ZPSTF2(3)
πΈ NAME πΈ
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/zpstf2.f
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β¨ SYNOPSIS β¨
π§ Functions/Subroutines π§
subroutine ZPSTF2 (uplo, n, a, lda, piv, rank, tol, work, info)β ZPSTF2 computes the Cholesky factorization with complete pivoting of a complex Hermitian positive semidefinite matrix.
π Function/Subroutine Documentation π
πΈ subroutine ZPSTF2 πΈ
subroutine ZPSTF2 (character uplo, integer n, complex*16, dimension( lda, * ) a, integer lda, integer, dimension( n ) piv, integer rank, double precision tol, double precision, dimension( 2*n ) work, integer info)
ZPSTF2 computes the Cholesky factorization with complete pivoting of a complex Hermitian positive semidefinite matrix. π«Ά
π Purpose π
Okay so ZPSTF2 computes the Cholesky factorization with complete pivoting of a complex Hermitian positive semidefinite matrix A. The factorization has the form:
P**T * A * P = U**H * U , if UPLO = 'U',
P**T * A * P = L * L**H, if UPLO = 'L',
where U is an upper triangular matrix and L is lower triangular, and P is stored as vector PIV. π
Heads up, bestie: this algorithm does not attempt to check that A is positive semidefinite. This version of the algorithm calls level 2 BLAS. π
π Parameters π
UPLOβUPLO is CHARACTER*1. Specifies whether the upper or lower triangular part of the symmetric matrixAis stored.= 'U':Upper triangular= 'L':Lower triangular
NβN is INTEGER. The order of the matrixA.N >= 0.AβA is COMPLEX*16 array, dimension (LDA,N). On entry, the symmetric matrixA. IfUPLO = 'U', the leadingnbynupper triangular part ofAcontains the upper triangular part of the matrixA, and the strictly lower triangular part ofAis not referenced. IfUPLO = 'L', the leadingnbynlower triangular part ofAcontains the lower triangular part of the matrixA, and the strictly upper triangular part ofAis not referenced.
On exit, if INFO = 0, the factor U or L from the Cholesky factorization as above. iconic.
PIVβPIV is INTEGER array, dimension (N).PIVis such that the nonzero entries areP( PIV(K), K ) = 1.RANKβRANK is INTEGER. The rank ofAgiven by the number of steps the algorithm completed.TOLβTOL is DOUBLE PRECISION. User defined tolerance. IfTOL < 0, thenN*U*MAX( A( K,K ) )will be used. The algorithm terminates at the(K-1)st step if the pivot<= TOL.LDAβLDA is INTEGER. The leading dimension of the arrayA.LDA >= max(1,N).WORKβWORK is DOUBLE PRECISION array, dimension (2*N). Work space.INFOβINFO is INTEGER.< 0:IfINFO = -K, theK-th argument had an illegal value,= 0:algorithm completed successfully, and> 0:the matrixAis either rank deficient with computed rank as returned inRANK, or is not positive semidefinite. See Section 7 of LAPACK Working Note #161 for further information.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 141 of file zpstf2.f.
π Author π
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