chetf2.f man page

chetf2.f —

Synopsis

Functions/Subroutines

subroutine chetf2 (UPLO, N, A, LDA, IPIV, INFO)
CHETF2 computes the factorization of a complex Hermitian matrix, using the diagonal pivoting method (unblocked algorithm calling Level 2 BLAS).

Function/Subroutine Documentation

subroutine chetf2 (characterUPLO, integerN, complex, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, integerINFO)

CHETF2 computes the factorization of a complex Hermitian matrix, using the diagonal pivoting method (unblocked algorithm calling Level 2 BLAS).

Purpose:

CHETF2 computes the factorization of a complex Hermitian matrix A
using the Bunch-Kaufman diagonal pivoting method:

   A = U*D*U**H  or  A = L*D*L**H

where U (or L) is a product of permutation and unit upper (lower)
triangular matrices, U**H 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.

Parameters:

UPLO

UPLO is CHARACTER*1
Specifies whether the upper or lower triangular part of the
Hermitian matrix A is stored:
= 'U':  Upper triangular
= 'L':  Lower triangular

N

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

A

A is COMPLEX 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':
   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) = 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 = 'L':
   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) = 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

INFO is 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.

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

November 2013

Further Details:

09-29-06 - patch from
  Bobby Cheng, MathWorks

  Replace l.210 and l.392
       IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
  by
       IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. SISNAN(ABSAKK) ) THEN

01-01-96 - Based on modifications by
  J. Lewis, Boeing Computer Services Company
  A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA

If UPLO = 'U', then A = U*D*U**H, where
   U = P(n)*U(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**H, 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).

Definition at line 187 of file chetf2.f.

Author

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Referenced By

chetf2(3) is an alias of chetf2.f(3).

Sat Nov 16 2013 Version 3.4.2 LAPACK