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MAGMA
2.7.1
Matrix Algebra for GPU and Multicore Architectures
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Functions | |
magma_int_t | magma_ctrevc3 (magma_side_t side, magma_vec_t howmany, magma_int_t *select, magma_int_t n, magmaFloatComplex *T, magma_int_t ldt, magmaFloatComplex *VL, magma_int_t ldvl, magmaFloatComplex *VR, magma_int_t ldvr, magma_int_t mm, magma_int_t *mout, magmaFloatComplex *work, magma_int_t lwork, float *rwork, magma_int_t *info) |
CTREVC3 computes some or all of the right and/or left eigenvectors of a complex upper triangular matrix T. More... | |
magma_int_t | magma_ctrevc3_mt (magma_side_t side, magma_vec_t howmany, magma_int_t *select, magma_int_t n, magmaFloatComplex *T, magma_int_t ldt, magmaFloatComplex *VL, magma_int_t ldvl, magmaFloatComplex *VR, magma_int_t ldvr, magma_int_t mm, magma_int_t *mout, magmaFloatComplex *work, magma_int_t lwork, float *rwork, magma_int_t *info) |
CTREVC3_MT computes some or all of the right and/or left eigenvectors of a complex upper triangular matrix T. More... | |
magma_int_t | magma_dtrevc3 (magma_side_t side, magma_vec_t howmany, magma_int_t *select, magma_int_t n, double *T, magma_int_t ldt, double *VL, magma_int_t ldvl, double *VR, magma_int_t ldvr, magma_int_t mm, magma_int_t *mout, double *work, magma_int_t lwork, magma_int_t *info) |
DTREVC3 computes some or all of the right and/or left eigenvectors of a real upper quasi-triangular matrix T. More... | |
magma_int_t | magma_dtrevc3_mt (magma_side_t side, magma_vec_t howmany, magma_int_t *select, magma_int_t n, double *T, magma_int_t ldt, double *VL, magma_int_t ldvl, double *VR, magma_int_t ldvr, magma_int_t mm, magma_int_t *mout, double *work, magma_int_t lwork, magma_int_t *info) |
DTREVC3_MT computes some or all of the right and/or left eigenvectors of a real upper quasi-triangular matrix T. More... | |
magma_int_t | magma_strevc3 (magma_side_t side, magma_vec_t howmany, magma_int_t *select, magma_int_t n, float *T, magma_int_t ldt, float *VL, magma_int_t ldvl, float *VR, magma_int_t ldvr, magma_int_t mm, magma_int_t *mout, float *work, magma_int_t lwork, magma_int_t *info) |
STREVC3 computes some or all of the right and/or left eigenvectors of a real upper quasi-triangular matrix T. More... | |
magma_int_t | magma_strevc3_mt (magma_side_t side, magma_vec_t howmany, magma_int_t *select, magma_int_t n, float *T, magma_int_t ldt, float *VL, magma_int_t ldvl, float *VR, magma_int_t ldvr, magma_int_t mm, magma_int_t *mout, float *work, magma_int_t lwork, magma_int_t *info) |
STREVC3_MT computes some or all of the right and/or left eigenvectors of a real upper quasi-triangular matrix T. More... | |
magma_int_t | magma_ztrevc3 (magma_side_t side, magma_vec_t howmany, magma_int_t *select, magma_int_t n, magmaDoubleComplex *T, magma_int_t ldt, magmaDoubleComplex *VL, magma_int_t ldvl, magmaDoubleComplex *VR, magma_int_t ldvr, magma_int_t mm, magma_int_t *mout, magmaDoubleComplex *work, magma_int_t lwork, double *rwork, magma_int_t *info) |
ZTREVC3 computes some or all of the right and/or left eigenvectors of a complex upper triangular matrix T. More... | |
magma_int_t | magma_ztrevc3_mt (magma_side_t side, magma_vec_t howmany, magma_int_t *select, magma_int_t n, magmaDoubleComplex *T, magma_int_t ldt, magmaDoubleComplex *VL, magma_int_t ldvl, magmaDoubleComplex *VR, magma_int_t ldvr, magma_int_t mm, magma_int_t *mout, magmaDoubleComplex *work, magma_int_t lwork, double *rwork, magma_int_t *info) |
ZTREVC3_MT computes some or all of the right and/or left eigenvectors of a complex upper triangular matrix T. More... | |
magma_int_t magma_ctrevc3 | ( | magma_side_t | side, |
magma_vec_t | howmany, | ||
magma_int_t * | select, | ||
magma_int_t | n, | ||
magmaFloatComplex * | T, | ||
magma_int_t | ldt, | ||
magmaFloatComplex * | VL, | ||
magma_int_t | ldvl, | ||
magmaFloatComplex * | VR, | ||
magma_int_t | ldvr, | ||
magma_int_t | mm, | ||
magma_int_t * | mout, | ||
magmaFloatComplex * | work, | ||
magma_int_t | lwork, | ||
float * | rwork, | ||
magma_int_t * | info | ||
) |
CTREVC3 computes some or all of the right and/or left eigenvectors of a complex upper triangular matrix T.
Matrices of this type are produced by the Schur factorization of a complex general matrix: A = Q*T*Q**H, as computed by CHSEQR.
The right eigenvector x and the left eigenvector y of T corresponding to an eigenvalue w are defined by:
T*x = w*x, (y**H)*T = w*(y**H)
where y**H denotes the conjugate transpose of the vector y. The eigenvalues are not input to this routine, but are read directly from the diagonal of T.
