*> \brief CHESV_RK computes the solution to system of linear equations A * X = B for SY matrices * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download CHESV_RK + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE CHESV_RK( UPLO, N, NRHS, A, LDA, E, IPIV, B, LDB, * WORK, LWORK, INFO ) * * .. Scalar Arguments .. * CHARACTER UPLO * INTEGER INFO, LDA, LDB, LWORK, N, NRHS * .. * .. Array Arguments .. * INTEGER IPIV( * ) * COMPLEX A( LDA, * ), B( LDB, * ), E( * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> CHESV_RK computes the solution to a complex system of linear *> equations A * X = B, where A is an N-by-N Hermitian matrix *> and X and B are N-by-NRHS matrices. *> *> The bounded Bunch-Kaufman (rook) diagonal pivoting method is used *> to factor A as *> A = P*U*D*(U**H)*(P**T), if UPLO = 'U', or *> A = P*L*D*(L**H)*(P**T), if UPLO = 'L', *> 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. *> *> CHETRF_RK is called to compute the factorization of a complex *> Hermitian matrix. The factored form of A is then used to solve *> the system of equations A * X = B by calling BLAS3 routine CHETRS_3. *> \endverbatim * * Arguments: * ========== * *> \param[in] UPLO *> \verbatim *> UPLO is CHARACTER*1 *> Specifies whether the upper or lower triangular part of the *> Hermitian matrix A is stored: *> = 'U': Upper triangle of A is stored; *> = 'L': Lower triangle of A is stored. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of linear equations, i.e., the order of the *> matrix A. N >= 0. *> \endverbatim *> *> \param[in] NRHS *> \verbatim *> NRHS is INTEGER *> The number of right hand sides, i.e., the number of columns *> of the matrix B. NRHS >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is COMPLEX 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, diagonal of the block diagonal *> matrix D and factors U or L as computed by CHETRF_RK: *> 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. *> *> For more info see the description of CHETRF_RK routine. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,N). *> \endverbatim *> *> \param[out] E *> \verbatim *> E is COMPLEX array, dimension (N) *> On exit, contains the output computed by the factorization *> routine CHETRF_RK, i.e. 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. *> *> For more info see the description of CHETRF_RK routine. *> \endverbatim *> *> \param[out] IPIV *> \verbatim *> IPIV is INTEGER array, dimension (N) *> Details of the interchanges and the block structure of D, *> as determined by CHETRF_RK. *> *> For more info see the description of CHETRF_RK routine. *> \endverbatim *> *> \param[in,out] B *> \verbatim *> B is COMPLEX array, dimension (LDB,NRHS) *> On entry, the N-by-NRHS right hand side matrix B. *> On exit, if INFO = 0, the N-by-NRHS solution matrix X. *> \endverbatim *> *> \param[in] LDB *> \verbatim *> LDB is INTEGER *> The leading dimension of the array B. LDB >= max(1,N). *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is COMPLEX array, dimension ( MAX(1,LWORK) ). *> Work array used in the factorization stage. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. *> \endverbatim *> *> \param[in] LWORK *> \verbatim *> LWORK is INTEGER *> The length of WORK. LWORK >= 1. For best performance *> of factorization stage LWORK >= max(1,N*NB), where NB is *> the optimal blocksize for CHETRF_RK. *> *> If LWORK = -1, then a workspace query is assumed; *> the routine only calculates the optimal size of the WORK *> array for factorization stage, returns this value as *> the first entry of the WORK array, and no error message *> related to LWORK is issued by XERBLA. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> 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. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup complexHEsolve * *> \par Contributors: * ================== *> *> \verbatim *> *> 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 *> *> \endverbatim * * ===================================================================== SUBROUTINE CHESV_RK( UPLO, N, NRHS, A, LDA, E, IPIV, B, LDB, WORK, $ LWORK, INFO ) * * -- LAPACK driver routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. CHARACTER UPLO INTEGER INFO, LDA, LDB, LWORK, N, NRHS * .. * .. Array Arguments .. INTEGER IPIV( * ) COMPLEX A( LDA, * ), B( LDB, * ), E( * ), WORK( * ) * .. * * ===================================================================== * * .. Local Scalars .. LOGICAL LQUERY INTEGER LWKOPT * .. * .. External Functions .. LOGICAL LSAME EXTERNAL LSAME * .. * .. External Subroutines .. EXTERNAL XERBLA, CHETRF_RK, CHETRS_3 * .. * .. Intrinsic Functions .. INTRINSIC MAX * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 LQUERY = ( LWORK.EQ.-1 ) IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( NRHS.LT.0 ) THEN INFO = -3 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -5 ELSE IF( LDB.LT.MAX( 1, N ) ) THEN INFO = -9 ELSE IF( LWORK.LT.1 .AND. .NOT.LQUERY ) THEN INFO = -11 END IF * IF( INFO.EQ.0 ) THEN IF( N.EQ.0 ) THEN LWKOPT = 1 ELSE CALL CHETRF_RK( UPLO, N, A, LDA, E, IPIV, WORK, -1, INFO ) LWKOPT = WORK(1) END IF WORK( 1 ) = LWKOPT END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'CHESV_RK ', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Compute the factorization A = U*D*U**T or A = L*D*L**T. * CALL CHETRF_RK( UPLO, N, A, LDA, E, IPIV, WORK, LWORK, INFO ) * IF( INFO.EQ.0 ) THEN * * Solve the system A*X = B with BLAS3 solver, overwriting B with X. * CALL CHETRS_3( UPLO, N, NRHS, A, LDA, E, IPIV, B, LDB, INFO ) * END IF * WORK( 1 ) = LWKOPT * RETURN * * End of CHESV_RK * END