Section 3: library functions
cgebak.f – SynopsisFunctions/Subroutinessubroutine cgebak (JOB, SIDE, N, ILO, IHI, SCALE, M, V, LDV, INFO) CGEBAK Function/Subroutine Documentationsubroutine cgebak (characterJOB, characterSIDE, integerN, integerILO, integerIHI, real, dimension( * )SCALE, integerM, complex, dimension( ldv, * )V, integerLDV, integerINFO)CGEBAK Purpose: CGEBAK forms the right or left eigenvectors of a complex general matrix by backward transformation on the computed eigenvectors…
cgbtrs.f – SynopsisFunctions/Subroutinessubroutine cgbtrs (TRANS, N, KL, KU, NRHS, AB, LDAB, IPIV, B, LDB, INFO) CGBTRS Function/Subroutine Documentationsubroutine cgbtrs (characterTRANS, integerN, integerKL, integerKU, integerNRHS, complex, dimension( ldab, * )AB, integerLDAB, integer, dimension( * )IPIV, complex, dimension( ldb, * )B, integerLDB, integerINFO)CGBTRS Purpose: CGBTRS solves a system of linear equations A * X = B, A**T…
cgbtrf.f – SynopsisFunctions/Subroutinessubroutine cgbtrf (M, N, KL, KU, AB, LDAB, IPIV, INFO) CGBTRF Function/Subroutine Documentationsubroutine cgbtrf (integerM, integerN, integerKL, integerKU, complex, dimension( ldab, * )AB, integerLDAB, integer, dimension( * )IPIV, integerINFO)CGBTRF Purpose: CGBTRF computes an LU factorization of a complex m-by-n band matrix A using partial pivoting with row interchanges. This is the blocked version…
cgbtf2.f – SynopsisFunctions/Subroutinessubroutine cgbtf2 (M, N, KL, KU, AB, LDAB, IPIV, INFO) CGBTF2 computes the LU factorization of a general band matrix using the unblocked version of the algorithm. Function/Subroutine Documentationsubroutine cgbtf2 (integerM, integerN, integerKL, integerKU, complex, dimension( ldab, * )AB, integerLDAB, integer, dimension( * )IPIV, integerINFO)CGBTF2 computes the LU factorization of a general band…
cgbsvxx.f – SynopsisFunctions/Subroutinessubroutine cgbsvxx (FACT, TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, EQUED, R, C, B, LDB, X, LDX, RCOND, RPVGRW, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO) CGBSVXX computes the solution to system of linear equations A * X = B for GB matrices Function/Subroutine Documentationsubroutine cgbsvxx (characterFACT, characterTRANS,…
cgbsvx.f – SynopsisFunctions/Subroutinessubroutine cgbsvx (FACT, TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, EQUED, R, C, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, RWORK, INFO) CGBSVX computes the solution to system of linear equations A * X = B for GB matrices Function/Subroutine Documentationsubroutine cgbsvx (characterFACT, characterTRANS, integerN, integerKL, integerKU, integerNRHS, complex,…
cgbsv.f – SynopsisFunctions/Subroutinessubroutine cgbsv (N, KL, KU, NRHS, AB, LDAB, IPIV, B, LDB, INFO) CGBSV computes the solution to system of linear equations A * X = B for GB matrices (simple driver) Function/Subroutine Documentationsubroutine cgbsv (integerN, integerKL, integerKU, integerNRHS, complex, dimension( ldab, * )AB, integerLDAB, integer, dimension( * )IPIV, complex, dimension( ldb, * )B,…
cgbrfsx.f – SynopsisFunctions/Subroutinessubroutine cgbrfsx (TRANS, EQUED, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, R, C, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO) CGBRFSX Function/Subroutine Documentationsubroutine cgbrfsx (characterTRANS, characterEQUED, integerN, integerKL, integerKU, integerNRHS, complex, dimension( ldab, * )AB, integerLDAB, complex, dimension( ldafb, * )AFB, integerLDAFB, integer, dimension(…
cgbrfs.f – SynopsisFunctions/Subroutinessubroutine cgbrfs (TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO) CGBRFS Function/Subroutine Documentationsubroutine cgbrfs (characterTRANS, integerN, integerKL, integerKU, integerNRHS, complex, dimension( ldab, * )AB, integerLDAB, complex, dimension( ldafb, * )AFB, integerLDAFB, integer, dimension( * )IPIV, complex, dimension( ldb, * )B, integerLDB, complex,…
cgbmv.f – SynopsisFunctions/Subroutinessubroutine cgbmv (TRANS, M, N, KL, KU, ALPHA, A, LDA, X, INCX, BETA, Y, INCY) CGBMV Function/Subroutine Documentationsubroutine cgbmv (characterTRANS, integerM, integerN, integerKL, integerKU, complexALPHA, complex, dimension(lda,*)A, integerLDA, complex, dimension(*)X, integerINCX, complexBETA, complex, dimension(*)Y, integerINCY)CGBMV Purpose: CGBMV performs one of the matrix-vector operations y := alpha*A*x + beta*y, or y := alpha*A**T*x +…
