SRC/zpstf2.f(3)
π
SRC/zpstf2.f(3) β Library Functions Manual, bestie β¨
πΈ NAME
SRC/zpstf2.f β that's the file, and this whole page is its moment. π«Ά
β¨ SYNOPSIS
π Functions/Subroutines
subroutine zpstf2 (uplo, n, a, lda, piv, rank, tol, work, info)
ZPSTF2 computes the Cholesky factorization with complete pivoting of a complex Hermitian positive semidefinite matrix.
π Function/Subroutine Documentation
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subroutine zpstf2 (character uplo, integer n, complex*16, dimension( lda, * ) a, integer lda, integer, dimension( n ) piv, integer rank, double precision tol, double precision, dimension( 2*n ) work, integer info)
ZPSTF2 computes the Cholesky factorization with complete pivoting of a complex Hermitian positive semidefinite matrix. It's giving linear algebra main character energy, honestly. π₯
π§ Purpose
ZPSTF2 computes the Cholesky factorization with complete pivoting of a complex Hermitian positive semidefinite matrix A.
The factorization has the form:
P**T * A * P = U**H * U , if UPLO = 'U',
P**T * A * P = L * L**H, if UPLO = 'L',
where U is an upper triangular matrix and L is lower triangular, and P is stored as vector PIV.
This algorithm does not attempt to check that A is positive semidefinite. This version of the algorithm calls level 2 BLAS. π«Ά
π Parameters
UPLOβCHARACTER*1. Specifies whether the upper or lower triangular part of the symmetric matrixAis stored.= 'U': Upper triangular;= 'L': Lower triangular.NβINTEGER. The order of the matrixA.N >= 0.AβCOMPLEX*16 array, dimension (LDA,N). On entry, the symmetric matrixA. IfUPLO = '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. IfUPLO = '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.
On exit, if INFO = 0, the factor U or L from the Cholesky factorization as above.
PIVβINTEGER array, dimension (N).PIVis such that the nonzero entries areP( PIV(K), K ) = 1.RANKβINTEGER. The rank ofAgiven by the number of steps the algorithm completed.TOLβDOUBLE PRECISION. User defined tolerance. IfTOL < 0, thenN*U*MAX( A( K,K ) )will be used. The algorithm terminates at the(K-1)ststep if the pivot<= TOL.LDAβINTEGER. The leading dimension of the arrayA.LDA >= max(1,N).WORKβDOUBLE PRECISION array, dimension (2*N). Work space.INFOβINTEGER.< 0: If INFO = -K, the K-th argument had an illegal value,= 0: algorithm completed successfully, and> 0: the matrix A is either rank deficient with computed rank as returned in RANK, or is not positive semidefinite. See Section 7 of LAPACK Working Note #161 for further information.
π Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π Definition at line 141 of file zpstf2.f
π Author
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