Provided by: liblapack-doc_3.11.0-2_all
NAME
complexSYcomputational - complex
SYNOPSIS
Functions subroutine chesv_aa_2stage (UPLO, N, NRHS, A, LDA, TB, LTB, IPIV, IPIV2, B, LDB, WORK, LWORK, INFO) CHESV_AA_2STAGE computes the solution to system of linear equations A * X = B for HE matrices subroutine chetrf_aa_2stage (UPLO, N, A, LDA, TB, LTB, IPIV, IPIV2, WORK, LWORK, INFO) CHETRF_AA_2STAGE subroutine chetrs_aa_2stage (UPLO, N, NRHS, A, LDA, TB, LTB, IPIV, IPIV2, B, LDB, INFO) CHETRS_AA_2STAGE subroutine cla_syamv (UPLO, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY) CLA_SYAMV computes a matrix-vector product using a symmetric indefinite matrix to calculate error bounds. real function cla_syrcond_c (UPLO, N, A, LDA, AF, LDAF, IPIV, C, CAPPLY, INFO, WORK, RWORK) CLA_SYRCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) for symmetric indefinite matrices. real function cla_syrcond_x (UPLO, N, A, LDA, AF, LDAF, IPIV, X, INFO, WORK, RWORK) CLA_SYRCOND_X computes the infinity norm condition number of op(A)*diag(x) for symmetric indefinite matrices. subroutine cla_syrfsx_extended (PREC_TYPE, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, COLEQU, C, B, LDB, Y, LDY, BERR_OUT, N_NORMS, ERR_BNDS_NORM, ERR_BNDS_COMP, RES, AYB, DY, Y_TAIL, RCOND, ITHRESH, RTHRESH, DZ_UB, IGNORE_CWISE, INFO) CLA_SYRFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric indefinite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution. real function cla_syrpvgrw (UPLO, N, INFO, A, LDA, AF, LDAF, IPIV, WORK) CLA_SYRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric indefinite matrix. subroutine clahef_aa (UPLO, J1, M, NB, A, LDA, IPIV, H, LDH, WORK) CLAHEF_AA subroutine clasyf (UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO) CLASYF computes a partial factorization of a complex symmetric matrix using the Bunch- Kaufman diagonal pivoting method. subroutine clasyf_aa (UPLO, J1, M, NB, A, LDA, IPIV, H, LDH, WORK) CLASYF_AA subroutine clasyf_rk (UPLO, N, NB, KB, A, LDA, E, IPIV, W, LDW, INFO) CLASYF_RK computes a partial factorization of a complex symmetric indefinite matrix using bounded Bunch-Kaufman (rook) diagonal pivoting method. subroutine clasyf_rook (UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO) CLASYF_ROOK computes a partial factorization of a complex symmetric matrix using the bounded Bunch-Kaufman ('rook') diagonal pivoting method. subroutine csycon (UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK, INFO) CSYCON subroutine csycon_3 (UPLO, N, A, LDA, E, IPIV, ANORM, RCOND, WORK, INFO) CSYCON_3 subroutine csycon_rook (UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK, INFO) CSYCON_ROOK subroutine csyconv (UPLO, WAY, N, A, LDA, IPIV, E, INFO) CSYCONV subroutine csyconvf (UPLO, WAY, N, A, LDA, E, IPIV, INFO) CSYCONVF subroutine csyconvf_rook (UPLO, WAY, N, A, LDA, E, IPIV, INFO) CSYCONVF_ROOK subroutine csyequb (UPLO, N, A, LDA, S, SCOND, AMAX, WORK, INFO) CSYEQUB subroutine csyrfs (UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO) CSYRFS subroutine csyrfsx (UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, IPIV, S, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO) CSYRFSX subroutine csysv_aa_2stage (UPLO, N, NRHS, A, LDA, TB, LTB, IPIV, IPIV2, B, LDB, WORK, LWORK, INFO) CSYSV_AA_2STAGE computes the solution to system of linear equations A * X = B for SY matrices subroutine csytf2 (UPLO, N, A, LDA, IPIV, INFO) CSYTF2 computes the factorization of a real symmetric indefinite matrix, using the diagonal pivoting method (unblocked algorithm). subroutine csytf2_rk (UPLO, N, A, LDA, E, IPIV, INFO) CSYTF2_RK computes the factorization of a complex symmetric indefinite matrix using the bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS2 unblocked algorithm). subroutine csytf2_rook (UPLO, N, A, LDA, IPIV, INFO) CSYTF2_ROOK computes the factorization of a complex symmetric indefinite matrix using the bounded Bunch-Kaufman ('rook') diagonal pivoting method (unblocked algorithm). subroutine csytrf (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO) CSYTRF subroutine csytrf_aa (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO) CSYTRF_AA subroutine csytrf_aa_2stage (UPLO, N, A, LDA, TB, LTB, IPIV, IPIV2, WORK, LWORK, INFO) CSYTRF_AA_2STAGE subroutine csytrf_rk (UPLO, N, A, LDA, E, IPIV, WORK, LWORK, INFO) CSYTRF_RK computes the factorization of a complex symmetric indefinite matrix using the bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS3 blocked algorithm). subroutine csytrf_rook (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO) CSYTRF_ROOK subroutine csytri (UPLO, N, A, LDA, IPIV, WORK, INFO) CSYTRI subroutine csytri2 (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO) CSYTRI2 subroutine csytri2x (UPLO, N, A, LDA, IPIV, WORK, NB, INFO) CSYTRI2X subroutine csytri_3 (UPLO, N, A, LDA, E, IPIV, WORK, LWORK, INFO) CSYTRI_3 subroutine csytri_3x (UPLO, N, A, LDA, E, IPIV, WORK, NB, INFO) CSYTRI_3X subroutine csytri_rook (UPLO, N, A, LDA, IPIV, WORK, INFO) CSYTRI_ROOK subroutine csytrs (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO) CSYTRS subroutine csytrs2 (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, INFO) CSYTRS2 subroutine csytrs_3 (UPLO, N, NRHS, A, LDA, E, IPIV, B, LDB, INFO) CSYTRS_3 subroutine csytrs_aa (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK, INFO) CSYTRS_AA subroutine csytrs_aa_2stage (UPLO, N, NRHS, A, LDA, TB, LTB, IPIV, IPIV2, B, LDB, INFO) CSYTRS_AA_2STAGE subroutine csytrs_rook (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO) CSYTRS_ROOK subroutine ctgsyl (TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D, LDD, E, LDE, F, LDF, SCALE, DIF, WORK, LWORK, IWORK, INFO) CTGSYL subroutine ctrsyl (TRANA, TRANB, ISGN, M, N, A, LDA, B, LDB, C, LDC, SCALE, INFO) CTRSYL subroutine ctrsyl3 (TRANA, TRANB, ISGN, M, N, A, LDA, B, LDB, C, LDC, SCALE, SWORK, LDSWORK, INFO) CTRSYL3
Detailed Description
This is the group of complex computational functions for SY matrices
Function Documentation
subroutine chesv_aa_2stage (character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) TB, integer LTB, integer, dimension( * ) IPIV, integer, dimension( * ) IPIV2, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( * ) WORK, integer LWORK, integer INFO) CHESV_AA_2STAGE computes the solution to system of linear equations A * X = B for HE matrices Purpose: CHESV_AA_2STAGE 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. Aasen's 2-stage algorithm is used to factor A as A = U**H * T * U, if UPLO = 'U', or A = L * T * L**H, if UPLO = 'L', where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and T is Hermitian and band. The matrix T is then LU-factored with partial pivoting. The factored form of A is then used to solve the system of equations A * X = B. This is the blocked version of the algorithm, calling Level 3 BLAS. Parameters UPLO UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. N N is INTEGER The order of the matrix A. N >= 0. NRHS NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. 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, L is stored below (or above) the subdiaonal blocks, when UPLO is 'L' (or 'U'). LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). TB TB is COMPLEX array, dimension (LTB) On exit, details of the LU factorization of the band matrix. LTB LTB is INTEGER The size of the array TB. LTB >= 4*N, internally used to select NB such that LTB >= (3*NB+1)*N. If LTB = -1, then a workspace query is assumed; the routine only calculates the optimal size of LTB, returns this value as the first entry of TB, and no error message related to LTB is issued by XERBLA. IPIV IPIV is INTEGER array, dimension (N) On exit, it contains the details of the interchanges, i.e., the row and column k of A were interchanged with the row and column IPIV(k). IPIV2 IPIV2 is INTEGER array, dimension (N) On exit, it contains the details of the interchanges, i.e., the row and column k of T were interchanged with the row and column IPIV(k). B B is COMPLEX array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). WORK WORK is COMPLEX workspace of size LWORK LWORK LWORK is INTEGER The size of WORK. LWORK >= N, internally used to select NB such that LWORK >= N*NB. 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. INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = i, band LU factorization failed on i-th column Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutine chetrf_aa_2stage (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) TB, integer LTB, integer, dimension( * ) IPIV, integer, dimension( * ) IPIV2, complex, dimension( * ) WORK, integer LWORK, integer INFO) CHETRF_AA_2STAGE Purpose: CHETRF_AA_2STAGE computes the factorization of a real hermitian matrix A using the Aasen's algorithm. The form of the factorization is A = U**T*T*U or A = L*T*L**T where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and T is a hermitian band matrix with the bandwidth of NB (NB is internally selected and stored in TB( 1 ), and T is LU factorized with partial pivoting). This is the blocked version of the algorithm, calling Level 3 BLAS. Parameters UPLO UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. N N is INTEGER The order of the matrix A. N >= 0. 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, L is stored below (or above) the subdiaonal blocks, when UPLO is 'L' (or 'U'). LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). TB TB is COMPLEX array, dimension (LTB) On exit, details of the LU factorization of the band matrix. LTB LTB is INTEGER The size of the array TB. LTB >= 4*N, internally used to select NB such that LTB >= (3*NB+1)*N. If LTB = -1, then a workspace query is assumed; the routine only calculates the optimal size of LTB, returns this value as the first entry of TB, and no error message related to LTB is issued by XERBLA. IPIV IPIV is INTEGER array, dimension (N) On exit, it contains the details of the interchanges, i.e., the row and column k of A were interchanged with the row and column IPIV(k). IPIV2 IPIV2 is INTEGER array, dimension (N) On exit, it contains the details of the interchanges, i.e., the row and column k of T were interchanged with the row and column IPIV(k). WORK WORK is COMPLEX workspace of size LWORK LWORK LWORK is INTEGER The size of WORK. LWORK >= N, internally used to select NB such that LWORK >= N*NB. 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. INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = i, band LU factorization failed on i-th column Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutine chetrs_aa_2stage (character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) TB, integer LTB, integer, dimension( * ) IPIV, integer, dimension( * ) IPIV2, complex, dimension( ldb, * ) B, integer LDB, integer INFO) CHETRS_AA_2STAGE Purpose: CHETRS_AA_2STAGE solves a system of linear equations A*X = B with a real hermitian matrix A using the factorization A = U**T*T*U or A = L*T*L**T computed by CHETRF_AA_2STAGE. Parameters UPLO UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangular, form is A = U**T*T*U; = 'L': Lower triangular, form is A = L*T*L**T. N N is INTEGER The order of the matrix A. N >= 0. NRHS NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. A A is COMPLEX array, dimension (LDA,N) Details of factors computed by CHETRF_AA_2STAGE. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). TB TB is COMPLEX array, dimension (LTB) Details of factors computed by CHETRF_AA_2STAGE. LTB LTB is INTEGER The size of the array TB. LTB >= 4*N. IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges as computed by CHETRF_AA_2STAGE. IPIV2 IPIV2 is INTEGER array, dimension (N) Details of the interchanges as computed by CHETRF_AA_2STAGE. B B is COMPLEX array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutine cla_syamv (integer UPLO, integer N, real ALPHA, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) X, integer INCX, real BETA, real, dimension( * ) Y, integer INCY) CLA_SYAMV computes a matrix-vector product using a symmetric indefinite matrix to calculate error bounds. Purpose: CLA_SYAMV performs the matrix-vector operation y := alpha*abs(A)*abs(x) + beta*abs(y), where alpha and beta are scalars, x and y are vectors and A is an n by n symmetric matrix. This function is primarily used in calculating error bounds. To protect against underflow during evaluation, components in the resulting vector are perturbed away from zero by (N+1) times the underflow threshold. To prevent unnecessarily large errors for block-structure embedded in general matrices, "symbolically" zero components are not perturbed. A zero entry is considered "symbolic" if all multiplications involved in computing that entry have at least one zero multiplicand. Parameters UPLO UPLO is INTEGER On entry, UPLO specifies whether the upper or lower triangular part of the array A is to be referenced as follows: UPLO = BLAS_UPPER Only the upper triangular part of A is to be referenced. UPLO = BLAS_LOWER Only the lower triangular part of A is to be referenced. Unchanged on exit. N N is INTEGER On entry, N specifies the number of columns of the matrix A. N must be at least zero. Unchanged on exit. ALPHA ALPHA is REAL . On entry, ALPHA specifies the scalar alpha. Unchanged on exit. A A is COMPLEX array, dimension ( LDA, n ). Before entry, the leading m by n part of the array A must contain the matrix of coefficients. Unchanged on exit. LDA LDA is INTEGER On entry, LDA specifies the first dimension of A as declared in the calling (sub) program. LDA must be at least max( 1, n ). Unchanged on exit. X X is COMPLEX array, dimension ( 1 + ( n - 1 )*abs( INCX ) ) Before entry, the incremented array X must contain the vector x. Unchanged on exit. INCX INCX is INTEGER On entry, INCX specifies the increment for the elements of X. INCX must not be zero. Unchanged on exit. BETA BETA is REAL . On entry, BETA specifies the scalar beta. When BETA is supplied as zero then Y need not be set on input. Unchanged on exit. Y Y is REAL array, dimension ( 1 + ( n - 1 )*abs( INCY ) ) Before entry with BETA non-zero, the incremented array Y must contain the vector y. On exit, Y is overwritten by the updated vector y. INCY INCY is INTEGER On entry, INCY specifies the increment for the elements of Y. INCY must not be zero. Unchanged on exit. Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Further Details: Level 2 Blas routine. -- Written on 22-October-1986. Jack Dongarra, Argonne National Lab. Jeremy Du Croz, Nag Central Office. Sven Hammarling, Nag Central Office. Richard Hanson, Sandia National Labs. -- Modified for the absolute-value product, April 2006 Jason Riedy, UC Berkeley real function cla_syrcond_c (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, real, dimension( * ) C, logical CAPPLY, integer INFO, complex, dimension( * ) WORK, real, dimension( * ) RWORK) CLA_SYRCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) for symmetric indefinite matrices. Purpose: CLA_SYRCOND_C Computes the infinity norm condition number of op(A) * inv(diag(C)) where C is a REAL vector. Parameters UPLO UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. N N is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0. A A is COMPLEX array, dimension (LDA,N) On entry, the N-by-N matrix A LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). AF AF is COMPLEX array, dimension (LDAF,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF. LDAF LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF. C C is REAL array, dimension (N) The vector C in the formula op(A) * inv(diag(C)). CAPPLY CAPPLY is LOGICAL If .TRUE. then access the vector C in the formula above. INFO INFO is INTEGER = 0: Successful exit. i > 0: The ith argument is invalid. WORK WORK is COMPLEX array, dimension (2*N). Workspace. RWORK RWORK is REAL array, dimension (N). Workspace. Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. real function cla_syrcond_x (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, complex, dimension( * ) X, integer INFO, complex, dimension( * ) WORK, real, dimension( * ) RWORK) CLA_SYRCOND_X computes the infinity norm condition number of op(A)*diag(x) for symmetric indefinite matrices. Purpose: CLA_SYRCOND_X Computes the infinity norm condition number of op(A) * diag(X) where X is a COMPLEX vector. Parameters UPLO UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. N N is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0. A A is COMPLEX array, dimension (LDA,N) On entry, the N-by-N matrix A. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). AF AF is COMPLEX array, dimension (LDAF,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF. LDAF LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF. X X is COMPLEX array, dimension (N) The vector X in the formula op(A) * diag(X). INFO INFO is INTEGER = 0: Successful exit. i > 0: The ith argument is invalid. WORK WORK is COMPLEX array, dimension (2*N). Workspace. RWORK RWORK is REAL array, dimension (N). Workspace. Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutine cla_syrfsx_extended (integer PREC_TYPE, character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, logical COLEQU, real, dimension( * ) C, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldy, * ) Y, integer LDY, real, dimension( * ) BERR_OUT, integer N_NORMS, real, dimension( nrhs, * ) ERR_BNDS_NORM, real, dimension( nrhs, * ) ERR_BNDS_COMP, complex, dimension( * ) RES, real, dimension( * ) AYB, complex, dimension( * ) DY, complex, dimension( * ) Y_TAIL, real RCOND, integer ITHRESH, real RTHRESH, real DZ_UB, logical IGNORE_CWISE, integer INFO) CLA_SYRFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric indefinite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution. Purpose: CLA_SYRFSX_EXTENDED improves the computed solution to a system of linear equations by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution. This subroutine is called by CSYRFSX to perform iterative refinement. In addition to normwise error bound, the code provides maximum componentwise error bound if possible. See comments for ERR_BNDS_NORM and ERR_BNDS_COMP for details of the error bounds. Note that this subroutine is only responsible for setting the second fields of ERR_BNDS_NORM and ERR_BNDS_COMP. Parameters PREC_TYPE PREC_TYPE is INTEGER Specifies the intermediate precision to be used in refinement. The value is defined by ILAPREC(P) where P is a CHARACTER and P = 'S': Single = 'D': Double = 'I': Indigenous = 'X' or 'E': Extra UPLO UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. N N is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0. NRHS NRHS is INTEGER The number of right-hand-sides, i.e., the number of columns of the matrix B. A A is COMPLEX array, dimension (LDA,N) On entry, the N-by-N matrix A. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). AF AF is COMPLEX array, dimension (LDAF,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF. LDAF LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF. COLEQU COLEQU is LOGICAL If .TRUE. then column equilibration was done to A before calling this routine. This is needed to compute the solution and error bounds correctly. C C is REAL array, dimension (N) The column scale factors for A. If COLEQU = .FALSE., C is not accessed. If C is input, each element of C should be a power of the radix to ensure a reliable solution and error estimates. Scaling by powers of the radix does not cause rounding errors unless the result underflows or overflows. Rounding errors during scaling lead to refining with a matrix that is not equivalent to the input matrix, producing error estimates that may not be reliable. B B is COMPLEX array, dimension (LDB,NRHS) The right-hand-side matrix B. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). Y Y is COMPLEX array, dimension (LDY,NRHS) On entry, the solution matrix X, as computed by CSYTRS. On exit, the improved solution matrix Y. LDY LDY is INTEGER The leading dimension of the array Y. LDY >= max(1,N). BERR_OUT BERR_OUT is REAL array, dimension (NRHS) On exit, BERR_OUT(j) contains the componentwise relative backward error for right-hand-side j from the formula max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) ) where abs(Z) is the componentwise absolute value of the matrix or vector Z. This is computed by CLA_LIN_BERR. N_NORMS N_NORMS is INTEGER Determines which error bounds to return (see ERR_BNDS_NORM and ERR_BNDS_COMP). If N_NORMS >= 1 return normwise error bounds. If N_NORMS >= 2 return componentwise error bounds. ERR_BNDS_NORM ERR_BNDS_NORM is REAL array, dimension (NRHS, N_ERR_BNDS) For each right-hand side, this array contains information about various error bounds and condition numbers corresponding to the normwise relative error, which is defined as follows: Normwise relative error in the ith solution vector: max_j (abs(XTRUE(j,i) - X(j,i))) ------------------------------ max_j abs(X(j,i)) The array is indexed by the type of error information as described below. There currently are up to three pieces of information returned. The first index in ERR_BNDS_NORM(i,:) corresponds to the ith right-hand side. The second index in ERR_BNDS_NORM(:,err) contains the following three fields: err = 1 "Trust/don't trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * slamch('Epsilon'). err = 2 "Guaranteed" error bound: The estimated forward error, almost certainly within a factor of 10 of the true error so long as the next entry is greater than the threshold sqrt(n) * slamch('Epsilon'). This error bound should only be trusted if the previous boolean is true. err = 3 Reciprocal condition number: Estimated normwise reciprocal condition number. Compared with the threshold sqrt(n) * slamch('Epsilon') to determine if the error estimate is "guaranteed". These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*A, where S scales each row by a power of the radix so all absolute row sums of Z are approximately 1. This subroutine is only responsible for setting the second field above. See Lapack Working Note 165 for further details and extra cautions. ERR_BNDS_COMP ERR_BNDS_COMP is REAL array, dimension (NRHS, N_ERR_BNDS) For each right-hand side, this array contains information about various error bounds and condition numbers corresponding to the componentwise relative error, which is defined as follows: Componentwise relative error in the ith solution vector: abs(XTRUE(j,i) - X(j,i)) max_j ---------------------- abs(X(j,i)) The array is indexed by the right-hand side i (on which the componentwise relative error depends), and the type of error information as described below. There currently are up to three pieces of information returned for each right-hand side. If componentwise accuracy is not requested (PARAMS(3) = 0.0), then ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most the first (:,N_ERR_BNDS) entries are returned. The first index in ERR_BNDS_COMP(i,:) corresponds to the ith right-hand side. The second index in ERR_BNDS_COMP(:,err) contains the following three fields: err = 1 "Trust/don't trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * slamch('Epsilon'). err = 2 "Guaranteed" error bound: The estimated forward error, almost certainly within a factor of 10 of the true error so long as the next entry is greater than the threshold sqrt(n) * slamch('Epsilon'). This error bound should only be trusted if the previous boolean is true. err = 3 Reciprocal condition number: Estimated componentwise reciprocal condition number. Compared with the threshold sqrt(n) * slamch('Epsilon') to determine if the error estimate is "guaranteed". These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*(A*diag(x)), where x is the solution for the current right-hand side and S scales each row of A*diag(x) by a power of the radix so all absolute row sums of Z are approximately 1. This subroutine is only responsible for setting the second field above. See Lapack Working Note 165 for further details and extra cautions. RES RES is COMPLEX array, dimension (N) Workspace to hold the intermediate residual. AYB AYB is REAL array, dimension (N) Workspace. DY DY is COMPLEX array, dimension (N) Workspace to hold the intermediate solution. Y_TAIL Y_TAIL is COMPLEX array, dimension (N) Workspace to hold the trailing bits of the intermediate solution. RCOND RCOND is REAL Reciprocal scaled condition number. This is an estimate of the reciprocal Skeel condition number of the matrix A after equilibration (if done). If this is less than the machine precision (in particular, if it is zero), the matrix is singular to working precision. Note that the error may still be small even if this number is very small and the matrix appears ill- conditioned. ITHRESH ITHRESH is INTEGER The maximum number of residual computations allowed for refinement. The default is 10. For 'aggressive' set to 100 to permit convergence using approximate factorizations or factorizations other than LU. If the factorization uses a technique other than Gaussian elimination, the guarantees in ERR_BNDS_NORM and ERR_BNDS_COMP may no longer be trustworthy. RTHRESH RTHRESH is REAL Determines when to stop refinement if the error estimate stops decreasing. Refinement will stop when the next solution no longer satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The default value is 0.5. For 'aggressive' set to 0.9 to permit convergence on extremely ill-conditioned matrices. See LAWN 165 for more details. DZ_UB DZ_UB is REAL Determines when to start considering componentwise convergence. Componentwise convergence is only considered after each component of the solution Y is stable, which we define as the relative change in each component being less than DZ_UB. The default value is 0.25, requiring the first bit to be stable. See LAWN 165 for more details. IGNORE_CWISE IGNORE_CWISE is LOGICAL If .TRUE. then ignore componentwise convergence. Default value is .FALSE.. INFO INFO is INTEGER = 0: Successful exit. < 0: if INFO = -i, the ith argument to CLA_SYRFSX_EXTENDED had an illegal value Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. real function cla_syrpvgrw (character*1 UPLO, integer N, integer INFO, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, real, dimension( * ) WORK) CLA_SYRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric indefinite matrix. Purpose: CLA_SYRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U). The "max absolute element" norm is used. If this is much less than 1, the stability of the LU factorization of the (equilibrated) matrix A could be poor. This also means that the solution X, estimated condition numbers, and error bounds could be unreliable. Parameters UPLO UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. N N is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0. INFO INFO is INTEGER The value of INFO returned from CSYTRF, .i.e., the pivot in column INFO is exactly 0. A A is COMPLEX array, dimension (LDA,N) On entry, the N-by-N matrix A. