LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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◆ chesv()

subroutine chesv ( character  uplo,
integer  n,
integer  nrhs,
complex, dimension( lda, * )  a,
integer  lda,
integer, dimension( * )  ipiv,
complex, dimension( ldb, * )  b,
integer  ldb,
complex, dimension( * )  work,
integer  lwork,
integer  info 
)

CHESV computes the solution to system of linear equations A * X = B for HE matrices

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

Purpose:
 CHESV 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 diagonal pivoting method is used to factor A as
    A = U * D * U**H,  if UPLO = 'U', or
    A = L * D * L**H,  if UPLO = 'L',
 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.  The factored form of A is then
 used to solve the system of equations A * X = B.
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 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
          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, the block diagonal matrix D and the
          multipliers used to obtain the factor U or L from the
          factorization A = U*D*U**H or A = L*D*L**H as computed by
          CHETRF.
[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, as
          determined by CHETRF.  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.
[in,out]B
          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.
[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))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
[in]LWORK
          LWORK is INTEGER
          The length of WORK.  LWORK >= 1, and for best performance
          LWORK >= max(1,N*NB), where NB is the optimal blocksize for
          CHETRF.
          for LWORK < N, TRS will be done with Level BLAS 2
          for LWORK >= N, TRS will be done with Level BLAS 3

          If LWORK = -1, then a workspace query is assumed; the routine
          only calculates the optimal size of the WORK array, 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 = -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, so the solution could not be computed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.

Definition at line 169 of file chesv.f.

171*
172* -- LAPACK driver routine --
173* -- LAPACK is a software package provided by Univ. of Tennessee, --
174* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
175*
176* .. Scalar Arguments ..
177 CHARACTER UPLO
178 INTEGER INFO, LDA, LDB, LWORK, N, NRHS
179* ..
180* .. Array Arguments ..
181 INTEGER IPIV( * )
182 COMPLEX A( LDA, * ), B( LDB, * ), WORK( * )
183* ..
184*
185* =====================================================================
186*
187* .. Local Scalars ..
188 LOGICAL LQUERY
189 INTEGER LWKOPT, NB
190* ..
191* .. External Functions ..
192 LOGICAL LSAME
193 INTEGER ILAENV
194 REAL SROUNDUP_LWORK
195 EXTERNAL lsame, ilaenv, sroundup_lwork
196* ..
197* .. External Subroutines ..
198 EXTERNAL xerbla, chetrf, chetrs, chetrs2
199* ..
200* .. Intrinsic Functions ..
201 INTRINSIC max
202* ..
203* .. Executable Statements ..
204*
205* Test the input parameters.
206*
207 info = 0
208 lquery = ( lwork.EQ.-1 )
209 IF( .NOT.lsame( uplo, 'U' ) .AND. .NOT.lsame( uplo, 'L' ) ) THEN
210 info = -1
211 ELSE IF( n.LT.0 ) THEN
212 info = -2
213 ELSE IF( nrhs.LT.0 ) THEN
214 info = -3
215 ELSE IF( lda.LT.max( 1, n ) ) THEN
216 info = -5
217 ELSE IF( ldb.LT.max( 1, n ) ) THEN
218 info = -8
219 ELSE IF( lwork.LT.1 .AND. .NOT.lquery ) THEN
220 info = -10
221 END IF
222*
223 IF( info.EQ.0 ) THEN
224 IF( n.EQ.0 ) THEN
225 lwkopt = 1
226 ELSE
227 nb = ilaenv( 1, 'CHETRF', uplo, n, -1, -1, -1 )
228 lwkopt = n*nb
229 END IF
230 work( 1 ) = sroundup_lwork(lwkopt)
231 END IF
232*
233 IF( info.NE.0 ) THEN
234 CALL xerbla( 'CHESV ', -info )
235 RETURN
236 ELSE IF( lquery ) THEN
237 RETURN
238 END IF
239*
240* Compute the factorization A = U*D*U**H or A = L*D*L**H.
241*
242 CALL chetrf( uplo, n, a, lda, ipiv, work, lwork, info )
243 IF( info.EQ.0 ) THEN
244*
245* Solve the system A*X = B, overwriting B with X.
246*
247 IF ( lwork.LT.n ) THEN
248*
249* Solve with TRS ( Use Level BLAS 2)
250*
251 CALL chetrs( uplo, n, nrhs, a, lda, ipiv, b, ldb, info )
252*
253 ELSE
254*
255* Solve with TRS2 ( Use Level BLAS 3)
256*
257 CALL chetrs2( uplo,n,nrhs,a,lda,ipiv,b,ldb,work,info )
258*
259 END IF
260*
261 END IF
262*
263 work( 1 ) = sroundup_lwork(lwkopt)
264*
265 RETURN
266*
267* End of CHESV
268*
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine chetrf(uplo, n, a, lda, ipiv, work, lwork, info)
CHETRF
Definition chetrf.f:177
subroutine chetrs2(uplo, n, nrhs, a, lda, ipiv, b, ldb, work, info)
CHETRS2
Definition chetrs2.f:127
subroutine chetrs(uplo, n, nrhs, a, lda, ipiv, b, ldb, info)
CHETRS
Definition chetrs.f:120
integer function ilaenv(ispec, name, opts, n1, n2, n3, n4)
ILAENV
Definition ilaenv.f:162
logical function lsame(ca, cb)
LSAME
Definition lsame.f:48
real function sroundup_lwork(lwork)
SROUNDUP_LWORK
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