Man page - hetrf_rook(3)
Packages contains this manual
- hptrd(3)
- potri(3)
- xerbla_array(3)
- ggsvd_driver_grp(3)
- hfrk(3)
- getsqr_comp_grp(3)
- laed6(3)
- gtrfs(3)
- lasdq(3)
- gglse(3)
- la_xisnan_la_isnan(3)
- unmr2(3)
- hetrs_aa(3)
- tpttr(3)
- gerz_comp_grp(3)
- potrf(3)
- hegv_driver(3)
- laqps(3)
- ggqr_comp_grp(3)
- ilalc(3)
- ung2r(3)
- heevd(3)
- pstf2(3)
- lacn2(3)
- ptrfs(3)
- ungrq(3)
- gelqf(3)
- ppsv_comp(3)
- blas2_full(3)
- gemlqt(3)
- unml2(3)
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- tpcon(3)
- getf2(3)
- ggbak(3)
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- lamch(3)
- gelq(3)
- gebal(3)
- laqr1(3)
- ptsvx(3)
- lahr2(3)
- larscl2(3)
- geqrt(3)
- larfb(3)
- gtsv_comp(3)
- gesvd_aux(3)
- hbevx_2stage(3)
- hbgvx(3)
- tprfs(3)
- params_grp(3)
- lahef(3)
- laqr_group(3)
- unmqr(3)
- tgsy2(3)
- tfsv_comp(3)
- ggls_driver_grp(3)
- geev(3)
- latrd(3)
- unbdb4(3)
- bbcsd(3)
- lange(3)
- gelq_comp3(3)
- gttrs(3)
- lasy2(3)
- hetf2_rook(3)
- gtsv(3)
- lalsd(3)
- lanhb(3)
- laqhb(3)
- hgeqz(3)
- gesvj(3)
- gsvj0(3)
- ungtsqr_row(3)
- gelq_comp1(3)
- gemmtr(3)
- pbequ(3)
- heev_driver(3)
- unhr_col(3)
- syconvf_rook(3)
- getc2(3)
- syconv(3)
- norm_grp(3)
- larrc(3)
- laqr4(3)
- posv_comp(3)
- geev_driver_grp(3)
- heev_comp(3)
- pfsv(3)
- trevc3(3)
- gesv_driver_grp(3)
- reflector_aux_grp(3)
- langt(3)
- lacrt(3)
- latdf(3)
- hetrs_aa_2stage(3)
- lamc1(3)
- hpev_driver(3)
- hegvd(3)
- pptri(3)
- geqrt3(3)
- gelqt3(3)
- lasd5(3)
- laeda(3)
- geqr(3)
- lamtsqr(3)
- heev(3)
- hpev_comp(3)
- larfg(3)
- blas2_grp(3)
- hesv_rook(3)
- laexc(3)
- hetrd(3)
- geesx(3)
- ppsvx(3)
- blas_top(3)
- gtts2(3)
- la_herpvgrw(3)
- hpevx(3)
- ggevx(3)
- lahqr(3)
- gelq_comp_grp(3)
- hesv_comp_v3(3)
- tplqt2(3)
- hpev(3)
- hbtrd(3)
- getrs(3)
- hecon_3(3)
- lasrt(3)
- lanhe(3)
- gesv_comp(3)
- gbequ(3)
- hetrf_rk(3)
- laqr3(3)
- heev_comp_grp(3)
- ungtsqr(3)
- ppcon(3)
- ggrq_comp_grp(3)
- larmm(3)
- ieeeck(3)
- geqrf(3)
- solve_aux_grp(3)
- herfs(3)
- posvx(3)
- posvxx(3)
- gges3(3)
- hbgvd(3)
- lantb(3)
- lasd_comp_grp(3)
- hpgvx(3)
- lapy2(3)
- lauu2(3)
- copy(3)
- getsqrhrt(3)
- stev_comp_grp(3)
- laev2(3)
- larfb_gett(3)
- trti2(3)
- laqz4(3)
- hegv_driver_grp(3)
- la_porfsx_extended(3)
- laruv(3)
- ggsvd_comp_grp(3)
- dot(3)
- gehd2(3)
- lanhf(3)
- hetri_rook(3)
- pfsv_comp(3)
- gbtrf(3)
- hpgst(3)
- getri(3)
- trevc(3)
- unmrz(3)
- hsein(3)
- lsamen(3)