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). AF AF is COMPLEX array, dimension (LDAF,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF. LDAF LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF. WORK WORK is REAL array, dimension (2*N) Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutine clahef_aa (character UPLO, integer J1, integer M, integer NB, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( ldh, * ) H, integer LDH, complex, dimension( * ) WORK) CLAHEF_AA Purpose: CLAHEF_AA factorizes a panel of a complex hermitian matrix A using the Aasen's algorithm. The panel consists of a set of NB rows of A when UPLO is U, or a set of NB columns when UPLO is L. In order to factorize the panel, the Aasen's algorithm requires the last row, or column, of the previous panel. The first row, or column, of A is set to be the first row, or column, of an identity matrix, which is used to factorize the first panel. The resulting J-th row of U, or J-th column of L, is stored in the (J-1)-th row, or column, of A (without the unit diagonals), while the diagonal and subdiagonal of A are overwritten by those of T. Parameters UPLO UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. J1 J1 is INTEGER The location of the first row, or column, of the panel within the submatrix of A, passed to this routine, e.g., when called by CHETRF_AA, for the first panel, J1 is 1, while for the remaining panels, J1 is 2. M M is INTEGER The dimension of the submatrix. M >= 0. NB NB is INTEGER The dimension of the panel to be facotorized. A A is COMPLEX array, dimension (LDA,M) for the first panel, while dimension (LDA,M+1) for the remaining panels. On entry, A contains the last row, or column, of the previous panel, and the trailing submatrix of A to be factorized, except for the first panel, only the panel is passed. On exit, the leading panel is factorized. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) Details of the row and column interchanges, the row and column k were interchanged with the row and column IPIV(k). H H is COMPLEX workspace, dimension (LDH,NB). LDH LDH is INTEGER The leading dimension of the workspace H. LDH >= max(1,M). WORK WORK is COMPLEX workspace, dimension (M). Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutine clasyf (character UPLO, integer N, integer NB, integer KB, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( ldw, * ) W, integer LDW, integer INFO) CLASYF computes a partial factorization of a complex symmetric matrix using the Bunch- Kaufman diagonal pivoting method. Purpose: CLASYF computes a partial factorization of a complex symmetric matrix A using the Bunch-Kaufman 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**T U22**T ) A = ( L11 0 ) ( D 0 ) ( L11**T L21**T ) 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. Note that U**T denotes the transpose of U. CLASYF is an auxiliary routine called by CSYTRF. 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 symmetric 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 array, dimension (LDA,N) On entry, the symmetric 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, A contains details of the partial factorization. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D. If UPLO = 'U': Only the last KB elements of IPIV are set. 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 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': Only the first KB elements of IPIV are set. 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 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. W W is COMPLEX 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, D(k,k) is exactly zero. The factorization has been completed, but the block diagonal matrix D is exactly singular. Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: November 2013, Igor Kozachenko, Computer Science Division, University of California, Berkeley subroutine clasyf_aa (character UPLO, integer J1, integer M, integer NB, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( ldh, * ) H, integer LDH, complex, dimension( * ) WORK) CLASYF_AA Purpose: DLATRF_AA factorizes a panel of a complex symmetric matrix A using the Aasen's algorithm. The panel consists of a set of NB rows of A when UPLO is U, or a set of NB columns when UPLO is L. In order to factorize the panel, the Aasen's algorithm requires the last row, or column, of the previous panel. The first row, or column, of A is set to be the first row, or column, of an identity matrix, which is used to factorize the first panel. The resulting J-th row of U, or J-th column of L, is stored in the (J-1)-th row, or column, of A (without the unit diagonals), while the diagonal and subdiagonal of A are overwritten by those of T. Parameters UPLO UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. J1 J1 is INTEGER The location of the first row, or column, of the panel within the submatrix of A, passed to this routine, e.g., when called by CSYTRF_AA, for the first panel, J1 is 1, while for the remaining panels, J1 is 2. M M is INTEGER The dimension of the submatrix. M >= 0. NB NB is INTEGER The dimension of the panel to be facotorized. A A is COMPLEX array, dimension (LDA,M) for the first panel, while dimension (LDA,M+1) for the remaining panels. On entry, A contains the last row, or column, of the previous panel, and the trailing submatrix of A to be factorized, except for the first panel, only the panel is passed. On exit, the leading panel is factorized. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). IPIV IPIV is INTEGER array, dimension (M) Details of the row and column interchanges, the row and column k were interchanged with the row and column IPIV(k). H H is COMPLEX workspace, dimension (LDH,NB). LDH LDH is INTEGER The leading dimension of the workspace H. LDH >= max(1,M). WORK WORK is COMPLEX workspace, dimension (M). Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutine clasyf_rk (character UPLO, integer N, integer NB, integer KB, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) E, integer, dimension( * ) IPIV, complex, dimension( ldw, * ) W, integer LDW, integer INFO) CLASYF_RK computes a partial factorization of a complex symmetric indefinite matrix using bounded Bunch-Kaufman (rook) diagonal pivoting method. Purpose: CLASYF_RK computes a partial factorization of a complex symmetric 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**T U22**T ) A = ( L11 0 ) ( D 0 ) ( L11**T L21**T ) 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. CLASYF_RK is an auxiliary routine called by CSYTRF_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 symmetric 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 array, dimension (LDA,N) On entry, the symmetric 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 symmetric 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 array, dimension (N) On exit, contains the superdiagonal (or subdiagonal) elements of the symmetric 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 symmetric 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 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 subroutine clasyf_rook (character UPLO, integer N, integer NB, integer KB, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( ldw, * ) W, integer LDW, integer INFO) CLASYF_ROOK computes a partial factorization of a complex symmetric matrix using the bounded Bunch-Kaufman ('rook') diagonal pivoting method. Purpose: CLASYF_ROOK computes a partial factorization of a complex symmetric 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**T U22**T ) A = ( L11 0 ) ( D 0 ) ( L11**T L21**T ) 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. CLASYF_ROOK is an auxiliary routine called by CSYTRF_ROOK. 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 symmetric 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 array, dimension (LDA,N) On entry, the symmetric 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, A contains details of the partial factorization. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D. If UPLO = 'U': Only the last KB elements of IPIV are set. 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 IPIV(k) < 0 and IPIV(k-1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k-1 and -IPIV(k-1) were inerchaged, D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L': Only the first KB elements of IPIV are set. 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 IPIV(k) < 0 and IPIV(k+1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k+1 and -IPIV(k+1) were inerchaged, D(k:k+1,k:k+1) is a 2-by-2 diagonal block. W W is COMPLEX 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, D(k,k) is exactly zero. The factorization has been completed, but the block diagonal matrix D is exactly singular. Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: November 2013, Igor Kozachenko, Computer Science Division, University of California, Berkeley September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester subroutine csycon (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, real ANORM, real RCOND, complex, dimension( * ) WORK, integer INFO) CSYCON Purpose: CSYCON estimates the reciprocal of the condition number (in the 1-norm) of a complex symmetric matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by CSYTRF. An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))). Parameters UPLO UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangular, form is A = U*D*U**T; = 'L': Lower triangular, form is A = L*D*L**T. N N is INTEGER The order of the matrix A. N >= 0. A A is COMPLEX array, dimension (LDA,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF. ANORM ANORM is REAL The 1-norm of the original matrix A. RCOND RCOND is REAL The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an estimate of the 1-norm of inv(A) computed in this routine. WORK WORK is COMPLEX array, dimension (2*N) INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutine csycon_3 (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) E, integer, dimension( * ) IPIV, real ANORM, real RCOND, complex, dimension( * ) WORK, integer INFO) CSYCON_3 Purpose: CSYCON_3 estimates the reciprocal of the condition number (in the 1-norm) of a complex symmetric matrix A using the factorization computed by CSYTRF_RK or CSYTRF_BK: A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T), where U (or L) is unit upper (or lower) triangular matrix, U**T (or L**T) is the transpose of U (or L), P is a permutation matrix, P**T is the transpose of P, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))). This routine uses BLAS3 solver CSYTRS_3. Parameters UPLO UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix: = 'U': Upper triangular, form is A = P*U*D*(U**T)*(P**T); = 'L': Lower triangular, form is A = P*L*D*(L**T)*(P**T). N N is INTEGER The order of the matrix A. N >= 0. A A is COMPLEX array, dimension (LDA,N) Diagonal of the block diagonal matrix D and factors U or L as computed by CSYTRF_RK and CSYTRF_BK: a) ONLY diagonal elements of the symmetric block diagonal matrix D on the diagonal of A, i.e. D(k,k) = A(k,k); (superdiagonal (or subdiagonal) elements of D should be provided on entry 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 array, dimension (N) On entry, contains the superdiagonal (or subdiagonal) elements of the symmetric 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) not referenced; If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced. NOTE: For 1-by-1 diagonal block D(k), where 1 <= k <= N, the element E(k) is not referenced in both UPLO = 'U' or UPLO = 'L' cases. IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF_RK or CSYTRF_BK. ANORM ANORM is REAL The 1-norm of the original matrix A. RCOND RCOND is REAL The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an estimate of the 1-norm of inv(A) computed in this routine. WORK WORK is COMPLEX array, dimension (2*N) INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: June 2017, Igor Kozachenko, Computer Science Division, University of California, Berkeley September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester subroutine csycon_rook (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, real ANORM, real RCOND, complex, dimension( * ) WORK, integer INFO) CSYCON_ROOK Purpose: CSYCON_ROOK estimates the reciprocal of the condition number (in the 1-norm) of a complex symmetric matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by CSYTRF_ROOK. An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))). Parameters UPLO UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangular, form is A = U*D*U**T; = 'L': Lower triangular, form is A = L*D*L**T. N N is INTEGER The order of the matrix A. N >= 0. A A is COMPLEX array, dimension (LDA,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF_ROOK. