## table of contents

complexHEcomputational(3) | LAPACK | complexHEcomputational(3) |

# NAME¶

complexHEcomputational# SYNOPSIS¶

## Functions¶

subroutine

**checon**(UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK, INFO)

**CHECON**subroutine

**checon_3**(UPLO, N, A, LDA, E, IPIV, ANORM, RCOND, WORK, INFO)

**CHECON_3**subroutine

**checon_rook**(UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK, INFO)

**CHECON_ROOK estimates the reciprocal of the condition number fort HE matrices using factorization obtained with one of the bounded diagonal pivoting methods (max 2 interchanges)**subroutine

**cheequb**(UPLO, N, A, LDA, S, SCOND, AMAX, WORK, INFO)

**CHEEQUB**subroutine

**chegs2**(ITYPE, UPLO, N, A, LDA, B, LDB, INFO)

**CHEGS2**reduces a Hermitian definite generalized eigenproblem to standard form, using the factorization results obtained from cpotrf (unblocked algorithm). subroutine

**chegst**(ITYPE, UPLO, N, A, LDA, B, LDB, INFO)

**CHEGST**subroutine

**cherfs**(UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO)

**CHERFS**subroutine

**cherfsx**(UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, IPIV, S, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO)

**CHERFSX**subroutine

**chetd2**(UPLO, N, A, LDA, D, E, TAU, INFO)

**CHETD2**reduces a Hermitian matrix to real symmetric tridiagonal form by an unitary similarity transformation (unblocked algorithm). subroutine

**chetf2**(UPLO, N, A, LDA, IPIV, INFO)

**CHETF2**computes the factorization of a complex Hermitian matrix, using the diagonal pivoting method (unblocked algorithm calling Level 2 BLAS). subroutine

**chetf2_rk**(UPLO, N, A, LDA, E, IPIV, INFO)

**CHETF2_RK**computes the factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS2 unblocked algorithm). subroutine

**chetf2_rook**(UPLO, N, A, LDA, IPIV, INFO)

**CHETF2_ROOK**computes the factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman ('rook') diagonal pivoting method (unblocked algorithm). subroutine

**chetrd**(UPLO, N, A, LDA, D, E, TAU, WORK, LWORK, INFO)

**CHETRD**subroutine

**chetrd_2stage**(VECT, UPLO, N, A, LDA, D, E, TAU, HOUS2, LHOUS2, WORK, LWORK, INFO)

**CHETRD_2STAGE**subroutine

**chetrd_he2hb**(UPLO, N, KD, A, LDA, AB, LDAB, TAU, WORK, LWORK, INFO)

**CHETRD_HE2HB**subroutine

**chetrf**(UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)

**CHETRF**subroutine

**chetrf_aa**(UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)

**CHETRF_AA**subroutine

**chetrf_rk**(UPLO, N, A, LDA, E, IPIV, WORK, LWORK, INFO)

**CHETRF_RK**computes the factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS3 blocked algorithm). subroutine

**chetrf_rook**(UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)

**CHETRF_ROOK**computes the factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman ('rook') diagonal pivoting method (blocked algorithm, calling Level 3 BLAS). subroutine

**chetri**(UPLO, N, A, LDA, IPIV, WORK, INFO)

**CHETRI**subroutine

**chetri2**(UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)

**CHETRI2**subroutine

**chetri2x**(UPLO, N, A, LDA, IPIV, WORK, NB, INFO)

**CHETRI2X**subroutine

**chetri_3**(UPLO, N, A, LDA, E, IPIV, WORK, LWORK, INFO)

**CHETRI_3**subroutine

**chetri_3x**(UPLO, N, A, LDA, E, IPIV, WORK, NB, INFO)

**CHETRI_3X**subroutine

**chetri_rook**(UPLO, N, A, LDA, IPIV, WORK, INFO)

**CHETRI_ROOK**computes the inverse of HE matrix using the factorization obtained with the bounded Bunch-Kaufman ('rook') diagonal pivoting method. subroutine

**chetrs**(UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO)

**CHETRS**subroutine

**chetrs2**(UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, INFO)

**CHETRS2**subroutine

**chetrs_3**(UPLO, N, NRHS, A, LDA, E, IPIV, B, LDB, INFO)

**CHETRS_3**subroutine

**chetrs_aa**(UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK, LWORK, INFO)

**CHETRS_AA**subroutine

**chetrs_rook**(UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO)

**CHETRS_ROOK**computes the solution to a system of linear equations A * X = B for HE matrices using factorization obtained with one of the bounded diagonal pivoting methods (max 2 interchanges) subroutine

**cla_heamv**(UPLO, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY)

**CLA_HEAMV**computes a matrix-vector product using a Hermitian indefinite matrix to calculate error bounds. real function

**cla_hercond_c**(UPLO, N, A, LDA, AF, LDAF, IPIV, C, CAPPLY, INFO, WORK, RWORK)

**CLA_HERCOND_C**computes the infinity norm condition number of op(A)*inv(diag(c)) for Hermitian indefinite matrices. real function

**cla_hercond_x**(UPLO, N, A, LDA, AF, LDAF, IPIV, X, INFO, WORK, RWORK)

**CLA_HERCOND_X**computes the infinity norm condition number of op(A)*diag(x) for Hermitian indefinite matrices. subroutine

**cla_herfsx_extended**(PREC_TYPE, UPLO, N, NRHS, A, LDA, AF, LDAF, IPIV, COLEQU, C, B, LDB, Y, LDY, BERR_OUT, N_NORMS, ERR_BNDS_NORM, ERR_BNDS_COMP, RES, AYB, DY, Y_TAIL, RCOND, ITHRESH, RTHRESH, DZ_UB, IGNORE_CWISE, INFO)

**CLA_HERFSX_EXTENDED**improves the computed solution to a system of linear equations for Hermitian indefinite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution. real function

**cla_herpvgrw**(UPLO, N, INFO, A, LDA, AF, LDAF, IPIV, WORK)

**CLA_HERPVGRW**subroutine

**clahef**(UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO)

**CLAHEF**computes a partial factorization of a complex Hermitian indefinite matrix using the Bunch-Kaufman diagonal pivoting method (blocked algorithm, calling Level 3 BLAS). subroutine

**clahef_rk**(UPLO, N, NB, KB, A, LDA, E, IPIV, W, LDW, INFO)

**CLAHEF_RK**computes a partial factorization of a complex Hermitian indefinite matrix using bounded Bunch-Kaufman (rook) diagonal pivoting method. subroutine

**clahef_rook**(UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO)

# Detailed Description¶

This is the group of complex computational functions for HE matrices# Function Documentation¶

## subroutine checon (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, real ANORM, real RCOND, complex, dimension( * ) WORK, integer INFO)¶

**CHECON**

**Purpose:**

CHECON estimates the reciprocal of the condition number of a complex Hermitian matrix A using the factorization A = U*D*U**H or A = L*D*L**H computed by CHETRF. An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).

**Parameters**

*UPLO*

UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangular, form is A = U*D*U**H; = 'L': Lower triangular, form is A = L*D*L**H.

*N*

N is INTEGER The order of the matrix A. N >= 0.

*A*

A is COMPLEX array, dimension (LDA,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CHETRF.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*IPIV*

IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CHETRF.

*ANORM*

ANORM is REAL The 1-norm of the original matrix A.

*RCOND*

RCOND is REAL The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an estimate of the 1-norm of inv(A) computed in this routine.

*WORK*

WORK is COMPLEX array, dimension (2*N)

*INFO*

INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

## subroutine checon_3 (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) E, integer, dimension( * ) IPIV, real ANORM, real RCOND, complex, dimension( * ) WORK, integer INFO)¶

**CHECON_3**

**Purpose:**

CHECON_3 estimates the reciprocal of the condition number (in the 1-norm) of a complex Hermitian matrix A using the factorization computed by CHETRF_RK or CHETRF_BK: A = P*U*D*(U**H)*(P**T) or A = P*L*D*(L**H)*(P**T), where U (or L) is unit upper (or lower) triangular matrix, U**H (or L**H) is the conjugate of U (or L), P is a permutation matrix, P**T is the transpose of P, and D is Hermitian and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))). This routine uses BLAS3 solver CHETRS_3.

**Parameters**

*UPLO*

UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix: = 'U': Upper triangular, form is A = P*U*D*(U**H)*(P**T); = 'L': Lower triangular, form is A = P*L*D*(L**H)*(P**T).

*N*

N is INTEGER The order of the matrix A. N >= 0.

*A*

A is COMPLEX array, dimension (LDA,N) Diagonal of the block diagonal matrix D and factors U or L as computed by CHETRF_RK and CHETRF_BK: a) ONLY diagonal elements of the Hermitian block diagonal matrix D on the diagonal of A, i.e. D(k,k) = A(k,k); (superdiagonal (or subdiagonal) elements of D should be provided on entry in array E), and b) If UPLO = 'U': factor U in the superdiagonal part of A. If UPLO = 'L': factor L in the subdiagonal part of A.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*E*

E is COMPLEX array, dimension (N) On entry, contains the superdiagonal (or subdiagonal) elements of the Hermitian block diagonal matrix D with 1-by-1 or 2-by-2 diagonal blocks, where If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced; If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced. NOTE: For 1-by-1 diagonal block D(k), where 1 <= k <= N, the element E(k) is not referenced in both UPLO = 'U' or UPLO = 'L' cases.

*IPIV*

IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CHETRF_RK or CHETRF_BK.

*ANORM*

ANORM is REAL The 1-norm of the original matrix A.

*RCOND*

RCOND is REAL The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an estimate of the 1-norm of inv(A) computed in this routine.

*WORK*

WORK is COMPLEX array, dimension (2*N)

*INFO*

INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

**Contributors:**

June 2017, Igor Kozachenko, Computer Science Division, University of California, Berkeley September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester

## subroutine checon_rook (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, real ANORM, real RCOND, complex, dimension( * ) WORK, integer INFO)¶

**CHECON_ROOK estimates the reciprocal of the condition number fort HE matrices using factorization obtained with one of the bounded diagonal pivoting methods (max 2 interchanges)**

**Purpose:**

CHECON_ROOK estimates the reciprocal of the condition number of a complex Hermitian matrix A using the factorization A = U*D*U**H or A = L*D*L**H computed by CHETRF_ROOK. An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).

**Parameters**

*UPLO*

UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangular, form is A = U*D*U**H; = 'L': Lower triangular, form is A = L*D*L**H.

*N*

N is INTEGER The order of the matrix A. N >= 0.

*A*

A is COMPLEX array, dimension (LDA,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CHETRF_ROOK.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*IPIV*

IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CHETRF_ROOK.

*ANORM*

ANORM is REAL The 1-norm of the original matrix A.

*RCOND*

RCOND is REAL The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an estimate of the 1-norm of inv(A) computed in this routine.

*WORK*

WORK is COMPLEX array, dimension (2*N)

*INFO*

INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

**Contributors:**

December 2016, Igor Kozachenko, Computer Science Division, University of California, Berkeley September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester

## subroutine cheequb (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, real, dimension( * ) S, real SCOND, real AMAX, complex, dimension( * ) WORK, integer INFO)¶

**CHEEQUB**

**Purpose:**

CHEEQUB computes row and column scalings intended to equilibrate a Hermitian matrix A (with respect to the Euclidean norm) and reduce its condition number. The scale factors S are computed by the BIN algorithm (see references) so that the scaled matrix B with elements B(i,j) = S(i)*A(i,j)*S(j) has a condition number within a factor N of the smallest possible condition number over all possible diagonal scalings.

**Parameters**

*UPLO*

UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.

*N*

N is INTEGER The order of the matrix A. N >= 0.

*A*

A is COMPLEX array, dimension (LDA,N) The N-by-N Hermitian matrix whose scaling factors are to be computed.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*S*

S is REAL array, dimension (N) If INFO = 0, S contains the scale factors for A.

*SCOND*

SCOND is REAL If INFO = 0, S contains the ratio of the smallest S(i) to the largest S(i). If SCOND >= 0.1 and AMAX is neither too large nor too small, it is not worth scaling by S.

*AMAX*

AMAX is REAL Largest absolute value of any matrix element. If AMAX is very close to overflow or very close to underflow, the matrix should be scaled.

*WORK*

WORK is COMPLEX array, dimension (2*N)

*INFO*

INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the i-th diagonal element is nonpositive.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

**References:**

## subroutine chegs2 (integer ITYPE, character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB, integer INFO)¶

**CHEGS2**reduces a Hermitian definite generalized eigenproblem to standard form, using the factorization results obtained from cpotrf (unblocked algorithm).

