cp_fm_cholesky Module Reference

various cholesky decomposition related routines More...

Functions/Subroutines
subroutine, public	cp_fm_cholesky_decompose (matrix, n, info_out)
	used to replace a symmetric positive def. matrix M with its cholesky decomposition U: M = U^T * U, with U upper triangular
subroutine, public	cp_fm_cholesky_invert (matrix, n, info_out)
	used to replace the cholesky decomposition by the inverse
subroutine, public	cp_fm_cholesky_reduce (matrix, matrixb, itype)
	reduce a matrix pencil A,B to normal form B has to be cholesky decomposed with cp_fm_cholesky_decompose before calling this routine A,B -> inv(U^T)*A*inv(U),1 (AX=BX -> inv(U^T)*A*inv(U)*U*X=U*X hence evecs U*X)
subroutine, public	cp_fm_cholesky_restore (matrix, neig, matrixb, matrixout, op, pos, transa)
	...

Detailed Description

various cholesky decomposition related routines

History

09.2002 created [fawzi]

Author

Fawzi Mohamed

Function/Subroutine Documentation

cp_fm_cholesky_decompose()

subroutine, public cp_fm_cholesky::cp_fm_cholesky_decompose	(	type(cp_fm_type), intent(in)	matrix,
		integer, intent(in), optional	n,
		integer, intent(out), optional	info_out
	)

used to replace a symmetric positive def. matrix M with its cholesky decomposition U: M = U^T * U, with U upper triangular

Parameters

matrix	the matrix to replace with its cholesky decomposition
n	the number of row (and columns) of the matrix & (defaults to the min(size(matrix)))
info_out	...

History

05.2002 created [JVdV] 12.2002 updated, added n optional parm [fawzi]

Author

Joost

Definition at line 49 of file cp_fm_cholesky.F.

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cp_fm_cholesky_invert()

subroutine, public cp_fm_cholesky::cp_fm_cholesky_invert	(	type(cp_fm_type), intent(in)	matrix,
		integer, intent(in), optional	n,
		integer, intent(out), optional	info_out
	)

used to replace the cholesky decomposition by the inverse

Parameters

matrix	the matrix to invert (must be an upper triangular matrix)
n	size of the matrix to invert (defaults to the min(size(matrix)))
info_out	...

History

05.2002 created [JVdV]

Author

Joost VandeVondele

Definition at line 121 of file cp_fm_cholesky.F.

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cp_fm_cholesky_reduce()

subroutine, public cp_fm_cholesky::cp_fm_cholesky_reduce	(	type(cp_fm_type), intent(in)	matrix,
		type(cp_fm_type), intent(in)	matrixb,
		integer, optional	itype
	)

reduce a matrix pencil A,B to normal form B has to be cholesky decomposed with cp_fm_cholesky_decompose before calling this routine A,B -> inv(U^T)*A*inv(U),1 (AX=BX -> inv(U^T)*A*inv(U)*U*X=U*X hence evecs U*X)

Parameters

matrix	the symmetric matrix A
matrixb	the cholesky decomposition of matrix B
itype	...

History

05.2002 created [JVdV]

Author

Joost VandeVondele

Definition at line 191 of file cp_fm_cholesky.F.

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cp_fm_cholesky_restore()

subroutine, public cp_fm_cholesky::cp_fm_cholesky_restore	(	type(cp_fm_type), intent(in)	matrix,
		integer, intent(in)	neig,
		type(cp_fm_type), intent(in)	matrixb,
		type(cp_fm_type), intent(in)	matrixout,
		character(len=*), intent(in)	op,
		character(len=*), intent(in), optional	pos,
		character(len=*), intent(in), optional	transa
	)

...

Parameters

matrix	...
neig	...
matrixb	...
matrixout	...
op	...
pos	...
transa	...

Definition at line 253 of file cp_fm_cholesky.F.

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