zhetrf_rk(3)
complex16
Description
complex16HEcomputational
NAME
complex16HEcomputational - complex16
SYNOPSIS
Functions
subroutine
zhecon (UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK,
INFO)
ZHECON
subroutine zhecon_3 (UPLO, N, A, LDA, E, IPIV, ANORM,
RCOND, WORK, INFO)
ZHECON_3
subroutine zhecon_rook (UPLO, N, A, LDA, IPIV, ANORM,
RCOND, WORK, INFO)
ZHECON_ROOK estimates the reciprocal of the condition number
fort HE matrices using factorization obtained with one of
the bounded diagonal pivoting methods (max 2
interchanges)
subroutine zheequb (UPLO, N, A, LDA, S, SCOND, AMAX,
WORK, INFO)
ZHEEQUB
subroutine zhegs2 (ITYPE, UPLO, N, A, LDA, B, LDB,
INFO)
ZHEGS2 reduces a Hermitian definite generalized
eigenproblem to standard form, using the factorization
results obtained from cpotrf (unblocked algorithm).
subroutine zhegst (ITYPE, UPLO, N, A, LDA, B, LDB,
INFO)
ZHEGST
subroutine zherfs (UPLO, N, NRHS, A, LDA, AF, LDAF,
IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO)
ZHERFS
subroutine zherfsx (UPLO, EQUED, N, NRHS, A, LDA, AF,
LDAF, IPIV, S, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS,
ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK,
INFO)
ZHERFSX
subroutine zhetd2 (UPLO, N, A, LDA, D, E, TAU, INFO)
ZHETD2 reduces a Hermitian matrix to real symmetric
tridiagonal form by an unitary similarity transformation
(unblocked algorithm).
subroutine zhetf2 (UPLO, N, A, LDA, IPIV, INFO)
ZHETF2 computes the factorization of a complex Hermitian
matrix, using the diagonal pivoting method (unblocked
algorithm, calling Level 2 BLAS).
subroutine zhetf2_rk (UPLO, N, A, LDA, E, IPIV, INFO)
ZHETF2_RK computes the factorization of a complex
Hermitian indefinite matrix using the bounded Bunch-Kaufman
(rook) diagonal pivoting method (BLAS2 unblocked algorithm).
subroutine zhetf2_rook (UPLO, N, A, LDA, IPIV, INFO)
ZHETF2_ROOK computes the factorization of a complex
Hermitian indefinite matrix using the bounded Bunch-Kaufman
(’rook’) diagonal pivoting method (unblocked
algorithm).
subroutine zhetrd (UPLO, N, A, LDA, D, E, TAU, WORK,
LWORK, INFO)
ZHETRD
subroutine zhetrd_2stage (VECT, UPLO, N, A, LDA, D,
E, TAU, HOUS2, LHOUS2, WORK, LWORK, INFO)
ZHETRD_2STAGE
subroutine zhetrd_he2hb (UPLO, N, KD, A, LDA, AB,
LDAB, TAU, WORK, LWORK, INFO)
ZHETRD_HE2HB
subroutine zhetrf (UPLO, N, A, LDA, IPIV, WORK,
LWORK, INFO)
ZHETRF
subroutine zhetrf_aa (UPLO, N, A, LDA, IPIV, WORK,
LWORK, INFO)
ZHETRF_AA
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).
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).
subroutine zhetri (UPLO, N, A, LDA, IPIV, WORK, INFO)
ZHETRI
subroutine zhetri2 (UPLO, N, A, LDA, IPIV, WORK,
LWORK, INFO)
ZHETRI2
subroutine zhetri2x (UPLO, N, A, LDA, IPIV, WORK, NB,
INFO)
ZHETRI2X
subroutine zhetri_3 (UPLO, N, A, LDA, E, IPIV, WORK,
LWORK, INFO)
ZHETRI_3
subroutine zhetri_3x (UPLO, N, A, LDA, E, IPIV, WORK,
NB, INFO)
ZHETRI_3X
subroutine zhetri_rook (UPLO, N, A, LDA, IPIV, WORK,
INFO)
ZHETRI_ROOK computes the inverse of HE matrix using the
factorization obtained with the bounded Bunch-Kaufman
(’rook’) diagonal pivoting method.
subroutine zhetrs (UPLO, N, NRHS, A, LDA, IPIV, B,
LDB, INFO)
ZHETRS
subroutine zhetrs2 (UPLO, N, NRHS, A, LDA, IPIV, B,
LDB, WORK, INFO)
ZHETRS2
subroutine zhetrs_3 (UPLO, N, NRHS, A, LDA, E, IPIV,
B, LDB, INFO)
ZHETRS_3
subroutine zhetrs_aa (UPLO, N, NRHS, A, LDA, IPIV, B,
LDB, WORK, LWORK, INFO)
ZHETRS_AA
subroutine zhetrs_rook (UPLO, N, NRHS, A, LDA, IPIV,
B, LDB, INFO)
ZHETRS_ROOK computes the solution to a system of linear
equations A * X = B for HE matrices using factorization
obtained with one of the bounded diagonal pivoting methods
(max 2 interchanges)
subroutine zla_heamv (UPLO, N, ALPHA, A, LDA, X,
INCX, BETA, Y, INCY)
ZLA_HEAMV computes a matrix-vector product using a
Hermitian indefinite matrix to calculate error bounds.
double precision function zla_hercond_c (UPLO, N, A,
LDA, AF, LDAF, IPIV, C, CAPPLY, INFO, WORK, RWORK)
ZLA_HERCOND_C computes the infinity norm condition
number of op(A)*inv(diag(c)) for Hermitian indefinite
matrices.
double precision function zla_hercond_x (UPLO, N, A,
LDA, AF, LDAF, IPIV, X, INFO, WORK, RWORK)
ZLA_HERCOND_X computes the infinity norm condition
number of op(A)*diag(x) for Hermitian indefinite matrices.
subroutine zla_herfsx_extended (PREC_TYPE, UPLO, N,
NRHS, A, LDA, AF, LDAF, IPIV, COLEQU, C, B, LDB, Y, LDY,
BERR_OUT, N_NORMS, ERR_BNDS_NORM, ERR_BNDS_COMP, RES, AYB,
DY, Y_TAIL, RCOND, ITHRESH, RTHRESH, DZ_UB, IGNORE_CWISE,
INFO)
ZLA_HERFSX_EXTENDED improves the computed solution to a
system of linear equations for Hermitian indefinite matrices
by performing extra-precise iterative refinement and
provides error bounds and backward error estimates for the
solution.
double precision function zla_herpvgrw (UPLO, N,
INFO, A, LDA, AF, LDAF, IPIV, WORK)
ZLA_HERPVGRW
subroutine zlahef (UPLO, N, NB, KB, A, LDA, IPIV, W,
LDW, INFO)
ZLAHEF computes a partial factorization of a complex
Hermitian indefinite matrix using the Bunch-Kaufman diagonal
pivoting method (blocked algorithm, calling Level 3 BLAS).
subroutine zlahef_aa (UPLO, J1, M, NB, A, LDA, IPIV,
H, LDH, WORK)
ZLAHEF_AA
subroutine zlahef_rk (UPLO, N, NB, KB, A, LDA, E,
IPIV, W, LDW, INFO)
ZLAHEF_RK computes a partial factorization of a complex
Hermitian indefinite matrix using bounded Bunch-Kaufman
(rook) diagonal pivoting method.
subroutine zlahef_rook (UPLO, N, NB, KB, A, LDA,
IPIV, W, LDW, INFO)
Detailed Description
This is the group of complex16 computational functions for HE matrices
Function Documentation
subroutine zhecon (character UPLO, integer N, complex*16, dimension( lda, * )A, integer LDA, integer, dimension( * ) IPIV, double precision ANORM,double precision RCOND, complex*16, dimension( * ) WORK, integer INFO)
ZHECON
Purpose:
ZHECON
estimates the reciprocal of the condition number of a
complex
Hermitian matrix A using the factorization A = U*D*U**H or
A = L*D*L**H computed by ZHETRF.
An estimate is
obtained for norm(inv(A)), and the reciprocal of the
condition number is computed as RCOND = 1 / (ANORM *
norm(inv(A))).
Parameters
UPLO
UPLO is
CHARACTER*1
Specifies whether the details of the factorization are
stored
as an upper or lower triangular matrix.
= ’U’: Upper triangular, form is A = U*D*U**H;
= ’L’: Lower triangular, form is A =
L*D*L**H.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX*16
array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by ZHETRF.
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
as determined by ZHETRF.
ANORM
ANORM is DOUBLE
PRECISION
The 1-norm of the original matrix A.
RCOND
RCOND is DOUBLE
PRECISION
The reciprocal of the condition number of the matrix A,
computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
estimate of the 1-norm of inv(A) computed in this
routine.
WORK
WORK is COMPLEX*16 array, dimension (2*N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal
value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine zhecon_3 (character UPLO, integer N, complex*16, dimension( lda, *) A, integer LDA, complex*16, dimension( * ) E, integer, dimension( * )IPIV, double precision ANORM, double precision RCOND, complex*16,dimension( * ) WORK, integer INFO)
ZHECON_3
Purpose:
ZHECON_3
estimates the reciprocal of the condition number (in the
1-norm) of a complex Hermitian matrix A using the
factorization
computed by ZHETRF_RK or ZHETRF_BK:
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.
An estimate is
obtained for norm(inv(A)), and the reciprocal of the
condition number is computed as RCOND = 1 / (ANORM *
norm(inv(A))).
This routine uses BLAS3 solver ZHETRS_3.
Parameters
UPLO
UPLO is
CHARACTER*1
Specifies whether the details of the factorization are
stored as an upper or lower triangular matrix:
= ’U’: Upper triangular, form is A =
P*U*D*(U**H)*(P**T);
= ’L’: Lower triangular, form is A =
P*L*D*(L**H)*(P**T).
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX*16
array, dimension (LDA,N)
Diagonal of the block diagonal matrix D and factors U or L
as computed by ZHETRF_RK and ZHETRF_BK:
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
should be provided on entry 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 entry, 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) not
referenced;
If UPLO = ’L’: E(i) = D(i+1,i),i=1:N-1, E(N) not
referenced.
NOTE: For
1-by-1 diagonal block D(k), where
1 <= k <= N, the element E(k) is not referenced in
both
UPLO = ’U’ or UPLO = ’L’ cases.
IPIV
IPIV is INTEGER
array, dimension (N)
Details of the interchanges and the block structure of D
as determined by ZHETRF_RK or ZHETRF_BK.
ANORM
ANORM is DOUBLE
PRECISION
The 1-norm of the original matrix A.
RCOND
RCOND is DOUBLE
PRECISION
The reciprocal of the condition number of the matrix A,
computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
estimate of the 1-norm of inv(A) computed in this
routine.
WORK
WORK is COMPLEX*16 array, dimension (2*N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal
value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
June 2017, 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 zhecon_rook (character UPLO, integer N, complex*16, dimension(lda, * ) A, integer LDA, integer, dimension( * ) IPIV, double precisionANORM, double precision RCOND, complex*16, dimension( * ) WORK, integerINFO)
ZHECON_ROOK estimates the reciprocal of the condition number fort HE matrices using factorization obtained with one of the bounded diagonal pivoting methods (max 2 interchanges)
Purpose:
ZHECON_ROOK
estimates the reciprocal of the condition number of a
complex
Hermitian matrix A using the factorization A = U*D*U**H or
A = L*D*L**H computed by CHETRF_ROOK.
