chetrf.f man page

chetrf.f —

Synopsis

Functions/Subroutines

subroutine chetrf (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)
CHETRF

Function/Subroutine Documentation

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

CHETRF

Purpose:

CHETRF computes the factorization of a complex Hermitian matrix A
using the Bunch-Kaufman diagonal pivoting method.  The form of the
factorization is

   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, 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 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 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 = 'U' 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 = 'L' 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.

WORK

WORK is COMPLEX 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.

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 2011

Further Details:

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 178 of file chetrf.f.

Author

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Referenced By

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

Sat Nov 16 2013 Version 3.4.2 LAPACK