This routine returns the matrices X and/or Y of right and left eigenvectors of T, or the products Q*X and/or Q*Y, where Q is an input matrix. If Q is the unitary factor that reduces a matrix A to Schur form T, then Q*X and Q*Y are the matrices of right and left eigenvectors of A.
This uses a Level 3 BLAS version of the back transformation.
[in] | side | magma_side_t
|
[in] | howmany | magma_vec_t
|
[in] | select | LOGICAL array, dimension (n) If howmany = MagmaSomeVec, select specifies the eigenvectors to be computed. The eigenvector corresponding to the j-th eigenvalue is computed if select[j] = true. Not referenced if howmany = MagmaAllVec or MagmaBacktransVec. |
[in] | n | INTEGER The order of the matrix T. n >= 0. |
[in,out] | T | COMPLEX array, dimension (ldt,n) The upper triangular matrix T. modified, but restored on exit. |
[in] | ldt | INTEGER The leading dimension of the array T. ldt >= max(1,n). |
[in,out] | VL | COMPLEX array, dimension (ldvl,mm) On entry, if side = MagmaLeft or MagmaBothSides and howmany = MagmaBacktransVec, VL must contain an n-by-n matrix Q (usually the unitary matrix Q of Schur vectors returned by CHSEQR). On exit, if side = MagmaLeft or MagmaBothSides, VL contains: if howmany = MagmaAllVec, the matrix Y of left eigenvectors of T; if howmany = MagmaBacktransVec, the matrix Q*Y; if howmany = MagmaSomeVec, the left eigenvectors of T specified by select, stored consecutively in the columns of VL, in the same order as their eigenvalues. Not referenced if side = MagmaRight. |
[in] | ldvl | INTEGER The leading dimension of the array VL. ldvl >= 1, and if side = MagmaLeft or MagmaBothSides, ldvl >= n. |
[in,out] | VR | COMPLEX array, dimension (ldvr,mm) On entry, if side = MagmaRight or MagmaBothSides and howmany = MagmaBacktransVec, VR must contain an n-by-n matrix Q (usually the unitary matrix Q of Schur vectors returned by CHSEQR). On exit, if side = MagmaRight or MagmaBothSides, VR contains: if howmany = MagmaAllVec, the matrix X of right eigenvectors of T; if howmany = MagmaBacktransVec, the matrix Q*X; if howmany = MagmaSomeVec, the right eigenvectors of T specified by select, stored consecutively in the columns of VR, in the same order as their eigenvalues. Not referenced if side = MagmaLeft. |
[in] | ldvr | INTEGER The leading dimension of the array VR. ldvr >= 1, and if side = MagmaRight or MagmaBothSides, ldvr >= n. |
[in] | mm | INTEGER The number of columns in the arrays VL and/or VR. mm >= mout. |
[out] | mout | INTEGER The number of columns in the arrays VL and/or VR actually used to store the eigenvectors. If howmany = MagmaAllVec or MagmaBacktransVec, mout is set to n. Each selected eigenvector occupies one column. |
[out] | work | COMPLEX array, dimension (max(1,lwork)) |
[in] | lwork | INTEGER The dimension of array work. lwork >= max(1,2*n). For optimum performance, lwork >= (1 + 2*nb)*n, where nb is the optimal blocksize. |
[out] | rwork | float array, dimension (n) |
[out] | info | INTEGER
|
The algorithm used in this program is basically backward (forward) substitution, with scaling to make the the code robust against possible overflow.
Each eigenvector is normalized so that the element of largest magnitude has magnitude 1; here the magnitude of a complex number (x,y) is taken to be |x| + |y|.
magma_int_t magma_ctrevc3_mt | ( | magma_side_t | side, |
magma_vec_t | howmany, | ||
magma_int_t * | select, | ||
magma_int_t | n, | ||
magmaFloatComplex * | T, | ||
magma_int_t | ldt, | ||
magmaFloatComplex * | VL, | ||
magma_int_t | ldvl, | ||
magmaFloatComplex * | VR, | ||
magma_int_t | ldvr, | ||
magma_int_t | mm, | ||
magma_int_t * | mout, | ||
magmaFloatComplex * | work, | ||
magma_int_t | lwork, | ||
float * | rwork, | ||
magma_int_t * | info | ||
) |
CTREVC3_MT computes some or all of the right and/or left eigenvectors of a complex upper triangular matrix T.
Matrices of this type are produced by the Schur factorization of a complex general matrix: A = Q*T*Q**H, as computed by CHSEQR.
The right eigenvector x and the left eigenvector y of T corresponding to an eigenvalue w are defined by:
T*x = w*x, (y**H)*T = w*(y**H)
where y**H denotes the conjugate transpose of the vector y. The eigenvalues are not input to this routine, but are read directly from the diagonal of T.
This routine returns the matrices X and/or Y of right and left eigenvectors of T, or the products Q*X and/or Q*Y, where Q is an input matrix. If Q is the unitary factor that reduces a matrix A to Schur form T, then Q*X and Q*Y are the matrices of right and left eigenvectors of A.
This uses a Level 3 BLAS version of the back transformation. This uses a multi-threaded (mt) implementation.
