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Teuchos - Trilinos Tools Package
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The Templated LAPACK Wrapper Class. More...
#include <Teuchos_LAPACK.hpp>
Public Member Functions | |
Constructors/Destructors. | |
| LAPACK (void) | |
| Default Constructor. | |
| LAPACK (const LAPACK< OrdinalType, ScalarType > &lapack) | |
| Copy Constructor. | |
| virtual | ~LAPACK (void) |
| Destructor. | |
Symmetric Positive Definite Linear System Routines. | |
| void | PTTRF (const OrdinalType n, ScalarType *d, ScalarType *e, OrdinalType *info) const |
Computes the L*D*L' factorization of a Hermitian/symmetric positive definite tridiagonal matrix A. | |
| void | PTTRS (const OrdinalType n, const OrdinalType nrhs, const ScalarType *d, const ScalarType *e, ScalarType *B, const OrdinalType ldb, OrdinalType *info) const |
Solves a tridiagonal system A*X=B using the *D*L' factorization of A computed by PTTRF. | |
| void | POTRF (const char UPLO, const OrdinalType n, ScalarType *A, const OrdinalType lda, OrdinalType *info) const |
Computes Cholesky factorization of a real symmetric positive definite matrix A. | |
| void | POTRS (const char UPLO, const OrdinalType n, const OrdinalType nrhs, const ScalarType *A, const OrdinalType lda, ScalarType *B, const OrdinalType ldb, OrdinalType *info) const |
Solves a system of linear equations A*X=B, where A is a symmetric positive definite matrix factored by POTRF and the nrhs solutions are returned in B. | |
| void | POTRI (const char UPLO, const OrdinalType n, ScalarType *A, const OrdinalType lda, OrdinalType *info) const |
Computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A from POTRF. | |
| void | POCON (const char UPLO, const OrdinalType n, const ScalarType *A, const OrdinalType lda, const ScalarType anorm, ScalarType *rcond, ScalarType *WORK, OrdinalType *IWORK, OrdinalType *info) const |
Estimates the reciprocal of the condition number (1-norm) of a real symmetric positive definite matrix A using the Cholesky factorization from POTRF. | |
| void | POSV (const char UPLO, const OrdinalType n, const OrdinalType nrhs, ScalarType *A, const OrdinalType lda, ScalarType *B, const OrdinalType ldb, OrdinalType *info) const |
Computes the solution to a real system of linear equations A*X=B, where A is a symmetric positive definite matrix and the nrhs solutions are returned in B. | |
| void | POEQU (const OrdinalType n, const ScalarType *A, const OrdinalType lda, MagnitudeType *S, MagnitudeType *scond, MagnitudeType *amax, OrdinalType *info) const |
Computes row and column scalings intended to equilibrate a symmetric positive definite matrix A and reduce its condition number (w.r.t. 2-norm). | |
| void | PORFS (const char UPLO, const OrdinalType n, const OrdinalType nrhs, const ScalarType *A, const OrdinalType lda, const ScalarType *AF, const OrdinalType ldaf, const ScalarType *B, const OrdinalType ldb, ScalarType *X, const OrdinalType ldx, ScalarType *FERR, ScalarType *BERR, ScalarType *WORK, OrdinalType *IWORK, OrdinalType *info) const |
| Improves the computed solution to a system of linear equations when the coefficient matrix is symmetric positive definite, and provides error bounds and backward error estimates for the solution. | |
| void | POSVX (const char FACT, const char UPLO, const OrdinalType n, const OrdinalType nrhs, ScalarType *A, const OrdinalType lda, ScalarType *AF, const OrdinalType ldaf, char EQUED, ScalarType *S, ScalarType *B, const OrdinalType ldb, ScalarType *X, const OrdinalType ldx, ScalarType *rcond, ScalarType *FERR, ScalarType *BERR, ScalarType *WORK, OrdinalType *IWORK, OrdinalType *info) const |
Uses the Cholesky factorization to compute the solution to a real system of linear equations A*X=B, where A is symmetric positive definite. System can be equilibrated by POEQU and iteratively refined by PORFS, if requested. | |
General Linear System Routines. | |
| void | GELS (const char TRANS, const OrdinalType m, const OrdinalType n, const OrdinalType nrhs, ScalarType *A, const OrdinalType lda, ScalarType *B, const OrdinalType ldb, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
Solves an over/underdetermined real m by n linear system A using QR or LQ factorization of A. | |
| void | GELSS (const OrdinalType m, const OrdinalType n, const OrdinalType nrhs, ScalarType *A, const OrdinalType lda, ScalarType *B, const OrdinalType ldb, MagnitudeType *S, const MagnitudeType rcond, OrdinalType *rank, ScalarType *WORK, const OrdinalType lwork, MagnitudeType *RWORK, OrdinalType *info) const |
| Use the SVD to solve a possibly rank-deficient linear least-squares problem. | |
| void | GELSS (const OrdinalType m, const OrdinalType n, const OrdinalType nrhs, ScalarType *A, const OrdinalType lda, ScalarType *B, const OrdinalType ldb, ScalarType *S, const ScalarType rcond, OrdinalType *rank, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
| Legacy GELSS interface for real-valued ScalarType. | |
| void | GGLSE (const OrdinalType m, const OrdinalType n, const OrdinalType p, ScalarType *A, const OrdinalType lda, ScalarType *B, const OrdinalType ldb, ScalarType *C, ScalarType *D, ScalarType *X, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
Solves the linear equality-constrained least squares (LSE) problem where A is an m by n matrix,B is a p by n matrix C is a given m-vector, and D is a given p-vector. | |
| void | GEQRF (const OrdinalType m, const OrdinalType n, ScalarType *A, const OrdinalType lda, ScalarType *TAU, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
Computes a QR factorization of a general m by n matrix A. | |
| void | GETRF (const OrdinalType m, const OrdinalType n, ScalarType *A, const OrdinalType lda, OrdinalType *IPIV, OrdinalType *info) const |
Computes an LU factorization of a general m by n matrix A using partial pivoting with row interchanges. | |
| void | GETRS (const char TRANS, const OrdinalType n, const OrdinalType nrhs, const ScalarType *A, const OrdinalType lda, const OrdinalType *IPIV, ScalarType *B, const OrdinalType ldb, OrdinalType *info) const |
Solves a system of linear equations A*X=B or A'*X=B with a general n by n matrix A using the LU factorization computed by GETRF. | |
| void | LASCL (const char TYPE, const OrdinalType kl, const OrdinalType ku, const MagnitudeType cfrom, const MagnitudeType cto, const OrdinalType m, const OrdinalType n, ScalarType *A, const OrdinalType lda, OrdinalType *info) const |
Multiplies the m by n matrix A by the real scalar cto/cfrom. | |
| void | GEQP3 (const OrdinalType m, const OrdinalType n, ScalarType *A, const OrdinalType lda, OrdinalType *jpvt, ScalarType *TAU, ScalarType *WORK, const OrdinalType lwork, MagnitudeType *RWORK, OrdinalType *info) const |
Computes a QR factorization with column pivoting of a matrix A: A*P = Q*R using Level 3 BLAS. | |
| void | LASWP (const OrdinalType N, ScalarType A[], const OrdinalType LDA, const OrdinalType K1, const OrdinalType K2, const OrdinalType IPIV[], const OrdinalType INCX) const |
| Apply a series of row interchanges to the matrix A. | |
| void | GBTRF (const OrdinalType m, const OrdinalType n, const OrdinalType kl, const OrdinalType ku, ScalarType *A, const OrdinalType lda, OrdinalType *IPIV, OrdinalType *info) const |
Computes an LU factorization of a general banded m by n matrix A using partial pivoting with row interchanges. | |
| void | GBTRS (const char TRANS, const OrdinalType n, const OrdinalType kl, const OrdinalType ku, const OrdinalType nrhs, const ScalarType *A, const OrdinalType lda, const OrdinalType *IPIV, ScalarType *B, const OrdinalType ldb, OrdinalType *info) const |
Solves a system of linear equations A*X=B or A'*X=B with a general banded n by n matrix A using the LU factorization computed by GBTRF. | |
| void | GTTRF (const OrdinalType n, ScalarType *dl, ScalarType *d, ScalarType *du, ScalarType *du2, OrdinalType *IPIV, OrdinalType *info) const |
Computes an LU factorization of a n by n tridiagonal matrix A using partial pivoting with row interchanges. | |
| void | GTTRS (const char TRANS, const OrdinalType n, const OrdinalType nrhs, const ScalarType *dl, const ScalarType *d, const ScalarType *du, const ScalarType *du2, const OrdinalType *IPIV, ScalarType *B, const OrdinalType ldb, OrdinalType *info) const |
Solves a system of linear equations A*X=B or A'*X=B or A^H*X=B with a tridiagonal matrix A using the LU factorization computed by GTTRF. | |
| void | GETRI (const OrdinalType n, ScalarType *A, const OrdinalType lda, const OrdinalType *IPIV, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
Computes the inverse of a matrix A using the LU factorization computed by GETRF. | |
| void | LATRS (const char UPLO, const char TRANS, const char DIAG, const char NORMIN, const OrdinalType N, ScalarType *A, const OrdinalType LDA, ScalarType *X, MagnitudeType *SCALE, MagnitudeType *CNORM, OrdinalType *INFO) const |
