Linux Manuals session 3

QuantLib::CLGaussianRng – Gaussian random number generator. Synopsis#include <ql/math/randomnumbers/centrallimitgaussianrng.hpp> Public Typestypedef Sample< Real > sample_type typedef RNG urng_type Public Member FunctionsCLGaussianRng (const RNG &uniformGenerator) sample_type next () const returns a sample from a Gaussian distribution Detailed Descriptiontemplate<class RNG> class QuantLib::CLGaussianRng< RNG >Gaussian random number generator. It uses the well-known fact that the sum of 12 uniform…

cla_wwaddw.f – SynopsisFunctions/Subroutinessubroutine cla_wwaddw (N, X, Y, W) CLA_WWADDW adds a vector into a doubled-single vector. Function/Subroutine Documentationsubroutine cla_wwaddw (integerN, complex, dimension( * )X, complex, dimension( * )Y, complex, dimension( * )W)CLA_WWADDW adds a vector into a doubled-single vector. Purpose: CLA_WWADDW adds a vector W into a doubled-single vector (X, Y). This works for all…

cla_syrpvgrw.f – SynopsisFunctions/SubroutinesREAL function cla_syrpvgrw (UPLO, N, INFO, A, LDA, AF, LDAF, IPIV, WORK) CLA_SYRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric indefinite matrix. Function/Subroutine DocumentationREAL function cla_syrpvgrw (character*1UPLO, integerN, integerINFO, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldaf, * )AF, integerLDAF, integer, dimension( * )IPIV, real, dimension( * )WORK)CLA_SYRPVGRW computes…

cla_syrfsx_extended.f – SynopsisFunctions/Subroutinessubroutine cla_syrfsx_extended (PREC_TYPE, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, COLEQU, C, B, LDB, Y, LDY, BERR_OUT, N_NORMS, ERR_BNDS_NORM, ERR_BNDS_COMP, RES, AYB, DY, Y_TAIL, RCOND, ITHRESH, RTHRESH, DZ_UB, IGNORE_CWISE, INFO) CLA_SYRFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric indefinite matrices by performing extra-precise iterative refinement and provides…

cla_syrcond_x.f – SynopsisFunctions/SubroutinesREAL function cla_syrcond_x (UPLO, N, A, LDA, AF, LDAF, IPIV, X, INFO, WORK, RWORK) CLA_SYRCOND_X computes the infinity norm condition number of op(A)*diag(x) for symmetric indefinite matrices. Function/Subroutine DocumentationREAL function cla_syrcond_x (characterUPLO, integerN, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldaf, * )AF, integerLDAF, integer, dimension( * )IPIV, complex, dimension( * )X,…

cla_syrcond_c.f – SynopsisFunctions/SubroutinesREAL function cla_syrcond_c (UPLO, N, A, LDA, AF, LDAF, IPIV, C, CAPPLY, INFO, WORK, RWORK) CLA_SYRCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) for symmetric indefinite matrices. Function/Subroutine DocumentationREAL function cla_syrcond_c (characterUPLO, integerN, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldaf, * )AF, integerLDAF, integer, dimension( * )IPIV, real, dimension( *…

cla_syamv.f – SynopsisFunctions/Subroutinessubroutine cla_syamv (UPLO, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY) CLA_SYAMV computes a matrix-vector product using a symmetric indefinite matrix to calculate error bounds. Function/Subroutine Documentationsubroutine cla_syamv (integerUPLO, integerN, realALPHA, complex, dimension( lda, * )A, integerLDA, complex, dimension( * )X, integerINCX, realBETA, real, dimension( * )Y, integerINCY)CLA_SYAMV computes a matrix-vector product…

cla_porpvgrw.f – SynopsisFunctions/SubroutinesREAL function cla_porpvgrw (UPLO, NCOLS, A, LDA, AF, LDAF, WORK) CLA_PORPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric or Hermitian positive-definite matrix. Function/Subroutine DocumentationREAL function cla_porpvgrw (character*1UPLO, integerNCOLS, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldaf, * )AF, integerLDAF, real, dimension( * )WORK)CLA_PORPVGRW computes the reciprocal pivot growth factor…

cla_porfsx_extended.f – SynopsisFunctions/Subroutinessubroutine cla_porfsx_extended (PREC_TYPE, UPLO, N, NRHS, A, LDA, AF, LDAF, COLEQU, C, B, LDB, Y, LDY, BERR_OUT, N_NORMS, ERR_BNDS_NORM, ERR_BNDS_COMP, RES, AYB, DY, Y_TAIL, RCOND, ITHRESH, RTHRESH, DZ_UB, IGNORE_CWISE, INFO) CLA_PORFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric or Hermitian positive-definite matrices by performing extra-precise iterative refinement and…

cla_porcond_x.f – SynopsisFunctions/SubroutinesREAL function cla_porcond_x (UPLO, N, A, LDA, AF, LDAF, X, INFO, WORK, RWORK) CLA_PORCOND_X computes the infinity norm condition number of op(A)*diag(x) for Hermitian positive-definite matrices. Function/Subroutine DocumentationREAL function cla_porcond_x (characterUPLO, integerN, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldaf, * )AF, integerLDAF, complex, dimension( * )X, integerINFO, complex, dimension( * )WORK,…

