chfrk.f – SynopsisFunctions/Subroutinessubroutine chfrk (TRANSR, UPLO, TRANS, N, K, ALPHA, A, LDA, BETA, C) CHFRK performs a Hermitian rank-k operation for matrix in RFP format. Function/Subroutine Documentationsubroutine chfrk (characterTRANSR, characterUPLO, characterTRANS, integerN, integerK, realALPHA, complex, dimension( lda, * )A, integerLDA, realBETA, complex, dimension( * )C)CHFRK performs a Hermitian rank-k operation for matrix in RFP format….
ql/indexes/ibor/chflibor.hpp – CHF LIBOR rate Synopsis#include <ql/indexes/ibor/libor.hpp> #include <ql/time/calendars/switzerland.hpp> #include <ql/time/daycounters/actual360.hpp> #include <ql/currencies/europe.hpp> Classesclass CHFLibor CHF LIBOR rate class DailyTenorCHFLibor base class for the one day deposit BBA CHF LIBOR indexes Detailed DescriptionCHF LIBOR rate AuthorGenerated automatically by Doxygen for QuantLib from the source code.
chetrs2.f – SynopsisFunctions/Subroutinessubroutine chetrs2 (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, INFO) CHETRS2 Function/Subroutine Documentationsubroutine chetrs2 (characterUPLO, integerN, integerNRHS, complex, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, complex, dimension( ldb, * )B, integerLDB, complex, dimension( * )WORK, integerINFO)CHETRS2 Purpose: CHETRS2 solves a system of linear equations A*X = B with a…
chetrs.f – SynopsisFunctions/Subroutinessubroutine chetrs (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO) CHETRS Function/Subroutine Documentationsubroutine chetrs (characterUPLO, integerN, integerNRHS, complex, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, complex, dimension( ldb, * )B, integerLDB, integerINFO)CHETRS Purpose: CHETRS solves a system of linear equations A*X = B with a complex Hermitian matrix A using…
chetri2x.f – SynopsisFunctions/Subroutinessubroutine chetri2x (UPLO, N, A, LDA, IPIV, WORK, NB, INFO) CHETRI2X Function/Subroutine Documentationsubroutine chetri2x (characterUPLO, integerN, complex, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, complex, dimension( n+nb+1,* )WORK, integerNB, integerINFO)CHETRI2X Purpose: CHETRI2X computes the inverse of a complex Hermitian indefinite matrix A using the factorization A = U*D*U**H or A =…
chetri2.f – SynopsisFunctions/Subroutinessubroutine chetri2 (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO) CHETRI2 Function/Subroutine Documentationsubroutine chetri2 (characterUPLO, integerN, complex, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, complex, dimension( * )WORK, integerLWORK, integerINFO)CHETRI2 Purpose: CHETRI2 computes the inverse of a COMPLEX hermitian indefinite matrix A using the factorization A = U*D*U**T or A =…
chetri.f – SynopsisFunctions/Subroutinessubroutine chetri (UPLO, N, A, LDA, IPIV, WORK, INFO) CHETRI Function/Subroutine Documentationsubroutine chetri (characterUPLO, integerN, complex, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, complex, dimension( * )WORK, integerINFO)CHETRI Purpose: CHETRI computes the inverse of a complex Hermitian indefinite matrix A using the factorization A = U*D*U**H or A = L*D*L**H computed…
chetrf.f – SynopsisFunctions/Subroutinessubroutine chetrf (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO) CHETRF Function/Subroutine Documentationsubroutine chetrf (characterUPLO, integerN, complex, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, complex, dimension( * )WORK, integerLWORK, integerINFO)CHETRF Purpose: CHETRF computes the factorization of a complex Hermitian matrix A using the Bunch-Kaufman diagonal pivoting method. The form of the…
chetrd.f – SynopsisFunctions/Subroutinessubroutine chetrd (UPLO, N, A, LDA, D, E, TAU, WORK, LWORK, INFO) CHETRD Function/Subroutine Documentationsubroutine chetrd (characterUPLO, integerN, complex, dimension( lda, * )A, integerLDA, real, dimension( * )D, real, dimension( * )E, complex, dimension( * )TAU, complex, dimension( * )WORK, integerLWORK, integerINFO)CHETRD Purpose: CHETRD reduces a complex Hermitian matrix A to real symmetric…
chetf2.f – SynopsisFunctions/Subroutinessubroutine chetf2 (UPLO, N, A, LDA, IPIV, INFO) CHETF2 computes the factorization of a complex Hermitian matrix, using the diagonal pivoting method (unblocked algorithm calling Level 2 BLAS). Function/Subroutine Documentationsubroutine chetf2 (characterUPLO, integerN, complex, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, integerINFO)CHETF2 computes the factorization of a complex Hermitian matrix, using…
