/// /// This file is part of ILNumerics Community Edition. /// /// ILNumerics Community Edition - high performance computing for applications. /// Copyright (C) 2006 - 2012 Haymo Kutschbach, http://ilnumerics.net /// /// ILNumerics Community Edition is free software: you can redistribute it and/or modify /// it under the terms of the GNU General Public License version 3 as published by /// the Free Software Foundation. /// /// ILNumerics Community Edition is distributed in the hope that it will be useful, /// but WITHOUT ANY WARRANTY; without even the implied warranty of /// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the /// GNU General Public License for more details. /// /// You should have received a copy of the GNU General Public License /// along with ILNumerics Community Edition. See the file License.txt in the root /// of your distribution package. If not, see . /// /// In addition this software uses the following components and/or licenses: /// /// ================================================================================= /// The Open Toolkit Library License /// /// Copyright (c) 2006 - 2009 the Open Toolkit library. /// /// Permission is hereby granted, free of charge, to any person obtaining a copy /// of this software and associated documentation files (the "Software"), to deal /// in the Software without restriction, including without limitation the rights to /// use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of /// the Software, and to permit persons to whom the Software is furnished to do /// so, subject to the following conditions: /// /// The above copyright notice and this permission notice shall be included in all /// copies or substantial portions of the Software. /// /// ================================================================================= /// #pragma warning disable 1591 using System; using System.Collections.Generic; using System.Text; namespace ILNumerics.Native { /// /// Interface to all LAPACK/BLAS functions available /// /// Each native module must implement this interface explicitly. Calls /// to native functions are made virtual by calling functions of this interface. /// Therefore the user can transparently call any function regardless of the /// plattform the assymbly (currently) runs on. The native modules implementing /// this interface take care of the details of implementation. /// Usually users of the library will not have to handle with this interface. /// Its functions will be used from inside built in functions and are therefore wrapped /// (mainly from inside ILNumerics.ILMath). /// Every LAPACK/BLAS function is explicitly implemented for any type supported. /// e.g. IILLapack includes four functions doing general matrix multiply: dgemm, zgemm, cgemm and sgemm - /// for all four floating point datatypes supported from the LAPACK package. /// LAPACK is an open source linear algebra functions package optimized for /// use together with highly natively optimized BLAS functions. A LAPACK guide is /// available in the internet: www.netlib.org. /// [System.Security.SuppressUnmanagedCodeSecurity] public interface IILLapack { #region ?GEMM /// /// Wrapper implementiation for ATLAS GeneralMatrixMultiply /// /// Transposition state for matrix A: one of the constants in enum CBlas_Transpose /// Transposition state for matrix B: one of the constants in enum CBlas_Transpose /// Number of rows in A /// Number of columns in B /// Number of columns in A and number of rows in B /// multiplicationi factor for A /// pointer to array A /// distance between first elements of each column for column based orientation or /// distance between first elements of each row for row based orientation for matrix A /// pointer to array B /// distance between first elements of each column for column based orientation or /// distance between first elements of each row for row based orientation for matrix B /// multiplication faktor for matrix B /// pointer to predefined array C of neccessary length /// distance between first elements of each column for column based orientation or /// distance between first elements of each row for row based orientation for matrix C /// All parameters except C are readonly. Only elements of matrix C will be altered. C must be a predefined /// continous array of size MxN void dgemm (char TransA, char TransB, int M, int N, int K, double alpha, IntPtr A, int lda, IntPtr B, int ldb, double beta, double [] C, int ldc); /// /// Wrapper implementiation for ATLAS GeneralMatrixMultiply /// /// Transposition state for matrix A: one of the constants in enum CBlas_Transpose /// Transposition state for matrix B: one of the constants in enum CBlas_Transpose /// Number of rows in A /// Number of columns in B /// Number of columns in A and number of rows in B /// multiplicationi factor for A /// pointer to array A /// distance between first elements of each column for column based orientation or /// distance between first elements of each row for row based orientation for matrix A /// pointer to array B /// distance between first elements of each column for column based orientation or /// distance between first elements of each row for row based orientation for matrix B /// multiplication faktor for matrix B /// pointer to predefined array C of neccessary length /// distance between first elements of each column for column based orientation or /// distance between first elements of each row for row based orientation for matrix C /// All parameters except C are readonly. Only elements of matrix C will be altered. C must be a predefined /// continous array of size MxN void sgemm (char TransA, char TransB, int M, int N, int K, float alpha, IntPtr A, int lda, IntPtr B, int ldb, float beta, float [] C, int ldc); /// /// Wrapper implementiation for ATLAS GeneralMatrixMultiply /// /// Transposition state for matrix A: one of the constants in enum CBlas_Transpose /// Transposition state for matrix B: one of the constants in enum CBlas_Transpose /// Number of rows in A /// Number of columns in B /// Number of columns in A and number of rows in B /// multiplicationi factor for A /// pointer to array A /// distance between first elements of each column for column based orientation or /// distance between first elements of each row for row based orientation for matrix A /// pointer to array B /// distance between first elements of each column for column based orientation or /// distance between first elements of each row for row based orientation for matrix B /// multiplication faktor for matrix B /// pointer to predefined array C of neccessary length /// distance between first elements of each column for column based orientation or /// distance between first elements of each row for row based orientation for matrix C /// All parameters except C are