diff options
author | igor175 <igor175@8a072113-8704-0410-8d35-dd094bca7971> | 2012-11-10 02:33:57 +0000 |
---|---|---|
committer | igor175 <igor175@8a072113-8704-0410-8d35-dd094bca7971> | 2012-11-10 02:33:57 +0000 |
commit | aad0dfbf803be14e8d38c16ea47c696d767cd618 (patch) | |
tree | bee9a5b684cd3053fa8313ceb41fac74b8d7215c /SRC | |
parent | 0ba273bce8a653c888148e40bb336a07e133a8e5 (diff) |
added clahef_rook.f and zlahef_rook.f
Diffstat (limited to 'SRC')
-rw-r--r-- | SRC/CMakeLists.txt | 20 | ||||
-rw-r--r-- | SRC/Makefile | 20 | ||||
-rw-r--r-- | SRC/clahef_rook.f | 1125 | ||||
-rw-r--r-- | SRC/zlahef_rook.f | 1125 |
4 files changed, 2270 insertions, 20 deletions
diff --git a/SRC/CMakeLists.txt b/SRC/CMakeLists.txt index e0935de2..0c9bd5fc 100644 --- a/SRC/CMakeLists.txt +++ b/SRC/CMakeLists.txt @@ -113,7 +113,7 @@ set(SLASRC slaqtr.f slar1v.f slar2v.f ilaslr.f ilaslc.f slarf.f slarfb.f slarfg.f slarfgp.f slarft.f slarfx.f slargv.f slarrv.f slartv.f - slarz.f slarzb.f slarzt.f slaswp.f slasy2.f slasyf.f + slarz.f slarzb.f slarzt.f slaswp.f slasy2.f slasyf.f slasyf_rook.f slatbs.f slatdf.f slatps.f slatrd.f slatrs.f slatrz.f slatzm.f slauu2.f slauum.f sopgtr.f sopmtr.f sorg2l.f sorg2r.f sorgbr.f sorghr.f sorgl2.f sorglq.f sorgql.f sorgqr.f sorgr2.f @@ -134,7 +134,7 @@ set(SLASRC ssygst.f ssygv.f ssygvd.f ssygvx.f ssyrfs.f ssysv.f ssysvx.f ssytd2.f ssytf2.f ssytrd.f ssytrf.f ssytri.f ssytri2.f ssytri2x.f ssyswapr.f ssytrs.f ssytrs2.f ssyconv.f - ssytf2_rook.f slasyf_rook.f ssytrf_rook.f ssytrs_rook.f + ssytf2_rook.f ssytrf_rook.f ssytrs_rook.f ssytri_rook.f ssycon_rook.f ssysv_rook.f stbcon.f stbrfs.f stbtrs.f stgevc.f stgex2.f stgexc.f stgsen.f @@ -187,7 +187,7 @@ set(CLASRC clacgv.f clacon.f clacn2.f clacp2.f clacpy.f clacrm.f clacrt.f cladiv.f claed0.f claed7.f claed8.f claein.f claesy.f claev2.f clags2.f clagtm.f - clahef.f clahqr.f + clahef.f clahef_rook.f clahqr.f clahrd.f clahr2.f claic1.f clals0.f clalsa.f clalsd.f clangb.f clange.f clangt.f clanhb.f clanhe.f clanhp.f clanhs.f clanht.f clansb.f clansp.f clansy.f clantb.f @@ -198,7 +198,7 @@ set(CLASRC clarf.f clarfb.f clarfg.f clarfgp.f clarft.f clarfx.f clargv.f clarnv.f clarrv.f clartg.f clartv.f clarz.f clarzb.f clarzt.f clascl.f claset.f clasr.f classq.f - claswp.f clasyf.f clatbs.f clatdf.f clatps.f clatrd.f clatrs.f clatrz.f + claswp.f clasyf.f clasyf_rook.f clatbs.f clatdf.f clatps.f clatrd.f clatrs.f clatrz.f clatzm.f clauu2.f clauum.f cpbcon.f cpbequ.f cpbrfs.f cpbstf.f cpbsv.f cpbsvx.f cpbtf2.f cpbtrf.f cpbtrs.f cpocon.f cpoequ.f cporfs.f cposv.f cposvx.f cpotf2.f cpotrf.f cpotri.f cpotrs.f cpstrf.f cpstf2.f @@ -210,7 +210,7 @@ set(CLASRC csyr.f csyrfs.f csysv.f csysvx.f csytf2.f csytrf.f csytri.f csytri2.f csytri2x.f csyswapr.f csytrs.f csytrs2.f csyconv.f - csytf2_rook.f clasyf_rook.f csytrf_rook.f csytrs_rook.f + csytf2_rook.f csytrf_rook.f csytrs_rook.f csytri_rook.f csycon_rook.f csysv_rook.f ctbcon.f ctbrfs.f ctbtrs.f ctgevc.f ctgex2.f ctgexc.f ctgsen.f ctgsja.f ctgsna.f ctgsy2.f ctgsyl.f ctpcon.f @@ -267,7 +267,7 @@ set(DLASRC dlaqtr.f dlar1v.f dlar2v.f iladlr.f iladlc.f dlarf.f dlarfb.f dlarfg.f dlarfgp.f dlarft.f dlarfx.f dlargv.f dlarrv.f dlartv.f - dlarz.f dlarzb.f dlarzt.f dlaswp.f dlasy2.f dlasyf.f + dlarz.f dlarzb.f dlarzt.f dlaswp.f dlasy2.f dlasyf.f dlasyf_rook.f dlatbs.f dlatdf.f dlatps.f dlatrd.f dlatrs.f dlatrz.f dlatzm.f dlauu2.f dlauum.f dopgtr.f dopmtr.f dorg2l.f dorg2r.f dorgbr.f dorghr.f dorgl2.f dorglq.f dorgql.f dorgqr.f dorgr2.f @@ -289,7 +289,7 @@ set(DLASRC dsysv.f dsysvx.f dsytd2.f dsytf2.f dsytrd.f dsytrf.f dsytri.f dsytrs.f dsytrs2.f dsytri2.f dsytri2x.f dsyswapr.f dsyconv.f - dsytf2_rook.f dlasyf_rook.f dsytrf_rook.f dsytrs_rook.f + dsytf2_rook.f dsytrf_rook.f dsytrs_rook.f dsytri_rook.f dsycon_rook.f dsysv_rook.f dtbcon.f dtbrfs.f dtbtrs.f dtgevc.f dtgex2.f dtgexc.f dtgsen.f @@ -340,7 +340,7 @@ set(ZLASRC zlacgv.f zlacon.f zlacn2.f zlacp2.f zlacpy.f zlacrm.f zlacrt.f zladiv.f zlaed0.f zlaed7.f zlaed8.f zlaein.f zlaesy.f zlaev2.f zlags2.f zlagtm.f - zlahef.f zlahqr.f + zlahef.f zlahef_rook.f zlahqr.f zlahrd.f zlahr2.f zlaic1.f zlals0.f zlalsa.f zlalsd.f zlangb.f zlange.f zlangt.f zlanhb.f zlanhe.f @@ -353,7 +353,7 @@ set(ZLASRC zlarfg.f zlarfgp.f zlarft.f zlarfx.f zlargv.f zlarnv.f zlarrv.f zlartg.f zlartv.f zlarz.f zlarzb.f zlarzt.f zlascl.f zlaset.f zlasr.f - zlassq.f zlaswp.f zlasyf.f + zlassq.f zlaswp.f zlasyf.f zlasyf_rook.f zlatbs.f zlatdf.f zlatps.f zlatrd.f zlatrs.f zlatrz.f zlatzm.f zlauu2.f zlauum.f zpbcon.f zpbequ.f zpbrfs.f zpbstf.f zpbsv.f zpbsvx.f zpbtf2.f zpbtrf.f zpbtrs.f zpocon.f zpoequ.f zporfs.f @@ -366,7 +366,7 @@ set(ZLASRC zsyr.f zsyrfs.f zsysv.f zsysvx.f zsytf2.f zsytrf.f zsytri.f zsytri2.f zsytri2x.f zsyswapr.f zsytrs.f zsytrs2.f zsyconv.f - zsytf2_rook.f zlasyf_rook.f zsytrf_rook.f zsytrs_rook.f + zsytf2_rook.f zsytrf_rook.f zsytrs_rook.f zsytri_rook.f zsycon_rook.f zsysv_rook.f ztbcon.f ztbrfs.f ztbtrs.f ztgevc.f ztgex2.f ztgexc.f ztgsen.f ztgsja.f ztgsna.f ztgsy2.f ztgsyl.f ztpcon.f diff --git a/SRC/Makefile b/SRC/Makefile index 0679f3de..e5729cdd 100644 --- a/SRC/Makefile +++ b/SRC/Makefile @@ -118,7 +118,7 @@ SLASRC = \ slaqtr.o slar1v.o slar2v.o ilaslr.o ilaslc.o \ slarf.o slarfb.o slarfg.o slarfgp.o slarft.o slarfx.o slargv.o \ slarrv.o slartv.o \ - slarz.o slarzb.o slarzt.o slaswp.o slasy2.o slasyf.o \ + slarz.o slarzb.o slarzt.o slaswp.o slasy2.o slasyf.o slasyf_rook.o \ slatbs.o slatdf.o slatps.o slatrd.o slatrs.o slatrz.o slatzm.o \ slauu2.o slauum.o sopgtr.o sopmtr.o sorg2l.o sorg2r.o \ sorgbr.o sorghr.o sorgl2.o sorglq.o sorgql.o sorgqr.o sorgr2.o \ @@ -140,7 +140,7 @@ SLASRC = \ ssygst.o ssygv.o ssygvd.o ssygvx.o ssyrfs.o ssysv.o ssysvx.o \ ssytd2.o ssytf2.o ssytrd.o ssytrf.o ssytri.o ssytri2.o ssytri2x.o \ ssyswapr.o ssytrs.o ssytrs2.o ssyconv.o \ - ssytf2_rook.o slasyf_rook.o ssytrf_rook.o ssytrs_rook.o \ + ssytf2_rook.o ssytrf_rook.o ssytrs_rook.o \ ssytri_rook.o ssycon_rook.o ssysv_rook.o \ stbcon.o \ stbrfs.o stbtrs.o stgevc.o stgex2.o stgexc.o stgsen.o \ @@ -194,7 +194,7 @@ CLASRC = \ clacgv.o clacon.o clacn2.o clacp2.o clacpy.o clacrm.o clacrt.o cladiv.o \ claed0.o claed7.o claed8.o \ claein.o claesy.o claev2.o clags2.o clagtm.o \ - clahef.o clahqr.o \ + clahef.o clahef_rook.o clahqr.o \ clahrd.o clahr2.o claic1.o clals0.o clalsa.o clalsd.o clangb.o clange.o clangt.o \ clanhb.o clanhe.o \ clanhp.o clanhs.o clanht.o clansb.o clansp.o clansy.o clantb.o \ @@ -205,7 +205,7 @@ CLASRC = \ clarf.o clarfb.o clarfg.o clarft.o clarfgp.o \ clarfx.o clargv.o clarnv.o clarrv.o clartg.o clartv.o \ clarz.o clarzb.o clarzt.o clascl.o claset.o clasr.o classq.o \ - claswp.o clasyf.o clatbs.o clatdf.o clatps.o clatrd.o clatrs.o clatrz.o \ + claswp.o clasyf.o clasyf_rook.o clatbs.o clatdf.o clatps.o clatrd.o clatrs.o clatrz.o \ clatzm.o clauu2.o clauum.o cpbcon.o cpbequ.o cpbrfs.o cpbstf.o cpbsv.o \ cpbsvx.o cpbtf2.o cpbtrf.o cpbtrs.o cpocon.o cpoequ.o cporfs.o \ cposv.o cposvx.o cpotf2.o cpotri.o cpstrf.o cpstf2.o \ @@ -217,7 +217,7 @@ CLASRC = \ csycon.o csymv.o \ csyr.o csyrfs.o csysv.o csysvx.o csytf2.o csytrf.o csytri.o csytri2.o csytri2x.o \ csyswapr.o csytrs.o csytrs2.o csyconv.o \ - csytf2_rook.o clasyf_rook.o csytrf_rook.o csytrs_rook.o \ + csytf2_rook.o csytrf_rook.o csytrs_rook.o \ csytri_rook.o csycon_rook.o csysv_rook.o \ ctbcon.o ctbrfs.o ctbtrs.o ctgevc.o ctgex2.o \ ctgexc.o ctgsen.o ctgsja.o