LAPACK  3.6.1 LAPACK: Linear Algebra PACKage
chesv.f
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1 *> \brief <b> CHESV computes the solution to system of linear equations A * X = B for HE matrices</b>
2 *
3 * =========== DOCUMENTATION ===========
4 *
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17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE CHESV( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK,
22 * LWORK, INFO )
23 *
24 * .. Scalar Arguments ..
25 * CHARACTER UPLO
26 * INTEGER INFO, LDA, LDB, LWORK, N, NRHS
27 * ..
28 * .. Array Arguments ..
29 * INTEGER IPIV( * )
30 * COMPLEX A( LDA, * ), B( LDB, * ), WORK( * )
31 * ..
32 *
33 *
34 *> \par Purpose:
35 * =============
36 *>
37 *> \verbatim
38 *>
39 *> CHESV computes the solution to a complex system of linear equations
40 *> A * X = B,
41 *> where A is an N-by-N Hermitian matrix and X and B are N-by-NRHS
42 *> matrices.
43 *>
44 *> The diagonal pivoting method is used to factor A as
45 *> A = U * D * U**H, if UPLO = 'U', or
46 *> A = L * D * L**H, if UPLO = 'L',
47 *> where U (or L) is a product of permutation and unit upper (lower)
48 *> triangular matrices, and D is Hermitian and block diagonal with
49 *> 1-by-1 and 2-by-2 diagonal blocks. The factored form of A is then
50 *> used to solve the system of equations A * X = B.
51 *> \endverbatim
52 *
53 * Arguments:
54 * ==========
55 *
56 *> \param[in] UPLO
57 *> \verbatim
58 *> UPLO is CHARACTER*1
59 *> = 'U': Upper triangle of A is stored;
60 *> = 'L': Lower triangle of A is stored.
61 *> \endverbatim
62 *>
63 *> \param[in] N
64 *> \verbatim
65 *> N is INTEGER
66 *> The number of linear equations, i.e., the order of the
67 *> matrix A. N >= 0.
68 *> \endverbatim
69 *>
70 *> \param[in] NRHS
71 *> \verbatim
72 *> NRHS is INTEGER
73 *> The number of right hand sides, i.e., the number of columns
74 *> of the matrix B. NRHS >= 0.
75 *> \endverbatim
76 *>
77 *> \param[in,out] A
78 *> \verbatim
79 *> A is COMPLEX array, dimension (LDA,N)
80 *> On entry, the Hermitian matrix A. If UPLO = 'U', the leading
81 *> N-by-N upper triangular part of A contains the upper
82 *> triangular part of the matrix A, and the strictly lower
83 *> triangular part of A is not referenced. If UPLO = 'L', the
84 *> leading N-by-N lower triangular part of A contains the lower
85 *> triangular part of the matrix A, and the strictly upper
86 *> triangular part of A is not referenced.
87 *>
88 *> On exit, if INFO = 0, the block diagonal matrix D and the
89 *> multipliers used to obtain the factor U or L from the
90 *> factorization A = U*D*U**H or A = L*D*L**H as computed by
91 *> CHETRF.
92 *> \endverbatim
93 *>
94 *> \param[in] LDA
95 *> \verbatim
96 *> LDA is INTEGER
97 *> The leading dimension of the array A. LDA >= max(1,N).
98 *> \endverbatim
99 *>
100 *> \param[out] IPIV
101 *> \verbatim
102 *> IPIV is INTEGER array, dimension (N)
103 *> Details of the interchanges and the block structure of D, as
104 *> determined by CHETRF. If IPIV(k) > 0, then rows and columns
105 *> k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1
106 *> diagonal block. If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0,
107 *> then rows and columns k-1 and -IPIV(k) were interchanged and
108 *> D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L' and
109 *> IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and
110 *> -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2
111 *> diagonal block.
112 *> \endverbatim
113 *>
114 *> \param[in,out] B
115 *> \verbatim
116 *> B is COMPLEX array, dimension (LDB,NRHS)
117 *> On entry, the N-by-NRHS right hand side matrix B.
118 *> On exit, if INFO = 0, the N-by-NRHS solution matrix X.
119 *> \endverbatim
120 *>
121 *> \param[in] LDB
122 *> \verbatim
123 *> LDB is INTEGER
124 *> The leading dimension of the array B. LDB >= max(1,N).
125 *> \endverbatim
126 *>
127 *> \param[out] WORK
128 *> \verbatim
129 *> WORK is COMPLEX array, dimension (MAX(1,LWORK))
130 *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
131 *> \endverbatim
132 *>
133 *> \param[in] LWORK
134 *> \verbatim
135 *> LWORK is INTEGER
136 *> The length of WORK. LWORK >= 1, and for best performance
137 *> LWORK >= max(1,N*NB), where NB is the optimal blocksize for
138 *> CHETRF.
