dsytrf (3) - Linux Manuals

NAME

dsytrf.f -

SYNOPSIS


Functions/Subroutines


subroutine dsytrf (UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)
DSYTRF

Function/Subroutine Documentation

subroutine dsytrf (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, double precision, dimension( * )WORK, integerLWORK, integerINFO)

DSYTRF

Purpose: 

 DSYTRF computes the factorization of a real 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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.

Date:

November 2011

Further Details: 

  If UPLO = 'U', then A = U*D*U**T, where
     U = H(n)*H(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).


 

Definition at line 183 of file dsytrf.f.

Author

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