| Robustly solve a possibly singular triangular linear system. | |
| void | GECON (const char NORM, const OrdinalType n, const ScalarType *A, const OrdinalType lda, const ScalarType anorm, ScalarType *rcond, ScalarType *WORK, OrdinalType *IWORK, OrdinalType *info) const |
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 GETRF. | |
| void | GBCON (const char NORM, const OrdinalType n, const OrdinalType kl, const OrdinalType ku, const ScalarType *A, const OrdinalType lda, OrdinalType *IPIV, const ScalarType anorm, ScalarType *rcond, ScalarType *WORK, OrdinalType *IWORK, OrdinalType *info) const |
Estimates the reciprocal of the condition number of a general banded real matrix A, in either the 1-norm or the infinity-norm, using the LU factorization computed by GETRF. | |
| ScalarTraits< ScalarType > ::magnitudeType | LANGB (const char NORM, const OrdinalType n, const OrdinalType kl, const OrdinalType ku, const ScalarType *A, const OrdinalType lda, MagnitudeType *WORK) const |
Returns the value of the one norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of an n by n band matrix A, with kl sub-diagonals and ku super-diagonals. | |
| void | GESV (const OrdinalType n, const OrdinalType nrhs, ScalarType *A, const OrdinalType lda, OrdinalType *IPIV, ScalarType *B, const OrdinalType ldb, OrdinalType *info) const |
Computes the solution to a real system of linear equations A*X=B, where A is factored through GETRF and the nrhs solutions are computed through GETRS. | |
| void | GEEQU (const OrdinalType m, const OrdinalType n, const ScalarType *A, const OrdinalType lda, ScalarType *R, ScalarType *C, ScalarType *rowcond, ScalarType *colcond, ScalarType *amax, OrdinalType *info) const |
Computes row and column scalings intended to equilibrate an m by n matrix A and reduce its condition number. | |
| void | GERFS (const char TRANS, const OrdinalType n, const OrdinalType nrhs, const ScalarType *A, const OrdinalType lda, const ScalarType *AF, const OrdinalType ldaf, const OrdinalType *IPIV, const ScalarType *B, const OrdinalType ldb, ScalarType *X, const OrdinalType ldx, ScalarType *FERR, ScalarType *BERR, ScalarType *WORK, OrdinalType *IWORK, OrdinalType *info) const |
| Improves the computed solution to a system of linear equations and provides error bounds and backward error estimates for the solution. Use after GETRF/GETRS. | |
| void | GBEQU (const OrdinalType m, const OrdinalType n, const OrdinalType kl, const OrdinalType ku, const ScalarType *A, const OrdinalType lda, MagnitudeType *R, MagnitudeType *C, MagnitudeType *rowcond, MagnitudeType *colcond, MagnitudeType *amax, OrdinalType *info) const |
Computes row and column scalings intended to equilibrate an m by n banded matrix A and reduce its condition number. | |
| void | GBRFS (const char TRANS, const OrdinalType n, const OrdinalType kl, const OrdinalType ku, const OrdinalType nrhs, const ScalarType *A, const OrdinalType lda, const ScalarType *AF, const OrdinalType ldaf, const OrdinalType *IPIV, const ScalarType *B, const OrdinalType ldb, ScalarType *X, const OrdinalType ldx, ScalarType *FERR, ScalarType *BERR, ScalarType *WORK, OrdinalType *IWORK, OrdinalType *info) const |
| Improves the computed solution to a banded system of linear equations and provides error bounds and backward error estimates for the solution. Use after GBTRF/GBTRS. | |
| void | GESVX (const char FACT, const char TRANS, const OrdinalType n, const OrdinalType nrhs, ScalarType *A, const OrdinalType lda, ScalarType *AF, const OrdinalType ldaf, OrdinalType *IPIV, char EQUED, ScalarType *R, ScalarType *C, ScalarType *B, const OrdinalType ldb, ScalarType *X, const OrdinalType ldx, ScalarType *rcond, ScalarType *FERR, ScalarType *BERR, ScalarType *WORK, OrdinalType *IWORK, OrdinalType *info) const |
Uses the LU factorization to compute the solution to a real system of linear equations A*X=B, returning error bounds on the solution and a condition estimate. | |
| void | SYTRD (const char UPLO, const OrdinalType n, ScalarType *A, const OrdinalType lda, ScalarType *D, ScalarType *E, ScalarType *TAU, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
Reduces a real symmetric matrix A to tridiagonal form by orthogonal similarity transformations. | |
| void | GEHRD (const OrdinalType n, const OrdinalType ilo, const OrdinalType ihi, ScalarType *A, const OrdinalType lda, ScalarType *TAU, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
Reduces a real general matrix A to upper Hessenberg form by orthogonal similarity transformations. | |
| void | TRTRS (const char UPLO, const char TRANS, const char DIAG, const OrdinalType n, const OrdinalType nrhs, const ScalarType *A, const OrdinalType lda, ScalarType *B, const OrdinalType ldb, OrdinalType *info) const |
Solves a triangular linear system of the form A*X=B or A**T*X=B, where A is a triangular matrix. | |
| void | TRTRI (const char UPLO, const char DIAG, const OrdinalType n, const ScalarType *A, const OrdinalType lda, OrdinalType *info) const |
Computes the inverse of an upper or lower triangular matrix A. | |
Symmetric Eigenproblem Routines | |
| void | SPEV (const char JOBZ, const char UPLO, const OrdinalType n, ScalarType *AP, ScalarType *W, ScalarType *Z, const OrdinalType ldz, ScalarType *WORK, OrdinalType *info) const |
Computes the eigenvalues and, optionally, eigenvectors of a symmetric n by n matrix A in packed storage. | |
| void | SYEV (const char JOBZ, const char UPLO, const OrdinalType n, ScalarType *A, const OrdinalType lda, ScalarType *W, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
Computes all the eigenvalues and, optionally, eigenvectors of a symmetric n by n matrix A. | |
| void | SYGV (const OrdinalType itype, const char JOBZ, const char UPLO, const OrdinalType n, ScalarType *A, const OrdinalType lda, ScalarType *B, const OrdinalType ldb, ScalarType *W, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
Computes all the eigenvalues and, optionally, eigenvectors of a symmetric n by n matrix pencil {A,B}, where A is symmetric and B is symmetric positive-definite. | |
| void | HEEV (const char JOBZ, const char UPLO, const OrdinalType n, ScalarType *A, const OrdinalType lda, MagnitudeType *W, ScalarType *WORK, const OrdinalType lwork, MagnitudeType *RWORK, OrdinalType *info) const |
Computes all the eigenvalues and, optionally, eigenvectors of a Hermitian n by n matrix A. | |
| void | HEGV (const OrdinalType itype, const char JOBZ, const char UPLO, const OrdinalType n, ScalarType *A, const OrdinalType lda, ScalarType *B, const OrdinalType ldb, MagnitudeType *W, ScalarType *WORK, const OrdinalType lwork, MagnitudeType *RWORK, OrdinalType *info) const |
Computes all the eigenvalues and, optionally, eigenvectors of a generalized Hermitian-definite n by n matrix pencil {A,B}, where A is Hermitian and B is Hermitian positive-definite. | |
| void | STEQR (const char COMPZ, const OrdinalType n, ScalarType *D, ScalarType *E, ScalarType *Z, const OrdinalType ldz, ScalarType *WORK, OrdinalType *info) const |
Computes the eigenvalues and, optionally, eigenvectors of a symmetric tridiagonal n by n matrix A using implicit QL/QR. The eigenvectors can only be computed if A was reduced to tridiagonal form by SYTRD. | |
Non-Hermitian Eigenproblem Routines | |
| void | HSEQR (const char JOB, const char COMPZ, const OrdinalType n, const OrdinalType ilo, const OrdinalType ihi, ScalarType *H, const OrdinalType ldh, ScalarType *WR, ScalarType *WI, ScalarType *Z, const OrdinalType ldz, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
Computes the eigenvalues of a real upper Hessenberg matrix H and, optionally, the matrices T and Z from the Schur decomposition, where T is an upper quasi-triangular matrix and Z contains the Schur vectors. | |
| void | GEES (const char JOBVS, const char SORT, OrdinalType(*ptr2func)(ScalarType *, ScalarType *), const OrdinalType n, ScalarType *A, const OrdinalType lda, OrdinalType *sdim, ScalarType *WR, ScalarType *WI, ScalarType *VS, const OrdinalType ldvs, ScalarType *WORK, const OrdinalType lwork, OrdinalType *BWORK, OrdinalType *info) const |
| void | GEES (const char JOBVS, const char SORT, OrdinalType(*ptr2func)(ScalarType *), const OrdinalType n, ScalarType *A, const OrdinalType lda, OrdinalType *sdim, ScalarType *W, ScalarType *VS, const OrdinalType ldvs, ScalarType *WORK, const OrdinalType lwork, MagnitudeType *RWORK, OrdinalType *BWORK, OrdinalType *info) const |
| void | GEES (const char JOBVS, const OrdinalType n, ScalarType *A, const OrdinalType lda, OrdinalType *sdim, MagnitudeType *WR, MagnitudeType *WI, ScalarType *VS, const OrdinalType ldvs, ScalarType *WORK, const OrdinalType lwork, MagnitudeType *RWORK, OrdinalType *BWORK, OrdinalType *info) const |