readonly. Only elements of matrix C will be altered. C must be a predefined /// continous array of size MxN void cgemm (char TransA, char TransB, int M, int N, int K, fcomplex alpha, IntPtr A, int lda, IntPtr B, int ldb, fcomplex beta, fcomplex [] C, int ldc); /// /// Wrapper implementiation for ATLAS GeneralMatrixMultiply /// /// Transposition state for matrix A: one of the constants in enum CBlas_Transpose /// Transposition state for matrix B: one of the constants in enum CBlas_Transpose /// Number of rows in A /// Number of columns in B /// Number of columns in A and number of rows in B /// multiplicationi factor for A /// pointer to array A /// distance between first elements of each column for column based orientation or /// distance between first elements of each row for row based orientation for matrix A /// pointer to array B /// distance between first elements of each column for column based orientation or /// distance between first elements of each row for row based orientation for matrix B /// multiplication faktor for matrix B /// pointer to predefined array C of neccessary length /// distance between first elements of each column for column based orientation or /// distance between first elements of each row for row based orientation for matrix C /// All parameters except C are readonly. Only elements of matrix C will be altered. C must be a predefined /// continous array of size MxN void zgemm (char TransA, char TransB, int M, int N, int K, complex alpha, IntPtr A, int lda, IntPtr B, int ldb, complex beta, complex [] C, int ldc); #endregion #region ?GESDD /// /// singular value decomposition, new version, more memory needed /// /// Specifies options for computing all or part of the matrix U /// /// /// jobz value /// ... will result in: /// /// /// A /// all M columns of U and all N rows of V**T are /// returned in the arrays U and VT /// /// S /// the first min(M,N) columns of U and the first /// min(M,N) rows of V**T are returned in the arrays U /// and VT /// /// O /// If M >= N, the first N columns of U are overwritten /// on the array A and all rows of V**T are returned in /// the array VT, /// otherwise, all columns of U are returned in the /// array U and the first M rows of V**T are overwritten /// in the array VT /// /// N /// no columns of U or rows of V**T are computed. /// /// /// /// The number of rows of the input matrix A. M greater or equal to 0. /// The number of columns of the input matrix A. N greater or equal to 0 /// On entry, the M-by-N matrix A. /// On exit, /// if JOBZ = 'O', A is overwritten with the first N columns /// of U (the left singular vectors, stored /// columnwise) if M >= N; /// A is overwritten with the first M rows /// of V**T (the right singular vectors, stored /// rowwise) otherwise. /// if JOBZ .ne. 'O', the contents of A are destroyed. /// The leading dimension of the array A. LDA ge max(1,M). /// array, dimension (min(M,N)). The singular values of A, sorted so that S(i) ge S(i+1) /// array, dimension (LDU,UCOL) /// UCOL = M if JOBZ = 'A' or JOBZ = 'O' and M < N; /// UCOL = min(M,N) if JOBZ = 'S'. /// If JOBZ = 'A' or JOBZ = 'O' and M < N, U contains the M-by-M /// orthogonal matrix U; /// if JOBZ = 'S', U contains the first min(M,N) columns of U /// (the left singular vectors, stored columnwise); /// if JOBZ = 'O' and M >= N, or JOBZ = 'N', U is not referenced. /// The leading dimension of the array U. LDU >= 1; if /// JOBZ = 'S' or 'A' or JOBZ = 'O' and M < N, LDU >= M /// array, dimension (LDVT,N). If JOBZ = 'A' or JOBZ = 'O' and /// M >= N, VT contains the N-by-N orthogonal matrix V**T; if JOBZ = 'S', /// VT contains the first min(M,N) rows of V**T /// (the right singular vectors, stored rowwise); if JOBZ = 'O' and M < N, /// or JOBZ = 'N', VT is not referenced /// The leading dimension of the array VT. LDVT > = 1; /// if JOBZ = 'A' or JOBZ = 'O' and M > = N, LDVT >= N; /// if JOBZ = 'S', LDVT > min(M,N). /// /// /// 0: successful exit. /// : if INFO = -i, the i-th argument had an illegal value. /// 0]]> : ?BGSDD did not converge, updating process failed. /// /// /// (From the lapack manual):DGESDD computes the singular value decomposition (SVD) of a real ///M-by-N matrix A, optionally computing the left and right singular ///vectors. If singular vectors are desired, it uses a ///divide-and-conquer algorithm. ///The SVD is written /// A = U * SIGMA * transpose(V) ///where SIGMA is an M-by-N matrix which is zero except for its ///min(m,n) diagonal elements, U is an M-by-M orthogonal matrix, and ///V is an N-by-N orthogonal matrix. The diagonal elements of SIGMA ///are the singular values of A; they are real and non-negative, and ///are returned in descending order. The first min(m,n) columns of ///U and V are the left and right singular vectors of A. ///Note that the routine returns VT = V**T, not V. ///The divide and conquer algorithm makes very mild assumptions about ///floating point arithmetic. It will work on machines with a guard ///digit in add/subtract, or on those binary machines without guard ///digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or ///Cray-2. It could conceivably fail on hexadecimal or decimal machines ///without guard digits, but we know of none. void dgesdd (char jobz, int m, int n, double [] a, int lda, double [] s, double [] u, int ldu, double [] vt, int ldvt, //double [] work, int lwork, // int [] iwork, ref int info); /// /// singular value decomposition, new version, more memory needed /// /// Specifies options for computing all or part of the matrix U /// /// /// jobz value /// ... will result in: /// /// /// A /// all M columns of U and all N rows of V**T are /// returned in the arrays U and VT /// /// S /// the first min(M,N) columns of U and the first /// min(M,N) rows of V**T are returned in the arrays U /// and VT /// /// O /// If M >= N, the first N columns of U are overwritten /// on the array A and all rows of V**T are returned in /// the array VT, /// otherwise, all columns of U are returned in the /// array U and the first M rows of V**T are overwritten /// in the array VT /// /// N /// no columns of U or rows of V**T are computed. /// /// /// /// The number of rows of the input matrix A. M greater or equal to 0. /// The number of columns of the input matrix A. N greater or equal to 0 /// On entry, the M-by-N matrix A. /// On exit, /// if JOBZ = 'O', A is overwritten with the first N columns /// of U (the left singular vectors, stored /// columnwise) if M >= N; /// A is overwritten with the first M rows /// of V**T (the right singular vectors, stored /// rowwise) otherwise. /// if JOBZ .ne. 