NAME
zhico - compute the UDU factorization and condition number
of a Hermitian matrix A. If the condition number is not
needed then xHIFA is slightly faster. It is typical to fol-
low a call to xHICO with a call to xHISL to solve Ax = b or
to xHIDI to compute the determinant, inverse, and inertia of
A.
SYNOPSIS
SUBROUTINE ZHICO (ZA, LDA, N, IPIVOT, DRCOND, ZWORK)
SUBROUTINE CHICO (CA, LDA, N, IPIVOT, SRCOND, CWORK)
#include <sunperf.h>
void zhico(doublecomplex *za, int lda, int n, int *ipivit,
double *rcond) ;
void chico(complex *ca, int lda, int n, int *ipivit, float
*rcond) ;
ARGUMENTS
xA On entry, the upper triangle of the matrix A. On
exit, a UDU factorization of the matrix A. The
strict lower triangle of A is not referenced.
LDA Leading dimension of the array A as specified in a
dimension or type statement. LDA >= max(1,N).
N Order of the matrix A. N >= 0.
IPIVOT On exit, a vector of pivot indices.
xRCOND On exit, an estimate of the reciprocal condition
number of A. 0.0 >= RCOND >= 1.0. As the value
of RCOND gets smaller, operations with A such as
solving Ax = b may become less stable. If RCOND
satisfies RCOND + 1.0 = 1.0 then A may be singular
to working precision.
xWORK Scratch array with a dimension of N.
SAMPLE PROGRAM
PROGRAM TEST
IMPLICIT NONE
C
INTEGER LDA, N
PARAMETER (N = 3)
PARAMETER (LDA = 3)
C
REAL RCOND
COMPLEX A(LDA,N), B(N), WORK(N)
INTEGER ICOL, IPIVOT(N), IROW
C
EXTERNAL CHICO, CHISL
INTRINSIC CONJG
C
C Initialize the array A to store the matrix A shown below.
C Initialize the array B to store the vector b shown below.
C
C 1 1+2i 1+2i 95-180i
C A = 1+2i 6 -2+6i b = 545-118i
C 1+2i -2+6i 11 865+ 62i
C
DATA A / (1.0,0.0), (8E8,8E8), (8E8,8E8),
$ (1.0,-2.0), (6.0,0.0), (8E8,8E8),
$ (1.0,-2.0), (6.0,-2.0), (11.0,0.0) /
DATA B / (95.0,-180.0), (545.0,-118.0), (865.0,62.0) /
C
PRINT 1000
DO 100, IROW = 1, N
PRINT 1010, (CONJG(A(ICOL,IROW)), ICOL = 1, IROW),
$ (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
PRINT 1040, B
CALL CHICO (A, LDA, N, IPIVOT, RCOND, WORK)
PRINT 1050, RCOND
IF ((RCOND + 1.0) .EQ. 1.0) THEN
PRINT 1060
END IF
CALL CHISL (A, LDA, N, IPIVOT, B)
PRINT 1070
PRINT 1040, B
C
1000 FORMAT (1X, 'A in full form:')
1010 FORMAT (4(: 3X, '(', F4.1, ',', F4.1, ')'))
1020 FORMAT (/1X, 'A in Hermitian form: (* in unused elements)')
1030 FORMAT (/1X, 'b:')
1040 FORMAT (3X, '(', F6.1, ',', F6.1, ')')
1050 FORMAT (/1X, 'Reciprocal condition number of A:', F6.3)
1060 FORMAT (1X, 'A may be singular to working precision.')
1070 FORMAT (/1X, 'A**(-1) * b:')
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)
A in Hermitian form: (* in unused elements)
( 1.0, 0.0) ( 1.0,-2.0) ( 1.0,-2.0)
(****,****) ( 6.0, 0.0) ( 6.0,-2.0)
(****,****) (****,****) (11.0, 0.0)
b:
( 95.0,-180.0)
( 545.0,-118.0)
( 865.0, 62.0)
Reciprocal condition number of A: 0.001
A**(-1) * b:
( 5.0, 0.0)
( 26.0, 0.0)
( 64.0, 0.0)
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