#include <Teuchos_LAPACK.hpp>

Public Types | |
| typedef Teuchos::ScalarTraits < ScalarType >::magnitudeType | MagnitudeType |
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, ScalarType *S, ScalarType *scond, ScalarType *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, 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 | 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 | 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 matrix 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 | 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 | 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 | 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, ScalarType *WR, ScalarType *WI, ScalarType *VL, const OrdinalType ldvl, ScalarType *VR, const OrdinalType ldvr, ScalarType *WORK, const OrdinalType lwork, OrdinalType *info) const |
Computes for an n by n real nonsymmetric matrix A, the eigenvalues and, optionally, the left and/or right eigenvectors. | |
| 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 |
Computes for a pair of n by n nonsymmetric matrices (A,B) the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors. | |
| 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 |
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 |
Overwrites the general real matrix m by n matrix C with the product of C and Q, which is the product of k elementary reflectors, as returned by GEQRF. | |
| 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 |
Generates an m by n matrix Q with orthonormal columns which is defined as the first columns of a product of k elementary reflectors of order m, as returned by GEQRF. | |
| 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 |
Generates an m by n matrix Q with orthonormal columns which is defined as the first columns of a product of k elementary reflectors of order m, as returned by GEQRF. | |
| 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 |
Rotation/Reflection generators | |
| void | LARTG (const ScalarType f, const ScalarType g, MagnitudeType *c, ScalarType *s, ScalarType *r) const |
| Generates a plane rotation that zeros out the second component of the input std::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 std::vector. | |
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 std::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 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).
float and double.
--enable-teuchos-stdcomplex then these templates are specialized for scalar types std::complex<float> and std::complex<double> also.
http://www.netlib.org/lapack/ ). Definition at line 111 of file Teuchos_LAPACK.hpp.
| typedef Teuchos::ScalarTraits<ScalarType>::magnitudeType Teuchos::LAPACK< OrdinalType, ScalarType >::MagnitudeType |
Reimplemented in Teuchos::SerialDenseSolver< OrdinalType, ScalarType >, and Teuchos::SerialSpdDenseSolver< OrdinalType, ScalarType >.
Definition at line 115 of file Teuchos_LAPACK.hpp.
| Teuchos::LAPACK< OrdinalType, ScalarType >::LAPACK | ( | void | ) | [inline] |
| Teuchos::LAPACK< OrdinalType, ScalarType >::LAPACK | ( | const LAPACK< OrdinalType, ScalarType > & | lapack | ) | [inline] |
| virtual Teuchos::LAPACK< OrdinalType, ScalarType >::~LAPACK | ( | void | ) | [inline, virtual] |
| 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 [inline] |
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 489 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
Computes row and column scalings intended to equilibrate an m by n matrix A and reduce its condition number.
Definition at line 501 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 [inline] |
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 597 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 [inline] |
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 std::complex eigenvalue.) Definition at line 591 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
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 std::complex eigenvalue.) Definition at line 585 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, | |||
| ScalarType * | WR, | |||
| ScalarType * | WI, | |||
| ScalarType * | VL, | |||
| const OrdinalType | ldvl, | |||
| ScalarType * | VR, | |||
| const OrdinalType | ldvr, | |||
| ScalarType * | WORK, | |||
| const OrdinalType | lwork, | |||
| OrdinalType * | info | |||
| ) | const [inline] |
Computes for an n by n real nonsymmetric matrix A, the eigenvalues and, optionally, the left and/or right eigenvectors.
Definition at line 603 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
Reduces a real general matrix A to upper Hessenberg form by orthogonal similarity transformations.
Definition at line 525 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
Solves an over/underdetermined real m by n linear system A using QR or LQ factorization of A.
Definition at line 447 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
Computes a QR factorization of a general m by n matrix A.
Definition at line 453 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
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 507 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
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 495 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
Computes the singular values (and optionally, vectors) of a real matrix A.
Definition at line 609 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
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 513 of file Teuchos_LAPACK.hpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GETRF | ( | const OrdinalType | m, | |
| const OrdinalType | n, | |||
| ScalarType * | A, | |||
| const OrdinalType | lda, | |||
| OrdinalType * | IPIV, | |||
| OrdinalType * | info | |||
| ) | const [inline] |
Computes an LU factorization of a general m by n matrix A using partial pivoting with row interchanges.
Definition at line 459 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
Computes the inverse of a matrix A using the LU factorization computed by GETRF.
Definition at line 483 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
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 465 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
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 621 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
Computes for a pair of n by n nonsymmetric matrices (A,B) the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors.
Definition at line 615 of file Teuchos_LAPACK.hpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::GTTRF | ( | const OrdinalType | n, | |
| ScalarType * | dl, | |||
| ScalarType * | d, | |||
| ScalarType * | du, | |||
| ScalarType * | du2, | |||
| OrdinalType * | IPIV, | |||
| OrdinalType * | info | |||
| ) | const [inline] |
Computes an LU factorization of a n by n matrix tridiagonal matrix A using partial pivoting with row interchanges.
Definition at line 471 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
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 477 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
Computes all the eigenvalues and, optionally, eigenvectors of a Hermitian n by n matrix A.
float or double. Definition at line 561 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
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 567 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
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 579 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
Chooses problem-dependent parameters for the local environment.