139 *> for LWORK < N, TRS will be done with Level BLAS 2
140 *> for LWORK >= N, TRS will be done with Level BLAS 3
141 *>
142 *> If LWORK = -1, then a workspace query is assumed; the routine
143 *> only calculates the optimal size of the WORK array, returns
144 *> this value as the first entry of the WORK array, and no error
145 *> message related to LWORK is issued by XERBLA.
146 *> \endverbatim
147 *>
148 *> \param[out] INFO
149 *> \verbatim
150 *> INFO is INTEGER
151 *> = 0: successful exit
152 *> < 0: if INFO = -i, the i-th argument had an illegal value
153 *> > 0: if INFO = i, D(i,i) is exactly zero. The factorization
154 *> has been completed, but the block diagonal matrix D is
155 *> exactly singular, so the solution could not be computed.
156 *> \endverbatim
157 *
158 * Authors:
159 * ========
160 *
161 *> \author Univ. of Tennessee
162 *> \author Univ. of California Berkeley
163 *> \author Univ. of Colorado Denver
164 *> \author NAG Ltd.
165 *
166 *> \date November 2011
167 *
168 *> \ingroup complexHEsolve
169 *
170 * =====================================================================
171  SUBROUTINE chesv( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK,
172  \$ lwork, info )
173 *
174 * -- LAPACK driver routine (version 3.4.0) --
175 * -- LAPACK is a software package provided by Univ. of Tennessee, --
176 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
177 * November 2011
178 *
179 * .. Scalar Arguments ..
180  CHARACTER UPLO
181  INTEGER INFO, LDA, LDB, LWORK, N, NRHS
182 * ..
183 * .. Array Arguments ..
184  INTEGER IPIV( * )
185  COMPLEX A( lda, * ), B( ldb, * ), WORK( * )
186 * ..
187 *
188 * =====================================================================
189 *
190 * .. Local Scalars ..
191  LOGICAL LQUERY
192  INTEGER LWKOPT, NB
193 * ..
194 * .. External Functions ..
195  LOGICAL LSAME
196  INTEGER ILAENV
197  EXTERNAL lsame, ilaenv
198 * ..
199 * .. External Subroutines ..
200  EXTERNAL xerbla, chetrf, chetrs, chetrs2
201 * ..
202 * .. Intrinsic Functions ..
203  INTRINSIC max
204 * ..
205 * .. Executable Statements ..
206 *
207 * Test the input parameters.
208 *
209  info = 0
210  lquery = ( lwork.EQ.-1 )
211  IF( .NOT.lsame( uplo, 'U' ) .AND. .NOT.lsame( uplo, 'L' ) ) THEN
212  info = -1
213  ELSE IF( n.LT.0 ) THEN
214  info = -2
215  ELSE IF( nrhs.LT.0 ) THEN
216  info = -3
217  ELSE IF( lda.LT.max( 1, n ) ) THEN
218  info = -5
219  ELSE IF( ldb.LT.max( 1, n ) ) THEN
220  info = -8
221  ELSE IF( lwork.LT.1 .AND. .NOT.lquery ) THEN
222  info = -10
223  END IF
224 *
225  IF( info.EQ.0 ) THEN
226  IF( n.EQ.0 ) THEN
227  lwkopt = 1
228  ELSE
229  nb = ilaenv( 1, 'CHETRF', uplo, n, -1, -1, -1 )
230  lwkopt = n*nb
231  END IF
232  work( 1 ) = lwkopt
233  END IF
234 *
235  IF( info.NE.0 ) THEN
236  CALL xerbla( 'CHESV ', -info )
237  RETURN
238  ELSE IF( lquery ) THEN
239  RETURN
240  END IF
241 *
242 * Compute the factorization A = U*D*U**H or A = L*D*L**H.
243 *
244  CALL chetrf( uplo, n, a, lda, ipiv, work, lwork, info )
245  IF( info.EQ.0 ) THEN
246 *
247 * Solve the system A*X = B, overwriting B with X.
248 *
249  IF ( lwork.LT.n ) THEN
250 *
251 * Solve with TRS ( Use Level BLAS 2)
252 *
253  CALL chetrs( uplo, n, nrhs, a, lda, ipiv, b, ldb, info )
254 *
255  ELSE
256 *
257 * Solve with TRS2 ( Use Level BLAS 3)
258 *
259  CALL chetrs2( uplo,n,nrhs,a,lda,ipiv,b,ldb,work,info )
260 *
261  END IF
262 *
263  END IF
264 *
265  work( 1 ) = lwkopt
266 *
267  RETURN
268 *
269 * End of CHESV
270 *
271  END
subroutine chetrs2(UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, INFO)
CHETRS2
Definition: chetrs2.f:129
subroutine chesv(UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK, INFO)
CHESV computes the solution to system of linear equations A * X = B for HE matrices ...
Definition: chesv.f:173
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:62
subroutine chetrs(UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO)
CHETRS
Definition: chetrs.f:122
subroutine chetrf(UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)
CHETRF
Definition: chetrf.f:179