DOUBLE PRECISION array, dimension (4*N)
*> \endverbatim
*>
*> \param[out] IWORK
*> \verbatim
*> IWORK is INTEGER array, dimension (N)
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is INTEGER
*> = 0: successful exit
*> < 0: if INFO = -i, the i-th argument had an illegal value
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup doubleGEcomputational
*
* =====================================================================
SUBROUTINE DGECON( NORM, N, A, LDA, ANORM, RCOND, WORK, IWORK,
$ INFO )
*
* -- LAPACK routine (version 3.2) --
* -- LAPACK computational routine (version 3.4.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2006
*
* Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH.
* November 2011
*
* .. Scalar Arguments ..
CHARACTER NORM
@ -18,52 +139,6 @@
DOUBLE PRECISION A( LDA, * ), WORK( * )
* ..
*
* Purpose
* =======
*
* DGECON estimates the reciprocal of the condition number of a general
* real matrix A, in either the 1-norm or the infinity-norm, using
* the LU factorization computed by DGETRF.
*
* An estimate is obtained for norm(inv(A)), and the reciprocal of the
* condition number is computed as
* RCOND = 1 / ( norm(A) * norm(inv(A)) ).
*
* Arguments
* =========
*
* NORM (input) CHARACTER*1
* Specifies whether the 1-norm condition number or the
* infinity-norm condition number is required:
* = '1' or 'O': 1-norm;
* = 'I': Infinity-norm.
*
* N (input) INTEGER
* The order of the matrix A. N >= 0.
*
* A (input) DOUBLE PRECISION array, dimension (LDA,N)
* The factors L and U from the factorization A = P*L*U
* as computed by DGETRF.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,N).
*
* ANORM (input) DOUBLE PRECISION
* If NORM = '1' or 'O', the 1-norm of the original matrix A.
* If NORM = 'I', the infinity-norm of the original matrix A.
*
* RCOND (output) DOUBLE PRECISION
* The reciprocal of the condition number of the matrix A,
* computed as RCOND = 1/(norm(A) * norm(inv(A))).
*
* WORK (workspace) DOUBLE PRECISION array, dimension (4*N)
*
* IWORK (workspace) INTEGER array, dimension (N)
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
*
* =====================================================================
*
* .. Parameters ..
@ -149,12 +224,12 @@
$ A, LDA, WORK, SU, WORK( 3*N+1 ), INFO )
ELSE
*
* Multiply by inv(U').
* Multiply by inv(U**T).
*
CALL DLATRS( 'Upper', 'Transpose', 'Non-unit', NORMIN, N, A,
$ LDA, WORK, SU, WORK( 3*N+1 ), INFO )
*
* Multiply by inv(L').
* Multiply by inv(L**T).
*
CALL DLATRS( 'Lower', 'Transpose', 'Unit', NORMIN, N, A,
$ LDA, WORK, SL, WORK( 2*N+1 ), INFO )

320
lib/linalg/dgemm.f
View File

@ -1,4 +1,197 @@
*> \brief \b DGEMM
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition:
* ===========
*
* SUBROUTINE DGEMM(TRANSA,TRANSB,M,N,K,ALPHA,A,LDA,B,LDB,BETA,C,LDC)
*
* .. Scalar Arguments ..
* DOUBLE PRECISION ALPHA,BETA
* INTEGER K,LDA,LDB,LDC,M,N
* CHARACTER TRANSA,TRANSB
* ..
* .. Array Arguments ..
* DOUBLE PRECISION A(LDA,*),B(LDB,*),C(LDC,*)
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DGEMM performs one of the matrix-matrix operations
*>
*> C := alpha*op( A )*op( B ) + beta*C,
*>
*> where op( X ) is one of
*>
*> op( X ) = X or op( X ) = X**T,
*>
*> alpha and beta are scalars, and A, B and C are matrices, with op( A )
*> an m by k matrix, op( B ) a k by n matrix and C an m by n matrix.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] TRANSA
*> \verbatim
*> TRANSA is CHARACTER*1
*> On entry, TRANSA specifies the form of op( A ) to be used in
*> the matrix multiplication as follows:
*>
*> TRANSA = 'N' or 'n', op( A ) = A.
*>
*> TRANSA = 'T' or 't', op( A ) = A**T.
*>
*> TRANSA = 'C' or 'c', op( A ) = A**T.
*> \endverbatim
*>
*> \param[in] TRANSB
*> \verbatim
*> TRANSB is CHARACTER*1
*> On entry, TRANSB specifies the form of op( B ) to be used in
*> the matrix multiplication as follows:
*>
*> TRANSB = 'N' or 'n', op( B ) = B.
*>
*> TRANSB = 'T' or 't', op( B ) = B**T.
*>
*> TRANSB = 'C' or 'c', op( B ) = B**T.
*> \endverbatim
*>
*> \param[in] M
*> \verbatim
*> M is INTEGER
*> On entry, M specifies the number of rows of the matrix
*> op( A ) and of the matrix C. M must be at least zero.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> On entry, N specifies the number of columns of the matrix
*> op( B ) and the number of columns of the matrix C. N must be
*> at least zero.
*> \endverbatim
*>
*> \param[in] K
*> \verbatim
*> K is INTEGER
*> On entry, K specifies the number of columns of the matrix
*> op( A ) and the number of rows of the matrix op( B ). K must
*> be at least zero.
*> \endverbatim
*>
*> \param[in] ALPHA
*> \verbatim
*> ALPHA is DOUBLE PRECISION.
*> On entry, ALPHA specifies the scalar alpha.
*> \endverbatim
*>
*> \param[in] A
*> \verbatim
*> A is DOUBLE PRECISION array of DIMENSION ( LDA, ka ), where ka is
*> k when TRANSA = 'N' or 'n', and is m otherwise.
*> Before entry with TRANSA = 'N' or 'n', the leading m by k
*> part of the array A must contain the matrix A, otherwise
*> the leading k by m part of the array A must contain the
*> matrix A.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> LDA is INTEGER
*> On entry, LDA specifies the first dimension of A as declared
*> in the calling (sub) program. When TRANSA = 'N' or 'n' then
*> LDA must be at least max( 1, m ), otherwise LDA must be at
*> least max( 1, k ).
*> \endverbatim
*>
*> \param[in] B
*> \verbatim
*> B is DOUBLE PRECISION array of DIMENSION ( LDB, kb ), where kb is
*> n when TRANSB = 'N' or 'n', and is k otherwise.
*> Before entry with TRANSB = 'N' or 'n', the leading k by n
*> part of the array B must contain the matrix B, otherwise
*> the leading n by k part of the array B must contain the
*> matrix B.
*> \endverbatim
*>
*> \param[in] LDB
*> \verbatim
*> LDB is INTEGER
*> On entry, LDB specifies the first dimension of B as declared
*> in the calling (sub) program. When TRANSB = 'N' or 'n' then
*> LDB must be at least max( 1, k ), otherwise LDB must be at
*> least max( 1, n ).
*> \endverbatim
*>
*> \param[in] BETA
*> \verbatim
*> BETA is DOUBLE PRECISION.
*> On entry, BETA specifies the scalar beta. When BETA is
*> supplied as zero then C need not be set on input.
*> \endverbatim
*>
*> \param[in,out] C
*> \verbatim
*> C is DOUBLE PRECISION array of DIMENSION ( LDC, n ).
*> Before entry, the leading m by n part of the array C must
*> contain the matrix C, except when beta is zero, in which
*> case C need not be set on entry.
*> On exit, the array C is overwritten by the m by n matrix
*> ( alpha*op( A )*op( B ) + beta*C ).
*> \endverbatim
*>
*> \param[in] LDC
*> \verbatim
*> LDC is INTEGER
*> On entry, LDC specifies the first dimension of C as declared
*> in the calling (sub) program. LDC must be at least
*> max( 1, m ).
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup double_blas_level3
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> Level 3 Blas routine.
*>
*> -- Written on 8-February-1989.
*> Jack Dongarra, Argonne National Laboratory.
*> Iain Duff, AERE Harwell.
*> Jeremy Du Croz, Numerical Algorithms Group Ltd.
*> Sven Hammarling, Numerical Algorithms Group Ltd.
*> \endverbatim
*>
* =====================================================================
SUBROUTINE DGEMM(TRANSA,TRANSB,M,N,K,ALPHA,A,LDA,B,LDB,BETA,C,LDC)
*
* -- Reference BLAS level3 routine (version 3.4.0) --
* -- Reference BLAS is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Scalar Arguments ..
DOUBLE PRECISION ALPHA,BETA
INTEGER K,LDA,LDB,LDC,M,N
@ -8,127 +201,6 @@
DOUBLE PRECISION A(LDA,*),B(LDB,*),C(LDC,*)
* ..
*
* Purpose
* =======
*
* DGEMM performs one of the matrix-matrix operations
*
* C := alpha*op( A )*op( B ) + beta*C,
*
* where op( X ) is one of
*
* op( X ) = X or op( X ) = X',
*
* alpha and beta are scalars, and A, B and C are matrices, with op( A )
* an m by k matrix, op( B ) a k by n matrix and C an m by n matrix.
*
* Arguments
* ==========
*
* TRANSA - CHARACTER*1.
* On entry, TRANSA specifies the form of op( A ) to be used in
* the matrix multiplication as follows:
*
* TRANSA = 'N' or 'n', op( A ) = A.
*
* TRANSA = 'T' or 't', op( A ) = A'.
*
* TRANSA = 'C' or 'c', op( A ) = A'.
*
* Unchanged on exit.
*
* TRANSB - CHARACTER*1.
* On entry, TRANSB specifies the form of op( B ) to be used in
* the matrix multiplication as follows:
*
* TRANSB = 'N' or 'n', op( B ) = B.
*
* TRANSB = 'T' or 't', op( B ) = B'.
*
* TRANSB = 'C' or 'c', op( B ) = B'.
*
* Unchanged on exit.
*
* M - INTEGER.
* On entry, M specifies the number of rows of the matrix
* op( A ) and of the matrix C. M must be at least zero.
* Unchanged on exit.
*
* N - INTEGER.
* On entry, N specifies the number of columns of the matrix
* op( B ) and the number of columns of the matrix C. N must be
* at least zero.
* Unchanged on exit.
*
* K - INTEGER.
* On entry, K specifies the number of columns of the matrix
* op( A ) and the number of rows of the matrix op( B ). K must
* be at least zero.
* Unchanged on exit.
*
* ALPHA - DOUBLE PRECISION.
* On entry, ALPHA specifies the scalar alpha.
* Unchanged on exit.
*
* A - DOUBLE PRECISION array of DIMENSION ( LDA, ka ), where ka is
* k when TRANSA = 'N' or 'n', and is m otherwise.
* Before entry with TRANSA = 'N' or 'n', the leading m by k
* part of the array A must contain the matrix A, otherwise
* the leading k by m part of the array A must contain the
* matrix A.
* Unchanged on exit.
*
* LDA - INTEGER.
* On entry, LDA specifies the first dimension of A as declared
* in the calling (sub) program. When TRANSA = 'N' or 'n' then
* LDA must be at least max( 1, m ), otherwise LDA must be at
* least max( 1, k ).
* Unchanged on exit.
*
* B - DOUBLE PRECISION array of DIMENSION ( LDB, kb ), where kb is
* n when TRANSB = 'N' or 'n', and is k otherwise.
* Before entry with TRANSB = 'N' or 'n', the leading k by n
* part of the array B must contain the matrix B, otherwise
* the leading n by k part of the array B must contain the
* matrix B.
* Unchanged on exit.
*
* LDB - INTEGER.
* On entry, LDB specifies the first dimension of B as declared
* in the calling (sub) program. When TRANSB = 'N' or 'n' then
* LDB must be at least max( 1, k ), otherwise LDB must be at
* least max( 1, n ).
* Unchanged on exit.
*
* BETA - DOUBLE PRECISION.
* On entry, BETA specifies the scalar beta. When BETA is
* supplied as zero then C need not be set on input.
* Unchanged on exit.
*
* C - DOUBLE PRECISION array of DIMENSION ( LDC, n ).
* Before entry, the leading m by n part of the array C must
* contain the matrix C, except when beta is zero, in which
* case C need not be set on entry.
* On exit, the array C is overwritten by the m by n matrix
* ( alpha*op( A )*op( B ) + beta*C ).
*
* LDC - INTEGER.
* On entry, LDC specifies the first dimension of C as declared
* in the calling (sub) program. LDC must be at least
* max( 1, m ).
* Unchanged on exit.
*
* Further Details
* ===============
*
* Level 3 Blas routine.
*
* -- Written on 8-February-1989.
* Jack Dongarra, Argonne National Laboratory.
* Iain Duff, AERE Harwell.
* Jeremy Du Croz, Numerical Algorithms Group Ltd.
* Sven Hammarling, Numerical Algorithms Group Ltd.
*
* =====================================================================
*
* .. External Functions ..
@ -249,7 +321,7 @@
90 CONTINUE
ELSE
*
* Form C := alpha*A'*B + beta*C
* Form C := alpha*A**T*B + beta*C
*
DO 120 J = 1,N
DO 110 I = 1,M
@ -268,7 +340,7 @@
ELSE
IF (NOTA) THEN
*
* Form C := alpha*A*B' + beta*C
* Form C := alpha*A*B**T + beta*C
*
DO 170 J = 1,N
IF (BETA.EQ.ZERO) THEN
@ -291,7 +363,7 @@
170 CONTINUE
ELSE
*
* Form C := alpha*A'*B' + beta*C
* Form C := alpha*A**T*B**T + beta*C
*
DO 200 J = 1,N
DO 190 I = 1,M

256
lib/linalg/dgemv.f
View File

@ -1,4 +1,166 @@
*> \brief \b DGEMV
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition:
* ===========
*
* SUBROUTINE DGEMV(TRANS,M,N,ALPHA,A,LDA,X,INCX,BETA,Y,INCY)
*
* .. Scalar Arguments ..
* DOUBLE PRECISION ALPHA,BETA
* INTEGER INCX,INCY,LDA,M,N
* CHARACTER TRANS
* ..
* .. Array Arguments ..
* DOUBLE PRECISION A(LDA,*),X(*),Y(*)
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DGEMV performs one of the matrix-vector operations
*>
*> y := alpha*A*x + beta*y, or y := alpha*A**T*x + beta*y,
*>
*> where alpha and beta are scalars, x and y are vectors and A is an
*> m by n matrix.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] TRANS
*> \verbatim
*> TRANS is CHARACTER*1
*> On entry, TRANS specifies the operation to be performed as
*> follows:
*>
*> TRANS = 'N' or 'n' y := alpha*A*x + beta*y.
*>
*> TRANS = 'T' or 't' y := alpha*A**T*x + beta*y.
*>
*> TRANS = 'C' or 'c' y := alpha*A**T*x + beta*y.
*> \endverbatim
*>
*> \param[in] M
*> \verbatim
*> M is INTEGER
*> On entry, M specifies the number of rows of the matrix A.
*> M must be at least zero.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> On entry, N specifies the number of columns of the matrix A.
*> N must be at least zero.
*> \endverbatim
*>
*> \param[in] ALPHA
*> \verbatim
*> ALPHA is DOUBLE PRECISION.
*> On entry, ALPHA specifies the scalar alpha.
*> \endverbatim
*>
*> \param[in] A
*> \verbatim
*> 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.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> 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, m ).
*> \endverbatim
*>
*> \param[in] X
*> \verbatim
*> X is DOUBLE PRECISION array of DIMENSION at least
*> ( 1 + ( n - 1 )*abs( INCX ) ) when TRANS = 'N' or 'n'
*> and at least
*> ( 1 + ( m - 1 )*abs( INCX ) ) otherwise.
*> Before entry, the incremented array X must contain the
*> vector x.
*> \endverbatim
*>
*> \param[in] INCX
*> \verbatim
*> INCX is INTEGER
*> On entry, INCX specifies the increment for the elements of
*> X. INCX must not be zero.
*> \endverbatim
*>
*> \param[in] BETA
*> \verbatim
*> 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.
*> \endverbatim
*>
*> \param[in,out] Y
*> \verbatim
*> Y is DOUBLE PRECISION array of DIMENSION at least
*> ( 1 + ( m - 1 )*abs( INCY ) ) when TRANS = 'N' or 'n'
*> and at least
*> ( 1 + ( n - 1 )*abs( INCY ) ) otherwise.
*> 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.
*> \endverbatim
*>
*> \param[in] INCY
*> \verbatim
*> INCY is INTEGER
*> On entry, INCY specifies the increment for the elements of
*> Y. INCY must not be zero.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup double_blas_level2
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> Level 2 Blas routine.
*> The vector and matrix arguments are not referenced when N = 0, or M = 0
*>
*> -- 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.
*> \endverbatim
*>
* =====================================================================
SUBROUTINE DGEMV(TRANS,M,N,ALPHA,A,LDA,X,INCX,BETA,Y,INCY)
*
* -- Reference BLAS level2 routine (version 3.4.0) --
* -- Reference BLAS is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Scalar Arguments ..
DOUBLE PRECISION ALPHA,BETA
INTEGER INCX,INCY,LDA,M,N
@ -8,98 +170,6 @@
DOUBLE PRECISION A(LDA,*),X(*),Y(*)
* ..
*
* Purpose
* =======
*
* DGEMV performs one of the matrix-vector operations
*
* y := alpha*A*x + beta*y, or y := alpha*A'*x + beta*y,
*
* where alpha and beta are scalars, x and y are vectors and A is an
* m by n matrix.
*
* Arguments
* ==========
*
* TRANS - CHARACTER*1.
* On entry, TRANS specifies the operation to be performed as
* follows:
*
* TRANS = 'N' or 'n' y := alpha*A*x + beta*y.
*
* TRANS = 'T' or 't' y := alpha*A'*x + beta*y.
*
* TRANS = 'C' or 'c' y := alpha*A'*x + beta*y.
*
* Unchanged on exit.
*
* M - INTEGER.
* On entry, M specifies the number of rows of the matrix A.
* M must be at least zero.
* Unchanged on exit.
*
* N - INTEGER.
* On entry, N specifies the number of columns of the matrix A.
* N must be at least zero.
* Unchanged on exit.
*
* ALPHA - DOUBLE PRECISION.
* On entry, ALPHA specifies the scalar alpha.
* Unchanged on exit.
*
* A - 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.
*
* LDA - INTEGER.
* On entry, LDA specifies the first dimension of A as declared
* in the calling (sub) program. LDA must be at least
* max( 1, m ).
* Unchanged on exit.
*
* X - DOUBLE PRECISION array of DIMENSION at least
* ( 1 + ( n - 1 )*abs( INCX ) ) when TRANS = 'N' or 'n'
* and at least
* ( 1 + ( m - 1 )*abs( INCX ) ) otherwise.
* Before entry, the incremented array X must contain the
* vector x.
* Unchanged on exit.
*
* INCX - INTEGER.
* On entry, INCX specifies the increment for the elements of
* X. INCX must not be zero.
* Unchanged on exit.
*
* BETA - 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.
*
* Y - DOUBLE PRECISION array of DIMENSION at least
* ( 1 + ( m - 1 )*abs( INCY ) ) when TRANS = 'N' or 'n'
* and at least
* ( 1 + ( n - 1 )*abs( INCY ) ) otherwise.
* 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.
*
* INCY - INTEGER.
* On entry, INCY specifies the increment for the elements of
* Y. INCY must not be zero.
* Unchanged on exit.
*
* 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.
*
* =====================================================================
*
* .. Parameters ..
@ -231,7 +301,7 @@
END IF
ELSE
*
* Form y := alpha*A'*x + y.
* Form y := alpha*A**T*x + y.
*
JY = KY
IF (INCX.EQ.1) THEN