'O', the contents of A are destroyed. /// The leading dimension of the array A. LDA ge max(1,M). /// array, dimension (min(M,N)). The singular values of A, sorted so that S(i) ge S(i+1) /// array, dimension (LDU,UCOL) /// UCOL = M if JOBZ = 'A' or JOBZ = 'O' and M < N; /// UCOL = min(M,N) if JOBZ = 'S'. /// If JOBZ = 'A' or JOBZ = 'O' and M < N, U contains the M-by-M /// orthogonal matrix U; /// if JOBZ = 'S', U contains the first min(M,N) columns of U /// (the left singular vectors, stored columnwise); /// if JOBZ = 'O' and M >= N, or JOBZ = 'N', U is not referenced. /// The leading dimension of the array U. LDU >= 1; if /// JOBZ = 'S' or 'A' or JOBZ = 'O' and M < N, LDU >= M /// array, dimension (LDVT,N). If JOBZ = 'A' or JOBZ = 'O' and /// M >= N, VT contains the N-by-N orthogonal matrix V**T; if JOBZ = 'S', /// VT contains the first min(M,N) rows of V**T /// (the right singular vectors, stored rowwise); if JOBZ = 'O' and M < N, /// or JOBZ = 'N', VT is not referenced /// The leading dimension of the array VT. LDVT > = 1; /// if JOBZ = 'A' or JOBZ = 'O' and M > = N, LDVT >= N; /// if JOBZ = 'S', LDVT > min(M,N). /// /// /// 0: successful exit. /// : if INFO = -i, the i-th argument had an illegal value. /// 0]]> : ?BGSDD did not converge, updating process failed. /// /// /// (From the lapack manual):DGESDD computes the singular value decomposition (SVD) of a real ///M-by-N matrix A, optionally computing the left and right singular ///vectors. If singular vectors are desired, it uses a ///divide-and-conquer algorithm. ///The SVD is written /// A = U * SIGMA * transpose(V) ///where SIGMA is an M-by-N matrix which is zero except for its ///min(m,n) diagonal elements, U is an M-by-M orthogonal matrix, and ///V is an N-by-N orthogonal matrix. The diagonal elements of SIGMA ///are the singular values of A; they are real and non-negative, and ///are returned in descending order. The first min(m,n) columns of ///U and V are the left and right singular vectors of A. ///Note that the routine returns VT = V**T, not V. ///The divide and conquer algorithm makes very mild assumptions about ///floating point arithmetic. It will work on machines with a guard ///digit in add/subtract, or on those binary machines without guard ///digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or ///Cray-2. It could conceivably fail on hexadecimal or decimal machines ///without guard digits, but we know of none. void sgesdd (char jobz, int m, int n, float [] a, int lda, float [] s, float [] u, int ldu, float [] vt, int ldvt, //double [] work, int lwork, // int [] iwork, ref int info); /// /// singular value decomposition, new version, more memory needed /// /// Specifies options for computing all or part of the matrix U /// /// /// jobz value /// ... will result in: /// /// /// A /// all M columns of U and all N rows of V**T are /// returned in the arrays U and VT /// /// S /// the first min(M,N) columns of U and the first /// min(M,N) rows of V**T are returned in the arrays U /// and VT /// /// O /// If M >= N, the first N columns of U are overwritten /// on the array A and all rows of V**T are returned in /// the array VT, /// otherwise, all columns of U are returned in the /// array U and the first M rows of V**T are overwritten /// in the array VT /// /// N /// no columns of U or rows of V**T are computed. /// /// /// /// The number of rows of the input matrix A. M greater or equal to 0. /// The number of columns of the input matrix A. N greater or equal to 0 /// On entry, the M-by-N matrix A. /// On exit, /// if JOBZ = 'O', A is overwritten with the first N columns /// of U (the left singular vectors, stored /// columnwise) if M >= N; /// A is overwritten with the first M rows /// of V**T (the right singular vectors, stored /// rowwise) otherwise. /// if JOBZ .ne. 'O', the contents of A are destroyed. /// The leading dimension of the array A. LDA ge max(1,M). /// array, dimension (min(M,N)). The singular values of A, sorted so that S(i) ge S(i+1) /// array, dimension (LDU,UCOL) /// UCOL = M if JOBZ = 'A' or JOBZ = 'O' and M < N; /// UCOL = min(M,N) if JOBZ = 'S'. /// If JOBZ = 'A' or JOBZ = 'O' and M < N, U contains the M-by-M /// orthogonal matrix U; /// if JOBZ = 'S', U contains the first min(M,N) columns of U /// (the left singular vectors, stored columnwise); /// if JOBZ = 'O' and M >= N, or JOBZ = 'N', U is not referenced. /// The leading dimension of the array U. LDU >= 1; if /// JOBZ = 'S' or 'A' or JOBZ = 'O' and M < N, LDU >= M /// array, dimension (LDVT,N). If JOBZ = 'A' or JOBZ = 'O' and /// M >= N, VT contains the N-by-N orthogonal matrix V**T; if JOBZ = 'S', /// VT contains the first min(M,N) rows of V**T /// (the right singular vectors, stored rowwise); if JOBZ = 'O' and M < N, /// or JOBZ = 'N', VT is not referenced /// The leading dimension of the array VT. LDVT > = 1; /// if JOBZ = 'A' or JOBZ = 'O' and M > = N, LDVT >= N; /// if JOBZ = 'S', LDVT > min(M,N). /// /// /// 0: successful exit. /// : if INFO = -i, the i-th argument had an illegal value. /// 0]]> : ?BGSDD did not converge, updating process failed. /// /// /// (From the lapack manual):DGESDD computes the singular value decomposition (SVD) of a real ///M-by-N matrix A, optionally computing the left and right singular ///vectors. If singular vectors are desired, it uses a ///divide-and-conquer algorithm. ///The SVD is written /// A = U * SIGMA * transpose(V) ///where SIGMA is an M-by-N matrix which is zero except for its ///min(m,n) diagonal elements, U is an M-by-M orthogonal matrix, and ///V is an N-by-N orthogonal matrix. The diagonal elements of SIGMA ///are the singular values of A; they are real and non-negative, and ///are returned in descending order. The first min(m,n) columns of ///U and V are the left and right singular vectors of A. ///Note that the routine returns VT = V**T, not V. ///The divide and conquer algorithm makes very mild assumptions about ///floating point arithmetic. It will work on machines with a guard ///digit in add/subtract, or on those binary machines without guard ///digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or ///Cray-2. It could conceivably fail on hexadecimal or decimal machines ///without guard digits, but we know of none. void cgesdd (char jobz, int m, int n, fcomplex [] a, int lda, float [] s, fcomplex [] u, int ldu, fcomplex [] vt, int ldvt, //double [] work, int lwork, // int [] iwork, ref int info); /// /// singular value decomposition, new version, more memory needed /// /// Specifies options for computing all or part of the matrix U /// /// /// jobz value /// ... will result in: /// /// /// A /// all M columns of U and all N rows of V**T are /// returned in the arrays U and VT /// /// S /// the first min(M,N) columns of U and the first /// min(M,N) rows of V**T are returned in the arrays U /// and VT /// /// O /// If M >= N, the first N columns of U are overwritten /// on the array A and all rows of V**T are returned in /// the array VT, /// otherwise, all columns of U are returned in the /// array U and the first M rows of V**T are overwritten /// in the array VT /// /// N /// no columns of U or rows of V**T are computed. /// /// /// /// The number of rows of the input matrix A. M greater or equal to 0. /// The number of columns of the input matrix A. N greater or equal to 0 /// On entry, the M-by-N matrix A. /// On exit, /// if JOBZ = 'O', A is overwritten with the first N columns /// of U (the left singular vectors, stored /// columnwise) if M >= N; /// A is overwritten with the first M rows /// of V**T (the right singular vectors, stored /// rowwise) otherwise. /// if JOBZ .ne. 