| void | GEEV (const char JOBVL, const char JOBVR, const OrdinalType n, ScalarType *A, const OrdinalType lda, MagnitudeType *WR, MagnitudeType *WI, ScalarType *VL, const OrdinalType ldvl, ScalarType *VR, const OrdinalType ldvr, ScalarType *WORK, const OrdinalType lwork, MagnitudeType *RWORK, OrdinalType *info) const |
Computes for an n by n real nonsymmetric matrix A, the eigenvalues and, optionally, the left and/or right eigenvectors. | |
| void | GEEVX (const char BALANC, const char JOBVL, const char JOBVR, const char SENSE, const OrdinalType n, ScalarType *A, const OrdinalType lda, ScalarType *WR, ScalarType *WI, ScalarType *VL, const OrdinalType ldvl, ScalarType *VR, const OrdinalType ldvr, OrdinalType *ilo, OrdinalType *ihi, MagnitudeType *SCALE, MagnitudeType *abnrm, MagnitudeType *RCONDE, MagnitudeType *RCONDV, ScalarType *WORK, const OrdinalType lwork, OrdinalType *IWORK, OrdinalType *info) const |
| void | GGEVX (const char BALANC, const char JOBVL, const char JOBVR, const char SENSE, const OrdinalType n, ScalarType *A, const OrdinalType lda, ScalarType *B, const OrdinalType ldb, MagnitudeType *ALPHAR, MagnitudeType *ALPHAI, ScalarType *BETA, ScalarType *VL, const OrdinalType ldvl, ScalarType *VR, const OrdinalType ldvr, OrdinalType *ilo, OrdinalType *ihi, MagnitudeType *lscale, MagnitudeType *rscale, MagnitudeType *abnrm, MagnitudeType *bbnrm, MagnitudeType *RCONDE, MagnitudeType *RCONDV, ScalarType *WORK, const OrdinalType lwork, OrdinalType *IWORK, OrdinalType *BWORK, OrdinalType *info) const |
| void | GGEV (const char JOBVL, const char JOBVR, const OrdinalType n, ScalarType *A, const OrdinalType lda, ScalarType *B, const OrdinalType ldb, MagnitudeType *ALPHAR, MagnitudeType *ALPHAI, ScalarType *BETA, ScalarType *VL, const OrdinalType ldvl, ScalarType *VR, const OrdinalType ldvr, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
| void | TRSEN (const char JOB, const char COMPQ, const OrdinalType *SELECT, const OrdinalType n, ScalarType *T, const OrdinalType ldt, ScalarType *Q, const OrdinalType ldq, MagnitudeType *WR, MagnitudeType *WI, OrdinalType *M, ScalarType *S, MagnitudeType *SEP, ScalarType *WORK, const OrdinalType lwork, OrdinalType *IWORK, const OrdinalType liwork, OrdinalType *info) const |
| void | TGSEN (const OrdinalType ijob, const OrdinalType wantq, const OrdinalType wantz, const OrdinalType *SELECT, const OrdinalType n, ScalarType *A, const OrdinalType lda, ScalarType *B, const OrdinalType ldb, MagnitudeType *ALPHAR, MagnitudeType *ALPHAI, MagnitudeType *BETA, ScalarType *Q, const OrdinalType ldq, ScalarType *Z, const OrdinalType ldz, OrdinalType *M, MagnitudeType *PL, MagnitudeType *PR, MagnitudeType *DIF, ScalarType *WORK, const OrdinalType lwork, OrdinalType *IWORK, const OrdinalType liwork, OrdinalType *info) const |
| void | GGES (const char JOBVL, const char JOBVR, const char SORT, OrdinalType(*ptr2func)(ScalarType *, ScalarType *, ScalarType *), const OrdinalType n, ScalarType *A, const OrdinalType lda, ScalarType *B, const OrdinalType ldb, OrdinalType *sdim, MagnitudeType *ALPHAR, MagnitudeType *ALPHAI, MagnitudeType *BETA, ScalarType *VL, const OrdinalType ldvl, ScalarType *VR, const OrdinalType ldvr, ScalarType *WORK, const OrdinalType lwork, OrdinalType *BWORK, OrdinalType *info) const |
Singular Value Decompositon Routines | |
| void | GESVD (const char JOBU, const char JOBVT, const OrdinalType m, const OrdinalType n, ScalarType *A, const OrdinalType lda, MagnitudeType *S, ScalarType *U, const OrdinalType ldu, ScalarType *V, const OrdinalType ldv, ScalarType *WORK, const OrdinalType lwork, MagnitudeType *RWORK, OrdinalType *info) const |
Computes the singular values (and optionally, vectors) of a real matrix A. | |
Orthogonal matrix routines | |
| void | ORMQR (const char SIDE, const char TRANS, const OrdinalType m, const OrdinalType n, const OrdinalType k, ScalarType *A, const OrdinalType lda, const ScalarType *TAU, ScalarType *C, const OrdinalType ldc, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
| void | UNMQR (const char SIDE, const char TRANS, const OrdinalType m, const OrdinalType n, const OrdinalType k, ScalarType *A, const OrdinalType lda, const ScalarType *TAU, ScalarType *C, const OrdinalType ldc, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
| Apply Householder reflectors (complex case). | |
| void | ORGQR (const OrdinalType m, const OrdinalType n, const OrdinalType k, ScalarType *A, const OrdinalType lda, const ScalarType *TAU, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
| Compute explicit Q factor from QR factorization (GEQRF) (real case). | |
| void | UNGQR (const OrdinalType m, const OrdinalType n, const OrdinalType k, ScalarType *A, const OrdinalType lda, const ScalarType *TAU, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
| Compute explicit QR factor from QR factorization (GEQRF) (complex case). | |
| void | ORGHR (const OrdinalType n, const OrdinalType ilo, const OrdinalType ihi, ScalarType *A, const OrdinalType lda, const ScalarType *TAU, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
Generates a real orthogonal matrix Q which is the product of ihi-ilo elementary reflectors of order n, as returned by GEHRD. On return Q is stored in A. | |
| void | ORMHR (const char SIDE, const char TRANS, const OrdinalType m, const OrdinalType n, const OrdinalType ilo, const OrdinalType ihi, const ScalarType *A, const OrdinalType lda, const ScalarType *TAU, ScalarType *C, const OrdinalType ldc, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
Overwrites the general real m by n matrix C with the product of C and Q, which is a product of ihi-ilo elementary reflectors, as returned by GEHRD. | |
Triangular Matrix Routines | |
| void | TREVC (const char SIDE, const char HOWMNY, OrdinalType *select, const OrdinalType n, const ScalarType *T, const OrdinalType ldt, ScalarType *VL, const OrdinalType ldvl, ScalarType *VR, const OrdinalType ldvr, const OrdinalType mm, OrdinalType *m, ScalarType *WORK, OrdinalType *info) const |
| void | TREVC (const char SIDE, const OrdinalType n, const ScalarType *T, const OrdinalType ldt, ScalarType *VL, const OrdinalType ldvl, ScalarType *VR, const OrdinalType ldvr, const OrdinalType mm, OrdinalType *m, ScalarType *WORK, MagnitudeType *RWORK, OrdinalType *info) const |
| void | TREXC (const char COMPQ, const OrdinalType n, ScalarType *T, const OrdinalType ldt, ScalarType *Q, const OrdinalType ldq, OrdinalType ifst, OrdinalType ilst, ScalarType *WORK, OrdinalType *info) const |
| void | TGEVC (const char SIDE, const char HOWMNY, const OrdinalType *SELECT, const OrdinalType n, ScalarType *S, const OrdinalType lds, ScalarType *P, const OrdinalType ldp, ScalarType *VL, const OrdinalType ldvl, ScalarType *VR, const OrdinalType ldvr, const OrdinalType mm, OrdinalType *M, ScalarType *WORK, OrdinalType *info) const |
Rotation/Reflection generators | |
| void | LARTG (const ScalarType f, const ScalarType g, MagnitudeType *c, ScalarType *s, ScalarType *r) const |
| Gnerates a plane rotation that zeros out the second component of the input vector. | |
| void | LARFG (const OrdinalType n, ScalarType *alpha, ScalarType *x, const OrdinalType incx, ScalarType *tau) const |
Generates an elementary reflector of order n that zeros out the last n-1 components of the input vector. | |
Matrix Balancing Routines | |
| void | GEBAL (const char JOBZ, const OrdinalType n, ScalarType *A, const OrdinalType lda, OrdinalType ilo, OrdinalType ihi, MagnitudeType *scale, OrdinalType *info) const |
| Balances a general matrix A, through similarity transformations to make the rows and columns as close in norm as possible. | |
| void | GEBAK (const char JOBZ, const char SIDE, const OrdinalType n, const OrdinalType ilo, const OrdinalType ihi, const MagnitudeType *scale, const OrdinalType m, ScalarType *V, const OrdinalType ldv, OrdinalType *info) const |
Forms the left or right eigenvectors of a general matrix that has been balanced by GEBAL by backward transformation of the computed eigenvectors V. | |
Random number generators | |
| ScalarType | LARND (const OrdinalType idist, OrdinalType *seed) const |
| Returns a random number from a uniform or normal distribution. | |
| void | LARNV (const OrdinalType idist, OrdinalType *seed, const OrdinalType n, ScalarType *v) const |
| Returns a vector of random numbers from a chosen distribution. | |
Machine Characteristics Routines. | |
| ScalarType | LAMCH (const char CMACH) const |
| Determines machine parameters for floating point characteristics. | |
| OrdinalType | ILAENV (const OrdinalType ispec, const std::string &NAME, const std::string &OPTS, const OrdinalType N1=-1, const OrdinalType N2=-1, const OrdinalType N3=-1, const OrdinalType N4=-1) const |
| Chooses problem-dependent parameters for the local environment. | |
Miscellaneous Utilities. | |
| ScalarType | LAPY2 (const ScalarType x, const ScalarType y) const |
| Computes x^2 + y^2 safely, to avoid overflow. | |
The Templated LAPACK Wrapper Class.