An estimate is
obtained for norm(inv(A)), and the reciprocal of the
condition number is computed as RCOND = 1 / (ANORM *
norm(inv(A))).
Parameters
UPLO
UPLO is
CHARACTER*1
Specifies whether the details of the factorization are
stored
as an upper or lower triangular matrix.
= ’U’: Upper triangular, form is A = U*D*U**H;
= ’L’: Lower triangular, form is A =
L*D*L**H.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX*16
array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by CHETRF_ROOK.
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
as determined by CHETRF_ROOK.
ANORM
ANORM is DOUBLE
PRECISION
The 1-norm of the original matrix A.
RCOND
RCOND is DOUBLE
PRECISION
The reciprocal of the condition number of the matrix A,
computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
estimate of the 1-norm of inv(A) computed in this
routine.
WORK
WORK is COMPLEX*16 array, dimension (2*N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal
value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
June 2017, 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 zheequb (character UPLO, integer N, complex*16, dimension( lda, *) A, integer LDA, double precision, dimension( * ) S, double precisionSCOND, double precision AMAX, complex*16, dimension( * ) WORK, integerINFO)
ZHEEQUB
Purpose:
ZHEEQUB
computes row and column scalings intended to equilibrate a
Hermitian matrix A (with respect to the Euclidean norm) and
reduce
its condition number. The scale factors S are computed by
the BIN
algorithm (see references) so that the scaled matrix B with
elements
B(i,j) = S(i)*A(i,j)*S(j) has a condition number within a
factor N of
the smallest possible condition number over all possible
diagonal
scalings.
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)
The N-by-N Hermitian matrix whose scaling factors are to be
computed.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
S
S is DOUBLE
PRECISION array, dimension (N)
If INFO = 0, S contains the scale factors for A.
SCOND
SCOND is DOUBLE
PRECISION
If INFO = 0, S contains the ratio of the smallest S(i) to
the largest S(i). If SCOND >= 0.1 and AMAX is neither too
large nor too small, it is not worth scaling by S.
AMAX
AMAX is DOUBLE
PRECISION
Largest absolute value of any matrix element. If AMAX is
very close to overflow or very close to underflow, the
matrix should be scaled.
WORK
WORK is COMPLEX*16 array, dimension (2*N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, the i-th diagonal element is
nonpositive.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
References:
Livne, O.E. and Golub, G.H.,
’Scaling by Binormalization’,
Numerical Algorithms, vol. 35, no. 1, pp. 97-120, January
2004.
DOI 10.1023/B:NUMA.0000016606.32820.69
Tech report version:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.3.1679
subroutine zhegs2 (integer ITYPE, character UPLO, integer N, complex*16,dimension( lda, * ) A, integer LDA, complex*16, dimension( ldb, * ) B,integer LDB, integer INFO)
ZHEGS2 reduces a Hermitian definite generalized eigenproblem to standard form, using the factorization results obtained from cpotrf (unblocked algorithm).
Purpose:
ZHEGS2 reduces
a complex Hermitian-definite generalized
eigenproblem to standard form.
If ITYPE = 1,
the problem is A*x = lambda*B*x,
and A is overwritten by inv(U**H)*A*inv(U) or
inv(L)*A*inv(L**H)
If ITYPE = 2 or
3, the problem is A*B*x = lambda*x or
B*A*x = lambda*x, and A is overwritten by U*A*U**H or L**H
*A*L.
B must have been previously factorized as U**H *U or L*L**H by ZPOTRF.
Parameters
ITYPE
ITYPE is
INTEGER
= 1: compute inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H);
= 2 or 3: compute U*A*U**H or L**H *A*L.
UPLO
UPLO is
CHARACTER*1
Specifies whether the upper or lower triangular part of the
Hermitian matrix A is stored, and how B has been factorized.
= ’U’: Upper triangular
= ’L’: Lower triangular
N
N is INTEGER
The order of the matrices A and B. 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, if
INFO = 0, the transformed matrix, stored in the
same format as A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
B
B is COMPLEX*16
array, dimension (LDB,N)
The triangular factor from the Cholesky factorization of B,
as returned by ZPOTRF.
B is modified by the routine but restored on exit.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >=
max(1,N).
INFO
INFO is INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal
value.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine zhegst (integer ITYPE, character UPLO, integer N, complex*16,dimension( lda, * ) A, integer LDA, complex*16, dimension( ldb, * ) B,integer LDB, integer INFO)
ZHEGST
Purpose:
ZHEGST reduces
a complex Hermitian-definite generalized
eigenproblem to standard form.
If ITYPE = 1,
the problem is A*x = lambda*B*x,
and A is overwritten by inv(U**H)*A*inv(U) or
inv(L)*A*inv(L**H)
If ITYPE = 2 or
3, the problem is A*B*x = lambda*x or
B*A*x = lambda*x, and A is overwritten by U*A*U**H or
L**H*A*L.
B must have been previously factorized as U**H*U or L*L**H by ZPOTRF.
Parameters
ITYPE
ITYPE is
INTEGER
= 1: compute inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H);
= 2 or 3: compute U*A*U**H or L**H*A*L.
UPLO
UPLO is
CHARACTER*1
= ’U’: Upper triangle of A is stored and B is
factored as
U**H*U;
= ’L’: Lower triangle of A is stored and B is
factored as
L*L**H.
N
N is INTEGER
The order of the matrices A and B. 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, if
INFO = 0, the transformed matrix, stored in the
same format as A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
B
B is COMPLEX*16
array, dimension (LDB,N)
The triangular factor from the Cholesky factorization of B,
as returned by ZPOTRF.
B is modified by the routine but restored on exit.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >=
max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal
value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine zherfs (character UPLO, integer N, integer NRHS, complex*16,dimension( lda, * ) A, integer LDA, complex*16, dimension( ldaf, * ) AF,integer LDAF, integer, dimension( * ) IPIV, complex*16, dimension( ldb, * )B, integer LDB, complex*16, dimension( ldx, * ) X, integer LDX, doubleprecision, dimension( * ) FERR, double precision, dimension( * ) BERR,complex*16, dimension( * ) WORK, double precision, dimension( * ) RWORK,integer INFO)
ZHERFS
Purpose:
ZHERFS improves
the computed solution to a system of linear
equations when the coefficient matrix is Hermitian
indefinite, and
provides error bounds and backward error estimates for the
solution.
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.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrices B and X. NRHS >= 0.
A
A is COMPLEX*16
array, dimension (LDA,N)
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.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
AF
AF is
COMPLEX*16 array, dimension (LDAF,N)
The factored form of the matrix A. AF contains the block
diagonal matrix D and the multipliers used to obtain the
factor U or L from the factorization A = U*D*U**H or
A = L*D*L**H as computed by ZHETRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >=
max(1,N).
IPIV
IPIV is INTEGER
array, dimension (N)
Details of the interchanges and the block structure of D
as determined by ZHETRF.
B
B is COMPLEX*16
array, dimension (LDB,NRHS)
The right hand side matrix B.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >=
max(1,N).
X
X is COMPLEX*16
array, dimension (LDX,NRHS)
On entry, the solution matrix X, as computed by ZHETRS.
On exit, the improved solution matrix X.
LDX
LDX is INTEGER
The leading dimension of the array X. LDX >=
max(1,N).
FERR
FERR is DOUBLE
PRECISION array, dimension (NRHS)
The estimated forward error bound for each solution vector
X(j) (the j-th column of the solution matrix X).
If XTRUE is the true solution corresponding to X(j), FERR(j)
is an estimated upper bound for the magnitude of the largest
element in (X(j) - XTRUE) divided by the magnitude of the
largest element in X(j). The estimate is as reliable as
the estimate for RCOND, and is almost always a slight
overestimate of the true error.
BERR
BERR is DOUBLE
PRECISION array, dimension (NRHS)
The componentwise relative backward error of each solution
vector X(j) (i.e., the smallest relative change in
any element of A or B that makes X(j) an exact
solution).
WORK
WORK is COMPLEX*16 array, dimension (2*N)
RWORK
RWORK is DOUBLE PRECISION array, dimension (N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal
value
Internal Parameters:
ITMAX is the maximum number of steps of iterative refinement.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine zherfsx (character UPLO, character EQUED, integer N, integer NRHS,complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension(ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, double precision,dimension( * ) S, complex*16, dimension( ldb, * ) B, integer LDB,complex*16, dimension( ldx, * ) X, integer LDX, double precision RCOND,double precision, dimension( * ) BERR, integer N_ERR_BNDS, doubleprecision, dimension( nrhs, * ) ERR_BNDS_NORM, double precision, dimension(nrhs, * ) ERR_BNDS_COMP, integer NPARAMS, double precision, dimension( * )PARAMS, complex*16, dimension( * ) WORK, double precision, dimension( * )RWORK, integer INFO)
ZHERFSX
Purpose:
ZHERFSX
improves the computed solution to a system of linear
equations when the coefficient matrix is Hermitian
indefinite, and
provides error bounds and backward error estimates for the
solution. In addition to normwise error bound, the code
provides
maximum componentwise error bound if possible. See comments
for
ERR_BNDS_NORM and ERR_BNDS_COMP for details of the error
bounds.
The original
system of linear equations may have been equilibrated
before calling this routine, as described by arguments EQUED
and S
below. In this case, the solution and error bounds returned
are
for the original unequilibrated system.
Some optional
parameters are bundled in the PARAMS array. These
settings determine how refinement is performed, but often
the
defaults are acceptable. If the defaults are acceptable,
users
can pass NPARAMS = 0 which prevents the source code from
accessing
the PARAMS argument.
Parameters
UPLO
UPLO is
CHARACTER*1
= ’U’: Upper triangle of A is stored;
= ’L’: Lower triangle of A is stored.
EQUED
EQUED is
CHARACTER*1
Specifies the form of equilibration that was done to A
before calling this routine. This is needed to compute
the solution and error bounds correctly.
= ’N’: No equilibration
= ’Y’: Both row and column equilibration, i.e.,
A has been
replaced by diag(S) * A * diag(S).
The right hand side B has been changed accordingly.
N
N is INTEGER
The order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrices B and X. NRHS >= 0.
A
A is COMPLEX*16
array, dimension (LDA,N)
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.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
AF
AF is
COMPLEX*16 array, dimension (LDAF,N)
The factored form of the matrix A. AF contains the block
diagonal matrix D and the multipliers used to obtain the
factor U or L from the factorization A = U*D*U**H or A =
L*D*L**H as computed by ZHETRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >=
max(1,N).
IPIV
IPIV is INTEGER
array, dimension (N)
Details of the interchanges and the block structure of D
as determined by ZHETRF.
S
S is DOUBLE
PRECISION array, dimension (N)
The scale factors for A. If EQUED = ’Y’, A is
multiplied on
the left and right by diag(S). S is an input argument if
FACT =
’F’; otherwise, S is an output argument. If FACT
= ’F’ and EQUED
= ’Y’, each element of S must be positive. If S
is output, each
element of S is a power of the radix. If S is input, each
element
of S should be a power of the radix to ensure a reliable
solution
and error estimates. Scaling by powers of the radix does not
cause
rounding errors unless the result underflows or overflows.
Rounding errors during scaling lead to refining with a
matrix that
is not equivalent to the input matrix, producing error
estimates
that may not be reliable.