207
lib/linalg/dger.f
View File

@ -1,4 +1,140 @@
*> \brief \b DGER
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition:
* ===========
*
* SUBROUTINE DGER(M,N,ALPHA,X,INCX,Y,INCY,A,LDA)
*
* .. Scalar Arguments ..
* DOUBLE PRECISION ALPHA
* INTEGER INCX,INCY,LDA,M,N
* ..
* .. Array Arguments ..
* DOUBLE PRECISION A(LDA,*),X(*),Y(*)
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DGER performs the rank 1 operation
*>
*> A := alpha*x*y**T + A,
*>
*> where alpha is a scalar, x is an m element vector, y is an n element
*> vector and A is an m by n matrix.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] M
*> \verbatim
*> M is INTEGER
*> On entry, M specifies the number of rows of the matrix A.
*> M must be at least zero.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> On entry, N specifies the number of columns of the matrix A.
*> N must be at least zero.
*> \endverbatim
*>
*> \param[in] ALPHA
*> \verbatim
*> ALPHA is DOUBLE PRECISION.
*> On entry, ALPHA specifies the scalar alpha.
*> \endverbatim
*>
*> \param[in] X
*> \verbatim
*> X is DOUBLE PRECISION array of dimension at least
*> ( 1 + ( m - 1 )*abs( INCX ) ).
*> Before entry, the incremented array X must contain the m
*> element vector x.
*> \endverbatim
*>
*> \param[in] INCX
*> \verbatim
*> INCX is INTEGER
*> On entry, INCX specifies the increment for the elements of
*> X. INCX must not be zero.
*> \endverbatim
*>
*> \param[in] Y
*> \verbatim
*> Y is DOUBLE PRECISION array of dimension at least
*> ( 1 + ( n - 1 )*abs( INCY ) ).
*> Before entry, the incremented array Y must contain the n
*> element vector y.
*> \endverbatim
*>
*> \param[in] INCY
*> \verbatim
*> INCY is INTEGER
*> On entry, INCY specifies the increment for the elements of
*> Y. INCY must not be zero.
*> \endverbatim
*>
*> \param[in,out] A
*> \verbatim
*> 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. On exit, A is
*> overwritten by the updated matrix.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> 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, m ).
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup double_blas_level2
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> 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.
*> \endverbatim
*>
* =====================================================================
SUBROUTINE DGER(M,N,ALPHA,X,INCX,Y,INCY,A,LDA)
*
* -- Reference BLAS level2 routine (version 3.4.0) --
* -- Reference BLAS is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Scalar Arguments ..
DOUBLE PRECISION ALPHA
INTEGER INCX,INCY,LDA,M,N
@ -7,77 +143,6 @@
DOUBLE PRECISION A(LDA,*),X(*),Y(*)
* ..
*
* Purpose
* =======
*
* DGER performs the rank 1 operation
*
* A := alpha*x*y' + A,
*
* where alpha is a scalar, x is an m element vector, y is an n element
* vector and A is an m by n matrix.
*
* Arguments
* ==========
*
* M - INTEGER.
* On entry, M specifies the number of rows of the matrix A.
* M must be at least zero.
* Unchanged on exit.
*
* N - INTEGER.
* On entry, N specifies the number of columns of the matrix A.
* N must be at least zero.
* Unchanged on exit.
*
* ALPHA - DOUBLE PRECISION.
* On entry, ALPHA specifies the scalar alpha.
* Unchanged on exit.
*
* X - DOUBLE PRECISION array of dimension at least
* ( 1 + ( m - 1 )*abs( INCX ) ).
* Before entry, the incremented array X must contain the m
* element vector x.
* Unchanged on exit.
*
* INCX - INTEGER.
* On entry, INCX specifies the increment for the elements of
* X. INCX must not be zero.
* Unchanged on exit.
*
* Y - DOUBLE PRECISION array of dimension at least
* ( 1 + ( n - 1 )*abs( INCY ) ).
* Before entry, the incremented array Y must contain the n
* element vector y.
* Unchanged on exit.
*
* INCY - INTEGER.
* On entry, INCY specifies the increment for the elements of
* Y. INCY must not be zero.
* Unchanged on exit.
*
* A - 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. On exit, A is
* overwritten by the updated matrix.
*
* LDA - INTEGER.
* On entry, LDA specifies the first dimension of A as declared
* in the calling (sub) program. LDA must be at least
* max( 1, m ).
* Unchanged on exit.
*
* 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.
*
* =====================================================================
*
* .. Parameters ..

155
lib/linalg/dgetf2.f
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@ -1,9 +1,117 @@
*> \brief \b DGETF2 computes the LU factorization of a general m-by-n matrix using partial pivoting with row interchanges (unblocked algorithm).
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DGETF2 + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgetf2.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgetf2.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgetf2.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DGETF2( M, N, A, LDA, IPIV, INFO )
*
* .. Scalar Arguments ..
* INTEGER INFO, LDA, M, N
* ..
* .. Array Arguments ..
* INTEGER IPIV( * )
* DOUBLE PRECISION A( LDA, * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DGETF2 computes an LU factorization of a general m-by-n matrix A
*> using partial pivoting with row interchanges.
*>
*> The factorization has the form
*> A = P * L * U
*> where P is a permutation matrix, L is lower triangular with unit
*> diagonal elements (lower trapezoidal if m > n), and U is upper
*> triangular (upper trapezoidal if m < n).
*>
*> This is the right-looking Level 2 BLAS version of the algorithm.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] M
*> \verbatim
*> M is INTEGER
*> The number of rows of the matrix A. M >= 0.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The number of columns of the matrix A. N >= 0.
*> \endverbatim
*>
*> \param[in,out] A
*> \verbatim
*> A is DOUBLE PRECISION array, dimension (LDA,N)
*> On entry, the m by n matrix to be factored.
*> On exit, the factors L and U from the factorization
*> A = P*L*U; the unit diagonal elements of L are not stored.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> LDA is INTEGER
*> The leading dimension of the array A. LDA >= max(1,M).
*> \endverbatim
*>
*> \param[out] IPIV
*> \verbatim
*> IPIV is INTEGER array, dimension (min(M,N))
*> The pivot indices; for 1 <= i <= min(M,N), row i of the
*> matrix was interchanged with row IPIV(i).
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is INTEGER
*> = 0: successful exit
*> < 0: if INFO = -k, the k-th argument had an illegal value
*> > 0: if INFO = k, U(k,k) is exactly zero. The factorization
*> has been completed, but the factor U is exactly
*> singular, and division by zero will occur if it is used
*> to solve a system of equations.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date September 2012
*
*> \ingroup doubleGEcomputational
*
* =====================================================================
SUBROUTINE DGETF2( M, N, A, LDA, IPIV, INFO )
*
* -- LAPACK routine (version 3.2) --
* -- LAPACK computational routine (version 3.4.2) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2006
* September 2012
*
* .. Scalar Arguments ..
INTEGER INFO, LDA, M, N
@ -13,49 +121,6 @@
DOUBLE PRECISION A( LDA, * )
* ..
*
* Purpose
* =======
*
* DGETF2 computes an LU factorization of a general m-by-n matrix A
* using partial pivoting with row interchanges.
*
* The factorization has the form
* A = P * L * U
* where P is a permutation matrix, L is lower triangular with unit
* diagonal elements (lower trapezoidal if m > n), and U is upper
* triangular (upper trapezoidal if m < n).
*
* This is the right-looking Level 2 BLAS version of the algorithm.
*
* Arguments
* =========
*
* M (input) INTEGER
* The number of rows of the matrix A. M >= 0.
*
* N (input) INTEGER
* The number of columns of the matrix A. N >= 0.
*
* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
* On entry, the m by n matrix to be factored.
* On exit, the factors L and U from the factorization
* A = P*L*U; the unit diagonal elements of L are not stored.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* IPIV (output) INTEGER array, dimension (min(M,N))
* The pivot indices; for 1 <= i <= min(M,N), row i of the
* matrix was interchanged with row IPIV(i).
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -k, the k-th argument had an illegal value
* > 0: if INFO = k, U(k,k) is exactly zero. The factorization
* has been completed, but the factor U is exactly
* singular, and division by zero will occur if it is used
* to solve a system of equations.
*
* =====================================================================
*
* .. Parameters ..

155
lib/linalg/dgetrf.f
View File

@ -1,9 +1,117 @@
*> \brief \b DGETRF
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DGETRF + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgetrf.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgetrf.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgetrf.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DGETRF( M, N, A, LDA, IPIV, INFO )
*
* .. Scalar Arguments ..
* INTEGER INFO, LDA, M, N
* ..
* .. Array Arguments ..
* INTEGER IPIV( * )
* DOUBLE PRECISION A( LDA, * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DGETRF computes an LU factorization of a general M-by-N matrix A
*> using partial pivoting with row interchanges.
*>
*> The factorization has the form
*> A = P * L * U
*> where P is a permutation matrix, L is lower triangular with unit
*> diagonal elements (lower trapezoidal if m > n), and U is upper
*> triangular (upper trapezoidal if m < n).
*>
*> This is the right-looking Level 3 BLAS version of the algorithm.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] M
*> \verbatim
*> M is INTEGER
*> The number of rows of the matrix A. M >= 0.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The number of columns of the matrix A. N >= 0.
*> \endverbatim
*>
*> \param[in,out] A
*> \verbatim
*> A is DOUBLE PRECISION array, dimension (LDA,N)
*> On entry, the M-by-N matrix to be factored.
*> On exit, the factors L and U from the factorization
*> A = P*L*U; the unit diagonal elements of L are not stored.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> LDA is INTEGER
*> The leading dimension of the array A. LDA >= max(1,M).
*> \endverbatim
*>
*> \param[out] IPIV
*> \verbatim
*> IPIV is INTEGER array, dimension (min(M,N))
*> The pivot indices; for 1 <= i <= min(M,N), row i of the
*> matrix was interchanged with row IPIV(i).
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is INTEGER
*> = 0: successful exit
*> < 0: if INFO = -i, the i-th argument had an illegal value
*> > 0: if INFO = i, U(i,i) is exactly zero. The factorization
*> has been completed, but the factor U is exactly
*> singular, and division by zero will occur if it is used
*> to solve a system of equations.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup doubleGEcomputational
*
* =====================================================================
SUBROUTINE DGETRF( M, N, A, LDA, IPIV, INFO )
*
* -- LAPACK routine (version 3.2) --
* -- LAPACK computational routine (version 3.4.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2006
* November 2011
*
* .. Scalar Arguments ..
INTEGER INFO, LDA, M, N
@ -13,49 +121,6 @@
DOUBLE PRECISION A( LDA, * )
* ..
*
* Purpose
* =======
*
* DGETRF computes an LU factorization of a general M-by-N matrix A
* using partial pivoting with row interchanges.
*
* The factorization has the form
* A = P * L * U
* where P is a permutation matrix, L is lower triangular with unit
* diagonal elements (lower trapezoidal if m > n), and U is upper
* triangular (upper trapezoidal if m < n).
*
* This is the right-looking Level 3 BLAS version of the algorithm.
*
* Arguments
* =========
*
* M (input) INTEGER
* The number of rows of the matrix A. M >= 0.
*
* N (input) INTEGER
* The number of columns of the matrix A. N >= 0.
*
* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
* On entry, the M-by-N matrix to be factored.
* On exit, the factors L and U from the factorization
* A = P*L*U; the unit diagonal elements of L are not stored.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* IPIV (output) INTEGER array, dimension (min(M,N))
* The pivot indices; for 1 <= i <= min(M,N), row i of the
* matrix was interchanged with row IPIV(i).
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
* > 0: if INFO = i, U(i,i) is exactly zero. The factorization
* has been completed, but the factor U is exactly
* singular, and division by zero will occur if it is used
* to solve a system of equations.
*
* =====================================================================
*
* .. Parameters ..

164
lib/linalg/dgetri.f
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@ -1,9 +1,123 @@
*> \brief \b DGETRI
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DGETRI + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgetri.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgetri.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgetri.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DGETRI( N, A, LDA, IPIV, WORK, LWORK, INFO )
*
* .. Scalar Arguments ..
* INTEGER INFO, LDA, LWORK, N
* ..
* .. Array Arguments ..
* INTEGER IPIV( * )
* DOUBLE PRECISION A( LDA, * ), WORK( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DGETRI computes the inverse of a matrix using the LU factorization
*> computed by DGETRF.
*>
*> This method inverts U and then computes inv(A) by solving the system
*> inv(A)*L = inv(U) for inv(A).
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The order of the matrix A. N >= 0.
*> \endverbatim
*>
*> \param[in,out] A
*> \verbatim
*> A is DOUBLE PRECISION array, dimension (LDA,N)
*> On entry, the factors L and U from the factorization
*> A = P*L*U as computed by DGETRF.
*> On exit, if INFO = 0, the inverse of the original matrix A.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> LDA is INTEGER
*> The leading dimension of the array A. LDA >= max(1,N).
*> \endverbatim
*>
*> \param[in] IPIV
*> \verbatim
*> IPIV is INTEGER array, dimension (N)
*> The pivot indices from DGETRF; for 1<=i<=N, row i of the
*> matrix was interchanged with row IPIV(i).
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
*> On exit, if INFO=0, then WORK(1) returns the optimal LWORK.
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*> LWORK is INTEGER
*> The dimension of the array WORK. LWORK >= max(1,N).
*> For optimal performance LWORK >= N*NB, where NB is
*> the optimal blocksize 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.
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is INTEGER
*> = 0: successful exit
*> < 0: if INFO = -i, the i-th argument had an illegal value
*> > 0: if INFO = i, U(i,i) is exactly zero; the matrix is
*> singular and its inverse could not be computed.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup doubleGEcomputational
*
* =====================================================================
SUBROUTINE DGETRI( N, A, LDA, IPIV, WORK, LWORK, INFO )
*
* -- LAPACK routine (version 3.2) --
* -- LAPACK computational routine (version 3.4.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2006
* November 2011
*
* .. Scalar Arguments ..
INTEGER INFO, LDA, LWORK, N
@ -13,52 +127,6 @@
DOUBLE PRECISION A( LDA, * ), WORK( * )
* ..
*
* Purpose
* =======
*
* DGETRI computes the inverse of a matrix using the LU factorization
* computed by DGETRF.
*
* This method inverts U and then computes inv(A) by solving the system
* inv(A)*L = inv(U) for inv(A).
*
* Arguments
* =========
*
* N (input) INTEGER
* The order of the matrix A. N >= 0.
*
* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
* On entry, the factors L and U from the factorization
* A = P*L*U as computed by DGETRF.
* On exit, if INFO = 0, the inverse of the original matrix A.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,N).
*
* IPIV (input) INTEGER array, dimension (N)
* The pivot indices from DGETRF; for 1<=i<=N, row i of the
* matrix was interchanged with row IPIV(i).
*
* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
* On exit, if INFO=0, then WORK(1) returns the optimal LWORK.
*
* LWORK (input) INTEGER
* The dimension of the array WORK. LWORK >= max(1,N).
* For optimal performance LWORK >= N*NB, where NB is
* the optimal blocksize 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.
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
* > 0: if INFO = i, U(i,i) is exactly zero; the matrix is
* singular and its inverse could not be computed.
*
* =====================================================================
*
* .. Parameters ..

103
lib/linalg/dlabad.f
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@ -1,39 +1,88 @@
*> \brief \b DLABAD
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DLABAD + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlabad.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlabad.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlabad.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DLABAD( SMALL, LARGE )
*
* .. Scalar Arguments ..
* DOUBLE PRECISION LARGE, SMALL
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DLABAD takes as input the values computed by DLAMCH for underflow and
*> overflow, and returns the square root of each of these values if the
*> log of LARGE is sufficiently large. This subroutine is intended to
*> identify machines with a large exponent range, such as the Crays, and
*> redefine the underflow and overflow limits to be the square roots of
*> the values computed by DLAMCH. This subroutine is needed because
*> DLAMCH does not compensate for poor arithmetic in the upper half of
*> the exponent range, as is found on a Cray.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in,out] SMALL
*> \verbatim
*> SMALL is DOUBLE PRECISION
*> On entry, the underflow threshold as computed by DLAMCH.
*> On exit, if LOG10(LARGE) is sufficiently large, the square
*> root of SMALL, otherwise unchanged.
*> \endverbatim
*>
*> \param[in,out] LARGE
*> \verbatim
*> LARGE is DOUBLE PRECISION
*> On entry, the overflow threshold as computed by DLAMCH.
*> On exit, if LOG10(LARGE) is sufficiently large, the square
*> root of LARGE, otherwise unchanged.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup auxOTHERauxiliary
*
* =====================================================================
SUBROUTINE DLABAD( SMALL, LARGE )
*
* -- LAPACK auxiliary routine (version 3.2) --
* -- LAPACK auxiliary routine (version 3.4.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2006
* November 2011
*
* .. Scalar Arguments ..
DOUBLE PRECISION LARGE, SMALL
* ..
*
* Purpose
* =======
*
* DLABAD takes as input the values computed by DLAMCH for underflow and
* overflow, and returns the square root of each of these values if the
* log of LARGE is sufficiently large. This subroutine is intended to
* identify machines with a large exponent range, such as the Crays, and
* redefine the underflow and overflow limits to be the square roots of
* the values computed by DLAMCH. This subroutine is needed because
* DLAMCH does not compensate for poor arithmetic in the upper half of
* the exponent range, as is found on a Cray.
*
* Arguments
* =========
*
* SMALL (input/output) DOUBLE PRECISION
* On entry, the underflow threshold as computed by DLAMCH.
* On exit, if LOG10(LARGE) is sufficiently large, the square
* root of SMALL, otherwise unchanged.
*
* LARGE (input/output) DOUBLE PRECISION
* On entry, the overflow threshold as computed by DLAMCH.
* On exit, if LOG10(LARGE) is sufficiently large, the square
* root of LARGE, otherwise unchanged.
*
* =====================================================================
*
* .. Intrinsic Functions ..