'O', the contents of A are destroyed. /// The leading dimension of the array A. LDA ge max(1,M). /// array, dimension (min(M,N)). The singular values of A, sorted so that S(i) ge S(i+1) /// array, dimension (LDU,UCOL) /// UCOL = M if JOBZ = 'A' or JOBZ = 'O' and M < N; /// UCOL = min(M,N) if JOBZ = 'S'. /// If JOBZ = 'A' or JOBZ = 'O' and M < N, U contains the M-by-M /// orthogonal matrix U; /// if JOBZ = 'S', U contains the first min(M,N) columns of U /// (the left singular vectors, stored columnwise); /// if JOBZ = 'O' and M >= N, or JOBZ = 'N', U is not referenced. /// The leading dimension of the array U. LDU >= 1; if /// JOBZ = 'S' or 'A' or JOBZ = 'O' and M < N, LDU >= M /// array, dimension (LDVT,N). If JOBZ = 'A' or JOBZ = 'O' and /// M >= N, VT contains the N-by-N orthogonal matrix V**T; if JOBZ = 'S', /// VT contains the first min(M,N) rows of V**T /// (the right singular vectors, stored rowwise); if JOBZ = 'O' and M < N, /// or JOBZ = 'N', VT is not referenced /// The leading dimension of the array VT. LDVT > = 1; /// if JOBZ = 'A' or JOBZ = 'O' and M > = N, LDVT >= N; /// if JOBZ = 'S', LDVT > min(M,N). /// /// /// 0: successful exit. /// : if INFO = -i, the i-th argument had an illegal value. /// 0]]> : ?BGSDD did not converge, updating process failed. /// /// /// (From the lapack manual):DGESDD computes the singular value decomposition (SVD) of a real ///M-by-N matrix A, optionally computing the left and right singular ///vectors. If singular vectors are desired, it uses a ///divide-and-conquer algorithm. ///The SVD is written /// A = U * SIGMA * transpose(V) ///where SIGMA is an M-by-N matrix which is zero except for its ///min(m,n) diagonal elements, U is an M-by-M orthogonal matrix, and ///V is an N-by-N orthogonal matrix. The diagonal elements of SIGMA ///are the singular values of A; they are real and non-negative, and ///are returned in descending order. The first min(m,n) columns of ///U and V are the left and right singular vectors of A. ///Note that the routine returns VT = V**T, not V. ///The divide and conquer algorithm makes very mild assumptions about ///floating point arithmetic. It will work on machines with a guard ///digit in add/subtract, or on those binary machines without guard ///digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or ///Cray-2. It could conceivably fail on hexadecimal or decimal machines ///without guard digits, but we know of none. void zgesdd (char jobz, int m, int n, complex [] a, int lda, double [] s, complex [] u, int ldu, complex [] vt, int ldvt, //double [] work, int lwork, // int [] iwork, ref int info); #endregion #region ?GESVD /// /// singular value decomposition, older version, less memory needed /// /// Specifies options for computing all or part of the matrix U /// = 'A': all M columns of U and all N rows of V**T are ///returned in the arrays U and VT /// = 'S': the first min(M,N) columns of U and the first /// min(M,N) rows of V**T are returned in the arrays U /// and VT /// = 'O': If M >= N, the first N columns of U are overwritten /// on the array A and all rows of V**T are returned in /// the array VT. Otherwise, all columns of U are returned in the /// array U and the first M rows of V**T are overwritten /// in the array VT /// = 'N': no columns of U or rows of V**T are computed. /// /// /// The number of rows of the input matrix A. M greater or equal to 0. /// The number of columns of the input matrix A. N greater or equal to 0 /// On entry, the M-by-N matrix A. /// On exit, /// if JOBZ = 'O', A is overwritten with the first N columns /// of U (the left singular vectors, stored /// columnwise) if M >= N; /// A is overwritten with the first M rows /// of V**T (the right singular vectors, stored /// rowwise) otherwise. /// if JOBZ .ne. 'O', the contents of A are destroyed. /// The leading dimension of the array A. LDA ge max(1,M). /// array, dimension (min(M,N)). The singular values of A, sorted so that S(i) ge S(i+1) /// array, dimension (LDU,UCOL) /// UCOL = M if JOBZ = 'A' or JOBZ = 'O' and M < N; /// UCOL = min(M,N) if JOBZ = 'S'. /// If JOBZ = 'A' or JOBZ = 'O' and M < N, U contains the M-by-M /// orthogonal matrix U; /// if JOBZ = 'S', U contains the first min(M,N) columns of U /// (the left singular vectors, stored columnwise); /// if JOBZ = 'O' and M >= N, or JOBZ = 'N', U is not referenced. /// The leading dimension of the array U. LDU >= 1; if /// JOBZ = 'S' or 'A' or JOBZ = 'O' and M < N, LDU >= M /// array, dimension (LDVT,N). If JOBZ = 'A' or JOBZ = 'O' and /// M >= N, VT contains the N-by-N orthogonal matrix V**T; if JOBZ = 'S', /// VT contains the first min(M,N) rows of V**T /// (the right singular vectors, stored rowwise); if JOBZ = 'O' and M < N, /// or JOBZ = 'N', VT is not referenced /// The leading dimension of the array VT. LDVT > = 1; /// if JOBZ = 'A' or JOBZ = 'O' and M > = N, LDVT >= N; /// if JOBZ = 'S', LDVT > min(M,N). /// /// /// 0: successful exit. /// lower 0: if INFO = -i, the i-th argument had an illegal value. /// greater 0: DBDSDC did not converge, updating process failed. /// /// /// (From the lapack manual):DGESDD computes the singular value decomposition (SVD) of a real ///M-by-N matrix A, optionally computing the left and right singular ///vectors. If singular vectors are desired, it uses a ///divide-and-conquer algorithm. ///The SVD is written ///
A = U * SIGMA * transpose(V)
///where SIGMA is an M-by-N matrix which is zero except for its ///min(m,n) diagonal elements, U is an M-by-M orthogonal matrix, and ///V is an N-by-N orthogonal matrix. The diagonal elements of SIGMA ///are the singular values of A; they are real and non-negative, and ///are returned in descending order. The first min(m,n) columns of ///U and V are the left and right singular vectors of A. ///Note that the routine returns VT = V**T, not V. ///The divide and conquer algorithm makes very mild assumptions about ///floating point arithmetic. It will work on machines with a guard ///digit in add/subtract, or on those binary machines without guard ///digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or ///Cray-2. It could conceivably fail on hexadecimal or decimal machines ///without guard digits, but we know of none.
