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complib/zgetri(3) -- compute the inverse of a matrix using the LU factorization computed by ZGETRF
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ZGETRI computes the inverse of a matrix using the LU factorization computed by ZGETRF. This method inverts U and then computes inv(A) by solving the system inv(A)*L = inv(U) for inv(A). |
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complib/zgetrs(3) -- A**H * X = B with a general N-by-N matrix A using the LU factorization computed by ZGETRF
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ZGETRS solves a system of linear equations A * X = B, A**T * X = B, or A**H * X = B with a general N-by-N matrix A using the LU factorization computed by ZGETRF. |
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complib/zggbak(3) -- form the right or left eigenvectors of a complex generalized eigenvalue problem A*x = lambda*B*x, by backward
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ZGGBAK forms the right or left eigenvectors of a complex generalized eigenvalue problem A*x = lambda*B*x, by backward transformation on the computed eigenvectors of the balanced pair of matrices output by ZGGBAL. |
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complib/zggbal(3) -- balance a pair of general complex matrices (A,B)
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ZGGBAL balances a pair of general complex matrices (A,B). This involves, first, permuting A and B by similarity transformations to isolate eigenvalues in the first 1 to ILO$-$1 and last IHI+1 to N elements on the diagonal; and second, applying a diagonal similarity transformation to rows and columns ILO to IHI to make the rows and columns as close in norm as possible. Both steps are optional. Balancing may reduce the 1-norm of the matrices, and improve the accuracy of the computed eigenvalues an... |
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complib/zggglm(3) -- solve a general Gauss-Markov linear model (GLM) problem
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ZGGGLM solves a general Gauss-Markov linear model (GLM) problem: minimize || y ||_2 subject to d = A*x + B*y x where A is an N-by-M matrix, B is an N-by-P matrix, and d is a given Nvector. It is assumed that M <= N <= M+P, and rank(A) = M and rank( A B ) = N. Under these assumptions, the constrained equation is always consistent, and there is a unique solution x and a minimal 2-norm solution y, which is obtained using a generalized QR factorization of A and B. In particular, if matrix B is squar... |
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complib/zgghrd(3) -- reduce a pair of complex matrices (A,B) to generalized upper Hessenberg form using unitary transformations, wh
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ZGGHRD reduces a pair of complex matrices (A,B) to generalized upper Hessenberg form using unitary transformations, where A is a general matrix and B is upper triangular: Q' * A * Z = H and Q' * B * Z = T, where H is upper Hessenberg, T is upper triangular, and Q and Z are unitary, and ' means conjugate transpose. The unitary matrices Q and Z are determined as products of Givens rotations. They may either be formed explicitly, or they may be postmultiplied into input matrices Q1 and Z1, so th... |
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complib/zgglse(3) -- solve the linear equality-constrained least squares (LSE) problem
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ZGGLSE solves the linear equality-constrained least squares (LSE) problem: minimize || c - A*x ||_2 subject to B*x = d where A is an M-by-N matrix, B is a P-by-N matrix, c is a given M-vector, and d is a given P-vector. It is assumed that P <= N <= M+P, and rank(B) = P and rank( ( A ) ) = N. ( ( B ) ) These conditions ensure that the LSE problem has a unique solution, which is obtained using a GRQ factorization of the matrices B and A.... |
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complib/zggqrf(3) -- an N-by-P matrix B
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ZGGQRF computes a generalized QR factorization of an N-by-M matrix A and an N-by-P matrix B: A = Q*R, B = Q*T*Z, where Q is an N-by-N unitary matrix, Z is a P-by-P unitary matrix, and R and T assume one of the forms: if N >= M, R = ( R11 ) M , or if N < M, R = ( R11 R12 ) N, ( 0 ) N-M N M-N M where R11 is upper triangular, and if N <= P, T = ( 0 T12 ) N, or if N > P, T = ( T11 ) N-P, P-N N ( T21 ) P P where T12 or T21 is upper triangular. In particular, if B is square and nonsingular, the GQR fa... |
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complib/zggrqf(3) -- a P-by-N matrix B
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ZGGRQF computes a generalized RQ factorization of an M-by-N matrix A and a P-by-N matrix B: A = R*Q, B = Z*T*Q, where Q is an N-by-N unitary matrix, Z is a P-by-P unitary matrix, and R and T assume one of the forms: if M <= N, R = ( 0 R12 ) M, or if M > N, R = ( R11 ) M-N, N-M M ( R21 ) N N where R12 or R21 is upper triangular, and if P >= N, T = ( T11 ) N , or if P < N, T = ( T11 T12 ) P, ( 0 ) P-N P N-P N where T11 is upper triangular. In particular, if B is square and nonsingular, the GRQ fac... |
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complib/zggsvd(3) -- an M-by-N complex matrix A and P-by-N complex matrix B
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ZGGSVD computes the generalized singular value decomposition (GSVD) of an M-by-N complex matrix A and P-by-N complex matrix B: U'*A*Q = D1*( 0 R ), V'*B*Q = D2*( 0 R ) where U, V and Q are unitary matrices, and Z' means the conjugate transpose of Z. Let K+L = the effective numerical rank of the matrix (A',B')', then R is a (K+L)-by-(K+L) nonsingular upper triangular matrix, D1 and D2 are M-by-(K+L) and P-by-(K+L) "diagonal" matrices and of the following structures, respectively: If M-K-L... |
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complib/zggsvp(3) -- U'*A*Q = K ( 0 A12 A13 ) if M-K-L >= 0
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ZGGSVP computes unitary matrices U, V and Q such that L ( 0 0 A23 ) M-K-L ( 0 0 0 ) N-K-L K L = K ( 0 A12 A13 ) if M-K-L < 0; M-K ( 0 0 A23 ) N-K-L K L V'*B*Q = L ( 0 0 B13 ) P-L ( 0 0 0 ) where the K-by-K matrix A12 and L-by-L matrix B13 are nonsingular upper triangular; A23 is L-by-L upper triangular if M-K-L >= 0, otherwise A23 is (M-K)-by-L upper trapezoidal. K+L = the effective numerical rank of the (M+P)-by-N matrix (A',B')'. Z' denotes the conjugate transpose of Z. This decomposition... |
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complib/zgtcon(3) -- estimate the reciprocal of the condition number of a complex tridiagonal matrix A using the LU factorization a
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ZGTCON estimates the reciprocal of the condition number of a complex tridiagonal matrix A using the LU factorization as computed by ZGTTRF. An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))). |
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complib/zgtrfs(3) -- improve the computed solution to a system of linear equations when the coefficient matrix is tridiagonal, and
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ZGTRFS improves the computed solution to a system of linear equations when the coefficient matrix is tridiagonal, and provides error bounds and backward error estimates for the solution. |
