Provided by: liblapack-doc_3.11.0-2build1_all 
NAME
complex16SYcomputational - complex16
SYNOPSIS
Functions
subroutine zhetrf_aa_2stage (UPLO, N, A, LDA, TB, LTB, IPIV, IPIV2, WORK, LWORK, INFO)
ZHETRF_AA_2STAGE
subroutine zhetrs_aa_2stage (UPLO, N, NRHS, A, LDA, TB, LTB, IPIV, IPIV2, B, LDB, INFO)
ZHETRS_AA_2STAGE
subroutine zla_syamv (UPLO, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY)
ZLA_SYAMV computes a matrix-vector product using a symmetric indefinite matrix to
calculate error bounds.
double precision function zla_syrcond_c (UPLO, N, A, LDA, AF, LDAF, IPIV, C, CAPPLY, INFO,
WORK, RWORK)
ZLA_SYRCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) for
symmetric indefinite matrices.
double precision function zla_syrcond_x (UPLO, N, A, LDA, AF, LDAF, IPIV, X, INFO, WORK,
RWORK)
ZLA_SYRCOND_X computes the infinity norm condition number of op(A)*diag(x) for
symmetric indefinite matrices.
subroutine zla_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)
ZLA_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.
double precision function zla_syrpvgrw (UPLO, N, INFO, A, LDA, AF, LDAF, IPIV, WORK)
ZLA_SYRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a
symmetric indefinite matrix.
subroutine zlasyf (UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO)
ZLASYF computes a partial factorization of a complex symmetric matrix using the Bunch-
Kaufman diagonal pivoting method.
subroutine zlasyf_aa (UPLO, J1, M, NB, A, LDA, IPIV, H, LDH, WORK)
ZLASYF_AA
subroutine zlasyf_rk (UPLO, N, NB, KB, A, LDA, E, IPIV, W, LDW, INFO)
ZLASYF_RK computes a partial factorization of a complex symmetric indefinite matrix
using bounded Bunch-Kaufman (rook) diagonal pivoting method.
subroutine zlasyf_rook (UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO)
ZLASYF_ROOK computes a partial factorization of a complex symmetric matrix using the
bounded Bunch-Kaufman ('rook') diagonal pivoting method.
subroutine zsycon (UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK, INFO)
ZSYCON
subroutine zsycon_3 (UPLO, N, A, LDA, E, IPIV, ANORM, RCOND, WORK, INFO)
ZSYCON_3
subroutine zsycon_rook (UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK, INFO)
ZSYCON_ROOK
subroutine zsyconv (UPLO, WAY, N, A, LDA, IPIV, E, INFO)
ZSYCONV
subroutine zsyconvf (UPLO, WAY, N, A, LDA, E, IPIV, INFO)
ZSYCONVF
subroutine zsyconvf_rook (UPLO, WAY, N, A, LDA, E, IPIV, INFO)
ZSYCONVF_ROOK
subroutine zsyequb (UPLO, N, A, LDA, S, SCOND, AMAX, WORK, INFO)
ZSYEQUB
subroutine zsyrfs (UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, FERR, BERR,
WORK, RWORK, INFO)
ZSYRFS
subroutine zsyrfsx (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)
ZSYRFSX
subroutine zsysv_aa_2stage (UPLO, N, NRHS, A, LDA, TB, LTB, IPIV, IPIV2, B, LDB, WORK,
LWORK, INFO)
ZSYSV_AA_2STAGE computes the solution to system of linear equations A * X = B for SY
matrices
subroutine zsytf2 (UPLO, N, A, LDA, IPIV, INFO)
ZSYTF2 computes the factorization of a real symmetric indefinite matrix, using the
diagonal pivoting method (unblocked algorithm).
subroutine zsytf2_rk (UPLO, N, A, LDA, E, IPIV, INFO)
ZSYTF2_RK computes the factorization of a complex symmetric indefinite matrix using
the bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS2 unblocked algorithm).
subroutine zsytf2_rook (UPLO, N, A, LDA, IPIV, INFO)
ZSYTF2_ROOK computes the factorization of a complex symmetric indefinite matrix using
the bounded Bunch-Kaufman ('rook') diagonal pivoting method (unblocked algorithm).
subroutine zsytrf (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)
ZSYTRF
subroutine zsytrf_aa (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)
ZSYTRF_AA
subroutine zsytrf_aa_2stage (UPLO, N, A, LDA, TB, LTB, IPIV, IPIV2, WORK, LWORK, INFO)
ZSYTRF_AA_2STAGE
subroutine zsytrf_rk (UPLO, N, A, LDA, E, IPIV, WORK, LWORK, INFO)
ZSYTRF_RK computes the factorization of a complex symmetric indefinite matrix using
the bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS3 blocked algorithm).