B
B is COMPLEX*16
array, dimension (LDB,NRHS)
The right hand side matrix B.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >=
max(1,N).
X
X is COMPLEX*16
array, dimension (LDX,NRHS)
On entry, the solution matrix X, as computed by ZHETRS.
On exit, the improved solution matrix X.
LDX
LDX is INTEGER
The leading dimension of the array X. LDX >=
max(1,N).
RCOND
RCOND is DOUBLE
PRECISION
Reciprocal scaled condition number. This is an estimate of
the
reciprocal Skeel condition number of the matrix A after
equilibration (if done). If this is less than the machine
precision (in particular, if it is zero), the matrix is
singular
to working precision. Note that the error may still be small
even
if this number is very small and the matrix appears ill-
conditioned.
BERR
BERR is DOUBLE
PRECISION array, dimension (NRHS)
Componentwise relative backward error. This is the
componentwise relative backward error of each solution
vector X(j)
(i.e., the smallest relative change in any element of A or B
that
makes X(j) an exact solution).
N_ERR_BNDS
N_ERR_BNDS is
INTEGER
Number of error bounds to return for each right hand side
and each type (normwise or componentwise). See ERR_BNDS_NORM
and
ERR_BNDS_COMP below.
ERR_BNDS_NORM
ERR_BNDS_NORM
is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
For each right-hand side, this array contains information
about
various error bounds and condition numbers corresponding to
the
normwise relative error, which is defined as follows:
Normwise
relative error in the ith solution vector:
max_j (abs(XTRUE(j,i) - X(j,i)))
------------------------------
max_j abs(X(j,i))
The array is
indexed by the type of error information as described
below. There currently are up to three pieces of information
returned.
The first index
in ERR_BNDS_NORM(i,:) corresponds to the ith
right-hand side.
The second
index in ERR_BNDS_NORM(:,err) contains the following
three fields:
err = 1 ’Trust/don’t trust’ boolean. Trust
the answer if the
reciprocal condition number is less than the threshold
sqrt(n) * dlamch(’Epsilon’).
err = 2
’Guaranteed’ error bound: The estimated forward
error,
almost certainly within a factor of 10 of the true error
so long as the next entry is greater than the threshold
sqrt(n) * dlamch(’Epsilon’). This error bound
should only
be trusted if the previous boolean is true.
err = 3
Reciprocal condition number: Estimated normwise
reciprocal condition number. Compared with the threshold
sqrt(n) * dlamch(’Epsilon’) to determine if the
error
estimate is ’guaranteed’. These reciprocal
condition
numbers are 1 / (norm(Zˆ{-1},inf) * norm(Z,inf)) for some
appropriately scaled matrix Z.
Let Z = S*A, where S scales each row by a power of the
radix so all absolute row sums of Z are approximately 1.
See Lapack
Working Note 165 for further details and extra
cautions.
ERR_BNDS_COMP
ERR_BNDS_COMP
is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
For each right-hand side, this array contains information
about
various error bounds and condition numbers corresponding to
the
componentwise relative error, which is defined as
follows:
Componentwise
relative error in the ith solution vector:
abs(XTRUE(j,i) - X(j,i))
max_j ----------------------
abs(X(j,i))
The array is
indexed by the right-hand side i (on which the
componentwise relative error depends), and the type of error
information as described below. There currently are up to
three
pieces of information returned for each right-hand side. If
componentwise accuracy is not requested (PARAMS(3) = 0.0),
then
ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at
most
the first (:,N_ERR_BNDS) entries are returned.
The first index
in ERR_BNDS_COMP(i,:) corresponds to the ith
right-hand side.
The second
index in ERR_BNDS_COMP(:,err) contains the following
three fields:
err = 1 ’Trust/don’t trust’ boolean. Trust
the answer if the
reciprocal condition number is less than the threshold
sqrt(n) * dlamch(’Epsilon’).
err = 2
’Guaranteed’ error bound: The estimated forward
error,
almost certainly within a factor of 10 of the true error
so long as the next entry is greater than the threshold
sqrt(n) * dlamch(’Epsilon’). This error bound
should only
be trusted if the previous boolean is true.
err = 3
Reciprocal condition number: Estimated componentwise
reciprocal condition number. Compared with the threshold
sqrt(n) * dlamch(’Epsilon’) to determine if the
error
estimate is ’guaranteed’. These reciprocal
condition
numbers are 1 / (norm(Zˆ{-1},inf) * norm(Z,inf)) for some
appropriately scaled matrix Z.
Let Z = S*(A*diag(x)), where x is the solution for the
current right-hand side and S scales each row of
A*diag(x) by a power of the radix so all absolute row
sums of Z are approximately 1.
See Lapack
Working Note 165 for further details and extra
cautions.
NPARAMS
NPARAMS is
INTEGER
Specifies the number of parameters set in PARAMS. If <=
0, the
PARAMS array is never referenced and default values are
used.
PARAMS
PARAMS is
DOUBLE PRECISION array, dimension NPARAMS
Specifies algorithm parameters. If an entry is < 0.0,
then
that entry will be filled with default value used for that
parameter. Only positions up to NPARAMS are accessed;
defaults
are used for higher-numbered parameters.
PARAMS(LA_LINRX_ITREF_I
= 1) : Whether to perform iterative
refinement or not.
Default: 1.0D+0
= 0.0: No refinement is performed, and no error bounds are
computed.
= 1.0: Use the double-precision refinement algorithm,
possibly with doubled-single computations if the
compilation environment does not support DOUBLE
PRECISION.
(other values are reserved for future use)
PARAMS(LA_LINRX_ITHRESH_I
= 2) : Maximum number of residual
computations allowed for refinement.
Default: 10
Aggressive: Set to 100 to permit convergence using
approximate
factorizations or factorizations other than LU. If
the factorization uses a technique other than
Gaussian elimination, the guarantees in
err_bnds_norm and err_bnds_comp may no longer be
trustworthy.
PARAMS(LA_LINRX_CWISE_I
= 3) : Flag determining if the code
will attempt to find a solution with small componentwise
relative error in the double-precision algorithm. Positive
is true, 0.0 is false.
Default: 1.0 (attempt componentwise convergence)
WORK
WORK is COMPLEX*16 array, dimension (2*N)
RWORK
RWORK is DOUBLE PRECISION array, dimension (2*N)
INFO
INFO is INTEGER
= 0: Successful exit. The solution to every right-hand side
is
guaranteed.
< 0: If INFO = -i, the i-th argument had an illegal value
> 0 and <= N: U(INFO,INFO) is exactly zero. The
factorization
has been completed, but the factor U is exactly singular, so
the solution and error bounds could not be computed. RCOND =
0
is returned.
= N+J: The solution corresponding to the Jth right-hand side
is
not guaranteed. The solutions corresponding to other right-
hand sides K with K > J may not be guaranteed as well,
but
only the first such right-hand side is reported. If a small
componentwise error is not requested (PARAMS(3) = 0.0) then
the Jth right-hand side is the first with a normwise error
bound that is not guaranteed (the smallest J such
that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
the Jth right-hand side is the first with either a normwise
or
componentwise error bound that is not guaranteed (the
smallest
J such that either ERR_BNDS_NORM(J,1) = 0.0 or
ERR_BNDS_COMP(J,1) = 0.0). See the definition of
ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get
information
about all of the right-hand sides check ERR_BNDS_NORM or
ERR_BNDS_COMP.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine zhetd2 (character UPLO, integer N, complex*16, dimension( lda, * )A, integer LDA, double precision, dimension( * ) D, double precision,dimension( * ) E, complex*16, dimension( * ) TAU, integer INFO)
ZHETD2 reduces a Hermitian matrix to real symmetric tridiagonal form by an unitary similarity transformation (unblocked algorithm).
Purpose:
ZHETD2 reduces
a complex Hermitian matrix A to real symmetric
tridiagonal form T by a unitary similarity transformation:
Q**H * A * Q = T.
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, if UPLO = ’U’, the diagonal and first
superdiagonal
of A are overwritten by the corresponding elements of the
tridiagonal matrix T, and the elements above the first
superdiagonal, with the array TAU, represent the unitary
matrix Q as a product of elementary reflectors; if UPLO
= ’L’, the diagonal and first subdiagonal of A
are over-
written by the corresponding elements of the tridiagonal
matrix T, and the elements below the first subdiagonal, with
the array TAU, represent the unitary matrix Q as a product
of elementary reflectors. See Further Details.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
D
D is DOUBLE
PRECISION array, dimension (N)
The diagonal elements of the tridiagonal matrix T:
D(i) = A(i,i).
E
E is DOUBLE
PRECISION array, dimension (N-1)
The off-diagonal elements of the tridiagonal matrix T:
E(i) = A(i,i+1) if UPLO = ’U’, E(i) = A(i+1,i)
if UPLO = ’L’.
TAU
TAU is
COMPLEX*16 array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal
value.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
If UPLO =
’U’, the matrix Q is represented as a product of
elementary
reflectors
Q = H(n-1) . . . H(2) H(1).
Each H(i) has the form
H(i) = I - tau * v * v**H
where tau is a
complex scalar, and v is a complex vector with
v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
A(1:i-1,i+1), and tau in TAU(i).
If UPLO =
’L’, the matrix Q is represented as a product of
elementary
reflectors
Q = H(1) H(2) . . . H(n-1).
Each H(i) has the form
H(i) = I - tau * v * v**H
where tau is a
complex scalar, and v is a complex vector with
v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in
A(i+2:n,i),
and tau in TAU(i).
The contents of
A on exit are illustrated by the following examples
with n = 5:
if UPLO = ’U’: if UPLO = ’L’:
( d e v2 v3 v4
) ( d )
( d e v3 v4 ) ( e d )
( d e v4 ) ( v1 e d )
( d e ) ( v1 v2 e d )
( d ) ( v1 v2 v3 e d )
where d and e
denote diagonal and off-diagonal elements of T, and vi
denotes an element of the vector defining H(i).
subroutine zhetf2 (character UPLO, integer N, complex*16, dimension( lda, * )A, integer LDA, integer, dimension( * ) IPIV, integer INFO)
ZHETF2 computes the factorization of a complex Hermitian matrix, using the diagonal pivoting method (unblocked algorithm, calling Level 2 BLAS).
Purpose:
ZHETF2 computes
the factorization of a complex Hermitian matrix A
using the Bunch-Kaufman diagonal pivoting method:
A = U*D*U**H or A = L*D*L**H
where U (or L)
is a product of permutation and unit upper (lower)
triangular matrices, U**H is the conjugate transpose of U,
and D is
Hermitian and block diagonal with 1-by-1 and 2-by-2 diagonal
blocks.
This is the unblocked version of the algorithm, calling Level 2 BLAS.
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, 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’:
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) =
IPIV(k-1) < 0, then rows and columns
k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
is a 2-by-2 diagonal block.
If UPLO =
’L’:
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) =
IPIV(k+1) < 0, then rows and columns
k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1)
is a 2-by-2 diagonal block.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -k, the k-th argument had an illegal value
> 0: if INFO = k, D(k,k) 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 =
’U’, then A = U*D*U**H, 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**H, 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:
09-29-06 -
patch from
Bobby Cheng, MathWorks
Replace l.210
and l.393
IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
by
IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) )
THEN
01-01-96 -
Based on modifications by
J. Lewis, Boeing Computer Services Company
A. Petitet, Computer Science Dept., Univ. of Tenn.,
Knoxville, USA
subroutine zhetf2_rk (character UPLO, integer N, complex*16, dimension( lda,* ) A, integer LDA, complex*16, dimension( * ) E, integer, dimension( * )IPIV, integer INFO)
ZHETF2_RK computes the factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS2 unblocked algorithm).