ctgsna.o ctgsy2.o ctgsyl.o ctpcon.o \ @@ -276,7 +276,7 @@ DLASRC = \ dlaqtr.o dlar1v.o dlar2v.o iladlr.o iladlc.o \ dlarf.o dlarfb.o dlarfg.o dlarfgp.o dlarft.o dlarfx.o \ dlargv.o dlarrv.o dlartv.o \ - dlarz.o dlarzb.o dlarzt.o dlaswp.o dlasy2.o dlasyf.o \ + dlarz.o dlarzb.o dlarzt.o dlaswp.o dlasy2.o dlasyf.o dlasyf_rook.o \ dlatbs.o dlatdf.o dlatps.o dlatrd.o dlatrs.o dlatrz.o dlatzm.o dlauu2.o \ dlauum.o dopgtr.o dopmtr.o dorg2l.o dorg2r.o \ dorgbr.o dorghr.o dorgl2.o dorglq.o dorgql.o dorgqr.o dorgr2.o \ @@ -299,7 +299,7 @@ DLASRC = \ dsysv.o dsysvx.o \ dsytd2.o dsytf2.o dsytrd.o dsytrf.o dsytri.o dsytri2.o dsytri2x.o \ dsyswapr.o dsytrs.o dsytrs2.o dsyconv.o \ - dsytf2_rook.o dlasyf_rook.o dsytrf_rook.o dsytrs_rook.o \ + dsytf2_rook.o dsytrf_rook.o dsytrs_rook.o \ dsytri_rook.o dsycon_rook.o dsysv_rook.o \ dtbcon.o dtbrfs.o dtbtrs.o dtgevc.o dtgex2.o dtgexc.o dtgsen.o \ dtgsja.o dtgsna.o dtgsy2.o dtgsyl.o dtpcon.o dtprfs.o dtptri.o \ @@ -351,7 +351,7 @@ ZLASRC = \ zlacgv.o zlacon.o zlacn2.o zlacp2.o zlacpy.o zlacrm.o zlacrt.o zladiv.o \ zlaed0.o zlaed7.o zlaed8.o \ zlaein.o zlaesy.o zlaev2.o zlags2.o zlagtm.o \ - zlahef.o zlahqr.o \ + zlahef.o zlahef_rook.o zlahqr.o \ zlahrd.o zlahr2.o zlaic1.o zlals0.o zlalsa.o zlalsd.o zlangb.o zlange.o \ zlangt.o zlanhb.o \ zlanhe.o \ @@ -364,7 +364,7 @@ ZLASRC = \ zlarfg.o zlarft.o zlarfgp.o \ zlarfx.o zlargv.o zlarnv.o zlarrv.o zlartg.o zlartv.o \ zlarz.o zlarzb.o zlarzt.o zlascl.o zlaset.o zlasr.o \ - zlassq.o zlaswp.o zlasyf.o \ + zlassq.o zlaswp.o zlasyf.o zlasyf_rook.o \ zlatbs.o zlatdf.o zlatps.o zlatrd.o zlatrs.o zlatrz.o zlatzm.o zlauu2.o \ zlauum.o zpbcon.o zpbequ.o zpbrfs.o zpbstf.o zpbsv.o \ zpbsvx.o zpbtf2.o zpbtrf.o zpbtrs.o zpocon.o zpoequ.o zporfs.o \ @@ -377,7 +377,7 @@ ZLASRC = \ zsycon.o zsymv.o \ zsyr.o zsyrfs.o zsysv.o zsysvx.o zsytf2.o zsytrf.o zsytri.o zsytri2.o zsytri2x.o \ zsyswapr.o zsytrs.o zsytrs2.o zsyconv.o \ - zsytf2_rook.o zlasyf_rook.o zsytrf_rook.o zsytrs_rook.o \ + zsytf2_rook.o zsytrf_rook.o zsytrs_rook.o \ zsytri_rook.o zsycon_rook.o zsysv_rook.o \ ztbcon.o ztbrfs.o ztbtrs.o ztgevc.o ztgex2.o \ ztgexc.o ztgsen.o ztgsja.o ztgsna.o ztgsy2.o ztgsyl.o ztpcon.o \ diff --git a/SRC/clahef_rook.f b/SRC/clahef_rook.f new file mode 100644 index 00000000..820b56f4 --- /dev/null +++ b/SRC/clahef_rook.f @@ -0,0 +1,1125 @@ +* \brief \b CLAHEF_ROOK computes a partial factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman ("rook") diagonal pivoting method. +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download CLAHEF_ROOK + dependencies +*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/clahef_rook.f"> +*> [TGZ]</a> +*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/clahef_rook.f"> +*> [ZIP]</a> +*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/clahef_rook.f"> +*> [TXT]</a> +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE CLAHEF_ROOK( UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO ) +* +* .. Scalar Arguments .. +* CHARACTER UPLO +* INTEGER INFO, KB, LDA, LDW, N, NB +* .. +* .. Array Arguments .. +* INTEGER IPIV( * ) +* COMPLEX A( LDA, * ), W( LDW, * ) +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> CLAHEF_ROOK computes a partial factorization of a complex Hermitian +*> matrix A using the bounded Bunch-Kaufman ("rook") diagonal pivoting +*> method. The partial factorization has the form: +*> +*> A = ( I U12 ) ( A11 0 ) ( I 0 ) if UPLO = 'U', or: +*> ( 0 U22 ) ( 0 D ) ( U12**H U22**H ) +*> +*> A = ( L11 0 ) ( D 0 ) ( L11**H L21**H ) if UPLO = 'L' +*> ( L21 I ) ( 0 A22 ) ( 0 I ) +*> +*> where the order of D is at most NB. The actual order is returned in +*> the argument KB, and is either NB or NB-1, or N if N <= NB. +*> Note that U**H denotes the conjugate transpose of U. +*> +*> CLAHEF_ROOK is an auxiliary routine called by CHETRF_ROOK. It uses +*> blocked code (calling Level 3 BLAS) to update the submatrix +*> A11 (if UPLO = 'U') or A22 (if UPLO = 'L'). +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] UPLO +*> \verbatim +*> UPLO is CHARACTER*1 +*> Specifies whether the upper or lower triangular part of the +*> Hermitian matrix A is stored: +*> = 'U': Upper triangular +*> = 'L': Lower triangular +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The order of the matrix A. N >= 0. +*> \endverbatim +*> +*> \param[in] NB +*> \verbatim +*> NB is INTEGER +*> The maximum number of columns of the matrix A that should be +*> factored. NB should be at least 2 to allow for 2-by-2 pivot +*> blocks. +*> \endverbatim +*> +*> \param[out] KB +*> \verbatim +*> KB is INTEGER +*> The number of columns of A that were actually factored. +*> KB is either NB-1 or NB, or N if N <= NB. +*> \endverbatim +*> +*> \param[in,out] A +*> \verbatim +*> A is COMPLEX array, dimension (LDA,N) +*> On entry, the Hermitian matrix A. If UPLO = 'U', the leading +*> n-by-n upper triangular part of A contains the upper +*> triangular part of the matrix A, and the strictly lower +*> triangular part of A is not referenced. If UPLO = 'L', the +*> leading n-by-n lower triangular part of A contains the lower +*> triangular part of the matrix A, and the strictly upper +*> triangular part of A is not referenced. +*> On exit, A contains details of the partial factorization. +*> \endverbatim +*> +*> \param[in] LDA +*> \verbatim +*> LDA is INTEGER +*> The leading dimension of the array A. LDA >= max(1,N). +*> \endverbatim +*> +*> \param[out] IPIV +*> \verbatim +*> IPIV is INTEGER array, dimension (N) +*> Details of the interchanges and the block structure of D. +*> +*> If UPLO = 'U': +*> Only the last KB elements of IPIV are set. +*> +*> If IPIV(k) > 0, then rows and columns k and IPIV(k) were +*> interchanged and D(k,k) is a 1-by-1 diagonal block. +*> +*> If IPIV(k) < 0 and IPIV(k-1) < 0, then rows and +*> columns k and -IPIV(k) were interchanged and rows and +*> columns k-1 and -IPIV(k-1) were inerchaged, +*> D(k-1:k,k-1:k) is a 2-by-2 diagonal block. +*> +*> If UPLO = 'L': +*> Only the first KB elements of IPIV are set. +*> +*> If IPIV(k) > 0, then rows and columns k and IPIV(k) +*> were interchanged and D(k,k) is a 1-by-1 diagonal block. +*> +*> If IPIV(k) < 0 and IPIV(k+1) < 0, then rows and +*> columns k and -IPIV(k) were interchanged and rows and +*> columns k+1 and -IPIV(k+1) were inerchaged, +*> D(k:k+1,k:k+1) is a 2-by-2 diagonal block. +*> \endverbatim +*> +*> \param[out] W +*> \verbatim +*> W is COMPLEX array, dimension (LDW,NB) +*> \endverbatim +*> +*> \param[in] LDW +*> \verbatim +*> LDW is INTEGER +*> The leading dimension of the array W. LDW >= max(1,N). +*> \endverbatim +*> +*> \param[out] INFO +*> \verbatim +*> INFO is INTEGER +*> = 0: successful exit +*> > 0: if INFO = k, D(k,k) is exactly zero. The factorization +*> has been completed, but the block diagonal matrix D is +*> exactly singular. +*> \endverbatim +* +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \date November 2012 +* +*> \ingroup complexHEcomputational +* +*> \par Contributors: +* ================== +*> +*> \verbatim +*> +*> November 2012, Igor Kozachenko, +*> Computer Science Division, +*> University of California, Berkeley +*> +*> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, +*> School of Mathematics, +*> University of Manchester +*> +*> \endverbatim +* +* ===================================================================== + SUBROUTINE