UDU or LDL Factorization of a Hermitian Matrix

Calling Sequence

CALL ZHETRF	(UPLO, N, ZA, LDA, IPIVOT, ZWORK, LDWORK, INFO)
CALL CHETRF	(UPLO, N, CA, LDA, IPIVOT, CWORK, LDWORK, INFO)
void zhetrf	(char uplo, int n, doublecomplex *za, int lda, int *ipivot, int *info)
void chetrf	(char uplo, int n, complex *ca, int lda, int *ipivot, int *info)

Arguments

UPLO	Indicates whether xA contains the upper or lower triangle of the matrix. The legal values for UPLO are listed below. Any values not listed below are illegal.
	'U' or 'u'	xA contains the upper triangle.
	'L' or 'l'	xA contains the lower triangle.
N	Order of the matrix A. N 0.
xA	On entry, the upper or lower triangle of the matrix A. On exit, a UDU or LDL factorization of A.
LDA	Leading dimension of the array A as specified in a dimension or type statement. LDA max(1, N).
IPIVOT	On exit, an N-element array containing details of the row interchanges and block structure of D.
xWORK	Scratch array with a dimension of LDWORK.
LDWORK	Leading dimension of the array WORK as specified in a dimension or type statement. LDWORK 1.
INFO	On exit:
	INFO = 0	Subroutine completed normally.
	INFO < 0	The ith argument, where i = |INFO|, had an illegal value.
	INFO > 0	D(i,i), where i = INFO, is exactly zero, and D is therefore singular. The factorization has been completed, but division by zero will occur if this factorization is used to solve a linear system.

Sample Program

PROGRAM TEST

IMPLICIT NONE

C

DOUBLE PRECISION ZERO

INTEGER LDA, LDB, LDWORK, N, NRHS

PARAMETER (N = 3)

PARAMETER (LDA = N)

PARAMETER (LDB = N)

PARAMETER (LDWORK = 2 * N)

PARAMETER (NRHS = 1)

PARAMETER (ZERO = 0.0D0)

C

DOUBLE PRECISION ANORM, ANORM1, RCOND

COMPLEX*16 A(LDA,N), B(LDB,NRHS), WORK(LDWORK)

INTEGER ICOL, INFO, IPIVOT(N), IROW

C

EXTERNAL ZHECON, ZHETRF, ZHETRS

INTRINSIC ABS, CONJG, DBLE, MAX

C

C Initialize the array A to store the coefficient array A

C shown below. Initialize the array B to store the right

C hand side vector b shown below.

C

C 1 1-i 1-i 4+i

C A = 1+i 3 3-i b = 4+6i

C 1+i 3+i 5 4+7i

C

DATA A / (1.0D0,8D8), (8D8,8D8), (8D8,8D8),

$ (1.0D0,-1.0D0), (3.0D0,8D8), (8D8,8D8),

$ (1.0D0,-1.0D0), (3.0D0,-1.0D0), (5.0D0,8D8) /

DATA B / (4.0D0,1.0D0), (4.0D0,6.0D0), (4.0D0,7.0D0) /

C

C Print the initial value of the arrays.

C

PRINT 1000

DO 100, IROW = 1, N

PRINT 1010, (CONJG(A(ICOL,IROW)), ICOL = 1, IROW - 1),

$ CMPLX(A(IROW,IROW), ZERO),

$ (A(IROW,ICOL), ICOL = IROW + 1, N)

100 CONTINUE

PRINT 1020

DO 110, IROW = 1, N

PRINT 1010, (A(IROW,ICOL), ICOL = 1, N)

110 CONTINUE

PRINT 1030

DO 130, ICOL = 1, NRHS

DO 120, IROW = 1, N

PRINT 1010, B(IROW,ICOL)

120 CONTINUE

130 CONTINUE

C

C Compute the 1-norm of A. This will be used by ZHECON to

C estimate the condition number of A.

C

ANORM = 0.0D0

DO 160, IROW = 1, N

ANORM1 = 0.0D0

DO 140, ICOL = 1, IROW - 1

ANORM1 = ANORM1 + ABS(A(ICOL,IROW))

140 CONTINUE

ANORM1 = ANORM1 + ABS(DBLE(A(IROW,IROW)))

DO 150, ICOL = IROW + 1, N

ANORM1 = ANORM1 + ABS(A(IROW,ICOL))

150 CONTINUE

IF (ANORM .LT. ANORM1) THEN

ANORM = ANORM1

END IF

160 CONTINUE

C

C Factor the matrix.

C

CALL ZHETRF ('UPPER TRIANGLE OF A STORED', N, A, LDA,

$ IPIVOT, WORK, LDWORK, INFO)

IF (INFO .LT. 0) THEN

PRINT 1040, ABS(INFO)

STOP 1

ELSE IF (INFO .GT. 0) THEN

PRINT 1050

STOP 2

END IF

C

C Estimate the condition number. Print a warning if it is

C unreasonably high.

C

CALL ZHECON ('UPPER TRIANGULAR FACTOR OF A', N, A, LDA,

$ IPIVOT, ANORM, RCOND, WORK, INFO)

IF (INFO .LT. 0) THEN

PRINT 1060, ABS(INFO)

STOP 3

END IF

PRINT 1070, RCOND

IF ((1.0D0 + RCOND) .EQ. 1.0D0) THEN

PRINT 1080

END IF

C

C Compute and print the solution.

C

CALL ZHETRS ('UPPER TRIANGULAR FACTOR OF A', N, NRHS, A,

$ LDA, IPIVOT, B, LDB, INFO)

IF (INFO .LT. 0) THEN

PRINT 1090, ABS(INFO)

STOP 4

END IF

PRINT 1100

DO 210, ICOL = 1, NRHS

DO 200, IROW = 1, N

PRINT 1010, B(IROW,ICOL)

200 CONTINUE

210 CONTINUE

C

1000 FORMAT (1X, 'A in full form:')

1010 FORMAT (1X, 10(: 2X, '(', F4.1, ',', F4.1, ')'))

1020 FORMAT (/1X, 'A in Hermitian form: (* in unused entries)')

1030 FORMAT (/1X, 'b:')

1040 FORMAT (1X, 'Illegal argument to ZHETRF, argument #', I2)

1050 FORMAT (1X, 'A is singular to working precision.')

1060 FORMAT (1X, 'Illegal argument to ZHECON, argument #', I2)

1070 FORMAT (/1X,

$ 'Estimated reciprocal condition number of A: ',

$ F5.3)

1080 FORMAT (1X, 'A may be singular to working precision.')

1090 FORMAT (1X, 'Illegal argument to ZHETRS, argument #', I2)

1100 FORMAT (/1X, 'x:')

C

END

Sample Output

A in full form:
( 1.0, 0.0) ( 1.0,-1.0) ( 1.0,-1.0)
( 1.0, 1.0) ( 3.0, 0.0) ( 3.0,-1.0)
( 1.0, 1.0) ( 3.0, 1.0) ( 5.0, 0.0)
A in Hermitian form: (* in unused entries)
( 1.0,****) ( 1.0,-1.0) ( 1.0,-1.0)
(****,****) ( 3.0,****) ( 3.0,-1.0)
(****,****) (****,****) ( 5.0,****)
b:
( 4.0, 1.0)
( 4.0, 6.0)
( 4.0, 7.0)
Estimated reciprocal condition number of A: 0.011
x:
( 1.0, 0.0)
( 0.0, 2.0)
( 1.0, 0.0)