Purpose:
ZHETF2_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
unblocked version of the algorithm, calling Level 2 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.
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 further details
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
01-01-96 -
Based on modifications by
J. Lewis, Boeing Computer Services Company
A. Petitet, Computer Science Dept.,
Univ. of Tenn., Knoxville abd , USA
subroutine zhetf2_rook (character UPLO, integer N, complex*16, dimension(lda, * ) A, integer LDA, integer, dimension( * ) IPIV, integer INFO)
ZHETF2_ROOK computes the factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman (’rook’) diagonal pivoting method (unblocked algorithm).
Purpose:
ZHETF2_ROOK
computes the factorization of a complex Hermitian matrix A
using the bounded Bunch-Kaufman (’rook’)
diagonal pivoting method:
A = U*D*U**H or A = L*D*L**H
where U (or L)
is a product of permutation and unit upper (lower)
triangular matrices, U**H is the conjugate transpose of U,
and D is
Hermitian and block diagonal with 1-by-1 and 2-by-2 diagonal
blocks.
This is the unblocked version of the algorithm, calling Level 2 BLAS.
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, 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’:
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’:
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.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -k, the k-th argument had an illegal value
> 0: if INFO = k, D(k,k) 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 =
’U’, then A = U*D*U**H, 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**H, 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
01-01-96 -
Based on modifications by
J. Lewis, Boeing Computer Services Company
A. Petitet, Computer Science Dept., Univ. of Tenn.,
Knoxville, USA
subroutine zhetrd (character UPLO, integer N, complex*16, dimension( lda, * )A, integer LDA, double precision, dimension( * ) D, double precision,dimension( * ) E, complex*16, dimension( * ) TAU, complex*16, dimension( *) WORK, integer LWORK, integer INFO)
ZHETRD
Purpose:
ZHETRD reduces
a complex Hermitian matrix A to real symmetric
tridiagonal form T by a unitary similarity transformation:
Q**H * A * Q = T.
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, if UPLO = ’U’, the diagonal and first
superdiagonal
of A are overwritten by the corresponding elements of the
tridiagonal matrix T, and the elements above the first
superdiagonal, with the array TAU, represent the unitary
matrix Q as a product of elementary reflectors; if UPLO
= ’L’, the diagonal and first subdiagonal of A
are over-
written by the corresponding elements of the tridiagonal
matrix T, and the elements below the first subdiagonal, with
the array TAU, represent the unitary matrix Q as a product
of elementary reflectors. See Further Details.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
D
D is DOUBLE
PRECISION array, dimension (N)
The diagonal elements of the tridiagonal matrix T:
D(i) = A(i,i).
E
E is DOUBLE
PRECISION array, dimension (N-1)
The off-diagonal elements of the tridiagonal matrix T:
E(i) = A(i,i+1) if UPLO = ’U’, E(i) = A(i+1,i)
if UPLO = ’L’.
TAU
TAU is
COMPLEX*16 array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details).
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 dimension of the array WORK. LWORK >= 1.
For optimum performance LWORK >= N*NB, where NB is the
optimal blocksize.
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
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
If UPLO =
’U’, the matrix Q is represented as a product of
elementary
reflectors
Q = H(n-1) . . . H(2) H(1).
Each H(i) has the form
H(i) = I - tau * v * v**H
where tau is a
complex scalar, and v is a complex vector with
v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
A(1:i-1,i+1), and tau in TAU(i).
If UPLO =
’L’, the matrix Q is represented as a product of
elementary
reflectors
Q = H(1) H(2) . . . H(n-1).
Each H(i) has the form
H(i) = I - tau * v * v**H
where tau is a
complex scalar, and v is a complex vector with
v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in
A(i+2:n,i),
and tau in TAU(i).
The contents of
A on exit are illustrated by the following examples
with n = 5:
if UPLO = ’U’: if UPLO = ’L’:
( d e v2 v3 v4
) ( d )
( d e v3 v4 ) ( e d )
( d e v4 ) ( v1 e d )
( d e ) ( v1 v2 e d )
( d ) ( v1 v2 v3 e d )
where d and e
denote diagonal and off-diagonal elements of T, and vi
denotes an element of the vector defining H(i).
subroutine zhetrd_2stage (character VECT, character UPLO, integer N,complex*16, dimension( lda, * ) A, integer LDA, double precision,dimension( * ) D, double precision, dimension( * ) E, complex*16,dimension( * ) TAU, complex*16, dimension( * ) HOUS2, integer LHOUS2,complex*16, dimension( * ) WORK, integer LWORK, integer INFO)
ZHETRD_2STAGE
Purpose:
ZHETRD_2STAGE
reduces a complex Hermitian matrix A to real symmetric
tridiagonal form T by a unitary similarity transformation:
Q1**H Q2**H* A * Q2 * Q1 = T.
Parameters
VECT
VECT is
CHARACTER*1
= ’N’: No need for the Housholder
representation,
in particular for the second stage (Band to
tridiagonal) and thus LHOUS2 is of size max(1, 4*N);
= ’V’: the Householder representation is needed
to
either generate Q1 Q2 or to apply Q1 Q2,
then LHOUS2 is to be queried and computed.
(NOT AVAILABLE IN THIS RELEASE).
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, if UPLO = ’U’, the band superdiagonal
of A are overwritten by the corresponding elements of the
internal band-diagonal matrix AB, and the elements above
the KD superdiagonal, with the array TAU, represent the
unitary
matrix Q1 as a product of elementary reflectors; if UPLO
= ’L’, the diagonal and band subdiagonal of A
are over-
written by the corresponding elements of the internal
band-diagonal
matrix AB, and the elements below the KD subdiagonal, with
the array TAU, represent the unitary matrix Q1 as a product
of elementary reflectors. See Further Details.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
D
D is DOUBLE
PRECISION array, dimension (N)
The diagonal elements of the tridiagonal matrix T.
E
E is DOUBLE
PRECISION array, dimension (N-1)
The off-diagonal elements of the tridiagonal matrix T.
TAU
TAU is
COMPLEX*16 array, dimension (N-KD)
The scalar factors of the elementary reflectors of
the first stage (see Further Details).
HOUS2
HOUS2 is
COMPLEX*16 array, dimension (LHOUS2)
Stores the Householder representation of the stage2
band to tridiagonal.
LHOUS2
LHOUS2 is
INTEGER
The dimension of the array HOUS2.
If LWORK = -1, or LHOUS2 = -1,
then a query is assumed; the routine
only calculates the optimal size of the HOUS2 array, returns
this value as the first entry of the HOUS2 array, and no
error
message related to LHOUS2 is issued by XERBLA.
If VECT=’N’, LHOUS2 = max(1, 4*n);
if VECT=’V’, option not yet available.
WORK
WORK is COMPLEX*16 array, dimension (LWORK)
LWORK
LWORK is
INTEGER
The dimension of the array WORK. LWORK = MAX(1, dimension)
If LWORK = -1, or LHOUS2=-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.
LWORK = MAX(1, dimension) where
dimension = max(stage1,stage2) + (KD+1)*N
= N*KD + N*max(KD+1,FACTOPTNB)
+ max(2*KD*KD, KD*NTHREADS)
+ (KD+1)*N
where KD is the blocking size of the reduction,
FACTOPTNB is the blocking used by the QR or LQ
algorithm, usually FACTOPTNB=128 is a good choice
NTHREADS is the number of threads used when
openMP compilation is enabled, otherwise =1.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal
value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
Implemented by Azzam Haidar.
All details are available on technical report, SC11, SC13 papers.
Azzam Haidar,
Hatem Ltaief, and Jack Dongarra.
Parallel reduction to condensed forms for symmetric
eigenvalue problems
using aggregated fine-grained and memory-aware kernels. In
Proceedings
of 2011 International Conference for High Performance
Computing,
Networking, Storage and Analysis (SC ’11), New York,
NY, USA,
Article 8 , 11 pages.
http://doi.acm.org/10.1145/2063384.2063394
A. Haidar, J.
Kurzak, P. Luszczek, 2013.
An improved parallel singular value algorithm and its
implementation
for multicore hardware, In Proceedings of 2013 International
Conference
for High Performance Computing, Networking, Storage and
Analysis (SC ’13).
Denver, Colorado, USA, 2013.
Article 90, 12 pages.
http://doi.acm.org/10.1145/2503210.2503292
A. Haidar, R.
Solca, S. Tomov, T. Schulthess and J. Dongarra.
A novel hybrid CPU-GPU generalized eigensolver for
electronic structure
calculations based on fine-grained memory aware tasks.
International Journal of High Performance Computing
Applications.
Volume 28 Issue 2, Pages 196-209, May 2014.
http://hpc.sagepub.com/content/28/2/196
subroutine zhetrd_he2hb (character UPLO, integer N, integer KD, complex*16,dimension( lda, * ) A, integer LDA, complex*16, dimension( ldab, * ) AB,integer LDAB, complex*16, dimension( * ) TAU, complex*16, dimension( * )WORK, integer LWORK, integer INFO)
ZHETRD_HE2HB
Purpose:
ZHETRD_HE2HB
reduces a complex Hermitian matrix A to complex Hermitian
band-diagonal form AB by a unitary similarity
transformation:
Q**H * A * Q = AB.
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.
KD
KD is INTEGER
The number of superdiagonals of the reduced matrix if UPLO =
’U’,
or the number of subdiagonals if UPLO = ’L’. KD
>= 0.
The reduced matrix is stored in the array AB.
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, if UPLO = ’U’, the diagonal and first
superdiagonal
of A are overwritten by the corresponding elements of the
tridiagonal matrix T, and the elements above the first
superdiagonal, with the array TAU, represent the unitary
matrix Q as a product of elementary reflectors; if UPLO
= ’L’, the diagonal and first subdiagonal of A
are over-
written by the corresponding elements of the tridiagonal
matrix T, and the elements below the first subdiagonal, with
the array TAU, represent the unitary matrix Q as a product
of elementary reflectors. See Further Details.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
AB
AB is
COMPLEX*16 array, dimension (LDAB,N)
On exit, the upper or lower triangle of the Hermitian band
matrix A, stored in the first KD+1 rows of the array. The
j-th column of A is stored in the j-th column of the array
AB
as follows:
if UPLO = ’U’, AB(kd+1+i-j,j) = A(i,j) for
max(1,j-kd)<=i<=j;
if UPLO = ’L’, AB(1+i-j,j) = A(i,j) for
j<=i<=min(n,j+kd).
LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
TAU
TAU is
COMPLEX*16 array, dimension (N-KD)
The scalar factors of the elementary reflectors (see Further
Details).
WORK
WORK is
COMPLEX*16 array, dimension (LWORK)
On exit, if INFO = 0, or if LWORK=-1,
WORK(1) returns the size of LWORK.
LWORK
LWORK is
INTEGER
The dimension of the array WORK which should be calculated
by a workspace query. LWORK = MAX(1, LWORK_QUERY)
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.
LWORK_QUERY = N*KD + N*max(KD,FACTOPTNB) + 2*KD*KD
where FACTOPTNB is the blocking used by the QR or LQ
algorithm, usually FACTOPTNB=128 is a good choice otherwise
putting LWORK=-1 will provide the size of WORK.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal
value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
Implemented by Azzam Haidar.