[in] | side | magma_side_t
|
[in] | howmany | magma_vec_t
|
[in] | select | LOGICAL array, dimension (n) If howmany = MagmaSomeVec, select specifies the eigenvectors to be computed. The eigenvector corresponding to the j-th eigenvalue is computed if select[j] = true. Not referenced if howmany = MagmaAllVec or MagmaBacktransVec. |
[in] | n | INTEGER The order of the matrix T. n >= 0. |
[in,out] | T | COMPLEX array, dimension (ldt,n) The upper triangular matrix T. Unlike LAPACK's ctrevc, T is not modified, not even temporarily. |
[in] | ldt | INTEGER The leading dimension of the array T. ldt >= max(1,n). |
[in,out] | VL | COMPLEX array, dimension (ldvl,mm) On entry, if side = MagmaLeft or MagmaBothSides and howmany = MagmaBacktransVec, VL must contain an n-by-n matrix Q (usually the unitary matrix Q of Schur vectors returned by CHSEQR). On exit, if side = MagmaLeft or MagmaBothSides, VL contains: if howmany = MagmaAllVec, the matrix Y of left eigenvectors of T; if howmany = MagmaBacktransVec, the matrix Q*Y; if howmany = MagmaSomeVec, the left eigenvectors of T specified by select, stored consecutively in the columns of VL, in the same order as their eigenvalues. Not referenced if side = MagmaRight. |
[in] | ldvl | INTEGER The leading dimension of the array VL. ldvl >= 1, and if side = MagmaLeft or MagmaBothSides, ldvl >= n. |
[in,out] | VR | COMPLEX array, dimension (ldvr,mm) On entry, if side = MagmaRight or MagmaBothSides and howmany = MagmaBacktransVec, VR must contain an n-by-n matrix Q (usually the unitary matrix Q of Schur vectors returned by CHSEQR). On exit, if side = MagmaRight or MagmaBothSides, VR contains: if howmany = MagmaAllVec, the matrix X of right eigenvectors of T; if howmany = MagmaBacktransVec, the matrix Q*X; if howmany = MagmaSomeVec, the right eigenvectors of T specified by select, stored consecutively in the columns of VR, in the same order as their eigenvalues. Not referenced if side = MagmaLeft. |
[in] | ldvr | INTEGER The leading dimension of the array VR. ldvr >= 1, and if side = MagmaRight or MagmaBothSides, ldvr >= n. |
[in] | mm | INTEGER The number of columns in the arrays VL and/or VR. mm >= mout. |
[out] | mout | INTEGER The number of columns in the arrays VL and/or VR actually used to store the eigenvectors. If howmany = MagmaAllVec or MagmaBacktransVec, mout is set to n. Each selected eigenvector occupies one column. |
[out] | work | COMPLEX array, dimension (max(1,lwork)) |
[in] | lwork | INTEGER The dimension of array work. lwork >= max(1,2*n). For optimum performance, lwork >= (1 + 2*nb)*n, where nb is the optimal blocksize. |
[out] | rwork | float array, dimension (n) |
[out] | info | INTEGER
|
The algorithm used in this program is basically backward (forward) substitution, with scaling to make the the code robust against possible overflow.
Each eigenvector is normalized so that the element of largest magnitude has magnitude 1; here the magnitude of a complex number (x,y) is taken to be |x| + |y|.
magma_int_t magma_dtrevc3 | ( | magma_side_t | side, |
magma_vec_t | howmany, | ||
magma_int_t * | select, | ||
magma_int_t | n, | ||
double * | T, | ||
magma_int_t | ldt, | ||
double * | VL, | ||
magma_int_t | ldvl, | ||
double * | VR, | ||
magma_int_t | ldvr, | ||
magma_int_t | mm, | ||
magma_int_t * | mout, | ||
double * | work, | ||
magma_int_t | lwork, | ||
magma_int_t * | info | ||
) |
DTREVC3 computes some or all of the right and/or left eigenvectors of a real upper quasi-triangular matrix T.
Matrices of this type are produced by the Schur factorization of a real general matrix: A = Q*T*Q**T, as computed by DHSEQR.
The right eigenvector x and the left eigenvector y of T corresponding to an eigenvalue w are defined by:
T*x = w*x, (y**T)*T = w*(y**T)
where y**T denotes the transpose of the vector y. The eigenvalues are not input to this routine, but are read directly from the diagonal blocks of T.
This routine returns the matrices X and/or Y of right and left eigenvectors of T, or the products Q*X and/or Q*Y, where Q is an input matrix. If Q is the orthogonal factor that reduces a matrix A to Schur form T, then Q*X and Q*Y are the matrices of right and left eigenvectors of A.
This uses a Level 3 BLAS version of the back transformation.