void dgesvd (char jobz, int m, int n, double [] a, int lda, double [] s, double [] u, int ldu, double [] vt, int ldvt, ref int info); /// /// singular value decomposition, older version, less memory needed /// /// Specifies options for computing all or part of the matrix U /// = 'A': all M columns of U and all N rows of V**T are ///returned in the arrays U and VT /// = 'S': the first min(M,N) columns of U and the first /// min(M,N) rows of V**T are returned in the arrays U /// and VT /// = 'O': If M >= N, the first N columns of U are overwritten /// on the array A and all rows of V**T are returned in /// the array VT. Otherwise, all columns of U are returned in the /// array U and the first M rows of V**T are overwritten /// in the array VT /// = 'N': no columns of U or rows of V**T are computed. /// /// /// The number of rows of the input matrix A. M greater or equal to 0. /// The number of columns of the input matrix A. N greater or equal to 0 /// On entry, the M-by-N matrix A. /// On exit, /// if JOBZ = 'O', A is overwritten with the first N columns /// of U (the left singular vectors, stored /// columnwise) if M >= N; /// A is overwritten with the first M rows /// of V**T (the right singular vectors, stored /// rowwise) otherwise. /// if JOBZ .ne. 'O', the contents of A are destroyed. /// The leading dimension of the array A. LDA ge max(1,M). /// array, dimension (min(M,N)). The singular values of A, sorted so that S(i) ge S(i+1) /// array, dimension (LDU,UCOL) /// UCOL = M if JOBZ = 'A' or JOBZ = 'O' and M < N; /// UCOL = min(M,N) if JOBZ = 'S'. /// If JOBZ = 'A' or JOBZ = 'O' and M < N, U contains the M-by-M /// orthogonal matrix U; /// if JOBZ = 'S', U contains the first min(M,N) columns of U /// (the left singular vectors, stored columnwise); /// if JOBZ = 'O' and M >= N, or JOBZ = 'N', U is not referenced. /// The leading dimension of the array U. LDU >= 1; if /// JOBZ = 'S' or 'A' or JOBZ = 'O' and M < N, LDU >= M /// array, dimension (LDVT,N). If JOBZ = 'A' or JOBZ = 'O' and /// M >= N, VT contains the N-by-N orthogonal matrix V**T; if JOBZ = 'S', /// VT contains the first min(M,N) rows of V**T /// (the right singular vectors, stored rowwise); if JOBZ = 'O' and M < N, /// or JOBZ = 'N', VT is not referenced /// The leading dimension of the array VT. LDVT > = 1; /// if JOBZ = 'A' or JOBZ = 'O' and M > = N, LDVT >= N; /// if JOBZ = 'S', LDVT > min(M,N). /// /// /// 0: successful exit. /// lower 0: if INFO = -i, the i-th argument had an illegal value. /// greater 0: DBDSDC did not converge, updating process failed. /// /// /// (From the lapack manual):DGESDD computes the singular value decomposition (SVD) of a real ///M-by-N matrix A, optionally computing the left and right singular ///vectors. If singular vectors are desired, it uses a ///divide-and-conquer algorithm. ///The SVD is written ///
A = U * SIGMA * transpose(V)
///where SIGMA is an M-by-N matrix which is zero except for its ///min(m,n) diagonal elements, U is an M-by-M orthogonal matrix, and ///V is an N-by-N orthogonal matrix. The diagonal elements of SIGMA ///are the singular values of A; they are real and non-negative, and ///are returned in descending order. The first min(m,n) columns of ///U and V are the left and right singular vectors of A. ///Note that the routine returns VT = V**T, not V. ///The divide and conquer algorithm makes very mild assumptions about ///floating point arithmetic. It will work on machines with a guard ///digit in add/subtract, or on those binary machines without guard ///digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or ///Cray-2. It could conceivably fail on hexadecimal or decimal machines ///without guard digits, but we know of none.
void sgesvd (char jobz, int m, int n, float [] a, int lda, float [] s, float [] u, int ldu, float [] vt, int ldvt, ref int info); /// /// singular value decomposition, older version, less memory needed /// /// Specifies options for computing all or part of the matrix U /// = 'A': all M columns of U and all N rows of V**T are ///returned in the arrays U and VT /// = 'S': the first min(M,N) columns of U and the first /// min(M,N) rows of V**T are returned in the arrays U /// and VT /// = 'O': If M >= N, the first N columns of U are overwritten /// on the array A and all rows of V**T are returned in /// the array VT. Otherwise, all columns of U are returned in the /// array U and the first M rows of V**T are overwritten /// in the array VT /// = 'N': no columns of U or rows of V**T are computed. /// /// /// The number of rows of the input matrix A. M greater or equal to 0. /// The number of columns of the input matrix A. N greater or equal to 0 /// On entry, the M-by-N matrix A. /// On exit, /// if JOBZ = 'O', A is overwritten with the first N columns /// of U (the left singular vectors, stored /// columnwise) if M >= N; /// A is overwritten with the first M rows /// of V**T (the right singular vectors, stored /// rowwise) otherwise. /// if JOBZ .ne. 'O', the contents of A are destroyed. /// The leading dimension of the array A. LDA ge max(1,M). /// array, dimension (min(M,N)). The singular values of A, sorted so that S(i) ge S(i+1) /// array, dimension (LDU,UCOL) /// UCOL = M if JOBZ = 'A' or JOBZ = 'O' and M < N; /// UCOL = min(M,N) if JOBZ = 'S'. /// If JOBZ = 'A' or JOBZ = 'O' and M < N, U contains the M-by-M /// orthogonal matrix U; /// if JOBZ = 'S', U contains the first min(M,N) columns of U /// (the left singular vectors, stored columnwise); /// if JOBZ = 'O' and M >= N, or JOBZ = 'N', U is not referenced. /// The leading dimension of the array U. LDU >= 1; if /// JOBZ = 'S' or 'A' or JOBZ = 'O' and M < N, LDU >= M /// array, dimension (LDVT,N). If JOBZ = 'A' or JOBZ = 'O' and /// M >= N, VT contains the N-by-N orthogonal matrix V**T; if JOBZ = 'S', /// VT contains the first min(M,N) rows of V**T /// (the right singular vectors, stored rowwise); if JOBZ = 'O' and M < N, /// or JOBZ = 'N', VT is not referenced /// The leading dimension of the array VT. LDVT > = 1; /// if JOBZ = 'A' or JOBZ = 'O' and M > = N, LDVT >= N; /// if JOBZ = 'S', LDVT > min(M,N). /// /// /// 0: successful exit. /// lower 0: if INFO = -i, the i-th argument had an illegal value. /// greater 0: DBDSDC did not converge, updating process failed. /// /// /// (From the lapack manual):DGESDD computes the singular value decomposition (SVD) of a real ///M-by-N matrix A, optionally computing the left and right singular ///vectors. If singular vectors are desired, it uses a ///divide-and-conquer algorithm. ///The SVD is written ///
A = U * SIGMA * transpose(V)
///where SIGMA is an M-by-N matrix which is zero except for its ///min(m,n) diagonal elements, U is an M-by-M orthogonal matrix, and ///V is an N-by-N orthogonal matrix. The diagonal elements of SIGMA ///are the singular values of A; they are real and non-negative, and ///are returned in descending order. The first min(m,n) columns of ///U and V are the left and right singular vectors of A. ///Note that the routine returns VT = V**T, not V. ///The divide and conquer algorithm makes very mild assumptions about ///floating point arithmetic. It will work on machines with a guard ///digit in add/subtract, or on those binary machines without guard ///digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or ///Cray-2. It could conceivably fail on hexadecimal or decimal machines ///without guard digits, but we know of none.