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF_ROOK. ANORM ANORM is REAL The 1-norm of the original matrix A. RCOND RCOND is REAL The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an estimate of the 1-norm of inv(A) computed in this routine. WORK WORK is COMPLEX array, dimension (2*N) INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: April 2012, Igor Kozachenko, Computer Science Division, University of California, Berkeley September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester subroutine csyconv (character UPLO, character WAY, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( * ) E, integer INFO) CSYCONV Purpose: CSYCONV convert A given by TRF into L and D and vice-versa. Get Non-diag elements of D (returned in workspace) and apply or reverse permutation done in TRF. Parameters UPLO UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangular, form is A = U*D*U**T; = 'L': Lower triangular, form is A = L*D*L**T. WAY WAY is CHARACTER*1 = 'C': Convert = 'R': Revert N N is INTEGER The order of the matrix A. N >= 0. A A is COMPLEX array, dimension (LDA,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF. E E is COMPLEX array, dimension (N) E stores the supdiagonal/subdiagonal of the symmetric 1-by-1 or 2-by-2 block diagonal matrix D in LDLT. INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutine csyconvf (character UPLO, character WAY, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) E, integer, dimension( * ) IPIV, integer INFO) CSYCONVF Purpose: If parameter WAY = 'C': CSYCONVF converts the factorization output format used in CSYTRF provided on entry in parameter A into the factorization output format used in CSYTRF_RK (or CSYTRF_BK) that is stored on exit in parameters A and E. It also converts in place details of the intechanges stored in IPIV from the format used in CSYTRF into the format used in CSYTRF_RK (or CSYTRF_BK). If parameter WAY = 'R': CSYCONVF performs the conversion in reverse direction, i.e. converts the factorization output format used in CSYTRF_RK (or CSYTRF_BK) provided on entry in parameters A and E into the factorization output format used in CSYTRF that is stored on exit in parameter A. It also converts in place details of the intechanges stored in IPIV from the format used in CSYTRF_RK (or CSYTRF_BK) into the format used in CSYTRF. CSYCONVF can also convert in Hermitian matrix case, i.e. between formats used in CHETRF and CHETRF_RK (or CHETRF_BK). Parameters UPLO UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix A. = 'U': Upper triangular = 'L': Lower triangular WAY WAY is CHARACTER*1 = 'C': Convert = 'R': Revert N N is INTEGER The order of the matrix A. N >= 0. A A is COMPLEX array, dimension (LDA,N) 1) If WAY ='C': On entry, contains factorization details in format used in CSYTRF: a) all elements of the symmetric block diagonal matrix D on the diagonal of A and on superdiagonal (or subdiagonal) of A, and b) If UPLO = 'U': multipliers used to obtain factor U in the superdiagonal part of A. If UPLO = 'L': multipliers used to obtain factor L in the superdiagonal part of A. On exit, contains factorization details in format used in CSYTRF_RK or CSYTRF_BK: a) ONLY diagonal elements of the symmetric 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. 2) If WAY = 'R': On entry, contains factorization details in format used in CSYTRF_RK or CSYTRF_BK: a) ONLY diagonal elements of the symmetric 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. On exit, contains factorization details in format used in CSYTRF: a) all elements of the symmetric block diagonal matrix D on the diagonal of A and on superdiagonal (or subdiagonal) of A, and b) If UPLO = 'U': multipliers used to obtain factor U in the superdiagonal part of A. If UPLO = 'L': multipliers used to obtain factor L in the superdiagonal part of A. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). E E is COMPLEX array, dimension (N) 1) If WAY ='C': On entry, just a workspace. On exit, contains the superdiagonal (or subdiagonal) elements of the symmetric 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. 2) If WAY = 'R': On entry, contains the superdiagonal (or subdiagonal) elements of the symmetric 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) not referenced; If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced. On exit, is not changed IPIV IPIV is INTEGER array, dimension (N) 1) If WAY ='C': On entry, details of the interchanges and the block structure of D in the format used in CSYTRF. On exit, details of the interchanges and the block structure of D in the format used in CSYTRF_RK ( or CSYTRF_BK). 1) If WAY ='R': On entry, details of the interchanges and the block structure of D in the format used in CSYTRF_RK ( or CSYTRF_BK). On exit, details of the interchanges and the block structure of D in the format used in CSYTRF. INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: November 2017, Igor Kozachenko, Computer Science Division, University of California, Berkeley subroutine csyconvf_rook (character UPLO, character WAY, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) E, integer, dimension( * ) IPIV, integer INFO) CSYCONVF_ROOK Purpose: If parameter WAY = 'C': CSYCONVF_ROOK converts the factorization output format used in CSYTRF_ROOK provided on entry in parameter A into the factorization output format used in CSYTRF_RK (or CSYTRF_BK) that is stored on exit in parameters A and E. IPIV format for CSYTRF_ROOK and CSYTRF_RK (or CSYTRF_BK) is the same and is not converted. If parameter WAY = 'R': CSYCONVF_ROOK performs the conversion in reverse direction, i.e. converts the factorization output format used in CSYTRF_RK (or CSYTRF_BK) provided on entry in parameters A and E into the factorization output format used in CSYTRF_ROOK that is stored on exit in parameter A. IPIV format for CSYTRF_ROOK and CSYTRF_RK (or CSYTRF_BK) is the same and is not converted. CSYCONVF_ROOK can also convert in Hermitian matrix case, i.e. between formats used in CHETRF_ROOK and CHETRF_RK (or CHETRF_BK). Parameters UPLO UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix A. = 'U': Upper triangular = 'L': Lower triangular WAY WAY is CHARACTER*1 = 'C': Convert = 'R': Revert N N is INTEGER The order of the matrix A. N >= 0. A A is COMPLEX array, dimension (LDA,N) 1) If WAY ='C': On entry, contains factorization details in format used in CSYTRF_ROOK: a) all elements of the symmetric block diagonal matrix D on the diagonal of A and on superdiagonal (or subdiagonal) of A, and b) If UPLO = 'U': multipliers used to obtain factor U in the superdiagonal part of A. If UPLO = 'L': multipliers used to obtain factor L in the superdiagonal part of A. On exit, contains factorization details in format used in CSYTRF_RK or CSYTRF_BK: a) ONLY diagonal elements of the symmetric 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. 2) If WAY = 'R': On entry, contains factorization details in format used in CSYTRF_RK or CSYTRF_BK: a) ONLY diagonal elements of the symmetric 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. On exit, contains factorization details in format used in CSYTRF_ROOK: a) all elements of the symmetric block diagonal matrix D on the diagonal of A and on superdiagonal (or subdiagonal) of A, and b) If UPLO = 'U': multipliers used to obtain factor U in the superdiagonal part of A. If UPLO = 'L': multipliers used to obtain factor L in the superdiagonal part of A. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). E E is COMPLEX array, dimension (N) 1) If WAY ='C': On entry, just a workspace. On exit, contains the superdiagonal (or subdiagonal) elements of the symmetric 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. 2) If WAY = 'R': On entry, contains the superdiagonal (or subdiagonal) elements of the symmetric 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) not referenced; If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced. On exit, is not changed IPIV IPIV is INTEGER array, dimension (N) On entry, details of the interchanges and the block structure of D as determined: 1) by CSYTRF_ROOK, if WAY ='C'; 2) by CSYTRF_RK (or CSYTRF_BK), if WAY ='R'. The IPIV format is the same for all these routines. On exit, is not changed. INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: November 2017, Igor Kozachenko, Computer Science Division, University of California, Berkeley subroutine csyequb (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, real, dimension( * ) S, real SCOND, real AMAX, complex, dimension( * ) WORK, integer INFO) CSYEQUB Purpose: CSYEQUB computes row and column scalings intended to equilibrate a symmetric matrix A (with respect to the Euclidean norm) and reduce its condition number. The scale factors S are computed by the BIN algorithm (see references) so that the scaled matrix B with elements B(i,j) = S(i)*A(i,j)*S(j) has a condition number within a factor N of the smallest possible condition number over all possible diagonal scalings. Parameters UPLO UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. N N is INTEGER The order of the matrix A. N >= 0. A A is COMPLEX array, dimension (LDA,N) The N-by-N symmetric matrix whose scaling factors are to be computed. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). S S is REAL array, dimension (N) If INFO = 0, S contains the scale factors for A. SCOND SCOND is REAL If INFO = 0, S contains the ratio of the smallest S(i) to the largest S(i). If SCOND >= 0.1 and AMAX is neither too large nor too small, it is not worth scaling by S. AMAX AMAX is REAL Largest absolute value of any matrix element. If AMAX is very close to overflow or very close to underflow, the matrix should be scaled. WORK WORK is COMPLEX array, dimension (2*N) INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the i-th diagonal element is nonpositive. Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. References: Livne, O.E. and Golub, G.H., 'Scaling by Binormalization', Numerical Algorithms, vol. 35, no. 1, pp. 97-120, January 2004. DOI 10.1023/B:NUMA.0000016606.32820.69 Tech report version: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.3.1679 subroutine csyrfs (character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldx, * ) X, integer LDX, real, dimension( * ) FERR, real, dimension( * ) BERR, complex, dimension( * ) WORK, real, dimension( * ) RWORK, integer INFO) CSYRFS Purpose: CSYRFS improves the computed solution to a system of linear equations when the coefficient matrix is symmetric indefinite, and provides error bounds and backward error estimates for the solution. Parameters UPLO UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. N N is INTEGER The order of the matrix A. N >= 0. NRHS NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0. A A is COMPLEX array, dimension (LDA,N) The symmetric 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. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). AF AF is COMPLEX array, dimension (LDAF,N) The factored form of the matrix A. AF contains the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**T or A = L*D*L**T as computed by CSYTRF. LDAF LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF. B B is COMPLEX array, dimension (LDB,NRHS) The right hand side matrix B. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). X X is COMPLEX array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by CSYTRS. On exit, the improved solution matrix X. LDX LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N). FERR FERR is REAL array, dimension (NRHS) The estimated forward error bound for each solution vector X(j) (the j-th column of the solution matrix X). If XTRUE is the true solution corresponding to X(j), FERR(j) is an estimated upper bound for the magnitude of the largest element in (X(j) - XTRUE) divided by the magnitude of the largest element in X(j). The estimate is as reliable as the estimate for RCOND, and is almost always a slight overestimate of the true error. BERR BERR is REAL array, dimension (NRHS) The componentwise relative backward error of each solution vector X(j) (i.e., the smallest relative change in any element of A or B that makes X(j) an exact solution). WORK WORK is COMPLEX array, dimension (2*N) RWORK RWORK is REAL array, dimension (N) INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Internal Parameters: ITMAX is the maximum number of steps of iterative refinement. Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutine csyrfsx (character UPLO, character EQUED, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, real, dimension( * ) S, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldx, * ) X, integer LDX, real RCOND, real, dimension( * ) BERR, integer N_ERR_BNDS, real, dimension( nrhs, * ) ERR_BNDS_NORM, real, dimension( nrhs, * ) ERR_BNDS_COMP, integer NPARAMS, real, dimension( * ) PARAMS, complex, dimension( * ) WORK, real, dimension( * ) RWORK, integer INFO) CSYRFSX Purpose: CSYRFSX improves the computed solution to a system of linear equations when the coefficient matrix is symmetric indefinite, and provides error bounds and backward error estimates for the solution. In addition to normwise error bound, the code provides maximum componentwise error bound if possible. See comments for ERR_BNDS_NORM and ERR_BNDS_COMP for details of the error bounds. The original system of linear equations may have been equilibrated before calling this routine, as described by arguments EQUED and S below. In this case, the solution and error bounds returned are for the original unequilibrated system. Some optional parameters are bundled in the PARAMS array. These settings determine how refinement is performed, but often the defaults are acceptable. If the defaults are acceptable, users can pass NPARAMS = 0 which prevents the source code from accessing the PARAMS argument. Parameters UPLO UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. EQUED EQUED is CHARACTER*1 Specifies the form of equilibration that was done to A before calling this routine. This is needed to compute the solution and error bounds correctly. = 'N': No equilibration = 'Y': Both row and column equilibration, i.e., A has been replaced by diag(S) * A * diag(S). The right hand side B has been changed accordingly. N N is INTEGER The order of the matrix A. N >= 0. NRHS NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0. A A is COMPLEX array, dimension (LDA,N) The symmetric 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. