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Determinant, Inertia, and Inverse of a UDU-Factored Hermitian Matrix in Packed Storage

The subroutines described in this section compute the determinant, inertia, and inverse of a Hermitian matrix A in packed storage, which has been UDU-factored by xHPCO or xHPFA.

Calling Sequence

CALL ZHPDI 
(ZA, N, IPIVOT, DDET, INERT, ZWORK, JOB)
CALL CHPDI 
(CA, N, IPIVOT, SDET, INERT, CWORK, JOB)






void zhpdi 
(doublecomplex *za, int n, int *ipivot, double *ddet, 
int *inert, int job)
void chpdi 
(complex *ca, int n, int *ipivot, float *sdet, int 
*inert, int job)

Arguments

xA

On entry, the UDU factorization of the matrix, as computed by xHPCO or xHPFA.
On exit, if the c digit of JOB ¼ 0, then A contains the upper triangle of the inverse of the original matrix A; otherwise unchanged.

N

Order of the original matrix A. N 0.

IPIVOT

Pivot vector as computed by xHPCO or xHPFA.

xDET

On exit, if the b digit of JOB 0, then DET contains the determinant of the matrix A. The determinant is stored as b × 10expon where b is stored in DET(1) and expon is stored in DET(2).

1.0 |DET(1)| < 10.0 or DET(1) = 0.0. If the b digit of JOB = 0, DET is not referenced.

INERT

On exit, if the a digit of JOB 0, then INERT contains an integer triplet where

INERT(1) = number of positive eigenvalues

INERT(2) = number of negative eigenvalues

INERT(3) = number of zero eigenvalues

If the a digit of JOB = 0 then INERT is not referenced.

xWORK

Scratch array with a dimension of N.

JOB

Integer in the form abc; determines operation subroutine will perform:

a 0

Compute the inertia.

b 0

Compute the determinant.

c 0

Compute the inverse.

Sample Program

 
      PROGRAM TEST
      IMPLICIT NONE
C
      INTEGER    IDODET, IDOINR, IDOINV, LENGTA, N
      PARAMETER (IDODET = 10)
      PARAMETER (IDOINR = 100)
      PARAMETER (IDOINV = 1)
      PARAMETER (N = 3)
      PARAMETER (LENGTA = (N * N + N) / 2)
C
      REAL       DET(2), RCOND
      COMPLEX    A(LENGTA), WORK(N)
      INTEGER    INERT(3), IPIVOT(N), JOB
C
      EXTERNAL   CHPCO, CHPDI
C
C     Initialize the array A to store the matrix A shown below.
C
C          1    1+2i  1+2i
C     A = 1+2i   6   -2+6i
C         1+2i -2+6i   11
C
      DATA A / (1.0,0.0), (1.0,-2.0), (6.0,0.0),
     $         (1.0,-2.0), (6.0,-2.0), (11.0,0.0) /
C
      PRINT 1000
      PRINT 1010, A(1), A(2), A(4)
      PRINT 1010, CONJG(A(2)), A(3), A(5)
      PRINT 1010, CONJG(A(4)), CONJG(A(5)), A(6)
      CALL CHPCO (A, N, IPIVOT, RCOND, WORK)
      PRINT 1020, RCOND
      IF ((RCOND + 1.0) .EQ. 1.0) THEN
        PRINT 1030
      END IF
      JOB = IDOINR + IDODET + IDOINV
      CALL CHPDI (A, N, IPIVOT, DET, INERT, WORK, JOB)
      PRINT 1040, DET(1) * (10.0D0 ** DET(2))
      PRINT 1050, INERT
      PRINT 1060
      PRINT 1010, A(1), A(2), A(4)
      PRINT 1010, CONJG(A(2)), A(3), A(5)
      PRINT 1010, CONJG(A(4)), CONJG(A(5)), A(6)
C
 1000 FORMAT (1X, 'A in full form:')
 1010 FORMAT (4(: 3X, '(', F5.1, ',', F5.1, ')'))
 1020 FORMAT (/1X, 'Reciprocal condition number of A:', F6.3)
 1030 FORMAT (1X, 'A may be singular to working precision.')
 1040 FORMAT (/1X, 'Determinant of A: ', F6.3)
 1050 FORMAT (1X, 'Inertia of A: <', I1, ',', I1, ',', I1, '>')
 1060 FORMAT (/1X, 'A**(-1):')
C
      END
 

Sample Output

 
 A in full form:
   (  1.0,  0.0)   (  1.0, -2.0)   (  1.0, -2.0)
   (  1.0,  2.0)   (  6.0,  0.0)   (  6.0, -2.0)
   (  1.0,  2.0)   (  6.0,  2.0)   ( 11.0,  0.0)



 Reciprocal condition number of A: 0.001



 Determinant of A:  1.000
 Inertia of A: <3,0,0>



 A**(-1):
   ( 26.0,  0.0)   ( -1.0, 12.0)   ( -4.0, -2.0)
   ( -1.0,-12.0)   (  6.0,  0.0)   ( -1.0,  2.0)
   ( -4.0,  2.0)   ( -1.0, -2.0)   (  1.0,  0.0)






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