CLAHEF_ROOK( UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, + $ INFO ) +* +* -- LAPACK computational routine (version 3.4.2) -- +* -- LAPACK is a software package provided by Univ. of Tennessee, -- +* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- +* September 2012 +* +* .. Scalar Arguments .. + CHARACTER UPLO + INTEGER INFO, KB, LDA, LDW, N, NB +* .. +* .. Array Arguments .. + INTEGER IPIV( * ) + COMPLEX A( LDA, * ), W( LDW, * ) +* .. +* +* ===================================================================== +* +* .. Parameters .. + REAL ZERO, ONE + PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) + COMPLEX CONE + PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) ) + REAL EIGHT, SEVTEN + PARAMETER ( EIGHT = 8.0D+0, SEVTEN = 17.0D+0 ) +* .. +* .. Local Scalars .. + LOGICAL DONE + INTEGER IMAX, ITEMP, II, J, JB, JJ, JMAX, JP1, JP2, K, + $ KK, KKW, KP, KSTEP, KW, P + REAL ABSAKK, ALPHA, COLMAX, STEMP, R1, ROWMAX, T, + $ SFMIN + COMPLEX D11, D21, D22, Z +* .. +* .. External Functions .. + LOGICAL LSAME + INTEGER ICAMAX + REAL SLAMCH + EXTERNAL LSAME, ICAMAX, SLAMCH +* .. +* .. External Subroutines .. + EXTERNAL CCOPY, CSSCAL, CGEMM, CGEMV, CLACGV, CSWAP +* .. +* .. Intrinsic Functions .. + INTRINSIC ABS, CONJG, IMAG, MAX, MIN, REAL, SQRT +* .. +* .. Statement Functions .. + REAL CABS1 +* .. +* .. Statement Function definitions .. + CABS1( Z ) = ABS( REAL( Z ) ) + ABS( IMAG( Z ) ) +* .. +* .. Executable Statements .. +* + INFO = 0 +* +* Initialize ALPHA for use in choosing pivot block size. +* + ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT +* +* Compute machine safe minimum +* + SFMIN = SLAMCH( 'S' ) +* + IF( LSAME( UPLO, 'U' ) ) THEN +* +* Factorize the trailing columns of A using the upper triangle +* of A and working backwards, and compute the matrix W = U12*D +* for use in updating A11 +* +* K is the main loop index, decreasing from N in steps of 1 or 2 +* + K = N + 10 CONTINUE +* +* KW is the column of W which corresponds to column K of A +* + KW = NB + K - N +* +* Exit from loop +* + IF( ( K.LE.N-NB+1 .AND. NB.LT.N ) .OR. K.LT.1 ) + $ GO TO 30 +* + KSTEP = 1 + P = K +* +* Copy column K of A to column KW of W and update it +* + IF( K.GT.1 ) + $ CALL CCOPY( K-1, A( 1, K ), 1, W( 1, KW ), 1 ) + W( K, KW ) = REAL( A( K, K ) ) + IF( K.LT.N ) THEN + CALL CGEMV( 'No transpose', K, N-K, -CONE, A( 1, K+1 ), LDA, + $ W( K, KW+1 ), LDW, CONE, W( 1, KW ), 1 ) + W( K, KW ) = REAL( W( K, KW ) ) + END IF +* +* Determine rows and columns to be interchanged and whether +* a 1-by-1 or 2-by-2 pivot block will be used +* + ABSAKK = ABS( REAL( W( K, K ) ) ) +* +* IMAX is the row-index of the largest off-diagonal element in +* column K, and COLMAX is its absolute value +* + IF( K.GT.1 ) THEN + IMAX = ICAMAX( K-1, W( 1, KW ), 1 ) + COLMAX = CABS1( W( IMAX, KW ) ) + ELSE + COLMAX = ZERO + END IF +* + IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN +* +* Column K is zero: set INFO and continue +* + IF( INFO.EQ.0 ) + $ INFO = K + KP = K + IF( K.GT.1 ) + $ CALL CCOPY( K-1, W( 1, K ), 1, A( 1, KW ), 1 ) + A( K, K ) = REAL( A( K, K ) ) + ELSE +* +* ============================================================ +* +* Test for interchange +* +* Equivalent to testing for ABSAKK.GE.ALPHA*COLMAX +* (used to handle NaN and Inf) +* + IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN +* +* no interchange, use 1-by-1 pivot block +* + KP = K +* + ELSE +* + DONE = .FALSE. +* +* Loop until pivot found +* + 12 CONTINUE +* +* Begin pivot search loop body +* +* +* Copy column IMAX to column KW-1 of W and update it +* + IF( IMAX.GT.1 ) + $ CALL CCOPY( IMAX-1, A( 1, IMAX ), 1, W( 1, KW-1 ), + $ 1 ) + W( IMAX, KW-1 ) = REAL( A( IMAX, IMAX ) ) + CALL CCOPY( K-IMAX, A( IMAX, IMAX+1 ), LDA, + $ W( IMAX+1, KW-1 ), 1 ) + CALL CLACGV( K-IMAX, W( IMAX+1, KW-1 ), 1 ) + IF( K.LT.N ) THEN + CALL CGEMV( 'No transpose', K, N-K, -CONE, + $ A( 1, K+1 ), LDA, W( IMAX, KW+1 ), LDW, + $ CONE, W( 1, KW-1 ), 1 ) + W( IMAX, KW-1 ) = REAL( W( IMAX, KW-1 ) ) + END IF +* +* JMAX is the column-index of the largest off-diagonal +* element in row IMAX, and ROWMAX is its absolute value. +* Determine both ROWMAX and JMAX. +* + IF( IMAX.NE.K ) THEN + JMAX = IMAX + ICAMAX( K-IMAX, W( IMAX+1, KW-1 ), + $ 1 ) + ROWMAX = CABS1( W( JMAX, KW-1 ) ) + ELSE + ROWMAX = ZERO + END IF +* + IF( IMAX.GT.1 ) THEN + ITEMP = ICAMAX( IMAX-1, W( 1, KW-1 ), 1 ) + STEMP = CABS1( W( ITEMP, KW-1 ) ) + IF( STEMP.GT.ROWMAX ) THEN + ROWMAX = STEMP + JMAX = ITEMP + END IF + END IF +* +* Equivalent to testing for +* ABS( REAL( W( IMAX,KW-1 ) ) ).GE.ALPHA*ROWMAX +* (used to handle NaN and Inf) +* + IF( .NOT.( ABS( REAL( W( IMAX,KW-1 ) ) ) + $ .LT.ALPHA*ROWMAX ) ) THEN +* +* interchange rows and columns K and IMAX, +* use 1-by-1 pivot block +* + KP = IMAX +* +* copy column KW-1 of W to column KW of W +* + CALL CCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 ) +* + DONE = .TRUE. +* +* Equivalent to testing for ROWMAX.EQ.COLMAX, +* (used to handle NaN and Inf) +* + ELSE IF( ( P.EQ.JMAX ) .OR. ( ROWMAX.LE.COLMAX ) ) + $ THEN +* +* interchange rows and columns K-1 and IMAX, +* use 2-by-2 pivot block +* + KP = IMAX + KSTEP = 2 + DONE = .TRUE. + ELSE +* +* Pivot not found: set params and repeat +* + P = IMAX + COLMAX = ROWMAX + IMAX = JMAX +* +* Copy updated JMAXth (next IMAXth) column to Kth of W +* + CALL CCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 ) +* + END IF +* +* End pivot search loop body +* + IF( .NOT.DONE ) GOTO 12 +* + END IF +* +* ============================================================ +* +* KK is the column of A where pivoting step stopped +* + KK = K - KSTEP + 1 +* +* KKW is the column of W which corresponds to column KK of A +* + KKW = NB + KK - N +* +* Interchange rows and columns P and K. +* Updated column P is already stored in column KW of W. +* + IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN +* +* Copy non-updated column KK+1 to column P of submatrix A +* at step K. No need to copy element into columns +* K and K-1 of A for 2-by-2 pivot, since these columns +* will be later overwritten. +* + A( P, P ) = REAL( A( K, K ) ) + CALL CCOPY( K-1-P, A( P+1, K ), 1, A( P, P+1 ), + $ LDA ) + CALL CLACGV( K-1-P, A( P, P+1 ), LDA ) + IF( P.GT.1 ) + $ CALL CCOPY( P-1, A( 1, K ), 1, A( 1, P ), 1 ) +* +* Interchange rows KK and KP in first K-1 columns of A +* (columns K and K-1 of A for 2-by-2 pivot will be +* later overwritten). Interchange rows KK and KP +* in last KW to NB columns of W. +* + IF( K.LT.N ) + $ CALL CSWAP( N-K, A( K, K+1 ), LDA, A( P, K+1 ), + $ LDA ) + CALL CSWAP( N-K+1, W( K, KW ), LDW, W( P, KW ), + $ LDW ) + END IF +* +* Interchange rows and columns KP and KK. +* Updated column KP is already stored in column KKW of W. +* + IF( KP.NE.KK ) THEN +* +* Copy non-updated column KK to column KP of submatrix A +* at step K. No need to copy element into column K +* (or K and K-1 for 2-by-2 pivot) of A, since these columns +* will be later overwritten. +* + A( KP, KP ) = REAL( A( KK, KK ) ) + CALL CCOPY( KK-1-KP, A( KP+1, KK ), 1, A( KP, KP+1 ), + $ LDA ) + CALL CLACGV( KK-1-KP, A( KP, KP+1 ), LDA ) + IF( KP.GT.1 ) + $ CALL CCOPY( KP-1, A( 1, KK ), 1, A( 1, KP ), 1 ) +* +* Interchange rows KK and KP in last K+1 to N columns of A +* (columns K (or K and K-1 for 2-by-2 pivot) of A will be +* later overwritten). Interchange rows KK and KP +* in last KKW to NB columns