cla_porcond_c.f – SynopsisFunctions/SubroutinesREAL function cla_porcond_c (UPLO, N, A, LDA, AF, LDAF, C, CAPPLY, INFO, WORK, RWORK) CLA_PORCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) for Hermitian positive-definite matrices. Function/Subroutine DocumentationREAL function cla_porcond_c (characterUPLO, integerN, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldaf, * )AF, integerLDAF, real, dimension( * )C, logicalCAPPLY, integerINFO, complex, dimension(…

cla_lin_berr.f – SynopsisFunctions/Subroutinessubroutine cla_lin_berr (N, NZ, NRHS, RES, AYB, BERR) CLA_LIN_BERR computes a component-wise relative backward error. Function/Subroutine Documentationsubroutine cla_lin_berr (integerN, integerNZ, integerNRHS, complex, dimension( n, nrhs )RES, real, dimension( n, nrhs )AYB, real, dimension( nrhs )BERR)CLA_LIN_BERR computes a component-wise relative backward error. Purpose: CLA_LIN_BERR computes componentwise relative backward error from the formula max(i) (…

cla_herpvgrw.f – SynopsisFunctions/SubroutinesREAL function cla_herpvgrw (UPLO, N, INFO, A, LDA, AF, LDAF, IPIV, WORK) CLA_HERPVGRW Function/Subroutine DocumentationREAL function cla_herpvgrw (character*1UPLO, integerN, integerINFO, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldaf, * )AF, integerLDAF, integer, dimension( * )IPIV, real, dimension( * )WORK)CLA_HERPVGRW Purpose: CLA_HERPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U). The "max absolute element"…

cla_herfsx_extended.f – SynopsisFunctions/Subroutinessubroutine cla_herfsx_extended (PREC_TYPE, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, COLEQU, C, B, LDB, Y, LDY, BERR_OUT, N_NORMS, ERR_BNDS_NORM, ERR_BNDS_COMP, RES, AYB, DY, Y_TAIL, RCOND, ITHRESH, RTHRESH, DZ_UB, IGNORE_CWISE, INFO) CLA_HERFSX_EXTENDED improves the computed solution to a system of linear equations for Hermitian indefinite matrices by performing extra-precise iterative refinement and provides…

cla_hercond_x.f – SynopsisFunctions/SubroutinesREAL function cla_hercond_x (UPLO, N, A, LDA, AF, LDAF, IPIV, X, INFO, WORK, RWORK) CLA_HERCOND_X computes the infinity norm condition number of op(A)*diag(x) for Hermitian indefinite matrices. Function/Subroutine DocumentationREAL function cla_hercond_x (characterUPLO, integerN, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldaf, * )AF, integerLDAF, integer, dimension( * )IPIV, complex, dimension( * )X,…

cla_hercond_c.f – SynopsisFunctions/SubroutinesREAL function cla_hercond_c (UPLO, N, A, LDA, AF, LDAF, IPIV, C, CAPPLY, INFO, WORK, RWORK) CLA_HERCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) for Hermitian indefinite matrices. Function/Subroutine DocumentationREAL function cla_hercond_c (characterUPLO, integerN, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldaf, * )AF, integerLDAF, integer, dimension( * )IPIV, real, dimension (…

cla_heamv.f – SynopsisFunctions/Subroutinessubroutine cla_heamv (UPLO, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY) CLA_HEAMV computes a matrix-vector product using a Hermitian indefinite matrix to calculate error bounds. Function/Subroutine Documentationsubroutine cla_heamv (integerUPLO, integerN, realALPHA, complex, dimension( lda, * )A, integerLDA, complex, dimension( * )X, integerINCX, realBETA, real, dimension( * )Y, integerINCY)CLA_HEAMV computes a matrix-vector product…

cla_gerpvgrw.f – SynopsisFunctions/SubroutinesREAL function cla_gerpvgrw (N, NCOLS, A, LDA, AF, LDAF) CLA_GERPVGRW multiplies a square real matrix by a complex matrix. Function/Subroutine DocumentationREAL function cla_gerpvgrw (integerN, integerNCOLS, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldaf, * )AF, integerLDAF)CLA_GERPVGRW multiplies a square real matrix by a complex matrix. Purpose: CLA_GERPVGRW computes the reciprocal pivot growth…

cla_gerfsx_extended.f – SynopsisFunctions/Subroutinessubroutine cla_gerfsx_extended (PREC_TYPE, TRANS_TYPE, N, NRHS, A, LDA, AF, LDAF, IPIV, COLEQU, C, B, LDB, Y, LDY, BERR_OUT, N_NORMS, ERRS_N, ERRS_C, RES, AYB, DY, Y_TAIL, RCOND, ITHRESH, RTHRESH, DZ_UB, IGNORE_CWISE, INFO) CLA_GERFSX_EXTENDED Function/Subroutine Documentationsubroutine cla_gerfsx_extended (integerPREC_TYPE, integerTRANS_TYPE, integerN, integerNRHS, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldaf, * )AF, integerLDAF, integer, dimension(…

cla_gercond_x.f – SynopsisFunctions/SubroutinesREAL function cla_gercond_x (TRANS, N, A, LDA, AF, LDAF, IPIV, X, INFO, WORK, RWORK) CLA_GERCOND_X computes the infinity norm condition number of op(A)*diag(x) for general matrices. Function/Subroutine DocumentationREAL function cla_gercond_x (characterTRANS, integerN, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldaf, * )AF, integerLDAF, integer, dimension( * )IPIV, complex, dimension( * )X, integerINFO,…