**Purpose:**

CHEGS2 reduces a complex Hermitian-definite generalized eigenproblem to standard form. If ITYPE = 1, the problem is A*x = lambda*B*x, and A is overwritten by inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H) If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or B*A*x = lambda*x, and A is overwritten by U*A*U**H or L**H *A*L. B must have been previously factorized as U**H *U or L*L**H by ZPOTRF.

**Parameters**

*ITYPE*

ITYPE is INTEGER = 1: compute inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H); = 2 or 3: compute U*A*U**H or L**H *A*L.

*UPLO*

UPLO is CHARACTER*1 Specifies whether the upper or lower triangular part of the Hermitian matrix A is stored, and how B has been factorized. = 'U': Upper triangular = 'L': Lower triangular

*N*

N is INTEGER The order of the matrices A and B. N >= 0.

*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 transformed matrix, stored in the same format as A.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*B*

B is COMPLEX array, dimension (LDB,N) The triangular factor from the Cholesky factorization of B, as returned by CPOTRF. B is modified by the routine but restored on exit.

*LDB*

LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).

*INFO*

INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

## subroutine chegst (integer ITYPE, character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB, integer INFO)¶

**CHEGST**

**Purpose:**

CHEGST reduces a complex Hermitian-definite generalized eigenproblem to standard form. If ITYPE = 1, the problem is A*x = lambda*B*x, and A is overwritten by inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H) If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or B*A*x = lambda*x, and A is overwritten by U*A*U**H or L**H*A*L. B must have been previously factorized as U**H*U or L*L**H by CPOTRF.

**Parameters**

*ITYPE*

ITYPE is INTEGER = 1: compute inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H); = 2 or 3: compute U*A*U**H or L**H*A*L.

*UPLO*

UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored and B is factored as U**H*U; = 'L': Lower triangle of A is stored and B is factored as L*L**H.

*N*

N is INTEGER The order of the matrices A and B. N >= 0.

*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 transformed matrix, stored in the same format as A.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*B*

B is COMPLEX array, dimension (LDB,N) The triangular factor from the Cholesky factorization of B, as returned by CPOTRF. B is modified by the routine but restored on exit.

*LDB*

LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).

*INFO*

INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

## subroutine cherfs (character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldx, * ) X, integer LDX, real, dimension( * ) FERR, real, dimension( * ) BERR, complex, dimension( * ) WORK, real, dimension( * ) RWORK, integer INFO)¶

**CHERFS**

**Purpose:**

CHERFS improves the computed solution to a system of linear equations when the coefficient matrix is Hermitian indefinite, and provides error bounds and backward error estimates for the solution.

**Parameters**

*UPLO*

UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.

*N*

N is INTEGER The order of the matrix A. N >= 0.

*NRHS*

NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0.

*A*

A is COMPLEX array, dimension (LDA,N) 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.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*AF*

AF is COMPLEX array, dimension (LDAF,N) The factored form of the matrix A. AF contains 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.

*LDAF*

LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N).

*IPIV*

IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CHETRF.

*B*

B is COMPLEX array, dimension (LDB,NRHS) The right hand side matrix B.

*LDB*

LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).

*X*

X is COMPLEX array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by CHETRS. On exit, the improved solution matrix X.

*LDX*

LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N).

*FERR*

FERR is REAL array, dimension (NRHS) The estimated forward error bound for each solution vector X(j) (the j-th column of the solution matrix X). If XTRUE is the true solution corresponding to X(j), FERR(j) is an estimated upper bound for the magnitude of the largest element in (X(j) - XTRUE) divided by the magnitude of the largest element in X(j). The estimate is as reliable as the estimate for RCOND, and is almost always a slight overestimate of the true error.

*BERR*

BERR is REAL array, dimension (NRHS) The componentwise relative backward error of each solution vector X(j) (i.e., the smallest relative change in any element of A or B that makes X(j) an exact solution).

*WORK*

WORK is COMPLEX array, dimension (2*N)

*RWORK*

RWORK is REAL array, dimension (N)

*INFO*

INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value

**Internal Parameters:**

ITMAX is the maximum number of steps of iterative refinement.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

## subroutine cherfsx (character UPLO, character EQUED, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, real, dimension( * ) S, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldx, * ) X, integer LDX, real RCOND, real, dimension( * ) BERR, integer N_ERR_BNDS, real, dimension( nrhs, * ) ERR_BNDS_NORM, real, dimension( nrhs, * ) ERR_BNDS_COMP, integer NPARAMS, real, dimension( * ) PARAMS, complex, dimension( * ) WORK, real, dimension( * ) RWORK, integer INFO)¶

**CHERFSX**

**Purpose:**

CHERFSX improves the computed solution to a system of linear equations when the coefficient matrix is Hermitian indefinite, and provides error bounds and backward error estimates for the solution. In addition to normwise error bound, the code provides maximum componentwise error bound if possible. See comments for ERR_BNDS_NORM and ERR_BNDS_COMP for details of the error bounds. The original system of linear equations may have been equilibrated before calling this routine, as described by arguments EQUED and S below. In this case, the solution and error bounds returned are for the original unequilibrated system.

Some optional parameters are bundled in the PARAMS array. These settings determine how refinement is performed, but often the defaults are acceptable. If the defaults are acceptable, users can pass NPARAMS = 0 which prevents the source code from accessing the PARAMS argument.

**Parameters**

*UPLO*

UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.

*EQUED*

EQUED is CHARACTER*1 Specifies the form of equilibration that was done to A before calling this routine. This is needed to compute the solution and error bounds correctly. = 'N': No equilibration = 'Y': Both row and column equilibration, i.e., A has been replaced by diag(S) * A * diag(S). The right hand side B has been changed accordingly.

*N*

N is INTEGER The order of the matrix A. N >= 0.

*NRHS*

NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0.

*A*

A is COMPLEX array, dimension (LDA,N) 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.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*AF*

AF is COMPLEX array, dimension (LDAF,N) The factored form of the matrix A. AF contains the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**T or A = L*D*L**T as computed by SSYTRF.

*LDAF*

LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N).

*IPIV*

IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by SSYTRF.

*S*

S is REAL array, dimension (N) The scale factors for A. If EQUED = 'Y', A is multiplied on the left and right by diag(S). S is an input argument if FACT = 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED = 'Y', each element of S must be positive. If S is output, each element of S is a power of the radix. If S is input, each element of S should be a power of the radix to ensure a reliable solution and error estimates. Scaling by powers of the radix does not cause rounding errors unless the result underflows or overflows. Rounding errors during scaling lead to refining with a matrix that is not equivalent to the input matrix, producing error estimates that may not be reliable.

*B*

B is COMPLEX array, dimension (LDB,NRHS) The right hand side matrix B.

*LDB*

LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).

*X*

X is COMPLEX array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by SGETRS. On exit, the improved solution matrix X.

*LDX*

LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N).

*RCOND*

RCOND is REAL Reciprocal scaled condition number. This is an estimate of the reciprocal Skeel condition number of the matrix A after equilibration (if done). If this is less than the machine precision (in particular, if it is zero), the matrix is singular to working precision. Note that the error may still be small even if this number is very small and the matrix appears ill- conditioned.

*BERR*

BERR is REAL array, dimension (NRHS) Componentwise relative backward error. This is the componentwise relative backward error of each solution vector X(j) (i.e., the smallest relative change in any element of A or B that makes X(j) an exact solution).

*N_ERR_BNDS*

N_ERR_BNDS is INTEGER Number of error bounds to return for each right hand side and each type (normwise or componentwise). See ERR_BNDS_NORM and ERR_BNDS_COMP below.

*ERR_BNDS_NORM*

ERR_BNDS_NORM is REAL array, dimension (NRHS, N_ERR_BNDS) For each right-hand side, this array contains information about various error bounds and condition numbers corresponding to the normwise relative error, which is defined as follows: Normwise relative error in the ith solution vector: max_j (abs(XTRUE(j,i) - X(j,i))) ------------------------------ max_j abs(X(j,i)) The array is indexed by the type of error information as described below. There currently are up to three pieces of information returned. The first index in ERR_BNDS_NORM(i,:) corresponds to the ith right-hand side. The second index in ERR_BNDS_NORM(:,err) contains the following three fields: err = 1 "Trust/don't trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * slamch('Epsilon'). err = 2 "Guaranteed" error bound: The estimated forward error, almost certainly within a factor of 10 of the true error so long as the next entry is greater than the threshold sqrt(n) * slamch('Epsilon'). This error bound should only be trusted if the previous boolean is true. err = 3 Reciprocal condition number: Estimated normwise reciprocal condition number. Compared with the threshold sqrt(n) * slamch('Epsilon') to determine if the error estimate is "guaranteed". These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*A, where S scales each row by a power of the radix so all absolute row sums of Z are approximately 1. See Lapack Working Note 165 for further details and extra cautions.

*ERR_BNDS_COMP*

ERR_BNDS_COMP is REAL array, dimension (NRHS, N_ERR_BNDS) For each right-hand side, this array contains information about various error bounds and condition numbers corresponding to the componentwise relative error, which is defined as follows: Componentwise relative error in the ith solution vector: abs(XTRUE(j,i) - X(j,i)) max_j ---------------------- abs(X(j,i)) The array is indexed by the right-hand side i (on which the componentwise relative error depends), and the type of error information as described below. There currently are up to three pieces of information returned for each right-hand side. If componentwise accuracy is not requested (PARAMS(3) = 0.0), then ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most the first (:,N_ERR_BNDS) entries are returned. The first index in ERR_BNDS_COMP(i,:) corresponds to the ith right-hand side. The second index in ERR_BNDS_COMP(:,err) contains the following three fields: err = 1 "Trust/don't trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * slamch('Epsilon'). err = 2 "Guaranteed" error bound: The estimated forward error, almost certainly within a factor of 10 of the true error so long as the next entry is greater than the threshold sqrt(n) * slamch('Epsilon'). This error bound should only be trusted if the previous boolean is true. err = 3 Reciprocal condition number: Estimated componentwise reciprocal condition number. Compared with the threshold sqrt(n) * slamch('Epsilon') to determine if the error estimate is "guaranteed". These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*(A*diag(x)), where x is the solution for the current right-hand side and S scales each row of A*diag(x) by a power of the radix so all absolute row sums of Z are approximately 1. See Lapack Working Note 165 for further details and extra cautions.

*NPARAMS*

NPARAMS is INTEGER Specifies the number of parameters set in PARAMS. If <= 0, the PARAMS array is never referenced and default values are used.

*PARAMS*

PARAMS is REAL array, dimension NPARAMS Specifies algorithm parameters. If an entry is < 0.0, then that entry will be filled with default value used for that parameter. Only positions up to NPARAMS are accessed; defaults are used for higher-numbered parameters. PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative refinement or not. Default: 1.0 = 0.0: No refinement is performed, and no error bounds are computed. = 1.0: Use the double-precision refinement algorithm, possibly with doubled-single computations if the compilation environment does not support DOUBLE PRECISION. (other values are reserved for future use) PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual computations allowed for refinement. Default: 10 Aggressive: Set to 100 to permit convergence using approximate factorizations or factorizations other than LU. If the factorization uses a technique other than Gaussian elimination, the guarantees in err_bnds_norm and err_bnds_comp may no longer be trustworthy. PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code will attempt to find a solution with small componentwise relative error in the double-precision algorithm. Positive is true, 0.0 is false. Default: 1.0 (attempt componentwise convergence)

*WORK*

WORK is COMPLEX array, dimension (2*N)

*RWORK*

RWORK is REAL array, dimension (2*N)

*INFO*

INFO is INTEGER = 0: Successful exit. The solution to every right-hand side is guaranteed. < 0: If INFO = -i, the i-th argument had an illegal value > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization has been completed, but the factor U is exactly singular, so the solution and error bounds could not be computed. RCOND = 0 is returned. = N+J: The solution corresponding to the Jth right-hand side is not guaranteed. The solutions corresponding to other right- hand sides K with K > J may not be guaranteed as well, but only the first such right-hand side is reported. If a small componentwise error is not requested (PARAMS(3) = 0.0) then the Jth right-hand side is the first with a normwise error bound that is not guaranteed (the smallest J such that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0) the Jth right-hand side is the first with either a normwise or componentwise error bound that is not guaranteed (the smallest J such that either ERR_BNDS_NORM(J,1) = 0.0 or ERR_BNDS_COMP(J,1) = 0.0). See the definition of ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information about all of the right-hand sides check ERR_BNDS_NORM or ERR_BNDS_COMP.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

## subroutine chetd2 (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, real, dimension( * ) D, real, dimension( * ) E, complex, dimension( * ) TAU, integer INFO)¶

**CHETD2**reduces a Hermitian matrix to real symmetric tridiagonal form by an unitary similarity transformation (unblocked algorithm).

