LAPACK, version 2.0 LAPACK Users' Guide, Second Edition DATE: September 30, 1994 LAPACK is a library of numerical linear algebra subroutines designed for high performance on workstations, vector computers, and shared memory multiprocessors. Release 2.0 of LAPACK introduces new routines, as well as extending the functionality of existing routines. The most significant new routines and functions are: 1) the generalized nonsymmetric eigenproblem Ax = lambda Bx 2) the generalized definite banded eigenproblem Ax = lambda Bx 3) two generalized linear least squares problems (least squares with linear constraints, and the Gauss-Markov linear model problem) 4) the generalized (quotient) singular value decomposition 5) faster routines for symmetric eigenproblems, based on divide-and-conquer 6) a faster bidiagonal SVD (singular values only) 7) reduction of a band matrix to bidiagonal form 8) improved linear system drivers, to better reuse existing factorizations, and return the pivot growth factor 9) the least squares drivers now return the residual root-sum-of-squares Numerous bug fixes, code modifications, and/or commenting changes have also occurred. For more details, see below. Please note that the structure of the lapack directory on netlib has changed. The major difference is that the SRC files are no longer contained in the top-level lapack directory but in its subdirectories single, double, complex, and complex16. The indexes in the lapack directory and its subdirectories now list each of the different precisions of a subroutine individually. The latter change has been made to ease the development of html search capabilities. A C translation of the library is nearly complete and will be released soon. Bug Fixes and/or Code Modifications: Replaced BLAS/SRC/xNRM2. Modified BLAS/SRC/CHERK and CHER2K. xLAZRO, removed; replace with calls to xLASET. SRC/xLAGS2 bug fix (AVB12 not initialized in .not. upper case) SRC/SLARNV, TESTING/MATGEN/_LATMS and SLARND -- fixed incorrect value of TWOPI. Hermitian indefinite routines in SRC and TESTING/LIN fixed to ignore the imaginary parts of the diagonal elements. SRC/SBDSQR bug fix to THRESH SRC/SLAS2 bug fix SRC/xPTEQR and SSTERF modification SRC/SSTEBZ bug fix SRC/xSTEQR bug fix SRC/xTGEVC modified workspace WORK to 1-dimensional to avoid WORK(N,*) problem when N=0. Various modifications to fix floating point arithmetic problems. SAFETY parameter added to reduce/eliminate xgg.out failures. SRC/xHGEQZ SAFETY parameter added to reduce/eliminate xgg.out failures. TESTING/EIG/xDRVSG and xSGT01 modified to test SSBGV/CHBGV. New Routines: xGBBRD, computational routines for banded reduction to bidiagonal form. SSBGV/CHBGV, driver routine for generalized symmetric/Hermitian-definite banded eigenproblem. SSBGST/CHBGST, computational routine to reduces a symmetric/Hermitian-definite banded generalized eigenproblem to standard form. SPBSTF/CPBSTF, computational routine to compute a split Cholesky factorization of a symmetric/Hermitian positive definite band matrix. SSBTRD/CHBTRD, computational routine to reduce a band symmetric/- Hermitian matrix to tridiagonal form. SSYEVD/CHEEVD, SSBEVD/CHBEVD, SSPEVD/CHPEVD, and SSTEVD -- divide and conquer driver routines for symmetric eigenproblem, with accompanying computational and auxiliary routines CLACRM, SLAED0/CLAED0, SLAED1, SLAED2, SLAED3, SLAED4, SLAED5, SLAED6, SLAED7/CLAED7, SLAED8/CLAED8, SLAED9, SLAEDA, SLAMRG, SLASQ1, SLASQ2, SLASQ3, SLASQ4, SLASRT, and SSTEDC/CSTEDC. TESTING/EIG/xCHKGK and xCHKGL to test xGGBAL and xGGBAK. New testing input files _gbak.in and _gbal.in. TESTING/EIG/xCHKBB to test xGBBRD and new TESTING input files _bb.in. Additional Features: Level 1 BLAS Tester now available (included with the distribution) On-line manpages (troff files) for LAPACK driver and computational routines, as well as most of the BLAS routines, available via xnetlib. .