All details are available on technical report, SC11, SC13 papers.
Azzam Haidar,
Hatem Ltaief, and Jack Dongarra.
Parallel reduction to condensed forms for symmetric
eigenvalue problems
using aggregated fine-grained and memory-aware kernels. In
Proceedings
of 2011 International Conference for High Performance
Computing,
Networking, Storage and Analysis (SC ’11), New York,
NY, USA,
Article 8 , 11 pages.
http://doi.acm.org/10.1145/2063384.2063394
A. Haidar, J.
Kurzak, P. Luszczek, 2013.
An improved parallel singular value algorithm and its
implementation
for multicore hardware, In Proceedings of 2013 International
Conference
for High Performance Computing, Networking, Storage and
Analysis (SC ’13).
Denver, Colorado, USA, 2013.
Article 90, 12 pages.
http://doi.acm.org/10.1145/2503210.2503292
A. Haidar, R.
Solca, S. Tomov, T. Schulthess and J. Dongarra.
A novel hybrid CPU-GPU generalized eigensolver for
electronic structure
calculations based on fine-grained memory aware tasks.
International Journal of High Performance Computing
Applications.
Volume 28 Issue 2, Pages 196-209, May 2014.
http://hpc.sagepub.com/content/28/2/196
If UPLO =
’U’, the matrix Q is represented as a product of
elementary
reflectors
Q = H(k)**H . . . H(2)**H H(1)**H, where k = n-kd.
Each H(i) has the form
H(i) = I - tau * v * v**H
where tau is a
complex scalar, and v is a complex vector with
v(1:i+kd-1) = 0 and v(i+kd) = 1; conjg(v(i+kd+1:n)) is
stored on exit in
A(i,i+kd+1:n), and tau in TAU(i).
If UPLO =
’L’, the matrix Q is represented as a product of
elementary
reflectors
Q = H(1) H(2) . . . H(k), where k = n-kd.
Each H(i) has the form
H(i) = I - tau * v * v**H
where tau is a
complex scalar, and v is a complex vector with
v(kd+1:i) = 0 and v(i+kd+1) = 1; v(i+kd+2:n) is stored on
exit in
A(i+kd+2:n,i), and tau in TAU(i).
The contents of
A on exit are illustrated by the following examples
with n = 5:
if UPLO = ’U’: if UPLO = ’L’:
( ab ab/v1 v1 v1
v1 ) ( ab )
( ab ab/v2 v2 v2 ) ( ab/v1 ab )
( ab ab/v3 v3 ) ( v1 ab/v2 ab )
( ab ab/v4 ) ( v1 v2 ab/v3 ab )
( ab ) ( v1 v2 v3 ab/v4 ab )
where d and e
denote diagonal and off-diagonal elements of T, and vi
denotes an element of the vector defining H(i)..fi
subroutine zhetrf (character UPLO, integer N, complex*16, dimension( lda, * )A, integer LDA, integer, dimension( * ) IPIV, complex*16, dimension( * )WORK, integer LWORK, integer INFO)
ZHETRF
Purpose:
ZHETRF computes
the factorization of a complex Hermitian matrix A
using the Bunch-Kaufman diagonal pivoting method. The form
of the
factorization is
A = U*D*U**H or A = L*D*L**H
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 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 UPLO = ’U’ and IPIV(k) = IPIV(k-1) < 0,
then rows and
columns k-1 and -IPIV(k) were interchanged and
D(k-1:k,k-1:k)
is a 2-by-2 diagonal block. If UPLO = ’L’ and
IPIV(k) =
IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k)
were
interchanged and 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.
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 =
’U’, then A = U*D*U**H, 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**H, 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).
subroutine zhetrf_aa (character UPLO, integer N, complex*16, dimension( lda,* ) A, integer LDA, integer, dimension( * ) IPIV, complex*16, dimension( *) WORK, integer LWORK, integer INFO)
ZHETRF_AA
Purpose:
ZHETRF_AA
computes the factorization of a complex hermitian matrix A
using the Aasen’s algorithm. The form of the
factorization is
A = U**H*T*U or A = L*T*L**H
where U (or L)
is a product of permutation and unit upper (lower)
triangular matrices, and T is a hermitian tridiagonal
matrix.
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
tridiagonal matrix is stored in the diagonals
and the subdiagonals of A just below (or above) the
diagonals,
and L is stored below (or above) the subdiaonals, when UPLO
is ’L’ (or ’U’).
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
IPIV
IPIV is INTEGER
array, dimension (N)
On exit, it contains the details of the interchanges, i.e.,
the row and column k of A were interchanged with the
row and column IPIV(k).
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 >= MAX(1,2*N). For optimum
performance
LWORK >= N*(1+NB), where NB is the optimal blocksize.
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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
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)
ZHETRF_RK computes the factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS3 blocked algorithm).
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
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 (’rook’) 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 (’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.
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:
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 zhetri (character UPLO, integer N, complex*16, dimension( lda, * )A, integer LDA, integer, dimension( * ) IPIV, complex*16, dimension( * )WORK, integer INFO)
ZHETRI
Purpose:
ZHETRI computes
the inverse of a complex Hermitian indefinite matrix
A using the factorization A = U*D*U**H or A = L*D*L**H
computed by
ZHETRF.
Parameters
UPLO
UPLO is
CHARACTER*1
Specifies whether the details of the factorization are
stored
as an upper or lower triangular matrix.
= ’U’: Upper triangular, form is A = U*D*U**H;
= ’L’: Lower triangular, form is A =
L*D*L**H.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX*16
array, dimension (LDA,N)
On entry, the block diagonal matrix D and the multipliers
used to obtain the factor U or L as computed by ZHETRF.
On exit, if
INFO = 0, the (Hermitian) inverse of the original
matrix. If UPLO = ’U’, the upper triangular part
of the
inverse is formed and the part of A below the diagonal is
not
referenced; if UPLO = ’L’ the lower triangular
part of the
inverse is formed and the part of A above the diagonal is
not referenced.
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
as determined by ZHETRF.
WORK
WORK is COMPLEX*16 array, dimension (N)
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) = 0; the matrix is singular and
its
inverse could not be computed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine zhetri2 (character UPLO, integer N, complex*16, dimension( lda, *) A, integer LDA, integer, dimension( * ) IPIV, complex*16, dimension( * )WORK, integer LWORK, integer INFO)
ZHETRI2
Purpose:
ZHETRI2
computes the inverse of a COMPLEX*16 hermitian indefinite
matrix
A using the factorization A = U*D*U**T or A = L*D*L**T
computed by
ZHETRF. ZHETRI2 set the LEADING DIMENSION of the workspace
before calling ZHETRI2X that actually computes the
inverse.
Parameters
UPLO
UPLO is
CHARACTER*1
Specifies whether the details of the factorization are
stored
as an upper or lower triangular matrix.
= ’U’: Upper triangular, form is A = U*D*U**T;
= ’L’: Lower triangular, form is A =
L*D*L**T.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX*16
array, dimension (LDA,N)
On entry, the block diagonal matrix D and the multipliers
used to obtain the factor U or L as computed by ZHETRF.
On exit, if
INFO = 0, the (symmetric) inverse of the original
matrix. If UPLO = ’U’, the upper triangular part
of the
inverse is formed and the part of A below the diagonal is
not
referenced; if UPLO = ’L’ the lower triangular
part of the
inverse is formed and the part of A above the diagonal is
not referenced.
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
as determined by ZHETRF.
WORK
WORK is COMPLEX*16 array, dimension (N+NB+1)*(NB+3)
LWORK
LWORK is
INTEGER
The dimension of the array WORK.
WORK is size >= (N+NB+1)*(NB+3)
If LWORK = -1, then a workspace query is assumed; the
routine
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) = 0; the matrix is singular and
its
inverse could not be computed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine zhetri2x (character UPLO, integer N, complex*16, dimension( lda, *) A, integer LDA, integer, dimension( * ) IPIV, complex*16, dimension(n+nb+1,* ) WORK, integer NB, integer INFO)
ZHETRI2X
Purpose:
ZHETRI2X
computes the inverse of a COMPLEX*16 Hermitian indefinite
matrix
A using the factorization A = U*D*U**H or A = L*D*L**H
computed by
ZHETRF.
Parameters
UPLO
UPLO is
CHARACTER*1
Specifies whether the details of the factorization are
stored
as an upper or lower triangular matrix.
= ’U’: Upper triangular, form is A = U*D*U**H;
= ’L’: Lower triangular, form is A =
L*D*L**H.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX*16
array, dimension (LDA,N)
On entry, the NNB diagonal matrix D and the multipliers
used to obtain the factor U or L as computed by ZHETRF.
On exit, if
INFO = 0, the (symmetric) inverse of the original
matrix. If UPLO = ’U’, the upper triangular part
of the
inverse is formed and the part of A below the diagonal is
not
referenced; if UPLO = ’L’ the lower triangular
part of the
inverse is formed and the part of A above the diagonal is
not referenced.
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 NNB structure of D
as determined by ZHETRF.
WORK
WORK is COMPLEX*16 array, dimension (N+NB+1,NB+3)
NB
NB is INTEGER
Block size
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) = 0; the matrix is singular and
its
inverse could not be computed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine zhetri_3 (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)
ZHETRI_3
Purpose:
ZHETRI_3
computes the inverse of a complex Hermitian indefinite
matrix A using the factorization computed by ZHETRF_RK or
ZHETRF_BK:
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.
ZHETRI_3 sets
the leading dimension of the workspace before calling
ZHETRI_3X that actually computes the inverse. This is the
blocked
version of the algorithm, calling Level 3 BLAS.
Parameters
UPLO
UPLO is
CHARACTER*1
Specifies whether the details of the factorization are
stored as an upper or lower triangular matrix.
= ’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, diagonal of the block diagonal matrix D and
factors U or L as computed by ZHETRF_RK and ZHETRF_BK:
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
should be provided on entry 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.
On exit, if
INFO = 0, the Hermitian inverse of the original
matrix.
If UPLO = ’U’: the upper triangular part of the
inverse
is formed and the part of A below the diagonal is not
referenced;
If UPLO = ’L’: the lower triangular part of the
inverse
is formed and the part of A above the diagonal is not
referenced.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
E
E is COMPLEX*16
array, dimension (N)
On entry, 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) not
referenced;
If UPLO = ’L’: E(i) = D(i+1,i),i=1:N-1, E(N) not
referenced.
NOTE: For
1-by-1 diagonal block D(k), where
1 <= k <= N, the element E(k) is not referenced in
both
UPLO = ’U’ or UPLO = ’L’ cases.
IPIV
IPIV is INTEGER
array, dimension (N)
Details of the interchanges and the block structure of D
as determined by ZHETRF_RK or ZHETRF_BK.
WORK
WORK is
COMPLEX*16 array, dimension (N+NB+1)*(NB+3).
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is
INTEGER
The length of WORK. LWORK >= (N+NB+1)*(NB+3).
If LDWORK = -1,
then a workspace query is assumed;
the routine only calculates the optimal size of 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) = 0; the matrix is singular and
its
inverse could not be computed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
November 2017,
Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
subroutine zhetri_3x (character UPLO, integer N, complex*16, dimension( lda,* ) A, integer LDA, complex*16, dimension( * ) E, integer, dimension( * )IPIV, complex*16, dimension( n+nb+1, * ) WORK, integer NB, integer INFO)
ZHETRI_3X
Purpose:
ZHETRI_3X
computes the inverse of a complex Hermitian indefinite
matrix A using the factorization computed by ZHETRF_RK or
ZHETRF_BK:
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.
