SRC/ssytrf_rk.f(3)
π SRC/ssytrf_rk.f(3) π
okay bestie, welcome to the Library Functions Manual page for SRC/ssytrf_rk.f β this one is all about ssytrf_rk, and it's giving real symmetric indefinite matrix factorization using the bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS3 blocked algorithm) energy. π«Άβ¨
β¨ NAME β¨
SRC/ssytrf_rk.f β that's the file, periodt. π
β¨ SYNOPSIS β¨
π Functions/Subroutines π
subroutine ssytrf_rk (uplo, n, a, lda, e, ipiv, work, lwork, info)β SSYTRF_RK computes the factorization of a real symmetric indefinite matrix using the bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS3 blocked algorithm). π₯
π¦ Function/Subroutine Documentation π¦
πΈ subroutine ssytrf_rk πΈ
subroutine ssytrf_rk (character uplo, integer n, real, dimension( lda, * )
a, integer lda, real, dimension( * ) e, integer, dimension( * ) ipiv,
real, dimension( * ) work, integer lwork, integer info)
SSYTRF_RK computes the factorization of a real symmetric indefinite matrix using the bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS3 blocked algorithm). β¨
π Purpose: π
SSYTRF_RK computes the factorization of a real symmetric matrix A using the bounded Bunch-Kaufman (rook) diagonal pivoting method:
A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T),
where U (or L) is unit upper (or lower) triangular matrix, U**T (or L**T) is the transpose of U (or L), P is a permutation matrix, P**T is the transpose of P, and D is symmetric 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 Further Details section. π
π Parameters π
UPLOβUPLOisCHARACTER*1. Specifies whether the upper or lower triangular part of the symmetric matrixAis stored:= 'U': Upper triangular= 'L': Lower triangular
NβNisINTEGER. The order of the matrixA.N >= 0.AβAisREAL array, dimension (LDA,N). On entry, the symmetric matrixA.- If
UPLO = 'U': the leading N-by-N upper triangular part ofAcontains the upper triangular part of the matrixA, and the strictly lower triangular part ofAis not referenced. - If
UPLO = 'L': the leading N-by-N lower triangular part ofAcontains the lower triangular part of the matrixA, and the strictly upper triangular part ofAis not referenced.
- If
On exit, contains:
- a) 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 - b) If
UPLO = 'U': factorUin the superdiagonal part ofA. IfUPLO = 'L': factorLin the subdiagonal part ofA.
LDAβLDAisINTEGER. The leading dimension of the arrayA.LDA >= max(1,N).EβEisREAL array, dimension (N). On exit, contains the superdiagonal (or subdiagonal) elements of the symmetric block diagonal matrixDwith 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.
- If
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.
IPIVβIPIVisINTEGER array, dimension (N).IPIVdescribes the permutation matrixPin the factorization of matrixAas follows. The absolute value ofIPIV(k)represents the index of row and column that were interchanged with the k-th row and column. The value ofUPLOdescribes the order in which the interchanges were applied. Also, the sign ofIPIVrepresents the block structure of the symmetric block diagonal matrixDwith 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) > 0means:D(k,k)is a 1-by-1 diagonal block.- If
IPIV(k) != k, rows and columns k andIPIV(k)were interchanged in the matrixA(1:N,1:N); - If
IPIV(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 in IPIV appear ONLY in pairs).
- 1) If
-IPIV(k) != k, rows and columns k and-IPIV(k)were interchanged in the matrixA(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 matrixA(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) > 0means:D(k,k)is a 1-by-1 diagonal block.- If
IPIV(k) != k, rows and columns k andIPIV(k)were interchanged in the matrixA(1:N,1:N). - If
IPIV(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 in IPIV appear ONLY in pairs).
- 1) If
-IPIV(k) != k, rows and columns k and-IPIV(k)were interchanged in the matrixA(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 matrixA(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.
WORKβWORKisREAL array, dimension (MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)returns the optimalLWORK.LWORKβLWORKisINTEGER. The length ofWORK.LWORK >= 1. For best performanceLWORK >= N*NB, whereNBis the block size returned byILAENV.
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.
INFOβINFOisINTEGER.= 0: successful exit< 0: IfINFO = -k, the k-th argument had an illegal value> 0: IfINFO = k, the matrixAis singular, because:- If
UPLO = 'U': column k in the upper triangular part ofAcontains all zeros. - If
UPLO = 'L': column k in the lower triangular part ofAcontains all zeros.
- If
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.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π₯ Further Details: π₯
TODO: put correct description
π Contributors: π
December 2016, Igor Kozachenko, Computer Science Division, University of California, BerkeleySeptember 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester
Definition at line 257 of file ssytrf_rk.f.
π Author π
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