Definition at line 681 of file Teuchos_LAPACK.hpp.
| ScalarType Teuchos::LAPACK< OrdinalType, ScalarType >::LAMCH | ( | const char | CMACH | ) | const [inline] |
Determines machine parameters for floating point characteristics.
std::complex<float> or std::complex<double>. Definition at line 675 of file Teuchos_LAPACK.hpp.
| ScalarType Teuchos::LAPACK< OrdinalType, ScalarType >::LAPY2 | ( | const ScalarType | x, | |
| const ScalarType | y | |||
| ) | const [inline] |
Computes x^2 + y^2 safely, to avoid overflow.
std::complex<float> or std::complex<double>. Definition at line 687 of file Teuchos_LAPACK.hpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::LARFG | ( | const OrdinalType | n, | |
| ScalarType * | alpha, | |||
| ScalarType * | x, | |||
| const OrdinalType | incx, | |||
| ScalarType * | tau | |||
| ) | const [inline] |
Generates an elementary reflector of order n that zeros out the last n-1 components of the input std::vector.
Definition at line 699 of file Teuchos_LAPACK.hpp.
| ScalarType Teuchos::LAPACK< OrdinalType, ScalarType >::LARND | ( | const OrdinalType | idist, | |
| OrdinalType * | seed | |||
| ) | const [inline] |
Returns a random number from a uniform or normal distribution.
Definition at line 705 of file Teuchos_LAPACK.hpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::LARNV | ( | const OrdinalType | idist, | |
| OrdinalType * | seed, | |||
| const OrdinalType | n, | |||
| ScalarType * | v | |||
| ) | const [inline] |
Returns a std::vector of random numbers from a chosen distribution.
Definition at line 711 of file Teuchos_LAPACK.hpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::LARTG | ( | const ScalarType | f, | |
| const ScalarType | g, | |||
| MagnitudeType * | c, | |||
| ScalarType * | s, | |||
| ScalarType * | r | |||
| ) | const [inline] |
Generates a plane rotation that zeros out the second component of the input std::vector.
Definition at line 693 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
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.
std::complex<float> or std::complex<double>. Definition at line 645 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
Generates an m by n matrix Q with orthonormal columns which is defined as the first
columns of a product of k elementary reflectors of order m, as returned by GEQRF.
std::complex<float> or std::complex<double>. Definition at line 633 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
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.
std::complex<float> or std::complex<double>. Definition at line 651 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
Overwrites the general real matrix m by n matrix C with the product of C and Q, which is the product of k elementary reflectors, as returned by GEQRF.
std::complex<float> or std::complex<double>. Definition at line 627 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
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 417 of file Teuchos_LAPACK.hpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::POEQU | ( | const OrdinalType | n, | |
| const ScalarType * | A, | |||
| const OrdinalType | lda, | |||
| ScalarType * | S, | |||
| ScalarType * | scond, | |||
| ScalarType * | amax, | |||
| OrdinalType * | info | |||
| ) | const [inline] |
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 429 of file Teuchos_LAPACK.hpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::PORFS | ( | const char | UPLO, | |
| const OrdinalType | n, | |||
| const OrdinalType | nrhs, | |||
| 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 [inline] |
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 435 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
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 423 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
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 441 of file Teuchos_LAPACK.hpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::POTRF | ( | const char | UPLO, | |
| const OrdinalType | n, | |||
| ScalarType * | A, | |||
| const OrdinalType | lda, | |||
| OrdinalType * | info | |||
| ) | const [inline] |
Computes Cholesky factorization of a real symmetric positive definite matrix A.
Definition at line 399 of file Teuchos_LAPACK.hpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::POTRI | ( | const char | UPLO, | |
| const OrdinalType | n, | |||
| ScalarType * | A, | |||
| const OrdinalType | lda, | |||
| OrdinalType * | info | |||
| ) | const [inline] |
Computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A from POTRF.
Definition at line 411 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
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 405 of file Teuchos_LAPACK.hpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::PTTRF | ( | const OrdinalType | n, | |
| ScalarType * | d, | |||
| ScalarType * | e, | |||
| OrdinalType * | info | |||
| ) | const [inline] |
Computes the L*D*L' factorization of a Hermitian/symmetric positive definite tridiagonal matrix A.
Definition at line 387 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
Solves a tridiagonal system A*X=B using the *D*L' factorization of A computed by PTTRF.
Definition at line 393 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
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 543 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
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 573 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
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 549 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
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 555 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
Reduces a real symmetric matrix A to tridiagonal form by orthogonal similarity transformations.
std::complex<float> or std::complex<double>. Definition at line 519 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 [inline] |
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 663 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
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 657 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 [inline] |
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 669 of file Teuchos_LAPACK.hpp.
| void Teuchos::LAPACK< OrdinalType, ScalarType >::TRTRI | ( | const char | UPLO, | |
| const char | DIAG, | |||
| const OrdinalType | n, | |||
| const ScalarType * | A, | |||
| const OrdinalType | lda, | |||
| OrdinalType * | info | |||
| ) | const [inline] |
Computes the inverse of an upper or lower triangular matrix A.
Definition at line 537 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
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 531 of file Teuchos_LAPACK.hpp.
| 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 [inline] |
Generates an m by n matrix Q with orthonormal columns which is defined as the first
columns of a product of k elementary reflectors of order m, as returned by GEQRF.
float or double. Definition at line 639 of file Teuchos_LAPACK.hpp.
1.5.9