Parameters
UPLO
UPLO is
CHARACTER*1
Specifies whether the details of the factorization are
stored as an upper or lower triangular matrix.
= ’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, diagonal of the block diagonal matrix D and
factors U or L as computed by ZHETRF_RK and ZHETRF_BK:
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
should be provided on entry 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.
On exit, if
INFO = 0, the Hermitian inverse of the original
matrix.
If UPLO = ’U’: the upper triangular part of the
inverse
is formed and the part of A below the diagonal is not
referenced;
If UPLO = ’L’: the lower triangular part of the
inverse
is formed and the part of A above the diagonal is not
referenced.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
E
E is COMPLEX*16
array, dimension (N)
On entry, 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) not
referenced;
If UPLO = ’L’: E(i) = D(i+1,i), i=1:N-1, E(N)
not referenced.
NOTE: For
1-by-1 diagonal block D(k), where
1 <= k <= N, the element E(k) is not referenced in
both
UPLO = ’U’ or UPLO = ’L’ cases.
IPIV
IPIV is INTEGER
array, dimension (N)
Details of the interchanges and the block structure of D
as determined by ZHETRF_RK or ZHETRF_BK.
WORK
WORK is COMPLEX*16 array, dimension (N+NB+1,NB+3).
NB
NB is INTEGER
Block size.
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) = 0; the matrix is singular and
its
inverse could not be computed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
June 2017, Igor
Kozachenko,
Computer Science Division,
University of California, Berkeley
subroutine zhetri_rook (character UPLO, integer N, complex*16, dimension(lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex*16,dimension( * ) WORK, integer INFO)
ZHETRI_ROOK computes the inverse of HE matrix using the factorization obtained with the bounded Bunch-Kaufman (’rook’) diagonal pivoting method.
Purpose:
ZHETRI_ROOK
computes the inverse of a complex Hermitian indefinite
matrix
A using the factorization A = U*D*U**H or A = L*D*L**H
computed by
ZHETRF_ROOK.
Parameters
UPLO
UPLO is
CHARACTER*1
Specifies whether the details of the factorization are
stored
as an upper or lower triangular matrix.
= ’U’: Upper triangular, form is A = U*D*U**H;
= ’L’: Lower triangular, form is A =
L*D*L**H.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX*16
array, dimension (LDA,N)
On entry, the block diagonal matrix D and the multipliers
used to obtain the factor U or L as computed by
ZHETRF_ROOK.
On exit, if
INFO = 0, the (Hermitian) inverse of the original
matrix. If UPLO = ’U’, the upper triangular part
of the
inverse is formed and the part of A below the diagonal is
not
referenced; if UPLO = ’L’ the lower triangular
part of the
inverse is formed and the part of A above the diagonal is
not referenced.
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
as determined by ZHETRF_ROOK.
WORK
WORK is COMPLEX*16 array, dimension (N)
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) = 0; the matrix is singular and
its
inverse could not be computed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
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
subroutine zhetrs (character UPLO, integer N, integer NRHS, complex*16,dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV,complex*16, dimension( ldb, * ) B, integer LDB, integer INFO)
ZHETRS
Purpose:
ZHETRS solves a
system of linear equations A*X = B with a complex
Hermitian matrix A using the factorization A = U*D*U**H or
A = L*D*L**H computed by ZHETRF.
Parameters
UPLO
UPLO is
CHARACTER*1
Specifies whether the details of the factorization are
stored
as an upper or lower triangular matrix.
= ’U’: Upper triangular, form is A = U*D*U**H;
= ’L’: Lower triangular, form is A =
L*D*L**H.
N
N is INTEGER
The order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
A
A is COMPLEX*16
array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by ZHETRF.
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
as determined by ZHETRF.
B
B is COMPLEX*16
array, dimension (LDB,NRHS)
On entry, the right hand side matrix B.
On exit, the solution matrix X.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >=
max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal
value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine zhetrs2 (character UPLO, integer N, integer NRHS, complex*16,dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV,complex*16, dimension( ldb, * ) B, integer LDB, complex*16, dimension( * )WORK, integer INFO)
ZHETRS2
Purpose:
ZHETRS2 solves
a system of linear equations A*X = B with a complex
Hermitian matrix A using the factorization A = U*D*U**H or
A = L*D*L**H computed by ZHETRF and converted by
ZSYCONV.
Parameters
UPLO
UPLO is
CHARACTER*1
Specifies whether the details of the factorization are
stored
as an upper or lower triangular matrix.
= ’U’: Upper triangular, form is A = U*D*U**H;
= ’L’: Lower triangular, form is A =
L*D*L**H.
N
N is INTEGER
The order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
A
A is COMPLEX*16
array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by ZHETRF.
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
as determined by ZHETRF.
B
B is COMPLEX*16
array, dimension (LDB,NRHS)
On entry, the right hand side matrix B.
On exit, the solution matrix X.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >=
max(1,N).
WORK
WORK is COMPLEX*16 array, dimension (N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal
value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine zhetrs_3 (character UPLO, integer N, integer NRHS, complex*16,dimension( lda, * ) A, integer LDA, complex*16, dimension( * ) E, integer,dimension( * ) IPIV, complex*16, dimension( ldb, * ) B, integer LDB,integer INFO)
ZHETRS_3
Purpose:
ZHETRS_3 solves
a system of linear equations A * X = B with a complex
Hermitian matrix A using the factorization computed
by ZHETRF_RK or ZHETRF_BK:
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 algorithm is using Level 3 BLAS.
Parameters
UPLO
UPLO is
CHARACTER*1
Specifies whether the details of the factorization are
stored as an upper or lower triangular matrix:
= ’U’: Upper triangular, form is A =
P*U*D*(U**H)*(P**T);
= ’L’: Lower triangular, form is A =
P*L*D*(L**H)*(P**T).
N
N is INTEGER
The order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
A
A is COMPLEX*16
array, dimension (LDA,N)
Diagonal of the block diagonal matrix D and factors U or L
as computed by ZHETRF_RK and ZHETRF_BK:
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
should be provided on entry 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 entry, 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) not
referenced;
If UPLO = ’L’: E(i) = D(i+1,i),i=1:N-1, E(N) not
referenced.
NOTE: For
1-by-1 diagonal block D(k), where
1 <= k <= N, the element E(k) is not referenced in
both
UPLO = ’U’ or UPLO = ’L’ cases.
IPIV
IPIV is INTEGER
array, dimension (N)
Details of the interchanges and the block structure of D
as determined by ZHETRF_RK or ZHETRF_BK.
B
B is COMPLEX*16
array, dimension (LDB,NRHS)
On entry, the right hand side matrix B.
On exit, the solution matrix X.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >=
max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal
value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
June 2017, 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 zhetrs_aa (character UPLO, integer N, integer NRHS, complex*16,dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV,complex*16, dimension( ldb, * ) B, integer LDB, complex*16, dimension( * )WORK, integer LWORK, integer INFO)
ZHETRS_AA
Purpose:
ZHETRS_AA
solves a system of linear equations A*X = B with a complex
hermitian matrix A using the factorization A = U**H*T*U or
A = L*T*L**H computed by ZHETRF_AA.
Parameters
UPLO
UPLO is
CHARACTER*1
Specifies whether the details of the factorization are
stored
as an upper or lower triangular matrix.
= ’U’: Upper triangular, form is A = U**H*T*U;
= ’L’: Lower triangular, form is A =
L*T*L**H.
N
N is INTEGER
The order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
A
A is COMPLEX*16
array, dimension (LDA,N)
Details of factors computed by ZHETRF_AA.
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 as computed by ZHETRF_AA.
B
B is COMPLEX*16
array, dimension (LDB,NRHS)
On entry, the right hand side matrix B.
On exit, the solution matrix X.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >=
max(1,N).
WORK
WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
LWORK
LWORK is
INTEGER
The dimension of the array WORK. LWORK >=
max(1,3*N-2).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal
value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine zhetrs_rook (character UPLO, integer N, integer NRHS, complex*16,dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV,complex*16, dimension( ldb, * ) B, integer LDB, integer INFO)
ZHETRS_ROOK computes the solution to a system of linear equations A * X = B for HE matrices using factorization obtained with one of the bounded diagonal pivoting methods (max 2 interchanges)
Purpose:
ZHETRS_ROOK
solves a system of linear equations A*X = B with a complex
Hermitian matrix A using the factorization A = U*D*U**H or
A = L*D*L**H computed by ZHETRF_ROOK.
Parameters
UPLO
UPLO is
CHARACTER*1
Specifies whether the details of the factorization are
stored
as an upper or lower triangular matrix.
= ’U’: Upper triangular, form is A = U*D*U**H;
= ’L’: Lower triangular, form is A =
L*D*L**H.
N
N is INTEGER
The order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
A
A is COMPLEX*16
array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by ZHETRF_ROOK.
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
as determined by ZHETRF_ROOK.
B
B is COMPLEX*16
array, dimension (LDB,NRHS)
On entry, the right hand side matrix B.
On exit, the solution matrix X.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >=
max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal
value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
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
subroutine zla_heamv (integer UPLO, integer N, double precision ALPHA,complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( * )X, integer INCX, double precision BETA, double precision, dimension( * ) Y,integer INCY)
ZLA_HEAMV computes a matrix-vector product using a Hermitian indefinite matrix to calculate error bounds.
Purpose:
ZLA_SYAMV performs the matrix-vector operation
y := alpha*abs(A)*abs(x) + beta*abs(y),
where alpha and
beta are scalars, x and y are vectors and A is an
n by n symmetric matrix.
This function
is primarily used in calculating error bounds.
To protect against underflow during evaluation, components
in
the resulting vector are perturbed away from zero by (N+1)
times the underflow threshold. To prevent unnecessarily
large
errors for block-structure embedded in general matrices,
’symbolically’ zero components are not
perturbed. A zero
entry is considered ’symbolic’ if all
multiplications involved
in computing that entry have at least one zero
multiplicand.
Parameters
UPLO
UPLO is INTEGER
On entry, UPLO specifies whether the upper or lower
triangular part of the array A is to be referenced as
follows:
UPLO =
BLAS_UPPER Only the upper triangular part of A
is to be referenced.
UPLO =
BLAS_LOWER Only the lower triangular part of A
is to be referenced.
Unchanged on exit.
N
N is INTEGER
On entry, N specifies the number of columns of the matrix A.
N must be at least zero.
Unchanged on exit.
ALPHA
ALPHA is DOUBLE
PRECISION .
On entry, ALPHA specifies the scalar alpha.
Unchanged on exit.
A
A is COMPLEX*16
array, dimension ( LDA, n ).
Before entry, the leading m by n part of the array A must
contain the matrix of coefficients.
Unchanged on exit.
LDA
LDA is INTEGER
On entry, LDA specifies the first dimension of A as declared
in the calling (sub) program. LDA must be at least
max( 1, n ).
Unchanged on exit.
X
X is COMPLEX*16
array, dimension at least
( 1 + ( n - 1 )*abs( INCX ) )
Before entry, the incremented array X must contain the
vector x.
Unchanged on exit.
INCX
INCX is INTEGER
On entry, INCX specifies the increment for the elements of
X. INCX must not be zero.
Unchanged on exit.