subroutine zsytrf_rook (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)
ZSYTRF_ROOK
subroutine zsytri (UPLO, N, A, LDA, IPIV, WORK, INFO)
ZSYTRI
subroutine zsytri2 (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)
ZSYTRI2
subroutine zsytri2x (UPLO, N, A, LDA, IPIV, WORK, NB, INFO)
ZSYTRI2X
subroutine zsytri_3 (UPLO, N, A, LDA, E, IPIV, WORK, LWORK, INFO)
ZSYTRI_3
subroutine zsytri_3x (UPLO, N, A, LDA, E, IPIV, WORK, NB, INFO)
ZSYTRI_3X
subroutine zsytri_rook (UPLO, N, A, LDA, IPIV, WORK, INFO)
ZSYTRI_ROOK
subroutine zsytrs (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO)
ZSYTRS
subroutine zsytrs2 (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, INFO)
ZSYTRS2
subroutine zsytrs_3 (UPLO, N, NRHS, A, LDA, E, IPIV, B, LDB, INFO)
ZSYTRS_3
subroutine zsytrs_aa (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK, INFO)
ZSYTRS_AA
subroutine zsytrs_aa_2stage (UPLO, N, NRHS, A, LDA, TB, LTB, IPIV, IPIV2, B, LDB, INFO)
ZSYTRS_AA_2STAGE
subroutine zsytrs_rook (UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO)
ZSYTRS_ROOK
subroutine ztgsyl (TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D, LDD, E, LDE, F, LDF,
SCALE, DIF, WORK, LWORK, IWORK, INFO)
ZTGSYL
subroutine ztrsyl (TRANA, TRANB, ISGN, M, N, A, LDA, B, LDB, C, LDC, SCALE, INFO)
ZTRSYL
subroutine ztrsyl3 (TRANA, TRANB, ISGN, M, N, A, LDA, B, LDB, C, LDC, SCALE, SWORK,
LDSWORK, INFO)
ZTRSYL3
Detailed Description
This is the group of complex16 computational functions for SY matrices
Function Documentation
subroutine zhetrf_aa_2stage (character UPLO, integer N, complex*16, dimension( lda, * ) A,
integer LDA, complex*16, dimension( * ) TB, integer LTB, integer, dimension( * ) IPIV,
integer, dimension( * ) IPIV2, complex*16, dimension( * ) WORK, integer LWORK, integer
INFO)
ZHETRF_AA_2STAGE
Purpose:
ZHETRF_AA_2STAGE computes the factorization of a double hermitian matrix A
using the Aasen's algorithm. The form of the factorization is
A = U**H*T*U or A = L*T*L**H
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*16 array, dimension (LDA,N)
On entry, the hermitian matrix A. If UPLO = 'U', the leading
N-by-N upper triangular part of A contains the upper
triangular part of the matrix A, and the strictly lower
triangular part of A is not referenced. If UPLO = 'L', the
leading N-by-N lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
On exit, 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*16 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*16 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 zhetrs_aa_2stage (character UPLO, integer N, integer NRHS, complex*16, dimension(
lda, * ) A, integer LDA, complex*16, dimension( * ) TB, integer LTB, integer, dimension( *
) IPIV, integer, dimension( * ) IPIV2, complex*16, dimension( ldb, * ) B, integer LDB,
integer INFO)
ZHETRS_AA_2STAGE
Purpose:
ZHETRS_AA_2STAGE solves a system of linear equations A*X = B with a
hermitian matrix A using the factorization A = U**H*T*U or
A = L*T*L**H computed by ZHETRF_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**H*T*U;
= 'L': Lower triangular, form is A = L*T*L**H.
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*16 array, dimension (LDA,N)
Details of factors computed by ZHETRF_AA_2STAGE.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
TB
TB is COMPLEX*16 array, dimension (LTB)
Details of factors computed by ZHETRF_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
ZHETRF_AA_2STAGE.
IPIV2
IPIV2 is INTEGER array, dimension (N)
Details of the interchanges as computed by
ZHETRF_AA_2STAGE.
B
B is COMPLEX*16 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 zla_syamv (integer UPLO, integer N, double precision ALPHA, complex*16, dimension(
lda, * ) A, integer LDA, complex*16, dimension( * ) X, integer INCX, double precision
BETA, double precision, dimension( * ) Y, integer INCY)
ZLA_SYAMV computes a matrix-vector product using a symmetric indefinite matrix to
calculate error bounds.
Purpose:
ZLA_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 DOUBLE PRECISION .
On entry, ALPHA specifies the scalar alpha.
Unchanged on exit.
A
A is COMPLEX*16 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*16 array, dimension at least
( 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 DOUBLE PRECISION .
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 DOUBLE PRECISION 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
double precision function zla_syrcond_c (character UPLO, integer N, complex*16, dimension(
lda, * ) A, integer LDA, complex*16, dimension( ldaf, * ) AF, integer LDAF, integer,
dimension( * ) IPIV, double precision, dimension( * ) C, logical CAPPLY, integer INFO,
complex*16, dimension( * ) WORK, double precision, dimension( * ) RWORK)
ZLA_SYRCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) for
symmetric indefinite matrices.