of W. +* + IF( K.LT.N ) + $ CALL CSWAP( N-K, A( KK, K+1 ), LDA, A( KP, K+1 ), + $ LDA ) + CALL CSWAP( N-KK+1, W( KK, KKW ), LDW, W( KP, KKW ), + $ LDW ) + END IF +* + IF( KSTEP.EQ.1 ) THEN +* +* 1-by-1 pivot block D(k): column kw of W now holds +* +* W(kw) = U(k)*D(k), +* +* where U(k) is the k-th column of U +* +* (1) Store subdiag. elements of column U(k) +* and 1-by-1 block D(k) in column k of A. +* (NOTE: Diagonal element U(k,k) is a UNIT element +* and not stored) +* A(k,k) := D(k,k) = W(k,kw) +* A(1:k-1,k) := U(1:k-1,k) = W(1:k-1,kw)/D(k,k) +* +* (NOTE: No need to use for Hermitian matrix +* A( K, K ) = REAL( W( K, K) ) to separately copy diagonal +* element D(k,k) from W (potentially saves only one load)) + CALL CCOPY( K, W( 1, KW ), 1, A( 1, K ), 1 ) + IF( K.GT.1 ) THEN +* +* Handle division by a small number +* + T = REAL( A( K, K ) ) + IF( ABS( T ).GE.SFMIN ) THEN + R1 = ONE / T + CALL CSSCAL( K-1, R1, A( 1, K ), 1 ) + ELSE +* (NOTE: No need to check if T=D(k,k) is NOT ZERO, +* since that was ensured earlier in pivot search) + DO 14 II = 1, K-1 + A( II, K ) = A( II, K ) / T + 14 CONTINUE + END IF +* +* (2) Conjugate column W(kw) +* + CALL CLACGV( K-1, W( 1, KW ), 1 ) + END IF +* + ELSE +* +* 2-by-2 pivot block D(k): columns kw and kw-1 of W now hold +* +* ( W(kw-1) W(kw) ) = ( U(k-1) U(k) )*D(k) +* +* where U(k) and U(k-1) are the k-th and (k-1)-th columns +* of U +* +* (1) Store U(1:k-2,k-1) and U(1:k-2,k) and 2-by-2 +* block D(k-1:k,k-1:k) in columns k-1 and k of A. +* (NOTE: 2-by-2 diagonal block U(k-1:k,k-1:k) is a UNIT +* block and not stored) +* A(k-1:k,k-1:k) := D(k-1:k,k-1:k) = W(k-1:k,kw-1:kw) +* A(1:k-2,k-1:k) := U(1:k-2,k:k-1:k) = +* = W(1:k-2,kw-1:kw) * ( D(k-1:k,k-1:k)**(-1) ) +* + IF( K.GT.2 ) THEN +* +* Compose the columns of the inverse of 2-by-2 pivot +* block D in the following way to reduce the number +* of FLOPS when we myltiply panel ( W(kw-1) W(kw) ) by +* this inverse +* +* D**(-1) = ( d11 cj(d21) )**(-1) = +* ( d21 d22 ) +* +* = 1/(d11*d22-|d21|**2) * ( ( d22) (-cj(d21) ) ) = +* ( (-d21) ( d11 ) ) +* +* = 1/(|d21|**2) * 1/((d11/cj(d21))*(d22/d21)-1) * +* +* * ( d21*( d22/d21 ) conj(d21)*( - 1 ) ) = +* ( ( -1 ) ( d11/conj(d21) ) ) +* +* = 1/(|d21|**2) * 1/(D22*D11-1) * +* +* * ( d21*( D11 ) conj(d21)*( -1 ) ) = +* ( ( -1 ) ( D22 ) ) +* +* = (1/|d21|**2) * T * ( d21*( D11 ) conj(d21)*( -1 ) ) = +* ( ( -1 ) ( D22 ) ) +* +* = ( (T/conj(d21))*( D11 ) (T/d21)*( -1 ) ) = +* ( ( -1 ) ( D22 ) ) +* +* Handle division by a small number. (NOTE: order of +* operations is important) +* +* = ( T*(( D11 )/conj(D21)) T*(( -1 )/D21 ) ) +* ( (( -1 ) ) (( D22 ) ) ) +* + D21 = W( K-1, KW ) + D11 = W( K, KW ) / CONJG( D21 ) + D22 = W( K-1, KW-1 ) / D21 + T = ONE / ( REAL( D11*D22 )-ONE ) +* +* Update elements in columns A(k-1) and A(k) as +* dot products of rows of ( W(kw-1) W(kw) ) and columns +* of D**(-1) +* + DO 20 J = 1, K - 2 + A( J, K-1 ) = T*( ( D11*W( J, KW-1 )-W( J, KW ) ) / + $ D21 ) + A( J, K ) = T*( ( D22*W( J, KW )-W( J, KW-1 ) ) / + $ CONJG( D21 ) ) + 20 CONTINUE + END IF +* +* Copy D(k) to A +* + A( K-1, K-1 ) = W( K-1, KW-1 ) + A( K-1, K ) = W( K-1, KW ) + A( K, K ) = W( K, KW ) +* +* (2) Conjugate columns W(kw) and W(kw-1) +* + CALL CLACGV( K-1, W( 1, KW ), 1 ) + CALL CLACGV( K-2, W( 1, KW-1 ), 1 ) +* + END IF +* + END IF +* +* Store details of the interchanges in IPIV +* + IF( KSTEP.EQ.1 ) THEN + IPIV( K ) = KP + ELSE + IPIV( K ) = -P + IPIV( K-1 ) = -KP + END IF +* +* Decrease K and return to the start of the main loop +* + K = K - KSTEP + GO TO 10 +* + 30 CONTINUE +* +* Update the upper triangle of A11 (= A(1:k,1:k)) as +* +* A11 := A11 - U12*D*U12**H = A11 - U12*W**H +* +* computing blocks of NB columns at a time (note that conjg(W) is +* actually stored) +* + DO 50 J = ( ( K-1 ) / NB )*NB + 1, 1, -NB + JB = MIN( NB, K-J+1 ) +* +* Update the upper triangle of the diagonal block +* + DO 40 JJ = J, J + JB - 1 + A( JJ, JJ ) = REAL( A( JJ, JJ ) ) + CALL CGEMV( 'No transpose', JJ-J+1, N-K, -CONE, + $ A( J, K+1 ), LDA, W( JJ, KW+1 ), LDW, CONE, + $ A( J, JJ ), 1 ) + A( JJ, JJ ) = REAL( A( JJ, JJ ) ) + 40 CONTINUE +* +* Update the rectangular superdiagonal block +* + CALL CGEMM( 'No transpose', 'Transpose', J-1, JB, N-K, + $ -CONE, A( 1, K+1 ), LDA, W( J, KW+1 ), LDW, + $ CONE, A( 1, J ), LDA ) + 50 CONTINUE +* +* Put U12 in standard form by partially undoing the interchanges +* in of rows in columns k+1:n looping backwards from k+1 to 1 +* + J = K + 1 + 60 CONTINUE +* +* Undo the interchanges (if any) of rows J and JP2 +* (or J and JP2, and J+1 and JP1) at each step J +* + KSTEP = 1 + JP1 = 1 +* (Here, J is a diagonal index) + JJ = J + JP2 = IPIV( J ) + IF( JP2.LT.0 ) THEN + JP2 = -JP2 +* (Here, J is a diagonal index) + J = J + 1 + JP1 = -IPIV( J ) + KSTEP = 2 + END IF +* (NOTE: Here, J is used to determine row length. Length N-J+1 +* of the rows to swap back doesn't include diagonal element) + J = J + 1 + IF( JP2.NE.JJ .AND. J.LE.N ) + $ CALL CSWAP( N-J+1, A( JP2, J ), LDA, A( JJ, J ), LDA ) + JJ = JJ + 1 + IF( JP1.NE.JJ .AND. KSTEP.EQ.2 .AND. J.LE.N ) + $ CALL CSWAP( N-J+1, A( JP1, J ), LDA, A( JJ, J ), LDA ) + IF( J.LT.N ) + $ GO TO 60 +* +* Set KB to the number of columns factorized +* + KB = N - K +* + ELSE +* +* Factorize the leading columns of A using the lower triangle +* of A and working forwards, and compute the matrix W = L21*D +* for use in updating A22 +* +* K is the main loop index, increasing from 1 in steps of 1 or 2 +* + K = 1 + 70 CONTINUE +* + IF( ( K.GE.NB .AND. NB.LT.N ) .OR. K.GT.N ) + $ GO TO 90 +* + KSTEP = 1 + P = K +* +* Copy column K of A to column K of W and update column K of W +* + W( K, K ) = REAL( A( K, K ) ) + IF( K.LT.N ) + $ CALL CCOPY( N-K, A( K+1, K ), 1, W( K+1, K ), 1 ) + IF( K.GT.1 ) THEN + CALL CGEMV( 'No transpose', N-K+1, K-1, -CONE, A( K, 1 ), + $ LDA, W( K, 1 ), LDW, CONE, W( K, K ), 1 ) + W( K, K ) = REAL( W( K, K ) ) + END IF +* +* Determine rows and columns to be interchanged and whether +* a 1-by-1 or 2-by-2 pivot block will be used +* + ABSAKK = ABS( REAL( W( K, K ) ) ) +* +* IMAX is the row-index of the largest off-diagonal element in +* column K, and COLMAX is its absolute value +* + IF( K.LT.N ) THEN + IMAX = K + ICAMAX( N-K, W( K+1, K ), 1 ) + COLMAX = CABS1( W( IMAX, K ) ) + ELSE + COLMAX = ZERO + END IF +* + IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN +* +* Column K is zero: set INFO and continue +* + IF( INFO.EQ.0 ) + $ INFO = K + KP = K + A( K, K ) = REAL( A( K, K ) ) + IF( K.LT.N ) + $ CALL CCOPY( N-K, W( K+1, K ), 1, A( K+1, K ), 1 ) + ELSE +* +* ============================================================ +* +* Test for interchange +* +* Equivalent to testing for ABSAKK.GE.ALPHA*COLMAX +* (used to handle NaN and Inf) +* + IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN +* +* no interchange, use 1-by-1 pivot block +* + KP = K +* + ELSE +* + DONE = .FALSE. +* +* Loop until pivot found +* + 72 CONTINUE +* +* Begin pivot search loop body +* +* +* Copy column IMAX to column k+1 of W and update it +* + CALL CCOPY( IMAX-K, A( IMAX, K ), LDA, W( K, K+1 ), 1) + CALL CLACGV( IMAX-K, W( K, K+1 ), 1 ) + W( IMAX, K+1 ) = REAL( A( IMAX, IMAX ) ) + IF( IMAX.LT.N ) + $ CALL CCOPY( N-IMAX, A( IMAX+1, IMAX ), 1, + $ W( IMAX+1, K+1 ), 1 ) + IF( K.GT.1 ) THEN + CALL CGEMV( 'No transpose', N-K+1, K-1, -CONE, + $ A( K, 1 ), LDA, W( IMAX, 1 ), LDW, + $ CONE, W( K, K+1 ), 1 ) + W( IMAX, K+1 ) = REAL( W( IMAX, K+1 ) ) + END IF +* +* JMAX is the column-index of the largest off-diagonal +* element in row IMAX, and ROWMAX is its absolute value. +* Determine both ROWMAX and JMAX. +* + IF( IMAX.NE.K ) THEN + JMAX = K - 1 + ICAMAX( IMAX-K, W( K, K+1 ), 1 ) + ROWMAX = CABS1( W( JMAX, K+1 ) ) + ELSE + ROWMAX = ZERO + END IF +* + IF( IMAX.LT.N ) THEN + ITEMP = IMAX + ICAMAX( N-IMAX, W( IMAX+1, K+1 ), 1) + STEMP = CABS1( W( ITEMP, K+1 ) ) + IF( STEMP.GT.ROWMAX ) THEN + ROWMAX = STEMP + JMAX = ITEMP + END IF + END IF +* +* Equivalent to testing for +* ABS( REAL( W( IMAX,K+1 ) ) ).GE.ALPHA*ROWMAX +* (used to handle NaN and Inf) +* + IF( .NOT.