**Purpose:**

CHETD2 reduces a complex Hermitian matrix A to real symmetric tridiagonal form T by a unitary similarity transformation: Q**H * A * Q = T.

**Parameters**

*UPLO*

UPLO is CHARACTER*1 Specifies whether the upper or lower triangular part of the Hermitian 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 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 UPLO = 'U', the diagonal and first superdiagonal of A are overwritten by the corresponding elements of the tridiagonal matrix T, and the elements above the first superdiagonal, with the array TAU, represent the unitary matrix Q as a product of elementary reflectors; if UPLO = 'L', the diagonal and first subdiagonal of A are over- written by the corresponding elements of the tridiagonal matrix T, and the elements below the first subdiagonal, with the array TAU, represent the unitary matrix Q as a product of elementary reflectors. See Further Details.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*D*

D is REAL array, dimension (N) The diagonal elements of the tridiagonal matrix T: D(i) = A(i,i).

*E*

E is REAL array, dimension (N-1) The off-diagonal elements of the tridiagonal matrix T: E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.

*TAU*

TAU is COMPLEX array, dimension (N-1) The scalar factors of the elementary reflectors (see Further Details).

*INFO*

INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

**Further Details:**

If UPLO = 'U', the matrix Q is represented as a product of elementary reflectors Q = H(n-1) . . . H(2) H(1). Each H(i) has the form H(i) = I - tau * v * v**H where tau is a complex scalar, and v is a complex vector with v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in A(1:i-1,i+1), and tau in TAU(i). If UPLO = 'L', the matrix Q is represented as a product of elementary reflectors Q = H(1) H(2) . . . H(n-1). Each H(i) has the form H(i) = I - tau * v * v**H where tau is a complex scalar, and v is a complex vector with v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i), and tau in TAU(i). The contents of A on exit are illustrated by the following examples with n = 5: if UPLO = 'U': if UPLO = 'L': ( d e v2 v3 v4 ) ( d ) ( d e v3 v4 ) ( e d ) ( d e v4 ) ( v1 e d ) ( d e ) ( v1 v2 e d ) ( d ) ( v1 v2 v3 e d ) where d and e denote diagonal and off-diagonal elements of T, and vi denotes an element of the vector defining H(i).

## subroutine chetf2 (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, integer INFO)¶

**CHETF2**computes the factorization of a complex Hermitian matrix, using the diagonal pivoting method (unblocked algorithm calling Level 2 BLAS).

**Purpose:**

CHETF2 computes the factorization of a complex Hermitian matrix A using the Bunch-Kaufman diagonal pivoting method: A = U*D*U**H or A = L*D*L**H where U (or L) is a product of permutation and unit upper (lower) triangular matrices, U**H is the conjugate transpose of U, and D is Hermitian and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. This is the unblocked version of the algorithm, calling Level 2 BLAS.

**Parameters**

*UPLO*

UPLO is CHARACTER*1 Specifies whether the upper or lower triangular part of the Hermitian 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 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, the block diagonal matrix D and the multipliers used to obtain the factor U or L (see below for further details).

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*IPIV*

IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D. If UPLO = 'U': 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 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': 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 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.

*INFO*

INFO is INTEGER = 0: successful exit < 0: if INFO = -k, the k-th argument had an illegal value > 0: if INFO = k, D(k,k) 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.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

**Further Details:**

09-29-06 - patch from Bobby Cheng, MathWorks Replace l.210 and l.392 IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN by IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. SISNAN(ABSAKK) ) THEN 01-01-96 - Based on modifications by J. Lewis, Boeing Computer Services Company A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA If UPLO = 'U', then A = U*D*U**H, where U = P(n)*U(n)* ... *P(k)U(k)* ..., i.e., U is a product of terms P(k)*U(k), where k decreases from n to 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as defined by IPIV(k), and U(k) is a unit upper triangular matrix, such that if the diagonal block D(k) is of order s (s = 1 or 2), then ( I v 0 ) k-s U(k) = ( 0 I 0 ) s ( 0 0 I ) n-k k-s s n-k If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k). If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k), and A(k,k), and v overwrites A(1:k-2,k-1:k). If UPLO = 'L', then A = L*D*L**H, where L = P(1)*L(1)* ... *P(k)*L(k)* ..., i.e., L is a product of terms P(k)*L(k), where k increases from 1 to n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as defined by IPIV(k), and L(k) is a unit lower triangular matrix, such that if the diagonal block D(k) is of order s (s = 1 or 2), then ( I 0 0 ) k-1 L(k) = ( 0 I 0 ) s ( 0 v I ) n-k-s+1 k-1 s n-k-s+1 If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k). If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k), and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).

## subroutine chetf2_rk (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) E, integer, dimension( * ) IPIV, integer INFO)¶

**CHETF2_RK**computes the factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS2 unblocked algorithm).

**Purpose:**

CHETF2_RK computes the factorization of a complex Hermitian matrix A using the bounded Bunch-Kaufman (rook) diagonal pivoting method: A = P*U*D*(U**H)*(P**T) or A = P*L*D*(L**H)*(P**T), where U (or L) is unit upper (or lower) triangular matrix, U**H (or L**H) is the conjugate of U (or L), P is a permutation matrix, P**T is the transpose of P, and D is Hermitian and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. This is the unblocked version of the algorithm, calling Level 2 BLAS. For more information see Further Details section.

**Parameters**

*UPLO*

UPLO is CHARACTER*1 Specifies whether the upper or lower triangular part of the Hermitian 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 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, contains: a) ONLY diagonal elements of the Hermitian block diagonal matrix D on the diagonal of A, i.e. D(k,k) = A(k,k); (superdiagonal (or subdiagonal) elements of D are stored on exit in array E), and b) If UPLO = 'U': factor U in the superdiagonal part of A. If UPLO = 'L': factor L in the subdiagonal part of A.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*E*

E is COMPLEX array, dimension (N) On exit, contains the superdiagonal (or subdiagonal) elements of the Hermitian block diagonal matrix D with 1-by-1 or 2-by-2 diagonal blocks, where If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0; If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0. NOTE: For 1-by-1 diagonal block D(k), where 1 <= k <= N, the element E(k) is set to 0 in both UPLO = 'U' or UPLO = 'L' cases.

*IPIV*

IPIV is INTEGER array, dimension (N) IPIV describes the permutation matrix P in the factorization of matrix A as follows. The absolute value of IPIV(k) represents the index of row and column that were interchanged with the k-th row and column. The value of UPLO describes the order in which the interchanges were applied. Also, the sign of IPIV represents the block structure of the Hermitian block diagonal matrix D with 1-by-1 or 2-by-2 diagonal blocks which correspond to 1 or 2 interchanges at each factorization step. For more info see Further Details section. If UPLO = 'U', ( in factorization order, k decreases from N to 1 ): a) A single positive entry IPIV(k) > 0 means: D(k,k) is a 1-by-1 diagonal block. If IPIV(k) != k, rows and columns k and IPIV(k) were interchanged in the matrix A(1:N,1:N); If IPIV(k) = k, no interchange occurred. b) A pair of consecutive negative entries IPIV(k) < 0 and IPIV(k-1) < 0 means: D(k-1:k,k-1:k) is a 2-by-2 diagonal block. (NOTE: negative entries in IPIV appear ONLY in pairs). 1) If -IPIV(k) != k, rows and columns k and -IPIV(k) were interchanged in the matrix A(1:N,1:N). If -IPIV(k) = k, no interchange occurred. 2) If -IPIV(k-1) != k-1, rows and columns k-1 and -IPIV(k-1) were interchanged in the matrix A(1:N,1:N). If -IPIV(k-1) = k-1, no interchange occurred. c) In both cases a) and b), always ABS( IPIV(k) ) <= k. d) NOTE: Any entry IPIV(k) is always NONZERO on output. If UPLO = 'L', ( in factorization order, k increases from 1 to N ): a) A single positive entry IPIV(k) > 0 means: D(k,k) is a 1-by-1 diagonal block. If IPIV(k) != k, rows and columns k and IPIV(k) were interchanged in the matrix A(1:N,1:N). If IPIV(k) = k, no interchange occurred. b) A pair of consecutive negative entries IPIV(k) < 0 and IPIV(k+1) < 0 means: D(k:k+1,k:k+1) is a 2-by-2 diagonal block. (NOTE: negative entries in IPIV appear ONLY in pairs). 1) If -IPIV(k) != k, rows and columns k and -IPIV(k) were interchanged in the matrix A(1:N,1:N). If -IPIV(k) = k, no interchange occurred. 2) If -IPIV(k+1) != k+1, rows and columns k-1 and -IPIV(k-1) were interchanged in the matrix A(1:N,1:N). If -IPIV(k+1) = k+1, no interchange occurred. c) In both cases a) and b), always ABS( IPIV(k) ) >= k. d) NOTE: Any entry IPIV(k) is always NONZERO on output.

*INFO*

INFO is INTEGER = 0: successful exit < 0: If INFO = -k, the k-th argument had an illegal value > 0: If INFO = k, the matrix A is singular, because: If UPLO = 'U': column k in the upper triangular part of A contains all zeros. If UPLO = 'L': column k in the lower triangular part of A contains all zeros. Therefore D(k,k) is exactly zero, and superdiagonal elements of column k of U (or subdiagonal elements of column k of L ) are all zeros. 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. NOTE: INFO only stores the first occurrence of a singularity, any subsequent occurrence of singularity is not stored in INFO even though the factorization always completes.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

**Further Details:**

TODO: put further details

**Contributors:**

December 2016, Igor Kozachenko, Computer Science Division, University of California, Berkeley September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester 01-01-96 - Based on modifications by J. Lewis, Boeing Computer Services Company A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville abd , USA

## subroutine chetf2_rook (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, integer INFO)¶

**CHETF2_ROOK**computes the factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman ('rook') diagonal pivoting method (unblocked algorithm).

**Purpose:**

CHETF2_ROOK computes the factorization of a complex Hermitian matrix A using the bounded Bunch-Kaufman ("rook") diagonal pivoting method: A = U*D*U**H or A = L*D*L**H where U (or L) is a product of permutation and unit upper (lower) triangular matrices, U**H is the conjugate transpose of U, and D is Hermitian and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. This is the unblocked version of the algorithm, calling Level 2 BLAS.

**Parameters**

*UPLO*

*N*

N is INTEGER The order of the matrix A. N >= 0.

*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, the block diagonal matrix D and the multipliers used to obtain the factor U or L (see below for further details).

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*IPIV*

IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D. If UPLO = 'U': 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 IPIV(k) < 0 and IPIV(k-1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k-1 and -IPIV(k-1) were inerchaged, D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L': 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 IPIV(k) < 0 and IPIV(k+1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k+1 and -IPIV(k+1) were inerchaged, D(k:k+1,k:k+1) is a 2-by-2 diagonal block.

*INFO*

INFO is INTEGER = 0: successful exit < 0: if INFO = -k, the k-th argument had an illegal value > 0: if INFO = k, D(k,k) 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.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

**Further Details:**

If UPLO = 'U', then A = U*D*U**H, where U = P(n)*U(n)* ... *P(k)U(k)* ..., i.e., U is a product of terms P(k)*U(k), where k decreases from n to 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as defined by IPIV(k), and U(k) is a unit upper triangular matrix, such that if the diagonal block D(k) is of order s (s = 1 or 2), then ( I v 0 ) k-s U(k) = ( 0 I 0 ) s ( 0 0 I ) n-k k-s s n-k If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k). If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k), and A(k,k), and v overwrites A(1:k-2,k-1:k). If UPLO = 'L', then A = L*D*L**H, where L = P(1)*L(1)* ... *P(k)*L(k)* ..., i.e., L is a product of terms P(k)*L(k), where k increases from 1 to n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as defined by IPIV(k), and L(k) is a unit lower triangular matrix, such that if the diagonal block D(k) is of order s (s = 1 or 2), then ( I 0 0 ) k-1 L(k) = ( 0 I 0 ) s ( 0 v I ) n-k-s+1 k-1 s n-k-s+1 If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k). If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k), and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).