Purpose:
ZLA_SYRCOND_C Computes the infinity norm condition number of
op(A) * inv(diag(C)) where C is a DOUBLE PRECISION 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*16 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*16 array, dimension (LDAF,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by ZSYTRF.
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 ZSYTRF.
C
C is DOUBLE PRECISION 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*16 array, dimension (2*N).
Workspace.
RWORK
RWORK is DOUBLE PRECISION array, dimension (N).
Workspace.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
double precision function zla_syrcond_x (character UPLO, integer N, complex*16, dimension(
lda, * ) A, integer LDA, complex*16, dimension( ldaf, * ) AF, integer LDAF, integer,
dimension( * ) IPIV, complex*16, dimension( * ) X, integer INFO, complex*16, dimension( *
) WORK, double precision, dimension( * ) RWORK)
ZLA_SYRCOND_X computes the infinity norm condition number of op(A)*diag(x) for symmetric
indefinite matrices.
Purpose:
ZLA_SYRCOND_X Computes the infinity norm condition number of
op(A) * diag(X) where X is a COMPLEX*16 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*16 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*16 array, dimension (LDAF,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by ZSYTRF.
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 ZSYTRF.
X
X is COMPLEX*16 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*16 array, dimension (2*N).
Workspace.
RWORK
RWORK is DOUBLE PRECISION array, dimension (N).
Workspace.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine zla_syrfsx_extended (integer PREC_TYPE, character UPLO, integer N, integer NRHS,
complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( ldaf, * ) AF,
integer LDAF, integer, dimension( * ) IPIV, logical COLEQU, double precision, dimension( *
) C, complex*16, dimension( ldb, * ) B, integer LDB, complex*16, dimension( ldy, * ) Y,
integer LDY, double precision, dimension( * ) BERR_OUT, integer N_NORMS, double precision,
dimension( nrhs, * ) ERR_BNDS_NORM, double precision, dimension( nrhs, * ) ERR_BNDS_COMP,
complex*16, dimension( * ) RES, double precision, dimension( * ) AYB, complex*16,
dimension( * ) DY, complex*16, dimension( * ) Y_TAIL, double precision RCOND, integer
ITHRESH, double precision RTHRESH, double precision DZ_UB, logical IGNORE_CWISE, integer
INFO)
ZLA_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:
ZLA_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 ZSYRFSX 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*16 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*16 array, dimension (LDAF,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by ZSYTRF.
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 ZSYTRF.
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 DOUBLE PRECISION 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*16 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*16 array, dimension (LDY,NRHS)
On entry, the solution matrix X, as computed by ZSYTRS.
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 DOUBLE PRECISION 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 ZLA_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 DOUBLE PRECISION 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 DOUBLE PRECISION 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*16 array, dimension (N)
Workspace to hold the intermediate residual.
AYB
AYB is DOUBLE PRECISION array, dimension (N)
Workspace.
DY
DY is COMPLEX*16 array, dimension (N)
Workspace to hold the intermediate solution.
Y_TAIL
Y_TAIL is COMPLEX*16 array, dimension (N)
Workspace to hold the trailing bits of the intermediate solution.
RCOND
RCOND is DOUBLE PRECISION
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 DOUBLE PRECISION
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 DOUBLE PRECISION
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 ZLA_HERFSX_EXTENDED had an illegal
value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
double precision function zla_syrpvgrw (character*1 UPLO, integer N, integer INFO, complex*16,
dimension( lda, * ) A, integer LDA, complex*16, dimension( ldaf, * ) AF, integer LDAF,
integer, dimension( * ) IPIV, double precision, dimension( * ) WORK)
ZLA_SYRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric
indefinite matrix.
Purpose:
ZLA_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 ZSYTRF, .i.e., the pivot in
column INFO is exactly 0.
A
A is COMPLEX*16 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*16 array, dimension (LDAF,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by ZSYTRF.
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 ZSYTRF.
WORK
WORK is DOUBLE PRECISION array, dimension (2*N)
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine zlasyf (character UPLO, integer N, integer NB, integer KB, complex*16, dimension(
lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex*16, dimension( ldw, * ) W,
integer LDW, integer INFO)
ZLASYF computes a partial factorization of a complex symmetric matrix using the Bunch-
Kaufman diagonal pivoting method.
Purpose:
ZLASYF 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.
ZLASYF is an auxiliary routine called by ZSYTRF. 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*16 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*16 array, dimension (LDW,NB)
LDW
LDW is INTEGER
The leading dimension of the array W. LDW >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
> 0: if INFO = k, 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 zlasyf_aa (character UPLO, integer J1, integer M, integer NB, complex*16,
dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex*16, dimension(
ldh, * ) H, integer LDH, complex*16, dimension( * ) WORK)
ZLASYF_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 ZSYTRF_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*16 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*16 workspace, dimension (LDH,NB).
LDH
LDH is INTEGER
The leading dimension of the workspace H. LDH >= max(1,M).
WORK
WORK is COMPLEX*16 workspace, dimension (M).
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine zlasyf_rk (character UPLO, integer N, integer NB, integer KB, complex*16,
dimension( lda, * ) A, integer LDA, complex*16, dimension( * ) E, integer, dimension( * )
IPIV, complex*16, dimension( ldw, * ) W, integer LDW, integer INFO)
ZLASYF_RK computes a partial factorization of a complex symmetric indefinite matrix using
bounded Bunch-Kaufman (rook) diagonal pivoting method.
Purpose:
ZLASYF_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.
ZLASYF_RK is an auxiliary routine called by ZSYTRF_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*16 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*16 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*16 array, dimension (LDW,NB)
LDW
LDW is INTEGER
The leading dimension of the array W. LDW >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
< 0: If INFO = -k, the k-th argument had an illegal value
> 0: If INFO = k, the matrix A is singular, because:
If UPLO = 'U': column k in the upper
triangular part of A contains all zeros.
If UPLO = 'L': column k in the lower
triangular part of A contains all zeros.
Therefore D(k,k) is exactly zero, and superdiagonal
elements of column k of U (or subdiagonal elements of
column k of L ) are all zeros. The factorization has
been completed, but the block diagonal matrix D is
exactly singular, and division by zero will occur if
it is used to solve a system of equations.
NOTE: INFO only stores the first occurrence of
a singularity, any subsequent occurrence of singularity
is not stored in INFO even though the factorization
always completes.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
December 2016, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
School of Mathematics,
University of Manchester
subroutine zlasyf_rook (character UPLO, integer N, integer NB, integer KB, complex*16,
dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex*16, dimension(
ldw, * ) W, integer LDW, integer INFO)
ZLASYF_ROOK computes a partial factorization of a complex symmetric matrix using the
bounded Bunch-Kaufman ('rook') diagonal pivoting method.
Purpose:
ZLASYF_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.
ZLASYF_ROOK is an auxiliary routine called by ZSYTRF_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*16 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*16 array, dimension (LDW,NB)
LDW
LDW is INTEGER
The leading dimension of the array W. LDW >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
> 0: if INFO = k, 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 zsycon (character UPLO, integer N, complex*16, dimension( lda, * ) A, integer LDA,
integer, dimension( * ) IPIV, double precision ANORM, double precision RCOND, complex*16,
dimension( * ) WORK, integer INFO)
ZSYCON
Purpose:
ZSYCON 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 ZSYTRF.
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*16 array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by ZSYTRF.
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 ZSYTRF.
ANORM
ANORM is DOUBLE PRECISION
The 1-norm of the original matrix A.
RCOND
RCOND is DOUBLE PRECISION
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*16 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 zsycon_3 (character UPLO, integer N, complex*16, dimension( lda, * ) A, integer
LDA, complex*16, dimension( * ) E, integer, dimension( * ) IPIV, double precision ANORM,
double precision RCOND, complex*16, dimension( * ) WORK, integer INFO)
ZSYCON_3
Purpose:
ZSYCON_3 estimates the reciprocal of the condition number (in the
1-norm) of a complex symmetric matrix A using the factorization
computed by ZSYTRF_RK or ZSYTRF_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 ZSYTRS_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*16 array, dimension (LDA,N)
Diagonal of the block diagonal matrix D and factors U or L
as computed by ZSYTRF_RK and ZSYTRF_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*16 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 ZSYTRF_RK or ZSYTRF_BK.
ANORM
ANORM is DOUBLE PRECISION
The 1-norm of the original matrix A.
RCOND
RCOND is DOUBLE PRECISION
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*16 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 zsycon_rook (character UPLO, integer N, complex*16, dimension( lda, * ) A, integer
LDA, integer, dimension( * ) IPIV, double precision ANORM, double precision RCOND,
complex*16, dimension( * ) WORK, integer INFO)
ZSYCON_ROOK
Purpose:
ZSYCON_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 ZSYTRF_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*16 array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by ZSYTRF_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 ZSYTRF_ROOK.
ANORM
ANORM is DOUBLE PRECISION
The 1-norm of the original matrix A.
RCOND
RCOND is DOUBLE PRECISION
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*16 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:
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 zsyconv (character UPLO, character WAY, integer N, complex*16, dimension( lda, * )
A, integer LDA, integer, dimension( * ) IPIV, complex*16, dimension( * ) E, integer INFO)
ZSYCONV
Purpose:
ZSYCONV converts A given by ZHETRF into L and D or vice-versa.
