complexGTcomputational

NAME

complexGTcomputational - complex

SYNOPSIS

Functions

subroutine cgtcon (NORM, N, DL, D, DU, DU2, IPIV, ANORM, RCOND, WORK, INFO)
CGTCON
subroutine cgtrfs (TRANS, N, NRHS, DL, D, DU, DLF, DF, DUF, DU2, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO)
CGTRFS
subroutine cgttrf (N, DL, D, DU, DU2, IPIV, INFO)
CGTTRF
subroutine cgttrs (TRANS, N, NRHS, DL, D, DU, DU2, IPIV, B, LDB, INFO)
CGTTRS
subroutine cgtts2 (ITRANS, N, NRHS, DL, D, DU, DU2, IPIV, B, LDB)
CGTTS2 solves a system of linear equations with a tridiagonal matrix using the LU factorization computed by sgttrf.

Detailed Description

This is the group of complex computational functions for GT matrices

Function Documentation

subroutine cgtcon (character NORM, integer N, complex, dimension( * ) DL,complex, dimension( * ) D, complex, dimension( * ) DU, complex, dimension(* ) DU2, integer, dimension( * ) IPIV, real ANORM, real RCOND, complex,dimension( * ) WORK, integer INFO)

CGTCON

Purpose:

CGTCON estimates the reciprocal of the condition number of a complex
tridiagonal matrix A using the LU factorization as computed by
CGTTRF.

An estimate is obtained for norm(inv(A)), and the reciprocal of the
condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).

Parameters

NORM

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.

N

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

DL

DL is COMPLEX array, dimension (N-1)
The (n-1) multipliers that define the matrix L from the
LU factorization of A as computed by CGTTRF.

D

D is COMPLEX array, dimension (N)
The n diagonal elements of the upper triangular matrix U from
the LU factorization of A.

DU

DU is COMPLEX array, dimension (N-1)
The (n-1) elements of the first superdiagonal of U.

DU2

DU2 is COMPLEX array, dimension (N-2)
The (n-2) elements of the second superdiagonal of U.

IPIV

IPIV is INTEGER array, dimension (N)
The pivot indices; for 1 <= i <= n, row i of the matrix was
interchanged with row IPIV(i). IPIV(i) will always be either
i or i+1; IPIV(i) = i indicates a row interchange was not
required.

ANORM

ANORM is REAL
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

RCOND is REAL
The reciprocal of the condition number of the matrix A,
computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
estimate of the 1-norm of inv(A) computed in this routine.

WORK

WORK is COMPLEX array, dimension (2*N)

INFO

INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

subroutine cgtrfs (character TRANS, integer N, integer NRHS, complex,dimension( * ) DL, complex, dimension( * ) D, complex, dimension( * ) DU,complex, dimension( * ) DLF, complex, dimension( * ) DF, complex,dimension( * ) DUF, complex, dimension( * ) DU2, integer, dimension( * )IPIV, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldx,* ) X, integer LDX, real, dimension( * ) FERR, real, dimension( * ) BERR,complex, dimension( * ) WORK, real, dimension( * ) RWORK, integer INFO)

CGTRFS

Purpose:

CGTRFS improves the computed solution to a system of linear
equations when the coefficient matrix is tridiagonal, and provides
error bounds and backward error estimates for the solution.

Parameters

TRANS

TRANS is CHARACTER*1
Specifies the form of the system of equations:
= ’N’: A * X = B (No transpose)
= ’T’: A**T * X = B (Transpose)
= ’C’: A**H * X = B (Conjugate transpose)

N

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

NRHS

NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.

DL

DL is COMPLEX array, dimension (N-1)
The (n-1) subdiagonal elements of A.

D

D is COMPLEX array, dimension (N)
The diagonal elements of A.

DU

DU is COMPLEX array, dimension (N-1)
The (n-1) superdiagonal elements of A.

DLF

DLF is COMPLEX array, dimension (N-1)
The (n-1) multipliers that define the matrix L from the
LU factorization of A as computed by CGTTRF.

DF

DF is COMPLEX array, dimension (N)
The n diagonal elements of the upper triangular matrix U from
the LU factorization of A.

DUF

DUF is COMPLEX array, dimension (N-1)
The (n-1) elements of the first superdiagonal of U.

DU2

DU2 is COMPLEX array, dimension (N-2)
The (n-2) elements of the second superdiagonal of U.

IPIV

IPIV is INTEGER array, dimension (N)
The pivot indices; for 1 <= i <= n, row i of the matrix was
interchanged with row IPIV(i). IPIV(i) will always be either
i or i+1; IPIV(i) = i indicates a row interchange was not
required.

B

B is COMPLEX array, dimension (LDB,NRHS)
The right hand side matrix B.

LDB

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

X

X is COMPLEX array, dimension (LDX,NRHS)
On entry, the solution matrix X, as computed by CGTTRS.
On exit, the improved solution matrix X.

LDX

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

FERR

FERR is REAL array, dimension (NRHS)
The estimated forward error bound for each solution vector
X(j) (the j-th column of the solution matrix X).
If XTRUE is the true solution corresponding to X(j), FERR(j)
is an estimated upper bound for the magnitude of the largest
element in (X(j) - XTRUE) divided by the magnitude of the
largest element in X(j). The estimate is as reliable as
the estimate for RCOND, and is almost always a slight
overestimate of the true error.

BERR

BERR is REAL array, dimension (NRHS)
The componentwise relative backward error of each solution
vector X(j) (i.e., the smallest relative change in
any element of A or B that makes X(j) an exact solution).

