LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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◆ chesv()

subroutine chesv ( character uplo,
integer n,
integer nrhs,
complex, dimension( lda, * ) a,
integer lda,
integer, dimension( * ) ipiv,
complex, dimension( ldb, * ) b,
integer ldb,
complex, dimension( * ) work,
integer lwork,
integer info )

CHESV computes the solution to system of linear equations A * X = B for HE matrices

Download CHESV + dependencies [TGZ] [ZIP] [TXT]

Purpose:
!>
!> CHESV computes the solution to a complex system of linear equations
!>    A * X = B,
!> where A is an N-by-N Hermitian matrix and X and B are N-by-NRHS
!> matrices.
!>
!> The diagonal pivoting method is used to factor A as
!>    A = U * D * U**H,  if UPLO = 'U', or
!>    A = L * D * L**H,  if UPLO = 'L',
!> where U (or L) is a product of permutation and unit upper (lower)
!> triangular matrices, and D is Hermitian and block diagonal with
!> 1-by-1 and 2-by-2 diagonal blocks.  The factored form of A is then
!> used to solve the system of equations A * X = B.
!> 
Parameters
[in]UPLO
!>          UPLO is CHARACTER*1
!>          = 'U':  Upper triangle of A is stored;
!>          = 'L':  Lower triangle of A is stored.
!> 
[in]N
!>          N is INTEGER
!>          The number of linear equations, i.e., the order of the
!>          matrix A.  N >= 0.
!> 
[in]NRHS
!>          NRHS is INTEGER
!>          The number of right hand sides, i.e., the number of columns
!>          of the matrix B.  NRHS >= 0.
!> 
[in,out]A
!>          A is COMPLEX array, dimension (LDA,N)
!>          On entry, the Hermitian 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 block diagonal matrix D and the
!>          multipliers used to obtain the factor U or L from the
!>          factorization A = U*D*U**H or A = L*D*L**H as computed by
!>          CHETRF.
!> 
[in]LDA
!>          LDA is INTEGER
!>          The leading dimension of the array A.  LDA >= max(1,N).
!> 
[out]IPIV
!>          IPIV is INTEGER array, dimension (N)
!>          Details of the interchanges and the block structure of D, as
!>          determined by CHETRF.  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.
!> 
[in,out]B
!>          B is COMPLEX array, dimension (LDB,NRHS)
!>          On entry, the N-by-NRHS right hand side matrix B.
!>          On exit, if INFO = 0, the N-by-NRHS solution matrix X.
!> 
[in]LDB
!>          LDB is INTEGER
!>          The leading dimension of the array B.  LDB >= max(1,N).
!> 
[out]WORK
!>          WORK is COMPLEX array, dimension (MAX(1,LWORK))
!>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
!> 
[in]LWORK
!>          LWORK is INTEGER
!>          The length of WORK.  LWORK >= 1, and for best performance
!>          LWORK >= max(1,N*NB), where NB is the optimal blocksize for
!>          CHETRF.
!>          for LWORK < N, TRS will be done with Level BLAS 2
!>          for LWORK >= N, TRS will be done with Level BLAS 3
!>
!>          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.
!> 
[out]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, so the solution could not be computed.
!> 
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.