Get nondiagonal 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*16 array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by ZSYTRF.
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 ZSYTRF.
E
E is COMPLEX*16 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 zsyconvf (character UPLO, character WAY, integer N, complex*16, dimension( lda, * )
A, integer LDA, complex*16, dimension( * ) E, integer, dimension( * ) IPIV, integer INFO)
ZSYCONVF
Purpose:
If parameter WAY = 'C':
ZSYCONVF converts the factorization output format used in
ZSYTRF provided on entry in parameter A into the factorization
output format used in ZSYTRF_RK (or ZSYTRF_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 ZSYTRF into
the format used in ZSYTRF_RK (or ZSYTRF_BK).
If parameter WAY = 'R':
ZSYCONVF performs the conversion in reverse direction, i.e.
converts the factorization output format used in ZSYTRF_RK
(or ZSYTRF_BK) provided on entry in parameters A and E into
the factorization output format used in ZSYTRF 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 ZSYTRF_RK
(or ZSYTRF_BK) into the format used in ZSYTRF.
ZSYCONVF can also convert in Hermitian matrix case, i.e. between
formats used in ZHETRF and ZHETRF_RK (or ZHETRF_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*16 array, dimension (LDA,N)
1) If WAY ='C':
On entry, contains factorization details in format used in
ZSYTRF:
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
ZSYTRF_RK or ZSYTRF_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
ZSYTRF_RK or ZSYTRF_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
ZSYTRF:
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*16 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 ZSYTRF.
On exit, details of the interchanges and the block
structure of D in the format used in ZSYTRF_RK
( or ZSYTRF_BK).
1) If WAY ='R':
On entry, details of the interchanges and the block
structure of D in the format used in ZSYTRF_RK
( or ZSYTRF_BK).
On exit, details of the interchanges and the block
structure of D in the format used in ZSYTRF.
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 zsyconvf_rook (character UPLO, character WAY, integer N, complex*16, dimension(
lda, * ) A, integer LDA, complex*16, dimension( * ) E, integer, dimension( * ) IPIV,
integer INFO)
ZSYCONVF_ROOK
Purpose:
If parameter WAY = 'C':
ZSYCONVF_ROOK converts the factorization output format used in
ZSYTRF_ROOK provided on entry in parameter A into the factorization
output format used in ZSYTRF_RK (or ZSYTRF_BK) that is stored
on exit in parameters A and E. IPIV format for ZSYTRF_ROOK and
ZSYTRF_RK (or ZSYTRF_BK) is the same and is not converted.
If parameter WAY = 'R':
ZSYCONVF_ROOK performs the conversion in reverse direction, i.e.
converts the factorization output format used in ZSYTRF_RK
(or ZSYTRF_BK) provided on entry in parameters A and E into
the factorization output format used in ZSYTRF_ROOK that is stored
on exit in parameter A. IPIV format for ZSYTRF_ROOK and
ZSYTRF_RK (or ZSYTRF_BK) is the same and is not converted.
ZSYCONVF_ROOK can also convert in Hermitian matrix case, i.e. between
formats used in ZHETRF_ROOK and ZHETRF_RK (or ZHETRF_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*16 array, dimension (LDA,N)
1) If WAY ='C':
On entry, contains factorization details in format used in
ZSYTRF_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
ZSYTRF_RK or ZSYTRF_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
ZSYTRF_RK or ZSYTRF_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
ZSYTRF_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*16 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 ZSYTRF_ROOK, if WAY ='C';
2) by ZSYTRF_RK (or ZSYTRF_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 zsyequb (character UPLO, integer N, complex*16, dimension( lda, * ) A, integer LDA,
double precision, dimension( * ) S, double precision SCOND, double precision AMAX,
complex*16, dimension( * ) WORK, integer INFO)
ZSYEQUB
Purpose:
ZSYEQUB 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*16 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 DOUBLE PRECISION array, dimension (N)
If INFO = 0, S contains the scale factors for A.
SCOND
SCOND is DOUBLE PRECISION
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 DOUBLE PRECISION
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*16 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 zsyrfs (character UPLO, integer N, integer NRHS, complex*16, dimension( lda, * ) A,
integer LDA, complex*16, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * )
IPIV, complex*16, dimension( ldb, * ) B, integer LDB, complex*16, dimension( ldx, * ) X,
integer LDX, double precision, dimension( * ) FERR, double precision, dimension( * ) BERR,
complex*16, dimension( * ) WORK, double precision, dimension( * ) RWORK, integer INFO)
ZSYRFS
Purpose:
ZSYRFS 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*16 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*16 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 ZSYTRF.
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 ZSYTRF.
B
B is COMPLEX*16 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*16 array, dimension (LDX,NRHS)
On entry, the solution matrix X, as computed by ZSYTRS.