197
lib/linalg/dlacn2.f
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@ -1,9 +1,145 @@
*> \brief \b DLACN2 estimates the 1-norm of a square matrix, using reverse communication for evaluating matrix-vector products.
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DLACN2 + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlacn2.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlacn2.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlacn2.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DLACN2( N, V, X, ISGN, EST, KASE, ISAVE )
*
* .. Scalar Arguments ..
* INTEGER KASE, N
* DOUBLE PRECISION EST
* ..
* .. Array Arguments ..
* INTEGER ISGN( * ), ISAVE( 3 )
* DOUBLE PRECISION V( * ), X( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DLACN2 estimates the 1-norm of a square, real matrix A.
*> Reverse communication is used for evaluating matrix-vector products.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The order of the matrix. N >= 1.
*> \endverbatim
*>
*> \param[out] V
*> \verbatim
*> V is DOUBLE PRECISION array, dimension (N)
*> On the final return, V = A*W, where EST = norm(V)/norm(W)
*> (W is not returned).
*> \endverbatim
*>
*> \param[in,out] X
*> \verbatim
*> X is DOUBLE PRECISION array, dimension (N)
*> On an intermediate return, X should be overwritten by
*> A * X, if KASE=1,
*> A**T * X, if KASE=2,
*> and DLACN2 must be re-called with all the other parameters
*> unchanged.
*> \endverbatim
*>
*> \param[out] ISGN
*> \verbatim
*> ISGN is INTEGER array, dimension (N)
*> \endverbatim
*>
*> \param[in,out] EST
*> \verbatim
*> EST is DOUBLE PRECISION
*> On entry with KASE = 1 or 2 and ISAVE(1) = 3, EST should be
*> unchanged from the previous call to DLACN2.
*> On exit, EST is an estimate (a lower bound) for norm(A).
*> \endverbatim
*>
*> \param[in,out] KASE
*> \verbatim
*> KASE is INTEGER
*> On the initial call to DLACN2, KASE should be 0.
*> On an intermediate return, KASE will be 1 or 2, indicating
*> whether X should be overwritten by A * X or A**T * X.
*> On the final return from DLACN2, KASE will again be 0.
*> \endverbatim
*>
*> \param[in,out] ISAVE
*> \verbatim
*> ISAVE is INTEGER array, dimension (3)
*> ISAVE is used to save variables between calls to DLACN2
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date September 2012
*
*> \ingroup doubleOTHERauxiliary
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> Originally named SONEST, dated March 16, 1988.
*>
*> This is a thread safe version of DLACON, which uses the array ISAVE
*> in place of a SAVE statement, as follows:
*>
*> DLACON DLACN2
*> JUMP ISAVE(1)
*> J ISAVE(2)
*> ITER ISAVE(3)
*> \endverbatim
*
*> \par Contributors:
* ==================
*>
*> Nick Higham, University of Manchester
*
*> \par References:
* ================
*>
*> N.J. Higham, "FORTRAN codes for estimating the one-norm of
*> a real or complex matrix, with applications to condition estimation",
*> ACM Trans. Math. Soft., vol. 14, no. 4, pp. 381-396, December 1988.
*>
* =====================================================================
SUBROUTINE DLACN2( N, V, X, ISGN, EST, KASE, ISAVE )
*
* -- LAPACK auxiliary routine (version 3.2) --
* -- LAPACK auxiliary routine (version 3.4.2) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2006
* September 2012
*
* .. Scalar Arguments ..
INTEGER KASE, N
@ -14,63 +150,6 @@
DOUBLE PRECISION V( * ), X( * )
* ..
*
* Purpose
* =======
*
* DLACN2 estimates the 1-norm of a square, real matrix A.
* Reverse communication is used for evaluating matrix-vector products.
*
* Arguments
* =========
*
* N (input) INTEGER
* The order of the matrix. N >= 1.
*
* V (workspace) DOUBLE PRECISION array, dimension (N)
* On the final return, V = A*W, where EST = norm(V)/norm(W)
* (W is not returned).
*
* X (input/output) DOUBLE PRECISION array, dimension (N)
* On an intermediate return, X should be overwritten by
* A * X, if KASE=1,
* A' * X, if KASE=2,
* and DLACN2 must be re-called with all the other parameters
* unchanged.
*
* ISGN (workspace) INTEGER array, dimension (N)
*
* EST (input/output) DOUBLE PRECISION
* On entry with KASE = 1 or 2 and ISAVE(1) = 3, EST should be
* unchanged from the previous call to DLACN2.
* On exit, EST is an estimate (a lower bound) for norm(A).
*
* KASE (input/output) INTEGER
* On the initial call to DLACN2, KASE should be 0.
* On an intermediate return, KASE will be 1 or 2, indicating
* whether X should be overwritten by A * X or A' * X.
* On the final return from DLACN2, KASE will again be 0.
*
* ISAVE (input/output) INTEGER array, dimension (3)
* ISAVE is used to save variables between calls to DLACN2
*
* Further Details
* ======= =======
*
* Contributed by Nick Higham, University of Manchester.
* Originally named SONEST, dated March 16, 1988.
*
* Reference: N.J. Higham, "FORTRAN codes for estimating the one-norm of
* a real or complex matrix, with applications to condition estimation",
* ACM Trans. Math. Soft., vol. 14, no. 4, pp. 381-396, December 1988.
*
* This is a thread safe version of DLACON, which uses the array ISAVE
* in place of a SAVE statement, as follows:
*
* DLACON DLACN2
* JUMP ISAVE(1)
* J ISAVE(2)
* ITER ISAVE(3)
*
* =====================================================================
*
* .. Parameters ..

184
lib/linalg/dlange.f
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@ -1,9 +1,123 @@
*> \brief \b DLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value of any element of a general rectangular matrix.
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DLANGE + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlange.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlange.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlange.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* DOUBLE PRECISION FUNCTION DLANGE( NORM, M, N, A, LDA, WORK )
*
* .. Scalar Arguments ..
* CHARACTER NORM
* INTEGER LDA, M, N
* ..
* .. Array Arguments ..
* DOUBLE PRECISION A( LDA, * ), WORK( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DLANGE returns the value of the one norm, or the Frobenius norm, or
*> the infinity norm, or the element of largest absolute value of a
*> real matrix A.
*> \endverbatim
*>
*> \return DLANGE
*> \verbatim
*>
*> DLANGE = ( max(abs(A(i,j))), NORM = 'M' or 'm'
*> (
*> ( norm1(A), NORM = '1', 'O' or 'o'
*> (
*> ( normI(A), NORM = 'I' or 'i'
*> (
*> ( normF(A), NORM = 'F', 'f', 'E' or 'e'
*>
*> where norm1 denotes the one norm of a matrix (maximum column sum),
*> normI denotes the infinity norm of a matrix (maximum row sum) and
*> normF denotes the Frobenius norm of a matrix (square root of sum of
*> squares). Note that max(abs(A(i,j))) is not a consistent matrix norm.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] NORM
*> \verbatim
*> NORM is CHARACTER*1
*> Specifies the value to be returned in DLANGE as described
*> above.
*> \endverbatim
*>
*> \param[in] M
*> \verbatim
*> M is INTEGER
*> The number of rows of the matrix A. M >= 0. When M = 0,
*> DLANGE is set to zero.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The number of columns of the matrix A. N >= 0. When N = 0,
*> DLANGE is set to zero.
*> \endverbatim
*>
*> \param[in] A
*> \verbatim
*> A is DOUBLE PRECISION array, dimension (LDA,N)
*> The m by n matrix A.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> LDA is INTEGER
*> The leading dimension of the array A. LDA >= max(M,1).
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)),
*> where LWORK >= M when NORM = 'I'; otherwise, WORK is not
*> referenced.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date September 2012
*
*> \ingroup doubleGEauxiliary
*
* =====================================================================
DOUBLE PRECISION FUNCTION DLANGE( NORM, M, N, A, LDA, WORK )
*
* -- LAPACK auxiliary routine (version 3.2) --
* -- LAPACK auxiliary routine (version 3.4.2) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2006
* September 2012
*
* .. Scalar Arguments ..
CHARACTER NORM
@ -13,56 +127,6 @@
DOUBLE PRECISION A( LDA, * ), WORK( * )
* ..
*
* Purpose
* =======
*
* DLANGE returns the value of the one norm, or the Frobenius norm, or
* the infinity norm, or the element of largest absolute value of a
* real matrix A.
*
* Description
* ===========
*
* DLANGE returns the value
*
* DLANGE = ( max(abs(A(i,j))), NORM = 'M' or 'm'
* (
* ( norm1(A), NORM = '1', 'O' or 'o'
* (
* ( normI(A), NORM = 'I' or 'i'
* (
* ( normF(A), NORM = 'F', 'f', 'E' or 'e'
*
* where norm1 denotes the one norm of a matrix (maximum column sum),
* normI denotes the infinity norm of a matrix (maximum row sum) and
* normF denotes the Frobenius norm of a matrix (square root of sum of
* squares). Note that max(abs(A(i,j))) is not a consistent matrix norm.
*
* Arguments
* =========
*
* NORM (input) CHARACTER*1
* Specifies the value to be returned in DLANGE as described
* above.
*
* M (input) INTEGER
* The number of rows of the matrix A. M >= 0. When M = 0,
* DLANGE is set to zero.
*
* N (input) INTEGER
* The number of columns of the matrix A. N >= 0. When N = 0,
* DLANGE is set to zero.
*
* A (input) DOUBLE PRECISION array, dimension (LDA,N)
* The m by n matrix A.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(M,1).
*
* WORK (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK)),
* where LWORK >= M when NORM = 'I'; otherwise, WORK is not
* referenced.
*
* =====================================================================
*
* .. Parameters ..
@ -71,17 +135,17 @@
* ..
* .. Local Scalars ..
INTEGER I, J
DOUBLE PRECISION SCALE, SUM, VALUE
DOUBLE PRECISION SCALE, SUM, VALUE, TEMP
* ..
* .. External Subroutines ..
EXTERNAL DLASSQ
* ..
* .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
LOGICAL LSAME, DISNAN
EXTERNAL LSAME, DISNAN
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, MAX, MIN, SQRT
INTRINSIC ABS, MIN, SQRT
* ..
* .. Executable Statements ..
*
@ -94,7 +158,8 @@
VALUE = ZERO
DO 20 J = 1, N
DO 10 I = 1, M
VALUE = MAX( VALUE, ABS( A( I, J ) ) )
TEMP = ABS( A( I, J ) )
IF( VALUE.LT.TEMP .OR. DISNAN( TEMP ) ) VALUE = TEMP
10 CONTINUE
20 CONTINUE
ELSE IF( ( LSAME( NORM, 'O' ) ) .OR. ( NORM.EQ.'1' ) ) THEN
@ -107,7 +172,7 @@
DO 30 I = 1, M
SUM = SUM + ABS( A( I, J ) )
30 CONTINUE
VALUE = MAX( VALUE, SUM )
IF( VALUE.LT.SUM .OR. DISNAN( SUM ) ) VALUE = SUM
40 CONTINUE
ELSE IF( LSAME( NORM, 'I' ) ) THEN
*
@ -123,7 +188,8 @@
70 CONTINUE
VALUE = ZERO
DO 80 I = 1, M
VALUE = MAX( VALUE, WORK( I ) )
TEMP = WORK( I )
IF( VALUE.LT.TEMP .OR. DISNAN( TEMP ) ) VALUE = TEMP
80 CONTINUE
ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN
*

156
lib/linalg/dlassq.f
View File

@ -1,9 +1,112 @@
*> \brief \b DLASSQ updates a sum of squares represented in scaled form.
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DLASSQ + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlassq.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlassq.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlassq.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DLASSQ( N, X, INCX, SCALE, SUMSQ )
*
* .. Scalar Arguments ..
* INTEGER INCX, N
* DOUBLE PRECISION SCALE, SUMSQ
* ..
* .. Array Arguments ..
* DOUBLE PRECISION X( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DLASSQ returns the values scl and smsq such that
*>
*> ( scl**2 )*smsq = x( 1 )**2 +...+ x( n )**2 + ( scale**2 )*sumsq,
*>
*> where x( i ) = X( 1 + ( i - 1 )*INCX ). The value of sumsq is
*> assumed to be non-negative and scl returns the value
*>
*> scl = max( scale, abs( x( i ) ) ).
*>
*> scale and sumsq must be supplied in SCALE and SUMSQ and
*> scl and smsq are overwritten on SCALE and SUMSQ respectively.
*>
*> The routine makes only one pass through the vector x.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The number of elements to be used from the vector X.
*> \endverbatim
*>
*> \param[in] X
*> \verbatim
*> X is DOUBLE PRECISION array, dimension (N)
*> The vector for which a scaled sum of squares is computed.
*> x( i ) = X( 1 + ( i - 1 )*INCX ), 1 <= i <= n.
*> \endverbatim
*>
*> \param[in] INCX
*> \verbatim
*> INCX is INTEGER
*> The increment between successive values of the vector X.
*> INCX > 0.
*> \endverbatim
*>
*> \param[in,out] SCALE
*> \verbatim
*> SCALE is DOUBLE PRECISION
*> On entry, the value scale in the equation above.
*> On exit, SCALE is overwritten with scl , the scaling factor
*> for the sum of squares.
*> \endverbatim
*>
*> \param[in,out] SUMSQ
*> \verbatim
*> SUMSQ is DOUBLE PRECISION
*> On entry, the value sumsq in the equation above.
*> On exit, SUMSQ is overwritten with smsq , the basic sum of
*> squares from which scl has been factored out.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date September 2012
*
*> \ingroup auxOTHERauxiliary
*
* =====================================================================
SUBROUTINE DLASSQ( N, X, INCX, SCALE, SUMSQ )
*
* -- LAPACK auxiliary routine (version 3.2) --
* -- LAPACK auxiliary routine (version 3.4.2) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2006
* September 2012
*
* .. Scalar Arguments ..
INTEGER INCX, N
@ -13,47 +116,6 @@
DOUBLE PRECISION X( * )
* ..
*
* Purpose
* =======
*
* DLASSQ returns the values scl and smsq such that
*
* ( scl**2 )*smsq = x( 1 )**2 +...+ x( n )**2 + ( scale**2 )*sumsq,
*
* where x( i ) = X( 1 + ( i - 1 )*INCX ). The value of sumsq is
* assumed to be non-negative and scl returns the value
*
* scl = max( scale, abs( x( i ) ) ).
*
* scale and sumsq must be supplied in SCALE and SUMSQ and
* scl and smsq are overwritten on SCALE and SUMSQ respectively.
*
* The routine makes only one pass through the vector x.
*
* Arguments
* =========
*
* N (input) INTEGER
* The number of elements to be used from the vector X.
*
* X (input) DOUBLE PRECISION array, dimension (N)
* The vector for which a scaled sum of squares is computed.
* x( i ) = X( 1 + ( i - 1 )*INCX ), 1 <= i <= n.
*
* INCX (input) INTEGER
* The increment between successive values of the vector X.
* INCX > 0.
*
* SCALE (input/output) DOUBLE PRECISION
* On entry, the value scale in the equation above.
* On exit, SCALE is overwritten with scl , the scaling factor
* for the sum of squares.
*
* SUMSQ (input/output) DOUBLE PRECISION
* On entry, the value sumsq in the equation above.
* On exit, SUMSQ is overwritten with smsq , the basic sum of
* squares from which scl has been factored out.
*
* =====================================================================
*
* .. Parameters ..
@ -64,6 +126,10 @@
INTEGER IX
DOUBLE PRECISION ABSXI
* ..
* .. External Functions ..
LOGICAL DISNAN
EXTERNAL DISNAN
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS
* ..
@ -71,8 +137,8 @@
*
IF( N.GT.0 ) THEN
DO 10 IX = 1, 1 + ( N-1 )*INCX, INCX
IF( X( IX ).NE.ZERO ) THEN
ABSXI = ABS( X( IX ) )
ABSXI = ABS( X( IX ) )
IF( ABSXI.GT.ZERO.OR.DISNAN( ABSXI ) ) THEN
IF( SCALE.LT.ABSXI ) THEN
SUMSQ = 1 + SUMSQ*( SCALE / ABSXI )**2
SCALE = ABSXI

161
lib/linalg/dlaswp.f
View File

@ -1,9 +1,123 @@
*> \brief \b DLASWP performs a series of row interchanges on a general rectangular matrix.
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DLASWP + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlaswp.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlaswp.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlaswp.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DLASWP( N, A, LDA, K1, K2, IPIV, INCX )
*
* .. Scalar Arguments ..
* INTEGER INCX, K1, K2, LDA, N
* ..
* .. Array Arguments ..
* INTEGER IPIV( * )
* DOUBLE PRECISION A( LDA, * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DLASWP performs a series of row interchanges on the matrix A.
*> One row interchange is initiated for each of rows K1 through K2 of A.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The number of columns of the matrix A.
*> \endverbatim
*>
*> \param[in,out] A
*> \verbatim
*> A is DOUBLE PRECISION array, dimension (LDA,N)
*> On entry, the matrix of column dimension N to which the row
*> interchanges will be applied.
*> On exit, the permuted matrix.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> LDA is INTEGER
*> The leading dimension of the array A.
*> \endverbatim
*>
*> \param[in] K1
*> \verbatim
*> K1 is INTEGER
*> The first element of IPIV for which a row interchange will
*> be done.
*> \endverbatim
*>
*> \param[in] K2
*> \verbatim
*> K2 is INTEGER
*> The last element of IPIV for which a row interchange will
*> be done.
*> \endverbatim
*>
*> \param[in] IPIV
*> \verbatim
*> IPIV is INTEGER array, dimension (K2*abs(INCX))
*> The vector of pivot indices. Only the elements in positions
*> K1 through K2 of IPIV are accessed.
*> IPIV(K) = L implies rows K and L are to be interchanged.
*> \endverbatim
*>
*> \param[in] INCX
*> \verbatim
*> INCX is INTEGER
*> The increment between successive values of IPIV. If IPIV
*> is negative, the pivots are applied in reverse order.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date September 2012
*
*> \ingroup doubleOTHERauxiliary
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> Modified by
*> R. C. Whaley, Computer Science Dept., Univ. of Tenn., Knoxville, USA
*> \endverbatim
*>
* =====================================================================
SUBROUTINE DLASWP( N, A, LDA, K1, K2, IPIV, INCX )
*
* -- LAPACK auxiliary routine (version 3.2) --
* -- LAPACK auxiliary routine (version 3.4.2) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2006
* September 2012
*
* .. Scalar Arguments ..
INTEGER INCX, K1, K2, LDA, N
@ -13,49 +127,6 @@
DOUBLE PRECISION A( LDA, * )
* ..
*
* Purpose
* =======
*
* DLASWP performs a series of row interchanges on the matrix A.
* One row interchange is initiated for each of rows K1 through K2 of A.
*
* Arguments
* =========
*
* N (input) INTEGER
* The number of columns of the matrix A.
*
* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
* On entry, the matrix of column dimension N to which the row
* interchanges will be applied.
* On exit, the permuted matrix.
*
* LDA (input) INTEGER
* The leading dimension of the array A.
*
* K1 (input) INTEGER
* The first element of IPIV for which a row interchange will
* be done.
*
* K2 (input) INTEGER
* The last element of IPIV for which a row interchange will
* be done.
*
* IPIV (input) INTEGER array, dimension (K2*abs(INCX))
* The vector of pivot indices. Only the elements in positions
* K1 through K2 of IPIV are accessed.
* IPIV(K) = L implies rows K and L are to be interchanged.
*
* INCX (input) INTEGER
* The increment between successive values of IPIV. If IPIV
* is negative, the pivots are applied in reverse order.
*
* Further Details
* ===============
*
* Modified by
* R. C. Whaley, Computer Science Dept., Univ. of Tenn., Knoxville, USA
*
* =====================================================================
*
* .. Local Scalars ..