void cgesvd (char jobz, int m, int n, fcomplex [] a, int lda, float [] s, fcomplex [] u, int ldu, fcomplex [] vt, int ldvt, ref int info); /// /// singular value decomposition, older version, less memory needed /// /// Specifies options for computing all or part of the matrix U /// = 'A': all M columns of U and all N rows of V**T are ///returned in the arrays U and VT /// = 'S': the first min(M,N) columns of U and the first /// min(M,N) rows of V**T are returned in the arrays U /// and VT /// = 'O': If M >= N, the first N columns of U are overwritten /// on the array A and all rows of V**T are returned in /// the array VT. Otherwise, all columns of U are returned in the /// array U and the first M rows of V**T are overwritten /// in the array VT /// = 'N': no columns of U or rows of V**T are computed. /// /// /// The number of rows of the input matrix A. M greater or equal to 0. /// The number of columns of the input matrix A. N greater or equal to 0 /// On entry, the M-by-N matrix A. /// On exit, /// if JOBZ = 'O', A is overwritten with the first N columns /// of U (the left singular vectors, stored /// columnwise) if M >= N; /// A is overwritten with the first M rows /// of V**T (the right singular vectors, stored /// rowwise) otherwise. /// if JOBZ .ne. 'O', the contents of A are destroyed. /// The leading dimension of the array A. LDA ge max(1,M). /// array, dimension (min(M,N)). The singular values of A, sorted so that S(i) ge S(i+1) /// array, dimension (LDU,UCOL) /// UCOL = M if JOBZ = 'A' or JOBZ = 'O' and M < N; /// UCOL = min(M,N) if JOBZ = 'S'. /// If JOBZ = 'A' or JOBZ = 'O' and M < N, U contains the M-by-M /// orthogonal matrix U; /// if JOBZ = 'S', U contains the first min(M,N) columns of U /// (the left singular vectors, stored columnwise); /// if JOBZ = 'O' and M >= N, or JOBZ = 'N', U is not referenced. /// The leading dimension of the array U. LDU >= 1; if /// JOBZ = 'S' or 'A' or JOBZ = 'O' and M < N, LDU >= M /// array, dimension (LDVT,N). If JOBZ = 'A' or JOBZ = 'O' and /// M >= N, VT contains the N-by-N orthogonal matrix V**T; if JOBZ = 'S', /// VT contains the first min(M,N) rows of V**T /// (the right singular vectors, stored rowwise); if JOBZ = 'O' and M < N, /// or JOBZ = 'N', VT is not referenced /// The leading dimension of the array VT. LDVT > = 1; /// if JOBZ = 'A' or JOBZ = 'O' and M > = N, LDVT >= N; /// if JOBZ = 'S', LDVT > min(M,N). /// /// /// 0: successful exit. /// lower 0: if INFO = -i, the i-th argument had an illegal value. /// greater 0: DBDSDC did not converge, updating process failed. /// /// /// (From the lapack manual):DGESDD computes the singular value decomposition (SVD) of a real ///M-by-N matrix A, optionally computing the left and right singular ///vectors. If singular vectors are desired, it uses a ///divide-and-conquer algorithm. ///The SVD is written ///
A = U * SIGMA * transpose(V)
///where SIGMA is an M-by-N matrix which is zero except for its ///min(m,n) diagonal elements, U is an M-by-M orthogonal matrix, and ///V is an N-by-N orthogonal matrix. The diagonal elements of SIGMA ///are the singular values of A; they are real and non-negative, and ///are returned in descending order. The first min(m,n) columns of ///U and V are the left and right singular vectors of A. ///Note that the routine returns VT = V**T, not V. ///The divide and conquer algorithm makes very mild assumptions about ///floating point arithmetic. It will work on machines with a guard ///digit in add/subtract, or on those binary machines without guard ///digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or ///Cray-2. It could conceivably fail on hexadecimal or decimal machines ///without guard digits, but we know of none.