- lasd6(3)
- trtri(3)
- ggglm(3)
- las2(3)
- latrs(3)
- lapll(3)
- gemlq(3)
- geqpf_comp_grp(3)
- stemr(3)
- rotm(3)
- disna(3)
- ggrqf(3)
- pptrf(3)
- lasd0(3)
- lals0(3)
- laqz2(3)
- hbev_driver2(3)
- geswlq_comp_grp(3)
- laqr0(3)
- trttp(3)
- stedc(3)
- lasq4(3)
- geev_comp_grp(3)
- ungbr(3)
- lanv2(3)
- hpsv(3)
- pprfs(3)
- gehrd(3)
- ppsv(3)
- lagtm(3)
- hpgv(3)
- trsv_comp(3)
- larfx(3)
- gesv_driver(3)
- gerfsx(3)
- la_geamv(3)
- laed9(3)
- tpqrt2(3)
- uncsd(3)
- gecs_comp_grp(3)
- bdsqr(3)
- hegv_comp_grp(3)
- labad(3)
- geqp3(3)
- gesvdq(3)
- tfttp(3)
- laln2(3)
- uncsd2by1(3)
- blas2_like_grp(3)
- latbs(3)
- hbgst(3)
- larrv(3)
- ilaenv2stage(3)
- bdsvdx(3)
- hegs2(3)
- lasq_comp_grp(3)
- hpr2(3)
- laqhe(3)
- larra(3)
- gemqrt(3)
- hbmv(3)
- hpsv_driver(3)
- lacp2(3)
- lapmt(3)
- gecon(3)
- unbdb5(3)
- la_gerpvgrw(3)
- tgex2(3)
- laqhp(3)
- tftri(3)
- getrf2(3)
- porfs(3)
- lartg(3)
- lagts(3)
- ggev_comp_grp(3)
- lasd3(3)
- geqr_comp2(3)
- laqz_group(3)
- pftri(3)
- hetri2x(3)
- lahef_aa(3)
- svd_driver_grp(3)
- gbsv_driver(3)
- hesv_comp_aasen2(3)
- laqtr(3)
- lag2(3)
- la_porcond(3)
- hbev(3)
- pbtrf(3)
- lascl(3)
- larr_comp_grp(3)
- hecon(3)
- pttrs(3)
- lasd8(3)
- lsame(3)
- unm2l(3)
- potrs(3)
- tptrs(3)
- lartv(3)
- trtrs(3)
- gsvj1(3)
- sum1(3)
- larrj(3)
- gbmv(3)
- posv(3)
- gghd3(3)
- geev_top(3)
- geqr_comp_grp(3)
- laset(3)
- hesvxx(3)
- posv_comp_grp(3)
- lahef_rk(3)
- lasd1(3)
- tprfb(3)
- potf2(3)
- laein(3)
- lamc4(3)
- stevd(3)
- gtsv_driver(3)
- gesvd_comp_grp(3)
- la_constants(3)
- gesvx(3)
- hseqr(3)
- launhr_col_getrfnp2(3)
- trcon(3)
- larre(3)
- gelsy(3)
- ptsv(3)
- lacon(3)
- laed_comp_grp(3)
- hpsvx(3)
- gemm(3)
- poequ(3)
- laesy(3)
- lagtf(3)
- trrfs(3)
- ggev3(3)
- pbstf(3)
- poequb(3)
- heevr(3)
- lanhp(3)
- unbdb3(3)
- tgsyl(3)
- lamc5(3)
- geqr2p(3)
- ungqr(3)
- laqz3(3)
- imax1(3)
- gels_top(3)
- hesv(3)
- gelqt(3)
- pfsv_driver(3)
- stegr(3)
- gerqf(3)
- laisnan(3)
- ilatrans(3)
- gbsv_comp(3)
- pbrfs(3)
- lascl2(3)
- larz(3)
- la_hercond(3)
- tgexc(3)
- ggesx(3)
- unbdb6(3)
- ungl2(3)
- laed_comp2(3)
- rscl(3)
- hegv(3)
- gelst(3)
- gbtrs(3)
- pftrf(3)
- langb(3)
- lantr(3)
- laqgb(3)
- ggsvp3(3)
- bdsdc(3)
- ladiv(3)
- laqge(3)
- iparmq(3)
- ggbal(3)
- hb2st_kernels(3)
- lartgs(3)
- lartgp(3)
- rot(3)
- ppequ(3)
- laed3(3)
- her(3)
- hptri(3)
- stevx(3)
- upgtr(3)
- lar2v(3)
- hbev_2stage(3)
- gejsv(3)
- ppsv_driver(3)