BETA
BETA is DOUBLE
PRECISION .
On entry, BETA specifies the scalar beta. When BETA is
supplied as zero then Y need not be set on input.
Unchanged on exit.
Y
Y is DOUBLE
PRECISION array, dimension
( 1 + ( n - 1 )*abs( INCY ) )
Before entry with BETA non-zero, the incremented array Y
must contain the vector y. On exit, Y is overwritten by the
updated vector y.
INCY
INCY is INTEGER
On entry, INCY specifies the increment for the elements of
Y. INCY must not be zero.
Unchanged on exit.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
Level 2 Blas routine.
-- Written on
22-October-1986.
Jack Dongarra, Argonne National Lab.
Jeremy Du Croz, Nag Central Office.
Sven Hammarling, Nag Central Office.
Richard Hanson, Sandia National Labs.
-- Modified for the absolute-value product, April 2006
Jason Riedy, UC Berkeley
double precision function zla_hercond_c (character UPLO, integer N,complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension(ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, double precision,dimension ( * ) C, logical CAPPLY, integer INFO, complex*16, dimension( * )WORK, double precision, dimension( * ) RWORK)
ZLA_HERCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) for Hermitian indefinite matrices.
Purpose:
ZLA_HERCOND_C
computes the infinity norm condition number of
op(A) * inv(diag(C)) where C is a DOUBLE PRECISION
vector.
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 number of linear equations, i.e., the order of the
matrix A. N >= 0.
A
A is COMPLEX*16
array, dimension (LDA,N)
On entry, the N-by-N matrix A
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
AF
AF is
COMPLEX*16 array, dimension (LDAF,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by ZHETRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >=
max(1,N).
IPIV
IPIV is INTEGER
array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CHETRF.
C
C is DOUBLE
PRECISION array, dimension (N)
The vector C in the formula op(A) * inv(diag(C)).
CAPPLY
CAPPLY is
LOGICAL
If .TRUE. then access the vector C in the formula above.
INFO
INFO is INTEGER
= 0: Successful exit.
i > 0: The ith argument is invalid.
WORK
WORK is
COMPLEX*16 array, dimension (2*N).
Workspace.
RWORK
RWORK is DOUBLE
PRECISION array, dimension (N).
Workspace.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
double precision function zla_hercond_x (character UPLO, integer N,complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension(ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, complex*16,dimension( * ) X, integer INFO, complex*16, dimension( * ) WORK, doubleprecision, dimension( * ) RWORK)
ZLA_HERCOND_X computes the infinity norm condition number of op(A)*diag(x) for Hermitian indefinite matrices.
Purpose:
ZLA_HERCOND_X
computes the infinity norm condition number of
op(A) * diag(X) where X is a COMPLEX*16 vector.
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 number of linear equations, i.e., the order of the
matrix A. N >= 0.
A
A is COMPLEX*16
array, dimension (LDA,N)
On entry, the N-by-N matrix A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
AF
AF is
COMPLEX*16 array, dimension (LDAF,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by ZHETRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >=
max(1,N).
IPIV
IPIV is INTEGER
array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CHETRF.
X
X is COMPLEX*16
array, dimension (N)
The vector X in the formula op(A) * diag(X).
INFO
INFO is INTEGER
= 0: Successful exit.
i > 0: The ith argument is invalid.
WORK
WORK is
COMPLEX*16 array, dimension (2*N).
Workspace.
RWORK
RWORK is DOUBLE
PRECISION array, dimension (N).
Workspace.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine zla_herfsx_extended (integer PREC_TYPE, character UPLO, integer N,integer NRHS, complex*16, dimension( lda, * ) A, integer LDA, complex*16,dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV,logical COLEQU, double precision, dimension( * ) C, complex*16, dimension(ldb, * ) B, integer LDB, complex*16, dimension( ldy, * ) Y, integer LDY,double precision, dimension( * ) BERR_OUT, integer N_NORMS, doubleprecision, dimension( nrhs, * ) ERR_BNDS_NORM, double precision, dimension(nrhs, * ) ERR_BNDS_COMP, complex*16, dimension( * ) RES, double precision,dimension( * ) AYB, complex*16, dimension( * ) DY, complex*16, dimension( *) Y_TAIL, double precision RCOND, integer ITHRESH, double precisionRTHRESH, double precision DZ_UB, logical IGNORE_CWISE, integer INFO)
ZLA_HERFSX_EXTENDED improves the computed solution to a system of linear equations for Hermitian indefinite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.
Purpose:
ZLA_HERFSX_EXTENDED
improves the computed solution to a system of
linear equations by performing extra-precise iterative
refinement
and provides error bounds and backward error estimates for
the solution.
This subroutine is called by ZHERFSX to perform iterative
refinement.
In addition to normwise error bound, the code provides
maximum
componentwise error bound if possible. See comments for
ERR_BNDS_NORM
and ERR_BNDS_COMP for details of the error bounds. Note that
this
subroutine is only responsible for setting the second fields
of
ERR_BNDS_NORM and ERR_BNDS_COMP.
Parameters
PREC_TYPE
PREC_TYPE is
INTEGER
Specifies the intermediate precision to be used in
refinement.
The value is defined by ILAPREC(P) where P is a CHARACTER
and P
= ’S’: Single
= ’D’: Double
= ’I’: Indigenous
= ’X’ or ’E’: Extra
UPLO
UPLO is
CHARACTER*1
= ’U’: Upper triangle of A is stored;
= ’L’: Lower triangle of A is stored.
N
N is INTEGER
The number of linear equations, i.e., the order of the
matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right-hand-sides, i.e., the number of columns
of the
matrix B.
A
A is COMPLEX*16
array, dimension (LDA,N)
On entry, the N-by-N matrix A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
AF
AF is
COMPLEX*16 array, dimension (LDAF,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by ZHETRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >=
max(1,N).
IPIV
IPIV is INTEGER
array, dimension (N)
Details of the interchanges and the block structure of D
as determined by ZHETRF.
COLEQU
COLEQU is
LOGICAL
If .TRUE. then column equilibration was done to A before
calling
this routine. This is needed to compute the solution and
error
bounds correctly.
C
C is DOUBLE
PRECISION array, dimension (N)
The column scale factors for A. If COLEQU = .FALSE., C
is not accessed. If C is input, each element of C should be
a power
of the radix to ensure a reliable solution and error
estimates.
Scaling by powers of the radix does not cause rounding
errors unless
the result underflows or overflows. Rounding errors during
scaling
lead to refining with a matrix that is not equivalent to the
input matrix, producing error estimates that may not be
reliable.
B
B is COMPLEX*16
array, dimension (LDB,NRHS)
The right-hand-side matrix B.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >=
max(1,N).
Y
Y is COMPLEX*16
array, dimension (LDY,NRHS)
On entry, the solution matrix X, as computed by ZHETRS.
On exit, the improved solution matrix Y.
LDY
LDY is INTEGER
The leading dimension of the array Y. LDY >=
max(1,N).
BERR_OUT
BERR_OUT is
DOUBLE PRECISION array, dimension (NRHS)
On exit, BERR_OUT(j) contains the componentwise relative
backward
error for right-hand-side j from the formula
max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i)
)
where abs(Z) is the componentwise absolute value of the
matrix
or vector Z. This is computed by ZLA_LIN_BERR.
N_NORMS
N_NORMS is
INTEGER
Determines which error bounds to return (see ERR_BNDS_NORM
and ERR_BNDS_COMP).
If N_NORMS >= 1 return normwise error bounds.
If N_NORMS >= 2 return componentwise error bounds.
ERR_BNDS_NORM
ERR_BNDS_NORM
is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
For each right-hand side, this array contains information
about
various error bounds and condition numbers corresponding to
the
normwise relative error, which is defined as follows:
Normwise
relative error in the ith solution vector:
max_j (abs(XTRUE(j,i) - X(j,i)))
------------------------------
max_j abs(X(j,i))
The array is
indexed by the type of error information as described
below. There currently are up to three pieces of information
returned.
The first index
in ERR_BNDS_NORM(i,:) corresponds to the ith
right-hand side.
The second
index in ERR_BNDS_NORM(:,err) contains the following
three fields:
err = 1 ’Trust/don’t trust’ boolean. Trust
the answer if the
reciprocal condition number is less than the threshold
sqrt(n) * slamch(’Epsilon’).
err = 2
’Guaranteed’ error bound: The estimated forward
error,
almost certainly within a factor of 10 of the true error
so long as the next entry is greater than the threshold
sqrt(n) * slamch(’Epsilon’). This error bound
should only
be trusted if the previous boolean is true.
err = 3
Reciprocal condition number: Estimated normwise
reciprocal condition number. Compared with the threshold
sqrt(n) * slamch(’Epsilon’) to determine if the
error
estimate is ’guaranteed’. These reciprocal
condition
numbers are 1 / (norm(Zˆ{-1},inf) * norm(Z,inf)) for some
appropriately scaled matrix Z.
Let Z = S*A, where S scales each row by a power of the
radix so all absolute row sums of Z are approximately 1.
This subroutine
is only responsible for setting the second field
above.
See Lapack Working Note 165 for further details and extra
cautions.
ERR_BNDS_COMP
ERR_BNDS_COMP
is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
For each right-hand side, this array contains information
about
various error bounds and condition numbers corresponding to
the
componentwise relative error, which is defined as
follows:
Componentwise
relative error in the ith solution vector:
abs(XTRUE(j,i) - X(j,i))
max_j ----------------------
abs(X(j,i))
The array is
indexed by the right-hand side i (on which the
componentwise relative error depends), and the type of error
information as described below. There currently are up to
three
pieces of information returned for each right-hand side. If
componentwise accuracy is not requested (PARAMS(3) = 0.0),
then
ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at
most
the first (:,N_ERR_BNDS) entries are returned.
The first index
in ERR_BNDS_COMP(i,:) corresponds to the ith
right-hand side.
The second
index in ERR_BNDS_COMP(:,err) contains the following
three fields:
err = 1 ’Trust/don’t trust’ boolean. Trust
the answer if the
reciprocal condition number is less than the threshold
sqrt(n) * slamch(’Epsilon’).
err = 2
’Guaranteed’ error bound: The estimated forward
error,
almost certainly within a factor of 10 of the true error
so long as the next entry is greater than the threshold
sqrt(n) * slamch(’Epsilon’). This error bound
should only
be trusted if the previous boolean is true.
err = 3
Reciprocal condition number: Estimated componentwise
reciprocal condition number. Compared with the threshold
sqrt(n) * slamch(’Epsilon’) to determine if the
error
estimate is ’guaranteed’. These reciprocal
condition
numbers are 1 / (norm(Zˆ{-1},inf) * norm(Z,inf)) for some
appropriately scaled matrix Z.
Let Z = S*(A*diag(x)), where x is the solution for the
current right-hand side and S scales each row of
A*diag(x) by a power of the radix so all absolute row
sums of Z are approximately 1.
This subroutine
is only responsible for setting the second field
above.
See Lapack Working Note 165 for further details and extra
cautions.
RES
RES is
COMPLEX*16 array, dimension (N)
Workspace to hold the intermediate residual.
AYB
AYB is DOUBLE
PRECISION array, dimension (N)
Workspace.
DY
DY is
COMPLEX*16 array, dimension (N)
Workspace to hold the intermediate solution.
