LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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◆ zhetrf()

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

Download ZHETRF + dependencies [TGZ] [ZIP] [TXT]

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
[in]UPLO
          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.
[in]N
          N is INTEGER
          The order of the matrix A.  N >= 0.
[in,out]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).
[in]LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
[out]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.
[out]WORK
          WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
[in]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.
[out]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).

Definition at line 176 of file zhetrf.f.

177*
178* -- LAPACK computational routine --
179* -- LAPACK is a software package provided by Univ. of Tennessee, --
180* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
181*
182* .. Scalar Arguments ..
183 CHARACTER UPLO
184 INTEGER INFO, LDA, LWORK, N
185* ..
186* .. Array Arguments ..
187 INTEGER IPIV( * )
188 COMPLEX*16 A( LDA, * ), WORK( * )
189* ..
190*
191* =====================================================================
192*
193* .. Local Scalars ..
194 LOGICAL LQUERY, UPPER
195 INTEGER IINFO, IWS, J, K, KB, LDWORK, LWKOPT, NB, NBMIN
196* ..
197* .. External Functions ..
198 LOGICAL LSAME
199 INTEGER ILAENV
200 EXTERNAL lsame, ilaenv
201* ..
202* .. External Subroutines ..
203 EXTERNAL xerbla, zhetf2, zlahef
204* ..
205* .. Intrinsic Functions ..
206 INTRINSIC max
207* ..
208* .. Executable Statements ..
209*
210* Test the input parameters.
211*
212 info = 0
213 upper = lsame( uplo, 'U' )
214 lquery = ( lwork.EQ.-1 )
215 IF( .NOT.upper .AND. .NOT.lsame( uplo, 'L' ) ) THEN
216 info = -1
217 ELSE IF( n.LT.0 ) THEN
218 info = -2
219 ELSE IF( lda.LT.max( 1, n ) ) THEN
220 info = -4
221 ELSE IF( lwork.LT.1 .AND. .NOT.lquery ) THEN
222 info = -7
223 END IF
224*
225 IF( info.EQ.0 ) THEN
226*
227* Determine the block size
228*
229 nb = ilaenv( 1, 'ZHETRF', uplo, n, -1, -1, -1 )
230 lwkopt = n*nb
231 work( 1 ) = lwkopt
232 END IF
233*
234 IF( info.NE.0 ) THEN
235 CALL xerbla( 'ZHETRF', -info )
236 RETURN
237 ELSE IF( lquery ) THEN
238 RETURN
239 END IF
240*
241 nbmin = 2
242 ldwork = n
243 IF( nb.GT.1 .AND. nb.LT.n ) THEN
244 iws = ldwork*nb
245 IF( lwork.LT.iws ) THEN
246 nb = max( lwork / ldwork, 1 )
247 nbmin = max( 2, ilaenv( 2, 'ZHETRF', uplo, n, -1, -1, -1 ) )
248 END IF
249 ELSE
250 iws = 1
251 END IF
252 IF( nb.LT.nbmin )
253 $ nb = n
254*
255 IF( upper ) THEN
256*
257* Factorize A as U*D*U**H using the upper triangle of A
258*
259* K is the main loop index, decreasing from N to 1 in steps of
260* KB, where KB is the number of columns factorized by ZLAHEF;
261* KB is either NB or NB-1, or K for the last block
262*
263 k = n
264 10 CONTINUE
265*
266* If K < 1, exit from loop
267*
268 IF( k.LT.1 )
269 $ GO TO 40
270*
271 IF( k.GT.nb ) THEN
272*
273* Factorize columns k-kb+1:k of A and use blocked code to
274* update columns 1:k-kb
275*
276 CALL zlahef( uplo, k, nb, kb, a, lda, ipiv, work, n, iinfo )
277 ELSE
278*
279* Use unblocked code to factorize columns 1:k of A
280*
281 CALL zhetf2( uplo, k, a, lda, ipiv, iinfo )
282 kb = k
283 END IF
284*
285* Set INFO on the first occurrence of a zero pivot
286*
287 IF( info.EQ.0 .AND. iinfo.GT.0 )
288 $ info = iinfo
289*
290* Decrease K and return to the start of the main loop
291*
292 k = k - kb
293 GO TO 10
294*
295 ELSE
296*
297* Factorize A as L*D*L**H using the lower triangle of A
298*
299* K is the main loop index, increasing from 1 to N in steps of
300* KB, where KB is the number of columns factorized by ZLAHEF;
301* KB is either NB or NB-1, or N-K+1 for the last block
302*
303 k = 1
304 20 CONTINUE
305*
306* If K > N, exit from loop
307*
308 IF( k.GT.n )
309 $ GO TO 40
310*
311 IF( k.LE.n-nb ) THEN
312*
313* Factorize columns k:k+kb-1 of A and use blocked code to
314* update columns k+kb:n
315*
316 CALL zlahef( uplo, n-k+1, nb, kb, a( k, k ), lda, ipiv( k ),
317 $ work, n, iinfo )
318 ELSE
319*
320* Use unblocked code to factorize columns k:n of A
321*
322 CALL zhetf2( uplo, n-k+1, a( k, k ), lda, ipiv( k ), iinfo )
323 kb = n - k + 1
324 END IF
325*
326* Set INFO on the first occurrence of a zero pivot
327*
328 IF( info.EQ.0 .AND. iinfo.GT.0 )
329 $ info = iinfo + k - 1
330*
331* Adjust IPIV
332*
333 DO 30 j = k, k + kb - 1
334 IF( ipiv( j ).GT.0 ) THEN
335 ipiv( j ) = ipiv( j ) + k - 1
336 ELSE
337 ipiv( j ) = ipiv( j ) - k + 1
338 END IF
339 30 CONTINUE
340*
341* Increase K and return to the start of the main loop
342*
343 k = k + kb
344 GO TO 20
345*
346 END IF
347*
348 40 CONTINUE
349 work( 1 ) = lwkopt
350 RETURN
351*
352* End of ZHETRF
353*
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine zhetf2(uplo, n, a, lda, ipiv, info)
ZHETF2 computes the factorization of a complex Hermitian matrix, using the diagonal pivoting method (...
Definition zhetf2.f:191
integer function ilaenv(ispec, name, opts, n1, n2, n3, n4)
ILAENV
Definition ilaenv.f:162
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-Kauf...
Definition zlahef.f:177
logical function lsame(ca, cb)
LSAME
Definition lsame.f:48
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