The function may be called by the names: f07mdc, nag_lapacklin_dsytrf or nag_dsytrf.
3Description
f07mdc factorizes a real symmetric matrix $A$, using the Bunch–Kaufman diagonal pivoting method. $A$ is factorized as either $A=PUD{U}^{\mathrm{T}}{P}^{\mathrm{T}}$ if ${\mathbf{uplo}}=\mathrm{Nag\_Upper}$ or $A=PLD{L}^{\mathrm{T}}{P}^{\mathrm{T}}$ if ${\mathbf{uplo}}=\mathrm{Nag\_Lower}$, where $P$ is a permutation matrix, $U$ (or $L$) is a unit upper (or lower) triangular matrix and $D$ is a symmetric block diagonal matrix with $1\times 1$ and $2\times 2$ diagonal blocks; $U$ (or $L$) has $2\times 2$ unit diagonal blocks corresponding to the $2\times 2$ blocks of $D$. 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 $A$ is in fact positive definite, no interchanges are performed and no $2\times 2$ blocks occur in $D$.
4References
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore
5Arguments
1: $\mathbf{order}$ – Nag_OrderTypeInput
On entry: the order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by ${\mathbf{order}}=\mathrm{Nag\_RowMajor}$. See Section 3.1.3 in the Introduction to the NAG Library CL Interface for a more detailed explanation of the use of this argument.
Constraint:
${\mathbf{order}}=\mathrm{Nag\_RowMajor}$ or $\mathrm{Nag\_ColMajor}$.
2: $\mathbf{uplo}$ – Nag_UploTypeInput
On entry: specifies whether the upper or lower triangular part of $A$ is stored and how $A$ is to be factorized.
${\mathbf{uplo}}=\mathrm{Nag\_Upper}$
The upper triangular part of $A$ is stored and $A$ is factorized as $PUD{U}^{\mathrm{T}}{P}^{\mathrm{T}}$, where $U$ is upper triangular.
${\mathbf{uplo}}=\mathrm{Nag\_Lower}$
The lower triangular part of $A$ is stored and $A$ is factorized as $PLD{L}^{\mathrm{T}}{P}^{\mathrm{T}}$, where $L$ is lower triangular.
Constraint:
${\mathbf{uplo}}=\mathrm{Nag\_Upper}$ or $\mathrm{Nag\_Lower}$.
Note: the dimension, dim, of the array a
must be at least
$\mathrm{max}\phantom{\rule{0.125em}{0ex}}(1,{\mathbf{pda}}\times {\mathbf{n}})$.
On entry: the $n\times n$ symmetric indefinite matrix $A$.
If ${\mathbf{order}}=\mathrm{Nag\_ColMajor}$, ${A}_{ij}$ is stored in ${\mathbf{a}}\left[(j-1)\times {\mathbf{pda}}+i-1\right]$.
If ${\mathbf{order}}=\mathrm{Nag\_RowMajor}$, ${A}_{ij}$ is stored in ${\mathbf{a}}\left[(i-1)\times {\mathbf{pda}}+j-1\right]$.
If ${\mathbf{uplo}}=\mathrm{Nag\_Upper}$, the upper triangular part of $A$ must be stored and the elements of the array below the diagonal are not referenced.
If ${\mathbf{uplo}}=\mathrm{Nag\_Lower}$, 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.
5: $\mathbf{pda}$ – IntegerInput
On entry: the stride separating row or column elements (depending on the value of order) of the matrix $A$ in the array
a.
Note: the dimension, dim, of the array ipiv
must be at least
$\mathrm{max}\phantom{\rule{0.125em}{0ex}}(1,{\mathbf{n}})$.
On exit: details of the interchanges and the block structure of $D$. More precisely,
if ${\mathbf{ipiv}}\left[i-1\right]=k>0$, ${d}_{ii}$ is a $1\times 1$ pivot block and the $i$th row and column of $A$ were interchanged with the $k$th row and column;
if ${\mathbf{uplo}}=\mathrm{Nag\_Upper}$ and ${\mathbf{ipiv}}\left[i-2\right]={\mathbf{ipiv}}\left[i-1\right]=-l<0$, $\left(\begin{array}{cc}{d}_{i-1,i-1}& {\overline{d}}_{i,i-1}\\ {\overline{d}}_{i,i-1}& {d}_{ii}\end{array}\right)$ is a $2\times 2$ pivot block and the $(i-1)$th row and column of $A$ were interchanged with the $l$th row and column;
if ${\mathbf{uplo}}=\mathrm{Nag\_Lower}$ and ${\mathbf{ipiv}}\left[i-1\right]={\mathbf{ipiv}}\left[i\right]=-m<0$, $\left(\begin{array}{cc}{d}_{ii}& {d}_{i+1,i}\\ {d}_{i+1,i}& {d}_{i+1,i+1}\end{array}\right)$ is a $2\times 2$ pivot block and the $(i+1)$th row and column of $A$ were interchanged with the $m$th row and column.
7: $\mathbf{fail}$ – NagError *Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).
6Error Indicators and Warnings
NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
NE_BAD_PARAM
On entry, argument $\u27e8\mathit{\text{value}}\u27e9$ had an illegal value.
NE_INT
On entry, ${\mathbf{n}}=\u27e8\mathit{\text{value}}\u27e9$.
Constraint: ${\mathbf{n}}\ge 0$.
On entry, ${\mathbf{pda}}=\u27e8\mathit{\text{value}}\u27e9$. Constraint: ${\mathbf{pda}}>0$.
NE_INT_2
On entry, ${\mathbf{pda}}=\u27e8\mathit{\text{value}}\u27e9$ and ${\mathbf{n}}=\u27e8\mathit{\text{value}}\u27e9$.
Constraint: ${\mathbf{pda}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}(1,{\mathbf{n}})$.
NE_INTERNAL_ERROR
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.
NE_SINGULAR
Element $\u27e8\mathit{\text{value}}\u27e9$ of the diagonal 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.
7Accuracy
If ${\mathbf{uplo}}=\mathrm{Nag\_Upper}$, the computed factors $U$ and $D$ are the exact factors of a perturbed matrix $A+E$, where
$c\left(n\right)$ is a modest linear function of $n$, and $\epsilon $ is the machine precision.
If ${\mathbf{uplo}}=\mathrm{Nag\_Lower}$, a similar statement holds for the computed factors $L$ and $D$.
8Parallelism and Performance
f07mdc makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the Users' Note for your implementation for any additional implementation-specific information.
9Further Comments
The elements of $D$ overwrite the corresponding elements of $A$; if $D$ has $2\times 2$ blocks, only the upper or lower triangle is stored, as specified by uplo.
The unit diagonal elements of $U$ or $L$ and the $2\times 2$ unit diagonal blocks are not stored. The remaining elements of $U$ or $L$ are stored in the corresponding columns of the array a, but additional row interchanges must be applied to recover $U$ or $L$ explicitly (this is seldom necessary). If ${\mathbf{ipiv}}\left[\mathit{i}-1\right]=\mathit{i}$, for $\mathit{i}=1,2,\dots ,n$ (as is the case when $A$ is positive definite), then $U$ or $L$ is stored explicitly (except for its unit diagonal elements which are equal to $1$).
The total number of floating-point operations is approximately $\frac{1}{3}{n}^{3}$.
A call to f07mdc may be followed by calls to the functions: