LAPACK 3.12.1
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 174 of file zhetrf.f.

175*
176* -- LAPACK computational routine --
177* -- LAPACK is a software package provided by Univ. of Tennessee, --
178* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
179*
180* .. Scalar Arguments ..
181 CHARACTER UPLO
182 INTEGER INFO, LDA, LWORK, N
183* ..
184* .. Array Arguments ..
185 INTEGER IPIV( * )
186 COMPLEX*16 A( LDA, * ), WORK( * )
187* ..
188*
189* =====================================================================
190*
191* .. Local Scalars ..
192 LOGICAL LQUERY, UPPER
193 INTEGER IINFO, IWS, J, K, KB, LDWORK, LWKOPT, NB, NBMIN
194* ..
195* .. External Functions ..
196 LOGICAL LSAME
197 INTEGER ILAENV
198 EXTERNAL lsame, ilaenv
199* ..
200* .. External Subroutines ..
201 EXTERNAL xerbla, zhetf2, zlahef
202* ..
203* .. Intrinsic Functions ..
204 INTRINSIC max
205* ..
206* .. Executable Statements ..
207*
208* Test the input parameters.
209*
210 info = 0
211 upper = lsame( uplo, 'U' )
212 lquery = ( lwork.EQ.-1 )
213 IF( .NOT.upper .AND. .NOT.lsame( uplo, 'L' ) ) THEN
214 info = -1
215 ELSE IF( n.LT.0 ) THEN
216 info = -2
217 ELSE IF( lda.LT.max( 1, n ) ) THEN
218 info = -4
219 ELSE IF( lwork.LT.1 .AND. .NOT.lquery ) THEN
220 info = -7
221 END IF
222*
223 IF( info.EQ.0 ) THEN
224*
225* Determine the block size
226*
227 nb = ilaenv( 1, 'ZHETRF', uplo, n, -1, -1, -1 )
228 lwkopt = max( 1, n*nb )
229 work( 1 ) = lwkopt
230 END IF
231*
232 IF( info.NE.0 ) THEN
233 CALL xerbla( 'ZHETRF', -info )
234 RETURN
235 ELSE IF( lquery ) THEN
236 RETURN
237 END IF
238*
239 nbmin = 2
240 ldwork = n
241 IF( nb.GT.1 .AND. nb.LT.n ) THEN
242 iws = ldwork*nb
243 IF( lwork.LT.iws ) THEN
244 nb = max( lwork / ldwork, 1 )
245 nbmin = max( 2, ilaenv( 2, 'ZHETRF', uplo, n, -1, -1,
246 $ -1 ) )
247 END IF
248 ELSE
249 iws = 1
250 END IF
251 IF( nb.LT.nbmin )
252 $ nb = n
253*
254 IF( upper ) THEN
255*
256* Factorize A as U*D*U**H using the upper triangle of A
257*
258* K is the main loop index, decreasing from N to 1 in steps of
259* KB, where KB is the number of columns factorized by ZLAHEF;
260* KB is either NB or NB-1, or K for the last block
261*
262 k = n
263 10 CONTINUE
264*
265* If K < 1, exit from loop
266*
267 IF( k.LT.1 )
268 $ GO TO 40
269*
270 IF( k.GT.nb ) THEN
271*
272* Factorize columns k-kb+1:k of A and use blocked code to
273* update columns 1:k-kb
274*
275 CALL zlahef( uplo, k, nb, kb, a, lda, ipiv, work, n,
276 $ 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,
317 $ ipiv( k ),
318 $ work, n, iinfo )
319 ELSE
320*
321* Use unblocked code to factorize columns k:n of A
322*
323 CALL zhetf2( uplo, n-k+1, a( k, k ), lda, ipiv( k ),
324 $ iinfo )
325 kb = n - k + 1
326 END IF
327*
328* Set INFO on the first occurrence of a zero pivot
329*
330 IF( info.EQ.0 .AND. iinfo.GT.0 )
331 $ info = iinfo + k - 1
332*
333* Adjust IPIV
334*
335 DO 30 j = k, k + kb - 1
336 IF( ipiv( j ).GT.0 ) THEN
337 ipiv( j ) = ipiv( j ) + k - 1
338 ELSE
339 ipiv( j ) = ipiv( j ) - k + 1
340 END IF
341 30 CONTINUE
342*
343* Increase K and return to the start of the main loop
344*
345 k = k + kb
346 GO TO 20
347*
348 END IF
349*
350 40 CONTINUE
351*
352 work( 1 ) = lwkopt
353 RETURN
354*
355* End of ZHETRF
356*
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:189
integer function ilaenv(ispec, name, opts, n1, n2, n3, n4)
ILAENV
Definition ilaenv.f:160
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:176
logical function lsame(ca, cb)
LSAME
Definition lsame.f:48
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