complexGEauxiliary(3)

NAME
complexGEauxiliary - complex

SYNOPSIS

  Functions
subroutine cgesc2 (n, a, lda, rhs, ipiv, jpiv, scale)
CGESC2 solves a system of linear equations using the LU factorization with complete pivoting computed by sgetc2.
subroutine cgetc2 (n, a, lda, ipiv, jpiv, info)
CGETC2 computes the LU factorization with complete pivoting of the general n-by-n matrix.
real function clange (norm, m, n, a, lda, work)
CLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value of any element of a general rectangular matrix.
subroutine claqge (m, n, a, lda, r, c, rowcnd, colcnd, amax, equed)
CLAQGE scales a general rectangular matrix, using row and column scaling factors computed by sgeequ.
subroutine ctgex2 (wantq, wantz, n, a, lda, b, ldb, q, ldq, z, ldz, j1, info)
CTGEX2 swaps adjacent diagonal blocks in an upper (quasi) triangular matrix pair by an unitary equivalence transformation.

Detailed Description

This is the group of complex auxiliary functions for GE matrices

Function Documentation

  subroutine cgesc2 (integer n, complex, dimension( lda, * ) a, integer lda, complex, dimension( * ) rhs, integer, dimension( * ) ipiv, integer, dimension( * ) jpiv, real scale)

CGESC2 solves a system of linear equations using the LU factorization with complete pivoting computed by sgetc2.

Purpose:

     CGESC2 solves a system of linear equations
               A * X = scale* RHS
     with a general N-by-N matrix A using the LU factorization with
     complete pivoting computed by CGETC2.

Parameters
    N

              N is INTEGER
              The number of columns of the matrix A.

    A

              A is COMPLEX array, dimension (LDA, N)
              On entry, the  LU part of the factorization of the n-by-n
              matrix A computed by CGETC2:  A = P * L * U * Q

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1, N).

    RHS

              RHS is COMPLEX array, dimension N.
              On entry, the right hand side vector b.
              On exit, the solution vector X.

    IPIV

              IPIV is INTEGER array, dimension (N).
              The pivot indices; for 1 <= i <= N, row i of the
              matrix has been interchanged with row IPIV(i).

    JPIV

              JPIV is INTEGER array, dimension (N).
              The pivot indices; for 1 <= j <= N, column j of the
              matrix has been interchanged with column JPIV(j).

    SCALE

              SCALE is REAL
               On exit, SCALE contains the scale factor. SCALE is chosen
               0 <= SCALE <= 1 to prevent overflow in the solution.

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Contributors:
    Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.

Definition at line 114 of file cgesc2.f.

  subroutine cgetc2 (integer n, complex, dimension( lda, * ) a, integer lda, integer, dimension( * ) ipiv, integer, dimension( * ) jpiv, integer info)

CGETC2 computes the LU factorization with complete pivoting of the general n-by-n matrix.

Purpose:

     CGETC2 computes an LU factorization, using complete pivoting, of the
     n-by-n matrix A. The factorization has the form A = P * L * U * Q,
     where P and Q are permutation matrices, L is lower triangular with
     unit diagonal elements and U is upper triangular.
     This is a level 1 BLAS version of the algorithm.

Parameters
    N

              N is INTEGER
              The order of the matrix A. N >= 0.

    A

              A is COMPLEX array, dimension (LDA, N)
              On entry, the n-by-n matrix to be factored.
              On exit, the factors L and U from the factorization
              A = P*L*U*Q; the unit diagonal elements of L are not stored.
              If U(k, k) appears to be less than SMIN, U(k, k) is given the
              value of SMIN, giving a nonsingular perturbed system.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1, N).

    IPIV

              IPIV is INTEGER array, dimension (N).
              The pivot indices; for 1 <= i <= N, row i of the
              matrix has been interchanged with row IPIV(i).

    JPIV

              JPIV is INTEGER array, dimension (N).
              The pivot indices; for 1 <= j <= N, column j of the
              matrix has been interchanged with column JPIV(j).

    INFO

              INFO is INTEGER
               = 0: successful exit
               > 0: if INFO = k, U(k, k) is likely to produce overflow if
                    one tries to solve for x in Ax = b. So U is perturbed
                    to avoid the overflow.

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Contributors:
    Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.

Definition at line 110 of file cgetc2.f.

  real function clange (character norm, integer m, integer n, complex, dimension( lda, * ) a, integer lda, real, dimension( * ) work)

CLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value of any element of a general rectangular matrix.

Purpose:

     CLANGE  returns the value of the one norm,  or the Frobenius norm, or
     the  infinity norm,  or the  element of  largest absolute value  of a
     complex matrix A.

Returns
    CLANGE

        CLANGE = ( 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.

Parameters
    NORM

              NORM is CHARACTER*1
              Specifies the value to be returned in CLANGE as described
              above.

    M

              M is INTEGER
              The number of rows of the matrix A.  M >= 0.  When M = 0,
              CLANGE is set to zero.

    N

              N is INTEGER
              The number of columns of the matrix A.  N >= 0.  When N = 0,
              CLANGE is set to zero.

    A

              A is COMPLEX array, dimension (LDA,N)
              The m by n matrix A.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(M,1).

    WORK

              WORK is REAL array, dimension (MAX(1,LWORK)),
              where LWORK >= M when NORM = 'I'; otherwise, WORK is not
              referenced.

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Definition at line 114 of file clange.f.

  subroutine claqge (integer m, integer n, complex, dimension( lda, * ) a, integer lda, real, dimension( * ) r, real, dimension( * ) c, real rowcnd, real colcnd, real amax, character equed)

CLAQGE scales a general rectangular matrix, using row and column scaling factors computed by sgeequ.