WORK

WORK is COMPLEX array, dimension (2*N)

RWORK

RWORK is REAL array, dimension (N)

INFO

INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value

Internal Parameters:

ITMAX is the maximum number of steps of iterative refinement.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

subroutine cgttrf (integer N, complex, dimension( * ) DL, complex, dimension(* ) D, complex, dimension( * ) DU, complex, dimension( * ) DU2, integer,dimension( * ) IPIV, integer INFO)

CGTTRF

Purpose:

CGTTRF computes an LU factorization of a complex tridiagonal matrix A
using elimination with partial pivoting and row interchanges.

The factorization has the form
A = L * U
where L is a product of permutation and unit lower bidiagonal
matrices and U is upper triangular with nonzeros in only the main
diagonal and first two superdiagonals.

Parameters

N

N is INTEGER
The order of the matrix A.

DL

DL is COMPLEX array, dimension (N-1)
On entry, DL must contain the (n-1) sub-diagonal elements of
A.

On exit, DL is overwritten by the (n-1) multipliers that
define the matrix L from the LU factorization of A.

D

D is COMPLEX array, dimension (N)
On entry, D must contain the diagonal elements of A.

On exit, D is overwritten by the n diagonal elements of the
upper triangular matrix U from the LU factorization of A.

DU

DU is COMPLEX array, dimension (N-1)
On entry, DU must contain the (n-1) super-diagonal elements
of A.

On exit, DU is overwritten by the (n-1) elements of the first
super-diagonal of U.

DU2

DU2 is COMPLEX array, dimension (N-2)
On exit, DU2 is overwritten by the (n-2) elements of the
second super-diagonal of U.

IPIV

IPIV is INTEGER array, dimension (N)
The pivot indices; for 1 <= i <= n, row i of the matrix was
interchanged with row IPIV(i). IPIV(i) will always be either
i or i+1; IPIV(i) = i indicates a row interchange was not
required.

INFO

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.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

subroutine cgttrs (character TRANS, integer N, integer NRHS, complex,dimension( * ) DL, complex, dimension( * ) D, complex, dimension( * ) DU,complex, dimension( * ) DU2, integer, dimension( * ) IPIV, complex,dimension( ldb, * ) B, integer LDB, integer INFO)

CGTTRS

Purpose:

CGTTRS solves one of the systems of equations
A * X = B, A**T * X = B, or A**H * X = B,
with a tridiagonal matrix A using the LU factorization computed
by CGTTRF.

Parameters

TRANS

TRANS is CHARACTER*1
Specifies the form of the system of equations.
= ’N’: A * X = B (No transpose)
= ’T’: A**T * X = B (Transpose)
= ’C’: A**H * X = B (Conjugate transpose)

N

N is INTEGER
The order of the matrix A.

NRHS

NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.

DL

DL is COMPLEX array, dimension (N-1)
The (n-1) multipliers that define the matrix L from the
LU factorization of A.

D

D is COMPLEX array, dimension (N)
The n diagonal elements of the upper triangular matrix U from
the LU factorization of A.

DU

DU is COMPLEX array, dimension (N-1)
The (n-1) elements of the first super-diagonal of U.

DU2

DU2 is COMPLEX array, dimension (N-2)
The (n-2) elements of the second super-diagonal of U.

IPIV

IPIV is INTEGER array, dimension (N)
The pivot indices; for 1 <= i <= n, row i of the matrix was
interchanged with row IPIV(i). IPIV(i) will always be either
i or i+1; IPIV(i) = i indicates a row interchange was not
required.

B

B is COMPLEX array, dimension (LDB,NRHS)
On entry, the matrix of right hand side vectors B.
On exit, B is overwritten by the solution vectors X.

LDB

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

INFO

INFO is INTEGER
= 0: successful exit
< 0: if INFO = -k, the k-th argument had an illegal value

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

subroutine cgtts2 (integer ITRANS, integer N, integer NRHS, complex,dimension( * ) DL, complex, dimension( * ) D, complex, dimension( * ) DU,complex, dimension( * ) DU2, integer, dimension( * ) IPIV, complex,dimension( ldb, * ) B, integer LDB)

CGTTS2 solves a system of linear equations with a tridiagonal matrix using the LU factorization computed by sgttrf.

Purpose:

CGTTS2 solves one of the systems of equations
A * X = B, A**T * X = B, or A**H * X = B,
with a tridiagonal matrix A using the LU factorization computed
by CGTTRF.

Parameters

ITRANS

ITRANS is INTEGER
Specifies the form of the system of equations.
= 0: A * X = B (No transpose)
= 1: A**T * X = B (Transpose)
= 2: A**H * X = B (Conjugate transpose)

N

N is INTEGER
The order of the matrix A.

NRHS

NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.

DL

DL is COMPLEX array, dimension (N-1)
The (n-1) multipliers that define the matrix L from the
LU factorization of A.

D

D is COMPLEX array, dimension (N)
The n diagonal elements of the upper triangular matrix U from
the LU factorization of A.

DU

DU is COMPLEX array, dimension (N-1)
The (n-1) elements of the first super-diagonal of U.

DU2

DU2 is COMPLEX array, dimension (N-2)
The (n-2) elements of the second super-diagonal of U.

IPIV

IPIV is INTEGER array, dimension (N)
The pivot indices; for 1 <= i <= n, row i of the matrix was
interchanged with row IPIV(i). IPIV(i) will always be either
i or i+1; IPIV(i) = i indicates a row interchange was not
required.

B

B is COMPLEX array, dimension (LDB,NRHS)
On entry, the matrix of right hand side vectors B.
On exit, B is overwritten by the solution vectors X.

LDB

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

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Author

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