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NAG Toolbox: nag_lapack_dsptrf (f07pd)
Purpose
nag_lapack_dsptrf (f07pd) computes the Bunch–Kaufman factorization of a real symmetric indefinite matrix, using packed storage.
Syntax
Description
nag_lapack_dsptrf (f07pd) factorizes a real symmetric matrix , using the Bunch–Kaufman diagonal pivoting method and packed storage. is factorized as either if or if , where is a permutation matrix, (or ) is a unit upper (or lower) triangular matrix and is a symmetric block diagonal matrix with by and by diagonal blocks; (or ) has by unit diagonal blocks corresponding to the by blocks of . Row and column interchanges are performed to ensure numerical stability while preserving symmetry.
This method is suitable for symmetric matrices which are not known to be positive definite. If is in fact positive definite, no interchanges are performed and no by blocks occur in .
References
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore
Parameters
Compulsory Input Parameters
- 1:
– string (length ≥ 1)
-
Specifies whether the upper or lower triangular part of
is stored and how
is to be factorized.
- The upper triangular part of is stored and is factorized as , where is upper triangular.
- The lower triangular part of is stored and is factorized as , where is lower triangular.
Constraint:
or .
- 2:
– int64int32nag_int scalar
-
, the order of the matrix .
Constraint:
.
- 3:
– double array
-
The dimension of the array
ap
must be at least
The
by
symmetric matrix
, packed by columns.
More precisely,
- if , the upper triangle of must be stored with element in for ;
- if , the lower triangle of must be stored with element in for .
Optional Input Parameters
None.
Output Parameters
- 1:
– double array
-
The dimension of the array
ap will be
stores details of the block diagonal matrix
and the multipliers used to obtain the factor
or
as specified by
uplo.
- 2:
– int64int32nag_int array
-
Details of the interchanges and the block structure of
. More precisely,
- if , is a by pivot block and the th row and column of were interchanged with the th row and column;
- if and , is a by pivot block and the th row and column of were interchanged with the th row and column;
- if and , is a by pivot block and the th row and column of were interchanged with the th row and column.
- 3:
– int64int32nag_int scalar
unless the function detects an error (see
Error Indicators and Warnings).
Error Indicators and Warnings
Cases prefixed with W are classified as warnings and
do not generate an error of type NAG:error_n. See nag_issue_warnings.
-
If , argument had an illegal value. An explanatory message is output, and execution of the program is terminated.
- W
-
Element of the diagonal is exactly zero.
The factorization has been completed, but the block diagonal matrix is exactly singular, and division by zero will occur if it is
used to solve a system of equations.
Accuracy
If
, the computed factors
and
are the exact factors of a perturbed matrix
, where
is a modest linear function of
, and
is the
machine precision.
If , a similar statement holds for the computed factors and .
Further Comments
The elements of
overwrite the corresponding elements of
; if
has
by
blocks, only the upper or lower triangle is stored, as specified by
uplo.
The unit diagonal elements of or and the by unit diagonal blocks are not stored. The remaining elements of or overwrite elements in the corresponding columns of , but additional row interchanges must be applied to recover or explicitly (this is seldom necessary). If , for (as is the case when is positive definite), then or are stored explicitly in packed form (except for their unit diagonal elements which are equal to ).
The total number of floating-point operations is approximately .
A call to
nag_lapack_dsptrf (f07pd) may be followed by calls to the functions:
The complex analogues of this function are
nag_lapack_zhptrf (f07pr) for Hermitian matrices and
nag_lapack_zsptrf (f07qr) for symmetric matrices.
Example
This example computes the Bunch–Kaufman factorization of the matrix
, where
using packed storage.
Open in the MATLAB editor:
f07pd_example
function f07pd_example
fprintf('f07pd example results\n\n');
uplo = 'L';
n = int64(4);
ap = [2.07; 3.87; 4.20; -1.15;
-0.21; 1.87; 0.63;
1.15; 2.06;
-1.81];
[apf, ipiv, info] = f07pd( ...
uplo, n, ap);
[ifail] = x04cc( ...
uplo, 'Non-unit', n, apf, 'Details of factorization');
fprintf('\nPivot indices\n ');
fprintf('%11d', ipiv);
fprintf('\n');
f07pd example results
Details of factorization
1 2 3 4
1 2.0700
2 4.2000 1.1500
3 0.2230 0.8115 -2.5907
4 0.6537 -0.5960 0.3031 0.4074
Pivot indices
-3 -3 3 4
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