SRC/chetf2_rook.f(3)

πŸŽ€ NAME πŸŽ€

SRC/chetf2_rook.f β€” the Library Functions Manual page, bestie. This one is all about CHETF2_ROOK, and yes it's giving iconic linear algebra energy πŸ’…


✨ SYNOPSIS ✨

🫢 Functions/Subroutines 🫢

subroutine chetf2_rook (uplo, n, a, lda, ipiv, info)

CHETF2_ROOK computes the factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman (rook) diagonal pivoting method (unblocked algorithm).


πŸ’… Function/Subroutine Documentation πŸ’…

subroutine chetf2_rook (character uplo, integer n, complex, dimension( lda,
     * ) a, integer lda, integer, dimension( * ) ipiv, integer info)

CHETF2_ROOK computes the factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman ("rook") diagonal pivoting method (unblocked algorithm).

🌸 Purpose 🌸

CHETF2_ROOK computes the factorization of a complex Hermitian matrix A using the bounded Bunch-Kaufman ("rook") 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 β€” 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 β€” is INTEGER. The order of the matrix A. N >= 0.
  • A β€” 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 β€” is INTEGER. The leading dimension of the array A. LDA >= max(1,N).
  • IPIV β€” 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) < 0 and IPIV(k-1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k-1 and -IPIV(k-1) were inerchaged, 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) < 0 and IPIV(k+1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k+1 and -IPIV(k+1) were inerchaged, D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
  • INFO β€” 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.

πŸ”₯ Further Details πŸ”₯

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).

πŸ¦‹ Contributors πŸ¦‹

  • November 2013, Igor Kozachenko, Computer Science Division, University of California, Berkeley
  • September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester
  • 01-01-96 - Based on modifications by J. Lewis, Boeing Computer Services Company, and A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA

Definition at line 193 of file chetf2_rook.f.


🌟 Author 🌟

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