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). AF AF is COMPLEX array, dimension (LDAF,N) The factored form of the matrix A. AF contains the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**T or A = L*D*L**T as computed by CSYTRF. LDAF LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF. S S is REAL array, dimension (N) The scale factors for A. If EQUED = 'Y', A is multiplied on the left and right by diag(S). S is an input argument if FACT = 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED = 'Y', each element of S must be positive. If S is output, each element of S is a power of the radix. If S is input, each element of S should be a power of the radix to ensure a reliable solution and error estimates. Scaling by powers of the radix does not cause rounding errors unless the result underflows or overflows. Rounding errors during scaling lead to refining with a matrix that is not equivalent to the input matrix, producing error estimates that may not be reliable. B B is COMPLEX array, dimension (LDB,NRHS) The right hand side matrix B. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). X X is COMPLEX array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by CGETRS. On exit, the improved solution matrix X. LDX LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N). RCOND RCOND is REAL Reciprocal scaled condition number. This is an estimate of the reciprocal Skeel condition number of the matrix A after equilibration (if done). If this is less than the machine precision (in particular, if it is zero), the matrix is singular to working precision. Note that the error may still be small even if this number is very small and the matrix appears ill- conditioned. BERR BERR is REAL array, dimension (NRHS) Componentwise relative backward error. This is the componentwise relative backward error of each solution vector X(j) (i.e., the smallest relative change in any element of A or B that makes X(j) an exact solution). N_ERR_BNDS N_ERR_BNDS is INTEGER Number of error bounds to return for each right hand side and each type (normwise or componentwise). See ERR_BNDS_NORM and ERR_BNDS_COMP below. ERR_BNDS_NORM ERR_BNDS_NORM is REAL array, dimension (NRHS, N_ERR_BNDS) For each right-hand side, this array contains information about various error bounds and condition numbers corresponding to the normwise relative error, which is defined as follows: Normwise relative error in the ith solution vector: max_j (abs(XTRUE(j,i) - X(j,i))) ------------------------------ max_j abs(X(j,i)) The array is indexed by the type of error information as described below. There currently are up to three pieces of information returned. The first index in ERR_BNDS_NORM(i,:) corresponds to the ith right-hand side. The second index in ERR_BNDS_NORM(:,err) contains the following three fields: err = 1 "Trust/don't trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * slamch('Epsilon'). err = 2 "Guaranteed" error bound: The estimated forward error, almost certainly within a factor of 10 of the true error so long as the next entry is greater than the threshold sqrt(n) * slamch('Epsilon'). This error bound should only be trusted if the previous boolean is true. err = 3 Reciprocal condition number: Estimated normwise reciprocal condition number. Compared with the threshold sqrt(n) * slamch('Epsilon') to determine if the error estimate is "guaranteed". These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*A, where S scales each row by a power of the radix so all absolute row sums of Z are approximately 1. See Lapack Working Note 165 for further details and extra cautions. ERR_BNDS_COMP ERR_BNDS_COMP is REAL array, dimension (NRHS, N_ERR_BNDS) For each right-hand side, this array contains information about various error bounds and condition numbers corresponding to the componentwise relative error, which is defined as follows: Componentwise relative error in the ith solution vector: abs(XTRUE(j,i) - X(j,i)) max_j ---------------------- abs(X(j,i)) The array is indexed by the right-hand side i (on which the componentwise relative error depends), and the type of error information as described below. There currently are up to three pieces of information returned for each right-hand side. If componentwise accuracy is not requested (PARAMS(3) = 0.0), then ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most the first (:,N_ERR_BNDS) entries are returned. The first index in ERR_BNDS_COMP(i,:) corresponds to the ith right-hand side. The second index in ERR_BNDS_COMP(:,err) contains the following three fields: err = 1 "Trust/don't trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * slamch('Epsilon'). err = 2 "Guaranteed" error bound: The estimated forward error, almost certainly within a factor of 10 of the true error so long as the next entry is greater than the threshold sqrt(n) * slamch('Epsilon'). This error bound should only be trusted if the previous boolean is true. err = 3 Reciprocal condition number: Estimated componentwise reciprocal condition number. Compared with the threshold sqrt(n) * slamch('Epsilon') to determine if the error estimate is "guaranteed". These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*(A*diag(x)), where x is the solution for the current right-hand side and S scales each row of A*diag(x) by a power of the radix so all absolute row sums of Z are approximately 1. See Lapack Working Note 165 for further details and extra cautions. NPARAMS NPARAMS is INTEGER Specifies the number of parameters set in PARAMS. If <= 0, the PARAMS array is never referenced and default values are used. PARAMS PARAMS is REAL array, dimension NPARAMS Specifies algorithm parameters. If an entry is < 0.0, then that entry will be filled with default value used for that parameter. Only positions up to NPARAMS are accessed; defaults are used for higher-numbered parameters. PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative refinement or not. Default: 1.0 = 0.0: No refinement is performed, and no error bounds are computed. = 1.0: Use the double-precision refinement algorithm, possibly with doubled-single computations if the compilation environment does not support DOUBLE PRECISION. (other values are reserved for future use) PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual computations allowed for refinement. Default: 10 Aggressive: Set to 100 to permit convergence using approximate factorizations or factorizations other than LU. If the factorization uses a technique other than Gaussian elimination, the guarantees in err_bnds_norm and err_bnds_comp may no longer be trustworthy. PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code will attempt to find a solution with small componentwise relative error in the double-precision algorithm. Positive is true, 0.0 is false. Default: 1.0 (attempt componentwise convergence) WORK WORK is COMPLEX array, dimension (2*N) RWORK RWORK is REAL array, dimension (2*N) INFO INFO is INTEGER = 0: Successful exit. The solution to every right-hand side is guaranteed. < 0: If INFO = -i, the i-th argument had an illegal value > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization has been completed, but the factor U is exactly singular, so the solution and error bounds could not be computed. RCOND = 0 is returned. = N+J: The solution corresponding to the Jth right-hand side is not guaranteed. The solutions corresponding to other right- hand sides K with K > J may not be guaranteed as well, but only the first such right-hand side is reported. If a small componentwise error is not requested (PARAMS(3) = 0.0) then the Jth right-hand side is the first with a normwise error bound that is not guaranteed (the smallest J such that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0) the Jth right-hand side is the first with either a normwise or componentwise error bound that is not guaranteed (the smallest J such that either ERR_BNDS_NORM(J,1) = 0.0 or ERR_BNDS_COMP(J,1) = 0.0). See the definition of ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information about all of the right-hand sides check ERR_BNDS_NORM or ERR_BNDS_COMP. Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutine csysv_aa_2stage (character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) TB, integer LTB, integer, dimension( * ) IPIV, integer, dimension( * ) IPIV2, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( * ) WORK, integer LWORK, integer INFO) CSYSV_AA_2STAGE computes the solution to system of linear equations A * X = B for SY matrices Purpose: CSYSV_AA_2STAGE computes the solution to a complex system of linear equations A * X = B, where A is an N-by-N symmetric matrix and X and B are N-by-NRHS matrices. Aasen's 2-stage algorithm is used to factor A as A = U**T * T * U, if UPLO = 'U', or A = L * T * L**T, if UPLO = 'L', where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and T is symmetric and band. The matrix T is then LU-factored with partial pivoting. The factored form of A is then used to solve the system of equations A * X = B. This is the blocked version of the algorithm, calling Level 3 BLAS. Parameters UPLO UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. N N is INTEGER The order of the matrix A. N >= 0. NRHS NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. A A is COMPLEX array, dimension (LDA,N) On entry, the symmetric 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, L is stored below (or above) the subdiaonal blocks, when UPLO is 'L' (or 'U'). LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). TB TB is COMPLEX array, dimension (LTB) On exit, details of the LU factorization of the band matrix. LTB LTB is INTEGER The size of the array TB. LTB >= 4*N, internally used to select NB such that LTB >= (3*NB+1)*N. If LTB = -1, then a workspace query is assumed; the routine only calculates the optimal size of LTB, returns this value as the first entry of TB, and no error message related to LTB is issued by XERBLA. IPIV IPIV is INTEGER array, dimension (N) On exit, it contains the details of the interchanges, i.e., the row and column k of A were interchanged with the row and column IPIV(k). IPIV2 IPIV2 is INTEGER array, dimension (N) On exit, it contains the details of the interchanges, i.e., the row and column k of T were interchanged with the row and column IPIV(k). B B is COMPLEX array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). WORK WORK is COMPLEX workspace of size LWORK LWORK LWORK is INTEGER The size of WORK. LWORK >= N, internally used to select NB such that LWORK >= N*NB. 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. INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = i, band LU factorization failed on i-th column Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutine csytf2 (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, integer INFO) CSYTF2 computes the factorization of a real symmetric indefinite matrix, using the diagonal pivoting method (unblocked algorithm). Purpose: CSYTF2 computes the factorization of a complex symmetric matrix A using the Bunch-Kaufman diagonal pivoting method: A = U*D*U**T or A = L*D*L**T where U (or L) is a product of permutation and unit upper (lower) triangular matrices, U**T is the transpose of U, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. This is the unblocked version of the algorithm, calling Level 2 BLAS. Parameters UPLO UPLO is CHARACTER*1 Specifies whether the upper or lower triangular part of the symmetric matrix A is stored: = 'U': Upper triangular = 'L': Lower triangular N N is INTEGER The order of the matrix A. N >= 0. A A is COMPLEX array, dimension (LDA,N) On entry, the symmetric 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). LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D. If UPLO = 'U': 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 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': 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 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. INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -k, the k-th argument had an illegal value > 0: if INFO = k, D(k,k) 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**T, 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**T, 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). Contributors: 09-29-06 - patch from Bobby Cheng, MathWorks Replace l.209 and l.377 IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN by IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. SISNAN(ABSAKK) ) THEN 1-96 - Based on modifications by J. Lewis, Boeing Computer Services Company subroutine csytf2_rk (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) E, integer, dimension( * ) IPIV, integer INFO) CSYTF2_RK computes the factorization of a complex symmetric indefinite matrix using the bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS2 unblocked algorithm). Purpose: CSYTF2_RK computes the factorization of a complex symmetric matrix A using the bounded Bunch-Kaufman (rook) diagonal pivoting method: A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T), where U (or L) is unit upper (or lower) triangular matrix, U**T (or L**T) is the transpose of U (or L), P is a permutation matrix, P**T is the transpose of P, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. This is the unblocked version of the algorithm, calling Level 2 BLAS. For more information see Further Details section. Parameters UPLO UPLO is CHARACTER*1 Specifies whether the upper or lower triangular part of the symmetric matrix A is stored: = 'U': Upper triangular = 'L': Lower triangular N N is INTEGER The order of the matrix A. N >= 0. A A is COMPLEX array, dimension (LDA,N) On entry, the symmetric 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 symmetric 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 array, dimension (N) On exit, contains the superdiagonal (or subdiagonal) elements of the symmetric 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 symmetric 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. For more info see Further Details section. 