SRC/ssytf2.f(3)
π SRC/ssytf2.f(3) Β· Library Functions Manual π
okay bestie, this is the SRC/ssytf2.f(3) page from the Library Functions Manual, and it's giving unblocked symmetric-indefinite factorization realness. Let's go π
π NAME π
SRC/ssytf2.fβ that's the file, bestie. The main character is thessytf2subroutine below. π
β¨ SYNOPSIS β¨
π¦ Functions/Subroutines π¦
Here's the callable vibe, no cap:
subroutine ssytf2 (uplo, n, a, lda, ipiv, info)
SSYTF2 computes the factorization of a real symmetric indefinite
matrix, using the diagonal pivoting method (unblocked algorithm).
π Function/Subroutine Documentation π
Lowkey the full signature is:
subroutine ssytf2 (character uplo, integer n, real, dimension( lda, * ) a,
integer lda, integer, dimension( * ) ipiv, integer info)
Description: SSYTF2 computes the factorization of a real symmetric indefinite matrix, using the diagonal pivoting method (unblocked algorithm).
π₯ Purpose π₯
okay so SSYTF2 computes the factorization of a real symmetric matrix A using the Bunch-Kaufman diagonal pivoting method, and the whole mood is:
A = U*D*U**T or A = L*D*L**T
where U (or L) is a product of permutation and unit upper (lower) triangular matrices, U**T is the transpose of U, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. β¨
This is the unblocked version of the algorithm, calling Level 2 BLAS. periodt. π
β¨ Parameters β¨
UPLOβUPLO is CHARACTER*1. It 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.π«ΆAβA is REAL array, dimension (LDA,N).- On entry, the symmetric matrix
A. IfUPLO = 'U', the leadingn-by-nupper triangular part ofAcontains the upper triangular part of the matrixA, and the strictly lower triangular part ofAis not referenced. IfUPLO = '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, the block diagonal matrix
Dand the multipliers used to obtain the factorUorL(see below for further details). π
- On entry, the symmetric matrix
LDAβLDA is INTEGER. The leading dimension of the arrayA.LDA >= max(1,N).πΈIPIVβIPIV is INTEGER array, dimension (N). Details of the interchanges and the block structure ofD. Here's the tea:- If
UPLO = 'U':- If
IPIV(k) > 0, then rows and columnskandIPIV(k)were interchanged andD(k,k)is a1-by-1diagonal block. - If
IPIV(k) = IPIV(k-1) < 0, then rows and columnsk-1and-IPIV(k)were interchanged andD(k-1:k,k-1:k)is a2-by-2diagonal block.
- If
- If
UPLO = 'L':- If
IPIV(k) > 0, then rows and columnskandIPIV(k)were interchanged andD(k,k)is a1-by-1diagonal block. - If
IPIV(k) = IPIV(k+1) < 0, then rows and columnsk+1and-IPIV(k)were interchanged andD(k:k+1,k:k+1)is a2-by-2diagonal block. π
- If
- If
INFOβINFO is INTEGER.= 0: successful exit< 0: ifINFO = -k, thek-thargument had an illegal value> 0: ifINFO = k,D(k,k)is exactly zero. The factorization has been completed, but the block diagonal matrixDis exactly singular, and division by zero will occur if it is used to solve a system of equations. π
πΈ Author πΈ
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π₯ Further Details π₯
okay so 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). π
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). π¦
π Contributors π
09-29-06β patch from Bobby Cheng, MathWorks. Replacel.204andl.372
IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
by
IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. SISNAN(ABSAKK) ) THEN
01-01-96β Based on modifications by J. Lewis, Boeing Computer Services Company; A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA1-96β Based on modifications by J. Lewis, Boeing Computer Services Company
Definition at line 194 of file ssytf2.f. π
π Author π
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