399
lib/linalg/dlatrs.f
View File

@ -1,10 +1,247 @@
*> \brief \b DLATRS solves a triangular system of equations with the scale factor set to prevent overflow.
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DLATRS + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlatrs.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlatrs.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlatrs.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DLATRS( UPLO, TRANS, DIAG, NORMIN, N, A, LDA, X, SCALE,
* CNORM, INFO )
*
* .. Scalar Arguments ..
* CHARACTER DIAG, NORMIN, TRANS, UPLO
* INTEGER INFO, LDA, N
* DOUBLE PRECISION SCALE
* ..
* .. Array Arguments ..
* DOUBLE PRECISION A( LDA, * ), CNORM( * ), X( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DLATRS solves one of the triangular systems
*>
*> A *x = s*b or A**T *x = s*b
*>
*> with scaling to prevent overflow. Here A is an upper or lower
*> triangular matrix, A**T denotes the transpose of A, x and b are
*> n-element vectors, and s is a scaling factor, usually less than
*> or equal to 1, chosen so that the components of x will be less than
*> the overflow threshold. If the unscaled problem will not cause
*> overflow, the Level 2 BLAS routine DTRSV is called. If the matrix A
*> is singular (A(j,j) = 0 for some j), then s is set to 0 and a
*> non-trivial solution to A*x = 0 is returned.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] UPLO
*> \verbatim
*> UPLO is CHARACTER*1
*> Specifies whether the matrix A is upper or lower triangular.
*> = 'U': Upper triangular
*> = 'L': Lower triangular
*> \endverbatim
*>
*> \param[in] TRANS
*> \verbatim
*> TRANS is CHARACTER*1
*> Specifies the operation applied to A.
*> = 'N': Solve A * x = s*b (No transpose)
*> = 'T': Solve A**T* x = s*b (Transpose)
*> = 'C': Solve A**T* x = s*b (Conjugate transpose = Transpose)
*> \endverbatim
*>
*> \param[in] DIAG
*> \verbatim
*> DIAG is CHARACTER*1
*> Specifies whether or not the matrix A is unit triangular.
*> = 'N': Non-unit triangular
*> = 'U': Unit triangular
*> \endverbatim
*>
*> \param[in] NORMIN
*> \verbatim
*> NORMIN is CHARACTER*1
*> Specifies whether CNORM has been set or not.
*> = 'Y': CNORM contains the column norms on entry
*> = 'N': CNORM is not set on entry. On exit, the norms will
*> be computed and stored in CNORM.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The order of the matrix A. N >= 0.
*> \endverbatim
*>
*> \param[in] A
*> \verbatim
*> A is DOUBLE PRECISION array, dimension (LDA,N)
*> The triangular matrix A. If UPLO = 'U', the leading n by n
*> upper triangular part of the array A contains the upper
*> triangular matrix, and the strictly lower triangular part of
*> A is not referenced. If UPLO = 'L', the leading n by n lower
*> triangular part of the array A contains the lower triangular
*> matrix, and the strictly upper triangular part of A is not
*> referenced. If DIAG = 'U', the diagonal elements of A are
*> also not referenced and are assumed to be 1.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> LDA is INTEGER
*> The leading dimension of the array A. LDA >= max (1,N).
*> \endverbatim
*>
*> \param[in,out] X
*> \verbatim
*> X is DOUBLE PRECISION array, dimension (N)
*> On entry, the right hand side b of the triangular system.
*> On exit, X is overwritten by the solution vector x.
*> \endverbatim
*>
*> \param[out] SCALE
*> \verbatim
*> SCALE is DOUBLE PRECISION
*> The scaling factor s for the triangular system
*> A * x = s*b or A**T* x = s*b.
*> If SCALE = 0, the matrix A is singular or badly scaled, and
*> the vector x is an exact or approximate solution to A*x = 0.
*> \endverbatim
*>
*> \param[in,out] CNORM
*> \verbatim
*> CNORM is DOUBLE PRECISION array, dimension (N)
*>
*> If NORMIN = 'Y', CNORM is an input argument and CNORM(j)
*> contains the norm of the off-diagonal part of the j-th column
*> of A. If TRANS = 'N', CNORM(j) must be greater than or equal
*> to the infinity-norm, and if TRANS = 'T' or 'C', CNORM(j)
*> must be greater than or equal to the 1-norm.
*>
*> If NORMIN = 'N', CNORM is an output argument and CNORM(j)
*> returns the 1-norm of the offdiagonal part of the j-th column
*> of A.
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is INTEGER
*> = 0: successful exit
*> < 0: if INFO = -k, the k-th argument had an illegal value
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date September 2012
*
*> \ingroup doubleOTHERauxiliary
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> A rough bound on x is computed; if that is less than overflow, DTRSV
*> is called, otherwise, specific code is used which checks for possible
*> overflow or divide-by-zero at every operation.
*>
*> A columnwise scheme is used for solving A*x = b. The basic algorithm
*> if A is lower triangular is
*>
*> x[1:n] := b[1:n]
*> for j = 1, ..., n
*> x(j) := x(j) / A(j,j)
*> x[j+1:n] := x[j+1:n] - x(j) * A[j+1:n,j]
*> end
*>
*> Define bounds on the components of x after j iterations of the loop:
*> M(j) = bound on x[1:j]
*> G(j) = bound on x[j+1:n]
*> Initially, let M(0) = 0 and G(0) = max{x(i), i=1,...,n}.
*>
*> Then for iteration j+1 we have
*> M(j+1) <= G(j) / | A(j+1,j+1) |
*> G(j+1) <= G(j) + M(j+1) * | A[j+2:n,j+1] |
*> <= G(j) ( 1 + CNORM(j+1) / | A(j+1,j+1) | )
*>
*> where CNORM(j+1) is greater than or equal to the infinity-norm of
*> column j+1 of A, not counting the diagonal. Hence
*>
*> G(j) <= G(0) product ( 1 + CNORM(i) / | A(i,i) | )
*> 1<=i<=j
*> and
*>
*> |x(j)| <= ( G(0) / |A(j,j)| ) product ( 1 + CNORM(i) / |A(i,i)| )
*> 1<=i< j
*>
*> Since |x(j)| <= M(j), we use the Level 2 BLAS routine DTRSV if the
*> reciprocal of the largest M(j), j=1,..,n, is larger than
*> max(underflow, 1/overflow).
*>
*> The bound on x(j) is also used to determine when a step in the
*> columnwise method can be performed without fear of overflow. If
*> the computed bound is greater than a large constant, x is scaled to
*> prevent overflow, but if the bound overflows, x is set to 0, x(j) to
*> 1, and scale to 0, and a non-trivial solution to A*x = 0 is found.
*>
*> Similarly, a row-wise scheme is used to solve A**T*x = b. The basic
*> algorithm for A upper triangular is
*>
*> for j = 1, ..., n
*> x(j) := ( b(j) - A[1:j-1,j]**T * x[1:j-1] ) / A(j,j)
*> end
*>
*> We simultaneously compute two bounds
*> G(j) = bound on ( b(i) - A[1:i-1,i]**T * x[1:i-1] ), 1<=i<=j
*> M(j) = bound on x(i), 1<=i<=j
*>
*> The initial values are G(0) = 0, M(0) = max{b(i), i=1,..,n}, and we
*> add the constraint G(j) >= G(j-1) and M(j) >= M(j-1) for j >= 1.
*> Then the bound on x(j) is
*>
*> M(j) <= M(j-1) * ( 1 + CNORM(j) ) / | A(j,j) |
*>
*> <= M(0) * product ( ( 1 + CNORM(i) ) / |A(i,i)| )
*> 1<=i<=j
*>
*> and we can safely call DTRSV if 1/M(n) and 1/G(n) are both greater
*> than max(underflow, 1/overflow).
*> \endverbatim
*>
* =====================================================================
SUBROUTINE DLATRS( UPLO, TRANS, DIAG, NORMIN, N, A, LDA, X, SCALE,
$ CNORM, INFO )
*
* -- LAPACK auxiliary routine (version 3.2) --
* -- LAPACK auxiliary routine (version 3.4.2) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2006
* September 2012
*
* .. Scalar Arguments ..
CHARACTER DIAG, NORMIN, TRANS, UPLO
@ -15,158 +252,6 @@
DOUBLE PRECISION A( LDA, * ), CNORM( * ), X( * )
* ..
*
* Purpose
* =======
*
* DLATRS solves one of the triangular systems
*
* A *x = s*b or A'*x = s*b
*
* with scaling to prevent overflow. Here A is an upper or lower
* triangular matrix, A' denotes the transpose of A, x and b are
* n-element vectors, and s is a scaling factor, usually less than
* or equal to 1, chosen so that the components of x will be less than
* the overflow threshold. If the unscaled problem will not cause
* overflow, the Level 2 BLAS routine DTRSV is called. If the matrix A
* is singular (A(j,j) = 0 for some j), then s is set to 0 and a
* non-trivial solution to A*x = 0 is returned.
*
* Arguments
* =========
*
* UPLO (input) CHARACTER*1
* Specifies whether the matrix A is upper or lower triangular.
* = 'U': Upper triangular
* = 'L': Lower triangular
*
* TRANS (input) CHARACTER*1
* Specifies the operation applied to A.
* = 'N': Solve A * x = s*b (No transpose)
* = 'T': Solve A'* x = s*b (Transpose)
* = 'C': Solve A'* x = s*b (Conjugate transpose = Transpose)
*
* DIAG (input) CHARACTER*1
* Specifies whether or not the matrix A is unit triangular.
* = 'N': Non-unit triangular
* = 'U': Unit triangular
*
* NORMIN (input) CHARACTER*1
* Specifies whether CNORM has been set or not.
* = 'Y': CNORM contains the column norms on entry
* = 'N': CNORM is not set on entry. On exit, the norms will
* be computed and stored in CNORM.
*
* N (input) INTEGER
* The order of the matrix A. N >= 0.
*
* A (input) DOUBLE PRECISION array, dimension (LDA,N)
* The triangular matrix A. If UPLO = 'U', the leading n by n
* upper triangular part of the array A contains the upper
* triangular matrix, and the strictly lower triangular part of
* A is not referenced. If UPLO = 'L', the leading n by n lower
* triangular part of the array A contains the lower triangular
* matrix, and the strictly upper triangular part of A is not
* referenced. If DIAG = 'U', the diagonal elements of A are
* also not referenced and are assumed to be 1.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max (1,N).
*
* X (input/output) DOUBLE PRECISION array, dimension (N)
* On entry, the right hand side b of the triangular system.
* On exit, X is overwritten by the solution vector x.
*
* SCALE (output) DOUBLE PRECISION
* The scaling factor s for the triangular system
* A * x = s*b or A'* x = s*b.
* If SCALE = 0, the matrix A is singular or badly scaled, and
* the vector x is an exact or approximate solution to A*x = 0.
*
* CNORM (input or output) DOUBLE PRECISION array, dimension (N)
*
* If NORMIN = 'Y', CNORM is an input argument and CNORM(j)
* contains the norm of the off-diagonal part of the j-th column
* of A. If TRANS = 'N', CNORM(j) must be greater than or equal
* to the infinity-norm, and if TRANS = 'T' or 'C', CNORM(j)
* must be greater than or equal to the 1-norm.
*
* If NORMIN = 'N', CNORM is an output argument and CNORM(j)
* returns the 1-norm of the offdiagonal part of the j-th column
* of A.
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -k, the k-th argument had an illegal value
*
* Further Details
* ======= =======
*
* A rough bound on x is computed; if that is less than overflow, DTRSV
* is called, otherwise, specific code is used which checks for possible
* overflow or divide-by-zero at every operation.
*
* A columnwise scheme is used for solving A*x = b. The basic algorithm
* if A is lower triangular is
*
* x[1:n] := b[1:n]
* for j = 1, ..., n
* x(j) := x(j) / A(j,j)
* x[j+1:n] := x[j+1:n] - x(j) * A[j+1:n,j]
* end
*
* Define bounds on the components of x after j iterations of the loop:
* M(j) = bound on x[1:j]
* G(j) = bound on x[j+1:n]
* Initially, let M(0) = 0 and G(0) = max{x(i), i=1,...,n}.
*
* Then for iteration j+1 we have
* M(j+1) <= G(j) / | A(j+1,j+1) |
* G(j+1) <= G(j) + M(j+1) * | A[j+2:n,j+1] |
* <= G(j) ( 1 + CNORM(j+1) / | A(j+1,j+1) | )
*
* where CNORM(j+1) is greater than or equal to the infinity-norm of
* column j+1 of A, not counting the diagonal. Hence
*
* G(j) <= G(0) product ( 1 + CNORM(i) / | A(i,i) | )
* 1<=i<=j
* and
*
* |x(j)| <= ( G(0) / |A(j,j)| ) product ( 1 + CNORM(i) / |A(i,i)| )
* 1<=i< j
*
* Since |x(j)| <= M(j), we use the Level 2 BLAS routine DTRSV if the
* reciprocal of the largest M(j), j=1,..,n, is larger than
* max(underflow, 1/overflow).
*
* The bound on x(j) is also used to determine when a step in the
* columnwise method can be performed without fear of overflow. If
* the computed bound is greater than a large constant, x is scaled to
* prevent overflow, but if the bound overflows, x is set to 0, x(j) to
* 1, and scale to 0, and a non-trivial solution to A*x = 0 is found.
*
* Similarly, a row-wise scheme is used to solve A'*x = b. The basic
* algorithm for A upper triangular is
*
* for j = 1, ..., n
* x(j) := ( b(j) - A[1:j-1,j]' * x[1:j-1] ) / A(j,j)
* end
*
* We simultaneously compute two bounds
* G(j) = bound on ( b(i) - A[1:i-1,i]' * x[1:i-1] ), 1<=i<=j
* M(j) = bound on x(i), 1<=i<=j
*
* The initial values are G(0) = 0, M(0) = max{b(i), i=1,..,n}, and we
* add the constraint G(j) >= G(j-1) and M(j) >= M(j-1) for j >= 1.
* Then the bound on x(j) is
*
* M(j) <= M(j-1) * ( 1 + CNORM(j) ) / | A(j,j) |
*
* <= M(0) * product ( ( 1 + CNORM(i) ) / |A(i,i)| )
* 1<=i<=j
*
* and we can safely call DTRSV if 1/M(n) and 1/G(n) are both greater
* than max(underflow, 1/overflow).
*
* =====================================================================
*
* .. Parameters ..
@ -346,7 +431,7 @@
*
ELSE
*
* Compute the growth in A' * x = b.
* Compute the growth in A**T * x = b.
*
IF( UPPER ) THEN
JFIRST = 1
@ -554,7 +639,7 @@
*
ELSE
*
* Solve A' * x = b
* Solve A**T * x = b
*
DO 160 J = JFIRST, JLAST, JINC
*
@ -666,7 +751,7 @@
ELSE
*
* A(j,j) = 0: Set x(1:n) = 0, x(j) = 1, and
* scale = 0, and compute a solution to A'*x = 0.
* scale = 0, and compute a solution to A**T*x = 0.
*
DO 140 I = 1, N
X( I ) = ZERO

113
lib/linalg/drscl.f
View File

@ -1,9 +1,93 @@
*> \brief \b DRSCL multiplies a vector by the reciprocal of a real scalar.
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DRSCL + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/drscl.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/drscl.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/drscl.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DRSCL( N, SA, SX, INCX )
*
* .. Scalar Arguments ..
* INTEGER INCX, N
* DOUBLE PRECISION SA
* ..
* .. Array Arguments ..
* DOUBLE PRECISION SX( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DRSCL multiplies an n-element real vector x by the real scalar 1/a.
*> This is done without overflow or underflow as long as
*> the final result x/a does not overflow or underflow.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The number of components of the vector x.
*> \endverbatim
*>
*> \param[in] SA
*> \verbatim
*> SA is DOUBLE PRECISION
*> The scalar a which is used to divide each component of x.
*> SA must be >= 0, or the subroutine will divide by zero.
*> \endverbatim
*>
*> \param[in,out] SX
*> \verbatim
*> SX is DOUBLE PRECISION array, dimension
*> (1+(N-1)*abs(INCX))
*> The n-element vector x.
*> \endverbatim
*>
*> \param[in] INCX
*> \verbatim
*> INCX is INTEGER
*> The increment between successive values of the vector SX.
*> > 0: SX(1) = X(1) and SX(1+(i-1)*INCX) = x(i), 1< i<= n
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date September 2012
*
*> \ingroup doubleOTHERauxiliary
*
* =====================================================================
SUBROUTINE DRSCL( N, SA, SX, INCX )
*
* -- LAPACK auxiliary routine (version 3.2) --
* -- LAPACK auxiliary routine (version 3.4.2) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2006
* September 2012
*
* .. Scalar Arguments ..
INTEGER INCX, N
@ -13,31 +97,6 @@
DOUBLE PRECISION SX( * )
* ..
*
* Purpose
* =======
*
* DRSCL multiplies an n-element real vector x by the real scalar 1/a.
* This is done without overflow or underflow as long as
* the final result x/a does not overflow or underflow.
*
* Arguments
* =========
*
* N (input) INTEGER
* The number of components of the vector x.
*
* SA (input) DOUBLE PRECISION
* The scalar a which is used to divide each component of x.
* SA must be >= 0, or the subroutine will divide by zero.
*
* SX (input/output) DOUBLE PRECISION array, dimension
* (1+(N-1)*abs(INCX))
* The n-element vector x.
*
* INCX (input) INTEGER
* The increment between successive values of the vector SX.
* > 0: SX(1) = X(1) and SX(1+(i-1)*INCX) = x(i), 1< i<= n
*
* =====================================================================
*
* .. Parameters ..

