LAPACK
3.10.1
LAPACK: Linear Algebra PACKage

subroutine chesv_rk  (  character  UPLO, 
integer  N,  
integer  NRHS,  
complex, dimension( lda, * )  A,  
integer  LDA,  
complex, dimension( * )  E,  
integer, dimension( * )  IPIV,  
complex, dimension( ldb, * )  B,  
integer  LDB,  
complex, dimension( * )  WORK,  
integer  LWORK,  
integer  INFO  
) 
CHESV_RK computes the solution to system of linear equations A * X = B for SY matrices
Download CHESV_RK + dependencies [TGZ] [ZIP] [TXT]
CHESV_RK computes the solution to a complex system of linear equations A * X = B, where A is an NbyN Hermitian matrix and X and B are NbyNRHS matrices. The bounded BunchKaufman (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 1by1 and 2by2 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.
[in]  UPLO  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. 
[in]  N  N is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0. 
[in]  NRHS  NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. 
[in,out]  A  A is COMPLEX array, dimension (LDA,N) On entry, the Hermitian matrix A. If UPLO = 'U': the leading NbyN 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 NbyN 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. 
[in]  LDA  LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). 
[out]  E  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 1by1 or 2by2 diagonal blocks, where If UPLO = 'U': E(i) = D(i1,i), i=2:N, E(1) is set to 0; If UPLO = 'L': E(i) = D(i+1,i), i=1:N1, E(N) is set to 0. NOTE: For 1by1 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. 
[out]  IPIV  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. 
[in,out]  B  B is COMPLEX array, dimension (LDB,NRHS) On entry, the NbyNRHS right hand side matrix B. On exit, if INFO = 0, the NbyNRHS solution matrix X. 
[in]  LDB  LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). 
[out]  WORK  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. 
[in]  LWORK  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. 
[out]  INFO  INFO is INTEGER = 0: successful exit < 0: If INFO = k, the kth 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. 
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
Definition at line 226 of file chesv_rk.f.