**Contributors:**

November 2013, Igor Kozachenko, Computer Science Division, University of California, Berkeley September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester 01-01-96 - Based on modifications by J. Lewis, Boeing Computer Services Company A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA

## subroutine chetrd (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, real, dimension( * ) D, real, dimension( * ) E, complex, dimension( * ) TAU, complex, dimension( * ) WORK, integer LWORK, integer INFO)¶

**CHETRD**

**Purpose:**

CHETRD reduces a complex Hermitian matrix A to real symmetric tridiagonal form T by a unitary similarity transformation: Q**H * A * Q = T.

**Parameters**

*UPLO*

UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.

*N*

N is INTEGER The order of the matrix A. N >= 0.

*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 UPLO = 'U', the diagonal and first superdiagonal of A are overwritten by the corresponding elements of the tridiagonal matrix T, and the elements above the first superdiagonal, with the array TAU, represent the unitary matrix Q as a product of elementary reflectors; if UPLO = 'L', the diagonal and first subdiagonal of A are over- written by the corresponding elements of the tridiagonal matrix T, and the elements below the first subdiagonal, with the array TAU, represent the unitary matrix Q as a product of elementary reflectors. See Further Details.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*D*

D is REAL array, dimension (N) The diagonal elements of the tridiagonal matrix T: D(i) = A(i,i).

*E*

E is REAL array, dimension (N-1) The off-diagonal elements of the tridiagonal matrix T: E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.

*TAU*

TAU is COMPLEX array, dimension (N-1) The scalar factors of the elementary reflectors (see Further Details).

*WORK*

WORK is COMPLEX array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

*LWORK*

LWORK is INTEGER The dimension of the array WORK. LWORK >= 1. For optimum performance LWORK >= N*NB, where NB is the optimal blocksize. 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.

*INFO*

INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

**Further Details:**

If UPLO = 'U', the matrix Q is represented as a product of elementary reflectors Q = H(n-1) . . . H(2) H(1). Each H(i) has the form H(i) = I - tau * v * v**H where tau is a complex scalar, and v is a complex vector with v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in A(1:i-1,i+1), and tau in TAU(i). If UPLO = 'L', the matrix Q is represented as a product of elementary reflectors Q = H(1) H(2) . . . H(n-1). Each H(i) has the form H(i) = I - tau * v * v**H where tau is a complex scalar, and v is a complex vector with v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i), and tau in TAU(i). The contents of A on exit are illustrated by the following examples with n = 5: if UPLO = 'U': if UPLO = 'L': ( d e v2 v3 v4 ) ( d ) ( d e v3 v4 ) ( e d ) ( d e v4 ) ( v1 e d ) ( d e ) ( v1 v2 e d ) ( d ) ( v1 v2 v3 e d ) where d and e denote diagonal and off-diagonal elements of T, and vi denotes an element of the vector defining H(i).

## subroutine chetrd_2stage (character VECT, character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, real, dimension( * ) D, real, dimension( * ) E, complex, dimension( * ) TAU, complex, dimension( * ) HOUS2, integer LHOUS2, complex, dimension( * ) WORK, integer LWORK, integer INFO)¶

**CHETRD_2STAGE**

**Purpose:**

CHETRD_2STAGE reduces a complex Hermitian matrix A to real symmetric tridiagonal form T by a unitary similarity transformation: Q1**H Q2**H* A * Q2 * Q1 = T.

**Parameters**

*VECT*

VECT is CHARACTER*1 = 'N': No need for the Housholder representation, in particular for the second stage (Band to tridiagonal) and thus LHOUS2 is of size max(1, 4*N); = 'V': the Householder representation is needed to either generate Q1 Q2 or to apply Q1 Q2, then LHOUS2 is to be queried and computed. (NOT AVAILABLE IN THIS RELEASE).

*UPLO*

UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.

*N*

N is INTEGER The order of the matrix A. N >= 0.

*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 UPLO = 'U', the band superdiagonal of A are overwritten by the corresponding elements of the internal band-diagonal matrix AB, and the elements above the KD superdiagonal, with the array TAU, represent the unitary matrix Q1 as a product of elementary reflectors; if UPLO = 'L', the diagonal and band subdiagonal of A are over- written by the corresponding elements of the internal band-diagonal matrix AB, and the elements below the KD subdiagonal, with the array TAU, represent the unitary matrix Q1 as a product of elementary reflectors. See Further Details.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*D*

D is REAL array, dimension (N) The diagonal elements of the tridiagonal matrix T.

*E*

E is REAL array, dimension (N-1) The off-diagonal elements of the tridiagonal matrix T.

*TAU*

TAU is COMPLEX array, dimension (N-KD) The scalar factors of the elementary reflectors of the first stage (see Further Details).

*HOUS2*

HOUS2 is COMPLEX array, dimension (LHOUS2) Stores the Householder representation of the stage2 band to tridiagonal.

*LHOUS2*

LHOUS2 is INTEGER The dimension of the array HOUS2. If LWORK = -1, or LHOUS2=-1, then a query is assumed; the routine only calculates the optimal size of the HOUS2 array, returns this value as the first entry of the HOUS2 array, and no error message related to LHOUS2 is issued by XERBLA. If VECT='N', LHOUS2 = max(1, 4*n); if VECT='V', option not yet available.

*WORK*

WORK is COMPLEX array, dimension (LWORK)

*LWORK*

LWORK is INTEGER The dimension of the array WORK. LWORK = MAX(1, dimension) If LWORK = -1, or LHOUS2 = -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. LWORK = MAX(1, dimension) where dimension = max(stage1,stage2) + (KD+1)*N = N*KD + N*max(KD+1,FACTOPTNB) + max(2*KD*KD, KD*NTHREADS) + (KD+1)*N where KD is the blocking size of the reduction, FACTOPTNB is the blocking used by the QR or LQ algorithm, usually FACTOPTNB=128 is a good choice NTHREADS is the number of threads used when openMP compilation is enabled, otherwise =1.

*INFO*

INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

**Further Details:**

Implemented by Azzam Haidar. All details are available on technical report, SC11, SC13 papers. Azzam Haidar, Hatem Ltaief, and Jack Dongarra. Parallel reduction to condensed forms for symmetric eigenvalue problems using aggregated fine-grained and memory-aware kernels. In Proceedings of 2011 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '11), New York, NY, USA, Article 8 , 11 pages. http://doi.acm.org/10.1145/2063384.2063394 A. Haidar, J. Kurzak, P. Luszczek, 2013. An improved parallel singular value algorithm and its implementation for multicore hardware, In Proceedings of 2013 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '13). Denver, Colorado, USA, 2013. Article 90, 12 pages. http://doi.acm.org/10.1145/2503210.2503292 A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra. A novel hybrid CPU-GPU generalized eigensolver for electronic structure calculations based on fine-grained memory aware tasks. International Journal of High Performance Computing Applications. Volume 28 Issue 2, Pages 196-209, May 2014. http://hpc.sagepub.com/content/28/2/196

## subroutine chetrd_he2hb (character UPLO, integer N, integer KD, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldab, * ) AB, integer LDAB, complex, dimension( * ) TAU, complex, dimension( * ) WORK, integer LWORK, integer INFO)¶

**CHETRD_HE2HB**

**Purpose:**

CHETRD_HE2HB reduces a complex Hermitian matrix A to complex Hermitian band-diagonal form AB by a unitary similarity transformation: Q**H * A * Q = AB.

**Parameters**

*UPLO*

UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.

*N*

N is INTEGER The order of the matrix A. N >= 0.

*KD*

KD is INTEGER The number of superdiagonals of the reduced matrix if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KD >= 0. The reduced matrix is stored in the array AB.

*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 UPLO = 'U', the diagonal and first superdiagonal of A are overwritten by the corresponding elements of the tridiagonal matrix T, and the elements above the first superdiagonal, with the array TAU, represent the unitary matrix Q as a product of elementary reflectors; if UPLO = 'L', the diagonal and first subdiagonal of A are over- written by the corresponding elements of the tridiagonal matrix T, and the elements below the first subdiagonal, with the array TAU, represent the unitary matrix Q as a product of elementary reflectors. See Further Details.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*AB*

AB is COMPLEX array, dimension (LDAB,N) On exit, the upper or lower triangle of the Hermitian band matrix A, stored in the first KD+1 rows of the array. The j-th column of A is stored in the j-th column of the array AB as follows: if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).

*LDAB*

LDAB is INTEGER The leading dimension of the array AB. LDAB >= KD+1.

*TAU*

TAU is COMPLEX array, dimension (N-KD) The scalar factors of the elementary reflectors (see Further Details).

*WORK*

WORK is COMPLEX array, dimension (LWORK) On exit, if INFO = 0, or if LWORK=-1, WORK(1) returns the size of LWORK.

*LWORK*

LWORK is INTEGER The dimension of the array WORK which should be calculated by a workspace query. LWORK = MAX(1, LWORK_QUERY) 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. LWORK_QUERY = N*KD + N*max(KD,FACTOPTNB) + 2*KD*KD where FACTOPTNB is the blocking used by the QR or LQ algorithm, usually FACTOPTNB=128 is a good choice otherwise putting LWORK=-1 will provide the size of WORK.

*INFO*

INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

**Further Details:**

Implemented by Azzam Haidar. All details are available on technical report, SC11, SC13 papers. Azzam Haidar, Hatem Ltaief, and Jack Dongarra. Parallel reduction to condensed forms for symmetric eigenvalue problems using aggregated fine-grained and memory-aware kernels. In Proceedings of 2011 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '11), New York, NY, USA, Article 8 , 11 pages. http://doi.acm.org/10.1145/2063384.2063394 A. Haidar, J. Kurzak, P. Luszczek, 2013. An improved parallel singular value algorithm and its implementation for multicore hardware, In Proceedings of 2013 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '13). Denver, Colorado, USA, 2013. Article 90, 12 pages. http://doi.acm.org/10.1145/2503210.2503292 A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra. A novel hybrid CPU-GPU generalized eigensolver for electronic structure calculations based on fine-grained memory aware tasks. International Journal of High Performance Computing Applications. Volume 28 Issue 2, Pages 196-209, May 2014. http://hpc.sagepub.com/content/28/2/196

If UPLO = 'U', the matrix Q is represented as a product of elementary reflectors Q = H(k)**H . . . H(2)**H H(1)**H, where k = n-kd. Each H(i) has the form H(i) = I - tau * v * v**H where tau is a complex scalar, and v is a complex vector with v(1:i+kd-1) = 0 and v(i+kd) = 1; conjg(v(i+kd+1:n)) is stored on exit in A(i,i+kd+1:n), and tau in TAU(i). If UPLO = 'L', the matrix Q is represented as a product of elementary reflectors Q = H(1) H(2) . . . H(k), where k = n-kd. Each H(i) has the form H(i) = I - tau * v * v**H where tau is a complex scalar, and v is a complex vector with v(kd+1:i) = 0 and v(i+kd+1) = 1; v(i+kd+2:n) is stored on exit in A(i+kd+2:n,i), and tau in TAU(i). The contents of A on exit are illustrated by the following examples with n = 5: if UPLO = 'U': if UPLO = 'L': ( ab ab/v1 v1 v1 v1 ) ( ab ) ( ab ab/v2 v2 v2 ) ( ab/v1 ab ) ( ab ab/v3 v3 ) ( v1 ab/v2 ab ) ( ab ab/v4 ) ( v1 v2 ab/v3 ab ) ( ab ) ( v1 v2 v3 ab/v4 ab ) where d and e denote diagonal and off-diagonal elements of T, and vi denotes an element of the vector defining H(i)..fi

## subroutine chetrf (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( * ) WORK, integer LWORK, integer INFO)¶

**CHETRF**

**Purpose:**

CHETRF computes the factorization of a complex Hermitian matrix A using the Bunch-Kaufman diagonal pivoting method. The form of the factorization is A = U*D*U**H or A = L*D*L**H 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. This is the blocked version of the algorithm, calling Level 3 BLAS.

**Parameters**

*UPLO*

UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.

*N*

N is INTEGER The order of the matrix A. N >= 0.

*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, the block diagonal matrix D and the multipliers used to obtain the factor U or L (see below for further details).

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*IPIV*

IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D. 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.

*WORK*

WORK is COMPLEX array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

*LWORK*

LWORK is INTEGER The length of WORK. LWORK >=1. For best performance LWORK >= N*NB, where NB is the block size returned by ILAENV.