120
lib/linalg/dscal.f
View File

@ -1,4 +1,63 @@
*> \brief \b DSCAL
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition:
* ===========
*
* SUBROUTINE DSCAL(N,DA,DX,INCX)
*
* .. Scalar Arguments ..
* DOUBLE PRECISION DA
* INTEGER INCX,N
* ..
* .. Array Arguments ..
* DOUBLE PRECISION DX(*)
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DSCAL scales a vector by a constant.
*> uses unrolled loops for increment equal to one.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup double_blas_level1
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> jack dongarra, linpack, 3/11/78.
*> modified 3/93 to return if incx .le. 0.
*> modified 12/3/93, array(1) declarations changed to array(*)
*> \endverbatim
*>
* =====================================================================
SUBROUTINE DSCAL(N,DA,DX,INCX)
*
* -- Reference BLAS level1 routine (version 3.4.0) --
* -- Reference BLAS is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Scalar Arguments ..
DOUBLE PRECISION DA
INTEGER INCX,N
@ -7,19 +66,6 @@
DOUBLE PRECISION DX(*)
* ..
*
* Purpose
* =======
*
* DSCAL scales a vector by a constant.
* uses unrolled loops for increment equal to one.
*
* Further Details
* ===============
*
* jack dongarra, linpack, 3/11/78.
* modified 3/93 to return if incx .le. 0.
* modified 12/3/93, array(1) declarations changed to array(*)
*
* =====================================================================
*
* .. Local Scalars ..
@ -29,34 +75,36 @@
INTRINSIC MOD
* ..
IF (N.LE.0 .OR. INCX.LE.0) RETURN
IF (INCX.EQ.1) GO TO 20
*
* code for increment not equal to 1
*
NINCX = N*INCX
DO 10 I = 1,NINCX,INCX
DX(I) = DA*DX(I)
10 CONTINUE
RETURN
IF (INCX.EQ.1) THEN
*
* code for increment equal to 1
*
*
* clean-up loop
*
20 M = MOD(N,5)
IF (M.EQ.0) GO TO 40
DO 30 I = 1,M
DX(I) = DA*DX(I)
30 CONTINUE
IF (N.LT.5) RETURN
40 MP1 = M + 1
DO 50 I = MP1,N,5
DX(I) = DA*DX(I)
DX(I+1) = DA*DX(I+1)
DX(I+2) = DA*DX(I+2)
DX(I+3) = DA*DX(I+3)
DX(I+4) = DA*DX(I+4)
50 CONTINUE
M = MOD(N,5)
IF (M.NE.0) THEN
DO I = 1,M
DX(I) = DA*DX(I)
END DO
IF (N.LT.5) RETURN
END IF
MP1 = M + 1
DO I = MP1,N,5
DX(I) = DA*DX(I)
DX(I+1) = DA*DX(I+1)
DX(I+2) = DA*DX(I+2)
DX(I+3) = DA*DX(I+3)
DX(I+4) = DA*DX(I+4)
END DO
ELSE
*
* code for increment not equal to 1
*
NINCX = N*INCX
DO I = 1,NINCX,INCX
DX(I) = DA*DX(I)
END DO
END IF
RETURN
END

145
lib/linalg/dswap.f
View File

@ -1,4 +1,61 @@
*> \brief \b DSWAP
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition:
* ===========
*
* SUBROUTINE DSWAP(N,DX,INCX,DY,INCY)
*
* .. Scalar Arguments ..
* INTEGER INCX,INCY,N
* ..
* .. Array Arguments ..
* DOUBLE PRECISION DX(*),DY(*)
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> interchanges two vectors.
*> uses unrolled loops for increments equal one.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup double_blas_level1
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> jack dongarra, linpack, 3/11/78.
*> modified 12/3/93, array(1) declarations changed to array(*)
*> \endverbatim
*>
* =====================================================================
SUBROUTINE DSWAP(N,DX,INCX,DY,INCY)
*
* -- Reference BLAS level1 routine (version 3.4.0) --
* -- Reference BLAS is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Scalar Arguments ..
INTEGER INCX,INCY,N
* ..
@ -6,18 +63,6 @@
DOUBLE PRECISION DX(*),DY(*)
* ..
*
* Purpose
* =======
*
* interchanges two vectors.
* uses unrolled loops for increments equal one.
*
* Further Details
* ===============
*
* jack dongarra, linpack, 3/11/78.
* modified 12/3/93, array(1) declarations changed to array(*)
*
* =====================================================================
*
* .. Local Scalars ..
@ -28,48 +73,50 @@
INTRINSIC MOD
* ..
IF (N.LE.0) RETURN
IF (INCX.EQ.1 .AND. INCY.EQ.1) GO TO 20
*
* code for unequal increments or equal increments not equal
* to 1
*
IX = 1
IY = 1
IF (INCX.LT.0) IX = (-N+1)*INCX + 1
IF (INCY.LT.0) IY = (-N+1)*INCY + 1
DO 10 I = 1,N
DTEMP = DX(IX)
DX(IX) = DY(IY)
DY(IY) = DTEMP
IX = IX + INCX
IY = IY + INCY
10 CONTINUE
RETURN
IF (INCX.EQ.1 .AND. INCY.EQ.1) THEN
*
* code for both increments equal to 1
*
*
* clean-up loop
*
20 M = MOD(N,3)
IF (M.EQ.0) GO TO 40
DO 30 I = 1,M
DTEMP = DX(I)
DX(I) = DY(I)
DY(I) = DTEMP
30 CONTINUE
IF (N.LT.3) RETURN
40 MP1 = M + 1
DO 50 I = MP1,N,3
DTEMP = DX(I)
DX(I) = DY(I)
DY(I) = DTEMP
DTEMP = DX(I+1)
DX(I+1) = DY(I+1)
DY(I+1) = DTEMP
DTEMP = DX(I+2)
DX(I+2) = DY(I+2)
DY(I+2) = DTEMP
50 CONTINUE
M = MOD(N,3)
IF (M.NE.0) THEN
DO I = 1,M
DTEMP = DX(I)
DX(I) = DY(I)
DY(I) = DTEMP
END DO
IF (N.LT.3) RETURN
END IF
MP1 = M + 1
DO I = MP1,N,3
DTEMP = DX(I)
DX(I) = DY(I)
DY(I) = DTEMP
DTEMP = DX(I+1)
DX(I+1) = DY(I+1)
DY(I+1) = DTEMP
DTEMP = DX(I+2)
DX(I+2) = DY(I+2)
DY(I+2) = DTEMP
END DO
ELSE
*
* code for unequal increments or equal increments not equal
* to 1
*
IX = 1
IY = 1
IF (INCX.LT.0) IX = (-N+1)*INCX + 1
IF (INCY.LT.0) IY = (-N+1)*INCY + 1
DO I = 1,N
DTEMP = DX(IX)
DX(IX) = DY(IY)
DY(IY) = DTEMP
IX = IX + INCX
IY = IY + INCY
END DO
END IF
RETURN
END

304
lib/linalg/dtrmm.f
View File

@ -1,4 +1,187 @@
*> \brief \b DTRMM
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition:
* ===========
*
* SUBROUTINE DTRMM(SIDE,UPLO,TRANSA,DIAG,M,N,ALPHA,A,LDA,B,LDB)
*
* .. Scalar Arguments ..
* DOUBLE PRECISION ALPHA
* INTEGER LDA,LDB,M,N
* CHARACTER DIAG,SIDE,TRANSA,UPLO
* ..
* .. Array Arguments ..
* DOUBLE PRECISION A(LDA,*),B(LDB,*)
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DTRMM performs one of the matrix-matrix operations
*>
*> B := alpha*op( A )*B, or B := alpha*B*op( A ),
*>
*> where alpha is a scalar, B is an m by n matrix, A is a unit, or
*> non-unit, upper or lower triangular matrix and op( A ) is one of
*>
*> op( A ) = A or op( A ) = A**T.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] SIDE
*> \verbatim
*> SIDE is CHARACTER*1
*> On entry, SIDE specifies whether op( A ) multiplies B from
*> the left or right as follows:
*>
*> SIDE = 'L' or 'l' B := alpha*op( A )*B.
*>
*> SIDE = 'R' or 'r' B := alpha*B*op( A ).
*> \endverbatim
*>
*> \param[in] UPLO
*> \verbatim
*> UPLO is CHARACTER*1
*> On entry, UPLO specifies whether the matrix A is an upper or
*> lower triangular matrix as follows:
*>
*> UPLO = 'U' or 'u' A is an upper triangular matrix.
*>
*> UPLO = 'L' or 'l' A is a lower triangular matrix.
*> \endverbatim
*>
*> \param[in] TRANSA
*> \verbatim
*> TRANSA is CHARACTER*1
*> On entry, TRANSA specifies the form of op( A ) to be used in
*> the matrix multiplication as follows:
*>
*> TRANSA = 'N' or 'n' op( A ) = A.
*>
*> TRANSA = 'T' or 't' op( A ) = A**T.
*>
*> TRANSA = 'C' or 'c' op( A ) = A**T.
*> \endverbatim
*>
*> \param[in] DIAG
*> \verbatim
*> DIAG is CHARACTER*1
*> On entry, DIAG specifies whether or not A is unit triangular
*> as follows:
*>
*> DIAG = 'U' or 'u' A is assumed to be unit triangular.
*>
*> DIAG = 'N' or 'n' A is not assumed to be unit
*> triangular.
*> \endverbatim
*>
*> \param[in] M
*> \verbatim
*> M is INTEGER
*> On entry, M specifies the number of rows of B. M must be at
*> least zero.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> On entry, N specifies the number of columns of B. N must be
*> at least zero.
*> \endverbatim
*>
*> \param[in] ALPHA
*> \verbatim
*> ALPHA is DOUBLE PRECISION.
*> On entry, ALPHA specifies the scalar alpha. When alpha is
*> zero then A is not referenced and B need not be set before
*> entry.
*> \endverbatim
*>
*> \param[in] A
*> \verbatim
*> A is DOUBLE PRECISION array of DIMENSION ( LDA, k ), where k is m
*> when SIDE = 'L' or 'l' and is n when SIDE = 'R' or 'r'.
*> Before entry with UPLO = 'U' or 'u', the leading k by k
*> upper triangular part of the array A must contain the upper
*> triangular matrix and the strictly lower triangular part of
*> A is not referenced.
*> Before entry with UPLO = 'L' or 'l', the leading k by k
*> lower triangular part of the array A must contain the lower
*> triangular matrix and the strictly upper triangular part of
*> A is not referenced.
*> Note that when DIAG = 'U' or 'u', the diagonal elements of
*> A are not referenced either, but are assumed to be unity.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> LDA is INTEGER
*> On entry, LDA specifies the first dimension of A as declared
*> in the calling (sub) program. When SIDE = 'L' or 'l' then
*> LDA must be at least max( 1, m ), when SIDE = 'R' or 'r'
*> then LDA must be at least max( 1, n ).
*> \endverbatim
*>
*> \param[in,out] B
*> \verbatim
*> B is DOUBLE PRECISION array of DIMENSION ( LDB, n ).
*> Before entry, the leading m by n part of the array B must
*> contain the matrix B, and on exit is overwritten by the
*> transformed matrix.
*> \endverbatim
*>
*> \param[in] LDB
*> \verbatim
*> LDB is INTEGER
*> On entry, LDB specifies the first dimension of B as declared
*> in the calling (sub) program. LDB must be at least
*> max( 1, m ).
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup double_blas_level3
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> Level 3 Blas routine.
*>
*> -- Written on 8-February-1989.
*> Jack Dongarra, Argonne National Laboratory.
*> Iain Duff, AERE Harwell.
*> Jeremy Du Croz, Numerical Algorithms Group Ltd.
*> Sven Hammarling, Numerical Algorithms Group Ltd.
*> \endverbatim
*>
* =====================================================================
SUBROUTINE DTRMM(SIDE,UPLO,TRANSA,DIAG,M,N,ALPHA,A,LDA,B,LDB)
*
* -- Reference BLAS level3 routine (version 3.4.0) --
* -- Reference BLAS is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Scalar Arguments ..
DOUBLE PRECISION ALPHA
INTEGER LDA,LDB,M,N
@ -8,123 +191,6 @@
DOUBLE PRECISION A(LDA,*),B(LDB,*)
* ..
*
* Purpose
* =======
*
* DTRMM performs one of the matrix-matrix operations
*
* B := alpha*op( A )*B, or B := alpha*B*op( A ),
*
* where alpha is a scalar, B is an m by n matrix, A is a unit, or
* non-unit, upper or lower triangular matrix and op( A ) is one of
*
* op( A ) = A or op( A ) = A'.
*
* Arguments
* ==========
*
* SIDE - CHARACTER*1.
* On entry, SIDE specifies whether op( A ) multiplies B from
* the left or right as follows:
*
* SIDE = 'L' or 'l' B := alpha*op( A )*B.
*
* SIDE = 'R' or 'r' B := alpha*B*op( A ).
*
* Unchanged on exit.
*
* UPLO - CHARACTER*1.
* On entry, UPLO specifies whether the matrix A is an upper or
* lower triangular matrix as follows:
*
* UPLO = 'U' or 'u' A is an upper triangular matrix.
*
* UPLO = 'L' or 'l' A is a lower triangular matrix.
*
* Unchanged on exit.
*
* TRANSA - CHARACTER*1.
* On entry, TRANSA specifies the form of op( A ) to be used in
* the matrix multiplication as follows:
*
* TRANSA = 'N' or 'n' op( A ) = A.
*
* TRANSA = 'T' or 't' op( A ) = A'.
*
* TRANSA = 'C' or 'c' op( A ) = A'.
*
* Unchanged on exit.
*
* DIAG - CHARACTER*1.
* On entry, DIAG specifies whether or not A is unit triangular
* as follows:
*
* DIAG = 'U' or 'u' A is assumed to be unit triangular.
*
* DIAG = 'N' or 'n' A is not assumed to be unit
* triangular.
*
* Unchanged on exit.
*
* M - INTEGER.
* On entry, M specifies the number of rows of B. M must be at
* least zero.
* Unchanged on exit.
*
* N - INTEGER.
* On entry, N specifies the number of columns of B. N must be
* at least zero.
* Unchanged on exit.
*
* ALPHA - DOUBLE PRECISION.
* On entry, ALPHA specifies the scalar alpha. When alpha is
* zero then A is not referenced and B need not be set before
* entry.
* Unchanged on exit.
*
* A - DOUBLE PRECISION array of DIMENSION ( LDA, k ), where k is m
* when SIDE = 'L' or 'l' and is n when SIDE = 'R' or 'r'.
* Before entry with UPLO = 'U' or 'u', the leading k by k
* upper triangular part of the array A must contain the upper
* triangular matrix and the strictly lower triangular part of
* A is not referenced.
* Before entry with UPLO = 'L' or 'l', the leading k by k
* lower triangular part of the array A must contain the lower
* triangular matrix and the strictly upper triangular part of
* A is not referenced.
* Note that when DIAG = 'U' or 'u', the diagonal elements of
* A are not referenced either, but are assumed to be unity.
* Unchanged on exit.
*
* LDA - INTEGER.
* On entry, LDA specifies the first dimension of A as declared
* in the calling (sub) program. When SIDE = 'L' or 'l' then
* LDA must be at least max( 1, m ), when SIDE = 'R' or 'r'
* then LDA must be at least max( 1, n ).
* Unchanged on exit.
*
* B - DOUBLE PRECISION array of DIMENSION ( LDB, n ).
* Before entry, the leading m by n part of the array B must
* contain the matrix B, and on exit is overwritten by the
* transformed matrix.
*
* LDB - INTEGER.
* On entry, LDB specifies the first dimension of B as declared
* in the calling (sub) program. LDB must be at least
* max( 1, m ).
* Unchanged on exit.
*
* Further Details
* ===============
*
* Level 3 Blas routine.
*
* -- Written on 8-February-1989.
* Jack Dongarra, Argonne National Laboratory.
* Iain Duff, AERE Harwell.
* Jeremy Du Croz, Numerical Algorithms Group Ltd.
* Sven Hammarling, Numerical Algorithms Group Ltd.
*
* =====================================================================
*
* .. External Functions ..
@ -234,7 +300,7 @@
END IF
ELSE
*
* Form B := alpha*A'*B.
* Form B := alpha*A**T*B.
*
IF (UPPER) THEN
DO 110 J = 1,N
@ -300,7 +366,7 @@
END IF
ELSE
*
* Form B := alpha*B*A'.
* Form B := alpha*B*A**T.
*
IF (UPPER) THEN
DO 260 K = 1,N

247
lib/linalg/dtrmv.f
View File

@ -1,4 +1,157 @@
*> \brief \b DTRMV
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition:
* ===========
*
* SUBROUTINE DTRMV(UPLO,TRANS,DIAG,N,A,LDA,X,INCX)
*
* .. Scalar Arguments ..
* INTEGER INCX,LDA,N
* CHARACTER DIAG,TRANS,UPLO
* ..
* .. Array Arguments ..
* DOUBLE PRECISION A(LDA,*),X(*)
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DTRMV performs one of the matrix-vector operations
*>
*> x := A*x, or x := A**T*x,
*>
*> where x is an n element vector and A is an n by n unit, or non-unit,
*> upper or lower triangular matrix.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] UPLO
*> \verbatim
*> UPLO is CHARACTER*1
*> On entry, UPLO specifies whether the matrix is an upper or
*> lower triangular matrix as follows:
*>
*> UPLO = 'U' or 'u' A is an upper triangular matrix.
*>
*> UPLO = 'L' or 'l' A is a lower triangular matrix.
*> \endverbatim
*>
*> \param[in] TRANS
*> \verbatim
*> TRANS is CHARACTER*1
*> On entry, TRANS specifies the operation to be performed as
*> follows:
*>
*> TRANS = 'N' or 'n' x := A*x.
*>
*> TRANS = 'T' or 't' x := A**T*x.
*>
*> TRANS = 'C' or 'c' x := A**T*x.
*> \endverbatim
*>
*> \param[in] DIAG
*> \verbatim
*> DIAG is CHARACTER*1
*> On entry, DIAG specifies whether or not A is unit
*> triangular as follows:
*>
*> DIAG = 'U' or 'u' A is assumed to be unit triangular.
*>
*> DIAG = 'N' or 'n' A is not assumed to be unit
*> triangular.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> On entry, N specifies the order of the matrix A.
*> N must be at least zero.
*> \endverbatim
*>
*> \param[in] A
*> \verbatim
*> A is DOUBLE PRECISION array of DIMENSION ( LDA, n ).
*> Before entry with UPLO = 'U' or 'u', the leading n by n
*> upper triangular part of the array A must contain the upper
*> triangular matrix and the strictly lower triangular part of
*> A is not referenced.
*> Before entry with UPLO = 'L' or 'l', the leading n by n
*> lower triangular part of the array A must contain the lower
*> triangular matrix and the strictly upper triangular part of
*> A is not referenced.
*> Note that when DIAG = 'U' or 'u', the diagonal elements of
*> A are not referenced either, but are assumed to be unity.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> 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 ).
*> \endverbatim
*>
*> \param[in,out] X
*> \verbatim
*> X is DOUBLE PRECISION array of dimension at least
*> ( 1 + ( n - 1 )*abs( INCX ) ).
*> Before entry, the incremented array X must contain the n
*> element vector x. On exit, X is overwritten with the
*> tranformed vector x.
*> \endverbatim
*>
*> \param[in] INCX
*> \verbatim
*> INCX is INTEGER
*> On entry, INCX specifies the increment for the elements of
*> X. INCX must not be zero.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup double_blas_level2
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> Level 2 Blas routine.
*> The vector and matrix arguments are not referenced when N = 0, or M = 0
*>
*> -- 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.
*> \endverbatim
*>
* =====================================================================
SUBROUTINE DTRMV(UPLO,TRANS,DIAG,N,A,LDA,X,INCX)
*
* -- Reference BLAS level2 routine (version 3.4.0) --
* -- Reference BLAS is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Scalar Arguments ..
INTEGER INCX,LDA,N
CHARACTER DIAG,TRANS,UPLO
@ -7,98 +160,6 @@
DOUBLE PRECISION A(LDA,*),X(*)
* ..
*
* Purpose
* =======
*
* DTRMV performs one of the matrix-vector operations
*
* x := A*x, or x := A'*x,
*
* where x is an n element vector and A is an n by n unit, or non-unit,
* upper or lower triangular matrix.
*
* Arguments
* ==========
*
* UPLO - CHARACTER*1.
* On entry, UPLO specifies whether the matrix is an upper or
* lower triangular matrix as follows:
*
* UPLO = 'U' or 'u' A is an upper triangular matrix.
*
* UPLO = 'L' or 'l' A is a lower triangular matrix.
*
* Unchanged on exit.
*
* TRANS - CHARACTER*1.
* On entry, TRANS specifies the operation to be performed as
* follows:
*
* TRANS = 'N' or 'n' x := A*x.
*
* TRANS = 'T' or 't' x := A'*x.
*
* TRANS = 'C' or 'c' x := A'*x.
*
* Unchanged on exit.
*
* DIAG - CHARACTER*1.
* On entry, DIAG specifies whether or not A is unit
* triangular as follows:
*
* DIAG = 'U' or 'u' A is assumed to be unit triangular.
*
* DIAG = 'N' or 'n' A is not assumed to be unit
* triangular.
*
* Unchanged on exit.
*
* N - INTEGER.
* On entry, N specifies the order of the matrix A.
* N must be at least zero.
* Unchanged on exit.
*
* A - DOUBLE PRECISION array of DIMENSION ( LDA, n ).
* Before entry with UPLO = 'U' or 'u', the leading n by n
* upper triangular part of the array A must contain the upper
* triangular matrix and the strictly lower triangular part of
* A is not referenced.
* Before entry with UPLO = 'L' or 'l', the leading n by n
* lower triangular part of the array A must contain the lower
* triangular matrix and the strictly upper triangular part of
* A is not referenced.
* Note that when DIAG = 'U' or 'u', the diagonal elements of
* A are not referenced either, but are assumed to be unity.
* Unchanged on exit.
*
* LDA - 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.
*
* X - DOUBLE PRECISION array of dimension at least
* ( 1 + ( n - 1 )*abs( INCX ) ).
* Before entry, the incremented array X must contain the n
* element vector x. On exit, X is overwritten with the
* tranformed vector x.
*
* INCX - INTEGER.
* On entry, INCX specifies the increment for the elements of
* X. INCX must not be zero.
* Unchanged on exit.
*
* 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.
*
* =====================================================================
*
* .. Parameters ..
@ -221,7 +282,7 @@
END IF
ELSE
*
* Form x := A'*x.
* Form x := A**T*x.
*
IF (LSAME(UPLO,'U')) THEN
IF (INCX.EQ.1) THEN