( ABS( REAL( W( IMAX,K+1 ) ) ) + $ .LT.ALPHA*ROWMAX ) ) THEN +* +* interchange rows and columns K and IMAX, +* use 1-by-1 pivot block +* + KP = IMAX +* +* copy column K+1 of W to column K of W +* + CALL CCOPY( N-K+1, W( K, K+1 ), 1, W( K, K ), 1 ) +* + DONE = .TRUE. +* +* Equivalent to testing for ROWMAX.EQ.COLMAX, +* (used to handle NaN and Inf) +* + ELSE IF( ( P.EQ.JMAX ) .OR. ( ROWMAX.LE.COLMAX ) ) + $ THEN +* +* interchange rows and columns K+1 and IMAX, +* use 2-by-2 pivot block +* + KP = IMAX + KSTEP = 2 + DONE = .TRUE. + ELSE +* +* Pivot not found: set params and repeat +* + P = IMAX + COLMAX = ROWMAX + IMAX = JMAX +* +* Copy updated JMAXth (next IMAXth) column to Kth of W +* + CALL CCOPY( N-K+1, W( K, K+1 ), 1, W( K, K ), 1 ) +* + END IF +* +* End pivot search loop body +* + IF( .NOT.DONE ) GOTO 72 +* + END IF +* +* ============================================================ +* +* KK is the column of A where pivoting step stopped +* + KK = K + KSTEP - 1 +* +* Interchange rows and columns P and K (only for 2-by-2 pivot). +* Updated column P is already stored in column K of W. +* + IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN +* +* Copy non-updated column KK-1 to column P of submatrix A +* at step K. No need to copy element into columns +* K and K+1 of A for 2-by-2 pivot, since these columns +* will be later overwritten. +* + A( P, P ) = REAL( A( K, K ) ) + CALL CCOPY( P-K-2, A( K+2, K ), 1, A( P, K+2 ), LDA ) + CALL CLACGV( P-K-1, A( P, K+1 ), LDA ) + IF( P.LT.N ) + $ CALL CCOPY( N-P, A( P+1, K ), 1, A( P+1, P ), 1 ) +* +* Interchange rows KK and KP in first K-1 columns of A +* (columns K and K+1 of A for 2-by-2 pivot will be +* later overwritten). Interchange rows KK and KP +* in first KK columns of W. +* + IF( K.GT.1 ) + $ CALL CSWAP( K-1, A( K, 1 ), LDA, A( P, 1 ), LDA ) + CALL CSWAP( K, W( K, 1 ), LDW, W( P, 1 ), LDW ) + END IF +* +* Interchange rows and columns KP and KK. +* Updated column KP is already stored in column KK of W. +* + IF( KP.NE.KK ) THEN +* +* Copy non-updated column KK to column KP of submatrix A +* at step K. No need to copy element into column K +* (or K and K+1 for 2-by-2 pivot) of A, since these columns +* will be later overwritten. +* + A( KP, KP ) = REAL( A( KK, KK ) ) + CALL CCOPY( KP-KK-1, A( KK+1, KK ), 1, A( KP, KK+1 ), + $ LDA ) + CALL CLACGV( KP-KK-1, A( KP, KK+1 ), LDA ) + IF( KP.LT.N ) + $ CALL CCOPY( N-KP, A( KP+1, KK ), 1, A( KP+1, KP ), 1 ) +* +* Interchange rows KK and KP in first K-1 columns of A +* (columns K (or K and K+1 for 2-by-2 pivot) of A will be +* later overwritten). Interchange rows KK and KP +* in first KK columns of W. +* + IF( K.GT.1 ) + $ CALL CSWAP( K-1, A( KK, 1 ), LDA, A( KP, 1 ), LDA ) + CALL CSWAP( KK, W( KK, 1 ), LDW, W( KP, 1 ), LDW ) + END IF +* + IF( KSTEP.EQ.1 ) THEN +* +* 1-by-1 pivot block D(k): column k of W now holds +* +* W(k) = L(k)*D(k), +* +* where L(k) is the k-th column of L +* +* (1) Store subdiag. elements of column L(k) +* and 1-by-1 block D(k) in column k of A. +* (NOTE: Diagonal element L(k,k) is a UNIT element +* and not stored) +* A(k,k) := D(k,k) = W(k,k) +* A(k+1:N,k) := L(k+1:N,k) = W(k+1:N,k)/D(k,k) +* +* (NOTE: No need to use for Hermitian matrix +* A( K, K ) = REAL( W( K, K) ) to separately copy diagonal +* element D(k,k) from W (potentially saves only one load)) + CALL CCOPY( N-K+1, W( K, K ), 1, A( K, K ), 1 ) + IF( K.LT.N ) THEN +* +* Handle division by a small number +* + T = REAL( A( K, K ) ) + IF( ABS( T ).GE.SFMIN ) THEN + R1 = ONE / T + CALL CSSCAL( N-K, R1, A( K+1, K ), 1 ) + ELSE +* (NOTE: No need to check if T=D(k,k) is NOT ZERO, +* since that was ensured earlier in pivot search) + DO 74 II = K + 1, N + A( II, K ) = A( II, K ) / T + 74 CONTINUE + END IF +* +* (2) Conjugate column W(k) +* + CALL CLACGV( N-K, W( K+1, K ), 1 ) + END IF +* + ELSE +* +* 2-by-2 pivot block D(k): columns k and k+1 of W now hold +* +* ( W(k) W(k+1) ) = ( L(k) L(k+1) )*D(k) +* +* where L(k) and L(k+1) are the k-th and (k+1)-th columns +* of L +* +* (1) Store L(k+2:N,k) and L(k+2:N,k+1) and 2-by-2 +* block D(k:k+1,k:k+1) in columns k and k+1 of A. +* NOTE: 2-by-2 diagonal block L(k:k+1,k:k+1) is a UNIT +* block and not stored. +* A(k:k+1,k:k+1) := D(k:k+1,k:k+1) = W(k:k+1,k:k+1) +* A(k+2:N,k:k+1) := L(k+2:N,k:k+1) = +* = W(k+2:N,k:k+1) * ( D(k:k+1,k:k+1)**(-1) ) +* + IF( K.LT.N-1 ) THEN +* +* Compose the columns of the inverse of 2-by-2 pivot +* block D in the following way to reduce the number +* of FLOPS when we myltiply panel ( W(k) W(k+1) ) by +* this inverse +* +* D**(-1) = ( d11 cj(d21) )**(-1) = +* ( d21 d22 ) +* +* = 1/(d11*d22-|d21|**2) * ( ( d22) (-cj(d21) ) ) = +* ( (-d21) ( d11 ) ) +* +* = 1/(|d21|**2) * 1/((d11/cj(d21))*(d22/d21)-1) * +* +* * ( d21*( d22/d21 ) conj(d21)*( - 1 ) ) = +* ( ( -1 ) ( d11/conj(d21) ) ) +* +* = 1/(|d21|**2) * 1/(D22*D11-1) * +* +* * ( d21*( D11 ) conj(d21)*( -1 ) ) = +* ( ( -1 ) ( D22 ) ) +* +* = (1/|d21|**2) * T * ( d21*( D11 ) conj(d21)*( -1 ) ) = +* ( ( -1 ) ( D22 ) ) +* +* = ( (T/conj(d21))*( D11 ) (T/d21)*( -1 ) ) = +* ( ( -1 ) ( D22 ) ) +* +* Handle division by a small number. (NOTE: order of +* operations is important) +* +* = ( T*(( D11 )/conj(D21)) T*(( -1 )/D21 ) ) +* ( (( -1 ) ) (( D22 ) ) ) +* + D21 = W( K+1, K ) + D11 = W( K+1, K+1 ) / D21 + D22 = W( K, K ) / CONJG( D21 ) + T = ONE / ( REAL( D11*D22 )-ONE ) +* +* Update elements in columns A(k) and A(k+1) as +* dot products of rows of ( W(k) W(k+1) ) and columns +* of D**(-1) +* + DO 80 J = K + 2, N + A( J, K ) = T*( ( D11*W( J, K )-W( J, K+1 ) ) / + $ CONJG( D21 ) ) + A( J, K+1 ) = T*( ( D22*W( J, K+1 )-W( J, K ) ) / + $ D21 ) + 80 CONTINUE + END IF +* +* Copy D(k) to A +* + A( K, K ) = W( K, K ) + A( K+1, K ) = W( K+1, K ) + A( K+1, K+1 ) = W( K+1, K+1 ) +* +* (2) Conjugate columns W(k) and W(k+1) +* + CALL CLACGV( N-K, W( K+1, K ), 1 ) + CALL CLACGV( N-K-1, W( K+2, K+1 ), 1 ) +* + END IF +* + END IF +* +* Store details of the interchanges in IPIV +* + IF( KSTEP.EQ.1 ) THEN + IPIV( K ) = KP + ELSE + IPIV( K ) = -P + IPIV( K+1 ) = -KP + END IF +* +* Increase K and return to the start of the main loop +* + K = K + KSTEP + GO TO 70 +* + 90 CONTINUE +* +* Update the lower triangle of A22 (= A(k:n,k:n)) as +* +* A22 := A22 - L21*D*L21**H = A22 - L21*W**H +* +* computing blocks of NB columns at a time (note that conjg(W) is +* actually stored) +* + DO 110 J = K, N, NB + JB = MIN( NB, N-J+1 ) +* +* Update the lower triangle of the diagonal block +* + DO 100 JJ = J, J + JB - 1 + A( JJ, JJ ) = REAL( A( JJ, JJ ) ) + CALL CGEMV( 'No transpose', J+JB-JJ, K-1, -CONE, + $ A( JJ, 1 ), LDA, W( JJ, 1 ), LDW, CONE, + $ A( JJ, JJ ), 1 ) + A( JJ, JJ ) = REAL( A( JJ, JJ ) ) + 100 