Y_TAIL
Y_TAIL is
COMPLEX*16 array, dimension (N)
Workspace to hold the trailing bits of the intermediate
solution.
RCOND
RCOND is DOUBLE
PRECISION
Reciprocal scaled condition number. This is an estimate of
the
reciprocal Skeel condition number of the matrix A after
equilibration (if done). If this is less than the machine
precision (in particular, if it is zero), the matrix is
singular
to working precision. Note that the error may still be small
even
if this number is very small and the matrix appears ill-
conditioned.
ITHRESH
ITHRESH is
INTEGER
The maximum number of residual computations allowed for
refinement. The default is 10. For ’aggressive’
set to 100 to
permit convergence using approximate factorizations or
factorizations other than LU. If the factorization uses a
technique other than Gaussian elimination, the guarantees in
ERR_BNDS_NORM and ERR_BNDS_COMP may no longer be
trustworthy.
RTHRESH
RTHRESH is
DOUBLE PRECISION
Determines when to stop refinement if the error estimate
stops
decreasing. Refinement will stop when the next solution no
longer
satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where
norm(Z) is
the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH
<= 1. The
default value is 0.5. For ’aggressive’ set to
0.9 to permit
convergence on extremely ill-conditioned matrices. See LAWN
165
for more details.
DZ_UB
DZ_UB is DOUBLE
PRECISION
Determines when to start considering componentwise
convergence.
Componentwise convergence is only considered after each
component
of the solution Y is stable, which we define as the relative
change in each component being less than DZ_UB. The default
value
is 0.25, requiring the first bit to be stable. See LAWN 165
for
more details.
IGNORE_CWISE
IGNORE_CWISE is
LOGICAL
If .TRUE. then ignore componentwise convergence. Default
value
is .FALSE..
INFO
INFO is INTEGER
= 0: Successful exit.
< 0: if INFO = -i, the ith argument to
ZLA_HERFSX_EXTENDED had an illegal
value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
double precision function zla_herpvgrw (character*1 UPLO, integer N, integerINFO, complex*16, dimension( lda, * ) A, integer LDA, complex*16,dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, doubleprecision, dimension( * ) WORK)
ZLA_HERPVGRW
Purpose:
ZLA_HERPVGRW
computes the reciprocal pivot growth factor
norm(A)/norm(U). The ’max absolute element’ norm
is used. If this is
much less than 1, the stability of the LU factorization of
the
(equilibrated) matrix A could be poor. This also means that
the
solution X, estimated condition numbers, and error bounds
could be
unreliable.
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 number of linear equations, i.e., the order of the
matrix A. N >= 0.
INFO
INFO is INTEGER
The value of INFO returned from ZHETRF, .i.e., the pivot in
column INFO is exactly 0.
A
A is COMPLEX*16
array, dimension (LDA,N)
On entry, the N-by-N matrix A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
AF
AF is
COMPLEX*16 array, dimension (LDAF,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by ZHETRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >=
max(1,N).
IPIV
IPIV is INTEGER
array, dimension (N)
Details of the interchanges and the block structure of D
as determined by ZHETRF.
WORK
WORK is DOUBLE PRECISION array, dimension (2*N)
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine zlahef (character UPLO, integer N, integer NB, integer KB,complex*16, dimension( lda, * ) A, integer LDA, integer, dimension( * )IPIV, complex*16, dimension( ldw, * ) W, integer LDW, integer INFO)
ZLAHEF computes a partial factorization of a complex Hermitian indefinite matrix using the Bunch-Kaufman diagonal pivoting method (blocked algorithm, calling Level 3 BLAS).
Purpose:
ZLAHEF computes
a partial factorization of a complex Hermitian
matrix A using the Bunch-Kaufman diagonal pivoting method.
The
partial factorization has the form:
A = ( I U12 ) (
A11 0 ) ( I 0 ) if UPLO = ’U’, or:
( 0 U22 ) ( 0 D ) ( U12**H U22**H )
A = ( L11 0 ) (
D 0 ) ( L11**H L21**H ) if UPLO = ’L’
( L21 I ) ( 0 A22 ) ( 0 I )
where the order
of D is at most NB. The actual order is returned in
the argument KB, and is either NB or NB-1, or N if N <=
NB.
Note that U**H denotes the conjugate transpose of U.
ZLAHEF is an
auxiliary routine called by ZHETRF. It uses blocked code
(calling Level 3 BLAS) to update the submatrix A11 (if UPLO
= ’U’) or
A22 (if UPLO = ’L’).
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.
NB
NB is INTEGER
The maximum number of columns of the matrix A that should be
factored. NB should be at least 2 to allow for 2-by-2 pivot
blocks.
KB
KB is INTEGER
The number of columns of A that were actually factored.
KB is either NB-1 or NB, or N if N <= NB.
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, A contains details of the partial
factorization.
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) =
IPIV(k-1) < 0, then rows and columns
k-1 and -IPIV(k) were interchanged and 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) =
IPIV(k+1) < 0, then rows and columns
k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1)
is a 2-by-2 diagonal block.
W
W is COMPLEX*16 array, dimension (LDW,NB)
LDW
LDW is INTEGER
The leading dimension of the array W. LDW >=
max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
> 0: if INFO = k, D(k,k) is exactly zero. The
factorization
has been completed, but the block diagonal matrix D is
exactly singular.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
December 2016,
Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
subroutine zlahef_aa (character UPLO, integer J1, integer M, integer NB,complex*16, dimension( lda, * ) A, integer LDA, integer, dimension( * )IPIV, complex*16, dimension( ldh, * ) H, integer LDH, complex*16,dimension( * ) WORK)
ZLAHEF_AA
Purpose:
DLAHEF_AA
factorizes a panel of a complex hermitian matrix A using
the Aasen’s algorithm. The panel consists of a set of
NB rows of A
when UPLO is U, or a set of NB columns when UPLO is L.
In order to
factorize the panel, the Aasen’s algorithm requires
the
last row, or column, of the previous panel. The first row,
or column,
of A is set to be the first row, or column, of an identity
matrix,
which is used to factorize the first panel.
The resulting
J-th row of U, or J-th column of L, is stored in the
(J-1)-th row, or column, of A (without the unit diagonals),
while
the diagonal and subdiagonal of A are overwritten by those
of T.
Parameters
UPLO
UPLO is
CHARACTER*1
= ’U’: Upper triangle of A is stored;
= ’L’: Lower triangle of A is stored.
J1
J1 is INTEGER
The location of the first row, or column, of the panel
within the submatrix of A, passed to this routine, e.g.,
when called by ZHETRF_AA, for the first panel, J1 is 1,
while for the remaining panels, J1 is 2.
M
M is INTEGER
The dimension of the submatrix. M >= 0.
NB
NB is INTEGER
The dimension of the panel to be facotorized.
A
A is COMPLEX*16
array, dimension (LDA,M) for
the first panel, while dimension (LDA,M+1) for the
remaining panels.
On entry, A
contains the last row, or column, of
the previous panel, and the trailing submatrix of A
to be factorized, except for the first panel, only
the panel is passed.
On exit, the leading panel is factorized.
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 row and column interchanges,
the row and column k were interchanged with the row and
column IPIV(k).
H
H is COMPLEX*16 workspace, dimension (LDH,NB).
LDH
LDH is INTEGER
The leading dimension of the workspace H. LDH >=
max(1,M).
WORK
WORK is COMPLEX*16 workspace, dimension (M).
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine zlahef_rk (character UPLO, integer N, integer NB, integer KB,complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( * )E, integer, dimension( * ) IPIV, complex*16, dimension( ldw, * ) W, integerLDW, integer INFO)
ZLAHEF_RK computes a partial factorization of a complex Hermitian indefinite matrix using bounded Bunch-Kaufman (rook) diagonal pivoting method.
Purpose:
ZLAHEF_RK
computes a partial factorization of a complex Hermitian
matrix A using the bounded Bunch-Kaufman (rook) diagonal
pivoting method. The partial factorization has the form:
A = ( I U12 ) (
A11 0 ) ( I 0 ) if UPLO = ’U’, or:
( 0 U22 ) ( 0 D ) ( U12**H U22**H )
A = ( L11 0 ) (
D 0 ) ( L11**H L21**H ) if UPLO = ’L’,
( L21 I ) ( 0 A22 ) ( 0 I )
where the order
of D is at most NB. The actual order is returned in
the argument KB, and is either NB or NB-1, or N if N <=
NB.
ZLAHEF_RK is an
auxiliary routine called by ZHETRF_RK. It uses
blocked code (calling Level 3 BLAS) to update the submatrix
A11 (if UPLO = ’U’) or A22 (if UPLO =
’L’).
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.
NB
NB is INTEGER
The maximum number of columns of the matrix A that should be
factored. NB should be at least 2 to allow for 2-by-2 pivot
blocks.
KB
KB is INTEGER
The number of columns of A that were actually factored.
KB is either NB-1 or NB, or N if N <= NB.
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.
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 submatrix A(1:N,N-KB+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,N-KB+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 submatrix A(1:N,N-KB+1:N).
If -IPIV(k-1) = k-1, no interchange occurred.
c) In both cases a) and b) is 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 submatrix A(1:N,1:KB).
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 submatrix A(1:N,1:KB).
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 submatrix A(1:N,1:KB).
If -IPIV(k+1) = k+1, no interchange occurred.
c) In both cases a) and b) is always ABS( IPIV(k) ) >= k.
d) NOTE: Any entry IPIV(k) is always NONZERO on output.
W
W is COMPLEX*16 array, dimension (LDW,NB)
LDW
LDW is INTEGER
The leading dimension of the array W. LDW >=
max(1,N).
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.
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
subroutine zlahef_rook (character UPLO, integer N, integer NB, integer KB,complex*16, dimension( lda, * ) A, integer LDA, integer, dimension( * )IPIV, complex*16, dimension( ldw, * ) W, integer LDW, integer INFO)
Purpose:
ZLAHEF_ROOK
computes a partial factorization of a complex Hermitian
matrix A using the bounded Bunch-Kaufman
(’rook’) diagonal pivoting
method. The partial factorization has the form:
A = ( I U12 ) (
A11 0 ) ( I 0 ) if UPLO = ’U’, or:
( 0 U22 ) ( 0 D ) ( U12**H U22**H )
A = ( L11 0 ) (
D 0 ) ( L11**H L21**H ) if UPLO = ’L’
( L21 I ) ( 0 A22 ) ( 0 I )
where the order
of D is at most NB. The actual order is returned in
the argument KB, and is either NB or NB-1, or N if N <=
NB.
Note that U**H denotes the conjugate transpose of U.
ZLAHEF_ROOK is
an auxiliary routine called by ZHETRF_ROOK. It uses
blocked code (calling Level 3 BLAS) to update the submatrix
A11 (if UPLO = ’U’) or A22 (if UPLO =
’L’).
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.
NB
NB is INTEGER
The maximum number of columns of the matrix A that should be
factored. NB should be at least 2 to allow for 2-by-2 pivot
blocks.
KB
KB is INTEGER
The number of columns of A that were actually factored.
KB is either NB-1 or NB, or N if N <= NB.
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, A contains details of the partial
factorization.
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.
W
W is COMPLEX*16 array, dimension (LDW,NB)
LDW
LDW is INTEGER
The leading dimension of the array W. LDW >=
max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
> 0: if INFO = k, D(k,k) is exactly zero. The
factorization
has been completed, but the block diagonal matrix D is
exactly singular.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
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
Author
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