void zgesvd (char jobz, int m, int n, complex [] a, int lda, double [] s, complex [] u, int ldu, complex [] vt, int ldvt, ref int info); #endregion #region ?POTRF - cholesky factorization /// /// cholesky factorization /// void dpotrf (char uplo, int n, double [] A, int lda, ref int info); /// /// cholesky factorization /// void spotrf (char uplo, int n, float [] A, int lda, ref int info); /// /// cholesky factorization /// void cpotrf (char uplo, int n, fcomplex [] A, int lda, ref int info); /// /// cholesky factorization /// void zpotrf (char uplo, int n, complex [] A, int lda, ref int info); #endregion #region ?POTRI - inverse via cholesky factorization /// /// matrix inverse via cholesky factorization (?potrf) /// void dpotri (char uplo, int n, double [] A, int lda,ref int info); /// /// matrix inverse via cholesky factorization (?potrf) /// void spotri (char uplo, int n, float [] A, int lda,ref int info); /// /// matrix inverse via cholesky factorization (?potrf) /// void cpotri (char uplo, int n, fcomplex [] A, int lda,ref int info); /// /// matrix inverse via cholesky factorization (?potrf) /// void zpotri (char uplo, int n, complex [] A, int lda,ref int info); #endregion #region ?POTRS - Solve via cholesky factors /// /// solve equation system via cholesky factorization (?potrs) /// void dpotrs (char uplo, int n, int nrhs, double [] A, int lda, double [] B, int ldb, ref int info); /// /// solve equation system via cholesky factorization (?potrs) /// void spotrs (char uplo, int n, int nrhs, float [] A, int lda, float [] B, int ldb, ref int info); /// /// solve equation system via cholesky factorization (?potrs) /// void cpotrs (char uplo, int n, int nrhs, fcomplex [] A, int lda, fcomplex [] B, int ldb, ref int info); /// /// solve equation system via cholesky factorization (?potrs) /// void zpotrs (char uplo, int n, int nrhs, complex [] A, int lda, complex [] B, int ldb, ref int info); #endregion #region ?getrf - LU factorization /// /// LU factorization of general matrix /// void dgetrf (int M, int N, double [] A, int LDA, int [] IPIV, ref int info); /// /// LU factorization of general matrix /// void sgetrf (int M, int N, float [] A, int LDA, int [] IPIV, ref int info); /// /// LU factorization of general matrix /// void cgetrf (int M, int N, fcomplex [] A, int LDA, int [] IPIV, ref int info); /// /// LU factorization of general matrix /// void zgetrf (int M, int N, complex [] A, int LDA, int [] IPIV, ref int info); #endregion #region ?getri - inverse via LU factorization /// /// inverse of a matrix via LU factorization /// void dgetri (int N, double [] A, int LDA, int [] IPIV, ref int info); /// /// inverse of a matrix via LU factorization /// void sgetri (int N, float [] A, int LDA, int [] IPIV, ref int info); /// /// inverse of a matrix via LU factorization /// void cgetri (int N, fcomplex [] A, int LDA, int [] IPIV, ref int info); /// /// inverse of a matrix via LU factorization /// void zgetri (int N, complex [] A, int LDA, int [] IPIV, ref int info); #endregion #region ORGQR /// /// QR factor extraction /// void dorgqr (int M, int N, int K, double [] A, int lda, double [] tau, ref int info); /// /// QR factor extraction /// void sorgqr (int M, int N, int K, float [] A, int lda, float [] tau, ref int info); /// /// QR factor extraction /// void cungqr (int M, int N, int K, fcomplex [] A, int lda, fcomplex [] tau, ref int info); /// /// QR factor extraction /// void zungqr (int M, int N, int K, complex [] A, int lda, complex [] tau, ref int info); #endregion #region ?geqrf - QR factorization /// /// QR factorization /// void dgeqrf (int M, int N, double [] A, int lda, double [] tau, ref int info); /// /// QR factorization /// void sgeqrf (int M, int N, float [] A, int lda, float [] tau, ref int info); /// /// QR factorization /// void cgeqrf (int M, int N, fcomplex [] A, int lda, fcomplex [] tau, ref int info); /// /// QR factorization /// void zgeqrf (int M, int N, complex [] A, int lda, complex [] tau, ref int info); #endregion #region GEQP3 /// /// QR factorisation with column pivoting /// void dgeqp3 (int M, int N, double [] A, int LDA, int [] JPVT, double [] tau, ref int info); /// /// QR factorisation with column pivoting /// void sgeqp3 (int M, int N, float [] A, int LDA, int [] JPVT, float [] tau, ref int info); /// /// QR factorisation with column pivoting /// void cgeqp3 (int M, int N, fcomplex [] A, int LDA, int [] JPVT, fcomplex [] tau, ref int info); /// /// QR factorisation with column pivoting /// void zgeqp3 (int M, int N, complex [] A, int LDA, int [] JPVT, complex [] tau, ref int info); #endregion #region ?ormqr - mmult of QR factorization result /// /// multipliation for general matrix with QR decomposition factor /// void dormqr (char side, char trans, int m, int n, int k, double [] A, int lda, double [] tau, double [] C, int LDC, ref int info); /// /// multipliation for general matrix with QR decomposition factor /// void sormqr (char side, char trans, int m, int n, int k, float [] A, int lda, float [] tau, float [] C, int LDC, ref int info); #endregion #region DTRTRS /// /// Solve triangular system of linear equations (forward-/ backward substitution) /// /// 'U': A is upper triangular, 'L': A is lower triangular /// 'N': A * X = B (No transpose); 'T': A**T * X = B (Transpose), 'T': A**T * X = B (Transpose) /// 'N' arbitrary diagonal elements, 'U' unit diagonal /// order of A /// number of right hand sides - columns of matrix B /// square matrix A /// spacing between columns for A /// (input/output) on input: right hand side, on output: solution x /// spacing between columns for B /// (output) 0: success; < 0: illigal argument, > 0: A is sinular having a zero on the i-th diagonal element. No solution will be computed than. void dtrtrs (char uplo, char transA, char diag, int N, int nrhs, IntPtr A, int LDA, IntPtr B, int LDB, ref int info); /// /// Solve triangular system of linear equations (forward-/ backward substitution) /// /// 'U': A is upper triangular, 'L': A is lower triangular /// 'N': A * X = B (No transpose); 'T': A**T * X = B (Transpose), 'T': A**T * X = B (Transpose) /// 'N' arbitrary diagonal elements, 'U' unit diagonal /// order of A /// number of right hand sides - columns of matrix B /// square matrix A /// spacing between columns for A /// (input/output) on input: right hand side, on output: solution x /// spacing between columns for B /// (output) 0: success; < 0: illigal argument, > 0: A is sinular having a zero on the i-th diagonal element. No solution will be computed than. void strtrs (char uplo, char transA, char diag, int N, int nrhs, IntPtr A, int LDA, IntPtr B, int LDB, ref int info); /// /// Solve triangular system of linear equations (forward-/ backward substitution) /// /// 'U': A is upper triangular, 