CONTINUE +* +* Update the rectangular subdiagonal block +* + IF( J+JB.LE.N ) + $ CALL CGEMM( 'No transpose', 'Transpose', N-J-JB+1, JB, + $ K-1, -CONE, A( J+JB, 1 ), LDA, W( J, 1 ), + $ LDW, CONE, A( J+JB, J ), LDA ) + 110 CONTINUE +* +* Put L21 in standard form by partially undoing the interchanges +* of rows in columns 1:k-1 looping backwards from k-1 to 1 +* + J = K - 1 + 120 CONTINUE +* +* Undo the interchanges (if any) of rows J and JP2 +* (or J and JP2, and J-1 and JP1) at each step J +* + KSTEP = 1 + JP1 = 1 +* (Here, J is a diagonal index) + JJ = J + JP2 = IPIV( J ) + IF( JP2.LT.0 ) THEN + JP2 = -JP2 +* (Here, J is a diagonal index) + J = J - 1 + JP1 = -IPIV( J ) + KSTEP = 2 + END IF +* (NOTE: Here, J is used to determine row length. Length J +* of the rows to swap back doesn't include diagonal element) + J = J - 1 + IF( JP2.NE.JJ .AND. J.GE.1 ) + $ CALL CSWAP( J, A( JP2, 1 ), LDA, A( JJ, 1 ), LDA ) + JJ = JJ - 1 + IF( KSTEP.EQ.2 .AND. JP1.NE.JJ .AND. J.GE.1 ) + $ CALL CSWAP( J, A( JP1, 1 ), LDA, A( JJ, 1 ), LDA ) + IF( J.GT.1 ) + $ GO TO 120 +* +* Set KB to the number of columns factorized +* + KB = K - 1 +* + END IF + RETURN +* +* End of CLAHEF_ROOK +* + END diff --git a/SRC/zlahef_rook.f b/SRC/zlahef_rook.f new file mode 100644 index 00000000..b6626eaa --- /dev/null +++ b/SRC/zlahef_rook.f @@ -0,0 +1,1125 @@ +* \brief \b ZLAHEF_ROOK computes a partial factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman ("rook") diagonal pivoting method. +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download ZLAHEF_ROOK + dependencies +*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlahef_rook.f"> +*> [TGZ]</a> +*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlahef_rook.f"> +*> [ZIP]</a> +*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlahef_rook.f"> +*> [TXT]</a> +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE ZLAHEF_ROOK( UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO ) +* +* .. Scalar Arguments .. +* CHARACTER UPLO +* INTEGER INFO, KB, LDA, LDW, N, NB +* .. +* .. Array Arguments .. +* INTEGER IPIV( * ) +* COMPLEX*16 A( LDA, * ), W( LDW, * ) +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> ZLAHEF_ROOK computes a partial factorization of a complex Hermitian +*> matrix A using the bounded Bunch-Kaufman ("rook") diagonal pivoting +*> method. The partial factorization has the form: +*> +*> A = ( I U12 ) ( A11 0 ) ( I 0 ) if UPLO = 'U', or: +*> ( 0 U22 ) ( 0 D ) ( U12**H U22**H ) +*> +*> A = ( L11 0 ) ( D 0 ) ( L11**H L21**H ) if UPLO = 'L' +*> ( L21 I ) ( 0 A22 ) ( 0 I ) +*> +*> where the order of D is at most NB. The actual order is returned in +*> the argument KB, and is either NB or NB-1, or N if N <= NB. +*> Note that U**H denotes the conjugate transpose of U. +*> +*> ZLAHEF_ROOK is an auxiliary routine called by ZHETRF_ROOK. It uses +*> blocked code (calling Level 3 BLAS) to update the submatrix +*> A11 (if UPLO = 'U') or A22 (if UPLO = 'L'). +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] UPLO +*> \verbatim +*> UPLO is CHARACTER*1 +*> Specifies whether the upper or lower triangular part of the +*> Hermitian matrix A is stored: +*> = 'U': Upper triangular +*> = 'L': Lower triangular +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The order of the matrix A. N >= 0. +*> \endverbatim +*> +*> \param[in] NB +*> \verbatim +*> NB is INTEGER +*> The maximum number of columns of the matrix A that should be +*> factored. NB should be at least 2 to allow for 2-by-2 pivot +*> blocks. +*> \endverbatim +*> +*> \param[out] KB +*> \verbatim +*> KB is INTEGER +*> The number of columns of A that were actually factored. +*> KB is either NB-1 or NB, or N if N <= NB. +*> \endverbatim +*> +*> \param[in,out] A +*> \verbatim +*> A is COMPLEX*16 array, dimension (LDA,N) +*> On entry, the Hermitian matrix A. If UPLO = 'U', the leading +*> n-by-n upper triangular part of A contains the upper +*> triangular part of the matrix A, and the strictly lower +*> triangular part of A is not referenced. If UPLO = 'L', the +*> leading n-by-n lower triangular part of A contains the lower +*> triangular part of the matrix A, and the strictly upper +*> triangular part of A is not referenced. +*> On exit, A contains details of the partial factorization. +*> \endverbatim +*> +*> \param[in] LDA +*> \verbatim +*> LDA is INTEGER +*> The leading dimension of the array A. LDA >= max(1,N). +*> \endverbatim +*> +*> \param[out] IPIV +*> \verbatim +*> IPIV is INTEGER array, dimension (N) +*> Details of the interchanges and the block structure of D. +*> +*> If UPLO = 'U': +*> Only the last KB elements of IPIV are set. +*> +*> If IPIV(k) > 0, then rows and columns k and IPIV(k) were +*> interchanged and D(k,k) is a 1-by-1 diagonal block. +*> +*> If IPIV(k) < 0 and IPIV(k-1) < 0, then rows and +*> columns k and -IPIV(k) were interchanged and rows and +*> columns k-1 and -IPIV(k-1) were inerchaged, +*> D(k-1:k,k-1:k) is a 2-by-2 diagonal block. +*> +*> If UPLO = 'L': +*> Only the first KB elements of IPIV are set. +*> +*> If IPIV(k) > 0, then rows and columns k and IPIV(k) +*> were interchanged and D(k,k) is a 1-by-1 diagonal block. +*> +*> If IPIV(k) < 0 and IPIV(k+1) < 0, then rows and +*> columns k and -IPIV(k) were interchanged and rows and +*> columns k+1 and -IPIV(k+1) were inerchaged, +*> D(k:k+1,k:k+1) is a 2-by-2 diagonal block. +*> \endverbatim +*> +*> \param[out] W +*> \verbatim +*> W is COMPLEX*16 array, dimension (LDW,NB) +*> \endverbatim +*> +*> \param[in] LDW +*> \verbatim +*> LDW is INTEGER +*> The leading dimension of the array W. LDW >= max(1,N). +*> \endverbatim +*> +*> \param[out] INFO +*> \verbatim +*> INFO is INTEGER +*> = 0: successful exit +*> > 0: if INFO = k, D(k,k) is exactly zero. The factorization +*> has been completed, but the block diagonal matrix D is +*> exactly singular. +*> \endverbatim +* +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \date November 2012 +* +*> \ingroup complex16HEcomputational +* +*> \par Contributors: +* ================== +*> +*> \verbatim +*> +*> November 2012, Igor Kozachenko, +*> Computer Science Division, +*> University of California, Berkeley +*> +*> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, +*> School of Mathematics, +*> University of Manchester +*> +*> \endverbatim +* +* ===================================================================== + SUBROUTINE ZLAHEF_ROOK( UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, + $ INFO ) +* +* -- LAPACK computational routine (version 3.4.2) -- +* -- LAPACK is a software package provided by Univ. of Tennessee, -- +* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- +* September 2012 +* +* .. Scalar Arguments .. + CHARACTER UPLO + INTEGER INFO, KB, LDA, LDW, N, NB +* .. +* .. Array Arguments .. + INTEGER IPIV( * ) + COMPLEX*16 A( LDA, * ), W( LDW, * ) +* .. +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ZERO, ONE + PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) + COMPLEX*16 CONE + PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) ) + DOUBLE PRECISION EIGHT, SEVTEN + PARAMETER ( EIGHT = 8.0D+0, SEVTEN = 17.0D+0 ) +* .. +* .. Local Scalars .. + LOGICAL DONE + INTEGER IMAX, ITEMP, II, J, JB, JJ, JMAX, JP1, JP2, K, + $ KK, KKW, KP, KSTEP, KW, P + DOUBLE PRECISION ABSAKK, ALPHA, COLMAX, DTEMP, R1, ROWMAX, T, + $ SFMIN + COMPLEX*16 D11, D21, D22, Z +* .. +* .. External Functions .. + LOGICAL LSAME + INTEGER IZAMAX + DOUBLE PRECISION DLAMCH + EXTERNAL LSAME, IZAMAX, DLAMCH +* .. +* .. External Subroutines .. + EXTERNAL ZCOPY, ZDSCAL, ZGEMM, ZGEMV, ZLACGV, ZSWAP +* .. +* .. Intrinsic Functions .. + INTRINSIC ABS, DBLE, DCONJG, DIMAG, MAX, MIN, SQRT +* .. +* .. Statement Functions .. + DOUBLE PRECISION CABS1 +* .. +* .. Statement Function definitions .. + CABS1( Z ) = ABS( DBLE( Z ) ) + ABS( DIMAG( Z ) ) +* .. +* .. Executable Statements .. +* + INFO = 0 +* +* Initialize ALPHA for use in choosing pivot block size. +* + ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT +* +* Compute machine safe minimum +* + SFMIN = DLAMCH( 'S' ) +* + IF( LSAME( UPLO, 'U' ) ) THEN +* +* Factorize the trailing columns of A using the upper triangle +* of A and working backwards, and compute the matrix W = U12*D +* for use in updating A11 +* +* K is the main loop index, decreasing from N in steps of 1 or 2 +* + K = N + 10 CONTINUE +* +* KW is the column of W which corresponds to column K of A +* + KW = NB + K - N +* +* Exit from loop +* + IF( ( K.LE.N-NB+1 .AND. NB.LT.N ) .OR. K.LT.1 ) + $ GO TO 30 +* + KSTEP = 1 + P = K +* +* Copy column K of A to column KW of W and update it +* + IF( K.GT.1 ) + $ CALL ZCOPY( K-1, A( 1, K ), 1, W( 1, KW ), 1 ) + W( K, KW ) = DBLE( A( K, K ) ) + IF( K.LT.N ) THEN + CALL ZGEMV( 'No transpose', K, N-K, -CONE, A( 1, K+1 ), LDA, + $ W( K, KW+1 ), LDW, CONE, W( 1, KW ), 1 ) + W( K, KW ) = DBLE( W( K, KW ) ) + END IF +* +* Determine rows and columns to be interchanged and whether +* a 1-by-1 or 2-by-2 pivot block will be used +* + ABSAKK = ABS( DBLE( W( K, K ) ) ) +* +* IMAX is the row-index of the largest off-diagonal element in +* column K, and COLMAX is its absolute value +* + IF( K.GT.1 ) THEN + IMAX = IZAMAX( K-1, W( 1, KW ), 1 ) + COLMAX = CABS1( W( IMAX, KW ) ) + ELSE + COLMAX = ZERO + END IF +* + IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN +* +* Column K is zero: set INFO and continue +* + IF( INFO.EQ.0 ) + $ INFO = K + KP = K + IF( K.GT.1 ) + $ CALL ZCOPY( K-1, W( 1, K ), 1, A( 1, KW ), 1 ) + A( K, K ) = DBLE( A( K, K ) ) + ELSE +* +* ============================================================ +* +* Test for interchange +* +* Equivalent to testing for ABSAKK.GE.ALPHA*COLMAX +* (used to handle NaN and Inf) +* + IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN +* +* no interchange, use 1-by-1 pivot block +* + KP = K +* + ELSE +* + DONE = .FALSE. +* +* Loop until pivot found +* + 12 CONTINUE +* +* Begin pivot search loop body +* +* +* Copy column IMAX to column KW-1 of W and update it +* + IF( IMAX.GT.1 ) + $ CALL ZCOPY( IMAX-1, A( 1, IMAX ), 1, W( 1, KW-1 ), + $ 1 ) + W( IMAX, KW-1 ) = DBLE( A( IMAX, IMAX ) ) + CALL ZCOPY( K-IMAX, A( IMAX, IMAX+1 ), LDA, + $ W( IMAX+1, KW-1 ), 1 ) + CALL ZLACGV( K-IMAX, W( IMAX+1, KW-1 ), 1 ) + IF( K.LT.N ) THEN + CALL ZGEMV( 'No transpose', K, N-K, -CONE, + $ A( 1, K+1 ), LDA, W( IMAX, KW+1 ), LDW, + $ CONE, W( 1, KW-1 ), 1 ) + W( IMAX, KW-1 ) = DBLE( W( IMAX, KW-1 ) ) + END IF +* +* JMAX is the column-index of the largest off-diagonal +* element in row IMAX, and ROWMAX is its absolute value. +* Determine both ROWMAX and JMAX. +* + IF( IMAX.NE.K ) THEN + JMAX = IMAX + IZAMAX( K-IMAX, W( IMAX+1, KW-1 ), + $ 1 ) + ROWMAX = CABS1( W( JMAX, KW-1 ) ) + ELSE + ROWMAX = ZERO + END IF +* + IF( IMAX.GT.1 ) THEN + ITEMP = IZAMAX( IMAX-1, W( 1, KW-1 ), 1 ) + DTEMP = CABS1( W( ITEMP, KW-1 ) ) + IF( DTEMP.GT.ROWMAX ) THEN + ROWMAX = DTEMP + JMAX = ITEMP + END IF + END IF +* +* Equivalent to testing for +* ABS( DBLE( W( IMAX,KW-1 ) ) ).GE.ALPHA*ROWMAX +* (used to handle NaN and Inf) +* + IF( .NOT.( ABS( DBLE( W( IMAX,KW-1 ) ) ) + $ .LT.ALPHA*ROWMAX ) ) THEN +* +* interchange rows and columns K and IMAX, +* use 1-by-1 pivot block +* + KP = IMAX +* +* copy column KW-1 of W to column KW of W +* + CALL ZCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 ) +* + DONE = .TRUE. +* +* Equivalent to testing for ROWMAX.EQ.COLMAX, +* (used to handle NaN and Inf) +* + ELSE IF( ( P.EQ.JMAX ) .OR. ( ROWMAX.LE.COLMAX ) ) + $ THEN +* +* interchange rows and columns K-1 and IMAX, +* use 2-by-2 pivot block +* + KP = IMAX + KSTEP = 2 + DONE = .TRUE. + ELSE +* +* Pivot not found: set params and repeat +* + P = IMAX + COLMAX = ROWMAX + IMAX = JMAX +* +* Copy updated JMAXth (next IMAXth) column to Kth of W +* + CALL ZCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 ) +* + END IF +* +* End pivot search loop body +* + IF( .NOT.DONE ) GOTO 12 +* + END IF +* +* ============================================================ +* +* KK is the column of A where pivoting step stopped +* + KK = K - KSTEP + 1 +* +* KKW is the column of W which corresponds to column KK of A +* + KKW = NB + KK - N +* +* Interchange rows and columns P and K. +* Updated column P is already stored in column KW of W. +* + IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN +* +* Copy non-updated column KK+1 to column P of submatrix A +* at step K. No need to copy element into columns +* K and K-1 of A for 2-by-2 pivot, since these columns +* will be later overwritten. +* + A( P, P ) = DBLE( A( K, K ) ) + CALL ZCOPY( K-1-P, A( P+1, K ), 1, A( P, P+1 ), + $ LDA ) + CALL ZLACGV( K-1-P, A( P, P+1 ), LDA ) + IF( P.GT.1 ) + $ CALL ZCOPY( P-1, A( 1, K ), 1, A( 1, P ), 1 ) +* +* Interchange rows KK and KP in first K-1 columns of A +* (columns K and K-1 of A for 2-by-2 pivot will be +* later overwritten). Interchange rows KK and KP +* in last KW to NB columns of W. +* + IF( K.LT.N ) + $ CALL ZSWAP( N-K, A( K, K+1 ), LDA, A( P, K+1 ), + $ LDA ) + CALL ZSWAP( N-K+1, W( K, KW ), LDW, W( P, KW ), + $ LDW ) + END IF +* +* Interchange rows and columns KP and KK. +* Updated column KP is already stored in column KKW of W. +* + IF( KP.NE.KK ) THEN +* +* Copy non-updated column KK to column KP of submatrix A +* at step K. No need to copy element into column K +* (or K and K-1 for 2-by-2 pivot) of A, since these columns +* will be later overwritten. +* + A( KP, KP ) = DBLE( A( KK, KK ) ) + CALL ZCOPY( KK-1-KP, A( KP+1, KK ), 1, A( KP, KP+1 ), + $ LDA ) + CALL ZLACGV( KK-1-KP, A( KP, KP+1 ), LDA ) + IF( KP.GT.1 ) + $ CALL ZCOPY( KP-1, A( 1, KK ), 1, A( 1, KP ), 1 ) +* +* Interchange rows KK and KP in last K+1 to N columns of A +* (columns K (or K and K-1 for 2-by-2 pivot) of A will be +* later overwritten). Interchange rows KK and KP +* in last KKW to NB columns of W. +* + IF( K.LT.N ) + $ CALL ZSWAP( N-K, A( KK, K+1 ), LDA, A( KP, K+1 ), + $ LDA ) + CALL ZSWAP( N-KK+1, W( KK, KKW ), LDW, W( KP, KKW ), + $ LDW ) + END IF +* + IF( KSTEP.EQ.1 ) THEN +* +* 1-by-1 pivot block D(k): column kw of W now holds +* +* W(kw) = U(k)*D(k), +* +* where U(k) is the k-th column of U +* +* (1) Store subdiag. elements of column U(k) +* and 1-by-1 block D(k) in column k of A. +* (NOTE: Diagonal element U(k,k) is a UNIT element +* and not stored) +* A(k,k) := D(k,k) = W(k,kw) +* A(1:k-1,k) := U(1:k-1,k) = W(1:k-1,kw)/D(k,k) +* +* (NOTE: No need to use for Hermitian matrix +* A( K, K ) = DBLE( W( K, K) ) to separately copy diagonal +* element D(k,k) from W (potentially saves only one load)) + CALL ZCOPY( K, W( 1, KW ), 1, A( 1, K ), 1 ) + IF( K.GT.1 ) THEN +* +* Handle division by a small number +* + T = DBLE( A( K, K ) ) + IF( ABS( T ).GE.SFMIN ) THEN + R1 = ONE / T + CALL ZDSCAL( K-1, R1, A( 1, K ), 1 ) + ELSE +* (NOTE: No need to check