- unm22(3)
- gesvxx(3)
- laqz0(3)
- unmtr(3)
- laed5(3)
- tptri(3)
- laed0(3)
- heev_driver2(3)
- hpcon(3)
- lasd4(3)
- hetrf_aa(3)
- geqr_comp3(3)
- rot_aux_grp(3)
- aux_grp(3)
- laebz(3)
- trsyl3(3)
- gges(3)
- gesdd(3)
- trexc(3)
- ung2l(3)
- gesv(3)
- laed4(3)
- md__r_e_a_d_m_e(3)
- blas3_like_grp(3)
- laed1(3)
- larcm(3)
- hbevx(3)
- hesv_driver_grp(3)
- hetrs(3)
- hbevd_2stage(3)
- blas1_grp(3)
- laic1(3)
- geql_comp_grp(3)
- heev_2stage(3)
- hpmv(3)
- pbtf2(3)
- hetrf_aa_2stage(3)
- hbgv(3)
- pptrs(3)
- lapmr(3)
- tpqr_comp_grp(3)
- larfy(3)
- gedmd(3)
- lasr(3)
- hetrd_2stage(3)
- gerfs(3)
- ungtr(3)
- porfsx(3)
- tpmv(3)
- lasd_comp2(3)
- unmbr(3)
- tbtrs(3)
- hetd2(3)
- trsv_comp_grp(3)
- lapy3(3)
- ptts2(3)
- unmhr(3)
- hbev_driver(3)
- lalsa(3)
- tbsv_comp(3)
- hesv_comp_v1(3)
- geql2(3)
- sterf(3)
- larrd(3)
- larft(3)
- lagv2(3)
- gttrf(3)
- tpqrt(3)
- la_lin_berr(3)
- rotg(3)
- solve_top(3)
- lacgv(3)
- larrf(3)
- tbmv(3)
- trsyl(3)
- geequ(3)
- upmtr(3)
- hpgv_driver(3)
- tbsv(3)
- hesvx(3)
- latrz(3)
- tfttr(3)
- gesv_comp_grp(3)
- xerbla_grp(3)
- tpsv(3)
- blas3_grp(3)
- gesvd_driver(3)
- geqr_comp1(3)
- ggev_driver_grp(3)
- la_gbamv(3)
- tpmlqt(3)
- trttf(3)
- larzb(3)
- unmr3(3)
- hecon_rook(3)
- stebz(3)
- lantp(3)
- laqz1(3)
- hesv_rk(3)
- tbcon(3)
- xerbla(3)
- posv_mixed(3)
- latps(3)
- hesv_aa_driver(3)
- gemqr(3)
- larrr(3)
- gebrd(3)
- tgsna(3)
- la_gercond(3)
- gbsv(3)
- hesv_comp_grp(3)
- gesv_mixed(3)
- gghrd(3)
- gbrfs(3)
- tpmqrt(3)
- lasq3(3)
- tpsv_comp(3)
- largv(3)
- gelsd(3)
- pftrs(3)
- asum(3)
- launhr_col_getrfnp(3)
- hptrf(3)
- lacpy(3)
- gesc2(3)
- lasda(3)
- second(3)
- hprfs(3)
- hpsv_comp(3)
- lamrg(3)
- pbsv_comp(3)
- hegv_2stage(3)
- gerq2(3)
- lasdt(3)
- abs1(3)
- hbevd(3)
- hbev_comp(3)
- trsv(3)
- la_porpvgrw(3)
- la_gbrpvgrw(3)
- hbgv_driver(3)
- tgsja(3)
- gebd2(3)
- geqr2(3)
- unm2r(3)
- unmql(3)
- la_gbrfsx_extended(3)
- gelq_comp2(3)
- iparam2stage(3)
- ger(3)
- larf(3)
- ilaprec(3)
- labrd(3)
- unbdb1(3)
- unmlq(3)
- geequb(3)
- la_herfsx_extended(3)
- unbdb2(3)
- lapack_top(3)
- ptsv_driver(3)
- hetrs2(3)
- geqr_comp4(3)
- pbsv(3)
- posv_driver(3)
- steqr(3)
- gels(3)
- lar1v(3)
- hemv(3)
- la_transtype(3)
- hesv_aa(3)
- lacrm(3)
- stevr(3)
- hetf2_rk(3)
- blas2_banded(3)
- stein(3)
- unmrq(3)
- larrk(3)
- hetri2(3)
- hesv_aa_2stage(3)
- pttrf(3)
- gelss(3)
- pbsv_driver(3)
- lasq5(3)
- heevx_2stage(3)
- hetri(3)
