SRC/slasyf_rk.f(3)
π
SRC/slasyf_rk.f π
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β¨ NAME β¨
SRC/slasyf_rk.f β like, that's the file, that's the vibe, no notes π
πΈ SYNOPSIS πΈ
Functions/Subroutines
subroutine slasyf_rk (uplo, n, nb, kb, a, lda, e, ipiv, w, ldw, info)β SLASYF_RK computes a partial factorization of a real symmetric indefinite matrix using bounded Bunch-Kaufman (rook) diagonal pivoting method β¨
π¦ Function/Subroutine Documentation π¦
subroutine slasyf_rk (character uplo, integer n, integer nb, integer kb, real, dimension( lda, * ) a, integer lda, real, dimension( * ) e, integer, dimension( * ) ipiv, real, dimension( ldw, * ) w, integer ldw, integer info)
SLASYF_RK computes a partial factorization of a real symmetric indefinite matrix using bounded Bunch-Kaufman (rook) diagonal pivoting method. It's giving auxiliary-routine main character energy π
π Purpose π
SLASYF_RK computes a partial factorization of a real symmetric matrix A using the bounded Bunch-Kaufman (rook) diagonal pivoting method. The partial factorization has the form:
A = ( I U12 ) ( A11 0 ) ( I 0 ) if UPLO = 'U', or:
( 0 U22 ) ( 0 D ) ( U12**T U22**T )
A = ( L11 0 ) ( D 0 ) ( L11**T L21**T ) if UPLO = 'L',
( L21 I ) ( 0 A22 ) ( 0 I )
where the order of D is at most NB. The actual order is returned in the argument KB, and is either NB or NB-1, or N if N <= NB. π
SLASYF_RK is an auxiliary routine called by SSYTRF_RK. It uses blocked code (calling Level 3 BLAS) to update the submatrix A11 (if UPLO = 'U') or A22 (if UPLO = 'L'). Blocked code, bestie β she's not doing it one element at a time, that would be embarrassing π
π Parameters π
UPLO
UPLO is CHARACTER*1. Specifies whether the upper or lower triangular part of the symmetric matrix A is stored:
= 'U': Upper triangular= 'L': Lower triangular
N
N is INTEGER. The order of the matrix A. N >= 0. β¨
NB
NB is INTEGER. The maximum number of columns of the matrix A that should be factored. NB should be at least 2 to allow for 2-by-2 pivot blocks. Like, genuinely at least 2, she needs room for her 2-by-2 pivot blocks π
KB
KB is INTEGER. The number of columns of A that were actually factored. KB is either NB-1 or NB, or N if N <= NB.
A
A is REAL array, dimension (LDA,N).
On entry, the symmetric matrix A:
- If
UPLO = 'U': the leadingN-by-Nupper triangular part ofAcontains the upper triangular part of the matrixA, and the strictly lower triangular part ofAis not referenced. - If
UPLO = 'L': the leadingN-by-Nlower triangular part ofAcontains the lower triangular part of the matrixA, and the strictly upper triangular part ofAis not referenced.
On exit, contains:
- ONLY diagonal elements of the symmetric block diagonal matrix
Don the diagonal ofA, i.e.D(k,k) = A(k,k); (superdiagonal (or subdiagonal) elements ofDare stored on exit in arrayE), and - If
UPLO = 'U': factorUin the superdiagonal part ofA. IfUPLO = 'L': factorLin the subdiagonal part ofA.
Not me leaving the untouched triangle of A completely unbothered β she said "not referenced," periodt. π
LDA
LDA is INTEGER. The leading dimension of the array A. LDA >= max(1,N).
E
E is REAL array, dimension (N).
On exit, contains the superdiagonal (or subdiagonal) elements of the symmetric 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 to0; - If
UPLO = 'L':E(i) = D(i+1,i),i=1:N-1,E(N)is set to0.
NOTE: For 1-by-1 diagonal blockD(k), where1 <= k <= N, the elementE(k)is set to0in bothUPLO = 'U'orUPLO = 'L'cases. Bestie,E(k)is getting zeroed no matter what yourUPLOsaid, that's just the law π
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 symmetric 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. π
If UPLO = 'U', ( in factorization order, k decreases from N to 1 ):
- a) A single positive entry
IPIV(k) > 0means:D(k,k)is a 1-by-1 diagonal block. IfIPIV(k) != k, rows and columnskandIPIV(k)were interchanged in the submatrixA(1:N,N-KB+1:N); IfIPIV(k) = k, no interchange occurred. - b) A pair of consecutive negative entries
IPIV(k) < 0andIPIV(k-1) < 0means:D(k-1:k,k-1:k)is a 2-by-2 diagonal block. (NOTE: negative entries inIPIVappear ONLY in pairs).- If
-IPIV(k) != k, rows and columnskand-IPIV(k)were interchanged in the matrixA(1:N,N-KB+1:N). If-IPIV(k) = k, no interchange occurred. - If
-IPIV(k-1) != k-1, rows and columnsk-1and-IPIV(k-1)were interchanged in the submatrixA(1:N,N-KB+1:N). If-IPIV(k-1) = k-1, no interchange occurred.
- If
- c) In both cases a) and b) is always
ABS( IPIV(k) ) <= k. - d) NOTE: Any entry
IPIV(k)is always NONZERO on output. Every. Single. One. Nonzero. No cap. β¨
If UPLO = 'L', ( in factorization order, k increases from 1 to N ):
- a) A single positive entry
IPIV(k) > 0means:D(k,k)is a 1-by-1 diagonal block. IfIPIV(k) != k, rows and columnskandIPIV(k)were interchanged in the submatrixA(1:N,1:KB). IfIPIV(k) = k, no interchange occurred. - b) A pair of consecutive negative entries
IPIV(k) < 0andIPIV(k+1) < 0means:D(k:k+1,k:k+1)is a 2-by-2 diagonal block. (NOTE: negative entries inIPIVappear ONLY in pairs).- If
-IPIV(k) != k, rows and columnskand-IPIV(k)were interchanged in the submatrixA(1:N,1:KB). If-IPIV(k) = k, no interchange occurred. - If
-IPIV(k+1) != k+1, rows and columnsk-1and-IPIV(k-1)were interchanged in the submatrixA(1:N,1:KB). If-IPIV(k+1) = k+1, no interchange occurred.
- If
- c) In both cases a) and b) is always
ABS( IPIV(k) ) >= k. - d) NOTE: Any entry
IPIV(k)is always NONZERO on output. β¨
W
W is REAL array, dimension (LDW,NB). π¦
LDW
LDW is INTEGER. The leading dimension of the array W. LDW >= max(1,N).
INFO
INFO is INTEGER.
= 0: successful exit π< 0: IfINFO = -k, thek-th argument had an illegal value π> 0: IfINFO = k, the matrixAis singular, because: IfUPLO = 'U': columnkin the upper triangular part ofAcontains all zeros. IfUPLO = 'L': columnkin the lower triangular part ofAcontains 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. DIVISION BY ZERO. Do not do that. That's the whole warning. π
NOTE:INFOonly stores the first occurrence of a singularity, any subsequent occurrence of singularity is not stored inINFOeven though the factorization always completes. She remembers the first one and then moves on, respectfully π
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π Contributors π
- 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
β Definition at line 260 of file slasyf_rk.f. β
π Author π
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