Section 3: library functions
NAME dsfrk.f – SYNOPSIS Functions/Subroutines subroutine dsfrk (TRANSR, UPLO, TRANS, N, K, ALPHA, A, LDA, BETA, C) DSFRK performs a symmetric rank-k operation for matrix in RFP format. Function/Subroutine Documentation subroutine dsfrk (characterTRANSR, characterUPLO, characterTRANS, integerN, integerK, double precisionALPHA, double precision, dimension( lda, * )A, integerLDA, double precisionBETA, double precision, dimension( * )C) DSFRK performs…
NAME dsecnd_EXT_ETIME.f – SYNOPSIS Functions/Subroutines DOUBLE PRECISION function dsecnd () DSECND Using ETIME Function/Subroutine Documentation DOUBLE PRECISION function dsecnd () DSECND Using ETIME Purpose: DSECND returns the user time for a process in seconds. This version gets the time from the EXTERNAL system function ETIME. Author: Univ. of Tennessee Univ. of California Berkeley Univ….
NAME dsdot.f – SYNOPSIS Functions/Subroutines DOUBLE PRECISION function dsdot (N, SX, INCX, SY, INCY) DSDOT Function/Subroutine Documentation DOUBLE PRECISION function dsdot (integerN, real, dimension(*)SX, integerINCX, real, dimension(*)SY, integerINCY) DSDOT Purpose: Compute the inner product of two vectors with extended precision accumulation and result. Returns D.P. dot product accumulated in D.P., for S.P. SX and SY…
NAME dscal.f – SYNOPSIS Functions/Subroutines subroutine dscal (N, DA, DX, INCX) DSCAL Function/Subroutine Documentation subroutine dscal (integerN, double precisionDA, double precision, dimension(*)DX, integerINCX) DSCAL Purpose: DSCAL scales a vector by a constant. uses unrolled loops for increment equal to one. Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd….
NAME dsbtrd.f – SYNOPSIS Functions/Subroutines subroutine dsbtrd (VECT, UPLO, N, KD, AB, LDAB, D, E, Q, LDQ, WORK, INFO) DSBTRD Function/Subroutine Documentation subroutine 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(…
NAME dsbmv.f – SYNOPSIS Functions/Subroutines subroutine dsbmv (UPLO, N, K, ALPHA, A, LDA, X, INCX, BETA, Y, INCY) DSBMV Function/Subroutine Documentation subroutine 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…
NAME dsbgvx.f – SYNOPSIS Functions/Subroutines subroutine 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 Documentation subroutine dsbgvx (characterJOBZ, characterRANGE, characterUPLO, integerN, integerKA, integerKB, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( ldbb, *…
NAME dsbgvd.f – SYNOPSIS Functions/Subroutines subroutine dsbgvd (JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W, Z, LDZ, WORK, LWORK, IWORK, LIWORK, INFO) DSBGST Function/Subroutine Documentation subroutine dsbgvd (characterJOBZ, characterUPLO, integerN, integerKA, integerKB, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( ldbb, * )BB, integerLDBB, double precision, dimension( * )W, double precision,…
NAME dsbgv.f – SYNOPSIS Functions/Subroutines subroutine dsbgv (JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W, Z, LDZ, WORK, INFO) DSBGST Function/Subroutine Documentation subroutine 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, *…
NAME dsbgst.f – SYNOPSIS Functions/Subroutines subroutine dsbgst (VECT, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, X, LDX, WORK, INFO) DSBGST Function/Subroutine Documentation subroutine 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( *…
NAME dsbevx.f – SYNOPSIS Functions/Subroutines subroutine 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 Documentation subroutine dsbevx (characterJOBZ, characterRANGE, characterUPLO, integerN, integerKD, double precision, dimension(…
NAME dsbevd.f – SYNOPSIS Functions/Subroutines subroutine 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 Documentation subroutine dsbevd (characterJOBZ, characterUPLO, integerN, integerKD, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( * )W,…
NAME dsbev.f – SYNOPSIS Functions/Subroutines subroutine 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 Documentation subroutine dsbev (characterJOBZ, characterUPLO, integerN, integerKD, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( * )W, double precision, dimension(…
NAME drscl.f – SYNOPSIS Functions/Subroutines subroutine drscl (N, SA, SX, INCX) DRSCL multiplies a vector by the reciprocal of a real scalar. Function/Subroutine Documentation subroutine 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…
NAME drotmg.f – SYNOPSIS Functions/Subroutines subroutine drotmg (DD1, DD2, DX1, DY1, DPARAM) DROTMG Function/Subroutine Documentation subroutine 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…
NAME drotm.f – SYNOPSIS Functions/Subroutines subroutine drotm (N, DX, INCX, DY, INCY, DPARAM) DROTM Function/Subroutine Documentation subroutine 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…
NAME drotg.f – SYNOPSIS Functions/Subroutines subroutine drotg (DA, DB, C, S) DROTG Function/Subroutine Documentation subroutine 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….
NAME drot.f – SYNOPSIS Functions/Subroutines subroutine drot (N, DX, INCX, DY, INCY, C, S) DROT Function/Subroutine Documentation subroutine 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:…
QuantLib::DPlusDMinus – $ D_{+}D_{-} $ matricial representation Synopsis #include <ql/methods/finitedifferences/dplusdminus.hpp> Inherits QuantLib::TridiagonalOperator. Public Member Functions DPlusDMinus (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…
QuantLib::DPlus – $ D_{+} $ matricial representation Synopsis #include <ql/methods/finitedifferences/dplus.hpp> Inherits QuantLib::TridiagonalOperator. Public Member Functions DPlus (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} ] Author Generated…