- lasd2(3)
- laed2(3)
- pbcon(3)
- ptcon(3)
- laed7(3)
- gels_aux_grp(3)
- hpgvd(3)
- hetf2(3)
- tzrzf(3)
- hpr(3)
- unitary_top(3)
- latsqr(3)
- ungql(3)
- her2(3)
- hetri_3x(3)
- hetrd_hb2st(3)
- tgsen(3)
- ggsvd3(3)
- lasq6(3)
- set_grp(3)
- larfgp(3)
- gels_driver_grp(3)
- pbtrs(3)
- lamswlq(3)
- lanht(3)
- gbsvxx(3)
- tgevc(3)
- ilaenv(3)
- swap(3)
- lae2(3)
- iladiag(3)
- lasq2(3)
- la_heamv(3)
- blas_like_top(3)
- la_gerfsx_extended(3)
- hegst(3)
- tfsm(3)
- gesvd(3)
- ungr2(3)
- ggev(3)
- aux_top(3)
- blas2_packed(3)
- geqlf(3)
- hetrs_rook(3)
- gelq2(3)
- geqrfp(3)
- gbequb(3)
- stev(3)
- lauum(3)
- potrf2(3)
- lamc3(3)
- gbrfsx(3)
- gerq_comp_grp(3)
- pocon(3)
- tbrfs(3)
- heswapr(3)
- lamc2(3)
- hpevd(3)
- hesv_comp_aasen(3)
- scalar_grp(3)
- gemv(3)
- lasv2(3)
- lanhs(3)
- svd_top(3)
- gbsvx(3)
- gesvdx(3)
- tplq_comp_grp(3)
- hesv_driver(3)
- hesv_comp_v2(3)
- trsen(3)
- syconvf(3)
- lasd7(3)
- gbcon(3)
- unbdb(3)
- heev_driver_grp(3)
- ggqrf(3)
- heevx(3)
- gtsvx(3)
- lahef_rook(3)
- hetrf_rook(3)
- hetrf(3)
- trsna(3)
- gebak(3)
- larnv(3)
- ptsv_comp(3)
- laswlq(3)
- lags2(3)
- laed8(3)
- laswp(3)
- hptrs(3)
- unglq(3)
- la_wwaddw(3)
- getrf(3)
- gees(3)
- gbtf2(3)
- hegvx(3)
- latrs3(3)
- roundup_lwork(3)
- unghr(3)
- iamax(3)
- larzt(3)
- pteqr(3)
- ilaver(3)
- trmv(3)
- la_gbrcond(3)
- blas0_like_grp(3)
- nrm2(3)
- heev_top(3)
- gtcon(3)
- heevr_2stage(3)
- pstrf(3)
- rot_comp(3)
- laqr5(3)
- heevd_2stage(3)
- getsls(3)
- hetrd_he2hb(3)
- heequb(3)
- laqp2(3)
- axpy(3)
- blast_aux(3)
- rotmg(3)
- pbsvx(3)
- ilauplo(3)
- herfsx(3)
- laqr2(3)
- blas1_like_grp(3)
- lassq(3)
- larrb(3)
- stev_driver(3)
- geevx(3)
- tpttf(3)
- scal(3)
- laneg(3)
- posv_driver_grp(3)
- lasq1(3)
- hetrs_3(3)
- geqrt2(3)
- gbbrd(3)
- ilalr(3)
- hetri_3(3)
apt-get install liblapack-doc
Manual
hetrf_rook
NAMESYNOPSIS
Functions
Detailed Description
Function Documentation
subroutine chetrf_rook (character uplo, integer n, complex, dimension( lda,* ) a, integer lda, integer, dimension( * ) ipiv, complex, dimension( *) work, integer lwork, integer info)
subroutine csytrf_rook (character uplo, integer n, complex, dimension( lda,* ) a, integer lda, integer, dimension( * ) ipiv, complex, dimension( *) work, integer lwork, integer info)
subroutine dsytrf_rook (character uplo, integer n, double precision,dimension( lda, * ) a, integer lda, integer, dimension( * ) ipiv,double precision, dimension( * ) work, integer lwork, integer info)