*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, and division by zero will occur if it is used to solve a system of equations.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

**Further Details:**

If UPLO = 'U', then A = U*D*U**H, where U = P(n)*U(n)* ... *P(k)U(k)* ..., i.e., U is a product of terms P(k)*U(k), where k decreases from n to 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as defined by IPIV(k), and U(k) is a unit upper triangular matrix, such that if the diagonal block D(k) is of order s (s = 1 or 2), then ( I v 0 ) k-s U(k) = ( 0 I 0 ) s ( 0 0 I ) n-k k-s s n-k If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k). If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k), and A(k,k), and v overwrites A(1:k-2,k-1:k). If UPLO = 'L', then A = L*D*L**H, where L = P(1)*L(1)* ... *P(k)*L(k)* ..., i.e., L is a product of terms P(k)*L(k), where k increases from 1 to n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as defined by IPIV(k), and L(k) is a unit lower triangular matrix, such that if the diagonal block D(k) is of order s (s = 1 or 2), then ( I 0 0 ) k-1 L(k) = ( 0 I 0 ) s ( 0 v I ) n-k-s+1 k-1 s n-k-s+1 If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k). If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k), and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).

## subroutine chetrf_aa (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( * ) WORK, integer LWORK, integer INFO)¶

**CHETRF_AA**

**Purpose:**

CHETRF_AA computes the factorization of a complex hermitian matrix A using the Aasen's algorithm. The form of the factorization is A = U**H*T*U or A = L*T*L**H where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and T is a hermitian tridiagonal matrix. This is the blocked version of the algorithm, calling Level 3 BLAS.

**Parameters**

*UPLO*

UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.

*N*

N is INTEGER The order of the matrix A. N >= 0.

*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, the tridiagonal matrix is stored in the diagonals and the subdiagonals of A just below (or above) the diagonals, and L is stored below (or above) the subdiaonals, when UPLO is 'L' (or 'U').

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*IPIV*

IPIV is INTEGER array, dimension (N) On exit, it contains the details of the interchanges, i.e., the row and column k of A were interchanged with the row and column IPIV(k).

*WORK*

WORK is COMPLEX array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

*LWORK*

LWORK is INTEGER The length of WORK. LWORK >= 2*N. For optimum performance LWORK >= N*(1+NB), where NB is the optimal blocksize. 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.

*INFO*

INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

## subroutine chetrf_rk (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) E, integer, dimension( * ) IPIV, complex, dimension( * ) WORK, integer LWORK, integer INFO)¶

**CHETRF_RK**computes the factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS3 blocked algorithm).

**Purpose:**

CHETRF_RK computes the factorization of a complex Hermitian matrix A using the bounded Bunch-Kaufman (rook) diagonal pivoting method: A = P*U*D*(U**H)*(P**T) or A = P*L*D*(L**H)*(P**T), where U (or L) is unit upper (or lower) triangular matrix, U**H (or L**H) is the conjugate of U (or L), P is a permutation matrix, P**T is the transpose of P, and D is Hermitian and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. This is the blocked version of the algorithm, calling Level 3 BLAS. For more information see Further Details section.

**Parameters**

*UPLO*

*N*

N is INTEGER The order of the matrix A. N >= 0.

*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, contains: a) ONLY diagonal elements of the Hermitian block diagonal matrix D on the diagonal of A, i.e. D(k,k) = A(k,k); (superdiagonal (or subdiagonal) elements of D are stored on exit in array E), and b) If UPLO = 'U': factor U in the superdiagonal part of A. If UPLO = 'L': factor L in the subdiagonal part of A.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*E*

E is COMPLEX array, dimension (N) On exit, contains the superdiagonal (or subdiagonal) elements of the Hermitian block diagonal matrix D with 1-by-1 or 2-by-2 diagonal blocks, where If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0; If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0. NOTE: For 1-by-1 diagonal block D(k), where 1 <= k <= N, the element E(k) is set to 0 in both UPLO = 'U' or UPLO = 'L' cases.

*IPIV*

IPIV is INTEGER array, dimension (N) IPIV describes the permutation matrix P in the factorization of matrix A as follows. The absolute value of IPIV(k) represents the index of row and column that were interchanged with the k-th row and column. The value of UPLO describes the order in which the interchanges were applied. Also, the sign of IPIV represents the block structure of the Hermitian block diagonal matrix D with 1-by-1 or 2-by-2 diagonal blocks which correspond to 1 or 2 interchanges at each factorization step. For more info see Further Details section. If UPLO = 'U', ( in factorization order, k decreases from N to 1 ): a) A single positive entry IPIV(k) > 0 means: D(k,k) is a 1-by-1 diagonal block. If IPIV(k) != k, rows and columns k and IPIV(k) were interchanged in the matrix A(1:N,1:N); If IPIV(k) = k, no interchange occurred. b) A pair of consecutive negative entries IPIV(k) < 0 and IPIV(k-1) < 0 means: D(k-1:k,k-1:k) is a 2-by-2 diagonal block. (NOTE: negative entries in IPIV appear ONLY in pairs). 1) If -IPIV(k) != k, rows and columns k and -IPIV(k) were interchanged in the matrix A(1:N,1:N). If -IPIV(k) = k, no interchange occurred. 2) If -IPIV(k-1) != k-1, rows and columns k-1 and -IPIV(k-1) were interchanged in the matrix A(1:N,1:N). If -IPIV(k-1) = k-1, no interchange occurred. c) In both cases a) and b), always ABS( IPIV(k) ) <= k. d) NOTE: Any entry IPIV(k) is always NONZERO on output. If UPLO = 'L', ( in factorization order, k increases from 1 to N ): a) A single positive entry IPIV(k) > 0 means: D(k,k) is a 1-by-1 diagonal block. If IPIV(k) != k, rows and columns k and IPIV(k) were interchanged in the matrix A(1:N,1:N). If IPIV(k) = k, no interchange occurred. b) A pair of consecutive negative entries IPIV(k) < 0 and IPIV(k+1) < 0 means: D(k:k+1,k:k+1) is a 2-by-2 diagonal block. (NOTE: negative entries in IPIV appear ONLY in pairs). 1) If -IPIV(k) != k, rows and columns k and -IPIV(k) were interchanged in the matrix A(1:N,1:N). If -IPIV(k) = k, no interchange occurred. 2) If -IPIV(k+1) != k+1, rows and columns k-1 and -IPIV(k-1) were interchanged in the matrix A(1:N,1:N). If -IPIV(k+1) = k+1, no interchange occurred. c) In both cases a) and b), always ABS( IPIV(k) ) >= k. d) NOTE: Any entry IPIV(k) is always NONZERO on output.

*WORK*

WORK is COMPLEX array, dimension ( MAX(1,LWORK) ). On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

*LWORK*

LWORK is INTEGER The length of WORK. LWORK >=1. For best performance LWORK >= N*NB, where NB is the block size returned by ILAENV. 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.

*INFO*

INFO is INTEGER = 0: successful exit < 0: If INFO = -k, the k-th argument had an illegal value > 0: If INFO = k, the matrix A is singular, because: If UPLO = 'U': column k in the upper triangular part of A contains all zeros. If UPLO = 'L': column k in the lower triangular part of A contains all zeros. Therefore D(k,k) is exactly zero, and superdiagonal elements of column k of U (or subdiagonal elements of column k of L ) are all zeros. 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. NOTE: INFO only stores the first occurrence of a singularity, any subsequent occurrence of singularity is not stored in INFO even though the factorization always completes.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

**Further Details:**

TODO: put correct description

**Contributors:**

December 2016, Igor Kozachenko, Computer Science Division, University of California, Berkeley September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester

## subroutine chetrf_rook (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( * ) WORK, integer LWORK, integer INFO)¶

**CHETRF_ROOK**computes the factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman ('rook') diagonal pivoting method (blocked algorithm, calling Level 3 BLAS).

**Purpose:**

CHETRF_ROOK computes the factorization of a comlex Hermitian matrix A using the bounded Bunch-Kaufman ("rook") diagonal pivoting method. The form of the factorization is A = U*D*U**T or A = L*D*L**T 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. This is the blocked version of the algorithm, calling Level 3 BLAS.

**Parameters**

*UPLO*

UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.

*N*

N is INTEGER The order of the matrix A. N >= 0.

*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, the block diagonal matrix D and the multipliers used to obtain the factor U or L (see below for further details).

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*IPIV*

IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D. If UPLO = 'U': Only the last KB elements of IPIV are set. 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 IPIV(k) < 0 and IPIV(k-1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k-1 and -IPIV(k-1) were inerchaged, D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L': Only the first KB elements of IPIV are set. 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 IPIV(k) < 0 and IPIV(k+1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k+1 and -IPIV(k+1) were inerchaged, D(k:k+1,k:k+1) is a 2-by-2 diagonal block.

*WORK*

WORK is COMPLEX array, dimension (MAX(1,LWORK)). On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

*LWORK*

LWORK is INTEGER The length of WORK. LWORK >=1. For best performance LWORK >= N*NB, where NB is the block size returned by ILAENV. 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.

*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, and division by zero will occur if it is used to solve a system of equations.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

**Further Details:**

If UPLO = 'U', then A = U*D*U**T, where U = P(n)*U(n)* ... *P(k)U(k)* ..., i.e., U is a product of terms P(k)*U(k), where k decreases from n to 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as defined by IPIV(k), and U(k) is a unit upper triangular matrix, such that if the diagonal block D(k) is of order s (s = 1 or 2), then ( I v 0 ) k-s U(k) = ( 0 I 0 ) s ( 0 0 I ) n-k k-s s n-k If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k). If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k), and A(k,k), and v overwrites A(1:k-2,k-1:k). If UPLO = 'L', then A = L*D*L**T, where L = P(1)*L(1)* ... *P(k)*L(k)* ..., i.e., L is a product of terms P(k)*L(k), where k increases from 1 to n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as defined by IPIV(k), and L(k) is a unit lower triangular matrix, such that if the diagonal block D(k) is of order s (s = 1 or 2), then ( I 0 0 ) k-1 L(k) = ( 0 I 0 ) s ( 0 v I ) n-k-s+1 k-1 s n-k-s+1 If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k). If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k), and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).

**Contributors:**

June 2016, Igor Kozachenko, Computer Science Division, University of California, Berkeley September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester

## subroutine chetri (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( * ) WORK, integer INFO)¶

**CHETRI**

**Purpose:**

CHETRI computes the inverse of a complex Hermitian indefinite matrix A using the factorization A = U*D*U**H or A = L*D*L**H computed by CHETRF.

**Parameters**

*UPLO*

UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangular, form is A = U*D*U**H; = 'L': Lower triangular, form is A = L*D*L**H.

*N*

N is INTEGER The order of the matrix A. N >= 0.

*A*

A is COMPLEX array, dimension (LDA,N) On entry, the block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CHETRF. On exit, if INFO = 0, the (Hermitian) inverse of the original matrix. If UPLO = 'U', the upper triangular part of the inverse is formed and the part of A below the diagonal is not referenced; if UPLO = 'L' the lower triangular part of the inverse is formed and the part of A above the diagonal is not referenced.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*IPIV*

IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CHETRF.

*WORK*

WORK is COMPLEX array, dimension (N)

*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) = 0; the matrix is singular and its inverse could not be computed.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

## subroutine chetri2 (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( * ) WORK, integer LWORK, integer INFO)¶

**CHETRI2**

**Purpose:**

CHETRI2 computes the inverse of a COMPLEX hermitian indefinite matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by CHETRF. CHETRI2 set the LEADING DIMENSION of the workspace before calling CHETRI2X that actually computes the inverse.

**Parameters**

*UPLO*

UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangular, form is A = U*D*U**T; = 'L': Lower triangular, form is A = L*D*L**T.

*N*

N is INTEGER The order of the matrix A. N >= 0.

*A*

A is COMPLEX array, dimension (LDA,N) On entry, the block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CHETRF. On exit, if INFO = 0, the (symmetric) inverse of the original matrix. If UPLO = 'U', the upper triangular part of the inverse is formed and the part of A below the diagonal is not referenced; if UPLO = 'L' the lower triangular part of the inverse is formed and the part of A above the diagonal is not referenced.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*IPIV*

*WORK*

WORK is COMPLEX array, dimension (N+NB+1)*(NB+3)

*LWORK*

LWORK is INTEGER The dimension of the array WORK. WORK is size >= (N+NB+1)*(NB+3) If LWORK = -1, then a workspace query is assumed; the routine 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.