[in] | side | magma_side_t
|
[in] | howmany | magma_vec_t
|
[in,out] | select | LOGICAL array, dimension (n) If howmany = MagmaSomeVec, select specifies the eigenvectors to be computed. If w(j) is a real eigenvalue, the corresponding real eigenvector is computed if select(j) is true. If w(j) and w(j+1) are the real and imaginary parts of a complex eigenvalue, the corresponding complex eigenvector is computed if either select(j) or select(j+1) is true, and on exit select(j) is set to true and select(j+1) is set to false. Not referenced if howmany = MagmaAllVec or MagmaBacktransVec. |
[in] | n | INTEGER The order of the matrix T. n >= 0. |
[in] | T | DOUBLE PRECISION array, dimension (ldt,n) The upper quasi-triangular matrix T in Schur canonical form. |
[in] | ldt | INTEGER The leading dimension of the array T. ldt >= max(1,n). |
[in,out] | VL | DOUBLE PRECISION array, dimension (ldvl,mm) On entry, if side = MagmaLeft or MagmaBothSides and howmany = MagmaBacktransVec, VL must contain an n-by-n matrix Q (usually the orthogonal matrix Q of Schur vectors returned by DHSEQR). On exit, if side = MagmaLeft or MagmaBothSides, VL contains: if howmany = MagmaAllVec, the matrix Y of left eigenvectors of T; if howmany = MagmaBacktransVec, the matrix Q*Y; if howmany = MagmaSomeVec, the left eigenvectors of T specified by select, stored consecutively in the columns of VL, in the same order as their eigenvalues. A complex eigenvector corresponding to a complex eigenvalue is stored in two consecutive columns, the first holding the real part, and the second the imaginary part. Not referenced if side = MagmaRight. |
[in] | ldvl | INTEGER The leading dimension of the array VL. ldvl >= 1, and if side = MagmaLeft or MagmaBothSides, ldvl >= n. |
[in,out] | VR | DOUBLE PRECISION array, dimension (ldvr,mm) On entry, if side = MagmaRight or MagmaBothSides and howmany = MagmaBacktransVec, VR must contain an n-by-n matrix Q (usually the orthogonal matrix Q of Schur vectors returned by DHSEQR). On exit, if side = MagmaRight or MagmaBothSides, VR contains: if howmany = MagmaAllVec, the matrix X of right eigenvectors of T; if howmany = MagmaBacktransVec, the matrix Q*X; if howmany = MagmaSomeVec, the right eigenvectors of T specified by select, stored consecutively in the columns of VR, in the same order as their eigenvalues. A complex eigenvector corresponding to a complex eigenvalue is stored in two consecutive columns, the first holding the real part and the second the imaginary part. Not referenced if side = MagmaLeft. |
[in] | ldvr | INTEGER The leading dimension of the array VR. ldvr >= 1, and if side = MagmaRight or MagmaBothSides, ldvr >= n. |
[in] | mm | INTEGER The number of columns in the arrays VL and/or VR. mm >= mout. |
[out] | mout | INTEGER The number of columns in the arrays VL and/or VR actually used to store the eigenvectors. If howmany = MagmaAllVec or MagmaBacktransVec, mout is set to n. Each selected real eigenvector occupies one column and each selected complex eigenvector occupies two columns. |
work | (workspace) DOUBLE PRECISION array, dimension (max(1,lwork)) | |
[in] | lwork | INTEGER The dimension of array work. lwork >= max(1,3*n). For optimum performance, lwork >= (1 + 2*nb)*n, where nb is the optimal blocksize. |
[out] | info | INTEGER
|
The algorithm used in this program is basically backward (forward) substitution, with scaling to make the the code robust against possible overflow.
Each eigenvector is normalized so that the element of largest magnitude has magnitude 1; here the magnitude of a complex number (x,y) is taken to be |x| + |y|.
magma_int_t magma_dtrevc3_mt | ( | magma_side_t | side, |
magma_vec_t | howmany, | ||
magma_int_t * | select, | ||
magma_int_t | n, | ||
double * | T, | ||
magma_int_t | ldt, | ||
double * | VL, | ||
magma_int_t | ldvl, | ||
double * | VR, | ||
magma_int_t | ldvr, | ||
magma_int_t | mm, | ||
magma_int_t * | mout, | ||
double * | work, | ||
magma_int_t | lwork, | ||
magma_int_t * | info | ||
) |
DTREVC3_MT computes some or all of the right and/or left eigenvectors of a real upper quasi-triangular matrix T.
Matrices of this type are produced by the Schur factorization of a real general matrix: A = Q*T*Q**T, as computed by DHSEQR.
The right eigenvector x and the left eigenvector y of T corresponding to an eigenvalue w are defined by:
T*x = w*x, (y**T)*T = w*(y**T)
where y**T denotes the transpose of the vector y. The eigenvalues are not input to this routine, but are read directly from the diagonal blocks of T.
This routine returns the matrices X and/or Y of right and left eigenvectors of T, or the products Q*X and/or Q*Y, where Q is an input matrix. If Q is the orthogonal factor that reduces a matrix A to Schur form T, then Q*X and Q*Y are the matrices of right and left eigenvectors of A.
This uses a Level 3 BLAS version of the back transformation. This uses a multi-threaded (mt) implementation.
