zhetrf_rk.f(3)

NAME
zhetrf_rk.f

SYNOPSIS

  Functions/Subroutines
subroutine zhetrf_rk (UPLO, N, A, LDA, E, IPIV, WORK, LWORK, INFO)
ZHETRF_RK computes the factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS3 blocked algorithm).

Function/Subroutine Documentation

  subroutine zhetrf_rk (character UPLO, integer N, complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( * ) E, integer, dimension( * ) IPIV, complex*16, dimension( * ) WORK, integer LWORK, integer INFO)

Purpose:

     ZHETRF_RK computes the factorization of a complex Hermitian matrix A
     using the bounded Bunch-Kaufman (rook) diagonal pivoting method:
        A = P*U*D*(U**H)*(P**T) or A = P*L*D*(L**H)*(P**T),
     where U (or L) is 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, and 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 Further Details section.

Parameters
    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*16 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*16 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*16 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.

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Further Details:

     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

Definition at line 257 of file zhetrf_rk.f.

Author

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