chetf2 (l) - Linux Manuals
chetf2: computes the factorization of a complex Hermitian matrix A using the Bunch-Kaufman diagonal pivoting method
NAME
CHETF2 - computes the factorization of a complex Hermitian matrix A using the Bunch-Kaufman diagonal pivoting methodSYNOPSIS
- SUBROUTINE CHETF2(
- UPLO, N, A, LDA, IPIV, INFO )
- CHARACTER UPLO
- INTEGER INFO, LDA, N
- INTEGER IPIV( * )
- COMPLEX A( LDA, * )
PURPOSE
CHETF2 computes the factorization of a complex Hermitian matrix A using the Bunch-Kaufman diagonal pivoting method:A
where U (or L) is a product of permutation and unit upper (lower) triangular matrices, Uaq is the conjugate transpose of U, and D is Hermitian and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. This is the unblocked version of the algorithm, calling Level 2 BLAS.
ARGUMENTS
- UPLO (input) CHARACTER*1
-
Specifies whether the upper or lower triangular part of the
Hermitian matrix A is stored:
= aqUaq: Upper triangular
= aqLaq: Lower triangular - N (input) INTEGER
- The order of the matrix A. N >= 0.
- A (input/output) COMPLEX array, dimension (LDA,N)
- On entry, the Hermitian matrix A. If UPLO = aqUaq, 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 = aqLaq, 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 (input) INTEGER
- The leading dimension of the array A. LDA >= max(1,N).
- IPIV (output) INTEGER array, dimension (N)
- Details of the interchanges and the block structure of D. 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 UPLO = aqUaq and IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = aqLaq and IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
- INFO (output) INTEGER
-
= 0: successful exit
< 0: if INFO = -k, the k-th argument had an illegal value
> 0: if INFO = k, D(k,k) 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.
FURTHER DETAILS
09-29-06 - patch fromU
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
U(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 = aqLaq, then A = L*D*Laq, where
L
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
L(k)
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).