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 matrix A(1:N,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,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 matrix A(1:N,1:N). If -IPIV(k-1) = k-1, no interchange occurred. c) In both cases a) and b), 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 matrix A(1:N,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: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 matrix A(1:N,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 matrix A(1:N,1:N). If -IPIV(k+1) = k+1, no interchange occurred. c) In both cases a) and b), always ABS( IPIV(k) ) >= k. d) NOTE: Any entry IPIV(k) is always NONZERO on output. 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. Further Details: TODO: put further details 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 01-01-96 - Based on modifications by J. Lewis, Boeing Computer Services Company A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville abd , USA subroutine csytf2_rook (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, integer INFO) CSYTF2_ROOK computes the factorization of a complex symmetric indefinite matrix using the bounded Bunch-Kaufman ('rook') diagonal pivoting method (unblocked algorithm). Purpose: CSYTF2_ROOK computes the factorization of a complex symmetric matrix A using the bounded Bunch-Kaufman ("rook") diagonal pivoting method: A = U*D*U**T or A = L*D*L**T where U (or L) is a product of permutation and unit upper (lower) triangular matrices, U**T is the transpose of U, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. This is the unblocked version of the algorithm, calling Level 2 BLAS. Parameters UPLO UPLO is CHARACTER*1 Specifies whether the upper or lower triangular part of the symmetric matrix A is stored: = 'U': Upper triangular = 'L': Lower triangular N N is INTEGER The order of the matrix A. N >= 0. A A is COMPLEX array, dimension (LDA,N) On entry, the symmetric 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). LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D. If UPLO = 'U': 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 IPIV(k) < 0 and IPIV(k-1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k-1 and -IPIV(k-1) were inerchaged, D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L': 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 IPIV(k) < 0 and IPIV(k+1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k+1 and -IPIV(k+1) were inerchaged, D(k:k+1,k:k+1) is a 2-by-2 diagonal block. INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -k, the k-th argument had an illegal value > 0: if INFO = k, D(k,k) 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**T, 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**T, 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). Contributors: November 2013, Igor Kozachenko, Computer Science Division, University of California, Berkeley September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester 01-01-96 - Based on modifications by J. Lewis, Boeing Computer Services Company A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville abd , USA subroutine csytrf (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( * ) WORK, integer LWORK, integer INFO) CSYTRF Purpose: CSYTRF computes the factorization of a complex symmetric matrix A using the Bunch-Kaufman diagonal pivoting method. The form of the factorization is A = U*D*U**T or A = L*D*L**T where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and D is symmetric 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 UPLO UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. N N is INTEGER The order of the matrix A. N >= 0. A A is COMPLEX array, dimension (LDA,N) On entry, the symmetric 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). LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). 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. WORK WORK is COMPLEX array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. 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. 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. 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**T, 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**T, 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). subroutine csytrf_aa (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( * ) WORK, integer LWORK, integer INFO) CSYTRF_AA Purpose: CSYTRF_AA computes the factorization of a complex symmetric matrix A using the Aasen's algorithm. The form of the factorization is A = U**T*T*U or A = L*T*L**T where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and T is a complex symmetric tridiagonal matrix. This is the blocked version of the algorithm, calling Level 3 BLAS. Parameters UPLO UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. N N is INTEGER The order of the matrix A. N >= 0. A A is COMPLEX array, dimension (LDA,N) On entry, the symmetric 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 tridiagonal matrix is stored in the diagonals and the subdiagonals of A just below (or above) the diagonals, and L is stored below (or above) the subdiaonals, when UPLO is 'L' (or 'U'). LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) On exit, it contains the details of the interchanges, i.e., the row and column k of A were interchanged with the row and column IPIV(k). WORK WORK is COMPLEX array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK LWORK is INTEGER The length of WORK. LWORK >= MAX(1,2*N). For optimum performance LWORK >= N*(1+NB), where NB is the optimal blocksize. 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. INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutine csytrf_aa_2stage (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) TB, integer LTB, integer, dimension( * ) IPIV, integer, dimension( * ) IPIV2, complex, dimension( * ) WORK, integer LWORK, integer INFO) CSYTRF_AA_2STAGE Purpose: CSYTRF_AA_2STAGE computes the factorization of a complex symmetric matrix A using the Aasen's algorithm. The form of the factorization is A = U**T*T*U or A = L*T*L**T where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and T is a complex symmetric band matrix with the bandwidth of NB (NB is internally selected and stored in TB( 1 ), and T is LU factorized with partial pivoting). This is the blocked version of the algorithm, calling Level 3 BLAS. Parameters UPLO UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. N N is INTEGER The order of the matrix A. N >= 0. 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, L is stored below (or above) the subdiaonal blocks, when UPLO is 'L' (or 'U'). LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). TB TB is COMPLEX array, dimension (LTB) On exit, details of the LU factorization of the band matrix. LTB LTB is INTEGER The size of the array TB. LTB >= 4*N, internally used to select NB such that LTB >= (3*NB+1)*N. If LTB = -1, then a workspace query is assumed; the routine only calculates the optimal size of LTB, returns this value as the first entry of TB, and no error message related to LTB is issued by XERBLA. IPIV IPIV is INTEGER array, dimension (N) On exit, it contains the details of the interchanges, i.e., the row and column k of A were interchanged with the row and column IPIV(k). IPIV2 IPIV2 is INTEGER array, dimension (N) On exit, it contains the details of the interchanges, i.e., the row and column k of T were interchanged with the row and column IPIV(k). WORK WORK is COMPLEX workspace of size LWORK LWORK LWORK is INTEGER The size of WORK. LWORK >= N, internally used to select NB such that LWORK >= N*NB. 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. INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = i, band LU factorization failed on i-th column Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutine csytrf_rk (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) E, integer, dimension( * ) IPIV, complex, dimension( * ) WORK, integer LWORK, integer INFO) CSYTRF_RK computes the factorization of a complex symmetric indefinite matrix using the bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS3 blocked algorithm). Purpose: CSYTRF_RK computes the factorization of a complex symmetric matrix A using the bounded Bunch-Kaufman (rook) diagonal pivoting method: A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T), where U (or L) is unit upper (or lower) triangular matrix, U**T (or L**T) is the transpose of U (or L), P is a permutation matrix, P**T is the transpose of P, and D is symmetric 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. For more information see Further Details section. Parameters UPLO UPLO is CHARACTER*1 Specifies whether the upper or lower triangular part of the symmetric matrix A is stored: = 'U': Upper triangular = 'L': Lower triangular N N is INTEGER The order of the matrix A. N >= 0. A A is COMPLEX array, dimension (LDA,N) On entry, the symmetric 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 symmetric 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 array, dimension (N) On exit, contains the superdiagonal (or subdiagonal) elements of the symmetric 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 symmetric 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. For more info see Further Details section. 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 matrix A(1:N,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,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 matrix A(1:N,1:N). If -IPIV(k-1) = k-1, no interchange occurred. c) In both cases a) and b), 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 matrix A(1:N,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: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 matrix A(1:N,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 matrix A(1:N,1:N). If -IPIV(k+1) = k+1, no interchange occurred. c) In both cases a) and b), always ABS( IPIV(k) ) >= k. d) NOTE: Any entry IPIV(k) is always NONZERO on output. WORK WORK is COMPLEX array, dimension ( MAX(1,LWORK) ). On exit, if INFO = 0, WORK(1) returns the optimal LWORK. 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. 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. 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. Further Details: TODO: put correct description 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 subroutine csytrf_rook (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( * ) WORK, integer LWORK, integer INFO) CSYTRF_ROOK Purpose: CSYTRF_ROOK computes the factorization of a complex symmetric matrix A using the bounded Bunch-Kaufman ("rook") diagonal pivoting method. The form of the factorization is A = U*D*U**T or A = L*D*L**T where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and D is symmetric 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 UPLO UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. N N is INTEGER The order of the matrix A. N >= 0. A A is COMPLEX array, dimension (LDA,N) On entry, the symmetric 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). LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D. If UPLO = 'U': 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 IPIV(k) < 0 and IPIV(k-1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k-1 and -IPIV(k-1) were inerchaged, D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L': 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 IPIV(k) < 0 and IPIV(k+1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k+1 and -IPIV(k+1) were inerchaged, D(k:k+1,k:k+1) is a 2-by-2 diagonal block. WORK WORK is COMPLEX array, dimension (MAX(1,LWORK)). On exit, if INFO = 0, WORK(1) returns the optimal LWORK. 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. 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. 