Linux Manuals session 3

QuantLib::DPlus – $ D_{+} $ matricial representation Synopsis#include <ql/methods/finitedifferences/dplus.hpp> Inherits QuantLib::TridiagonalOperator. Public Member FunctionsDPlus (Size gridPoints, Real h) Detailed Description$ D_{+} $ matricial representation The differential operator $ D_{+} $ discretizes the first derivative with the first-order formula [ ac{ artial u_{i}}{ artial x} pprox ac{u_{i+1}-u_{i}}{h} = D_{+} u_{i} ] AuthorGenerated automatically by Doxygen for…

dptts2.f – SynopsisFunctions/Subroutinessubroutine dptts2 (N, NRHS, D, E, B, LDB) DPTTS2 solves a tridiagonal system of the form AX=B using the L D LH factorization computed by spttrf. Function/Subroutine Documentationsubroutine dptts2 (integerN, integerNRHS, double precision, dimension( * )D, double precision, dimension( * )E, double precision, dimension( ldb, * )B, integerLDB)DPTTS2 solves a tridiagonal system of…

dpttrs.f – SynopsisFunctions/Subroutinessubroutine dpttrs (N, NRHS, D, E, B, LDB, INFO) DPTTRS Function/Subroutine Documentationsubroutine dpttrs (integerN, integerNRHS, double precision, dimension( * )D, double precision, dimension( * )E, double precision, dimension( ldb, * )B, integerLDB, integerINFO)DPTTRS Purpose: DPTTRS solves a tridiagonal system of the form A * X = B using the L*D*L**T factorization of A…

dpttrf.f – SynopsisFunctions/Subroutinessubroutine dpttrf (N, D, E, INFO) DPTTRF Function/Subroutine Documentationsubroutine dpttrf (integerN, double precision, dimension( * )D, double precision, dimension( * )E, integerINFO)DPTTRF Purpose: DPTTRF computes the L*D*L**T factorization of a real symmetric positive definite tridiagonal matrix A. The factorization may also be regarded as having the form A = U**T*D*U.  Parameters: N N…

dptsvx.f – SynopsisFunctions/Subroutinessubroutine dptsvx (FACT, N, NRHS, D, E, DF, EF, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, INFO) DPTSVX computes the solution to system of linear equations A * X = B for PT matrices Function/Subroutine Documentationsubroutine dptsvx (characterFACT, integerN, integerNRHS, double precision, dimension( * )D, double precision, dimension( * )E, double precision,…

dptsv.f – SynopsisFunctions/Subroutinessubroutine dptsv (N, NRHS, D, E, B, LDB, INFO) DPTSV computes the solution to system of linear equations A * X = B for PT matrices Function/Subroutine Documentationsubroutine dptsv (integerN, integerNRHS, double precision, dimension( * )D, double precision, dimension( * )E, double precision, dimension( ldb, * )B, integerLDB, integerINFO) DPTSV computes the solution…

dptrfs.f – SynopsisFunctions/Subroutinessubroutine dptrfs (N, NRHS, D, E, DF, EF, B, LDB, X, LDX, FERR, BERR, WORK, INFO) DPTRFS Function/Subroutine Documentationsubroutine dptrfs (integerN, integerNRHS, double precision, dimension( * )D, double precision, dimension( * )E, double precision, dimension( * )DF, double precision, dimension( * )EF, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( ldx,…

dpteqr.f – SynopsisFunctions/Subroutinessubroutine dpteqr (COMPZ, N, D, E, Z, LDZ, WORK, INFO) DPTEQR Function/Subroutine Documentationsubroutine dpteqr (characterCOMPZ, integerN, double precision, dimension( * )D, double precision, dimension( * )E, double precision, dimension( ldz, * )Z, integerLDZ, double precision, dimension( * )WORK, integerINFO)DPTEQR Purpose: DPTEQR computes all eigenvalues and, optionally, eigenvectors of a symmetric positive definite tridiagonal…

dptcon.f – SynopsisFunctions/Subroutinessubroutine dptcon (N, D, E, ANORM, RCOND, WORK, INFO) DPTCON Function/Subroutine Documentationsubroutine dptcon (integerN, double precision, dimension( * )D, double precision, dimension( * )E, double precisionANORM, double precisionRCOND, double precision, dimension( * )WORK, integerINFO)DPTCON Purpose: DPTCON computes the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite tridiagonal…

dpstrf.f – SynopsisFunctions/Subroutinessubroutine dpstrf (UPLO, N, A, LDA, PIV, RANK, TOL, WORK, INFO) DPSTRF Function/Subroutine Documentationsubroutine dpstrf (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, integer, dimension( n )PIV, integerRANK, double precisionTOL, double precision, dimension( 2*n )WORK, integerINFO)DPSTRF Purpose: DPSTRF computes the Cholesky factorization with complete pivoting of a real symmetric positive semidefinite matrix…