311
lib/linalg/dtrsm.f
View File

@ -1,4 +1,191 @@
*> \brief \b DTRSM
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition:
* ===========
*
* SUBROUTINE DTRSM(SIDE,UPLO,TRANSA,DIAG,M,N,ALPHA,A,LDA,B,LDB)
*
* .. Scalar Arguments ..
* DOUBLE PRECISION ALPHA
* INTEGER LDA,LDB,M,N
* CHARACTER DIAG,SIDE,TRANSA,UPLO
* ..
* .. Array Arguments ..
* DOUBLE PRECISION A(LDA,*),B(LDB,*)
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DTRSM solves one of the matrix equations
*>
*> op( A )*X = alpha*B, or X*op( A ) = alpha*B,
*>
*> where alpha is a scalar, X and B are m by n matrices, A is a unit, or
*> non-unit, upper or lower triangular matrix and op( A ) is one of
*>
*> op( A ) = A or op( A ) = A**T.
*>
*> The matrix X is overwritten on B.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] SIDE
*> \verbatim
*> SIDE is CHARACTER*1
*> On entry, SIDE specifies whether op( A ) appears on the left
*> or right of X as follows:
*>
*> SIDE = 'L' or 'l' op( A )*X = alpha*B.
*>
*> SIDE = 'R' or 'r' X*op( A ) = alpha*B.
*> \endverbatim
*>
*> \param[in] UPLO
*> \verbatim
*> UPLO is CHARACTER*1
*> On entry, UPLO specifies whether the matrix A is an upper or
*> lower triangular matrix as follows:
*>
*> UPLO = 'U' or 'u' A is an upper triangular matrix.
*>
*> UPLO = 'L' or 'l' A is a lower triangular matrix.
*> \endverbatim
*>
*> \param[in] TRANSA
*> \verbatim
*> TRANSA is CHARACTER*1
*> On entry, TRANSA specifies the form of op( A ) to be used in
*> the matrix multiplication as follows:
*>
*> TRANSA = 'N' or 'n' op( A ) = A.
*>
*> TRANSA = 'T' or 't' op( A ) = A**T.
*>
*> TRANSA = 'C' or 'c' op( A ) = A**T.
*> \endverbatim
*>
*> \param[in] DIAG
*> \verbatim
*> DIAG is CHARACTER*1
*> On entry, DIAG specifies whether or not A is unit triangular
*> as follows:
*>
*> DIAG = 'U' or 'u' A is assumed to be unit triangular.
*>
*> DIAG = 'N' or 'n' A is not assumed to be unit
*> triangular.
*> \endverbatim
*>
*> \param[in] M
*> \verbatim
*> M is INTEGER
*> On entry, M specifies the number of rows of B. M must be at
*> least zero.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> On entry, N specifies the number of columns of B. N must be
*> at least zero.
*> \endverbatim
*>
*> \param[in] ALPHA
*> \verbatim
*> ALPHA is DOUBLE PRECISION.
*> On entry, ALPHA specifies the scalar alpha. When alpha is
*> zero then A is not referenced and B need not be set before
*> entry.
*> \endverbatim
*>
*> \param[in] A
*> \verbatim
*> A is DOUBLE PRECISION array of DIMENSION ( LDA, k ),
*> where k is m when SIDE = 'L' or 'l'
*> and k is n when SIDE = 'R' or 'r'.
*> Before entry with UPLO = 'U' or 'u', the leading k by k
*> upper triangular part of the array A must contain the upper
*> triangular matrix and the strictly lower triangular part of
*> A is not referenced.
*> Before entry with UPLO = 'L' or 'l', the leading k by k
*> lower triangular part of the array A must contain the lower
*> triangular matrix and the strictly upper triangular part of
*> A is not referenced.
*> Note that when DIAG = 'U' or 'u', the diagonal elements of
*> A are not referenced either, but are assumed to be unity.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> LDA is INTEGER
*> On entry, LDA specifies the first dimension of A as declared
*> in the calling (sub) program. When SIDE = 'L' or 'l' then
*> LDA must be at least max( 1, m ), when SIDE = 'R' or 'r'
*> then LDA must be at least max( 1, n ).
*> \endverbatim
*>
*> \param[in,out] B
*> \verbatim
*> B is DOUBLE PRECISION array of DIMENSION ( LDB, n ).
*> Before entry, the leading m by n part of the array B must
*> contain the right-hand side matrix B, and on exit is
*> overwritten by the solution matrix X.
*> \endverbatim
*>
*> \param[in] LDB
*> \verbatim
*> LDB is INTEGER
*> On entry, LDB specifies the first dimension of B as declared
*> in the calling (sub) program. LDB must be at least
*> max( 1, m ).
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup double_blas_level3
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> Level 3 Blas routine.
*>
*>
*> -- Written on 8-February-1989.
*> Jack Dongarra, Argonne National Laboratory.
*> Iain Duff, AERE Harwell.
*> Jeremy Du Croz, Numerical Algorithms Group Ltd.
*> Sven Hammarling, Numerical Algorithms Group Ltd.
*> \endverbatim
*>
* =====================================================================
SUBROUTINE DTRSM(SIDE,UPLO,TRANSA,DIAG,M,N,ALPHA,A,LDA,B,LDB)
*
* -- Reference BLAS level3 routine (version 3.4.0) --
* -- Reference BLAS is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Scalar Arguments ..
DOUBLE PRECISION ALPHA
INTEGER LDA,LDB,M,N
@ -8,126 +195,6 @@
DOUBLE PRECISION A(LDA,*),B(LDB,*)
* ..
*
* Purpose
* =======
*
* DTRSM solves one of the matrix equations
*
* op( A )*X = alpha*B, or X*op( A ) = alpha*B,
*
* where alpha is a scalar, X and B are m by n matrices, A is a unit, or
* non-unit, upper or lower triangular matrix and op( A ) is one of
*
* op( A ) = A or op( A ) = A'.
*
* The matrix X is overwritten on B.
*
* Arguments
* ==========
*
* SIDE - CHARACTER*1.
* On entry, SIDE specifies whether op( A ) appears on the left
* or right of X as follows:
*
* SIDE = 'L' or 'l' op( A )*X = alpha*B.
*
* SIDE = 'R' or 'r' X*op( A ) = alpha*B.
*
* Unchanged on exit.
*
* UPLO - CHARACTER*1.
* On entry, UPLO specifies whether the matrix A is an upper or
* lower triangular matrix as follows:
*
* UPLO = 'U' or 'u' A is an upper triangular matrix.
*
* UPLO = 'L' or 'l' A is a lower triangular matrix.
*
* Unchanged on exit.
*
* TRANSA - CHARACTER*1.
* On entry, TRANSA specifies the form of op( A ) to be used in
* the matrix multiplication as follows:
*
* TRANSA = 'N' or 'n' op( A ) = A.
*
* TRANSA = 'T' or 't' op( A ) = A'.
*
* TRANSA = 'C' or 'c' op( A ) = A'.
*
* Unchanged on exit.
*
* DIAG - CHARACTER*1.
* On entry, DIAG specifies whether or not A is unit triangular
* as follows:
*
* DIAG = 'U' or 'u' A is assumed to be unit triangular.
*
* DIAG = 'N' or 'n' A is not assumed to be unit
* triangular.
*
* Unchanged on exit.
*
* M - INTEGER.
* On entry, M specifies the number of rows of B. M must be at
* least zero.
* Unchanged on exit.
*
* N - INTEGER.
* On entry, N specifies the number of columns of B. N must be
* at least zero.
* Unchanged on exit.
*
* ALPHA - DOUBLE PRECISION.
* On entry, ALPHA specifies the scalar alpha. When alpha is
* zero then A is not referenced and B need not be set before
* entry.
* Unchanged on exit.
*
* A - DOUBLE PRECISION array of DIMENSION ( LDA, k ), where k is m
* when SIDE = 'L' or 'l' and is n when SIDE = 'R' or 'r'.
* Before entry with UPLO = 'U' or 'u', the leading k by k
* upper triangular part of the array A must contain the upper
* triangular matrix and the strictly lower triangular part of
* A is not referenced.
* Before entry with UPLO = 'L' or 'l', the leading k by k
* lower triangular part of the array A must contain the lower
* triangular matrix and the strictly upper triangular part of
* A is not referenced.
* Note that when DIAG = 'U' or 'u', the diagonal elements of
* A are not referenced either, but are assumed to be unity.
* Unchanged on exit.
*
* LDA - INTEGER.
* On entry, LDA specifies the first dimension of A as declared
* in the calling (sub) program. When SIDE = 'L' or 'l' then
* LDA must be at least max( 1, m ), when SIDE = 'R' or 'r'
* then LDA must be at least max( 1, n ).
* Unchanged on exit.
*
* B - DOUBLE PRECISION array of DIMENSION ( LDB, n ).
* Before entry, the leading m by n part of the array B must
* contain the right-hand side matrix B, and on exit is
* overwritten by the solution matrix X.
*
* LDB - INTEGER.
* On entry, LDB specifies the first dimension of B as declared
* in the calling (sub) program. LDB must be at least
* max( 1, m ).
* Unchanged on exit.
*
* Further Details
* ===============
*
* Level 3 Blas routine.
*
*
* -- Written on 8-February-1989.
* Jack Dongarra, Argonne National Laboratory.
* Iain Duff, AERE Harwell.
* Jeremy Du Croz, Numerical Algorithms Group Ltd.
* Sven Hammarling, Numerical Algorithms Group Ltd.
*
* =====================================================================
*
* .. External Functions ..
@ -243,7 +310,7 @@
END IF
ELSE
*
* Form B := alpha*inv( A' )*B.
* Form B := alpha*inv( A**T )*B.
*
IF (UPPER) THEN
DO 130 J = 1,N
@ -319,7 +386,7 @@
END IF
ELSE
*
* Form B := alpha*B*inv( A' ).
* Form B := alpha*B*inv( A**T ).
*
IF (UPPER) THEN
DO 310 K = N,1,-1

244
lib/linalg/dtrsv.f
View File

@ -1,4 +1,153 @@
*> \brief \b DTRSV
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition:
* ===========
*
* SUBROUTINE DTRSV(UPLO,TRANS,DIAG,N,A,LDA,X,INCX)
*
* .. Scalar Arguments ..
* INTEGER INCX,LDA,N
* CHARACTER DIAG,TRANS,UPLO
* ..
* .. Array Arguments ..
* DOUBLE PRECISION A(LDA,*),X(*)
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DTRSV solves one of the systems of equations
*>
*> A*x = b, or A**T*x = b,
*>
*> where b and x are n element vectors and A is an n by n unit, or
*> non-unit, upper or lower triangular matrix.
*>
*> No test for singularity or near-singularity is included in this
*> routine. Such tests must be performed before calling this routine.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] UPLO
*> \verbatim
*> UPLO is CHARACTER*1
*> On entry, UPLO specifies whether the matrix is an upper or
*> lower triangular matrix as follows:
*>
*> UPLO = 'U' or 'u' A is an upper triangular matrix.
*>
*> UPLO = 'L' or 'l' A is a lower triangular matrix.
*> \endverbatim
*>
*> \param[in] TRANS
*> \verbatim
*> TRANS is CHARACTER*1
*> On entry, TRANS specifies the equations to be solved as
*> follows:
*>
*> TRANS = 'N' or 'n' A*x = b.
*>
*> TRANS = 'T' or 't' A**T*x = b.
*>
*> TRANS = 'C' or 'c' A**T*x = b.
*> \endverbatim
*>
*> \param[in] DIAG
*> \verbatim
*> DIAG is CHARACTER*1
*> On entry, DIAG specifies whether or not A is unit
*> triangular as follows:
*>
*> DIAG = 'U' or 'u' A is assumed to be unit triangular.
*>
*> DIAG = 'N' or 'n' A is not assumed to be unit
*> triangular.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> On entry, N specifies the order of the matrix A.
*> N must be at least zero.
*> \endverbatim
*>
*> \param[in] A
*> \verbatim
*> A is DOUBLE PRECISION array of DIMENSION ( LDA, n ).
*> Before entry with UPLO = 'U' or 'u', the leading n by n
*> upper triangular part of the array A must contain the upper
*> triangular matrix and the strictly lower triangular part of
*> A is not referenced.
*> Before entry with UPLO = 'L' or 'l', the leading n by n
*> lower triangular part of the array A must contain the lower
*> triangular matrix and the strictly upper triangular part of
*> A is not referenced.
*> Note that when DIAG = 'U' or 'u', the diagonal elements of
*> A are not referenced either, but are assumed to be unity.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> 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 ).
*> \endverbatim
*>
*> \param[in,out] X
*> \verbatim
*> X is DOUBLE PRECISION array of dimension at least
*> ( 1 + ( n - 1 )*abs( INCX ) ).
*> Before entry, the incremented array X must contain the n
*> element right-hand side vector b. On exit, X is overwritten
*> with the solution vector x.
*> \endverbatim
*>
*> \param[in] INCX
*> \verbatim
*> INCX is INTEGER
*> On entry, INCX specifies the increment for the elements of
*> X. INCX must not be zero.
*>
*> 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.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup double_blas_level1
*
* =====================================================================
SUBROUTINE DTRSV(UPLO,TRANS,DIAG,N,A,LDA,X,INCX)
*
* -- Reference BLAS level1 routine (version 3.4.0) --
* -- Reference BLAS is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Scalar Arguments ..
INTEGER INCX,LDA,N
CHARACTER DIAG,TRANS,UPLO
@ -7,99 +156,6 @@
DOUBLE PRECISION A(LDA,*),X(*)
* ..
*
* Purpose
* =======
*
* DTRSV solves one of the systems of equations
*
* A*x = b, or A'*x = b,
*
* where b and x are n element vectors and A is an n by n unit, or
* non-unit, upper or lower triangular matrix.
*
* No test for singularity or near-singularity is included in this
* routine. Such tests must be performed before calling this routine.
*
* Arguments
* ==========
*
* UPLO - CHARACTER*1.
* On entry, UPLO specifies whether the matrix is an upper or
* lower triangular matrix as follows:
*
* UPLO = 'U' or 'u' A is an upper triangular matrix.
*
* UPLO = 'L' or 'l' A is a lower triangular matrix.
*
* Unchanged on exit.
*
* TRANS - CHARACTER*1.
* On entry, TRANS specifies the equations to be solved as
* follows:
*
* TRANS = 'N' or 'n' A*x = b.
*
* TRANS = 'T' or 't' A'*x = b.
*
* TRANS = 'C' or 'c' A'*x = b.
*
* Unchanged on exit.
*
* DIAG - CHARACTER*1.
* On entry, DIAG specifies whether or not A is unit
* triangular as follows:
*
* DIAG = 'U' or 'u' A is assumed to be unit triangular.
*
* DIAG = 'N' or 'n' A is not assumed to be unit
* triangular.
*
* Unchanged on exit.
*
* N - INTEGER.
* On entry, N specifies the order of the matrix A.
* N must be at least zero.
* Unchanged on exit.
*
* A - DOUBLE PRECISION array of DIMENSION ( LDA, n ).
* Before entry with UPLO = 'U' or 'u', the leading n by n
* upper triangular part of the array A must contain the upper
* triangular matrix and the strictly lower triangular part of
* A is not referenced.
* Before entry with UPLO = 'L' or 'l', the leading n by n
* lower triangular part of the array A must contain the lower
* triangular matrix and the strictly upper triangular part of
* A is not referenced.
* Note that when DIAG = 'U' or 'u', the diagonal elements of
* A are not referenced either, but are assumed to be unity.
* Unchanged on exit.
*
* LDA - 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.
*
* X - DOUBLE PRECISION array of dimension at least
* ( 1 + ( n - 1 )*abs( INCX ) ).
* Before entry, the incremented array X must contain the n
* element right-hand side vector b. On exit, X is overwritten
* with the solution vector x.
*
* INCX - INTEGER.
* On entry, INCX specifies the increment for the elements of
* X. INCX must not be zero.
* Unchanged on exit.
*
*
* 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.
*
* =====================================================================
*
* .. Parameters ..
@ -221,7 +277,7 @@
END IF
ELSE
*
* Form x := inv( A' )*x.
* Form x := inv( A**T )*x.
*
IF (LSAME(UPLO,'U')) THEN
IF (INCX.EQ.1) THEN

159
lib/linalg/dtrti2.f
View File

@ -1,9 +1,119 @@
*> \brief \b DTRTI2 computes the inverse of a triangular matrix (unblocked algorithm).
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DTRTI2 + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dtrti2.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dtrti2.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dtrti2.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DTRTI2( UPLO, DIAG, N, A, LDA, INFO )
*
* .. Scalar Arguments ..
* CHARACTER DIAG, UPLO
* INTEGER INFO, LDA, N
* ..
* .. Array Arguments ..
* DOUBLE PRECISION A( LDA, * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DTRTI2 computes the inverse of a real upper or lower triangular
*> matrix.
*>
*> This is the Level 2 BLAS version of the algorithm.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] UPLO
*> \verbatim
*> UPLO is CHARACTER*1
*> Specifies whether the matrix A is upper or lower triangular.
*> = 'U': Upper triangular
*> = 'L': Lower triangular
*> \endverbatim
*>
*> \param[in] DIAG
*> \verbatim
*> DIAG is CHARACTER*1
*> Specifies whether or not the matrix A is unit triangular.
*> = 'N': Non-unit triangular
*> = 'U': Unit triangular
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The order of the matrix A. N >= 0.
*> \endverbatim
*>
*> \param[in,out] A
*> \verbatim
*> A is DOUBLE PRECISION array, dimension (LDA,N)
*> On entry, the triangular matrix A. If UPLO = 'U', the
*> leading n by n upper triangular part of the array A contains
*> the upper triangular matrix, and the strictly lower
*> triangular part of A is not referenced. If UPLO = 'L', the
*> leading n by n lower triangular part of the array A contains
*> the lower triangular matrix, and the strictly upper
*> triangular part of A is not referenced. If DIAG = 'U', the
*> diagonal elements of A are also not referenced and are
*> assumed to be 1.
*>
*> On exit, the (triangular) inverse of the original matrix, in
*> the same storage format.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> LDA is INTEGER
*> The leading dimension of the array A. LDA >= max(1,N).
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is INTEGER
*> = 0: successful exit
*> < 0: if INFO = -k, the k-th argument had an illegal value
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date September 2012
*
*> \ingroup doubleOTHERcomputational
*
* =====================================================================
SUBROUTINE DTRTI2( UPLO, DIAG, N, A, LDA, INFO )
*
* -- LAPACK routine (version 3.2) --
* -- LAPACK computational routine (version 3.4.2) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2006
* September 2012
*
* .. Scalar Arguments ..
CHARACTER DIAG, UPLO
@ -13,51 +123,6 @@
DOUBLE PRECISION A( LDA, * )
* ..
*
* Purpose
* =======
*
* DTRTI2 computes the inverse of a real upper or lower triangular
* matrix.
*
* This is the Level 2 BLAS version of the algorithm.
*
* Arguments
* =========
*
* UPLO (input) CHARACTER*1
* Specifies whether the matrix A is upper or lower triangular.
* = 'U': Upper triangular
* = 'L': Lower triangular
*
* DIAG (input) CHARACTER*1
* Specifies whether or not the matrix A is unit triangular.
* = 'N': Non-unit triangular
* = 'U': Unit triangular
*
* N (input) INTEGER
* The order of the matrix A. N >= 0.
*
* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
* On entry, the triangular matrix A. If UPLO = 'U', the
* leading n by n upper triangular part of the array A contains
* the upper triangular matrix, and the strictly lower
* triangular part of A is not referenced. If UPLO = 'L', the
* leading n by n lower triangular part of the array A contains
* the lower triangular matrix, and the strictly upper
* triangular part of A is not referenced. If DIAG = 'U', the
* diagonal elements of A are also not referenced and are
* assumed to be 1.
*
* On exit, the (triangular) inverse of the original matrix, in
* the same storage format.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,N).
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -k, the k-th argument had an illegal value
*
* =====================================================================
*
* .. Parameters ..