*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) = 0; the matrix is singular and its inverse could not be computed.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

## subroutine chetri2x (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( n+nb+1,* ) WORK, integer NB, integer INFO)¶

**CHETRI2X**

**Purpose:**

CHETRI2X computes the inverse of a complex Hermitian indefinite matrix A using the factorization A = U*D*U**H or A = L*D*L**H computed by CHETRF.

**Parameters**

*UPLO*

*N*

N is INTEGER The order of the matrix A. N >= 0.

*A*

A is COMPLEX array, dimension (LDA,N) On entry, the NNB diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CHETRF. On exit, if INFO = 0, the (symmetric) inverse of the original matrix. If UPLO = 'U', the upper triangular part of the inverse is formed and the part of A below the diagonal is not referenced; if UPLO = 'L' the lower triangular part of the inverse is formed and the part of A above the diagonal is not referenced.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*IPIV*

IPIV is INTEGER array, dimension (N) Details of the interchanges and the NNB structure of D as determined by CHETRF.

*WORK*

WORK is COMPLEX array, dimension (N+NB+1,NB+3)

*NB*

NB is INTEGER Block size

*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) = 0; the matrix is singular and its inverse could not be computed.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

## subroutine chetri_3 (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) E, integer, dimension( * ) IPIV, complex, dimension( * ) WORK, integer LWORK, integer INFO)¶

**CHETRI_3**

**Purpose:**

CHETRI_3 computes the inverse of a complex Hermitian indefinite matrix A using the factorization computed by CHETRF_RK or CHETRF_BK: A = P*U*D*(U**H)*(P**T) or A = P*L*D*(L**H)*(P**T), where U (or L) is unit upper (or lower) triangular matrix, U**H (or L**H) is the conjugate of U (or L), P is a permutation matrix, P**T is the transpose of P, and D is Hermitian and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. CHETRI_3 sets the leading dimension of the workspace before calling CHETRI_3X that actually computes the inverse. This is the blocked version of the algorithm, calling Level 3 BLAS.

**Parameters**

*UPLO*

UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.

*N*

N is INTEGER The order of the matrix A. N >= 0.

*A*

A is COMPLEX array, dimension (LDA,N) On entry, diagonal of the block diagonal matrix D and factors U or L as computed by CHETRF_RK and CHETRF_BK: a) ONLY diagonal elements of the Hermitian block diagonal matrix D on the diagonal of A, i.e. D(k,k) = A(k,k); (superdiagonal (or subdiagonal) elements of D should be provided on entry in array E), and b) If UPLO = 'U': factor U in the superdiagonal part of A. If UPLO = 'L': factor L in the subdiagonal part of A. On exit, if INFO = 0, the Hermitian inverse of the original matrix. If UPLO = 'U': the upper triangular part of the inverse is formed and the part of A below the diagonal is not referenced; If UPLO = 'L': the lower triangular part of the inverse is formed and the part of A above the diagonal is not referenced.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*E*

E is COMPLEX array, dimension (N) On entry, contains the superdiagonal (or subdiagonal) elements of the Hermitian block diagonal matrix D with 1-by-1 or 2-by-2 diagonal blocks, where If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced; If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced. NOTE: For 1-by-1 diagonal block D(k), where 1 <= k <= N, the element E(k) is not referenced in both UPLO = 'U' or UPLO = 'L' cases.

*IPIV*

IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CHETRF_RK or CHETRF_BK.

*WORK*

WORK is COMPLEX array, dimension (N+NB+1)*(NB+3). On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

*LWORK*

LWORK is INTEGER The length of WORK. LWORK >= (N+NB+1)*(NB+3). If LDWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of 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.

*INFO*

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

**Contributors:**

November 2017, Igor Kozachenko, Computer Science Division, University of California, Berkeley

## subroutine chetri_3x (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) E, integer, dimension( * ) IPIV, complex, dimension( n+nb+1, * ) WORK, integer NB, integer INFO)¶

**CHETRI_3X**

**Purpose:**

CHETRI_3X computes the inverse of a complex Hermitian indefinite matrix A using the factorization computed by CHETRF_RK or CHETRF_BK: A = P*U*D*(U**H)*(P**T) or A = P*L*D*(L**H)*(P**T), where U (or L) is unit upper (or lower) triangular matrix, U**H (or L**H) is the conjugate of U (or L), P is a permutation matrix, P**T is the transpose of P, and D is Hermitian and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. This is the blocked version of the algorithm, calling Level 3 BLAS.

**Parameters**

*UPLO*

UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.

*N*

N is INTEGER The order of the matrix A. N >= 0.

*A*

A is COMPLEX array, dimension (LDA,N) On entry, diagonal of the block diagonal matrix D and factors U or L as computed by CHETRF_RK and CHETRF_BK: a) ONLY diagonal elements of the Hermitian block diagonal matrix D on the diagonal of A, i.e. D(k,k) = A(k,k); (superdiagonal (or subdiagonal) elements of D should be provided on entry in array E), and b) If UPLO = 'U': factor U in the superdiagonal part of A. If UPLO = 'L': factor L in the subdiagonal part of A. On exit, if INFO = 0, the Hermitian inverse of the original matrix. If UPLO = 'U': the upper triangular part of the inverse is formed and the part of A below the diagonal is not referenced; If UPLO = 'L': the lower triangular part of the inverse is formed and the part of A above the diagonal is not referenced.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*E*

E is COMPLEX array, dimension (N) On entry, contains the superdiagonal (or subdiagonal) elements of the Hermitian block diagonal matrix D with 1-by-1 or 2-by-2 diagonal blocks, where If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) not referenced; If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) not referenced. NOTE: For 1-by-1 diagonal block D(k), where 1 <= k <= N, the element E(k) is not referenced in both UPLO = 'U' or UPLO = 'L' cases.

*IPIV*

IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CHETRF_RK or CHETRF_BK.

*WORK*

WORK is COMPLEX array, dimension (N+NB+1,NB+3).

*NB*

NB is INTEGER Block size.

*INFO*

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

**Contributors:**

June 2017, Igor Kozachenko, Computer Science Division, University of California, Berkeley

## subroutine chetri_rook (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( * ) WORK, integer INFO)¶

**CHETRI_ROOK**computes the inverse of HE matrix using the factorization obtained with the bounded Bunch-Kaufman ('rook') diagonal pivoting method.

**Purpose:**

CHETRI_ROOK computes the inverse of a complex Hermitian indefinite matrix A using the factorization A = U*D*U**H or A = L*D*L**H computed by CHETRF_ROOK.

**Parameters**

*UPLO*

*N*

N is INTEGER The order of the matrix A. N >= 0.

*A*

A is COMPLEX array, dimension (LDA,N) On entry, the block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CHETRF_ROOK. On exit, if INFO = 0, the (Hermitian) inverse of the original matrix. If UPLO = 'U', the upper triangular part of the inverse is formed and the part of A below the diagonal is not referenced; if UPLO = 'L' the lower triangular part of the inverse is formed and the part of A above the diagonal is not referenced.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*IPIV*

IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CHETRF_ROOK.

*WORK*

WORK is COMPLEX array, dimension (N)

*INFO*

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

**Contributors:**

November 2013, Igor Kozachenko, Computer Science Division, University of California, Berkeley September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester

## subroutine chetrs (character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB, integer INFO)¶

**CHETRS**

**Purpose:**

CHETRS solves a system of linear equations A*X = B with a complex Hermitian matrix A using the factorization A = U*D*U**H or A = L*D*L**H computed by CHETRF.

**Parameters**

*UPLO*

*N*

N is INTEGER The order of the matrix A. N >= 0.

*NRHS*

NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0.

*A*

A is COMPLEX array, dimension (LDA,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CHETRF.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*IPIV*

*B*

B is COMPLEX array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X.

*LDB*

LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).

*INFO*

INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

## subroutine chetrs2 (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 INFO)¶

**CHETRS2**

**Purpose:**

CHETRS2 solves a system of linear equations A*X = B with a complex Hermitian matrix A using the factorization A = U*D*U**H or A = L*D*L**H computed by CHETRF and converted by CSYCONV.

**Parameters**

*UPLO*

*N*

N is INTEGER The order of the matrix A. N >= 0.

*NRHS*

NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0.

*A*

A is COMPLEX array, dimension (LDA,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CHETRF.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*IPIV*

*B*

B is COMPLEX array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X.

*LDB*

LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).

*WORK*

WORK is COMPLEX array, dimension (N)

*INFO*

INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

## subroutine chetrs_3 (character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) E, integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB, integer INFO)¶

**CHETRS_3**

**Purpose:**

CHETRS_3 solves a system of linear equations A * X = B with a complex Hermitian matrix A using the factorization computed by CHETRF_RK or CHETRF_BK: A = P*U*D*(U**H)*(P**T) or A = P*L*D*(L**H)*(P**T), where U (or L) is unit upper (or lower) triangular matrix, U**H (or L**H) is the conjugate of U (or L), P is a permutation matrix, P**T is the transpose of P, and D is Hermitian and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. This algorithm is using Level 3 BLAS.

**Parameters**

*UPLO*

UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix: = 'U': Upper triangular, form is A = P*U*D*(U**H)*(P**T); = 'L': Lower triangular, form is A = P*L*D*(L**H)*(P**T).

*N*

N is INTEGER The order of the matrix A. N >= 0.

*NRHS*

NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0.

*A*

A is COMPLEX array, dimension (LDA,N) Diagonal of the block diagonal matrix D and factors U or L as computed by CHETRF_RK and CHETRF_BK: a) ONLY diagonal elements of the Hermitian block diagonal matrix D on the diagonal of A, i.e. D(k,k) = A(k,k); (superdiagonal (or subdiagonal) elements of D should be provided on entry in array E), and b) If UPLO = 'U': factor U in the superdiagonal part of A. If UPLO = 'L': factor L in the subdiagonal part of A.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*E*

E is COMPLEX array, dimension (N) On entry, contains the superdiagonal (or subdiagonal) elements of the Hermitian block diagonal matrix D with 1-by-1 or 2-by-2 diagonal blocks, where If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced; If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced. NOTE: For 1-by-1 diagonal block D(k), where 1 <= k <= N, the element E(k) is not referenced in both UPLO = 'U' or UPLO = 'L' cases.

*IPIV*

*B*

B is COMPLEX array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X.

*LDB*

LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).

*INFO*

INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

**Contributors:**

June 2017, Igor Kozachenko, Computer Science Division, University of California, Berkeley September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester

## subroutine chetrs_aa (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)¶

**CHETRS_AA**

**Purpose:**

CHETRS_AA solves a system of linear equations A*X = B with a complex hermitian matrix A using the factorization A = U**H*T*U or A = L*T*L**H computed by CHETRF_AA.

**Parameters**

*UPLO*

UPLO is CHARACTER*1 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangular, form is A = U**H*T*U; = 'L': Lower triangular, form is A = L*T*L**H.

*N*

N is INTEGER The order of the matrix A. N >= 0.

*NRHS*

*A*

A is COMPLEX array, dimension (LDA,N) Details of factors computed by CHETRF_AA.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*IPIV*

IPIV is INTEGER array, dimension (N) Details of the interchanges as computed by CHETRF_AA.

*B*

*LDB*

LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).

*WORK*

WORK is COMPLEX array, dimension (MAX(1,LWORK))

*LWORK*

LWORK is INTEGER The dimension of the array WORK. LWORK >= max(1,3*N-2).

*INFO*

INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

## subroutine chetrs_rook (character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( ldb, * ) B, integer LDB, integer INFO)¶

**CHETRS_ROOK**computes the solution to a system of linear equations A * X = B for HE matrices using factorization obtained with one of the bounded diagonal pivoting methods (max 2 interchanges)

**Purpose:**

CHETRS_ROOK solves a system of linear equations A*X = B with a complex Hermitian matrix A using the factorization A = U*D*U**H or A = L*D*L**H computed by CHETRF_ROOK.

**Parameters**

*UPLO*

*N*

N is INTEGER The order of the matrix A. N >= 0.

*NRHS*

*A*

A is COMPLEX array, dimension (LDA,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CHETRF_ROOK.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*IPIV*

IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CHETRF_ROOK.

*B*

*LDB*

LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).