[in] | side | magma_side_t
|
[in] | howmany | magma_vec_t
|
[in,out] | select | LOGICAL array, dimension (n) If howmany = MagmaSomeVec, select specifies the eigenvectors to be computed. If w(j) is a real eigenvalue, the corresponding real eigenvector is computed if select(j) is true. If w(j) and w(j+1) are the real and imaginary parts of a complex eigenvalue, the corresponding complex eigenvector is computed if either select(j) or select(j+1) is true, and on exit select(j) is set to true and select(j+1) is set to false. Not referenced if howmany = MagmaAllVec or MagmaBacktransVec. |
[in] | n | INTEGER The order of the matrix T. n >= 0. |
[in] | T | DOUBLE PRECISION array, dimension (ldt,n) The upper quasi-triangular matrix T in Schur canonical form. |
[in] | ldt | INTEGER The leading dimension of the array T. ldt >= max(1,n). |
[in,out] | VL | DOUBLE PRECISION array, dimension (ldvl,mm) On entry, if side = MagmaLeft or MagmaBothSides and howmany = MagmaBacktransVec, VL must contain an n-by-n matrix Q (usually the orthogonal matrix Q of Schur vectors returned by DHSEQR). On exit, if side = MagmaLeft or MagmaBothSides, VL contains: if howmany = MagmaAllVec, the matrix Y of left eigenvectors of T; if howmany = MagmaBacktransVec, the matrix Q*Y; if howmany = MagmaSomeVec, the left eigenvectors of T specified by select, stored consecutively in the columns of VL, in the same order as their eigenvalues. A complex eigenvector corresponding to a complex eigenvalue is stored in two consecutive columns, the first holding the real part, and the second the imaginary part. Not referenced if side = MagmaRight. |
[in] | ldvl | INTEGER The leading dimension of the array VL. ldvl >= 1, and if side = MagmaLeft or MagmaBothSides, ldvl >= n. |
[in,out] | VR | DOUBLE PRECISION array, dimension (ldvr,mm) On entry, if side = MagmaRight or MagmaBothSides and howmany = MagmaBacktransVec, VR must contain an n-by-n matrix Q (usually the orthogonal matrix Q of Schur vectors returned by DHSEQR). On exit, if side = MagmaRight or MagmaBothSides, VR contains: if howmany = MagmaAllVec, the matrix X of right eigenvectors of T; if howmany = MagmaBacktransVec, the matrix Q*X; if howmany = MagmaSomeVec, the right eigenvectors of T specified by select, stored consecutively in the columns of VR, in the same order as their eigenvalues. A complex eigenvector corresponding to a complex eigenvalue is stored in two consecutive columns, the first holding the real part and the second the imaginary part. Not referenced if side = MagmaLeft. |
[in] | ldvr | INTEGER The leading dimension of the array VR. ldvr >= 1, and if side = MagmaRight or MagmaBothSides, ldvr >= n. |
[in] | mm | INTEGER The number of columns in the arrays VL and/or VR. mm >= mout. |
[out] | mout | INTEGER The number of columns in the arrays VL and/or VR actually used to store the eigenvectors. If howmany = MagmaAllVec or MagmaBacktransVec, mout is set to n. Each selected real eigenvector occupies one column and each selected complex eigenvector occupies two columns. |
work | (workspace) DOUBLE PRECISION array, dimension (max(1,lwork)) | |
[in] | lwork | INTEGER The dimension of array work. lwork >= max(1,3*n). For optimum performance, lwork >= (1 + 2*nb)*n, where nb is the optimal blocksize. |
[out] | info | INTEGER
|
The algorithm used in this program is basically backward (forward) substitution, with scaling to make the the code robust against possible overflow.
Each eigenvector is normalized so that the element of largest magnitude has magnitude 1; here the magnitude of a complex number (x,y) is taken to be |x| + |y|.
magma_int_t magma_strevc3 | ( | magma_side_t | side, |
magma_vec_t | howmany, | ||
magma_int_t * | select, | ||
magma_int_t | n, | ||
float * | T, | ||
magma_int_t | ldt, | ||
float * | VL, | ||
magma_int_t | ldvl, | ||
float * | VR, | ||
magma_int_t | ldvr, | ||
magma_int_t | mm, | ||
magma_int_t * | mout, | ||
float * | work, | ||
magma_int_t | lwork, | ||
magma_int_t * | info | ||
) |
STREVC3 computes some or all of the right and/or left eigenvectors of a real upper quasi-triangular matrix T.
Matrices of this type are produced by the Schur factorization of a real general matrix: A = Q*T*Q**T, as computed by SHSEQR.
The right eigenvector x and the left eigenvector y of T corresponding to an eigenvalue w are defined by:
T*x = w*x, (y**T)*T = w*(y**T)
where y**T denotes the transpose of the vector y. The eigenvalues are not input to this routine, but are read directly from the diagonal blocks of T.
This routine returns the matrices X and/or Y of right and left eigenvectors of T, or the products Q*X and/or Q*Y, where Q is an input matrix. If Q is the orthogonal factor that reduces a matrix A to Schur form T, then Q*X and Q*Y are the matrices of right and left eigenvectors of A.
This uses a Level 3 BLAS version of the back transformation.
[in] | side | magma_side_t
|
[in] | howmany | magma_vec_t
|
[in,out] | select | LOGICAL array, dimension (n) If howmany = MagmaSomeVec, select specifies the eigenvectors to be computed. If w(j) is a real eigenvalue, the corresponding real eigenvector is computed if select(j) is true. If w(j) and w(j+1) are the real and imaginary parts of a complex eigenvalue, the corresponding complex eigenvector is computed if either select(j) or select(j+1) is true, and on exit select(j) is set to true and select(j+1) is set to false. Not referenced if howmany = MagmaAllVec or MagmaBacktransVec. |
[in] | n | INTEGER The order of the matrix T. n >= 0. |
[in] | T | REAL array, dimension (ldt,n) The upper quasi-triangular matrix T in Schur canonical form. |
[in] | ldt | INTEGER The leading dimension of the array T. ldt >= max(1,n). |
[in,out] | VL | REAL array, dimension (ldvl,mm) On entry, if side = MagmaLeft or MagmaBothSides and howmany = MagmaBacktransVec, VL must contain an n-by-n matrix Q (usually the orthogonal matrix Q of Schur vectors returned by SHSEQR). On exit, if side = MagmaLeft or MagmaBothSides, VL contains: if howmany = MagmaAllVec, the matrix Y of left eigenvectors of T; if howmany = MagmaBacktransVec, the matrix Q*Y; if howmany = MagmaSomeVec, the left eigenvectors of T specified by select, stored consecutively in the columns of VL, in the same order as their eigenvalues. A complex eigenvector corresponding to a complex eigenvalue is stored in two consecutive columns, the first holding the real part, and the second the imaginary part. Not referenced if side = MagmaRight. |
[in] | ldvl | INTEGER The leading dimension of the array VL. ldvl >= 1, and if side = MagmaLeft or MagmaBothSides, ldvl >= n. |
[in,out] | VR | REAL array, dimension (ldvr,mm) On entry, if side = MagmaRight or MagmaBothSides and howmany = MagmaBacktransVec, VR must contain an n-by-n matrix Q (usually the orthogonal matrix Q of Schur vectors returned by SHSEQR). On exit, if side = MagmaRight or MagmaBothSides, VR contains: if howmany = MagmaAllVec, the matrix X of right eigenvectors of T; if howmany = MagmaBacktransVec, the matrix Q*X; if howmany = MagmaSomeVec, the right eigenvectors of T specified by select, stored consecutively in the columns of VR, in the same order as their eigenvalues. A complex eigenvector corresponding to a complex eigenvalue is stored in two consecutive columns, the first holding the real part and the second the imaginary part. Not referenced if side = MagmaLeft. |
[in] | ldvr | INTEGER The leading dimension of the array VR. ldvr >= 1, and if side = MagmaRight or MagmaBothSides, ldvr >= n. |
[in] | mm | INTEGER The number of columns in the arrays VL and/or VR. mm >= mout. |
[out] | mout | INTEGER The number of columns in the arrays VL and/or VR actually used to store the eigenvectors. If howmany = MagmaAllVec or MagmaBacktransVec, mout is set to n. Each selected real eigenvector occupies one column and each selected complex eigenvector occupies two columns. |
work | (workspace) REAL array, dimension (max(1,lwork)) | |
[in] | lwork | INTEGER The dimension of array work. lwork >= max(1,3*n). For optimum performance, lwork >= (1 + 2*nb)*n, where nb is the optimal blocksize. |
[out] | info | INTEGER
|
The algorithm used in this program is basically backward (forward) substitution, with scaling to make the the code robust against possible overflow.