dpstf2.f – SynopsisFunctions/Subroutinessubroutine dpstf2 (UPLO, N, A, LDA, PIV, RANK, TOL, WORK, INFO) DPSTF2 computes the Cholesky factorization with complete pivoting of a real symmetric or complex Hermitian positive semi-definite matrix. Function/Subroutine Documentationsubroutine dpstf2 (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, integer, dimension( n )PIV, integerRANK, double precisionTOL, double precision, dimension( 2*n )WORK,…

dpptrs.f – SynopsisFunctions/Subroutinessubroutine dpptrs (UPLO, N, NRHS, AP, B, LDB, INFO) DPPTRS Function/Subroutine Documentationsubroutine dpptrs (characterUPLO, integerN, integerNRHS, double precision, dimension( * )AP, double precision, dimension( ldb, * )B, integerLDB, integerINFO)DPPTRS Purpose: DPPTRS solves a system of linear equations A*X = B with a symmetric positive definite matrix A in packed storage using the Cholesky…

dpptri.f – SynopsisFunctions/Subroutinessubroutine dpptri (UPLO, N, AP, INFO) DPPTRI Function/Subroutine Documentationsubroutine dpptri (characterUPLO, integerN, double precision, dimension( * )AP, integerINFO)DPPTRI Purpose: DPPTRI computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPPTRF.  Parameters: UPLO UPLO is CHARACTER*1 = ‘U’: Upper…

dpptrf.f – SynopsisFunctions/Subroutinessubroutine dpptrf (UPLO, N, AP, INFO) DPPTRF Function/Subroutine Documentationsubroutine dpptrf (characterUPLO, integerN, double precision, dimension( * )AP, integerINFO)DPPTRF Purpose: DPPTRF computes the Cholesky factorization of a real symmetric positive definite matrix A stored in packed format. The factorization has the form A = U**T * U, if UPLO = ‘U’, or A =…

dppsvx.f – SynopsisFunctions/Subroutinessubroutine dppsvx (FACT, UPLO, N, NRHS, AP, AFP, EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, IWORK, INFO) DPPSVX computes the solution to system of linear equations A * X = B for OTHER matrices Function/Subroutine Documentationsubroutine dppsvx (characterFACT, characterUPLO, integerN, integerNRHS, double precision, dimension( * )AP, double precision, dimension( *…

dppsv.f – SynopsisFunctions/Subroutinessubroutine dppsv (UPLO, N, NRHS, AP, B, LDB, INFO) DPPSV computes the solution to system of linear equations A * X = B for OTHER matrices Function/Subroutine Documentationsubroutine dppsv (characterUPLO, integerN, integerNRHS, double precision, dimension( * )AP, double precision, dimension( ldb, * )B, integerLDB, integerINFO) DPPSV computes the solution to system of linear…

dpprfs.f – SynopsisFunctions/Subroutinessubroutine dpprfs (UPLO, N, NRHS, AP, AFP, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO) DPPRFS Function/Subroutine Documentationsubroutine dpprfs (characterUPLO, integerN, integerNRHS, double precision, dimension( * )AP, double precision, dimension( * )AFP, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( ldx, * )X, integerLDX, double precision, dimension( * )FERR, double…

dppequ.f – SynopsisFunctions/Subroutinessubroutine dppequ (UPLO, N, AP, S, SCOND, AMAX, INFO) DPPEQU Function/Subroutine Documentationsubroutine dppequ (characterUPLO, integerN, double precision, dimension( * )AP, double precision, dimension( * )S, double precisionSCOND, double precisionAMAX, integerINFO)DPPEQU Purpose: DPPEQU computes row and column scalings intended to equilibrate a symmetric positive definite matrix A in packed storage and reduce its condition…

dppcon.f – SynopsisFunctions/Subroutinessubroutine dppcon (UPLO, N, AP, ANORM, RCOND, WORK, IWORK, INFO) DPPCON Function/Subroutine Documentationsubroutine dppcon (characterUPLO, integerN, double precision, dimension( * )AP, double precisionANORM, double precisionRCOND, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)DPPCON Purpose: DPPCON estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite…

dpotrs.f – SynopsisFunctions/Subroutinessubroutine dpotrs (UPLO, N, NRHS, A, LDA, B, LDB, INFO) DPOTRS Function/Subroutine Documentationsubroutine dpotrs (characterUPLO, integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, * )B, integerLDB, integerINFO)DPOTRS Purpose: DPOTRS solves a system of linear equations A*X = B with a symmetric positive definite matrix A using the Cholesky…