The Teuchos::LAPACK class is a wrapper that encapsulates LAPACK (Linear Algebra Package). LAPACK provides portable, high- performance implementations of linear, eigen, SVD, etc solvers.
The standard LAPACK interface is Fortran-specific. Unfortunately, the interface between C++ and Fortran is not standard across all computer platforms. The Teuchos::LAPACK class provides C++ wrappers for the LAPACK kernels in order to insulate the rest of Teuchos from the details of C++ to Fortran translation. A Teuchos::LAPACK object is essentially nothing, but allows access to the LAPACK wrapper functions.
Teuchos::LAPACK is a serial interface only. This is appropriate since the standard LAPACK are only specified for serial execution (or shared memory parallel).
These templates are specialized to use the Fortran LAPACK routines for scalar types float and double.
If Teuchos is configured with -DTeuchos_ENABLE_COMPLEX:BOOL=ON then these templates are specialized for scalar types std::complex<float> and std::complex<double> also.
http://www.netlib.org/lapack/ ). Definition at line 96 of file Teuchos_LAPACK.hpp.
| Teuchos::LAPACK< OrdinalType, ScalarType >::LAPACK | ( | void | ) | [inline] |
Default Constructor.
Definition at line 106 of file Teuchos_LAPACK.hpp.
| Teuchos::LAPACK< OrdinalType, ScalarType >::LAPACK | ( | const LAPACK< OrdinalType, ScalarType > & | lapack | ) | [inline] |
Copy Constructor.
Definition at line 109 of file Teuchos_LAPACK.hpp.
| virtual Teuchos::LAPACK< OrdinalType, ScalarType >::~LAPACK | ( | void | ) | [inline, virtual] |
Destructor.
Definition at line 112 of file Teuchos_LAPACK.hpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::PTTRF | ( | const OrdinalType | n, |
| ScalarType * | d, | ||
| ScalarType * | e, | ||
| OrdinalType * | info | ||
| ) | const |
Computes the L*D*L' factorization of a Hermitian/symmetric positive definite tridiagonal matrix A.
Definition at line 101 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::PTTRS | ( | const OrdinalType | n, |
| const OrdinalType | nrhs, | ||
| const ScalarType * | d, | ||
| const ScalarType * | e, | ||
| ScalarType * | B, | ||
| const OrdinalType | ldb, | ||
| OrdinalType * | info | ||
| ) | const |
Solves a tridiagonal system A*X=B using the *D*L' factorization of A computed by PTTRF.
Definition at line 105 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::POTRF | ( | const char | UPLO, |
| const OrdinalType | n, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| OrdinalType * | info | ||
| ) | const |
Computes Cholesky factorization of a real symmetric positive definite matrix A.
Definition at line 109 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::POTRS | ( | const char | UPLO, |
| const OrdinalType | n, | ||
| const OrdinalType | nrhs, | ||
| const ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| ScalarType * | B, | ||
| const OrdinalType | ldb, | ||
| OrdinalType * | info | ||
| ) | const |
Solves a system of linear equations A*X=B, where A is a symmetric positive definite matrix factored by POTRF and the nrhs solutions are returned in B.
Definition at line 113 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::POTRI | ( | const char | UPLO, |
| const OrdinalType | n, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| OrdinalType * | info | ||
| ) | const |
Computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A from POTRF.
Definition at line 117 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::POCON | ( | const char | UPLO, |
| const OrdinalType | n, | ||
| const ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| const ScalarType | anorm, | ||
| ScalarType * | rcond, | ||
| ScalarType * | WORK, | ||
| OrdinalType * | IWORK, | ||
| OrdinalType * | info | ||
| ) | const |
Estimates the reciprocal of the condition number (1-norm) of a real symmetric positive definite matrix A using the Cholesky factorization from POTRF.
Definition at line 121 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::POSV | ( | const char | UPLO, |
| const OrdinalType | n, | ||
| const OrdinalType | nrhs, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| ScalarType * | B, | ||
| const OrdinalType | ldb, | ||
| OrdinalType * | info | ||
| ) | const |
Computes the solution to a real system of linear equations A*X=B, where A is a symmetric positive definite matrix and the nrhs solutions are returned in B.
Definition at line 125 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::POEQU | ( | const OrdinalType | n, |
| const ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| MagnitudeType * | S, | ||
| MagnitudeType * | scond, | ||
| MagnitudeType * | amax, | ||
| OrdinalType * | info | ||
| ) | const |
Computes row and column scalings intended to equilibrate a symmetric positive definite matrix A and reduce its condition number (w.r.t. 2-norm).
Definition at line 129 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::PORFS | ( | const char | UPLO, |
| const OrdinalType | n, | ||
| const OrdinalType | nrhs, | ||
| const ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| const ScalarType * | AF, | ||
| const OrdinalType | ldaf, | ||
| const ScalarType * | B, | ||
| const OrdinalType | ldb, | ||
| ScalarType * | X, | ||
| const OrdinalType | ldx, | ||
| ScalarType * | FERR, | ||
| ScalarType * | BERR, | ||
| ScalarType * | WORK, | ||
| OrdinalType * | IWORK, | ||
| OrdinalType * | info | ||
| ) | const |
Improves the computed solution to a system of linear equations when the coefficient matrix is symmetric positive definite, and provides error bounds and backward error estimates for the solution.
Definition at line 133 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::POSVX | ( | const char | FACT, |
| const char | UPLO, | ||
| const OrdinalType | n, | ||
| const OrdinalType | nrhs, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| ScalarType * | AF, | ||
| const OrdinalType | ldaf, | ||
| char | EQUED, | ||
| ScalarType * | S, | ||
| ScalarType * | B, | ||
| const OrdinalType | ldb, | ||
| ScalarType * | X, | ||
| const OrdinalType | ldx, | ||
| ScalarType * | rcond, | ||
| ScalarType * | FERR, | ||
| ScalarType * | BERR, | ||
| ScalarType * | WORK, | ||
| OrdinalType * | IWORK, | ||
| OrdinalType * | info | ||
| ) | const |
Uses the Cholesky factorization to compute the solution to a real system of linear equations A*X=B, where A is symmetric positive definite. System can be equilibrated by POEQU and iteratively refined by PORFS, if requested.
Definition at line 137 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GELS | ( | const char | TRANS, |
| const OrdinalType | m, | ||
| const OrdinalType | n, | ||
| const OrdinalType | nrhs, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| ScalarType * | B, | ||
| const OrdinalType | ldb, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| OrdinalType * | info | ||
| ) | const |
Solves an over/underdetermined real m by n linear system A using QR or LQ factorization of A.
Definition at line 141 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GELSS | ( | const OrdinalType | m, |
| const OrdinalType | n, | ||
| const OrdinalType | nrhs, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| ScalarType * | B, | ||
| const OrdinalType | ldb, | ||
| MagnitudeType * | S, | ||
| const MagnitudeType | rcond, | ||
| OrdinalType * | rank, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| MagnitudeType * | RWORK, | ||
| OrdinalType * | info | ||
| ) | const |
Use the SVD to solve a possibly rank-deficient linear least-squares problem.
GELSS uses the singular value decomposition (SVD) to compute the minimum-norm solution to a possibly rank-deficient linear least-squares problem. The problem may be under- or overdetermined.
LAPACK's _GELSS routines take different arguments, depending on whether they are for real or complex arithmetic. This is because _GELSS imitates the interface of LAPACK's SVD routine. LAPACK's SVD routine takes an additional RWORK workspace array argument for COMPLEX*8 (CGELSS) and COMPLEX*16 (ZGELSS). LAPACK's real SVD routines (SGELSS and DGELSS) do not take the RWORK argument.
This class had already exposed GELSS for ScalarType = float and double that does not include an RWORK argument. Backwards compatibility requirements prevent us from simply changing that interface. We could provide a different interface for LAPACK specializations with ScalarType = std::complex<T>, but that would make the GELSS interface not generic at compile time. This would make using GELSS in generic code harder (for example, you would need to specialize code that uses GELSS on a Boolean, which specifies whether ScalarType is complex).