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**T, 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**T, 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). Contributors: June 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 subroutine csytri (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( * ) WORK, integer INFO) CSYTRI Purpose: CSYTRI computes the inverse of a complex symmetric indefinite matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by CSYTRF. Parameters UPLO UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangular, form is A = U*D*U**T; = 'L': Lower triangular, form is A = L*D*L**T. N N is INTEGER The order of the matrix A. N >= 0. A A is COMPLEX array, dimension (LDA,N) On entry, the block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF. On exit, if INFO = 0, the (symmetric) inverse of the original matrix. If UPLO = 'U', the upper triangular part of the inverse is formed and the part of A below the diagonal is not referenced; if UPLO = 'L' the lower triangular part of the inverse is formed and the part of A above the diagonal is not referenced. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF. WORK WORK is COMPLEX array, dimension (2*N) 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) = 0; the matrix is singular and its inverse could not be computed. Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutine csytri2 (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( * ) WORK, integer LWORK, integer INFO) CSYTRI2 Purpose: CSYTRI2 computes the inverse of a COMPLEX symmetric indefinite matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by CSYTRF. CSYTRI2 sets the LEADING DIMENSION of the workspace before calling CSYTRI2X that actually computes the inverse. Parameters UPLO UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangular, form is A = U*D*U**T; = 'L': Lower triangular, form is A = L*D*L**T. N N is INTEGER The order of the matrix A. N >= 0. A A is COMPLEX array, dimension (LDA,N) On entry, the block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF. On exit, if INFO = 0, the (symmetric) inverse of the original matrix. If UPLO = 'U', the upper triangular part of the inverse is formed and the part of A below the diagonal is not referenced; if UPLO = 'L' the lower triangular part of the inverse is formed and the part of A above the diagonal is not referenced. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF. WORK WORK is COMPLEX array, dimension (N+NB+1)*(NB+3) LWORK LWORK is INTEGER The dimension of the array WORK. WORK is size >= (N+NB+1)*(NB+3) If LWORK = -1, then a workspace query is assumed; the routine 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. 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) = 0; the matrix is singular and its inverse could not be computed. Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutine csytri2x (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( n+nb+1,* ) WORK, integer NB, integer INFO) CSYTRI2X Purpose: CSYTRI2X computes the inverse of a real symmetric indefinite matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by CSYTRF. Parameters UPLO UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangular, form is A = U*D*U**T; = 'L': Lower triangular, form is A = L*D*L**T. N N is INTEGER The order of the matrix A. N >= 0. A A is COMPLEX array, dimension (LDA,N) On entry, the NNB diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF. On exit, if INFO = 0, the (symmetric) inverse of the original matrix. If UPLO = 'U', the upper triangular part of the inverse is formed and the part of A below the diagonal is not referenced; if UPLO = 'L' the lower triangular part of the inverse is formed and the part of A above the diagonal is not referenced. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges and the NNB structure of D as determined by CSYTRF. WORK WORK is COMPLEX array, dimension (N+NB+1,NB+3) NB NB is INTEGER Block size 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) = 0; the matrix is singular and its inverse could not be computed. Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutine csytri_3 (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) E, integer, dimension( * ) IPIV, complex, dimension( * ) WORK, integer LWORK, integer INFO) CSYTRI_3 Purpose: CSYTRI_3 computes the inverse of a complex symmetric indefinite matrix A using the factorization computed by CSYTRF_RK or CSYTRF_BK: A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T), where U (or L) is unit upper (or lower) triangular matrix, U**T (or L**T) is the transpose of U (or L), P is a permutation matrix, P**T is the transpose of P, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. CSYTRI_3 sets the leading dimension of the workspace before calling CSYTRI_3X that actually computes the inverse. This is the blocked version of the algorithm, calling Level 3 BLAS. Parameters UPLO UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. N N is INTEGER The order of the matrix A. N >= 0. A A is COMPLEX array, dimension (LDA,N) On entry, diagonal of the block diagonal matrix D and factors U or L as computed by CSYTRF_RK and CSYTRF_BK: a) ONLY diagonal elements of the symmetric block diagonal matrix D on the diagonal of A, i.e. D(k,k) = A(k,k); (superdiagonal (or subdiagonal) elements of D should be provided on entry 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. On exit, if INFO = 0, the symmetric inverse of the original matrix. If UPLO = 'U': the upper triangular part of the inverse is formed and the part of A below the diagonal is not referenced; If UPLO = 'L': the lower triangular part of the inverse is formed and the part of A above the diagonal is not referenced. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). E E is COMPLEX array, dimension (N) On entry, contains the superdiagonal (or subdiagonal) elements of the symmetric 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) not referenced; If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced. NOTE: For 1-by-1 diagonal block D(k), where 1 <= k <= N, the element E(k) is not referenced in both UPLO = 'U' or UPLO = 'L' cases. IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF_RK or CSYTRF_BK. WORK WORK is COMPLEX array, dimension (N+NB+1)*(NB+3). On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK LWORK is INTEGER The length of WORK. LWORK >= (N+NB+1)*(NB+3). If LDWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of 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. 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) = 0; the matrix is singular and its inverse could not be computed. Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: November 2017, Igor Kozachenko, Computer Science Division, University of California, Berkeley subroutine csytri_3x (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) E, integer, dimension( * ) IPIV, complex, dimension( n+nb+1, * ) WORK, integer NB, integer INFO) CSYTRI_3X Purpose: CSYTRI_3X computes the inverse of a complex symmetric indefinite matrix A using the factorization computed by CSYTRF_RK or CSYTRF_BK: A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T), where U (or L) is unit upper (or lower) triangular matrix, U**T (or L**T) is the transpose of U (or L), P is a permutation matrix, P**T is the transpose of P, and D is symmetric 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 UPLO UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. N N is INTEGER The order of the matrix A. N >= 0. A A is COMPLEX array, dimension (LDA,N) On entry, diagonal of the block diagonal matrix D and factors U or L as computed by CSYTRF_RK and CSYTRF_BK: a) ONLY diagonal elements of the symmetric block diagonal matrix D on the diagonal of A, i.e. D(k,k) = A(k,k); (superdiagonal (or subdiagonal) elements of D should be provided on entry 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. On exit, if INFO = 0, the symmetric inverse of the original matrix. If UPLO = 'U': the upper triangular part of the inverse is formed and the part of A below the diagonal is not referenced; If UPLO = 'L': the lower triangular part of the inverse is formed and the part of A above the diagonal is not referenced. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). E E is COMPLEX array, dimension (N) On entry, contains the superdiagonal (or subdiagonal) elements of the symmetric 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) not referenced; If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) not referenced. NOTE: For 1-by-1 diagonal block D(k), where 1 <= k <= N, the element E(k) is not referenced in both UPLO = 'U' or UPLO = 'L' cases. IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF_RK or CSYTRF_BK. WORK WORK is COMPLEX array, dimension (N+NB+1,NB+3). NB NB is INTEGER Block size. 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) = 0; the matrix is singular and its inverse could not be computed. Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: June 2017, Igor Kozachenko, Computer Science Division, University of California, Berkeley subroutine csytri_rook (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( * ) WORK, integer INFO) CSYTRI_ROOK Purpose: CSYTRI_ROOK computes the inverse of a complex symmetric matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by CSYTRF_ROOK. Parameters UPLO UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangular, form is A = U*D*U**T; = 'L': Lower triangular, form is A = L*D*L**T. N N is INTEGER The order of the matrix A. N >= 0. A A is COMPLEX array, dimension (LDA,N) On entry, the block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF_ROOK. On exit, if INFO = 0, the (symmetric) inverse of the original matrix. If UPLO = 'U', the upper triangular part of the inverse is formed and the part of A below the diagonal is not referenced; if UPLO = 'L' the lower triangular part of the inverse is formed and the part of A above the diagonal is not referenced. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF_ROOK. WORK WORK is COMPLEX array, dimension (N) 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) = 0; the matrix is singular and its inverse could not be computed. 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 subroutine csytrs (character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB, integer INFO) CSYTRS Purpose: CSYTRS solves a system of linear equations A*X = B with a complex symmetric matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by CSYTRF. Parameters UPLO UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangular, form is A = U*D*U**T; = 'L': Lower triangular, form is A = L*D*L**T. N N is INTEGER The order of the matrix A. N >= 0. NRHS NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. A A is COMPLEX array, dimension (LDA,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF. B B is COMPLEX array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutine csytrs2 (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 INFO) CSYTRS2 Purpose: CSYTRS2 solves a system of linear equations A*X = B with a complex symmetric matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by CSYTRF and converted by CSYCONV. Parameters UPLO UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangular, form is A = U*D*U**T; = 'L': Lower triangular, form is A = L*D*L**T. N N is INTEGER The order of the matrix A. N >= 0. NRHS NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. A A is COMPLEX array, dimension (LDA,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF. Note that A is input / output. This might be counter-intuitive, and one may think that A is input only. A is input / output. This is because, at the start of the subroutine, we permute A in a "better" form and then we permute A back to its original form at the end. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF. B B is COMPLEX array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). WORK WORK is COMPLEX array, dimension (N) INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutine csytrs_3 (character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) E, integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB, integer INFO) CSYTRS_3 Purpose: CSYTRS_3 solves a system of linear equations A * X = B with a complex symmetric matrix A using the factorization computed by CSYTRF_RK or CSYTRF_BK: A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T), where U (or L) is unit upper (or lower) triangular matrix, U**T (or L**T) is the transpose of U (or L), P is a permutation matrix, P**T is the transpose of P, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. This algorithm is using Level 3 BLAS. Parameters UPLO UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix: = 'U': Upper triangular, form is A = P*U*D*(U**T)*(P**T); = 'L': Lower triangular, form is A = P*L*D*(L**T)*(P**T). N N is INTEGER The order of the matrix A. N >= 0. NRHS NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. A A is COMPLEX array, dimension (LDA,N) Diagonal of the block diagonal matrix D and factors U or L as computed by CSYTRF_RK and CSYTRF_BK: a) ONLY diagonal elements of the symmetric block diagonal matrix D on the diagonal of A, i.e. D(k,k) = A(k,k); (superdiagonal (or subdiagonal) elements of D should be provided on entry 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 array, dimension (N) On entry, contains the superdiagonal (or subdiagonal) elements of the symmetric 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) not referenced; If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced. NOTE: For 1-by-1 diagonal block D(k), where 1 <= k <= N, the element E(k) is not referenced in both UPLO = 'U' or UPLO = 'L' cases. IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF_RK or CSYTRF_BK. B B is COMPLEX array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: June 2017, Igor Kozachenko, Computer Science Division, University of California, Berkeley September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester subroutine csytrs_aa (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) CSYTRS_AA Purpose: CSYTRS_AA solves a system of linear equations A*X = B with a complex symmetric matrix A using the factorization A = U**T*T*U or A = L*T*L**T computed by CSYTRF_AA. Parameters UPLO UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangular, form is A = U**T*T*U; = 'L': Lower triangular, form is A = L*T*L**T. N N is INTEGER The order of the matrix A. N >= 0. NRHS NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. A A is COMPLEX array, dimension (LDA,N) Details of factors computed by CSYTRF_AA. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges as computed by CSYTRF_AA. B B is COMPLEX array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). WORK WORK is COMPLEX array, dimension (MAX(1,LWORK)) LWORK LWORK is INTEGER The dimension of the array WORK. LWORK >= max(1,3*N-2). INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutine csytrs_aa_2stage (character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) TB, integer LTB, integer, dimension( * ) IPIV, integer, dimension( * ) IPIV2, complex, dimension( ldb, * ) B, integer LDB, integer INFO) CSYTRS_AA_2STAGE Purpose: CSYTRS_AA_2STAGE solves a system of linear equations A*X = B with a complex symmetric matrix A using the factorization A = U**T*T*U or A = L*T*L**T computed by CSYTRF_AA_2STAGE. Parameters UPLO UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangular, form is A = U**T*T*U; = 'L': Lower triangular, form is A = L*T*L**T. N N is INTEGER The order of the matrix A. N >= 0. NRHS NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. A A is COMPLEX array, dimension (LDA,N) Details of factors computed by CSYTRF_AA_2STAGE. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). TB TB is COMPLEX array, dimension (LTB) Details of factors computed by CSYTRF_AA_2STAGE. LTB LTB is INTEGER The size of the array TB. LTB >= 4*N. IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges as computed by CSYTRF_AA_2STAGE. IPIV2 IPIV2 is INTEGER array, dimension (N) Details of the interchanges as computed by CSYTRF_AA_2STAGE. B B is COMPLEX array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutine csytrs_rook (character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB, integer INFO) CSYTRS_ROOK Purpose: CSYTRS_ROOK solves a system of linear equations A*X = B with a complex symmetric matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by CSYTRF_ROOK. Parameters UPLO UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangular, form is A = U*D*U**T; = 'L': Lower triangular, form is A = L*D*L**T. N N is INTEGER The order of the matrix A. N >= 0. NRHS NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. A A is COMPLEX array, dimension (LDA,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF_ROOK. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). IPIV IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CSYTRF_ROOK. B B is COMPLEX array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value 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 subroutine ctgsyl (character TRANS, integer IJOB, integer M, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldc, * ) C, integer LDC, complex, dimension( ldd, * ) D, integer LDD, complex, dimension( lde, * ) E, integer LDE, complex, dimension( ldf, * ) F, integer LDF, real SCALE, real DIF, complex, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer INFO) CTGSYL Purpose: CTGSYL solves the generalized Sylvester equation: A * R - L * B = scale * C (1) D * R - L * E = scale * F where R and L are unknown m-by-n matrices, (A, D), (B, E) and (C, F) are given matrix pairs of size m-by-m, n-by-n and m-by-n, respectively, with complex entries. A, B, D and E are upper triangular (i.e., (A,D) and (B,E) in generalized Schur form). The solution (R, L) overwrites (C, F). 0 <= SCALE <= 1 is an output scaling factor chosen to avoid overflow. In matrix notation (1) is equivalent to solve Zx = scale*b, where Z is defined as Z = [ kron(In, A) -kron(B**H, Im) ] (2) [ kron(In, D) -kron(E**H, Im) ], Here Ix is the identity matrix of size x and X**H is the conjugate transpose of X. Kron(X, Y) is the Kronecker product between the matrices X and Y. If TRANS = 'C', y in the conjugate transposed system Z**H *y = scale*b is solved for, which is equivalent to solve for R and L in A**H * R + D**H * L = scale * C (3) R * B**H + L * E**H = scale * -F This case (TRANS = 'C') is used to compute an one-norm-based estimate of Dif[(A,D), (B,E)], the separation between the matrix pairs (A,D) and (B,E), using CLACON. If IJOB >= 1, CTGSYL computes a Frobenius norm-based estimate of Dif[(A,D),(B,E)]. That is, the reciprocal of a lower bound on the reciprocal of the smallest singular value of Z. This is a level-3 BLAS algorithm. Parameters TRANS TRANS is CHARACTER*1 = 'N': solve the generalized sylvester equation (1). = 'C': solve the "conjugate transposed" system (3). IJOB IJOB is INTEGER Specifies what kind of functionality to be performed. =0: solve (1) only. =1: The functionality of 0 and 3. =2: The functionality of 0 and 4. =3: Only an estimate of Dif[(A,D), (B,E)] is computed. (look ahead strategy is used). =4: Only an estimate of Dif[(A,D), (B,E)] is computed. (CGECON on sub-systems is used). Not referenced if TRANS = 'C'. M M is INTEGER The order of the matrices A and D, and the row dimension of the matrices C, F, R and L. N N is INTEGER The order of the matrices B and E, and the column dimension of the matrices C, F, R and L. A A is COMPLEX array, dimension (LDA, M) The upper triangular matrix A. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1, M). B B is COMPLEX array, dimension (LDB, N) The upper triangular matrix B. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1, N). C C is COMPLEX array, dimension (LDC, N) On entry, C contains the right-hand-side of the first matrix equation in (1) or (3). On exit, if IJOB = 0, 1 or 2, C has been overwritten by the solution R. If IJOB = 3 or 4 and TRANS = 'N', C holds R, the solution achieved during the computation of the Dif-estimate. LDC LDC is INTEGER The leading dimension of the array C. LDC >= max(1, M). D D is COMPLEX array, dimension (LDD, M) The upper triangular matrix D. LDD LDD is INTEGER The leading dimension of the array D. LDD >= max(1, M). E E is COMPLEX array, dimension (LDE, N) The upper triangular matrix E. LDE LDE is INTEGER The leading dimension of the array E. LDE >= max(1, N). F F is COMPLEX array, dimension (LDF, N) On entry, F contains the right-hand-side of the second matrix equation in (1) or (3). On exit, if IJOB = 0, 1 or 2, F has been overwritten by the solution L. If IJOB = 3 or 4 and TRANS = 'N', F holds L, the solution achieved during the computation of the Dif-estimate. LDF LDF is INTEGER The leading dimension of the array F. LDF >= max(1, M). DIF DIF is REAL On exit DIF is the reciprocal of a lower bound of the reciprocal of the Dif-function, i.e. DIF is an upper bound of Dif[(A,D), (B,E)] = sigma-min(Z), where Z as in (2). IF IJOB = 0 or TRANS = 'C', DIF is not referenced. SCALE SCALE is REAL On exit SCALE is the scaling factor in (1) or (3). If 0 < SCALE < 1, C and F hold the solutions R and L, resp., to a slightly perturbed system but the input matrices A, B, D and E have not been changed. If SCALE = 0, R and L will hold the solutions to the homogeneous system with C = F = 0. WORK WORK is COMPLEX array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK LWORK is INTEGER The dimension of the array WORK. LWORK > = 1. If IJOB = 1 or 2 and TRANS = 'N', LWORK >= max(1,2*M*N). 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. IWORK IWORK is INTEGER array, dimension (M+N+2) INFO INFO is INTEGER =0: successful exit <0: If INFO = -i, the i-th argument had an illegal value. >0: (A, D) and (B, E) have common or very close eigenvalues. Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Bo Kagstrom and Peter Poromaa, Department of Computing Science, Umea University, S-901 87 Umea, Sweden. References: [1] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software for Solving the Generalized Sylvester Equation and Estimating the Separation between Regular Matrix Pairs, Report UMINF - 93.23, Department of Computing Science, Umea University, S-901 87 Umea, Sweden, December 1993, Revised April 1994, Also as LAPACK Working Note 75. To appear in ACM Trans. on Math. Software, Vol 22, No 1, 1996. [2] B. Kagstrom, A Perturbation Analysis of the Generalized Sylvester Equation (AR - LB, DR - LE ) = (C, F), SIAM J. Matrix Anal. Appl., 15(4):1045-1060, 1994. [3] B. Kagstrom and L. Westin, Generalized Schur Methods with Condition Estimators for Solving the Generalized Sylvester Equation, IEEE Transactions on Automatic Control, Vol. 34, No. 7, July 1989, pp 745-751. subroutine ctrsyl (character TRANA, character TRANB, integer ISGN, integer M, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldc, * ) C, integer LDC, real SCALE, integer INFO) CTRSYL Purpose: CTRSYL solves the complex Sylvester matrix equation: op(A)*X + X*op(B) = scale*C or op(A)*X - X*op(B) = scale*C, where op(A) = A or A**H, and A and B are both upper triangular. A is M-by-M and B is N-by-N; the right hand side C and the solution X are M-by-N; and scale is an output scale factor, set <= 1 to avoid overflow in X. Parameters TRANA TRANA is CHARACTER*1 Specifies the option op(A): = 'N': op(A) = A (No transpose) = 'C': op(A) = A**H (Conjugate transpose) TRANB TRANB is CHARACTER*1 Specifies the option op(B): = 'N': op(B) = B (No transpose) = 'C': op(B) = B**H (Conjugate transpose) ISGN ISGN is INTEGER Specifies the sign in the equation: = +1: solve op(A)*X + X*op(B) = scale*C = -1: solve op(A)*X - X*op(B) = scale*C M M is INTEGER The order of the matrix A, and the number of rows in the matrices X and C. M >= 0. N N is INTEGER The order of the matrix B, and the number of columns in the matrices X and C. N >= 0. A A is COMPLEX array, dimension (LDA,M) The upper triangular matrix A. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). B B is COMPLEX array, dimension (LDB,N) The upper triangular matrix B. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). C C is COMPLEX array, dimension (LDC,N) On entry, the M-by-N right hand side matrix C. On exit, C is overwritten by the solution matrix X. LDC LDC is INTEGER The leading dimension of the array C. LDC >= max(1,M) SCALE SCALE is REAL The scale factor, scale, set <= 1 to avoid overflow in X. INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value = 1: A and B have common or very close eigenvalues; perturbed values were used to solve the equation (but the matrices A and B are unchanged). Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutine ctrsyl3 (character TRANA, character TRANB, integer ISGN, integer M, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldc, * ) C, integer LDC, real SCALE, real, dimension( ldswork, * ) SWORK, integer LDSWORK, integer INFO) CTRSYL3 Purpose CTRSYL3 solves the complex Sylvester matrix equation: op(A)*X + X*op(B) = scale*C or op(A)*X - X*op(B) = scale*C, where op(A) = A or A**H, and A and B are both upper triangular. A is M-by-M and B is N-by-N; the right hand side C and the solution X are M-by-N; and scale is an output scale factor, set <= 1 to avoid overflow in X. This is the block version of the algorithm. Parameters TRANA TRANA is CHARACTER*1 Specifies the option op(A): = 'N': op(A) = A (No transpose) = 'C': op(A) = A**H (Conjugate transpose) TRANB TRANB is CHARACTER*1 Specifies the option op(B): = 'N': op(B) = B (No transpose) = 'C': op(B) = B**H (Conjugate transpose) ISGN ISGN is INTEGER Specifies the sign in the equation: = +1: solve op(A)*X + X*op(B) = scale*C = -1: solve op(A)*X - X*op(B) = scale*C M M is INTEGER The order of the matrix A, and the number of rows in the matrices X and C. M >= 0. N N is INTEGER The order of the matrix B, and the number of columns in the matrices X and C. N >= 0. A A is COMPLEX array, dimension (LDA,M) The upper triangular matrix A. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). B B is COMPLEX array, dimension (LDB,N) The upper triangular matrix B. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). C C is COMPLEX array, dimension (LDC,N) On entry, the M-by-N right hand side matrix C. On exit, C is overwritten by the solution matrix X. LDC LDC is INTEGER The leading dimension of the array C. LDC >= max(1,M) SCALE SCALE is REAL The scale factor, scale, set <= 1 to avoid overflow in X. SWORK SWORK is REAL array, dimension (MAX(2, ROWS), MAX(1,COLS)). On exit, if INFO = 0, SWORK(1) returns the optimal value ROWS and SWORK(2) returns the optimal COLS. LDSWORK LDSWORK is INTEGER LDSWORK >= MAX(2,ROWS), where ROWS = ((M + NB - 1) / NB + 1) and NB is the optimal block size. If LDSWORK = -1, then a workspace query is assumed; the routine only calculates the optimal dimensions of the SWORK matrix, returns these values as the first and second entry of the SWORK matrix, and no error message related LWORK is issued by XERBLA. INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value = 1: A and B have common or very close eigenvalues; perturbed values were used to solve the equation (but the matrices A and B are unchanged).
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