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 DOUBLE PRECISION 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 DOUBLE PRECISION 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*16 array, dimension (2*N)
RWORK
RWORK is DOUBLE PRECISION 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 zsyrfsx (character UPLO, character EQUED, integer N, integer NRHS, complex*16,
dimension( lda, * ) A, integer LDA, complex*16, dimension( ldaf, * ) AF, integer LDAF,
integer, dimension( * ) IPIV, double precision, dimension( * ) S, complex*16, dimension(
ldb, * ) B, integer LDB, complex*16, dimension( ldx, * ) X, integer LDX, double precision
RCOND, double precision, dimension( * ) BERR, integer N_ERR_BNDS, double precision,
dimension( nrhs, * ) ERR_BNDS_NORM, double precision, dimension( nrhs, * ) ERR_BNDS_COMP,
integer NPARAMS, double precision, dimension( * ) PARAMS, complex*16, dimension( * ) WORK,
double precision, dimension( * ) RWORK, integer INFO)
ZSYRFSX
Purpose:
ZSYRFSX 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*16 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*16 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 ZSYTRF.
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 ZSYTRF.
S
S is DOUBLE PRECISION 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*16 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*16 array, dimension (LDX,NRHS)
On entry, the solution matrix X, as computed by ZGETRS.
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 DOUBLE PRECISION
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 DOUBLE PRECISION 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 DOUBLE PRECISION 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) * dlamch('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) * dlamch('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) * dlamch('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 DOUBLE PRECISION 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) * dlamch('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) * dlamch('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) * dlamch('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 DOUBLE PRECISION 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: 1.0D+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*16 array, dimension (2*N)
RWORK
RWORK is DOUBLE PRECISION 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 zsysv_aa_2stage (character UPLO, integer N, integer NRHS, complex*16, dimension(
lda, * ) A, integer LDA, complex*16, dimension( * ) TB, integer LTB, integer, dimension( *
) IPIV, integer, dimension( * ) IPIV2, complex*16, dimension( ldb, * ) B, integer LDB,
complex*16, dimension( * ) WORK, integer LWORK, integer INFO)
ZSYSV_AA_2STAGE computes the solution to system of linear equations A * X = B for SY
matrices
Purpose:
ZSYSV_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*16 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*16 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*16 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*16 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 zsytf2 (character UPLO, integer N, complex*16, dimension( lda, * ) A, integer LDA,
integer, dimension( * ) IPIV, integer INFO)
ZSYTF2 computes the factorization of a real symmetric indefinite matrix, using the
diagonal pivoting method (unblocked algorithm).
Purpose:
ZSYTF2 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*16 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. DISNAN(ABSAKK) ) THEN
1-96 - Based on modifications by J. Lewis, Boeing Computer Services
Company
subroutine zsytf2_rk (character UPLO, integer N, complex*16, dimension( lda, * ) A, integer
LDA, complex*16, dimension( * ) E, integer, dimension( * ) IPIV, integer INFO)
ZSYTF2_RK computes the factorization of a complex symmetric indefinite matrix using the
bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS2 unblocked algorithm).
Purpose:
ZSYTF2_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*16 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*16 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 zsytf2_rook (character UPLO, integer N, complex*16, dimension( lda, * ) A, integer
LDA, integer, dimension( * ) IPIV, integer INFO)
ZSYTF2_ROOK computes the factorization of a complex symmetric indefinite matrix using the
bounded Bunch-Kaufman ('rook') diagonal pivoting method (unblocked algorithm).
Purpose:
ZSYTF2_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*16 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 zsytrf (character UPLO, integer N, complex*16, dimension( lda, * ) A, integer LDA,
integer, dimension( * ) IPIV, complex*16, dimension( * ) WORK, integer LWORK, integer
INFO)
ZSYTRF
Purpose:
ZSYTRF 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*16 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*16 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 zsytrf_aa (character UPLO, integer N, complex*16, dimension( lda, * ) A, integer
LDA, integer, dimension( * ) IPIV, complex*16, dimension( * ) WORK, integer LWORK, integer
INFO)
ZSYTRF_AA
Purpose:
ZSYTRF_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*16 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*16 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 zsytrf_aa_2stage (character UPLO, integer N, complex*16, dimension( lda, * ) A,
integer LDA, complex*16, dimension( * ) TB, integer LTB, integer, dimension( * ) IPIV,
integer, dimension( * ) IPIV2, complex*16, dimension( * ) WORK, integer LWORK, integer
INFO)
ZSYTRF_AA_2STAGE
Purpose:
ZSYTRF_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*16 array, dimension (LDA,N)
On entry, the hermitian matrix A. If UPLO = 'U', the leading
N-by-N upper triangular part of A contains the upper
triangular part of the matrix A, and the strictly lower
triangular part of A is not referenced. If UPLO = 'L', the
leading N-by-N lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
On exit, 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*16 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*16 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 zsytrf_rk (character UPLO, integer N, complex*16, dimension( lda, * ) A, integer
LDA, complex*16, dimension( * ) E, integer, dimension( * ) IPIV, complex*16, dimension( *
) WORK, integer LWORK, integer INFO)
ZSYTRF_RK computes the factorization of a complex symmetric indefinite matrix using the
bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS3 blocked algorithm).