*INFO*

INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

**Contributors:**

November 2013, Igor Kozachenko, Computer Science Division, University of California, Berkeley September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester

## subroutine cla_heamv (integer UPLO, integer N, real ALPHA, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) X, integer INCX, real BETA, real, dimension( * ) Y, integer INCY)¶

**CLA_HEAMV**computes a matrix-vector product using a Hermitian indefinite matrix to calculate error bounds.

**Purpose:**

CLA_SYAMV performs the matrix-vector operation y := alpha*abs(A)*abs(x) + beta*abs(y), where alpha and beta are scalars, x and y are vectors and A is an n by n symmetric matrix. This function is primarily used in calculating error bounds. To protect against underflow during evaluation, components in the resulting vector are perturbed away from zero by (N+1) times the underflow threshold. To prevent unnecessarily large errors for block-structure embedded in general matrices, "symbolically" zero components are not perturbed. A zero entry is considered "symbolic" if all multiplications involved in computing that entry have at least one zero multiplicand.

**Parameters**

*UPLO*

UPLO is INTEGER On entry, UPLO specifies whether the upper or lower triangular part of the array A is to be referenced as follows: UPLO = BLAS_UPPER Only the upper triangular part of A is to be referenced. UPLO = BLAS_LOWER Only the lower triangular part of A is to be referenced. Unchanged on exit.

*N*

N is INTEGER On entry, N specifies the number of columns of the matrix A. N must be at least zero. Unchanged on exit.

*ALPHA*

ALPHA is REAL . On entry, ALPHA specifies the scalar alpha. Unchanged on exit.

*A*

A is COMPLEX array, dimension ( LDA, n ). Before entry, the leading m by n part of the array A must contain the matrix of coefficients. Unchanged on exit.

*LDA*

LDA is INTEGER On entry, LDA specifies the first dimension of A as declared in the calling (sub) program. LDA must be at least max( 1, n ). Unchanged on exit.

*X*

X is COMPLEX array, dimension ( 1 + ( n - 1 )*abs( INCX ) ) Before entry, the incremented array X must contain the vector x. Unchanged on exit.

*INCX*

INCX is INTEGER On entry, INCX specifies the increment for the elements of X. INCX must not be zero. Unchanged on exit.

*BETA*

BETA is REAL . On entry, BETA specifies the scalar beta. When BETA is supplied as zero then Y need not be set on input. Unchanged on exit.

*Y*

Y is REAL array, dimension ( 1 + ( n - 1 )*abs( INCY ) ) Before entry with BETA non-zero, the incremented array Y must contain the vector y. On exit, Y is overwritten by the updated vector y.

*INCY*

INCY is INTEGER On entry, INCY specifies the increment for the elements of Y. INCY must not be zero. Unchanged on exit.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

**Further Details:**

Level 2 Blas routine. -- Written on 22-October-1986. Jack Dongarra, Argonne National Lab. Jeremy Du Croz, Nag Central Office. Sven Hammarling, Nag Central Office. Richard Hanson, Sandia National Labs. -- Modified for the absolute-value product, April 2006 Jason Riedy, UC Berkeley

## real function cla_hercond_c (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, real, dimension ( * ) C, logical CAPPLY, integer INFO, complex, dimension( * ) WORK, real, dimension( * ) RWORK)¶

**CLA_HERCOND_C**computes the infinity norm condition number of op(A)*inv(diag(c)) for Hermitian indefinite matrices.

**Purpose:**

CLA_HERCOND_C computes the infinity norm condition number of op(A) * inv(diag(C)) where C is a REAL vector.

**Parameters**

*UPLO*

UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.

*N*

N is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0.

*A*

A is COMPLEX array, dimension (LDA,N) On entry, the N-by-N matrix A

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*AF*

AF is COMPLEX array, dimension (LDAF,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CHETRF.

*LDAF*

LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N).

*IPIV*

*C*

C is REAL array, dimension (N) The vector C in the formula op(A) * inv(diag(C)).

*CAPPLY*

CAPPLY is LOGICAL If .TRUE. then access the vector C in the formula above.

*INFO*

INFO is INTEGER = 0: Successful exit. i > 0: The ith argument is invalid.

*WORK*

WORK is COMPLEX array, dimension (2*N). Workspace.

*RWORK*

RWORK is REAL array, dimension (N). Workspace.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

## real function cla_hercond_x (character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, complex, dimension( * ) X, integer INFO, complex, dimension( * ) WORK, real, dimension( * ) RWORK)¶

**CLA_HERCOND_X**computes the infinity norm condition number of op(A)*diag(x) for Hermitian indefinite matrices.

**Purpose:**

CLA_HERCOND_X computes the infinity norm condition number of op(A) * diag(X) where X is a COMPLEX vector.

**Parameters**

*UPLO*

UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.

*N*

N is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0.

*A*

A is COMPLEX array, dimension (LDA,N) On entry, the N-by-N matrix A.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*AF*

AF is COMPLEX array, dimension (LDAF,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CHETRF.

*LDAF*

LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N).

*IPIV*

*X*

X is COMPLEX array, dimension (N) The vector X in the formula op(A) * diag(X).

*INFO*

INFO is INTEGER = 0: Successful exit. i > 0: The ith argument is invalid.

*WORK*

WORK is COMPLEX array, dimension (2*N). Workspace.

*RWORK*

RWORK is REAL array, dimension (N). Workspace.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

## subroutine cla_herfsx_extended (integer PREC_TYPE, character UPLO, integer N, integer NRHS, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, logical COLEQU, real, dimension( * ) C, complex, dimension( ldb, * ) B, integer LDB, complex, dimension( ldy, * ) Y, integer LDY, real, dimension( * ) BERR_OUT, integer N_NORMS, real, dimension( nrhs, * ) ERR_BNDS_NORM, real, dimension( nrhs, * ) ERR_BNDS_COMP, complex, dimension( * ) RES, real, dimension( * ) AYB, complex, dimension( * ) DY, complex, dimension( * ) Y_TAIL, real RCOND, integer ITHRESH, real RTHRESH, real DZ_UB, logical IGNORE_CWISE, integer INFO)¶

**CLA_HERFSX_EXTENDED**improves the computed solution to a system of linear equations for Hermitian indefinite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.

**Purpose:**

CLA_HERFSX_EXTENDED improves the computed solution to a system of linear equations by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution. This subroutine is called by CHERFSX to perform iterative refinement. In addition to normwise error bound, the code provides maximum componentwise error bound if possible. See comments for ERR_BNDS_NORM and ERR_BNDS_COMP for details of the error bounds. Note that this subroutine is only resonsible for setting the second fields of ERR_BNDS_NORM and ERR_BNDS_COMP.

**Parameters**

*PREC_TYPE*

PREC_TYPE is INTEGER Specifies the intermediate precision to be used in refinement. The value is defined by ILAPREC(P) where P is a CHARACTER and P = 'S': Single = 'D': Double = 'I': Indigenous = 'X' or 'E': Extra

*UPLO*

UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.

*N*

N is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0.

*NRHS*

NRHS is INTEGER The number of right-hand-sides, i.e., the number of columns of the matrix B.

*A*

A is COMPLEX array, dimension (LDA,N) On entry, the N-by-N matrix A.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*AF*

AF is COMPLEX array, dimension (LDAF,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CHETRF.

*LDAF*

LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N).

*IPIV*

*COLEQU*

COLEQU is LOGICAL If .TRUE. then column equilibration was done to A before calling this routine. This is needed to compute the solution and error bounds correctly.

*C*

C is REAL array, dimension (N) The column scale factors for A. If COLEQU = .FALSE., C is not accessed. If C is input, each element of C should be a power of the radix to ensure a reliable solution and error estimates. Scaling by powers of the radix does not cause rounding errors unless the result underflows or overflows. Rounding errors during scaling lead to refining with a matrix that is not equivalent to the input matrix, producing error estimates that may not be reliable.

*B*

B is COMPLEX array, dimension (LDB,NRHS) The right-hand-side matrix B.

*LDB*

LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).

*Y*

Y is COMPLEX array, dimension (LDY,NRHS) On entry, the solution matrix X, as computed by CHETRS. On exit, the improved solution matrix Y.

*LDY*

LDY is INTEGER The leading dimension of the array Y. LDY >= max(1,N).

*BERR_OUT*

BERR_OUT is REAL array, dimension (NRHS) On exit, BERR_OUT(j) contains the componentwise relative backward error for right-hand-side j from the formula max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) ) where abs(Z) is the componentwise absolute value of the matrix or vector Z. This is computed by CLA_LIN_BERR.

*N_NORMS*

N_NORMS is INTEGER Determines which error bounds to return (see ERR_BNDS_NORM and ERR_BNDS_COMP). If N_NORMS >= 1 return normwise error bounds. If N_NORMS >= 2 return componentwise error bounds.

*ERR_BNDS_NORM*

ERR_BNDS_NORM is REAL array, dimension (NRHS, N_ERR_BNDS) For each right-hand side, this array contains information about various error bounds and condition numbers corresponding to the normwise relative error, which is defined as follows: Normwise relative error in the ith solution vector: max_j (abs(XTRUE(j,i) - X(j,i))) ------------------------------ max_j abs(X(j,i)) The array is indexed by the type of error information as described below. There currently are up to three pieces of information returned. The first index in ERR_BNDS_NORM(i,:) corresponds to the ith right-hand side. The second index in ERR_BNDS_NORM(:,err) contains the following three fields: err = 1 "Trust/don't trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * slamch('Epsilon'). err = 2 "Guaranteed" error bound: The estimated forward error, almost certainly within a factor of 10 of the true error so long as the next entry is greater than the threshold sqrt(n) * slamch('Epsilon'). This error bound should only be trusted if the previous boolean is true. err = 3 Reciprocal condition number: Estimated normwise reciprocal condition number. Compared with the threshold sqrt(n) * slamch('Epsilon') to determine if the error estimate is "guaranteed". These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*A, where S scales each row by a power of the radix so all absolute row sums of Z are approximately 1. This subroutine is only responsible for setting the second field above. See Lapack Working Note 165 for further details and extra cautions.

*ERR_BNDS_COMP*

ERR_BNDS_COMP is REAL array, dimension (NRHS, N_ERR_BNDS) For each right-hand side, this array contains information about various error bounds and condition numbers corresponding to the componentwise relative error, which is defined as follows: Componentwise relative error in the ith solution vector: abs(XTRUE(j,i) - X(j,i)) max_j ---------------------- abs(X(j,i)) The array is indexed by the right-hand side i (on which the componentwise relative error depends), and the type of error information as described below. There currently are up to three pieces of information returned for each right-hand side. If componentwise accuracy is not requested (PARAMS(3) = 0.0), then ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most the first (:,N_ERR_BNDS) entries are returned. The first index in ERR_BNDS_COMP(i,:) corresponds to the ith right-hand side. The second index in ERR_BNDS_COMP(:,err) contains the following three fields: err = 1 "Trust/don't trust" boolean. Trust the answer if the reciprocal condition number is less than the threshold sqrt(n) * slamch('Epsilon'). err = 2 "Guaranteed" error bound: The estimated forward error, almost certainly within a factor of 10 of the true error so long as the next entry is greater than the threshold sqrt(n) * slamch('Epsilon'). This error bound should only be trusted if the previous boolean is true. err = 3 Reciprocal condition number: Estimated componentwise reciprocal condition number. Compared with the threshold sqrt(n) * slamch('Epsilon') to determine if the error estimate is "guaranteed". These reciprocal condition numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some appropriately scaled matrix Z. Let Z = S*(A*diag(x)), where x is the solution for the current right-hand side and S scales each row of A*diag(x) by a power of the radix so all absolute row sums of Z are approximately 1. This subroutine is only responsible for setting the second field above. See Lapack Working Note 165 for further details and extra cautions.

*RES*

RES is COMPLEX array, dimension (N) Workspace to hold the intermediate residual.

*AYB*

AYB is REAL array, dimension (N) Workspace.

*DY*

DY is COMPLEX array, dimension (N) Workspace to hold the intermediate solution.

*Y_TAIL*

Y_TAIL is COMPLEX array, dimension (N) Workspace to hold the trailing bits of the intermediate solution.

*RCOND*

RCOND is REAL Reciprocal scaled condition number. This is an estimate of the reciprocal Skeel condition number of the matrix A after equilibration (if done). If this is less than the machine precision (in particular, if it is zero), the matrix is singular to working precision. Note that the error may still be small even if this number is very small and the matrix appears ill- conditioned.

*ITHRESH*

ITHRESH is INTEGER The maximum number of residual computations allowed for refinement. The default is 10. For 'aggressive' set to 100 to permit convergence using approximate factorizations or factorizations other than LU. If the factorization uses a technique other than Gaussian elimination, the guarantees in ERR_BNDS_NORM and ERR_BNDS_COMP may no longer be trustworthy.

