SRC/zpstrf.f(3) | Library Functions Manual | SRC/zpstrf.f(3) |
NAME
SRC/zpstrf.f
SYNOPSIS
Functions/Subroutines
subroutine zpstrf (uplo, n, a, lda, piv, rank, tol, work,
info)
ZPSTRF computes the Cholesky factorization with complete pivoting of a
complex Hermitian positive semidefinite matrix.
Function/Subroutine Documentation
subroutine zpstrf (character uplo, integer n, complex*16, dimension( lda, * ) a, integer lda, integer, dimension( n ) piv, integer rank, double precision tol, double precision, dimension( 2*n ) work, integer info)
ZPSTRF computes the Cholesky factorization with complete pivoting of a complex Hermitian positive semidefinite matrix.
Purpose:
ZPSTRF 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 3 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, if INFO = 0, the factor U or L from the Cholesky factorization as above.
LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
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 DOUBLE PRECISION 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.
WORK
WORK is DOUBLE PRECISION 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 Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 141 of file zpstrf.f.
Author
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