subroutine cpstf2 (UPLO, N, A, LDA, PIV, RANK, TOL, WORK, INFO)
CPSTF2 computes the Cholesky factorization with complete pivoting of complex Hermitian positive semidefinite matrix.
CPSTF2 computes the Cholesky factorization with complete pivoting of complex Hermitian positive semidefinite matrix.
Purpose:
CPSTF2 computes the Cholesky factorization with complete pivoting of a complex Hermitian positive semidefinite matrix A. The factorization has the form P**T * A * P = U**H * U , if UPLO = 'U', P**T * A * P = L * L**H, if UPLO = 'L', where U is an upper triangular matrix and L is lower triangular, and P is stored as vector PIV. This algorithm does not attempt to check that A is positive semidefinite. This version of the algorithm calls level 2 BLAS.
Parameters:
UPLO is CHARACTER*1 Specifies whether the upper or lower triangular part of the symmetric matrix A is stored. = 'U': Upper triangular = 'L': Lower triangular
N
N is INTEGER The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = 'U', the leading n by n upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading n by n lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, if INFO = 0, the factor U or L from the Cholesky factorization as above.
PIV
PIV is INTEGER array, dimension (N) PIV is such that the nonzero entries are P( PIV(K), K ) = 1.
RANK
RANK is INTEGER The rank of A given by the number of steps the algorithm completed.
TOL
TOL is REAL User defined tolerance. If TOL < 0, then N*U*MAX( A( K,K ) ) will be used. The algorithm terminates at the (K-1)st step if the pivot <= TOL.
LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
WORK
WORK is REAL array, dimension (2*N) Work space.
INFO
INFO is INTEGER < 0: If INFO = -K, the K-th argument had an illegal value, = 0: algorithm completed successfully, and > 0: the matrix A is either rank deficient with computed rank as returned in RANK, or is not positive semidefinite. See Section 7 of LAPACK Working Note #161 for further information.
Author:
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
Definition at line 144 of file cpstf2.f.
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