We fix this problem by providing an overloaded generic GELSS interface that does take an RWORK argument. This does not change the existing interface, but provides the additional capability to solve complex-valued least-squares problems. The RWORK argument is ignored when ScalarType is real, and may therefore be set to NULL in that case.
Definition at line 661 of file Teuchos_LAPACK.hpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GELSS | ( | const OrdinalType | m, |
| const OrdinalType | n, | ||
| const OrdinalType | nrhs, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| ScalarType * | B, | ||
| const OrdinalType | ldb, | ||
| ScalarType * | S, | ||
| const ScalarType | rcond, | ||
| OrdinalType * | rank, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| OrdinalType * | info | ||
| ) | const |
Legacy GELSS interface for real-valued ScalarType.
Definition at line 667 of file Teuchos_LAPACK.hpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GGLSE | ( | const OrdinalType | m, |
| const OrdinalType | n, | ||
| const OrdinalType | p, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| ScalarType * | B, | ||
| const OrdinalType | ldb, | ||
| ScalarType * | C, | ||
| ScalarType * | D, | ||
| ScalarType * | X, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| OrdinalType * | info | ||
| ) | const |
Solves the linear equality-constrained least squares (LSE) problem where A is an m by n matrix,B is a p by n matrix C is a given m-vector, and D is a given p-vector.
Definition at line 154 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GEQRF | ( | const OrdinalType | m, |
| const OrdinalType | n, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| ScalarType * | TAU, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| OrdinalType * | info | ||
| ) | const |
Computes a QR factorization of a general m by n matrix A.
Definition at line 158 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GETRF | ( | const OrdinalType | m, |
| const OrdinalType | n, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| OrdinalType * | IPIV, | ||
| OrdinalType * | info | ||
| ) | const |
Computes an LU factorization of a general m by n matrix A using partial pivoting with row interchanges.
Definition at line 162 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GETRS | ( | const char | TRANS, |
| const OrdinalType | n, | ||
| const OrdinalType | nrhs, | ||
| const ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| const OrdinalType * | IPIV, | ||
| ScalarType * | B, | ||
| const OrdinalType | ldb, | ||
| OrdinalType * | info | ||
| ) | const |
Solves a system of linear equations A*X=B or A'*X=B with a general n by n matrix A using the LU factorization computed by GETRF.
Definition at line 166 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::LASCL | ( | const char | TYPE, |
| const OrdinalType | kl, | ||
| const OrdinalType | ku, | ||
| const MagnitudeType | cfrom, | ||
| const MagnitudeType | cto, | ||
| const OrdinalType | m, | ||
| const OrdinalType | n, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| OrdinalType * | info | ||
| ) | const |
Multiplies the m by n matrix A by the real scalar cto/cfrom.
Definition at line 170 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GEQP3 | ( | const OrdinalType | m, |
| const OrdinalType | n, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| OrdinalType * | jpvt, | ||
| ScalarType * | TAU, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| MagnitudeType * | RWORK, | ||
| OrdinalType * | info | ||
| ) | const |
Computes a QR factorization with column pivoting of a matrix A: A*P = Q*R using Level 3 BLAS.
Definition at line 175 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::LASWP | ( | const OrdinalType | N, |
| ScalarType | A[], | ||
| const OrdinalType | LDA, | ||
| const OrdinalType | K1, | ||
| const OrdinalType | K2, | ||
| const OrdinalType | IPIV[], | ||
| const OrdinalType | INCX | ||
| ) | const |
Apply a series of row interchanges to the matrix A.
Definition at line 191 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GBTRF | ( | const OrdinalType | m, |
| const OrdinalType | n, | ||
| const OrdinalType | kl, | ||
| const OrdinalType | ku, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| OrdinalType * | IPIV, | ||
| OrdinalType * | info | ||
| ) | const |
Computes an LU factorization of a general banded m by n matrix A using partial pivoting with row interchanges.
Definition at line 202 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GBTRS | ( | const char | TRANS, |
| const OrdinalType | n, | ||
| const OrdinalType | kl, | ||
| const OrdinalType | ku, | ||
| const OrdinalType | nrhs, | ||
| const ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| const OrdinalType * | IPIV, | ||
| ScalarType * | B, | ||
| const OrdinalType | ldb, | ||
| OrdinalType * | info | ||
| ) | const |
Solves a system of linear equations A*X=B or A'*X=B with a general banded n by n matrix A using the LU factorization computed by GBTRF.
Definition at line 206 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GTTRF | ( | const OrdinalType | n, |
| ScalarType * | dl, | ||
| ScalarType * | d, | ||
| ScalarType * | du, | ||
| ScalarType * | du2, | ||
| OrdinalType * | IPIV, | ||
| OrdinalType * | info | ||
| ) | const |
Computes an LU factorization of a n by n tridiagonal matrix A using partial pivoting with row interchanges.
Definition at line 210 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GTTRS | ( | const char | TRANS, |
| const OrdinalType | n, | ||
| const OrdinalType | nrhs, | ||
| const ScalarType * | dl, | ||
| const ScalarType * | d, | ||
| const ScalarType * | du, | ||
| const ScalarType * | du2, | ||
| const OrdinalType * | IPIV, | ||
| ScalarType * | B, | ||
| const OrdinalType | ldb, | ||
| OrdinalType * | info | ||
| ) | const |
Solves a system of linear equations A*X=B or A'*X=B or A^H*X=B with a tridiagonal matrix A using the LU factorization computed by GTTRF.
Definition at line 214 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GETRI | ( | const OrdinalType | n, |
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| const OrdinalType * | IPIV, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| OrdinalType * | info | ||
| ) | const |
Computes the inverse of a matrix A using the LU factorization computed by GETRF.
Definition at line 218 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::LATRS | ( | const char | UPLO, |
| const char | TRANS, | ||
| const char | DIAG, | ||
| const char | NORMIN, | ||
| const OrdinalType | N, | ||
| ScalarType * | A, | ||
| const OrdinalType | LDA, | ||
| ScalarType * | X, | ||
| MagnitudeType * | SCALE, | ||
| MagnitudeType * | CNORM, | ||
| OrdinalType * | INFO | ||
| ) | const |
Robustly solve a possibly singular triangular linear system.
Definition at line 222 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GECON | ( | const char | NORM, |
| const OrdinalType | n, | ||
| const ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| const ScalarType | anorm, | ||
| ScalarType * | rcond, | ||
| ScalarType * | WORK, | ||
| OrdinalType * | IWORK, | ||
| OrdinalType * | info | ||
| ) | const |
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 GETRF.
Definition at line 248 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GBCON | ( | const char | NORM, |
| const OrdinalType | n, | ||
| const OrdinalType | kl, | ||
| const OrdinalType | ku, | ||
| const ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| OrdinalType * | IPIV, | ||
| const ScalarType | anorm, | ||
| ScalarType * | rcond, | ||
| ScalarType * | WORK, | ||
| OrdinalType * | IWORK, | ||
| OrdinalType * | info | ||
| ) | const |
Estimates the reciprocal of the condition number of a general banded real matrix A, in either the 1-norm or the infinity-norm, using the LU factorization computed by GETRF.
Definition at line 252 of file Teuchos_LAPACK.cpp.
| ScalarTraits< ScalarType >::magnitudeType Teuchos::LAPACK< OrdinalType, ScalarType >::LANGB | ( | const char | NORM, |
| const OrdinalType | n, | ||
| const OrdinalType | kl, | ||
| const OrdinalType | ku, | ||
| const ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| MagnitudeType * | WORK | ||
| ) | const |
Returns the value of the one norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of an n by n band matrix A, with kl sub-diagonals and ku super-diagonals.
Definition at line 256 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GESV | ( | const OrdinalType | n, |
| const OrdinalType | nrhs, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| OrdinalType * | IPIV, | ||
| ScalarType * | B, | ||
| const OrdinalType | ldb, | ||
| OrdinalType * | info | ||
| ) | const |
Computes the solution to a real system of linear equations A*X=B, where A is factored through GETRF and the nrhs solutions are computed through GETRS.
Definition at line 260 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GEEQU | ( | const OrdinalType | m, |
| const OrdinalType | n, | ||
| const ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| ScalarType * | R, | ||
| ScalarType * | C, | ||
| ScalarType * | rowcond, | ||
| ScalarType * | colcond, | ||
| ScalarType * | amax, | ||
| OrdinalType * | info | ||
| ) | const |
Computes row and column scalings intended to equilibrate an m by n matrix A and reduce its condition number.
Definition at line 264 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GERFS | ( | const char | TRANS, |
| const OrdinalType | n, | ||
| const OrdinalType | nrhs, | ||
| const ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| const ScalarType * | AF, | ||
| const OrdinalType | ldaf, | ||
| const OrdinalType * | IPIV, | ||
| const ScalarType * | B, | ||
| const OrdinalType | ldb, | ||
| ScalarType * | X, | ||
| const OrdinalType | ldx, | ||
| ScalarType * | FERR, | ||
| ScalarType * | BERR, | ||
| ScalarType * | WORK, | ||
| OrdinalType * | IWORK, | ||
| OrdinalType * | info | ||
| ) | const |
Improves the computed solution to a system of linear equations and provides error bounds and backward error estimates for the solution. Use after GETRF/GETRS.
