SRC/chetrf_rk.f(3)

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✨ NAME ✨

SRC/chetrf_rk.f


πŸ¦‹ SYNOPSIS πŸ¦‹

Functions/Subroutines

subroutine chetrf_rk (uplo, n, a, lda, e, ipiv, work, lwork, info)

CHETRF_RK computes the factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS3 blocked algorithm).


πŸ’– Function/Subroutine Documentation πŸ’–

subroutine chetrf_rk

subroutine chetrf_rk (character uplo, integer n, complex, dimension( lda, *
) a, integer lda, complex, dimension( * ) e, integer, dimension( * )
ipiv, complex, dimension( * ) work, integer lwork, integer info)

okay so CHETRF_RK computes the factorization of a complex Hermitian matrix A using the bounded Bunch-Kaufman (rook) diagonal pivoting method. no cap, it's giving serious factorization main character energy πŸ”₯

Purpose

the whole glow-up is this:

A = P*U*D*(U**H)*(P**T) or A = P*L*D*(L**H)*(P**T),

where:

  • U (or L) is a unit upper (or lower) triangular matrix,
  • U**H (or L**H) is the conjugate of U (or L),
  • P is a permutation matrix,
  • P**T is the transpose of P,
  • 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. for more information see the Further Details section. periodt πŸ’…

πŸ“‹ Parameters πŸ“‹

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, contains:

  • a) ONLY diagonal elements of the Hermitian block diagonal matrix D on the diagonal of A, i.e. D(k,k) = A(k,k); (superdiagonal (or subdiagonal) elements of D are stored on exit in array E), and
  • b) If UPLO = 'U': factor U in the superdiagonal part of A. If UPLO = 'L': factor L in the subdiagonal part of A.

LDA

LDA is INTEGER.

the leading dimension of the array A. LDA >= max(1,N).

E

E is COMPLEX array, dimension (N).

on exit, contains the superdiagonal (or subdiagonal) elements of the Hermitian block diagonal matrix D with 1-by-1 or 2-by-2 diagonal blocks, where:

  • If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0;
  • If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0.
NOTE: For 1-by-1 diagonal block D(k), where 1 <= k <= N, the element E(k) is set to 0 in both UPLO = 'U' or UPLO = 'L' cases.

IPIV

IPIV is INTEGER array, dimension (N).

IPIV describes the permutation matrix P in the factorization of matrix A as follows. The absolute value of IPIV(k) represents the index of row and column that were interchanged with the k-th row and column. The value of UPLO describes the order in which the interchanges were applied. Also, the sign of IPIV represents the block structure of the Hermitian block diagonal matrix D with 1-by-1 or 2-by-2 diagonal blocks which correspond to 1 or 2 interchanges at each factorization step. For more info see Further Details section.

If UPLO = 'U', ( in factorization order, k decreases from N to 1 ):

  • a) A single positive entry IPIV(k) > 0 means: D(k,k) is a 1-by-1 diagonal block. If IPIV(k) != k, rows and columns k and IPIV(k) were interchanged in the matrix A(1:N,1:N); If IPIV(k) = k, no interchange occurred.
  • b) A pair of consecutive negative entries IPIV(k) < 0 and IPIV(k-1) < 0 means: D(k-1:k,k-1:k) is a 2-by-2 diagonal block. (NOTE: negative entries in IPIV appear ONLY in pairs).
    1. If -IPIV(k) != k, rows and columns k and -IPIV(k) were interchanged in the matrix A(1:N,1:N). If -IPIV(k) = k, no interchange occurred.
    2. If -IPIV(k-1) != k-1, rows and columns k-1 and -IPIV(k-1) were interchanged in the matrix A(1:N,1:N). If -IPIV(k-1) = k-1, no interchange occurred.
  • c) In both cases a) and b), always ABS( IPIV(k) ) <= k.
  • d) NOTE: Any entry IPIV(k) is always NONZERO on output.

If UPLO = 'L', ( in factorization order, k increases from 1 to N ):

  • a) A single positive entry IPIV(k) > 0 means: D(k,k) is a 1-by-1 diagonal block. If IPIV(k) != k, rows and columns k and IPIV(k) were interchanged in the matrix A(1:N,1:N). If IPIV(k) = k, no interchange occurred.
  • b) A pair of consecutive negative entries IPIV(k) < 0 and IPIV(k+1) < 0 means: D(k:k+1,k:k+1) is a 2-by-2 diagonal block. (NOTE: negative entries in IPIV appear ONLY in pairs).
    1. If -IPIV(k) != k, rows and columns k and -IPIV(k) were interchanged in the matrix A(1:N,1:N). If -IPIV(k) = k, no interchange occurred.
    2. If -IPIV(k+1) != k+1, rows and columns k-1 and -IPIV(k-1) were interchanged in the matrix A(1:N,1:N). If -IPIV(k+1) = k+1, no interchange occurred.
  • c) In both cases a) and b), always ABS( IPIV(k) ) >= k.
  • d) NOTE: Any entry IPIV(k) is always NONZERO on output.

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.

if LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.

INFO

INFO is INTEGER.

  • = 0: successful exit
  • < 0: If INFO = -k, the k-th argument had an illegal value
  • > 0: If INFO = k, the matrix A is singular, because: If UPLO = 'U': column k in the upper triangular part of A contains all zeros. If UPLO = 'L': column k in the lower triangular part of A contains all zeros.

therefore D(k,k) is exactly zero, and superdiagonal elements of column k of U (or subdiagonal elements of column k of L ) are all zeros. 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.

NOTE: INFO only stores the first occurrence of a singularity, any subsequent occurrence of singularity is not stored in INFO even though the factorization always completes.

πŸ‘‘ Author πŸ‘‘

  • Univ. of Tennessee
  • Univ. of California Berkeley
  • Univ. of Colorado Denver
  • NAG Ltd.

πŸ” Further Details πŸ”

the page literally says:

TODO: put correct description

🫢 Contributors 🫢

December 2016,  Igor Kozachenko,
                Computer Science Division,
                University of California, Berkeley

September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
                School of Mathematics,
                University of Manchester

πŸ“Œ Definition πŸ“Œ

Definition at line 257 of file chetrf_rk.f.


πŸ‘‘ Author (auto-generated edition) πŸ‘‘

Generated automatically by Doxygen for LAPACK from the source code.


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