Purpose:
ZSYTRF_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*16 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*16 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*16 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 zsytrf_rook (character UPLO, integer N, complex*16, dimension( lda, * ) A, integer
LDA, integer, dimension( * ) IPIV, complex*16, dimension( * ) WORK, integer LWORK, integer
INFO)
ZSYTRF_ROOK
Purpose:
ZSYTRF_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*16 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*16 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 zsytri (character UPLO, integer N, complex*16, dimension( lda, * ) A, integer LDA,
integer, dimension( * ) IPIV, complex*16, dimension( * ) WORK, integer INFO)
ZSYTRI
Purpose:
ZSYTRI 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
ZSYTRF.
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*16 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 ZSYTRF.
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 ZSYTRF.
WORK
WORK is COMPLEX*16 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 zsytri2 (character UPLO, integer N, complex*16, dimension( lda, * ) A, integer LDA,
integer, dimension( * ) IPIV, complex*16, dimension( * ) WORK, integer LWORK, integer
INFO)
ZSYTRI2
Purpose:
ZSYTRI2 computes the inverse of a COMPLEX*16 symmetric indefinite matrix
A using the factorization A = U*D*U**T or A = L*D*L**T computed by
ZSYTRF. ZSYTRI2 sets the LEADING DIMENSION of the workspace
before calling ZSYTRI2X 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*16 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 ZSYTRF.
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 ZSYTRF.
WORK
WORK is COMPLEX*16 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 LDWORK = -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 LDWORK 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 zsytri2x (character UPLO, integer N, complex*16, dimension( lda, * ) A, integer
LDA, integer, dimension( * ) IPIV, complex*16, dimension( n+nb+1,* ) WORK, integer NB,
integer INFO)
ZSYTRI2X
Purpose:
ZSYTRI2X 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
ZSYTRF.
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*16 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 ZSYTRF.
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 ZSYTRF.
WORK
WORK is COMPLEX*16 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 zsytri_3 (character UPLO, integer N, complex*16, dimension( lda, * ) A, integer
LDA, complex*16, dimension( * ) E, integer, dimension( * ) IPIV, complex*16, dimension( *
) WORK, integer LWORK, integer INFO)
ZSYTRI_3
Purpose:
ZSYTRI_3 computes the inverse of a complex symmetric indefinite
matrix A using the factorization computed by ZSYTRF_RK or ZSYTRF_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.
ZSYTRI_3 sets the leading dimension of the workspace before calling
ZSYTRI_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*16 array, dimension (LDA,N)
On entry, diagonal of the block diagonal matrix D and
factors U or L as computed by ZSYTRF_RK and ZSYTRF_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*16 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 ZSYTRF_RK or ZSYTRF_BK.
WORK
WORK is COMPLEX*16 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 zsytri_3x (character UPLO, integer N, complex*16, dimension( lda, * ) A, integer
LDA, complex*16, dimension( * ) E, integer, dimension( * ) IPIV, complex*16, dimension(
n+nb+1, * ) WORK, integer NB, integer INFO)
ZSYTRI_3X
Purpose:
ZSYTRI_3X computes the inverse of a complex symmetric indefinite
matrix A using the factorization computed by ZSYTRF_RK or ZSYTRF_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*16 array, dimension (LDA,N)
On entry, diagonal of the block diagonal matrix D and
factors U or L as computed by ZSYTRF_RK and ZSYTRF_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*16 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 ZSYTRF_RK or ZSYTRF_BK.
WORK
WORK is COMPLEX*16 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 zsytri_rook (character UPLO, integer N, complex*16, dimension( lda, * ) A, integer
LDA, integer, dimension( * ) IPIV, complex*16, dimension( * ) WORK, integer INFO)
ZSYTRI_ROOK
Purpose:
ZSYTRI_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 ZSYTRF_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*16 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 ZSYTRF_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 ZSYTRF_ROOK.
WORK
WORK is COMPLEX*16 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 zsytrs (character UPLO, integer N, integer NRHS, complex*16, dimension( lda, * ) A,
integer LDA, integer, dimension( * ) IPIV, complex*16, dimension( ldb, * ) B, integer LDB,
integer INFO)
ZSYTRS
Purpose:
ZSYTRS 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 ZSYTRF.
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*16 array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by ZSYTRF.
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 ZSYTRF.
B
B is COMPLEX*16 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 zsytrs2 (character UPLO, integer N, integer NRHS, complex*16, dimension( lda, * )
A, integer LDA, integer, dimension( * ) IPIV, complex*16, dimension( ldb, * ) B, integer
LDB, complex*16, dimension( * ) WORK, integer INFO)
ZSYTRS2
Purpose:
ZSYTRS2 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 ZSYTRF and converted by ZSYCONV.
