NAG Library Routine Document

F07MRF (ZHETRF)

1  Purpose

2  Specification

3  Description

4  References

5  Parameters

1:     UPLO – CHARACTER(1)Input

On entry: specifies whether the upper or lower triangular part of $A$ is stored and how $A$ is to be factorized.

$\mathbf{UPLO}=\text{'U'}$

The upper triangular part of $A$ is stored and $A$ is factorized as $PUD{U}^{\mathrm{H}}{P}^{\mathrm{T}}$, where $U$ is upper triangular.

$\mathbf{UPLO}=\text{'L'}$

The lower triangular part of $A$ is stored and $A$ is factorized as $PLD{L}^{\mathrm{H}}{P}^{\mathrm{T}}$, where $L$ is lower triangular.

Constraint: $\mathbf{UPLO}=\text{'U'}$ or $\text{'L'}$.

2:     N – INTEGERInput

On entry: $n$, the order of the matrix $A$.

Constraint: $\mathbf{N}\ge 0$.

3:     A(LDA,$*$) – COMPLEX (KIND=nag_wp) arrayInput/Output

Note: the second dimension of the array A must be at least $\max \left(1,\mathbf{N}\right)$.

On entry: the $n$ by $n$ Hermitian indefinite matrix $A$.

• If $\mathbf{UPLO}=\text{'U'}$, the upper triangular part of $A$ must be stored and the elements of the array below the diagonal are not referenced.
• If $\mathbf{UPLO}=\text{'L'}$, the lower triangular part of $A$ must be stored and the elements of the array above the diagonal are not referenced.

On exit: the upper or lower triangle of $A$ is overwritten by details of the block diagonal matrix $D$ and the multipliers used to obtain the factor $U$ or $L$ as specified by UPLO.

4:     LDA – INTEGERInput

On entry: the first dimension of the array A as declared in the (sub)program from which F07MRF (ZHETRF) is called.

Constraint: $\mathbf{LDA}\ge \max \left(1,\mathbf{N}\right)$.

5:     IPIV($*$) – INTEGER arrayOutput

Note: the dimension of the array IPIV must be at least $\max \left(1,\mathbf{N}\right)$.

On exit: details of the interchanges and the block structure of $D$. More precisely,

• if $\mathbf{IPIV}\left(i\right)=k>0$, $d_{ii}$ is a $1$ by $1$ pivot block and the $i$th row and column of $A$ were interchanged with the $k$th row and column;
• if $\mathbf{UPLO}=\text{'U'}$ and $\mathbf{IPIV}\left(i-1\right)=\mathbf{IPIV}\left(i\right)=-l<0$, $\left(\begin{array}{cc}{d}_{i-1,i-1}& {\stackrel{-}{d}}_{i,i-1}\\ {\stackrel{-}{d}}_{i,i-1}& d_{ii}\end{array}\right)$ is a $2$ by $2$ pivot block and the $\left(i-1\right)$th row and column of $A$ were interchanged with the $l$th row and column;
• if $\mathbf{UPLO}=\text{'L'}$ and $\mathbf{IPIV}\left(i\right)=\mathbf{IPIV}\left(i+1\right)=-m<0$, $\left(\begin{array}{cc}{d}_{ii}& d_{i+1,i}\\ d_{i+1,i}& d_{i+1,i+1}\end{array}\right)$ is a $2$ by $2$ pivot block and the $\left(i+1\right)$th row and column of $A$ were interchanged with the $m$th row and column.

6:     WORK($\max \left(1,\mathbf{LWORK}\right)$) – COMPLEX (KIND=nag_wp) arrayWorkspace

On exit: if $\mathbf{INFO}=0$, $\mathbf{WORK}\left(1\right)$ contains the minimum value of LWORK required for optimum performance.

7:     LWORK – INTEGERInput

On entry: the dimension of the array WORK as declared in the (sub)program from which F07MRF (ZHETRF) is called, unless $\mathbf{LWORK}=-1$, in which case a workspace query is assumed and the routine only calculates the optimal dimension of WORK (using the formula given below).

Suggested value: for optimum performance LWORK should be at least $\mathbf{N}\times \mathit{nb}$, where $\mathit{nb}$ is the block size.

Constraint: $\mathbf{LWORK}\ge 1$ or $\mathbf{LWORK}=-1$.

8:     INFO – INTEGEROutput

On exit: $\mathbf{INFO}=0$ unless the routine detects an error (see Section 6).

6  Error Indicators and Warnings

$\mathbf{INFO}<0$

If $\mathbf{INFO}=-i$, the $i$th parameter had an illegal value. An explanatory message is output, and execution of the program is terminated.

$\mathbf{INFO}>0$

If $\mathbf{INFO}=i$, $d\left(i,i\right)$ 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.

7  Accuracy

8  Further Comments

9  Example

9.1  Program Text

Program Text (f07mrfe.f90)

9.2  Program Data

Program Data (f07mrfe.d)

9.3  Program Results

Program Results (f07mrfe.r)