Adding a diagonal matrix to the sytrf (Bunch-Kaufman factorization) function output

Kelly__David — Sat, 27 Apr 2019 18:44:05 GMT

I need to apply ?sytrf to a Matrix (A) then add a diagonal Matrix (λ I) to the output of the sytrf and after that use ?sytrs to solve a system of linear equations. However I can’t understand how output sytrf is written and what is the right way to add the diagonal matrix to get the Bunch-Kaufman factorization of the sum sytrf ( A + λ I) of the matrices. Adding the diagonal matrix before the using the function sytrf is not possible in the algorithm that we are using.

sytrf ( A + λ I) = sytrf ( A ) + C

Can't find the right way to add C to the sytrf ( A ).

I would be very grateful if someone can help me with this.

Thank you again,

David

topic Adding a diagonal matrix to the sytrf (Bunch-Kaufman factorization) function output in Intel® oneAPI Math Kernel Library

Adding a diagonal matrix to the sytrf (Bunch-Kaufman factorization) function output