Each eigenvector is normalized so that the element of largest magnitude has magnitude 1; here the magnitude of a complex number (x,y) is taken to be |x| + |y|.
magma_int_t magma_strevc3_mt | ( | magma_side_t | side, |
magma_vec_t | howmany, | ||
magma_int_t * | select, | ||
magma_int_t | n, | ||
float * | T, | ||
magma_int_t | ldt, | ||
float * | VL, | ||
magma_int_t | ldvl, | ||
float * | VR, | ||
magma_int_t | ldvr, | ||
magma_int_t | mm, | ||
magma_int_t * | mout, | ||
float * | work, | ||
magma_int_t | lwork, | ||
magma_int_t * | info | ||
) |
STREVC3_MT computes some or all of the right and/or left eigenvectors of a real upper quasi-triangular matrix T.
Matrices of this type are produced by the Schur factorization of a real general matrix: A = Q*T*Q**T, as computed by SHSEQR.
The right eigenvector x and the left eigenvector y of T corresponding to an eigenvalue w are defined by:
T*x = w*x, (y**T)*T = w*(y**T)
where y**T denotes the transpose of the vector y. The eigenvalues are not input to this routine, but are read directly from the diagonal blocks of T.
This routine returns the matrices X and/or Y of right and left eigenvectors of T, or the products Q*X and/or Q*Y, where Q is an input matrix. If Q is the orthogonal factor that reduces a matrix A to Schur form T, then Q*X and Q*Y are the matrices of right and left eigenvectors of A.
This uses a Level 3 BLAS version of the back transformation. This uses a multi-threaded (mt) implementation.
[in] | side | magma_side_t
|
[in] | howmany | magma_vec_t
|
[in,out] | select | LOGICAL array, dimension (n) If howmany = MagmaSomeVec, select specifies the eigenvectors to be computed. If w(j) is a real eigenvalue, the corresponding real eigenvector is computed if select(j) is true. If w(j) and w(j+1) are the real and imaginary parts of a complex eigenvalue, the corresponding complex eigenvector is computed if either select(j) or select(j+1) is true, and on exit select(j) is set to true and select(j+1) is set to false. Not referenced if howmany = MagmaAllVec or MagmaBacktransVec. |
[in] | n | INTEGER The order of the matrix T. n >= 0. |
[in] | T | REAL array, dimension (ldt,n) The upper quasi-triangular matrix T in Schur canonical form. |
[in] | ldt | INTEGER The leading dimension of the array T. ldt >= max(1,n). |
[in,out] | VL | REAL array, dimension (ldvl,mm) On entry, if side = MagmaLeft or MagmaBothSides and howmany = MagmaBacktransVec, VL must contain an n-by-n matrix Q (usually the orthogonal matrix Q of Schur vectors returned by SHSEQR). On exit, if side = MagmaLeft or MagmaBothSides, VL contains: if howmany = MagmaAllVec, the matrix Y of left eigenvectors of T; if howmany = MagmaBacktransVec, the matrix Q*Y; if howmany = MagmaSomeVec, the left eigenvectors of T specified by select, stored consecutively in the columns of VL, in the same order as their eigenvalues. A complex eigenvector corresponding to a complex eigenvalue is stored in two consecutive columns, the first holding the real part, and the second the imaginary part. Not referenced if side = MagmaRight. |
[in] | ldvl | INTEGER The leading dimension of the array VL. ldvl >= 1, and if side = MagmaLeft or MagmaBothSides, ldvl >= n. |
[in,out] | VR | REAL array, dimension (ldvr,mm) On entry, if side = MagmaRight or MagmaBothSides and howmany = MagmaBacktransVec, VR must contain an n-by-n matrix Q (usually the orthogonal matrix Q of Schur vectors returned by SHSEQR). On exit, if side = MagmaRight or MagmaBothSides, VR contains: if howmany = MagmaAllVec, the matrix X of right eigenvectors of T; if howmany = MagmaBacktransVec, the matrix Q*X; if howmany = MagmaSomeVec, the right eigenvectors of T specified by select, stored consecutively in the columns of VR, in the same order as their eigenvalues. A complex eigenvector corresponding to a complex eigenvalue is stored in two consecutive columns, the first holding the real part and the second the imaginary part. Not referenced if side = MagmaLeft. |
[in] | ldvr | INTEGER The leading dimension of the array VR. ldvr >= 1, and if side = MagmaRight or MagmaBothSides, ldvr >= n. |
[in] | mm | INTEGER The number of columns in the arrays VL and/or VR. mm >= mout. |
[out] | mout | INTEGER The number of columns in the arrays VL and/or VR actually used to store the eigenvectors. If howmany = MagmaAllVec or MagmaBacktransVec, mout is set to n. Each selected real eigenvector occupies one column and each selected complex eigenvector occupies two columns. |
work | (workspace) REAL array, dimension (max(1,lwork)) | |
[in] | lwork | INTEGER The dimension of array work. lwork >= max(1,3*n). For optimum performance, lwork >= (1 + 2*nb)*n, where nb is the optimal blocksize. |
[out] | info | INTEGER
|
The algorithm used in this program is basically backward (forward) substitution, with scaling to make the the code robust against possible overflow.