157
lib/linalg/dtrtri.f
View File

@ -1,9 +1,118 @@
*> \brief \b DTRTRI
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DTRTRI + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dtrtri.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dtrtri.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dtrtri.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DTRTRI( UPLO, DIAG, N, A, LDA, INFO )
*
* .. Scalar Arguments ..
* CHARACTER DIAG, UPLO
* INTEGER INFO, LDA, N
* ..
* .. Array Arguments ..
* DOUBLE PRECISION A( LDA, * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DTRTRI computes the inverse of a real upper or lower triangular
*> matrix A.
*>
*> This is the Level 3 BLAS version of the algorithm.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] UPLO
*> \verbatim
*> UPLO is CHARACTER*1
*> = 'U': A is upper triangular;
*> = 'L': A is lower triangular.
*> \endverbatim
*>
*> \param[in] DIAG
*> \verbatim
*> DIAG is CHARACTER*1
*> = 'N': A is non-unit triangular;
*> = 'U': A is unit triangular.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The order of the matrix A. N >= 0.
*> \endverbatim
*>
*> \param[in,out] A
*> \verbatim
*> A is DOUBLE PRECISION array, dimension (LDA,N)
*> On entry, the triangular matrix A. If UPLO = 'U', the
*> leading N-by-N upper triangular part of the array A contains
*> the upper triangular matrix, and the strictly lower
*> triangular part of A is not referenced. If UPLO = 'L', the
*> leading N-by-N lower triangular part of the array A contains
*> the lower triangular matrix, and the strictly upper
*> triangular part of A is not referenced. If DIAG = 'U', the
*> diagonal elements of A are also not referenced and are
*> assumed to be 1.
*> On exit, the (triangular) inverse of the original matrix, in
*> the same storage format.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> LDA is INTEGER
*> The leading dimension of the array A. LDA >= max(1,N).
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is INTEGER
*> = 0: successful exit
*> < 0: if INFO = -i, the i-th argument had an illegal value
*> > 0: if INFO = i, A(i,i) is exactly zero. The triangular
*> matrix is singular and its inverse can not be computed.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup doubleOTHERcomputational
*
* =====================================================================
SUBROUTINE DTRTRI( UPLO, DIAG, N, A, LDA, INFO )
*
* -- LAPACK routine (version 3.2) --
* -- LAPACK computational routine (version 3.4.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2006
* November 2011
*
* .. Scalar Arguments ..
CHARACTER DIAG, UPLO
@ -13,50 +122,6 @@
DOUBLE PRECISION A( LDA, * )
* ..
*
* Purpose
* =======
*
* DTRTRI computes the inverse of a real upper or lower triangular
* matrix A.
*
* This is the Level 3 BLAS version of the algorithm.
*
* Arguments
* =========
*
* UPLO (input) CHARACTER*1
* = 'U': A is upper triangular;
* = 'L': A is lower triangular.
*
* DIAG (input) CHARACTER*1
* = 'N': A is non-unit triangular;
* = 'U': A is unit triangular.
*
* N (input) INTEGER
* The order of the matrix A. N >= 0.
*
* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
* On entry, the triangular matrix A. If UPLO = 'U', the
* leading N-by-N upper triangular part of the array A contains
* the upper triangular matrix, and the strictly lower
* triangular part of A is not referenced. If UPLO = 'L', the
* leading N-by-N lower triangular part of the array A contains
* the lower triangular matrix, and the strictly upper
* triangular part of A is not referenced. If DIAG = 'U', the
* diagonal elements of A are also not referenced and are
* assumed to be 1.
* On exit, the (triangular) inverse of the original matrix, in
* the same storage format.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,N).
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
* > 0: if INFO = i, A(i,i) is exactly zero. The triangular
* matrix is singular and its inverse can not be computed.
*
* =====================================================================
*
* .. Parameters ..

112
lib/linalg/idamax.f
View File

@ -1,4 +1,61 @@
*> \brief \b IDAMAX
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition:
* ===========
*
* INTEGER FUNCTION IDAMAX(N,DX,INCX)
*
* .. Scalar Arguments ..
* INTEGER INCX,N
* ..
* .. Array Arguments ..
* DOUBLE PRECISION DX(*)
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> IDAMAX finds the index of element having max. absolute value.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup aux_blas
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> jack dongarra, linpack, 3/11/78.
*> modified 3/93 to return if incx .le. 0.
*> modified 12/3/93, array(1) declarations changed to array(*)
*> \endverbatim
*>
* =====================================================================
INTEGER FUNCTION IDAMAX(N,DX,INCX)
*
* -- Reference BLAS level1 routine (version 3.4.0) --
* -- Reference BLAS is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Scalar Arguments ..
INTEGER INCX,N
* ..
@ -6,18 +63,6 @@
DOUBLE PRECISION DX(*)
* ..
*
* Purpose
* =======
*
* IDAMAX finds the index of element having max. absolute value.
*
* Further Details
* ===============
*
* jack dongarra, linpack, 3/11/78.
* modified 3/93 to return if incx .le. 0.
* modified 12/3/93, array(1) declarations changed to array(*)
*
* =====================================================================
*
* .. Local Scalars ..
@ -31,28 +76,31 @@
IF (N.LT.1 .OR. INCX.LE.0) RETURN
IDAMAX = 1
IF (N.EQ.1) RETURN
IF (INCX.EQ.1) GO TO 20
*
* code for increment not equal to 1
*
IX = 1
DMAX = DABS(DX(1))
IX = IX + INCX
DO 10 I = 2,N
IF (DABS(DX(IX)).LE.DMAX) GO TO 5
IDAMAX = I
DMAX = DABS(DX(IX))
5 IX = IX + INCX
10 CONTINUE
RETURN
IF (INCX.EQ.1) THEN
*
* code for increment equal to 1
*
20 DMAX = DABS(DX(1))
DO 30 I = 2,N
IF (DABS(DX(I)).LE.DMAX) GO TO 30
IDAMAX = I
DMAX = DABS(DX(I))
30 CONTINUE
DMAX = DABS(DX(1))
DO I = 2,N
IF (DABS(DX(I)).GT.DMAX) THEN
IDAMAX = I
DMAX = DABS(DX(I))
END IF
END DO
ELSE
*
* code for increment not equal to 1
*
IX = 1
DMAX = DABS(DX(1))
IX = IX + INCX
DO I = 2,N
IF (DABS(DX(IX)).GT.DMAX) THEN
IDAMAX = I
DMAX = DABS(DX(IX))
END IF
IX = IX + INCX
END DO
END IF
RETURN
END

117
lib/linalg/ieeeck.f
View File

@ -1,43 +1,98 @@
*> \brief \b IEEECK
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download IEEECK + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/ieeeck.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/ieeeck.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/ieeeck.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* INTEGER FUNCTION IEEECK( ISPEC, ZERO, ONE )
*
* .. Scalar Arguments ..
* INTEGER ISPEC
* REAL ONE, ZERO
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> IEEECK is called from the ILAENV to verify that Infinity and
*> possibly NaN arithmetic is safe (i.e. will not trap).
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] ISPEC
*> \verbatim
*> ISPEC is INTEGER
*> Specifies whether to test just for inifinity arithmetic
*> or whether to test for infinity and NaN arithmetic.
*> = 0: Verify infinity arithmetic only.
*> = 1: Verify infinity and NaN arithmetic.
*> \endverbatim
*>
*> \param[in] ZERO
*> \verbatim
*> ZERO is REAL
*> Must contain the value 0.0
*> This is passed to prevent the compiler from optimizing
*> away this code.
*> \endverbatim
*>
*> \param[in] ONE
*> \verbatim
*> ONE is REAL
*> Must contain the value 1.0
*> This is passed to prevent the compiler from optimizing
*> away this code.
*>
*> RETURN VALUE: INTEGER
*> = 0: Arithmetic failed to produce the correct answers
*> = 1: Arithmetic produced the correct answers
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup auxOTHERauxiliary
*
* =====================================================================
INTEGER FUNCTION IEEECK( ISPEC, ZERO, ONE )
*
* -- LAPACK auxiliary routine (version 3.2) --
* -- LAPACK auxiliary routine (version 3.4.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2006
* November 2011
*
* .. Scalar Arguments ..
INTEGER ISPEC
REAL ONE, ZERO
* ..
*
* Purpose
* =======
*
* IEEECK is called from the ILAENV to verify that Infinity and
* possibly NaN arithmetic is safe (i.e. will not trap).
*
* Arguments
* =========
*
* ISPEC (input) INTEGER
* Specifies whether to test just for inifinity arithmetic
* or whether to test for infinity and NaN arithmetic.
* = 0: Verify infinity arithmetic only.
* = 1: Verify infinity and NaN arithmetic.
*
* ZERO (input) REAL
* Must contain the value 0.0
* This is passed to prevent the compiler from optimizing
* away this code.
*
* ONE (input) REAL
* Must contain the value 1.0
* This is passed to prevent the compiler from optimizing
* away this code.
*
* RETURN VALUE: INTEGER
* = 0: Arithmetic failed to produce the correct answers
* = 1: Arithmetic produced the correct answers
* =====================================================================
*
* .. Local Scalars ..
REAL NAN1, NAN2, NAN3, NAN4, NAN5, NAN6, NEGINF,
@ -112,7 +167,7 @@
*
NAN5 = NEGINF*NEGZRO
*
NAN6 = NAN5*0.0
NAN6 = NAN5*ZERO
*
IF( NAN1.EQ.NAN1 ) THEN
IEEECK = 0

259
lib/linalg/ilaenv.f
View File

@ -1,108 +1,177 @@
*> \brief \b ILAENV
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download ILAENV + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/ilaenv.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/ilaenv.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/ilaenv.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* INTEGER FUNCTION ILAENV( ISPEC, NAME, OPTS, N1, N2, N3, N4 )
*
* .. Scalar Arguments ..
* CHARACTER*( * ) NAME, OPTS
* INTEGER ISPEC, N1, N2, N3, N4
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> ILAENV is called from the LAPACK routines to choose problem-dependent
*> parameters for the local environment. See ISPEC for a description of
*> the parameters.
*>
*> ILAENV returns an INTEGER
*> if ILAENV >= 0: ILAENV returns the value of the parameter specified by ISPEC
*> if ILAENV < 0: if ILAENV = -k, the k-th argument had an illegal value.
*>
*> This version provides a set of parameters which should give good,
*> but not optimal, performance on many of the currently available
*> computers. Users are encouraged to modify this subroutine to set
*> the tuning parameters for their particular machine using the option
*> and problem size information in the arguments.
*>
*> This routine will not function correctly if it is converted to all
*> lower case. Converting it to all upper case is allowed.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] ISPEC
*> \verbatim
*> ISPEC is INTEGER
*> Specifies the parameter to be returned as the value of
*> ILAENV.
*> = 1: the optimal blocksize; if this value is 1, an unblocked
*> algorithm will give the best performance.
*> = 2: the minimum block size for which the block routine
*> should be used; if the usable block size is less than
*> this value, an unblocked routine should be used.
*> = 3: the crossover point (in a block routine, for N less
*> than this value, an unblocked routine should be used)
*> = 4: the number of shifts, used in the nonsymmetric
*> eigenvalue routines (DEPRECATED)
*> = 5: the minimum column dimension for blocking to be used;
*> rectangular blocks must have dimension at least k by m,
*> where k is given by ILAENV(2,...) and m by ILAENV(5,...)
*> = 6: the crossover point for the SVD (when reducing an m by n
*> matrix to bidiagonal form, if max(m,n)/min(m,n) exceeds
*> this value, a QR factorization is used first to reduce
*> the matrix to a triangular form.)
*> = 7: the number of processors
*> = 8: the crossover point for the multishift QR method
*> for nonsymmetric eigenvalue problems (DEPRECATED)
*> = 9: maximum size of the subproblems at the bottom of the
*> computation tree in the divide-and-conquer algorithm
*> (used by xGELSD and xGESDD)
*> =10: ieee NaN arithmetic can be trusted not to trap
*> =11: infinity arithmetic can be trusted not to trap
*> 12 <= ISPEC <= 16:
*> xHSEQR or one of its subroutines,
*> see IPARMQ for detailed explanation
*> \endverbatim
*>
*> \param[in] NAME
*> \verbatim
*> NAME is CHARACTER*(*)
*> The name of the calling subroutine, in either upper case or
*> lower case.
*> \endverbatim
*>
*> \param[in] OPTS
*> \verbatim
*> OPTS is CHARACTER*(*)
*> The character options to the subroutine NAME, concatenated
*> into a single character string. For example, UPLO = 'U',
*> TRANS = 'T', and DIAG = 'N' for a triangular routine would
*> be specified as OPTS = 'UTN'.
*> \endverbatim
*>
*> \param[in] N1
*> \verbatim
*> N1 is INTEGER
*> \endverbatim
*>
*> \param[in] N2
*> \verbatim
*> N2 is INTEGER
*> \endverbatim
*>
*> \param[in] N3
*> \verbatim
*> N3 is INTEGER
*> \endverbatim
*>
*> \param[in] N4
*> \verbatim
*> N4 is INTEGER
*> Problem dimensions for the subroutine NAME; these may not all
*> be required.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup auxOTHERauxiliary
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> The following conventions have been used when calling ILAENV from the
*> LAPACK routines:
*> 1) OPTS is a concatenation of all of the character options to
*> subroutine NAME, in the same order that they appear in the
*> argument list for NAME, even if they are not used in determining
*> the value of the parameter specified by ISPEC.
*> 2) The problem dimensions N1, N2, N3, N4 are specified in the order
*> that they appear in the argument list for NAME. N1 is used
*> first, N2 second, and so on, and unused problem dimensions are
*> passed a value of -1.
*> 3) The parameter value returned by ILAENV is checked for validity in
*> the calling subroutine. For example, ILAENV is used to retrieve
*> the optimal blocksize for STRTRI as follows:
*>
*> NB = ILAENV( 1, 'STRTRI', UPLO // DIAG, N, -1, -1, -1 )
*> IF( NB.LE.1 ) NB = MAX( 1, N )
*> \endverbatim
*>
* =====================================================================
INTEGER FUNCTION ILAENV( ISPEC, NAME, OPTS, N1, N2, N3, N4 )
*
* -- LAPACK auxiliary routine (version 3.2.1) --
*
* -- April 2009 --
*
* -- LAPACK auxiliary routine (version 3.4.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Scalar Arguments ..
CHARACTER*( * ) NAME, OPTS
INTEGER ISPEC, N1, N2, N3, N4
* ..
*
* Purpose
* =======
*
* ILAENV is called from the LAPACK routines to choose problem-dependent
* parameters for the local environment. See ISPEC for a description of
* the parameters.
*
* ILAENV returns an INTEGER
* if ILAENV >= 0: ILAENV returns the value of the parameter specified by ISPEC
* if ILAENV < 0: if ILAENV = -k, the k-th argument had an illegal value.
*
* This version provides a set of parameters which should give good,
* but not optimal, performance on many of the currently available
* computers. Users are encouraged to modify this subroutine to set
* the tuning parameters for their particular machine using the option
* and problem size information in the arguments.
*
* This routine will not function correctly if it is converted to all
* lower case. Converting it to all upper case is allowed.
*
* Arguments
* =========
*
* ISPEC (input) INTEGER
* Specifies the parameter to be returned as the value of
* ILAENV.
* = 1: the optimal blocksize; if this value is 1, an unblocked
* algorithm will give the best performance.
* = 2: the minimum block size for which the block routine
* should be used; if the usable block size is less than
* this value, an unblocked routine should be used.
* = 3: the crossover point (in a block routine, for N less
* than this value, an unblocked routine should be used)
* = 4: the number of shifts, used in the nonsymmetric
* eigenvalue routines (DEPRECATED)
* = 5: the minimum column dimension for blocking to be used;
* rectangular blocks must have dimension at least k by m,
* where k is given by ILAENV(2,...) and m by ILAENV(5,...)
* = 6: the crossover point for the SVD (when reducing an m by n
* matrix to bidiagonal form, if max(m,n)/min(m,n) exceeds
* this value, a QR factorization is used first to reduce
* the matrix to a triangular form.)
* = 7: the number of processors
* = 8: the crossover point for the multishift QR method
* for nonsymmetric eigenvalue problems (DEPRECATED)
* = 9: maximum size of the subproblems at the bottom of the
* computation tree in the divide-and-conquer algorithm
* (used by xGELSD and xGESDD)
* =10: ieee NaN arithmetic can be trusted not to trap
* =11: infinity arithmetic can be trusted not to trap
* 12 <= ISPEC <= 16:
* xHSEQR or one of its subroutines,
* see IPARMQ for detailed explanation
*
* NAME (input) CHARACTER*(*)
* The name of the calling subroutine, in either upper case or
* lower case.
*
* OPTS (input) CHARACTER*(*)
* The character options to the subroutine NAME, concatenated
* into a single character string. For example, UPLO = 'U',
* TRANS = 'T', and DIAG = 'N' for a triangular routine would
* be specified as OPTS = 'UTN'.
*
* N1 (input) INTEGER
* N2 (input) INTEGER
* N3 (input) INTEGER
* N4 (input) INTEGER
* Problem dimensions for the subroutine NAME; these may not all
* be required.
*
* Further Details
* ===============
*
* The following conventions have been used when calling ILAENV from the
* LAPACK routines:
* 1) OPTS is a concatenation of all of the character options to
* subroutine NAME, in the same order that they appear in the
* argument list for NAME, even if they are not used in determining
* the value of the parameter specified by ISPEC.
* 2) The problem dimensions N1, N2, N3, N4 are specified in the order
* that they appear in the argument list for NAME. N1 is used
* first, N2 second, and so on, and unused problem dimensions are
* passed a value of -1.
* 3) The parameter value returned by ILAENV is checked for validity in
* the calling subroutine. For example, ILAENV is used to retrieve
* the optimal blocksize for STRTRI as follows:
*
* NB = ILAENV( 1, 'STRTRI', UPLO // DIAG, N, -1, -1, -1 )
* IF( NB.LE.1 ) NB = MAX( 1, N )
*
* =====================================================================
*
* .. Local Scalars ..

