subroutine chesv_rk (UPLO, N, NRHS, A, LDA, E, IPIV, B, LDB, WORK, LWORK, INFO)
CHESV_RK computes the solution to system of linear equations A * X = B for SY matrices
CHESV_RK computes the solution to system of linear equations A * X = B for SY matrices
Purpose:
CHESV_RK computes the solution to a complex system of linear
equations A * X = B, where A is an N-by-N Hermitian matrix
and X and B are N-by-NRHS matrices.
The bounded Bunch-Kaufman (rook) diagonal pivoting method is used
to factor A as
A = P*U*D*(U**H)*(P**T), if UPLO = 'U', or
A = P*L*D*(L**H)*(P**T), if UPLO = 'L',
where U (or L) is unit upper (or lower) triangular matrix,
U**H (or L**H) is the conjugate of U (or L), P is a permutation
matrix, P**T is the transpose of P, and D is Hermitian and block
diagonal with 1-by-1 and 2-by-2 diagonal blocks.
CHETRF_RK is called to compute the factorization of a complex
Hermitian matrix. The factored form of A is then used to solve
the system of equations A * X = B by calling BLAS3 routine CHETRS_3.
Parameters:
UPLO is CHARACTER*1
Specifies whether the upper or lower triangular part of the
Hermitian matrix A is stored:
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
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. NRHS >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the Hermitian matrix A.
If UPLO = 'U': the leading N-by-N upper triangular part
of A contains the upper triangular part of the matrix A,
and the strictly lower triangular part of A is not
referenced.
If UPLO = 'L': the leading N-by-N lower triangular part
of A contains the lower triangular part of the matrix A,
and the strictly upper triangular part of A is not
referenced.
On exit, if INFO = 0, diagonal of the block diagonal
matrix D and factors U or L as computed by CHETRF_RK:
a) ONLY diagonal elements of the Hermitian block diagonal
matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
(superdiagonal (or subdiagonal) elements of D
are stored on exit in array E), and
b) If UPLO = 'U': factor U in the superdiagonal part of A.
If UPLO = 'L': factor L in the subdiagonal part of A.
For more info see the description of CHETRF_RK routine.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
E
E is COMPLEX array, dimension (N)
On exit, contains the output computed by the factorization
routine CHETRF_RK, i.e. the superdiagonal (or subdiagonal)
elements of the Hermitian block diagonal matrix D
with 1-by-1 or 2-by-2 diagonal blocks, where
If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0;
If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0.
NOTE: For 1-by-1 diagonal block D(k), where
1 <= k <= N, the element E(k) is set to 0 in both
UPLO = 'U' or UPLO = 'L' cases.
For more info see the description of CHETRF_RK routine.
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D,
as determined by CHETRF_RK.
For more info see the description of CHETRF_RK routine.
B
B is COMPLEX array, dimension (LDB,NRHS)
On entry, the N-by-NRHS right hand side matrix B.
On exit, if INFO = 0, the N-by-NRHS solution matrix X.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
WORK
WORK is COMPLEX array, dimension ( MAX(1,LWORK) ).
Work array used in the factorization stage.
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is INTEGER
The length of WORK. LWORK >= 1. For best performance
of factorization stage LWORK >= max(1,N*NB), where NB is
the optimal blocksize for CHETRF_RK.
If LWORK = -1, then a workspace query is assumed;
the routine only calculates the optimal size of the WORK
array for factorization stage, returns this value as
the first entry of the WORK array, and no error message
related to LWORK is issued by XERBLA.
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 California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
Contributors:
December 2016, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
School of Mathematics,
University of Manchester
Definition at line 230 of file chesv_rk.f.
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