SRC/zlahef_rk.f(3)

NAME
SRC/zlahef_rk.f

SYNOPSIS

  Functions/Subroutines
subroutine zlahef_rk (uplo, n, nb, kb, a, lda, e, ipiv, w, ldw, info)
ZLAHEF_RK computes a partial factorization of a complex Hermitian indefinite matrix using bounded Bunch-Kaufman (rook) diagonal pivoting method.

Function/Subroutine Documentation

  subroutine zlahef_rk (character uplo, integer n, integer nb, integer kb, complex*16, dimension( lda, * ) a, integer lda, complex*16, dimension( * ) e, integer, dimension( * ) ipiv, complex*16, dimension( ldw, * ) w, integer ldw, integer info)

ZLAHEF_RK computes a partial factorization of a complex Hermitian indefinite matrix using bounded Bunch-Kaufman (rook) diagonal pivoting method.

Purpose:

     ZLAHEF_RK computes a partial factorization of a complex Hermitian
     matrix A using the bounded Bunch-Kaufman (rook) diagonal
     pivoting method. The partial factorization has the form:
     A  =  ( I  U12 ) ( A11  0  ) (  I       0    )  if UPLO = 'U', or:
           ( 0  U22 ) (  0   D  ) ( U12**H U22**H )
     A  =  ( L11  0 ) (  D   0  ) ( L11**H L21**H )  if UPLO = 'L',
           ( L21  I ) (  0  A22 ) (  0       I    )
     where the order of D is at most NB. The actual order is returned in
     the argument KB, and is either NB or NB-1, or N if N <= NB.
     ZLAHEF_RK is an auxiliary routine called by ZHETRF_RK. It uses
     blocked code (calling Level 3 BLAS) to update the submatrix
     A11 (if UPLO = 'U') or A22 (if UPLO = 'L').

Parameters
    UPLO

              UPLO is CHARACTER*1
              Specifies whether the upper or lower triangular part of the
              Hermitian matrix A is stored:
              = 'U':  Upper triangular
              = 'L':  Lower triangular

    N

              N is INTEGER
              The order of the matrix A.  N >= 0.

    NB

              NB is INTEGER
              The maximum number of columns of the matrix A that should be
              factored.  NB should be at least 2 to allow for 2-by-2 pivot
              blocks.

    KB

              KB is INTEGER
              The number of columns of A that were actually factored.
              KB is either NB-1 or NB, or N if N <= NB.

    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, contains:
                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.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    E

              E is COMPLEX*16 array, dimension (N)
              On exit, contains 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.

    IPIV

              IPIV is INTEGER array, dimension (N)
              IPIV describes the permutation matrix P in the factorization
              of matrix A as follows. The absolute value of IPIV(k)
              represents the index of row and column that were
              interchanged with the k-th row and column. The value of UPLO
              describes the order in which the interchanges were applied.
              Also, the sign of IPIV represents the block structure of
              the Hermitian block diagonal matrix D with 1-by-1 or 2-by-2
              diagonal blocks which correspond to 1 or 2 interchanges
              at each factorization step.
              If UPLO = 'U',
              ( in factorization order, k decreases from N to 1 ):
                a) A single positive entry IPIV(k) > 0 means:
                   D(k,k) is a 1-by-1 diagonal block.
                   If IPIV(k) != k, rows and columns k and IPIV(k) were
                   interchanged in the submatrix A(1:N,N-KB+1:N);
                   If IPIV(k) = k, no interchange occurred.
                b) A pair of consecutive negative entries
                   IPIV(k) < 0 and IPIV(k-1) < 0 means:
                   D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
                   (NOTE: negative entries in IPIV appear ONLY in pairs).
                   1) If -IPIV(k) != k, rows and columns
                      k and -IPIV(k) were interchanged
                      in the matrix A(1:N,N-KB+1:N).
                      If -IPIV(k) = k, no interchange occurred.
                   2) If -IPIV(k-1) != k-1, rows and columns
                      k-1 and -IPIV(k-1) were interchanged
                      in the submatrix A(1:N,N-KB+1:N).
                      If -IPIV(k-1) = k-1, no interchange occurred.
                c) In both cases a) and b) is always ABS( IPIV(k) ) <= k.
                d) NOTE: Any entry IPIV(k) is always NONZERO on output.
              If UPLO = 'L',
              ( in factorization order, k increases from 1 to N ):
                a) A single positive entry IPIV(k) > 0 means:
                   D(k,k) is a 1-by-1 diagonal block.
                   If IPIV(k) != k, rows and columns k and IPIV(k) were
                   interchanged in the submatrix A(1:N,1:KB).
                   If IPIV(k) = k, no interchange occurred.
                b) A pair of consecutive negative entries
                   IPIV(k) < 0 and IPIV(k+1) < 0 means:
                   D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
                   (NOTE: negative entries in IPIV appear ONLY in pairs).
                   1) If -IPIV(k) != k, rows and columns
                      k and -IPIV(k) were interchanged
                      in the submatrix A(1:N,1:KB).
                      If -IPIV(k) = k, no interchange occurred.
                   2) If -IPIV(k+1) != k+1, rows and columns
                      k-1 and -IPIV(k-1) were interchanged
                      in the submatrix A(1:N,1:KB).
                      If -IPIV(k+1) = k+1, no interchange occurred.
                c) In both cases a) and b) is always ABS( IPIV(k) ) >= k.
                d) NOTE: Any entry IPIV(k) is always NONZERO on output.

    W

              W is COMPLEX*16 array, dimension (LDW,NB)

    LDW

              LDW is INTEGER
              The leading dimension of the array W.  LDW >= max(1,N).

    INFO

              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.

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Contributors:

      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 260 of file zlahef_rk.f.

Author

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