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*16 array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by ZSYTRF.
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 ZSYTRF.
B
B is COMPLEX*16 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*16 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 zsytrs_3 (character UPLO, integer N, integer NRHS, complex*16, dimension( lda, * )
A, integer LDA, complex*16, dimension( * ) E, integer, dimension( * ) IPIV, complex*16,
dimension( ldb, * ) B, integer LDB, integer INFO)
ZSYTRS_3
Purpose:
ZSYTRS_3 solves a system of linear equations A * X = B with a complex
symmetric matrix A using the factorization computed
by ZSYTRF_RK or ZSYTRF_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*16 array, dimension (LDA,N)
Diagonal of the block diagonal matrix D and factors U or L
as computed by ZSYTRF_RK and ZSYTRF_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*16 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 ZSYTRF_RK or ZSYTRF_BK.
B
B is COMPLEX*16 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 zsytrs_aa (character UPLO, integer N, integer NRHS, complex*16, dimension( lda, * )
A, integer LDA, integer, dimension( * ) IPIV, complex*16, dimension( ldb, * ) B, integer
LDB, complex*16, dimension( * ) WORK, integer LWORK, integer INFO)
ZSYTRS_AA
Purpose:
ZSYTRS_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 ZSYTRF_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*16 array, dimension (LDA,N)
Details of factors computed by ZSYTRF_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 ZSYTRF_AA.
B
B is COMPLEX*16 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*16 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 zsytrs_aa_2stage (character UPLO, integer N, integer NRHS, complex*16, dimension(
lda, * ) A, integer LDA, complex*16, dimension( * ) TB, integer LTB, integer, dimension( *
) IPIV, integer, dimension( * ) IPIV2, complex*16, dimension( ldb, * ) B, integer LDB,
integer INFO)
ZSYTRS_AA_2STAGE
Purpose:
ZSYTRS_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 ZSYTRF_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*16 array, dimension (LDA,N)
Details of factors computed by ZSYTRF_AA_2STAGE.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
TB
TB is COMPLEX*16 array, dimension (LTB)
Details of factors computed by ZSYTRF_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
ZSYTRF_AA_2STAGE.
IPIV2
IPIV2 is INTEGER array, dimension (N)
Details of the interchanges as computed by
ZSYTRF_AA_2STAGE.
B
B is COMPLEX*16 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 zsytrs_rook (character UPLO, integer N, integer NRHS, complex*16, dimension( lda, *
) A, integer LDA, integer, dimension( * ) IPIV, complex*16, dimension( ldb, * ) B, integer
LDB, integer INFO)
ZSYTRS_ROOK
Purpose:
ZSYTRS_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 ZSYTRF_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*16 array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by ZSYTRF_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 ZSYTRF_ROOK.
B
B is COMPLEX*16 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 ztgsyl (character TRANS, integer IJOB, integer M, integer N, complex*16, dimension(
lda, * ) A, integer LDA, complex*16, dimension( ldb, * ) B, integer LDB, complex*16,
dimension( ldc, * ) C, integer LDC, complex*16, dimension( ldd, * ) D, integer LDD,
complex*16, dimension( lde, * ) E, integer LDE, complex*16, dimension( ldf, * ) F, integer
LDF, double precision SCALE, double precision DIF, complex*16, dimension( * ) WORK,
integer LWORK, integer, dimension( * ) IWORK, integer INFO)
ZTGSYL
Purpose:
ZTGSYL 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 ZLACON.
If IJOB >= 1, ZTGSYL 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.
(ZGECON 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*16 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*16 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*16 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*16 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*16 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*16 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 DOUBLE PRECISION
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 DOUBLE PRECISION
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*16 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 ztrsyl (character TRANA, character TRANB, integer ISGN, integer M, integer N,
complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( ldb, * ) B, integer
LDB, complex*16, dimension( ldc, * ) C, integer LDC, double precision SCALE, integer INFO)
ZTRSYL
Purpose:
ZTRSYL 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*16 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*16 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*16 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 DOUBLE PRECISION
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 ztrsyl3 (character TRANA, character TRANB, integer ISGN, integer M, integer N,
complex*16, dimension( lda, * ) A, integer LDA, complex*16, dimension( ldb, * ) B, integer
LDB, complex*16, dimension( ldc, * ) C, integer LDC, double precision SCALE, double
precision, dimension( ldswork, * ) SWORK, integer LDSWORK, integer INFO)
ZTRSYL3
Purpose
ZTRSYL3 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*16 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*16 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*16 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 DOUBLE PRECISION
The scale factor, scale, set <= 1 to avoid overflow in X.
SWORK
SWORK is DOUBLE PRECISION 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).
Author
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