zhetrf_rook (3) - Linux Manuals

NAME

zhetrf_rook.f -

SYNOPSIS

Functions/Subroutines

subroutine zhetrf_rook (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)
ZHETRF_ROOK computes the factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman ('rook') diagonal pivoting method (blocked algorithm, calling Level 3 BLAS).

Function/Subroutine Documentation

subroutine zhetrf_rook (characterUPLO, integerN, complex*16, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, complex*16, dimension( * )WORK, integerLWORK, integerINFO)

ZHETRF_ROOK computes the factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman ('rook') diagonal pivoting method (blocked algorithm, calling Level 3 BLAS).

Purpose:

 ZHETRF_ROOK computes the factorization of a complex Hermitian matrix A
 using the bounded Bunch-Kaufman ("rook") diagonal pivoting method.
 The form of the factorization is

    A = U*D*U**T  or  A = L*D*L**T

 where U (or L) is a product of permutation and unit upper (lower)
 triangular matrices, and D is Hermitian and block diagonal with
 1-by-1 and 2-by-2 diagonal blocks.

 This is the blocked version of the algorithm, calling Level 3 BLAS.

 

Parameters:

UPLO

          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.

N

          N is INTEGER
          The order of the matrix A.  N >= 0.

A

          A is COMPLEX*16 array, dimension (LDA,N)
          On entry, the Hermitian matrix A.  If UPLO = 'U', the leading
          N-by-N upper triangular part of A contains the upper
          triangular part of the matrix A, and the strictly lower
          triangular part of A is not referenced.  If UPLO = 'L', the
          leading N-by-N lower triangular part of A contains the lower
          triangular part of the matrix A, and the strictly upper
          triangular part of A is not referenced.

          On exit, the block diagonal matrix D and the multipliers used
          to obtain the factor U or L (see below for further details).

LDA

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).

IPIV

          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D.

          If UPLO = 'U':
             Only the last KB elements of IPIV are set.

             If IPIV(k) > 0, then rows and columns k and IPIV(k) were
             interchanged and D(k,k) is a 1-by-1 diagonal block.

             If IPIV(k) < 0 and IPIV(k-1) < 0, then rows and
             columns k and -IPIV(k) were interchanged and rows and
             columns k-1 and -IPIV(k-1) were inerchaged,
             D(k-1:k,k-1:k) is a 2-by-2 diagonal block.

          If UPLO = 'L':
             Only the first KB elements of IPIV are set.

             If IPIV(k) > 0, then rows and columns k and IPIV(k)
             were interchanged and D(k,k) is a 1-by-1 diagonal block.

             If IPIV(k) < 0 and IPIV(k+1) < 0, then rows and
             columns k and -IPIV(k) were interchanged and rows and
             columns k+1 and -IPIV(k+1) were inerchaged,
             D(k:k+1,k:k+1) is a 2-by-2 diagonal block.

WORK

          WORK is COMPLEX*16 array, dimension (MAX(1,LWORK)).
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK

          LWORK is INTEGER
          The length of WORK.  LWORK >=1.  For best performance
          LWORK >= N*NB, where NB is the block size returned by ILAENV.

          If LWORK = -1, then a workspace query is assumed; the routine
          only calculates the optimal size of the WORK array, returns
          this value as the first entry of the WORK array, and no error
          message related to LWORK is issued by XERBLA.

INFO

          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  if INFO = i, D(i,i) is exactly zero.  The factorization
                has been completed, but the block diagonal matrix D is
                exactly singular, and division by zero will occur if it
                is used to solve a system of equations.

 

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

November 2013

Further Details:

  If UPLO = 'U', then A = U*D*U**T, where
     U = H(n)*H(n)* ... *P(k)U(k)* ...,
  i.e., U is a product of terms P(k)*U(k), where k decreases from n to
  1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
  and 2-by-2 diagonal blocks D(k).  P(k) is a permutation matrix as
  defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
  that if the diagonal block D(k) is of order s (s = 1 or 2), then

             (   I    v    0   )   k-s
     U(k) =  (   0    I    0   )   s
             (   0    0    I   )   n-k
                k-s   s   n-k

  If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
  If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
  and A(k,k), and v overwrites A(1:k-2,k-1:k).

  If UPLO = 'L', then A = L*D*L**T, where
     L = P(1)*L(1)* ... *P(k)*L(k)* ...,
  i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
  n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
  and 2-by-2 diagonal blocks D(k).  P(k) is a permutation matrix as
  defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
  that if the diagonal block D(k) is of order s (s = 1 or 2), then

             (   I    0     0   )  k-1
     L(k) =  (   0    I     0   )  s
             (   0    v     I   )  n-k-s+1
                k-1   s  n-k-s+1

  If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
  If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
  and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).

 

Contributors:

  November 2013,  Igor Kozachenko,
                  Computer Science Division,
                  University of California, Berkeley

  September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
                  School of Mathematics,
                  University of Manchester

 

Definition at line 213 of file zhetrf_rook.f.

Author

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