cgbequb.f – SynopsisFunctions/Subroutinessubroutine cgbequb (M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND, AMAX, INFO) CGBEQUB Function/Subroutine Documentationsubroutine cgbequb (integerM, integerN, integerKL, integerKU, complex, dimension( ldab, * )AB, integerLDAB, real, dimension( * )R, real, dimension( * )C, realROWCND, realCOLCND, realAMAX, integerINFO)CGBEQUB Purpose: CGBEQUB computes row and column scalings intended to equilibrate an M-by-N matrix…
cgbequ.f – SynopsisFunctions/Subroutinessubroutine cgbequ (M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND, AMAX, INFO) CGBEQU Function/Subroutine Documentationsubroutine cgbequ (integerM, integerN, integerKL, integerKU, complex, dimension( ldab, * )AB, integerLDAB, real, dimension( * )R, real, dimension( * )C, realROWCND, realCOLCND, realAMAX, integerINFO)CGBEQU Purpose: CGBEQU computes row and column scalings intended to equilibrate an M-by-N band…
cgbcon.f – SynopsisFunctions/Subroutinessubroutine cgbcon (NORM, N, KL, KU, AB, LDAB, IPIV, ANORM, RCOND, WORK, RWORK, INFO) CGBCON Function/Subroutine Documentationsubroutine cgbcon (characterNORM, integerN, integerKL, integerKU, complex, dimension( ldab, * )AB, integerLDAB, integer, dimension( * )IPIV, realANORM, realRCOND, complex, dimension( * )WORK, real, dimension( * )RWORK, integerINFO)CGBCON Purpose: CGBCON estimates the reciprocal of the condition number of…
cgbbrd.f – SynopsisFunctions/Subroutinessubroutine cgbbrd (VECT, M, N, NCC, KL, KU, AB, LDAB, D, E, Q, LDQ, PT, LDPT, C, LDC, WORK, RWORK, INFO) CGBBRD Function/Subroutine Documentationsubroutine cgbbrd (characterVECT, integerM, integerN, integerNCC, integerKL, integerKU, complex, dimension( ldab, * )AB, integerLDAB, real, dimension( * )D, real, dimension( * )E, complex, dimension( ldq, * )Q, integerLDQ, complex, dimension(…
cdotu.f – SynopsisFunctions/SubroutinesCOMPLEX function cdotu (N, CX, INCX, CY, INCY) CDOTU Function/Subroutine DocumentationCOMPLEX function cdotu (integerN, complex, dimension(*)CX, integerINCX, complex, dimension(*)CY, integerINCY)CDOTU Purpose: CDOTU forms the dot product of two vectors. 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. modified…
cdotc.f – SynopsisFunctions/SubroutinesCOMPLEX function cdotc (N, CX, INCX, CY, INCY) CDOTC Function/Subroutine DocumentationCOMPLEX function cdotc (integerN, complex, dimension(*)CX, integerINCX, complex, dimension(*)CY, integerINCY)CDOTC Purpose: forms the dot product of two vectors, conjugating the first vector. Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: November 2011 Further Details: jack dongarra,…
ql/experimental/credit/cdo.hpp – collateralized debt obligation Synopsis#include <ql/instrument.hpp> #include <ql/termstructures/yieldtermstructure.hpp> #include <ql/termstructures/defaulttermstructure.hpp> #include <ql/experimental/credit/lossdistribution.hpp> #include <ql/experimental/credit/onefactorcopula.hpp> #include <ql/time/schedule.hpp> Classesclass CDO collateralized debt obligation Detailed Descriptioncollateralized debt obligation AuthorGenerated automatically by Doxygen for QuantLib from the source code.
ccopy.f – SynopsisFunctions/Subroutinessubroutine ccopy (N, CX, INCX, CY, INCY) CCOPY Function/Subroutine Documentationsubroutine ccopy (integerN, complex, dimension(*)CX, integerINCX, complex, dimension(*)CY, integerINCY)CCOPY Purpose: CCOPY copies a vector x to a vector y. 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. modified 12/3/93,…
cbdsqr.f – SynopsisFunctions/Subroutinessubroutine cbdsqr (UPLO, N, NCVT, NRU, NCC, D, E, VT, LDVT, U, LDU, C, LDC, RWORK, INFO) CBDSQR Function/Subroutine Documentationsubroutine cbdsqr (characterUPLO, integerN, integerNCVT, integerNRU, integerNCC, real, dimension( * )D, real, dimension( * )E, complex, dimension( ldvt, * )VT, integerLDVT, complex, dimension( ldu, * )U, integerLDU, complex, dimension( ldc, * )C, integerLDC, real,…
cbbcsd.f – SynopsisFunctions/Subroutinessubroutine cbbcsd (JOBU1, JOBU2, JOBV1T, JOBV2T, TRANS, M, P, Q, THETA, PHI, U1, LDU1, U2, LDU2, V1T, LDV1T, V2T, LDV2T, B11D, B11E, B12D, B12E, B21D, B21E, B22D, B22E, RWORK, LRWORK, INFO) CBBCSD Function/Subroutine Documentationsubroutine cbbcsd (characterJOBU1, characterJOBU2, characterJOBV1T, characterJOBV2T, characterTRANS, integerM, integerP, integerQ, real, dimension( * )THETA, real, dimension( * )PHI, complex, dimension(…