subroutine ssytrf_rook (character uplo, integer n, real, dimension( lda, *) a, integer lda, integer, dimension( * ) ipiv, real, dimension( * )work, integer lwork, integer info)
subroutine zhetrf_rook (character uplo, integer n, complex*16, dimension(lda, * ) a, integer lda, integer, dimension( * ) ipiv, complex*16,dimension( * ) work, integer lwork, integer info)
subroutine zsytrf_rook (character uplo, integer n, complex*16, dimension(lda, * ) a, integer lda, integer, dimension( * ) ipiv, complex*16,dimension( * ) work, integer lwork, integer info)
Author
NAME
hetrf_rook - {he,sy}trf_rook: triangular factor
SYNOPSIS
Functions
subroutine
chetrf_rook
(uplo, n, a, lda, ipiv, work, lwork,
info)
CHETRF_ROOK
computes the factorization of a complex
Hermitian indefinite matrix using the bounded Bunch-Kaufman
(βrookβ) diagonal pivoting method (blocked
algorithm, calling Level 3 BLAS).
subroutine
csytrf_rook
(uplo, n, a, lda, ipiv, work,
lwork, info)
CSYTRF_ROOK
subroutine
dsytrf_rook
(uplo, n, a, lda, ipiv, work,
lwork, info)
DSYTRF_ROOK
subroutine
ssytrf_rook
(uplo, n, a, lda, ipiv, work,
lwork, info)
SSYTRF_ROOK
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
(βrookβ) diagonal pivoting method (blocked
algorithm, calling Level 3 BLAS).
subroutine
zsytrf_rook
(uplo, n, a, lda, ipiv, work,
lwork, info)
ZSYTRF_ROOK
Detailed Description
Function Documentation
subroutine chetrf_rook (character uplo, integer n, complex, dimension( lda,* ) a, integer lda, integer, dimension( * ) ipiv, complex, dimension( *) work, integer lwork, integer info)
CHETRF_ROOK computes the factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman (βrookβ) diagonal pivoting method (blocked algorithm, calling Level 3 BLAS).
Purpose:
CHETRF_ROOK
computes the factorization of a complex Hermitian matrix A
using the bounded Bunch-Kaufman (βrookβ)
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
= βUβ: Upper triangle of A is stored;
= βLβ: Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX
array, dimension (LDA,N)
On entry, the Hermitian matrix A. If UPLO = βUβ,
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 =
βLβ, 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 =
βUβ:
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 =
βLβ:
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
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.