Each eigenvector is normalized so that the element of largest magnitude has magnitude 1; here the magnitude of a complex number (x,y) is taken to be |x| + |y|.
magma_int_t magma_ztrevc3 | ( | magma_side_t | side, |
magma_vec_t | howmany, | ||
magma_int_t * | select, | ||
magma_int_t | n, | ||
magmaDoubleComplex * | T, | ||
magma_int_t | ldt, | ||
magmaDoubleComplex * | VL, | ||
magma_int_t | ldvl, | ||
magmaDoubleComplex * | VR, | ||
magma_int_t | ldvr, | ||
magma_int_t | mm, | ||
magma_int_t * | mout, | ||
magmaDoubleComplex * | work, | ||
magma_int_t | lwork, | ||
double * | rwork, | ||
magma_int_t * | info | ||
) |
ZTREVC3 computes some or all of the right and/or left eigenvectors of a complex upper triangular matrix T.
Matrices of this type are produced by the Schur factorization of a complex general matrix: A = Q*T*Q**H, as computed by ZHSEQR.
The right eigenvector x and the left eigenvector y of T corresponding to an eigenvalue w are defined by:
T*x = w*x, (y**H)*T = w*(y**H)
where y**H denotes the conjugate transpose of the vector y. The eigenvalues are not input to this routine, but are read directly from the diagonal of T.
This routine returns the matrices X and/or Y of right and left eigenvectors of T, or the products Q*X and/or Q*Y, where Q is an input matrix. If Q is the unitary factor that reduces a matrix A to Schur form T, then Q*X and Q*Y are the matrices of right and left eigenvectors of A.
This uses a Level 3 BLAS version of the back transformation.
[in] | side | magma_side_t
|
[in] | howmany | magma_vec_t
|
[in] | select | LOGICAL array, dimension (n) If howmany = MagmaSomeVec, select specifies the eigenvectors to be computed. The eigenvector corresponding to the j-th eigenvalue is computed if select[j] = true. Not referenced if howmany = MagmaAllVec or MagmaBacktransVec. |
[in] | n | INTEGER The order of the matrix T. n >= 0. |
[in,out] | T | COMPLEX_16 array, dimension (ldt,n) The upper triangular matrix T. modified, but restored on exit. |
[in] | ldt | INTEGER The leading dimension of the array T. ldt >= max(1,n). |
[in,out] | VL | COMPLEX_16 array, dimension (ldvl,mm) On entry, if side = MagmaLeft or MagmaBothSides and howmany = MagmaBacktransVec, VL must contain an n-by-n matrix Q (usually the unitary matrix Q of Schur vectors returned by ZHSEQR). On exit, if side = MagmaLeft or MagmaBothSides, VL contains: if howmany = MagmaAllVec, the matrix Y of left eigenvectors of T; if howmany = MagmaBacktransVec, the matrix Q*Y; if howmany = MagmaSomeVec, the left eigenvectors of T specified by select, stored consecutively in the columns of VL, in the same order as their eigenvalues. Not referenced if side = MagmaRight. |
[in] | ldvl | INTEGER The leading dimension of the array VL. ldvl >= 1, and if side = MagmaLeft or MagmaBothSides, ldvl >= n. |
[in,out] | VR | COMPLEX_16 array, dimension (ldvr,mm) On entry, if side = MagmaRight or MagmaBothSides and howmany = MagmaBacktransVec, VR must contain an n-by-n matrix Q (usually the unitary matrix Q of Schur vectors returned by ZHSEQR). On exit, if side = MagmaRight or MagmaBothSides, VR contains: if howmany = MagmaAllVec, the matrix X of right eigenvectors of T; if howmany = MagmaBacktransVec, the matrix Q*X; if howmany = MagmaSomeVec, the right eigenvectors of T specified by select, stored consecutively in the columns of VR, in the same order as their eigenvalues. Not referenced if side = MagmaLeft. |
[in] | ldvr | INTEGER The leading dimension of the array VR. ldvr >= 1, and if side = MagmaRight or MagmaBothSides, ldvr >= n. |
[in] | mm | INTEGER The number of columns in the arrays VL and/or VR. mm >= mout. |
[out] | mout | INTEGER The number of columns in the arrays VL and/or VR actually used to store the eigenvectors. If howmany = MagmaAllVec or MagmaBacktransVec, mout is set to n. Each selected eigenvector occupies one column. |
[out] | work | COMPLEX_16 array, dimension (max(1,lwork)) |
[in] | lwork | INTEGER The dimension of array work. lwork >= max(1,2*n). For optimum performance, lwork >= (1 + 2*nb)*n, where nb is the optimal blocksize. |
[out] | rwork | double array, dimension (n) |
[out] | info | INTEGER
|
The algorithm used in this program is basically backward (forward) substitution, with scaling to make the the code robust against possible overflow.