Definition at line 268 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GBEQU | ( | const OrdinalType | m, |
| const OrdinalType | n, | ||
| const OrdinalType | kl, | ||
| const OrdinalType | ku, | ||
| const ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| MagnitudeType * | R, | ||
| MagnitudeType * | C, | ||
| MagnitudeType * | rowcond, | ||
| MagnitudeType * | colcond, | ||
| MagnitudeType * | amax, | ||
| OrdinalType * | info | ||
| ) | const |
Computes row and column scalings intended to equilibrate an m by n banded matrix A and reduce its condition number.
Definition at line 272 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GBRFS | ( | const char | TRANS, |
| const OrdinalType | n, | ||
| const OrdinalType | kl, | ||
| const OrdinalType | ku, | ||
| const OrdinalType | nrhs, | ||
| const ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| const ScalarType * | AF, | ||
| const OrdinalType | ldaf, | ||
| const OrdinalType * | IPIV, | ||
| const ScalarType * | B, | ||
| const OrdinalType | ldb, | ||
| ScalarType * | X, | ||
| const OrdinalType | ldx, | ||
| ScalarType * | FERR, | ||
| ScalarType * | BERR, | ||
| ScalarType * | WORK, | ||
| OrdinalType * | IWORK, | ||
| OrdinalType * | info | ||
| ) | const |
Improves the computed solution to a banded system of linear equations and provides error bounds and backward error estimates for the solution. Use after GBTRF/GBTRS.
Definition at line 276 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GESVX | ( | const char | FACT, |
| const char | TRANS, | ||
| const OrdinalType | n, | ||
| const OrdinalType | nrhs, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| ScalarType * | AF, | ||
| const OrdinalType | ldaf, | ||
| OrdinalType * | IPIV, | ||
| char | EQUED, | ||
| ScalarType * | R, | ||
| ScalarType * | C, | ||
| ScalarType * | B, | ||
| const OrdinalType | ldb, | ||
| ScalarType * | X, | ||
| const OrdinalType | ldx, | ||
| ScalarType * | rcond, | ||
| ScalarType * | FERR, | ||
| ScalarType * | BERR, | ||
| ScalarType * | WORK, | ||
| OrdinalType * | IWORK, | ||
| OrdinalType * | info | ||
| ) | const |
Uses the LU factorization to compute the solution to a real system of linear equations A*X=B, returning error bounds on the solution and a condition estimate.
Definition at line 280 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::SYTRD | ( | const char | UPLO, |
| const OrdinalType | n, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| ScalarType * | D, | ||
| ScalarType * | E, | ||
| ScalarType * | TAU, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| OrdinalType * | info | ||
| ) | const |
Reduces a real symmetric matrix A to tridiagonal form by orthogonal similarity transformations.
std::complex<float> or std::complex<double>. Definition at line 284 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GEHRD | ( | const OrdinalType | n, |
| const OrdinalType | ilo, | ||
| const OrdinalType | ihi, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| ScalarType * | TAU, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| OrdinalType * | info | ||
| ) | const |
Reduces a real general matrix A to upper Hessenberg form by orthogonal similarity transformations.
Definition at line 288 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::TRTRS | ( | const char | UPLO, |
| const char | TRANS, | ||
| const char | DIAG, | ||
| const OrdinalType | n, | ||
| const OrdinalType | nrhs, | ||
| const ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| ScalarType * | B, | ||
| const OrdinalType | ldb, | ||
| OrdinalType * | info | ||
| ) | const |
Solves a triangular linear system of the form A*X=B or A**T*X=B, where A is a triangular matrix.
Definition at line 292 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::TRTRI | ( | const char | UPLO, |
| const char | DIAG, | ||
| const OrdinalType | n, | ||
| const ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| OrdinalType * | info | ||
| ) | const |
Computes the inverse of an upper or lower triangular matrix A.
Definition at line 296 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::SPEV | ( | const char | JOBZ, |
| const char | UPLO, | ||
| const OrdinalType | n, | ||
| ScalarType * | AP, | ||
| ScalarType * | W, | ||
| ScalarType * | Z, | ||
| const OrdinalType | ldz, | ||
| ScalarType * | WORK, | ||
| OrdinalType * | info | ||
| ) | const |
Computes the eigenvalues and, optionally, eigenvectors of a symmetric n by n matrix A in packed storage.
std::complex<float> or std::complex<double>. Definition at line 300 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::SYEV | ( | const char | JOBZ, |
| const char | UPLO, | ||
| const OrdinalType | n, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| ScalarType * | W, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| OrdinalType * | info | ||
| ) | const |
Computes all the eigenvalues and, optionally, eigenvectors of a symmetric n by n matrix A.
std::complex<float> or std::complex<double>. Definition at line 304 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::SYGV | ( | const OrdinalType | itype, |
| const char | JOBZ, | ||
| const char | UPLO, | ||
| const OrdinalType | n, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| ScalarType * | B, | ||
| const OrdinalType | ldb, | ||
| ScalarType * | W, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| OrdinalType * | info | ||
| ) | const |
Computes all the eigenvalues and, optionally, eigenvectors of a symmetric n by n matrix pencil {A,B}, where A is symmetric and B is symmetric positive-definite.
std::complex<float> or std::complex<double>. Definition at line 308 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::HEEV | ( | const char | JOBZ, |
| const char | UPLO, | ||
| const OrdinalType | n, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| MagnitudeType * | W, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| MagnitudeType * | RWORK, | ||
| OrdinalType * | info | ||
| ) | const |
Computes all the eigenvalues and, optionally, eigenvectors of a Hermitian n by n matrix A.
float or double. Definition at line 312 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::HEGV | ( | const OrdinalType | itype, |
| const char | JOBZ, | ||
| const char | UPLO, | ||
| const OrdinalType | n, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| ScalarType * | B, | ||
| const OrdinalType | ldb, | ||
| MagnitudeType * | W, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| MagnitudeType * | RWORK, | ||
| OrdinalType * | info | ||
| ) | const |
Computes all the eigenvalues and, optionally, eigenvectors of a generalized Hermitian-definite n by n matrix pencil {A,B}, where A is Hermitian and B is Hermitian positive-definite.
float or double. Definition at line 316 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::STEQR | ( | const char | COMPZ, |
| const OrdinalType | n, | ||
| ScalarType * | D, | ||
| ScalarType * | E, | ||
| ScalarType * | Z, | ||
| const OrdinalType | ldz, | ||
| ScalarType * | WORK, | ||
| OrdinalType * | info | ||
| ) | const |
Computes the eigenvalues and, optionally, eigenvectors of a symmetric tridiagonal n by n matrix A using implicit QL/QR. The eigenvectors can only be computed if A was reduced to tridiagonal form by SYTRD.
Definition at line 320 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::HSEQR | ( | const char | JOB, |
| const char | COMPZ, | ||
| const OrdinalType | n, | ||
| const OrdinalType | ilo, | ||
| const OrdinalType | ihi, | ||
| ScalarType * | H, | ||
| const OrdinalType | ldh, | ||
| ScalarType * | WR, | ||
| ScalarType * | WI, | ||
| ScalarType * | Z, | ||
| const OrdinalType | ldz, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| OrdinalType * | info | ||
| ) | const |
Computes the eigenvalues of a real upper Hessenberg matrix H and, optionally, the matrices T and Z from the Schur decomposition, where T is an upper quasi-triangular matrix and Z contains the Schur vectors.
Definition at line 324 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GEES | ( | const char | JOBVS, |
| const char | SORT, | ||
| OrdinalType(*)(ScalarType *, ScalarType *) | ptr2func, | ||
| const OrdinalType | n, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| OrdinalType * | sdim, | ||
| ScalarType * | WR, | ||
| ScalarType * | WI, | ||
| ScalarType * | VS, | ||
| const OrdinalType | ldvs, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| OrdinalType * | BWORK, | ||
| OrdinalType * | info | ||
| ) | const |
Computes for an n by n nonsymmetric matrix A, the eigenvalues, the Schur form T, and, optionally, the matrix of Schur vectors Z. When ScalarType is float or double, the real Schur form is computed.
float and double, where select requires two arguments to represent a complex eigenvalue.) Definition at line 1159 of file Teuchos_LAPACK.hpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GEES | ( | const char | JOBVS, |
| const char | SORT, | ||
| OrdinalType(*)(ScalarType *) | ptr2func, | ||
| const OrdinalType | n, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| OrdinalType * | sdim, | ||
| ScalarType * | W, | ||
| ScalarType * | VS, | ||
| const OrdinalType | ldvs, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| MagnitudeType * | RWORK, | ||
| OrdinalType * | BWORK, | ||
| OrdinalType * | info | ||
| ) | const |
Computes for an n by n nonsymmetric matrix A, the eigenvalues, the Schur form T, and, optionally, the matrix of Schur vectors Z. When ScalarType is float or double, the real Schur form is computed.
std::complex<float> and std::complex<double>, where select requires one arguments to represent a complex eigenvalue.) Definition at line 1165 of file Teuchos_LAPACK.hpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GEES | ( | const char | JOBVS, |
| const OrdinalType | n, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| OrdinalType * | sdim, | ||
| MagnitudeType * | WR, | ||
| MagnitudeType * | WI, | ||
| ScalarType * | VS, | ||
| const OrdinalType | ldvs, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| MagnitudeType * | RWORK, | ||
| OrdinalType * | BWORK, | ||
| OrdinalType * | info | ||
| ) | const |
Computes for an n by n nonsymmetric matrix A, the eigenvalues, the Schur form T, and, optionally, the matrix of Schur vectors Z. When ScalarType is float or double, the real Schur form is computed.
