Section 3: library functions
dsbtrd.f – SynopsisFunctions/Subroutinessubroutine dsbtrd (VECT, UPLO, N, KD, AB, LDAB, D, E, Q, LDQ, WORK, INFO) DSBTRD Function/Subroutine Documentationsubroutine dsbtrd (characterVECT, characterUPLO, integerN, integerKD, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( * )D, double precision, dimension( * )E, double precision, dimension( ldq, * )Q, integerLDQ, double precision, dimension( * )WORK, integerINFO)DSBTRD Purpose:…
dsbmv.f – SynopsisFunctions/Subroutinessubroutine dsbmv (UPLO, N, K, ALPHA, A, LDA, X, INCX, BETA, Y, INCY) DSBMV Function/Subroutine Documentationsubroutine dsbmv (characterUPLO, integerN, integerK, double precisionALPHA, double precision, dimension(lda,*)A, integerLDA, double precision, dimension(*)X, integerINCX, double precisionBETA, double precision, dimension(*)Y, integerINCY)DSBMV Purpose: DSBMV performs the matrix-vector operation y := alpha*A*x + beta*y, where alpha and beta are scalars,…
dsbgvx.f – SynopsisFunctions/Subroutinessubroutine dsbgvx (JOBZ, RANGE, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, Q, LDQ, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, IWORK, IFAIL, INFO) DSBGST Function/Subroutine Documentationsubroutine dsbgvx (characterJOBZ, characterRANGE, characterUPLO, integerN, integerKA, integerKB, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( ldbb, * )BB, integerLDBB, double precision,…
dsbgvd.f – SynopsisFunctions/Subroutinessubroutine dsbgvd (JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W, Z, LDZ, WORK, LWORK, IWORK, LIWORK, INFO) DSBGST Function/Subroutine Documentationsubroutine dsbgvd (characterJOBZ, characterUPLO, integerN, integerKA, integerKB, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( ldbb, * )BB, integerLDBB, double precision, dimension( * )W, double precision, dimension( ldz, * )Z,…
dsbgv.f – SynopsisFunctions/Subroutinessubroutine dsbgv (JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W, Z, LDZ, WORK, INFO) DSBGST Function/Subroutine Documentationsubroutine dsbgv (characterJOBZ, characterUPLO, integerN, integerKA, integerKB, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( ldbb, * )BB, integerLDBB, double precision, dimension( * )W, double precision, dimension( ldz, * )Z, integerLDZ, double precision,…
dsbgst.f – SynopsisFunctions/Subroutinessubroutine dsbgst (VECT, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, X, LDX, WORK, INFO) DSBGST Function/Subroutine Documentationsubroutine dsbgst (characterVECT, characterUPLO, integerN, integerKA, integerKB, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( ldbb, * )BB, integerLDBB, double precision, dimension( ldx, * )X, integerLDX, double precision, dimension( * )WORK, integerINFO)DSBGST Purpose: DSBGST…
dsbevx.f – SynopsisFunctions/Subroutinessubroutine dsbevx (JOBZ, RANGE, UPLO, N, KD, AB, LDAB, Q, LDQ, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, IWORK, IFAIL, INFO) DSBEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices Function/Subroutine Documentationsubroutine dsbevx (characterJOBZ, characterRANGE, characterUPLO, integerN, integerKD, double precision, dimension( ldab, * )AB, integerLDAB,…
dsbevd.f – SynopsisFunctions/Subroutinessubroutine dsbevd (JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK, LWORK, IWORK, LIWORK, INFO) DSBEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices Function/Subroutine Documentationsubroutine dsbevd (characterJOBZ, characterUPLO, integerN, integerKD, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( * )W, double precision, dimension( ldz,…
dsbev.f – SynopsisFunctions/Subroutinessubroutine dsbev (JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK, INFO) DSBEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices Function/Subroutine Documentationsubroutine dsbev (characterJOBZ, characterUPLO, integerN, integerKD, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( * )W, double precision, dimension( ldz, * )Z, integerLDZ,…
drscl.f – SynopsisFunctions/Subroutinessubroutine drscl (N, SA, SX, INCX) DRSCL multiplies a vector by the reciprocal of a real scalar. Function/Subroutine Documentationsubroutine drscl (integerN, double precisionSA, double precision, dimension( * )SX, integerINCX)DRSCL multiplies a vector by the reciprocal of a real scalar. Purpose: DRSCL multiplies an n-element real vector x by the real scalar 1/a. This…
drotmg.f – SynopsisFunctions/Subroutinessubroutine drotmg (DD1, DD2, DX1, DY1, DPARAM) DROTMG Function/Subroutine Documentationsubroutine drotmg (double precisionDD1, double precisionDD2, double precisionDX1, double precisionDY1, double precision, dimension(5)DPARAM)DROTMG Purpose: CONSTRUCT THE MODIFIED GIVENS TRANSFORMATION MATRIX H WHICH ZEROS THE SECOND COMPONENT OF THE 2-VECTOR (DSQRT(DD1)*DX1,DSQRT(DD2)*> DY2)**T. WITH DPARAM(1)=DFLAG, H HAS ONE OF THE FOLLOWING FORMS.. DFLAG=-1.D0 DFLAG=0.D0 DFLAG=1.D0 DFLAG=-2.D0…
drotm.f – SynopsisFunctions/Subroutinessubroutine drotm (N, DX, INCX, DY, INCY, DPARAM) DROTM Function/Subroutine Documentationsubroutine drotm (integerN, double precision, dimension(*)DX, integerINCX, double precision, dimension(*)DY, integerINCY, double precision, dimension(5)DPARAM)DROTM Purpose: APPLY THE MODIFIED GIVENS TRANSFORMATION, H, TO THE 2 BY N MATRIX (DX**T) , WHERE **T INDICATES TRANSPOSE. THE ELEMENTS OF DX ARE IN (DY**T) DX(LX+I*INCX), I =…
drotg.f – SynopsisFunctions/Subroutinessubroutine drotg (DA, DB, C, S) DROTG Function/Subroutine Documentationsubroutine drotg (double precisionDA, double precisionDB, double precisionC, double precisionS)DROTG Purpose: DROTG construct givens plane rotation. Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: November 2011 Further Details: jack dongarra, linpack, 3/11/78. Definition at line 47 of file…
drot.f – SynopsisFunctions/Subroutinessubroutine drot (N, DX, INCX, DY, INCY, C, S) DROT Function/Subroutine Documentationsubroutine drot (integerN, double precision, dimension(*)DX, integerINCX, double precision, dimension(*)DY, integerINCY, double precisionC, double precisionS)DROT Purpose: DROT applies a plane rotation. Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: November 2011 Further Details: jack dongarra,…
QuantLib::DPlusDMinus – $ D_{+}D_{-} $ matricial representation Synopsis#include <ql/methods/finitedifferences/dplusdminus.hpp> Inherits QuantLib::TridiagonalOperator. Public Member FunctionsDPlusDMinus (Size gridPoints, Real h) Detailed Description$ D_{+}D_{-} $ matricial representation The differential operator $ D_{+}D_{-} $ discretizes the second derivative with the second-order formula [ ac{ artial^2 u_{i}}{ artial x^2} pprox ac{u_{i+1}-2u_{i}+u_{i-1}}{h^2} = D_{+}D_{-} u_{i} ] Tests the correctness of the…
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,…