*RTHRESH*

RTHRESH is REAL Determines when to stop refinement if the error estimate stops decreasing. Refinement will stop when the next solution no longer satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The default value is 0.5. For 'aggressive' set to 0.9 to permit convergence on extremely ill-conditioned matrices. See LAWN 165 for more details.

*DZ_UB*

DZ_UB is REAL Determines when to start considering componentwise convergence. Componentwise convergence is only considered after each component of the solution Y is stable, which we definte as the relative change in each component being less than DZ_UB. The default value is 0.25, requiring the first bit to be stable. See LAWN 165 for more details.

*IGNORE_CWISE*

IGNORE_CWISE is LOGICAL If .TRUE. then ignore componentwise convergence. Default value is .FALSE..

*INFO*

INFO is INTEGER = 0: Successful exit. < 0: if INFO = -i, the ith argument to CLA_HERFSX_EXTENDED had an illegal value

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

## real function cla_herpvgrw (character*1 UPLO, integer N, integer INFO, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldaf, * ) AF, integer LDAF, integer, dimension( * ) IPIV, real, dimension( * ) WORK)¶

**CLA_HERPVGRW**

**Purpose:**

CLA_HERPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U). The "max absolute element" norm is used. If this is much less than 1, the stability of the LU factorization of the (equilibrated) matrix A could be poor. This also means that the solution X, estimated condition numbers, and error bounds could be unreliable.

**Parameters**

*UPLO*

UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.

*N*

N is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0.

*INFO*

INFO is INTEGER The value of INFO returned from SSYTRF, .i.e., the pivot in column INFO is exactly 0.

*A*

A is COMPLEX array, dimension (LDA,N) On entry, the N-by-N matrix A.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*AF*

*LDAF*

LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N).

*IPIV*

*WORK*

WORK is REAL array, dimension (2*N)

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

## subroutine clahef (character UPLO, integer N, integer NB, integer KB, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( ldw, * ) W, integer LDW, integer INFO)¶

**CLAHEF**computes a partial factorization of a complex Hermitian indefinite matrix using the Bunch-Kaufman diagonal pivoting method (blocked algorithm, calling Level 3 BLAS).

**Purpose:**

CLAHEF computes a partial factorization of a complex Hermitian matrix A using the Bunch-Kaufman diagonal pivoting method. The partial factorization has the form: A = ( I U12 ) ( A11 0 ) ( I 0 ) if UPLO = 'U', or: ( 0 U22 ) ( 0 D ) ( U12**H U22**H ) A = ( L11 0 ) ( D 0 ) ( L11**H L21**H ) if UPLO = 'L' ( L21 I ) ( 0 A22 ) ( 0 I ) where the order of D is at most NB. The actual order is returned in the argument KB, and is either NB or NB-1, or N if N <= NB. Note that U**H denotes the conjugate transpose of U. CLAHEF is an auxiliary routine called by CHETRF. It uses blocked code (calling Level 3 BLAS) to update the submatrix A11 (if UPLO = 'U') or A22 (if UPLO = 'L').

**Parameters**

*UPLO*

*N*

N is INTEGER The order of the matrix A. N >= 0.

*NB*

NB is INTEGER The maximum number of columns of the matrix A that should be factored. NB should be at least 2 to allow for 2-by-2 pivot blocks.

*KB*

KB is INTEGER The number of columns of A that were actually factored. KB is either NB-1 or NB, or N if N <= NB.

*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, A contains details of the partial factorization.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*IPIV*

IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D. If UPLO = 'U': Only the last KB elements of IPIV are set. 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 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': Only the first KB elements of IPIV are set. 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 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.

*W*

W is COMPLEX array, dimension (LDW,NB)

*LDW*

LDW is INTEGER The leading dimension of the array W. LDW >= max(1,N).

*INFO*

INFO is INTEGER = 0: successful exit > 0: if INFO = k, D(k,k) is exactly zero. The factorization has been completed, but the block diagonal matrix D is exactly singular.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

**Contributors:**

November 2013, Igor Kozachenko, Computer Science Division, University of California, Berkeley

## subroutine clahef_rk (character UPLO, integer N, integer NB, integer KB, complex, dimension( lda, * ) A, integer LDA, complex, dimension( * ) E, integer, dimension( * ) IPIV, complex, dimension( ldw, * ) W, integer LDW, integer INFO)¶

**CLAHEF_RK**computes a partial factorization of a complex Hermitian indefinite matrix using bounded Bunch-Kaufman (rook) diagonal pivoting method.

**Purpose:**

CLAHEF_RK computes a partial factorization of a complex Hermitian matrix A using the bounded Bunch-Kaufman (rook) diagonal pivoting method. The partial factorization has the form: A = ( I U12 ) ( A11 0 ) ( I 0 ) if UPLO = 'U', or: ( 0 U22 ) ( 0 D ) ( U12**H U22**H ) A = ( L11 0 ) ( D 0 ) ( L11**H L21**H ) if UPLO = 'L', ( L21 I ) ( 0 A22 ) ( 0 I ) where the order of D is at most NB. The actual order is returned in the argument KB, and is either NB or NB-1, or N if N <= NB. CLAHEF_RK is an auxiliary routine called by CHETRF_RK. It uses blocked code (calling Level 3 BLAS) to update the submatrix A11 (if UPLO = 'U') or A22 (if UPLO = 'L').

**Parameters**

*UPLO*

*N*

N is INTEGER The order of the matrix A. N >= 0.

*NB*

NB is INTEGER The maximum number of columns of the matrix A that should be factored. NB should be at least 2 to allow for 2-by-2 pivot blocks.

*KB*

KB is INTEGER The number of columns of A that were actually factored. KB is either NB-1 or NB, or N if N <= NB.

*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, contains: a) ONLY diagonal elements of the Hermitian block diagonal matrix D on the diagonal of A, i.e. D(k,k) = A(k,k); (superdiagonal (or subdiagonal) elements of D are stored on exit in array E), and b) If UPLO = 'U': factor U in the superdiagonal part of A. If UPLO = 'L': factor L in the subdiagonal part of A.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*E*

E is COMPLEX array, dimension (N) On exit, contains the superdiagonal (or subdiagonal) elements of the Hermitian block diagonal matrix D with 1-by-1 or 2-by-2 diagonal blocks, where If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0; If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0. NOTE: For 1-by-1 diagonal block D(k), where 1 <= k <= N, the element E(k) is set to 0 in both UPLO = 'U' or UPLO = 'L' cases.

*IPIV*

IPIV is INTEGER array, dimension (N) IPIV describes the permutation matrix P in the factorization of matrix A as follows. The absolute value of IPIV(k) represents the index of row and column that were interchanged with the k-th row and column. The value of UPLO describes the order in which the interchanges were applied. Also, the sign of IPIV represents the block structure of the Hermitian block diagonal matrix D with 1-by-1 or 2-by-2 diagonal blocks which correspond to 1 or 2 interchanges at each factorization step. If UPLO = 'U', ( in factorization order, k decreases from N to 1 ): a) A single positive entry IPIV(k) > 0 means: D(k,k) is a 1-by-1 diagonal block. If IPIV(k) != k, rows and columns k and IPIV(k) were interchanged in the submatrix A(1:N,N-KB+1:N); If IPIV(k) = k, no interchange occurred. b) A pair of consecutive negative entries IPIV(k) < 0 and IPIV(k-1) < 0 means: D(k-1:k,k-1:k) is a 2-by-2 diagonal block. (NOTE: negative entries in IPIV appear ONLY in pairs). 1) If -IPIV(k) != k, rows and columns k and -IPIV(k) were interchanged in the matrix A(1:N,N-KB+1:N). If -IPIV(k) = k, no interchange occurred. 2) If -IPIV(k-1) != k-1, rows and columns k-1 and -IPIV(k-1) were interchanged in the submatrix A(1:N,N-KB+1:N). If -IPIV(k-1) = k-1, no interchange occurred. c) In both cases a) and b) is always ABS( IPIV(k) ) <= k. d) NOTE: Any entry IPIV(k) is always NONZERO on output. If UPLO = 'L', ( in factorization order, k increases from 1 to N ): a) A single positive entry IPIV(k) > 0 means: D(k,k) is a 1-by-1 diagonal block. If IPIV(k) != k, rows and columns k and IPIV(k) were interchanged in the submatrix A(1:N,1:KB). If IPIV(k) = k, no interchange occurred. b) A pair of consecutive negative entries IPIV(k) < 0 and IPIV(k+1) < 0 means: D(k:k+1,k:k+1) is a 2-by-2 diagonal block. (NOTE: negative entries in IPIV appear ONLY in pairs). 1) If -IPIV(k) != k, rows and columns k and -IPIV(k) were interchanged in the submatrix A(1:N,1:KB). If -IPIV(k) = k, no interchange occurred. 2) If -IPIV(k+1) != k+1, rows and columns k-1 and -IPIV(k-1) were interchanged in the submatrix A(1:N,1:KB). If -IPIV(k+1) = k+1, no interchange occurred. c) In both cases a) and b) is always ABS( IPIV(k) ) >= k. d) NOTE: Any entry IPIV(k) is always NONZERO on output.

*W*

W is COMPLEX array, dimension (LDW,NB)

*LDW*

LDW is INTEGER The leading dimension of the array W. LDW >= max(1,N).

*INFO*

INFO is INTEGER = 0: successful exit < 0: If INFO = -k, the k-th argument had an illegal value > 0: If INFO = k, the matrix A is singular, because: If UPLO = 'U': column k in the upper triangular part of A contains all zeros. If UPLO = 'L': column k in the lower triangular part of A contains all zeros. Therefore D(k,k) is exactly zero, and superdiagonal elements of column k of U (or subdiagonal elements of column k of L ) are all zeros. 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. NOTE: INFO only stores the first occurrence of a singularity, any subsequent occurrence of singularity is not stored in INFO even though the factorization always completes.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

**Contributors:**

December 2016, Igor Kozachenko, Computer Science Division, University of California, Berkeley September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester

## subroutine clahef_rook (character UPLO, integer N, integer NB, integer KB, complex, dimension( lda, * ) A, integer LDA, integer, dimension( * ) IPIV, complex, dimension( ldw, * ) W, integer LDW, integer INFO)¶

**Purpose:**

CLAHEF_ROOK computes a partial factorization of a complex Hermitian matrix A using the bounded Bunch-Kaufman ("rook") diagonal pivoting method. The partial factorization has the form: A = ( I U12 ) ( A11 0 ) ( I 0 ) if UPLO = 'U', or: ( 0 U22 ) ( 0 D ) ( U12**H U22**H ) A = ( L11 0 ) ( D 0 ) ( L11**H L21**H ) if UPLO = 'L' ( L21 I ) ( 0 A22 ) ( 0 I ) where the order of D is at most NB. The actual order is returned in the argument KB, and is either NB or NB-1, or N if N <= NB. Note that U**H denotes the conjugate transpose of U. CLAHEF_ROOK is an auxiliary routine called by CHETRF_ROOK. It uses blocked code (calling Level 3 BLAS) to update the submatrix A11 (if UPLO = 'U') or A22 (if UPLO = 'L').

**Parameters**

*UPLO*

*N*

N is INTEGER The order of the matrix A. N >= 0.

*NB*

NB is INTEGER The maximum number of columns of the matrix A that should be factored. NB should be at least 2 to allow for 2-by-2 pivot blocks.

*KB*

KB is INTEGER The number of columns of A that were actually factored. KB is either NB-1 or NB, or N if N <= NB.

*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, A contains details of the partial factorization.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*IPIV*

IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D. If UPLO = 'U': Only the last KB elements of IPIV are set. 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 IPIV(k) < 0 and IPIV(k-1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k-1 and -IPIV(k-1) were inerchaged, D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = 'L': Only the first KB elements of IPIV are set. 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 IPIV(k) < 0 and IPIV(k+1) < 0, then rows and columns k and -IPIV(k) were interchanged and rows and columns k+1 and -IPIV(k+1) were inerchaged, D(k:k+1,k:k+1) is a 2-by-2 diagonal block.

*W*

W is COMPLEX array, dimension (LDW,NB)

*LDW*

LDW is INTEGER The leading dimension of the array W. LDW >= max(1,N).

*INFO*

INFO is INTEGER = 0: successful exit > 0: if INFO = k, D(k,k) is exactly zero. The factorization has been completed, but the block diagonal matrix D is exactly singular.

**Author**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date**

**Contributors:**

November 2013, Igor Kozachenko, Computer Science Division, University of California, Berkeley September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester

# Author¶

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