Further Details:
If UPLO =
βUβ, 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 =
βLβ, 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:
June 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
subroutine csytrf_rook (character uplo, integer n, complex, dimension( lda,* ) a, integer lda, integer, dimension( * ) ipiv, complex, dimension( *) work, integer lwork, integer info)
CSYTRF_ROOK
Purpose:
CSYTRF_ROOK
computes the factorization of a complex symmetric matrix A
using the bounded Bunch-Kaufman (βrookβ)
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 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.
Parameters
UPLO
UPLO is
CHARACTER*1
= βUβ: Upper triangle of A is stored;
= βLβ: Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX
array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = βUβ,
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 =
βLβ, 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 =
βUβ:
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 =
βLβ:
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
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.
Further Details:
If UPLO =
βUβ, 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 =
βLβ, 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:
June 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
subroutine dsytrf_rook (character uplo, integer n, double precision,dimension( lda, * ) a, integer lda, integer, dimension( * ) ipiv,double precision, dimension( * ) work, integer lwork, integer info)
DSYTRF_ROOK
Purpose:
DSYTRF_ROOK
computes the factorization of a real symmetric matrix A
using the bounded Bunch-Kaufman (βrookβ)
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 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.
Parameters
UPLO
UPLO is
CHARACTER*1
= βUβ: Upper triangle of A is stored;
= βLβ: Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is DOUBLE
PRECISION array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = βUβ,
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 =
βLβ, 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 =
βUβ:
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 =
βLβ:
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 DOUBLE
PRECISION 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.
Further Details:
If UPLO =
βUβ, 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 =
βLβ, 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:
April 2012,
Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
September 2007,
Sven Hammarling, Nicholas J. Higham, Craig Lucas,
School of Mathematics,
University of Manchester
subroutine ssytrf_rook (character uplo, integer n, real, dimension( lda, *) a, integer lda, integer, dimension( * ) ipiv, real, dimension( * )work, integer lwork, integer info)
SSYTRF_ROOK
Purpose:
SSYTRF_ROOK
computes the factorization of a real symmetric matrix A
using the bounded Bunch-Kaufman (βrookβ)
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 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.
Parameters
UPLO
UPLO is
CHARACTER*1
= βUβ: Upper triangle of A is stored;
= βLβ: Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is REAL
array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = βUβ,
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 =
βLβ, 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 =
βUβ:
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 =
βLβ:
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 REAL
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.
Further Details:
If UPLO =
βUβ, 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 =
βLβ, 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:
June 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
subroutine zhetrf_rook (character uplo, integer n, complex*16, dimension(lda, * ) a, integer lda, integer, dimension( * ) ipiv, complex*16,dimension( * ) work, integer lwork, integer info)
ZHETRF_ROOK computes the factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman (βrookβ) diagonal pivoting method (blocked algorithm, calling Level 3 BLAS).
Purpose:
ZHETRF_ROOK
computes the factorization of a complex Hermitian matrix A
using the bounded Bunch-Kaufman (βrookβ)
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
= βUβ: Upper triangle of A is stored;
= βLβ: 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 = βUβ,
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 =
βLβ, 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 =
βUβ:
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 =
βLβ:
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.
Further Details:
If UPLO =
βUβ, 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 =
βLβ, 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:
June 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
subroutine zsytrf_rook (character uplo, integer n, complex*16, dimension(lda, * ) a, integer lda, integer, dimension( * ) ipiv, complex*16,dimension( * ) work, integer lwork, integer info)
ZSYTRF_ROOK
Purpose:
ZSYTRF_ROOK
computes the factorization of a complex symmetric matrix A
using the bounded Bunch-Kaufman (βrookβ)
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 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.
Parameters
UPLO
UPLO is
CHARACTER*1
= βUβ: Upper triangle of A is stored;
= βLβ: 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 symmetric matrix A. If UPLO = βUβ,
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 =
βLβ, 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 =
βUβ:
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 =
βLβ:
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.
Further Details:
If UPLO =
βUβ, 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 =
βLβ, 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:
June 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
Author
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