'L': A is lower triangular /// 'N': A * X = B (No transpose); 'T': A**T * X = B (Transpose), 'T': A**T * X = B (Transpose) /// 'N' arbitrary diagonal elements, 'U' unit diagonal /// order of A /// number of right hand sides - columns of matrix B /// square matrix A /// spacing between columns for A /// (input/output) on input: right hand side, on output: solution x /// spacing between columns for B /// (output) 0: success; < 0: illigal argument, > 0: A is sinular having a zero on the i-th diagonal element. No solution will be computed than. void ctrtrs (char uplo, char transA, char diag, int N, int nrhs, IntPtr A, int LDA, IntPtr B, int LDB, ref int info); /// /// Solve triangular system of linear equations (forward-/ backward substitution) /// /// 'U': A is upper triangular, 'L': A is lower triangular /// 'N': A * X = B (No transpose); 'T': A**T * X = B (Transpose), 'T': A**T * X = B (Transpose) /// 'N' arbitrary diagonal elements, 'U' unit diagonal /// order of A /// number of right hand sides - columns of matrix B /// square matrix A /// spacing between columns for A /// (input/output) on input: right hand side, on output: solution x /// spacing between columns for B /// (output) 0: success; < 0: illigal argument, > 0: A is sinular having a zero on the i-th diagonal element. No solution will be computed than. void ztrtrs (char uplo, char transA, char diag, int N, int nrhs, IntPtr A, int LDA, IntPtr B, int LDB, ref int info); #endregion #region ?GETRS /// /// solve system of linear equations by triangular matrices /// /// transpose before work? /// number rows /// number right hand sides /// matrix A /// spacing between columns: A /// pivoting indices /// matrix B /// spacing between columns: B /// success info void dgetrs (char trans, int N, int NRHS, double [] A, int LDA, int [] IPIV, double [] B, int LDB, ref int info); /// /// solve system of linear equations by triangular matrices /// /// transpose before work? /// number rows /// number right hand sides /// matrix A /// spacing between columns: A /// pivoting indices /// matrix B /// spacing between columns: B /// success info void sgetrs (char trans, int N, int NRHS, float [] A, int LDA, int [] IPIV, float [] B, int LDB, ref int info); /// /// solve system of linear equations by triangular matrices /// /// transpose before work? /// number rows /// number right hand sides /// matrix A /// spacing between columns: A /// pivoting indices /// matrix B /// spacing between columns: B /// success info void cgetrs (char trans, int N, int NRHS, fcomplex [] A, int LDA, int [] IPIV, fcomplex [] B, int LDB, ref int info); /// /// solve system of linear equations by triangular matrices /// /// transpose before work? /// number rows /// number right hand sides /// matrix A /// spacing between columns: A /// pivoting indices /// matrix B /// spacing between columns: B /// success info void zgetrs (char trans, int N, int NRHS, complex [] A, int LDA, int [] IPIV, complex [] B, int LDB, ref int info); #endregion #region ?GELSD - least square solution, SVD - divide & conquer void dgelsd (int m, int n, int nrhs, double[] A, int lda, double[] B, int ldb, double[] S, double RCond, ref int rank, ref int info); void sgelsd (int m, int n, int nrhs, float[] A, int lda, float[] B, int ldb, float[] S, float RCond, ref int rank, ref int info); void cgelsd (int m, int n, int nrhs, fcomplex[] A, int lda, fcomplex[] B, int ldb, float[] S, float RCond, ref int rank, ref int info); void zgelsd (int m, int n, int nrhs, complex[] A, int lda, complex[] B, int ldb, double[] S, double RCond, ref int rank, ref int info); #endregion #region ?GELSY - least square solution, QRP void dgelsy (int m,int n,int nrhs, double[] A,int lda, double[] B,int ldb, int[] JPVT0, double RCond, ref int rank, ref int info); void sgelsy (int m,int n,int nrhs, float[] A,int lda, float[] B,int ldb, int[] JPVT0, float RCond, ref int rank, ref int info); void cgelsy (int m,int n,int nrhs, fcomplex[] A,int lda, fcomplex[] B,int ldb, int[] JPVT0, float RCond, ref int rank, ref int info); void zgelsy (int m,int n,int nrhs, complex[] A,int lda, complex[] B,int ldb, int[] JPVT0, double RCond, ref int rank, ref int info); #endregion #region ?GEEVX - eigenvectors & -values, nonsymmetric A void dgeevx (char balance, char jobvl, char jobvr, char sense, int n, double[] A, int lda, double[] wr, double[] wi, double[] vl, int ldvl, double[] vr, int ldvr, ref int ilo, ref int ihi, double[] scale, ref double abnrm, double[] rconde, double[] rcondv, ref int info); void sgeevx (char balance, char jobvl, char jobvr, char sense, int n, float[] A, int lda, float[] wr, float[] wi, float[] vl, int ldvl, float[] vr, int ldvr, ref int ilo, ref int ihi, float[] scale, ref float abnrm, float[] rconde, float[] rcondv, ref int info); void cgeevx (char balance, char jobvl, char jobvr, char sense, int n, fcomplex[] A, int lda, fcomplex[] w, fcomplex[] vl, int ldvl, fcomplex[] vr, int ldvr, ref int ilo, ref int ihi, float[] scale, ref float abnrm, float[] rconde, float[] rcondv, ref int info); void zgeevx (char balance, char jobvl, char jobvr, char sense, int n, complex[] A, int lda, complex[] w, complex[] vl, int ldvl, complex[] vr, int ldvr, ref int ilo, ref int ihi, double[] scale, ref double abnrm, double[] rconde, double[] rcondv, ref int info); #endregion #region ?GEEVR - eigenvectors & -values, symmetric/hermitian A void dsyevr (char jobz, char range, char uplo, int n, double [] A, int lda, double vl, double vu, int il, int iu, double abstol, ref int m, double[] w, double [] z, int ldz, int[] isuppz, ref int info); void ssyevr (char jobz, char range, char uplo, int n, float [] A, int lda, float vl, float vu, int il, int iu, float abstol, ref int m, float [] w, float [] z, int ldz, int[] isuppz, ref int info); void cheevr (char jobz, char range, char uplo, int n, fcomplex[] A, int lda, float vl, float vu, int il, int iu, float abstol, ref int m, float [] w, fcomplex[] z, int ldz, int[] isuppz, ref int info); void zheevr (char jobz, char range, char uplo, int n, complex [] A, int lda, double vl, double vu, int il, int iu, double abstol, ref int m, double[] w, complex [] z, int ldz, int[] isuppz, ref int info); #endregion #region ?SYGV - eigenvectors & -values, symmetric/hermitian A and B, pos.def.B void dsygv (int itype, char jobz, char uplo, int n, double [] A, int lda, double [] B, int ldb, double [] w, ref int info); void ssygv (int itype, char jobz, char uplo, int n, float [] A, int lda, float [] B, int ldb, float [] w, ref int info); void chegv (int itype, char jobz, char uplo, int n, fcomplex[] A, int lda, fcomplex[] B, int ldb, float [] w, ref int info); void zhegv (int itype, char jobz, char uplo, int n, complex [] A, int lda, complex [] B, int ldb, double [] w, ref int info); #endregion } }