zhetrf_rook.f(3)

NAME
zhetrf_rook.f -

SYNOPSIS

  Functions/Subroutines
subroutine zhetrf_rook (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)
ZHETRF_ROOK computes the factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman ('rook') diagonal pivoting method (blocked algorithm, calling Level 3 BLAS).

Function/Subroutine Documentation

  subroutine zhetrf_rook (characterUPLO, integerN, complex*16, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, complex*16, dimension( * )WORK, integerLWORK, integerINFO)

Purpose:

     ZHETRF_ROOK computes the factorization of a complex Hermitian matrix A
     using the bounded Bunch-Kaufman ("rook") diagonal pivoting method.
     The form of the factorization 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, 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.

Parameters:
    UPLO

              UPLO is CHARACTER*1
              = 'U':  Upper triangle of A is stored;
              = 'L':  Lower triangle of A is stored.

    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, the block diagonal matrix D and the multipliers used
              to obtain the factor U or L (see below for further details).

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    IPIV

              IPIV is INTEGER array, dimension (N)
              Details of the interchanges and the block structure of D.
              If UPLO = 'U':
                 Only the last KB elements of IPIV are set.
                 If IPIV(k) > 0, then rows and columns k and IPIV(k) were
                 interchanged and D(k,k) is a 1-by-1 diagonal block.
                 If IPIV(k) < 0 and IPIV(k-1) < 0, then rows and
                 columns k and -IPIV(k) were interchanged and rows and
                 columns k-1 and -IPIV(k-1) were inerchaged,
                 D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
              If UPLO = 'L':
                 Only the first KB elements of IPIV are set.
                 If IPIV(k) > 0, then rows and columns k and IPIV(k)
                 were interchanged and D(k,k) is a 1-by-1 diagonal block.
                 If IPIV(k) < 0 and IPIV(k+1) < 0, then rows and
                 columns k and -IPIV(k) were interchanged and rows and
                 columns k+1 and -IPIV(k+1) were inerchaged,
                 D(k:k+1,k:k+1) is a 2-by-2 diagonal block.

    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 = -i, the i-th argument had an illegal value
              > 0:  if INFO = i, D(i,i) is exactly zero.  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.

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    November 2013

Further Details:

      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).
      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).

Contributors:

      November 2013,  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 213 of file zhetrf_rook.f.

Author

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