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GDD8000

Hand coded optimised EISPACK library for solving eigenvalue/eigenvector problems, incl. 20 run-time licensees

Overview

GDD-8000 Extended C Callable EISPACK LINEAR EIGENVALUE/EIGENVECTOR SYSTEMS PACKAGE for TMS320C6000.

The library is a set of about 100 functions and macros that find a solution to a linear algebraic eigensystems with various matrices, real or complex, general, band, symmetric or Hermitian. All or selected eigenvalues and eigenvectors can be computed. Several types of matrix decompositions like SVD or QR are performed by the library functions.

A set of memory allocation functions provides with economical storage for general/structured matrix classes. By using these memory allocation routines the amount of RAM storage is minimized for structured types of matrices, like symmetric, band and triangular classes of matrices.

The library implements and make use of complete Level 1 BLAS (Basic Linear Algebra Subroutines) standard.

Library's functions have been optimised algorithmically at the assembly level to fully utilize advantages of TMS320C6000 parallel architecture, floating point arithmetic and pipeline. BLAS Level 1 functions are hand-coded in assembly to obtain maximum possible performance of the TMS320C6000 DSPs.

The user's manual gives the details on using library functions.

Functions

REAL GENERALIZED EIGENSYSTEMS

            QZAB Find Generalized Eigenvalues and Eigenvectors
            RGG Find Generalized Eigenvalues and Eigenvectors


REAL SYMMETRIC GENERALIZED EIGENSYSTEMS

            RSG Find Generalized Eigenvalues and Eigenvectors
            RSGAB Find Generalized Eigenvalues and Eigenvectors
            RSGBA Find Generalized Eigenvalues and Eigenvectors


REAL GENERAL EIGENSYSTEMS

            RG Find Eigenvalues and Eigenvectors


REAL SYMMETRIC EIGENSYSTEMS

            RS Find Eigenvalues and Eigenvectors
            RSM Find All Eigenvalues and Some Eigenvectors


REAL SYMMETRIC BAND EIGENSYSTEMS

            RSB Find Eigenvalues and Eigenvectors


REAL SYMMETRIC TRIDIAGONAL EIGENSYSTEMS

            RST Find Eigenvalues and Eigenvectors


REAL SPECIAL TRIDIAGONAL EIGENSYSTEMS

            RT Find Eigenvalues and Eigenvectors


COMPLEX GENERALIZED EIGENSYSTEMS

            CGG Find Generalized Eigenvalues and Eigenvectors


HERMITIAN GENERALIZED EIGENSYSTEM

            CHG Find Generalized Eigenvalues and Eigenvectors
            CHGAB Find Generalized Eigenvalues and Eigenvectors
            CHGBA Find Generalized Eigenvalues and Eigenvectors


COMPLEX GENERAL EIGENSYSTEMS

            CG Find Eigenvalues and Eigenvectors, QZ Algorithm
            CGLZ Find Eigenvalues and Eigenvectors, LZ Algorithm


HERMITIAN EIGENSYSTEMS

            CH Find Eigenvalues and Eigenvectors


REAL GENERALIZED EIGENSYSTEMS

 QZ Algorithm
            QZHES Reduction to Hessenberg Find
            QZIT QZ Algorithm Iteration Step
            QZVAL Find Generalized Eigenvalues
            QZVEC Find Generalized Eigenvectors


REAL SYMMETRIC GENERALIZED EIGENSYSTEMS

Reduction to Standard Symmetric Eigenproblem
            REDUC Reduction Using Cholesky Factorization for AB
            REDUC2 Reduction Using Cholesky Factorization for BA
Eigenvectors
            REBAK Find Eigenvectors for AB
            REBAKB Find Eigenvectors for BA


REAL GENERAL EIGENSYSTEMS

Balancing
            BALANC Matrix Balancing
 Reduction to Hessenberg form
            ORTHES Reduction by Orthogonal Transformations
            ORTRAN Reduction and Accumulation the Transformations
            ELMHES Reduction by Elementary Transformations
            ELTRAN Reduction and Accumulation the Transformations
Eigenvalues and Eigenvectors
            HQR Find Eigenvalues, QR Algorithm
            HQR2 Find Eigenvalues and Eigenvectors, QR Algorithm
            INVIT Find Eigenvectors Corresponding to Specified Eigenvalues, Inverse    Iteration
            ORTBAK Find Eigenvectors, Orthogonal Transformations
            ELMBAK Find Eigenvectors, Elementary Transformations
            BALBAK Find Eigenvectors of Balanced Matrix


REAL SYMMETRIC EIGENSYSTEMS

Reduction to Symmetric Tridiagonal Find
            TRED1 Reduction by Orthogonal Transformations
            TRED2 Reduction and Accumulation the Transformations
Eigenvectors
            TRBAK1 Find Eigenvectors


REAL SYMMETRIC BAND EIGENSYSTEMS

Reduction to Symmetric Tridiagonal Find
            BANDR Reduction and Accumulation Orthogonal Transformations
Eigenvalues
            BQR Find Eigenvalue of Smallest Magnitude, QR Algorithm
Eigenvectors
            BANDV Find Eigenvectors Corresponding to Specified Eigenvalues


REAL TRIDIAGONAL EIGENSYSTEMS

Reduction to Symmetric Tridiagonal Find
            FIGI Reduction by Diagonal Transformations
            FIGI2 Reduction and Accumulation the Transformations
Eigenvectors
            BAKVEC Find Eigenvectors


REAL SYMMETRIC TRIDIAGONAL EIGENSYSTEMS

Eigenvalues and Eigenvectors
            TQL1 Find Eigenvalues, QL Algorithm
            IMTQL1 Find Eigenvalues, Implicit QL Algorithm
            IMTQLV Find Eigenvalues, Implicit QL Algorithm
            TQLRAT Find Eigenvalues, Rational QL Algorithm
            TQL2 Find Eigenvalues and Eigenvectors, QL Algorithm
            IMTQL2 Find Eigenvalues and Eigenvectors, Implicit QL Algorithm
            RATQR Find Smallest or Largest Eigenvalue, Rational QR Algorithm
            BISECT Find Eigenvalues Within Specified Interval
            TRIDIB Find Eigenvalues Between Specified Boundary Indices
            TSTURM Find Eigenvalues Within Specified Interval and Corresponding Eigenvectors
            TINVIT Find Eigenvectors Corresponding to Specified Eigenvalues


COMPLEX GENERALIZED EIGENSYSTEMS

LZ Algorithm
            CLZHES Reduction to Hessenberg Find
            CLZIT LZ Algorithm Iteration Step
            CLZVEC Find Generalized Eigenvectors
QZ Algorithm
            CQZHES Reduction to Hessenberg Find
            CQZIT QZ Algorithm Iteration Step
            CQZVEC Find Generalized Eigenvectors


HERMITIAN GENERALIZED EIGENSYSTEMS

Reduction to Hermitian Eigenproblem
            HRDUC Reduction Using Cholesky Factorization for AB
            HRDUC2 Reduction Using Cholesky Factorization for BA
Eigenvectors
            HRBAK Find Eigenvectors for AB
            HRBAKB Find Eigenvectors for BA


COMPLEX GENERAL EIGENSYSTEMS

Balancing
            CBAL Matrix Balancing
Reduction to Hessenberg form
            CORTH Reduction by Unitary Transformations
            COMHES Reduction by Elementary Transformations
Eigenvalues and Eigenvectors
            COMLR Find Eigenvalues, LR Algorithm
            COMLR2 Find Eigenvalues and Eigenvectors, LR Algorithm
            COMQR Find Eigenvalues, QR Algorithm
            COMQR2 Find Eigenvalues and Eigenvectors, QR Algorithm
            COMBAK Find Eigenvectors
            CORTB Find Eigenvectors
            CINVIT Find Eigenvectors Coresponding to Specified Eigenvalues, Inverse Iteration
            CBABK2 Find Eigenvectors of Balanced Matrix


HERMITIAN EIGENSYSTEMS

Reduction to Real Symmetric Tridiagonal Find
            HTRID3 Reduction by Unitary Transformations
            HTRIDI Reduction by Unitary Transformations
Eigenvectors
            HTRIB3 Find Eigenvectors
            HTRIBK Find Eigenvectors


SINGULAR VALUE DECOMPOSITION

            SSVDC Decomposition of a Real Matrix
            MINFIT Minimum Norm Least Squares Solutions
            CSVDC Decomposition of a Complex Matrix


QUASI-TRIANGULAR DECOMPOSITION

            HQRDC Orthogonal Quasi-Triangular Decomposition


MEMORY STORAGE ALLOCATION

Real Matrices, Vectors
            Allocate storage for a real vector (macro)
            Allocate storage for a real general matrix
            Allocate storage for a real general band matrix
            Allocate storage for a real symmetric/triangular matrix
            Allocate storage for a real symmetric/triangular band matrix
Complex Matrices, Vectors
            Allocate storage for a complex vector (macro)
            Allocate storage for a complex general matrix
            Allocate storage for a complex general band matrix
            Allocate storage for a complex symmetric/hermitian/triangular matrix
            Allocate storage for a complex symmetric/hermitian/triangular band matrix
 

 

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