368
lib/linalg/iparmq.f
View File

@ -1,161 +1,229 @@
*> \brief \b IPARMQ
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download IPARMQ + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/iparmq.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/iparmq.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/iparmq.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* INTEGER FUNCTION IPARMQ( ISPEC, NAME, OPTS, N, ILO, IHI, LWORK )
*
* .. Scalar Arguments ..
* INTEGER IHI, ILO, ISPEC, LWORK, N
* CHARACTER NAME*( * ), OPTS*( * )
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> This program sets problem and machine dependent parameters
*> useful for xHSEQR and its subroutines. It is called whenever
*> ILAENV is called with 12 <= ISPEC <= 16
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] ISPEC
*> \verbatim
*> ISPEC is integer scalar
*> ISPEC specifies which tunable parameter IPARMQ should
*> return.
*>
*> ISPEC=12: (INMIN) Matrices of order nmin or less
*> are sent directly to xLAHQR, the implicit
*> double shift QR algorithm. NMIN must be
*> at least 11.
*>
*> ISPEC=13: (INWIN) Size of the deflation window.
*> This is best set greater than or equal to
*> the number of simultaneous shifts NS.
*> Larger matrices benefit from larger deflation
*> windows.
*>
*> ISPEC=14: (INIBL) Determines when to stop nibbling and
*> invest in an (expensive) multi-shift QR sweep.
*> If the aggressive early deflation subroutine
*> finds LD converged eigenvalues from an order
*> NW deflation window and LD.GT.(NW*NIBBLE)/100,
*> then the next QR sweep is skipped and early
*> deflation is applied immediately to the
*> remaining active diagonal block. Setting
*> IPARMQ(ISPEC=14) = 0 causes TTQRE to skip a
*> multi-shift QR sweep whenever early deflation
*> finds a converged eigenvalue. Setting
*> IPARMQ(ISPEC=14) greater than or equal to 100
*> prevents TTQRE from skipping a multi-shift
*> QR sweep.
*>
*> ISPEC=15: (NSHFTS) The number of simultaneous shifts in
*> a multi-shift QR iteration.
*>
*> ISPEC=16: (IACC22) IPARMQ is set to 0, 1 or 2 with the
*> following meanings.
*> 0: During the multi-shift QR sweep,
*> xLAQR5 does not accumulate reflections and
*> does not use matrix-matrix multiply to
*> update the far-from-diagonal matrix
*> entries.
*> 1: During the multi-shift QR sweep,
*> xLAQR5 and/or xLAQRaccumulates reflections and uses
*> matrix-matrix multiply to update the
*> far-from-diagonal matrix entries.
*> 2: During the multi-shift QR sweep.
*> xLAQR5 accumulates reflections and takes
*> advantage of 2-by-2 block structure during
*> matrix-matrix multiplies.
*> (If xTRMM is slower than xGEMM, then
*> IPARMQ(ISPEC=16)=1 may be more efficient than
*> IPARMQ(ISPEC=16)=2 despite the greater level of
*> arithmetic work implied by the latter choice.)
*> \endverbatim
*>
*> \param[in] NAME
*> \verbatim
*> NAME is character string
*> Name of the calling subroutine
*> \endverbatim
*>
*> \param[in] OPTS
*> \verbatim
*> OPTS is character string
*> This is a concatenation of the string arguments to
*> TTQRE.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is integer scalar
*> N is the order of the Hessenberg matrix H.
*> \endverbatim
*>
*> \param[in] ILO
*> \verbatim
*> ILO is INTEGER
*> \endverbatim
*>
*> \param[in] IHI
*> \verbatim
*> IHI is INTEGER
*> It is assumed that H is already upper triangular
*> in rows and columns 1:ILO-1 and IHI+1:N.
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*> LWORK is integer scalar
*> The amount of workspace available.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup auxOTHERauxiliary
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> Little is known about how best to choose these parameters.
*> It is possible to use different values of the parameters
*> for each of CHSEQR, DHSEQR, SHSEQR and ZHSEQR.
*>
*> It is probably best to choose different parameters for
*> different matrices and different parameters at different
*> times during the iteration, but this has not been
*> implemented --- yet.
*>
*>
*> The best choices of most of the parameters depend
*> in an ill-understood way on the relative execution
*> rate of xLAQR3 and xLAQR5 and on the nature of each
*> particular eigenvalue problem. Experiment may be the
*> only practical way to determine which choices are most
*> effective.
*>
*> Following is a list of default values supplied by IPARMQ.
*> These defaults may be adjusted in order to attain better
*> performance in any particular computational environment.
*>
*> IPARMQ(ISPEC=12) The xLAHQR vs xLAQR0 crossover point.
*> Default: 75. (Must be at least 11.)
*>
*> IPARMQ(ISPEC=13) Recommended deflation window size.
*> This depends on ILO, IHI and NS, the
*> number of simultaneous shifts returned
*> by IPARMQ(ISPEC=15). The default for
*> (IHI-ILO+1).LE.500 is NS. The default
*> for (IHI-ILO+1).GT.500 is 3*NS/2.
*>
*> IPARMQ(ISPEC=14) Nibble crossover point. Default: 14.
*>
*> IPARMQ(ISPEC=15) Number of simultaneous shifts, NS.
*> a multi-shift QR iteration.
*>
*> If IHI-ILO+1 is ...
*>
*> greater than ...but less ... the
*> or equal to ... than default is
*>
*> 0 30 NS = 2+
*> 30 60 NS = 4+
*> 60 150 NS = 10
*> 150 590 NS = **
*> 590 3000 NS = 64
*> 3000 6000 NS = 128
*> 6000 infinity NS = 256
*>
*> (+) By default matrices of this order are
*> passed to the implicit double shift routine
*> xLAHQR. See IPARMQ(ISPEC=12) above. These
*> values of NS are used only in case of a rare
*> xLAHQR failure.
*>
*> (**) The asterisks (**) indicate an ad-hoc
*> function increasing from 10 to 64.
*>
*> IPARMQ(ISPEC=16) Select structured matrix multiply.
*> (See ISPEC=16 above for details.)
*> Default: 3.
*> \endverbatim
*>
* =====================================================================
INTEGER FUNCTION IPARMQ( ISPEC, NAME, OPTS, N, ILO, IHI, LWORK )
*
* -- LAPACK auxiliary routine (version 3.2) --
* -- LAPACK auxiliary routine (version 3.4.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2006
*
* November 2011
*
* .. Scalar Arguments ..
INTEGER IHI, ILO, ISPEC, LWORK, N
CHARACTER NAME*( * ), OPTS*( * )
*
* Purpose
* =======
*
* This program sets problem and machine dependent parameters
* useful for xHSEQR and its subroutines. It is called whenever
* ILAENV is called with 12 <= ISPEC <= 16
*
* Arguments
* =========
*
* ISPEC (input) integer scalar
* ISPEC specifies which tunable parameter IPARMQ should
* return.
*
* ISPEC=12: (INMIN) Matrices of order nmin or less
* are sent directly to xLAHQR, the implicit
* double shift QR algorithm. NMIN must be
* at least 11.
*
* ISPEC=13: (INWIN) Size of the deflation window.
* This is best set greater than or equal to
* the number of simultaneous shifts NS.
* Larger matrices benefit from larger deflation
* windows.
*
* ISPEC=14: (INIBL) Determines when to stop nibbling and
* invest in an (expensive) multi-shift QR sweep.
* If the aggressive early deflation subroutine
* finds LD converged eigenvalues from an order
* NW deflation window and LD.GT.(NW*NIBBLE)/100,
* then the next QR sweep is skipped and early
* deflation is applied immediately to the
* remaining active diagonal block. Setting
* IPARMQ(ISPEC=14) = 0 causes TTQRE to skip a
* multi-shift QR sweep whenever early deflation
* finds a converged eigenvalue. Setting
* IPARMQ(ISPEC=14) greater than or equal to 100
* prevents TTQRE from skipping a multi-shift
* QR sweep.
*
* ISPEC=15: (NSHFTS) The number of simultaneous shifts in
* a multi-shift QR iteration.
*
* ISPEC=16: (IACC22) IPARMQ is set to 0, 1 or 2 with the
* following meanings.
* 0: During the multi-shift QR sweep,
* xLAQR5 does not accumulate reflections and
* does not use matrix-matrix multiply to
* update the far-from-diagonal matrix
* entries.
* 1: During the multi-shift QR sweep,
* xLAQR5 and/or xLAQRaccumulates reflections and uses
* matrix-matrix multiply to update the
* far-from-diagonal matrix entries.
* 2: During the multi-shift QR sweep.
* xLAQR5 accumulates reflections and takes
* advantage of 2-by-2 block structure during
* matrix-matrix multiplies.
* (If xTRMM is slower than xGEMM, then
* IPARMQ(ISPEC=16)=1 may be more efficient than
* IPARMQ(ISPEC=16)=2 despite the greater level of
* arithmetic work implied by the latter choice.)
*
* NAME (input) character string
* Name of the calling subroutine
*
* OPTS (input) character string
* This is a concatenation of the string arguments to
* TTQRE.
*
* N (input) integer scalar
* N is the order of the Hessenberg matrix H.
*
* ILO (input) INTEGER
* IHI (input) INTEGER
* It is assumed that H is already upper triangular
* in rows and columns 1:ILO-1 and IHI+1:N.
*
* LWORK (input) integer scalar
* The amount of workspace available.
*
* Further Details
* ===============
*
* Little is known about how best to choose these parameters.
* It is possible to use different values of the parameters
* for each of CHSEQR, DHSEQR, SHSEQR and ZHSEQR.
*
* It is probably best to choose different parameters for
* different matrices and different parameters at different
* times during the iteration, but this has not been
* implemented --- yet.
*
*
* The best choices of most of the parameters depend
* in an ill-understood way on the relative execution
* rate of xLAQR3 and xLAQR5 and on the nature of each
* particular eigenvalue problem. Experiment may be the
* only practical way to determine which choices are most
* effective.
*
* Following is a list of default values supplied by IPARMQ.
* These defaults may be adjusted in order to attain better
* performance in any particular computational environment.
*
* IPARMQ(ISPEC=12) The xLAHQR vs xLAQR0 crossover point.
* Default: 75. (Must be at least 11.)
*
* IPARMQ(ISPEC=13) Recommended deflation window size.
* This depends on ILO, IHI and NS, the
* number of simultaneous shifts returned
* by IPARMQ(ISPEC=15). The default for
* (IHI-ILO+1).LE.500 is NS. The default
* for (IHI-ILO+1).GT.500 is 3*NS/2.
*
* IPARMQ(ISPEC=14) Nibble crossover point. Default: 14.
*
* IPARMQ(ISPEC=15) Number of simultaneous shifts, NS.
* a multi-shift QR iteration.
*
* If IHI-ILO+1 is ...
*
* greater than ...but less ... the
* or equal to ... than default is
*
* 0 30 NS = 2+
* 30 60 NS = 4+
* 60 150 NS = 10
* 150 590 NS = **
* 590 3000 NS = 64
* 3000 6000 NS = 128
* 6000 infinity NS = 256
*
* (+) By default matrices of this order are
* passed to the implicit double shift routine
* xLAHQR. See IPARMQ(ISPEC=12) above. These
* values of NS are used only in case of a rare
* xLAHQR failure.
*
* (**) The asterisks (**) indicate an ad-hoc
* function increasing from 10 to 64.
*
* IPARMQ(ISPEC=16) Select structured matrix multiply.
* (See ISPEC=16 above for details.)
* Default: 3.
*
* ================================================================
* ================================================================
* .. Parameters ..
INTEGER INMIN, INWIN, INIBL, ISHFTS, IACC22
PARAMETER ( INMIN = 12, INWIN = 13, INIBL = 14,

121
lib/linalg/lsame.f
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@ -1,83 +1,122 @@
LOGICAL FUNCTION LSAME( CA, CB )
*> \brief \b LSAME
*
* -- LAPACK auxiliary routine (version 3.2) --
* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
* November 2006
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition:
* ===========
*
* LOGICAL FUNCTION LSAME(CA,CB)
*
* .. Scalar Arguments ..
* CHARACTER CA,CB
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> LSAME returns .TRUE. if CA is the same letter as CB regardless of
*> case.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] CA
*> \verbatim
*> CA is CHARACTER*1
*> \endverbatim
*>
*> \param[in] CB
*> \verbatim
*> CB is CHARACTER*1
*> CA and CB specify the single characters to be compared.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup aux_blas
*
* =====================================================================
LOGICAL FUNCTION LSAME(CA,CB)
*
* -- Reference BLAS level1 routine (version 3.1) --
* -- Reference BLAS is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Scalar Arguments ..
CHARACTER CA, CB
CHARACTER CA,CB
* ..
*
* Purpose
* =======
*
* LSAME returns .TRUE. if CA is the same letter as CB regardless of
* case.
*
* Arguments
* =========
*
* CA (input) CHARACTER*1
* CB (input) CHARACTER*1
* CA and CB specify the single characters to be compared.
*
* =====================================================================
*
* .. Intrinsic Functions ..
INTRINSIC ICHAR
INTRINSIC ICHAR
* ..
* .. Local Scalars ..
INTEGER INTA, INTB, ZCODE
INTEGER INTA,INTB,ZCODE
* ..
* .. Executable Statements ..
*
* Test if the characters are equal
*
LSAME = CA.EQ.CB
IF( LSAME )
$ RETURN
LSAME = CA .EQ. CB
IF (LSAME) RETURN
*
* Now test for equivalence if both characters are alphabetic.
*
ZCODE = ICHAR( 'Z' )
ZCODE = ICHAR('Z')
*
* Use 'Z' rather than 'A' so that ASCII can be detected on Prime
* machines, on which ICHAR returns a value with bit 8 set.
* ICHAR('A') on Prime machines returns 193 which is the same as
* ICHAR('A') on an EBCDIC machine.
*
INTA = ICHAR( CA )
INTB = ICHAR( CB )
INTA = ICHAR(CA)
INTB = ICHAR(CB)
*
IF( ZCODE.EQ.90 .OR. ZCODE.EQ.122 ) THEN
IF (ZCODE.EQ.90 .OR. ZCODE.EQ.122) THEN
*
* ASCII is assumed - ZCODE is the ASCII code of either lower or
* upper case 'Z'.
*
IF( INTA.GE.97 .AND. INTA.LE.122 ) INTA = INTA - 32
IF( INTB.GE.97 .AND. INTB.LE.122 ) INTB = INTB - 32
IF (INTA.GE.97 .AND. INTA.LE.122) INTA = INTA - 32
IF (INTB.GE.97 .AND. INTB.LE.122) INTB = INTB - 32
*
ELSE IF( ZCODE.EQ.233 .OR. ZCODE.EQ.169 ) THEN
ELSE IF (ZCODE.EQ.233 .OR. ZCODE.EQ.169) THEN
*
* EBCDIC is assumed - ZCODE is the EBCDIC code of either lower or
* upper case 'Z'.
*
IF( INTA.GE.129 .AND. INTA.LE.137 .OR.
$ INTA.GE.145 .AND. INTA.LE.153 .OR.
$ INTA.GE.162 .AND. INTA.LE.169 ) INTA = INTA + 64
IF( INTB.GE.129 .AND. INTB.LE.137 .OR.
$ INTB.GE.145 .AND. INTB.LE.153 .OR.
$ INTB.GE.162 .AND. INTB.LE.169 ) INTB = INTB + 64
IF (INTA.GE.129 .AND. INTA.LE.137 .OR.
+ INTA.GE.145 .AND. INTA.LE.153 .OR.
+ INTA.GE.162 .AND. INTA.LE.169) INTA = INTA + 64
IF (INTB.GE.129 .AND. INTB.LE.137 .OR.
+ INTB.GE.145 .AND. INTB.LE.153 .OR.
+ INTB.GE.162 .AND. INTB.LE.169) INTB = INTB + 64
*
ELSE IF( ZCODE.EQ.218 .OR. ZCODE.EQ.250 ) THEN
ELSE IF (ZCODE.EQ.218 .OR. ZCODE.EQ.250) THEN
*
* ASCII is assumed, on Prime machines - ZCODE is the ASCII code
* plus 128 of either lower or upper case 'Z'.
*
IF( INTA.GE.225 .AND. INTA.LE.250 ) INTA = INTA - 32
IF( INTB.GE.225 .AND. INTB.LE.250 ) INTB = INTB - 32
IF (INTA.GE.225 .AND. INTA.LE.250) INTA = INTA - 32
IF (INTB.GE.225 .AND. INTB.LE.250) INTB = INTB - 32
END IF
LSAME = INTA.EQ.INTB
LSAME = INTA .EQ. INTB
*
* RETURN
*

97
lib/linalg/xerbla.f
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@ -1,34 +1,85 @@
*> \brief \b XERBLA
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download XERBLA + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/xerbla.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/xerbla.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/xerbla.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE XERBLA( SRNAME, INFO )
*
* .. Scalar Arguments ..
* CHARACTER*(*) SRNAME
* INTEGER INFO
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> XERBLA is an error handler for the LAPACK routines.
*> It is called by an LAPACK routine if an input parameter has an
*> invalid value. A message is printed and execution stops.
*>
*> Installers may consider modifying the STOP statement in order to
*> call system-specific exception-handling facilities.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] SRNAME
*> \verbatim
*> SRNAME is CHARACTER*(*)
*> The name of the routine which called XERBLA.
*> \endverbatim
*>
*> \param[in] INFO
*> \verbatim
*> INFO is INTEGER
*> The position of the invalid parameter in the parameter list
*> of the calling routine.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup auxOTHERauxiliary
*
* =====================================================================
SUBROUTINE XERBLA( SRNAME, INFO )
*
* -- LAPACK auxiliary routine (preliminary version) --
* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
* November 2006
* -- LAPACK auxiliary routine (version 3.4.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Scalar Arguments ..
CHARACTER*(*) SRNAME
INTEGER INFO
* ..
*
* Purpose
* =======
*
* XERBLA is an error handler for the LAPACK routines.
* It is called by an LAPACK routine if an input parameter has an
* invalid value. A message is printed and execution stops.
*
* Installers may consider modifying the STOP statement in order to
* call system-specific exception-handling facilities.
*
* Arguments
* =========
*
* SRNAME (input) CHARACTER*(*)
* The name of the routine which called XERBLA.
*
* INFO (input) INTEGER
* The position of the invalid parameter in the parameter list
* of the calling routine.
*
* =====================================================================
*
* .. Intrinsic Functions ..