ScalarType, when the user doesn't want to enable the sorting functionality.) Definition at line 1171 of file Teuchos_LAPACK.hpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GEEV | ( | const char | JOBVL, |
| const char | JOBVR, | ||
| const OrdinalType | n, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| MagnitudeType * | WR, | ||
| MagnitudeType * | WI, | ||
| ScalarType * | VL, | ||
| const OrdinalType | ldvl, | ||
| ScalarType * | VR, | ||
| const OrdinalType | ldvr, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| MagnitudeType * | RWORK, | ||
| OrdinalType * | info | ||
| ) | const |
Computes for an n by n real nonsymmetric matrix A, the eigenvalues and, optionally, the left and/or right eigenvectors.
Real and imaginary parts of the eigenvalues are returned in separate arrays, WR for real and WI for complex. The RWORK array is only referenced if ScalarType is complex.
Definition at line 340 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GEEVX | ( | const char | BALANC, |
| const char | JOBVL, | ||
| const char | JOBVR, | ||
| const char | SENSE, | ||
| const OrdinalType | n, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| ScalarType * | WR, | ||
| ScalarType * | WI, | ||
| ScalarType * | VL, | ||
| const OrdinalType | ldvl, | ||
| ScalarType * | VR, | ||
| const OrdinalType | ldvr, | ||
| OrdinalType * | ilo, | ||
| OrdinalType * | ihi, | ||
| MagnitudeType * | SCALE, | ||
| MagnitudeType * | abnrm, | ||
| MagnitudeType * | RCONDE, | ||
| MagnitudeType * | RCONDV, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| OrdinalType * | IWORK, | ||
| OrdinalType * | info | ||
| ) | const |
Computes for an n by n real nonsymmetric matrix A, the eigenvalues and, optionally, the left and/or right eigenvectors. Optionally, it can compute a balancing transformation to improve the conditioning of the eigenvalues and eigenvectors.
ScalarType = float or double.) Definition at line 353 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GGEVX | ( | const char | BALANC, |
| const char | JOBVL, | ||
| const char | JOBVR, | ||
| const char | SENSE, | ||
| const OrdinalType | n, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| ScalarType * | B, | ||
| const OrdinalType | ldb, | ||
| MagnitudeType * | ALPHAR, | ||
| MagnitudeType * | ALPHAI, | ||
| ScalarType * | BETA, | ||
| ScalarType * | VL, | ||
| const OrdinalType | ldvl, | ||
| ScalarType * | VR, | ||
| const OrdinalType | ldvr, | ||
| OrdinalType * | ilo, | ||
| OrdinalType * | ihi, | ||
| MagnitudeType * | lscale, | ||
| MagnitudeType * | rscale, | ||
| MagnitudeType * | abnrm, | ||
| MagnitudeType * | bbnrm, | ||
| MagnitudeType * | RCONDE, | ||
| MagnitudeType * | RCONDV, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| OrdinalType * | IWORK, | ||
| OrdinalType * | BWORK, | ||
| OrdinalType * | info | ||
| ) | const |
Computes for a pair of n by n nonsymmetric matrices (A,B) the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors. Optionally, it can compute a balancing transformation to improve the conditioning of the eigenvalues and eigenvectors.
ScalarType = float or double.) Definition at line 357 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GGEV | ( | const char | JOBVL, |
| const char | JOBVR, | ||
| const OrdinalType | n, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| ScalarType * | B, | ||
| const OrdinalType | ldb, | ||
| MagnitudeType * | ALPHAR, | ||
| MagnitudeType * | ALPHAI, | ||
| ScalarType * | BETA, | ||
| ScalarType * | VL, | ||
| const OrdinalType | ldvl, | ||
| ScalarType * | VR, | ||
| const OrdinalType | ldvr, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| OrdinalType * | info | ||
| ) | const |
Computes for a pair of n by n nonsymmetric matrices (A,B) the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors.
ScalarType = float or double.) Definition at line 365 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::TRSEN | ( | const char | JOB, |
| const char | COMPQ, | ||
| const OrdinalType * | SELECT, | ||
| const OrdinalType | n, | ||
| ScalarType * | T, | ||
| const OrdinalType | ldt, | ||
| ScalarType * | Q, | ||
| const OrdinalType | ldq, | ||
| MagnitudeType * | WR, | ||
| MagnitudeType * | WI, | ||
| OrdinalType * | M, | ||
| ScalarType * | S, | ||
| MagnitudeType * | SEP, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| OrdinalType * | IWORK, | ||
| const OrdinalType | liwork, | ||
| OrdinalType * | info | ||
| ) | const |
Reorders the real Schur factorization of a real matrix so that a selected cluster of eigenvalues appears in the leading diagonal blocks of the upper quasi-triangular matrix T, and the leading columns of Q form an orthonormal basis of the corresponding right invariant subspace.
ScalarType = float or double.) Definition at line 369 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::TGSEN | ( | const OrdinalType | ijob, |
| const OrdinalType | wantq, | ||
| const OrdinalType | wantz, | ||
| const OrdinalType * | SELECT, | ||
| const OrdinalType | n, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| ScalarType * | B, | ||
| const OrdinalType | ldb, | ||
| MagnitudeType * | ALPHAR, | ||
| MagnitudeType * | ALPHAI, | ||
| MagnitudeType * | BETA, | ||
| ScalarType * | Q, | ||
| const OrdinalType | ldq, | ||
| ScalarType * | Z, | ||
| const OrdinalType | ldz, | ||
| OrdinalType * | M, | ||
| MagnitudeType * | PL, | ||
| MagnitudeType * | PR, | ||
| MagnitudeType * | DIF, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| OrdinalType * | IWORK, | ||
| const OrdinalType | liwork, | ||
| OrdinalType * | info | ||
| ) | const |
Reorders the generalized real Schur decomposition of a real matrix pair (A, B), so that a selected cluster of eigenvalues appears in the leading diagonal blocks of the upper quasi-triangular matrix A and the upper triangular B.
ScalarType = float or double.) Definition at line 373 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GGES | ( | const char | JOBVL, |
| const char | JOBVR, | ||
| const char | SORT, | ||
| OrdinalType(*)(ScalarType *, ScalarType *, ScalarType *) | ptr2func, | ||
| const OrdinalType | n, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| ScalarType * | B, | ||
| const OrdinalType | ldb, | ||
| OrdinalType * | sdim, | ||
| MagnitudeType * | ALPHAR, | ||
| MagnitudeType * | ALPHAI, | ||
| MagnitudeType * | BETA, | ||
| ScalarType * | VL, | ||
| const OrdinalType | ldvl, | ||
| ScalarType * | VR, | ||
| const OrdinalType | ldvr, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| OrdinalType * | BWORK, | ||
| OrdinalType * | info | ||
| ) | const |
Computes for a pair of n by n nonsymmetric matrices (A,B) the generalized eigenvalues, the generalized real Schur form (S,T), optionally, the left and/or right matrices of Schur vectors.
ScalarType = float or double.) Definition at line 377 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GESVD | ( | const char | JOBU, |
| const char | JOBVT, | ||
| const OrdinalType | m, | ||
| const OrdinalType | n, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| MagnitudeType * | S, | ||
| ScalarType * | U, | ||
| const OrdinalType | ldu, | ||
| ScalarType * | V, | ||
| const OrdinalType | ldv, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| MagnitudeType * | RWORK, | ||
| OrdinalType * | info | ||
| ) | const |
Computes the singular values (and optionally, vectors) of a real matrix A.
Definition at line 349 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::ORMQR | ( | const char | SIDE, |
| const char | TRANS, | ||
| const OrdinalType | m, | ||
| const OrdinalType | n, | ||
| const OrdinalType | k, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| const ScalarType * | TAU, | ||
| ScalarType * | C, | ||
| const OrdinalType | ldc, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| OrdinalType * | info | ||
| ) | const |
Apply Householder reflectors (real case).
Overwrite the general real m by n matrix C with the product of Q and C, whiere Q is the product of k elementary (Householder) reflectors as returned by GEQRF.
UNMQR in that case. ("OR" stands for "orthogonal"; "UN" stands for "unitary.") Definition at line 381 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::UNMQR | ( | const char | SIDE, |
| const char | TRANS, | ||
| const OrdinalType | m, | ||
| const OrdinalType | n, | ||
| const OrdinalType | k, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| const ScalarType * | TAU, | ||
| ScalarType * | C, | ||
| const OrdinalType | ldc, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| OrdinalType * | info | ||
| ) | const |
Apply Householder reflectors (complex case).
