CSPTRF(3)
π CSPTRF(3) β the one where we factor a complex symmetric matrix, bestie
okay so this is a page from the Library Functions Manual, and it's all about CSPTRF, a LAPACK subroutine. it lives at /home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/csptrf.f and honestly? she's iconic. let's get into it π«Ά
β¨ SYNOPSIS β¨
Functions/Subroutines πΈ
subroutine CSPTRF (uplo, n, ap, ipiv, info)
CSPTRF
π¦ Function/Subroutine Documentation π¦
subroutine CSPTRF (character uplo, integer n, complex, dimension( * ) ap,
integer, dimension( * ) ipiv, integer info)
CSPTRF
π Purpose π
!> !> CSPTRF computes the factorization of a complex symmetric matrix A !> stored in packed format using the Bunch-Kaufman diagonal pivoting !> method: ! !> A = U*D*UT or A = L*D*LT ! !> where U (or L) is a product of permutation and unit upper (lower) !> triangular matrices, and D is symmetric and block diagonal with !> 1-by-1 and 2-by-2 diagonal blocks. !
like, literally the whole vibe: Bunch-Kaufman diagonal pivoting, packed symmetric complex matrix, and you get A = U*D*U**T or A = L*D*L**T out of it. U (or L) is a product of permutation and unit upper (or lower) triangular matrices, and D is symmetric + block diagonal with 1-by-1 and 2-by-2 diagonal blocks. slay π₯
β Parameters β
UPLO
!> UPLO is CHARACTER*1 !> = 'U': Upper triangle of A is stored; !> = 'L': Lower triangle of A is stored. !
which triangle of A we're keeping, bestie. 'U' = upper triangle stored, 'L' = lower triangle stored. pick one, no cap π
N
!> N is INTEGER !> The order of the matrix A. N >= 0. !
the order of the matrix A. must be N >= 0 β zero is allowed, negative is not, don't try it π
AP
!> AP is COMPLEX array, dimension (N*(N+1)/2) !> On entry, the upper or lower triangle of the symmetric matrix !> A, packed columnwise in a linear array. The j-th column of A !> is stored in the array AP as follows: !> if UPLO = 'U', AP(i + (j-1)j/2) = A(i,j) for 1<=i<=j; !> if UPLO = 'L', AP(i + (j-1)(2n-j)/2) = A(i,j) for j<=i<=n. ! !> On exit, the block diagonal matrix D and the multipliers used !> to obtain the factor U or L, stored as a packed triangular !> matrix overwriting A (see below for further details). !
COMPLEX array, dimension (N*(N+1)/2). on entry it's the upper or lower triangle of the symmetric matrix A, packed columnwise in a linear array β the j-th column of A goes in like this:
- if
UPLO = 'U',AP(i + (j-1)*j/2) = A(i,j)for1<=i<=j - if
UPLO = 'L',AP(i + (j-1)*(2n-j)/2) = A(i,j)forj<=i<=n
and on exit? it gets overwritten π the block diagonal matrix D plus the multipliers used to get U or L live there now, stored as a packed triangular matrix overwriting A (more deets below, keep reading).
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. !
INTEGER array, dimension (N). this is the receipts on the interchanges and the block structure of D:
- if
IPIV(k) > 0, then rows and columnskandIPIV(k)were interchanged, andD(k,k)is a 1-by-1 diagonal block β¨ - if
UPLO = 'U'andIPIV(k) = IPIV(k-1) < 0, then rows and columnsk-1and-IPIV(k)were interchanged, andD(k-1:k,k-1:k)is a 2-by-2 diagonal block - if
UPLO = 'L'andIPIV(k) = IPIV(k+1) < 0, then rows and columnsk+1and-IPIV(k)were interchanged, andD(k:k+1,k:k+1)is a 2-by-2 diagonal block
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. !
INTEGER, the vibe check at the end:
= 0: successful exit, we ate π< 0: ifINFO = -i, the i-th argument had an illegal value β someone passed a bad arg, tragic> 0: ifINFO = i,D(i,i)is exactly zero. the factorization has been completed, but the block diagonal matrixDis exactly singular, and division by zero will occur if it's used to solve a system of equations π that's a whole situation, be careful
π Author π
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
(the whole academic Avengers lineup, we stan π«Ά)
π Further Details: π
!> !> 5-96 - Based on modifications by J. Lewis, Boeing Computer Services !> Company ! !> If UPLO = 'U', then A = U*D*UT, 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 = LD*LT, 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). !
first, the lore drop: 5-96 - Based on modifications by J. Lewis, Boeing Computer Services Company π©οΈ
then, the actual math, which is honestly so much:
if UPLO = 'U', then A = U*D*U**T, 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). β¨
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). ate and left no crumbs π₯
π§ Definition π§
Definition at line 157 of file csptrf.f.
ngl this whole page was generated automatically by Doxygen for LAPACK from the source code β so if something looks weird, blame the robot, not me π
okay that's the whole thing, mwah π β LAPACK, Version 3.12.0 π¦ and the file is /home/abui...RC/csptrf.f(3), see u next time bestie β¨π
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