Each eigenvector is normalized so that the element of largest magnitude has magnitude 1; here the magnitude of a complex number (x,y) is taken to be |x| + |y|.
magma_int_t magma_ztrevc3_mt | ( | magma_side_t | side, |
magma_vec_t | howmany, | ||
magma_int_t * | select, | ||
magma_int_t | n, | ||
magmaDoubleComplex * | T, | ||
magma_int_t | ldt, | ||
magmaDoubleComplex * | VL, | ||
magma_int_t | ldvl, | ||
magmaDoubleComplex * | VR, | ||
magma_int_t | ldvr, | ||
magma_int_t | mm, | ||
magma_int_t * | mout, | ||
magmaDoubleComplex * | work, | ||
magma_int_t | lwork, | ||
double * | rwork, | ||
magma_int_t * | info | ||
) |
ZTREVC3_MT computes some or all of the right and/or left eigenvectors of a complex upper triangular matrix T.
Matrices of this type are produced by the Schur factorization of a complex general matrix: A = Q*T*Q**H, as computed by ZHSEQR.
The right eigenvector x and the left eigenvector y of T corresponding to an eigenvalue w are defined by:
T*x = w*x, (y**H)*T = w*(y**H)
where y**H denotes the conjugate transpose of the vector y. The eigenvalues are not input to this routine, but are read directly from the diagonal of T.
This routine returns the matrices X and/or Y of right and left eigenvectors of T, or the products Q*X and/or Q*Y, where Q is an input matrix. If Q is the unitary factor that reduces a matrix A to Schur form T, then Q*X and Q*Y are the matrices of right and left eigenvectors of A.
This uses a Level 3 BLAS version of the back transformation. This uses a multi-threaded (mt) implementation.
[in] | side | magma_side_t
|
[in] | howmany | magma_vec_t
|
[in] | select | LOGICAL array, dimension (n) If howmany = MagmaSomeVec, select specifies the eigenvectors to be computed. The eigenvector corresponding to the j-th eigenvalue is computed if select[j] = true. Not referenced if howmany = MagmaAllVec or MagmaBacktransVec. |
[in] | n | INTEGER The order of the matrix T. n >= 0. |
[in,out] | T | COMPLEX_16 array, dimension (ldt,n) The upper triangular matrix T. Unlike LAPACK's ztrevc, T is not modified, not even temporarily. |
[in] | ldt | INTEGER The leading dimension of the array T. ldt >= max(1,n). |
[in,out] | VL | COMPLEX_16 array, dimension (ldvl,mm) On entry, if side = MagmaLeft or MagmaBothSides and howmany = MagmaBacktransVec, VL must contain an n-by-n matrix Q (usually the unitary matrix Q of Schur vectors returned by ZHSEQR). On exit, if side = MagmaLeft or MagmaBothSides, VL contains: if howmany = MagmaAllVec, the matrix Y of left eigenvectors of T; if howmany = MagmaBacktransVec, the matrix Q*Y; if howmany = MagmaSomeVec, the left eigenvectors of T specified by select, stored consecutively in the columns of VL, in the same order as their eigenvalues. Not referenced if side = MagmaRight. |
[in] | ldvl | INTEGER The leading dimension of the array VL. ldvl >= 1, and if side = MagmaLeft or MagmaBothSides, ldvl >= n. |
[in,out] | VR | COMPLEX_16 array, dimension (ldvr,mm) On entry, if side = MagmaRight or MagmaBothSides and howmany = MagmaBacktransVec, VR must contain an n-by-n matrix Q (usually the unitary matrix Q of Schur vectors returned by ZHSEQR). On exit, if side = MagmaRight or MagmaBothSides, VR contains: if howmany = MagmaAllVec, the matrix X of right eigenvectors of T; if howmany = MagmaBacktransVec, the matrix Q*X; if howmany = MagmaSomeVec, the right eigenvectors of T specified by select, stored consecutively in the columns of VR, in the same order as their eigenvalues. Not referenced if side = MagmaLeft. |
[in] | ldvr | INTEGER The leading dimension of the array VR. ldvr >= 1, and if side = MagmaRight or MagmaBothSides, ldvr >= n. |
[in] | mm | INTEGER The number of columns in the arrays VL and/or VR. mm >= mout. |
[out] | mout | INTEGER The number of columns in the arrays VL and/or VR actually used to store the eigenvectors. If howmany = MagmaAllVec or MagmaBacktransVec, mout is set to n. Each selected eigenvector occupies one column. |
[out] | work | COMPLEX_16 array, dimension (max(1,lwork)) |
[in] | lwork | INTEGER The dimension of array work. lwork >= max(1,2*n). For optimum performance, lwork >= (1 + 2*nb)*n, where nb is the optimal blocksize. |
[out] | rwork | double array, dimension (n) |
[out] | info | INTEGER
|
The algorithm used in this program is basically backward (forward) substitution, with scaling to make the the code robust against possible overflow.
Each eigenvector is normalized so that the element of largest magnitude has magnitude 1; here the magnitude of a complex number (x,y) is taken to be |x| + |y|.