Overwrite the general complex m by n matrix C with the product of Q and C, where Q is the product of k elementary (Householder) reflectors as returned by GEQRF.
ORMQR when ScalarType is real. (Unitary real matrices are orthogonal.) Definition at line 384 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::ORGQR | ( | const OrdinalType | m, |
| const OrdinalType | n, | ||
| const OrdinalType | k, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| const ScalarType * | TAU, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| OrdinalType * | info | ||
| ) | const |
Compute explicit Q factor from QR factorization (GEQRF) (real case).
Generate the m by n matrix Q with orthonormal columns corresponding to the first n columns of a product of k elementary reflectors of order m, as returned by GEQRF.
UNGQR in that case. ("OR" stands for "orthogonal"; "UN" stands for "unitary.") Definition at line 392 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::UNGQR | ( | const OrdinalType | m, |
| const OrdinalType | n, | ||
| const OrdinalType | k, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| const ScalarType * | TAU, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| OrdinalType * | info | ||
| ) | const |
Compute explicit QR factor from QR factorization (GEQRF) (complex case).
Generate the m by n matrix Q with orthonormal columns corresponding tothe first n columns of a product of k elementary reflectors of order m, as returned by GEQRF.
ORGQR when ScalarType is real. (Unitary real matrices are orthogonal.) Definition at line 396 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::ORGHR | ( | const OrdinalType | n, |
| const OrdinalType | ilo, | ||
| const OrdinalType | ihi, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| const ScalarType * | TAU, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| OrdinalType * | info | ||
| ) | const |
Generates a real orthogonal matrix Q which is the product of ihi-ilo elementary reflectors of order n, as returned by GEHRD. On return Q is stored in A.
Definition at line 400 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::ORMHR | ( | const char | SIDE, |
| const char | TRANS, | ||
| const OrdinalType | m, | ||
| const OrdinalType | n, | ||
| const OrdinalType | ilo, | ||
| const OrdinalType | ihi, | ||
| const ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| const ScalarType * | TAU, | ||
| ScalarType * | C, | ||
| const OrdinalType | ldc, | ||
| ScalarType * | WORK, | ||
| const OrdinalType | lwork, | ||
| OrdinalType * | info | ||
| ) | const |
Overwrites the general real m by n matrix C with the product of C and Q, which is a product of ihi-ilo elementary reflectors, as returned by GEHRD.
Definition at line 404 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::TREVC | ( | const char | SIDE, |
| const char | HOWMNY, | ||
| OrdinalType * | select, | ||
| const OrdinalType | n, | ||
| const ScalarType * | T, | ||
| const OrdinalType | ldt, | ||
| ScalarType * | VL, | ||
| const OrdinalType | ldvl, | ||
| ScalarType * | VR, | ||
| const OrdinalType | ldvr, | ||
| const OrdinalType | mm, | ||
| OrdinalType * | m, | ||
| ScalarType * | WORK, | ||
| OrdinalType * | info | ||
| ) | const |
Computes some or all of the right and/or left eigenvectors of an upper triangular matrix T. If ScalarType is float or double, then the matrix is quasi-triangular and arugments RWORK is ignored.
Definition at line 1264 of file Teuchos_LAPACK.hpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::TREVC | ( | const char | SIDE, |
| const OrdinalType | n, | ||
| const ScalarType * | T, | ||
| const OrdinalType | ldt, | ||
| ScalarType * | VL, | ||
| const OrdinalType | ldvl, | ||
| ScalarType * | VR, | ||
| const OrdinalType | ldvr, | ||
| const OrdinalType | mm, | ||
| OrdinalType * | m, | ||
| ScalarType * | WORK, | ||
| MagnitudeType * | RWORK, | ||
| OrdinalType * | info | ||
| ) | const |
Computes some or all of the right and/or left eigenvectors of an upper triangular matrix T. If ScalarType is float or double, then the matrix is quasi-triangular and arugments RWORK is ignored.
ScalarType, when the user doesn't want to enable the selecting functionality, with HOWMNY='A'.) Definition at line 1270 of file Teuchos_LAPACK.hpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::TREXC | ( | const char | COMPQ, |
| const OrdinalType | n, | ||
| ScalarType * | T, | ||
| const OrdinalType | ldt, | ||
| ScalarType * | Q, | ||
| const OrdinalType | ldq, | ||
| OrdinalType | ifst, | ||
| OrdinalType | ilst, | ||
| ScalarType * | WORK, | ||
| OrdinalType * | info | ||
| ) | const |
Reorders the Schur factorization of a matrix T via unitary similarity transformations so that the diagonal element of T with row index ifst is moved to row ilst. If ScalarType is float or double, then T should be in real Schur form and the operation affects the diagonal block referenced by ifst.
std::complex<float> or std::complex<double>. Definition at line 420 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::TGEVC | ( | const char | SIDE, |
| const char | HOWMNY, | ||
| const OrdinalType * | SELECT, | ||
| const OrdinalType | n, | ||
| ScalarType * | S, | ||
| const OrdinalType | lds, | ||
| ScalarType * | P, | ||
| const OrdinalType | ldp, | ||
| ScalarType * | VL, | ||
| const OrdinalType | ldvl, | ||
| ScalarType * | VR, | ||
| const OrdinalType | ldvr, | ||
| const OrdinalType | mm, | ||
| OrdinalType * | M, | ||
| ScalarType * | WORK, | ||
| OrdinalType * | info | ||
| ) | const |
Computes some or all of the right and/or left eigenvectors of a pair of real matrices ( S, P ), where S is a quasi-triangular matrix and P is upper triangular.
ScalarType = float or double. Definition at line 424 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::LARTG | ( | const ScalarType | f, |
| const ScalarType | g, | ||
| MagnitudeType * | c, | ||
| ScalarType * | s, | ||
| ScalarType * | r | ||
| ) | const |
Gnerates a plane rotation that zeros out the second component of the input vector.
Definition at line 428 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::LARFG | ( | const OrdinalType | n, |
| ScalarType * | alpha, | ||
| ScalarType * | x, | ||
| const OrdinalType | incx, | ||
| ScalarType * | tau | ||
| ) | const |
Generates an elementary reflector of order n that zeros out the last n-1 components of the input vector.
Definition at line 432 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GEBAL | ( | const char | JOBZ, |
| const OrdinalType | n, | ||
| ScalarType * | A, | ||
| const OrdinalType | lda, | ||
| OrdinalType | ilo, | ||
| OrdinalType | ihi, | ||
| MagnitudeType * | scale, | ||
| OrdinalType * | info | ||
| ) | const |
Balances a general matrix A, through similarity transformations to make the rows and columns as close in norm as possible.
Definition at line 436 of file Teuchos_LAPACK.cpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GEBAK | ( | const char | JOBZ, |
| const char | SIDE, | ||
| const OrdinalType | n, | ||
| const OrdinalType | ilo, | ||
| const OrdinalType | ihi, | ||
| const MagnitudeType * | scale, | ||
| const OrdinalType | m, | ||
| ScalarType * | V, | ||
| const OrdinalType | ldv, | ||
| OrdinalType * | info | ||
| ) | const |
Forms the left or right eigenvectors of a general matrix that has been balanced by GEBAL by backward transformation of the computed eigenvectors V.
Definition at line 440 of file Teuchos_LAPACK.cpp.
| ScalarType Teuchos::LAPACK< OrdinalType, ScalarType >::LARND | ( | const OrdinalType | idist, |
| OrdinalType * | seed | ||
| ) | const |
Returns a random number from a uniform or normal distribution.
Definition at line 1333 of file Teuchos_LAPACK.hpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::LARNV | ( | const OrdinalType | idist, |
| OrdinalType * | seed, | ||
| const OrdinalType | n, | ||
| ScalarType * | v | ||
| ) | const |
Returns a vector of random numbers from a chosen distribution.
Definition at line 448 of file Teuchos_LAPACK.cpp.
| ScalarType Teuchos::LAPACK< OrdinalType, ScalarType >::LAMCH | ( | const char | CMACH | ) | const |
Determines machine parameters for floating point characteristics.
std::complex<float> or std::complex<double>. Definition at line 452 of file Teuchos_LAPACK.cpp.
| OrdinalType Teuchos::LAPACK< OrdinalType, ScalarType >::ILAENV | ( | const OrdinalType | ispec, |
| const std::string & | NAME, | ||
| const std::string & | OPTS, | ||
| const OrdinalType | N1 = -1, |
||
| const OrdinalType | N2 = -1, |
||
| const OrdinalType | N3 = -1, |
||
| const OrdinalType | N4 = -1 |
||
| ) | const |
Chooses problem-dependent parameters for the local environment.
Definition at line 456 of file Teuchos_LAPACK.cpp.
| ScalarType Teuchos::LAPACK< OrdinalType, ScalarType >::LAPY2 | ( | const ScalarType | x, |
| const ScalarType | y | ||
| ) | const |
Computes x^2 + y^2 safely, to avoid overflow.
std::complex<float> or std::complex<double>. Definition at line 469 of file Teuchos_LAPACK.cpp.
1.7.6.1