Purpose:

     CLAQGE equilibrates a general M by N matrix A using the row and
     column scaling factors in the vectors R and C.

Parameters
    M

              M is INTEGER
              The number of rows of the matrix A.  M >= 0.

    N

              N is INTEGER
              The number of columns of the matrix A.  N >= 0.

    A

              A is COMPLEX array, dimension (LDA,N)
              On entry, the M by N matrix A.
              On exit, the equilibrated matrix.  See EQUED for the form of
              the equilibrated matrix.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(M,1).

    R

              R is REAL array, dimension (M)
              The row scale factors for A.

    C

              C is REAL array, dimension (N)
              The column scale factors for A.

    ROWCND

              ROWCND is REAL
              Ratio of the smallest R(i) to the largest R(i).

    COLCND

              COLCND is REAL
              Ratio of the smallest C(i) to the largest C(i).

    AMAX

              AMAX is REAL
              Absolute value of largest matrix entry.

    EQUED

              EQUED is CHARACTER*1
              Specifies the form of equilibration that was done.
              = 'N':  No equilibration
              = 'R':  Row equilibration, i.e., A has been premultiplied by
                      diag(R).
              = 'C':  Column equilibration, i.e., A has been postmultiplied
                      by diag(C).
              = 'B':  Both row and column equilibration, i.e., A has been
                      replaced by diag(R) * A * diag(C).

Internal Parameters:

      THRESH is a threshold value used to decide if row or column scaling
      should be done based on the ratio of the row or column scaling
      factors.  If ROWCND < THRESH, row scaling is done, and if
      COLCND < THRESH, column scaling is done.
      LARGE and SMALL are threshold values used to decide if row scaling
      should be done based on the absolute size of the largest matrix
      element.  If AMAX > LARGE or AMAX < SMALL, row scaling is done.

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Definition at line 141 of file claqge.f.

  subroutine ctgex2 (logical wantq, logical wantz, integer n, complex, dimension( lda, * ) a, integer lda, complex, dimension( ldb, * ) b, integer ldb, complex, dimension( ldq, * ) q, integer ldq, complex, dimension( ldz, * ) z, integer ldz, integer j1, integer info)

CTGEX2 swaps adjacent diagonal blocks in an upper (quasi) triangular matrix pair by an unitary equivalence transformation.

Purpose:

     CTGEX2 swaps adjacent diagonal 1 by 1 blocks (A11,B11) and (A22,B22)
     in an upper triangular matrix pair (A, B) by an unitary equivalence
     transformation.
     (A, B) must be in generalized Schur canonical form, that is, A and
     B are both upper triangular.
     Optionally, the matrices Q and Z of generalized Schur vectors are
     updated.
            Q(in) * A(in) * Z(in)**H = Q(out) * A(out) * Z(out)**H
            Q(in) * B(in) * Z(in)**H = Q(out) * B(out) * Z(out)**H

Parameters
    WANTQ

              WANTQ is LOGICAL
              .TRUE. : update the left transformation matrix Q;
              .FALSE.: do not update Q.

    WANTZ

              WANTZ is LOGICAL
              .TRUE. : update the right transformation matrix Z;
              .FALSE.: do not update Z.

    N

              N is INTEGER
              The order of the matrices A and B. N >= 0.

    A

              A is COMPLEX array, dimension (LDA,N)
              On entry, the matrix A in the pair (A, B).
              On exit, the updated matrix A.

    LDA

              LDA is INTEGER
              The leading dimension of the array A. LDA >= max(1,N).

    B

              B is COMPLEX array, dimension (LDB,N)
              On entry, the matrix B in the pair (A, B).
              On exit, the updated matrix B.

    LDB

              LDB is INTEGER
              The leading dimension of the array B. LDB >= max(1,N).

    Q

              Q is COMPLEX array, dimension (LDQ,N)
              If WANTQ = .TRUE, on entry, the unitary matrix Q. On exit,
              the updated matrix Q.
              Not referenced if WANTQ = .FALSE..

    LDQ

              LDQ is INTEGER
              The leading dimension of the array Q. LDQ >= 1;
              If WANTQ = .TRUE., LDQ >= N.

    Z

              Z is COMPLEX array, dimension (LDZ,N)
              If WANTZ = .TRUE, on entry, the unitary matrix Z. On exit,
              the updated matrix Z.
              Not referenced if WANTZ = .FALSE..

    LDZ

              LDZ is INTEGER
              The leading dimension of the array Z. LDZ >= 1;
              If WANTZ = .TRUE., LDZ >= N.

    J1

              J1 is INTEGER
              The index to the first block (A11, B11).

    INFO

              INFO is INTEGER
               =0:  Successful exit.
               =1:  The transformed matrix pair (A, B) would be too far
                    from generalized Schur form; the problem is ill-
                    conditioned.

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Further Details:
    In the current code both weak and strong stability tests are performed. The user can omit the strong stability test by changing the internal logical parameter WANDS to .FALSE.. See ref. [2] for details.

Contributors:
    Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden.

References:
    [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the Generalized Real Schur Form of a Regular Matrix Pair (A, B), in M.S. Moonen et al (eds), Linear Algebra for Large Scale and Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.
     [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified Eigenvalues of a Regular Matrix Pair (A, B) and Condition Estimation: Theory, Algorithms and Software, Report UMINF-94.04, Department of Computing Science, Umea University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working Note 87. To appear in Numerical Algorithms, 1996.

Definition at line 188 of file ctgex2.f.

Author

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