chetd2.f – SynopsisFunctions/Subroutinessubroutine chetd2 (UPLO, N, A, LDA, D, E, TAU, INFO) CHETD2 reduces a Hermitian matrix to real symmetric tridiagonal form by an unitary similarity transformation (unblocked algorithm). Function/Subroutine Documentationsubroutine chetd2 (characterUPLO, integerN, complex, dimension( lda, * )A, integerLDA, real, dimension( * )D, real, dimension( * )E, complex, dimension( * )TAU, integerINFO)CHETD2 reduces a…
cheswapr.f – SynopsisFunctions/Subroutinessubroutine cheswapr (UPLO, N, A, LDA, I1, I2) CHESWAPR applies an elementary permutation on the rows and columns of a Hermitian matrix. Function/Subroutine Documentationsubroutine cheswapr (characterUPLO, integerN, complex, dimension( lda, n )A, integerLDA, integerI1, integerI2)CHESWAPR applies an elementary permutation on the rows and columns of a Hermitian matrix. Purpose: CHESWAPR applies an elementary…
chesvxx.f – SynopsisFunctions/Subroutinessubroutine chesvxx (FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, EQUED, S, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO) CHESVXX computes the solution to system of linear equations A * X = B for HE matrices Function/Subroutine Documentationsubroutine chesvxx (characterFACT, characterUPLO, integerN, integerNRHS, complex,…
chesvx.f – SynopsisFunctions/Subroutinessubroutine chesvx (FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, LWORK, RWORK, INFO) CHESVX computes the solution to system of linear equations A * X = B for HE matrices Function/Subroutine Documentationsubroutine chesvx (characterFACT, characterUPLO, integerN, integerNRHS, complex, dimension( lda, * )A, integerLDA, complex,…
chesv.f – SynopsisFunctions/Subroutinessubroutine chesv (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK, INFO) CHESV computes the solution to system of linear equations A * X = B for HE matrices Function/Subroutine Documentationsubroutine chesv (characterUPLO, integerN, integerNRHS, complex, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, complex, dimension( ldb, * )B, integerLDB, complex,…
cherk.f – SynopsisFunctions/Subroutinessubroutine cherk (UPLO, TRANS, N, K, ALPHA, A, LDA, BETA, C, LDC) CHERK Function/Subroutine Documentationsubroutine cherk (characterUPLO, characterTRANS, integerN, integerK, realALPHA, complex, dimension(lda,*)A, integerLDA, realBETA, complex, dimension(ldc,*)C, integerLDC)CHERK Purpose: CHERK performs one of the hermitian rank k operations C := alpha*A*A**H + beta*C, or C := alpha*A**H*A + beta*C, where alpha and beta…
cherfsx.f – SynopsisFunctions/Subroutinessubroutine cherfsx (UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, IPIV, S, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO) CHERFSX Function/Subroutine Documentationsubroutine cherfsx (characterUPLO, characterEQUED, integerN, integerNRHS, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldaf, * )AF, integerLDAF, integer, dimension( * )IPIV, real, dimension( *…
cherfs.f – SynopsisFunctions/Subroutinessubroutine cherfs (UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO) CHERFS Function/Subroutine Documentationsubroutine cherfs (characterUPLO, integerN, integerNRHS, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldaf, * )AF, integerLDAF, integer, dimension( * )IPIV, complex, dimension( ldb, * )B, integerLDB, complex, dimension( ldx, * )X,…
cher2k.f – SynopsisFunctions/Subroutinessubroutine cher2k (UPLO, TRANS, N, K, ALPHA, A, LDA, B, LDB, BETA, C, LDC) CHER2K Function/Subroutine Documentationsubroutine cher2k (characterUPLO, characterTRANS, integerN, integerK, complexALPHA, complex, dimension(lda,*)A, integerLDA, complex, dimension(ldb,*)B, integerLDB, realBETA, complex, dimension(ldc,*)C, integerLDC)CHER2K Purpose: CHER2K performs one of the hermitian rank 2k operations C := alpha*A*B**H + conjg( alpha )*B*A**H + beta*C, or…
cher2.f – SynopsisFunctions/Subroutinessubroutine cher2 (UPLO, N, ALPHA, X, INCX, Y, INCY, A, LDA) CHER2 Function/Subroutine Documentationsubroutine cher2 (characterUPLO, integerN, complexALPHA, complex, dimension(*)X, integerINCX, complex, dimension(*)Y, integerINCY, complex, dimension(lda,*)A, integerLDA)CHER2 Purpose: CHER2 performs the hermitian rank 2 operation A := alpha*x*y**H + conjg( alpha )*y*x**H + A, where alpha is a scalar, x and y are…