if T=D(k,k) is NOT ZERO, +* since that was ensured earlier in pivot search) + DO 14 II = 1, K-1 + A( II, K ) = A( II, K ) / T + 14 CONTINUE + END IF +* +* (2) Conjugate column W(kw) +* + CALL ZLACGV( K-1, W( 1, KW ), 1 ) + END IF +* + ELSE +* +* 2-by-2 pivot block D(k): columns kw and kw-1 of W now hold +* +* ( W(kw-1) W(kw) ) = ( U(k-1) U(k) )*D(k) +* +* where U(k) and U(k-1) are the k-th and (k-1)-th columns +* of U +* +* (1) Store U(1:k-2,k-1) and U(1:k-2,k) and 2-by-2 +* block D(k-1:k,k-1:k) in columns k-1 and k of A. +* (NOTE: 2-by-2 diagonal block U(k-1:k,k-1:k) is a UNIT +* block and not stored) +* A(k-1:k,k-1:k) := D(k-1:k,k-1:k) = W(k-1:k,kw-1:kw) +* A(1:k-2,k-1:k) := U(1:k-2,k:k-1:k) = +* = W(1:k-2,kw-1:kw) * ( D(k-1:k,k-1:k)**(-1) ) +* + IF( K.GT.2 ) THEN +* +* Compose the columns of the inverse of 2-by-2 pivot +* block D in the following way to reduce the number +* of FLOPS when we myltiply panel ( W(kw-1) W(kw) ) by +* this inverse +* +* D**(-1) = ( d11 cj(d21) )**(-1) = +* ( d21 d22 ) +* +* = 1/(d11*d22-|d21|**2) * ( ( d22) (-cj(d21) ) ) = +* ( (-d21) ( d11 ) ) +* +* = 1/(|d21|**2) * 1/((d11/cj(d21))*(d22/d21)-1) * +* +* * ( d21*( d22/d21 ) conj(d21)*( - 1 ) ) = +* ( ( -1 ) ( d11/conj(d21) ) ) +* +* = 1/(|d21|**2) * 1/(D22*D11-1) * +* +* * ( d21*( D11 ) conj(d21)*( -1 ) ) = +* ( ( -1 ) ( D22 ) ) +* +* = (1/|d21|**2) * T * ( d21*( D11 ) conj(d21)*( -1 ) ) = +* ( ( -1 ) ( D22 ) ) +* +* = ( (T/conj(d21))*( D11 ) (T/d21)*( -1 ) ) = +* ( ( -1 ) ( D22 ) ) +* +* Handle division by a small number. (NOTE: order of +* operations is important) +* +* = ( T*(( D11 )/conj(D21)) T*(( -1 )/D21 ) ) +* ( (( -1 ) ) (( D22 ) ) ) +* + D21 = W( K-1, KW ) + D11 = W( K, KW ) / DCONJG( D21 ) + D22 = W( K-1, KW-1 ) / D21 + T = ONE / ( DBLE( D11*D22 )-ONE ) +* +* Update elements in columns A(k-1) and A(k) as +* dot products of rows of ( W(kw-1) W(kw) ) and columns +* of D**(-1) +* + DO 20 J = 1, K - 2 + A( J, K-1 ) = T*( ( D11*W( J, KW-1 )-W( J, KW ) ) / + $ D21 ) + A( J, K ) = T*( ( D22*W( J, KW )-W( J, KW-1 ) ) / + $ DCONJG( D21 ) ) + 20 CONTINUE + END IF +* +* Copy D(k) to A +* + A( K-1, K-1 ) = W( K-1, KW-1 ) + A( K-1, K ) = W( K-1, KW ) + A( K, K ) = W( K, KW ) +* +* (2) Conjugate columns W(kw) and W(kw-1) +* + CALL ZLACGV( K-1, W( 1, KW ), 1 ) + CALL ZLACGV( K-2, W( 1, KW-1 ), 1 ) +* + END IF +* + END IF +* +* Store details of the interchanges in IPIV +* + IF( KSTEP.EQ.1 ) THEN + IPIV( K ) = KP + ELSE + IPIV( K ) = -P + IPIV( K-1 ) = -KP + END IF +* +* Decrease K and return to the start of the main loop +* + K = K - KSTEP + GO TO 10 +* + 30 CONTINUE +* +* Update the upper triangle of A11 (= A(1:k,1:k)) as +* +* A11 := A11 - U12*D*U12**H = A11 - U12*W**H +* +* computing blocks of NB columns at a time (note that conjg(W) is +* actually stored) +* + DO 50 J = ( ( K-1 ) / NB )*NB + 1, 1, -NB + JB = MIN( NB, K-J+1 ) +* +* Update the upper triangle of the diagonal block +* + DO 40 JJ = J, J + JB - 1 + A( JJ, JJ ) = DBLE( A( JJ, JJ ) ) + CALL ZGEMV( 'No transpose', JJ-J+1, N-K, -CONE, + $ A( J, K+1 ), LDA, W( JJ, KW+1 ), LDW, CONE, + $ A( J, JJ ), 1 ) + A( JJ, JJ ) = DBLE( A( JJ, JJ ) ) + 40 CONTINUE +* +* Update the rectangular superdiagonal block +* + CALL ZGEMM( 'No transpose', 'Transpose', J-1, JB, N-K, + $ -CONE, A( 1, K+1 ), LDA, W( J, KW+1 ), LDW, + $ CONE, A( 1, J ), LDA ) + 50 CONTINUE +* +* Put U12 in standard form by partially undoing the interchanges +* in of rows in columns k+1:n looping backwards from k+1 to 1 +* + J = K + 1 + 60 CONTINUE +* +* Undo the interchanges (if any) of rows J and JP2 +* (or J and JP2, and J+1 and JP1) at each step J +* + KSTEP = 1 + JP1 = 1 +* (Here, J is a diagonal index) + JJ = J + JP2 = IPIV( J ) + IF( JP2.LT.0 ) THEN + JP2 = -JP2 +* (Here, J is a diagonal index) + J = J + 1 + JP1 = -IPIV( J ) + KSTEP = 2 + END IF +* (NOTE: Here, J is used to determine row length. Length N-J+1 +* of the rows to swap back doesn't include diagonal element) + J = J + 1 + IF( JP2.NE.JJ .AND. J.LE.N ) + $ CALL ZSWAP( N-J+1, A( JP2, J ), LDA, A( JJ, J ), LDA ) + JJ = JJ + 1 + IF( JP1.NE.JJ .AND. KSTEP.EQ.2 .AND. J.LE.N ) + $ CALL ZSWAP( N-J+1, A( JP1, J ), LDA, A( JJ, J ), LDA ) + IF( J.LT.N ) + $ GO TO 60 +* +* Set KB to the number of columns factorized +* + KB = N - K +* + ELSE +* +* Factorize the leading columns of A using the lower triangle +* of A and working forwards, and compute the matrix W = L21*D +* for use in updating A22 +* +* K is the main loop index, increasing from 1 in steps of 1 or 2 +* + K = 1 + 70 CONTINUE +* + IF( ( K.GE.NB .AND. NB.LT.N ) .OR. K.GT.N ) + $ GO TO 90 +* + KSTEP = 1 + P = K +* +* Copy column K of A to column K of W and update column K of W +* + W( K, K ) = DBLE( A( K, K ) ) + IF( K.LT.N ) + $ CALL ZCOPY( N-K, A( K+1, K ), 1, W( K+1, K ), 1 ) + IF( K.GT.1 ) THEN + CALL ZGEMV( 'No transpose', N-K+1, K-1, -CONE, A( K, 1 ), + $ LDA, W( K, 1 ), LDW, CONE, W( K, K ), 1 ) + W( K, K ) = DBLE( W( K, K ) ) + END IF +* +* Determine rows and columns to be interchanged and whether +* a 1-by-1 or 2-by-2 pivot block will be used +* + ABSAKK = ABS( DBLE( W( K, K ) ) ) +* +* IMAX is the row-index of the largest off-diagonal element in +* column K, and COLMAX is its absolute value +* + IF( K.LT.N ) THEN + IMAX = K + IZAMAX( N-K, W( K+1, K ), 1 ) + COLMAX = CABS1( W( IMAX, K ) ) + ELSE + COLMAX = ZERO + END IF +* + IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN +* +* Column K is zero: set INFO and continue +* + IF( INFO.EQ.0 ) + $ INFO = K + KP = K + A( K, K ) = DBLE( A( K, K ) ) + IF( K.LT.N ) + $ CALL ZCOPY( N-K, W( K+1, K ), 1, A( K+1, K ), 1 ) + ELSE +* +* ============================================================ +* +* Test for interchange +* +* Equivalent to testing for ABSAKK.GE.ALPHA*COLMAX +* (used to handle NaN and Inf) +* + IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN +* +* no interchange, use 1-by-1 pivot block +* + KP = K +* + ELSE +* + DONE = .FALSE. +* +* Loop until pivot found +* + 72 CONTINUE +* +* Begin pivot search loop body +* +* +* Copy column IMAX to column k+1 of W and update it +* + CALL ZCOPY( IMAX-K, A( IMAX, K ), LDA, W( K, K+1 ), 1) + CALL ZLACGV( IMAX-K, W( K, K+1 ), 1 ) + W( IMAX, K+1 ) = DBLE( A( IMAX, IMAX ) ) + IF( IMAX.LT.N ) + $ CALL ZCOPY( N-IMAX, A( IMAX+1, IMAX ), 1, + $ W( IMAX+1, K+1 ), 1 ) + IF( K.GT.1 ) THEN + CALL ZGEMV( 'No transpose', N-K+1, K-1, -CONE, + $ A( K, 1 ), LDA, W( IMAX, 1 ), LDW, + $ CONE, W( K, K+1 ), 1 ) + W( IMAX, K+1 ) = DBLE( W( IMAX, K+1 ) ) + END IF +* +* JMAX is the column-index of the largest off-diagonal +* element in row IMAX, and ROWMAX is its absolute value. +* Determine both ROWMAX and JMAX. +* + IF( IMAX.NE.K ) THEN + JMAX = K - 1 + IZAMAX( IMAX-K, W( K, K+1 ), 1 ) + ROWMAX = CABS1( W( JMAX, K+1 ) ) + ELSE + ROWMAX = ZERO + END IF +* + IF( IMAX.LT.N ) THEN + ITEMP = IMAX + IZAMAX( N-IMAX, W( IMAX+1, K+1 ), 1) + DTEMP = CABS1( W( ITEMP, K+1 ) ) + IF( DTEMP.GT.ROWMAX ) THEN + ROWMAX = DTEMP + JMAX = ITEMP + END IF + END IF +* +* Equivalent to testing for +* ABS( DBLE( W( IMAX,K+1 ) ) ).GE.ALPHA*ROWMAX +* (used to handle NaN and Inf) +* + IF( .NOT.( ABS( DBLE( W( IMAX,K+1 ) ) ) + $ .LT.ALPHA*ROWMAX ) ) THEN +* +* interchange rows and columns K and IMAX, +* use 1-by-1 pivot block +* + KP = IMAX +* +* copy column K+1 of W to column K of W +* + CALL ZCOPY( N-K+1, W( K, K+1 ), 1, W( K, K ), 1 ) +* + DONE = .TRUE. +* +* Equivalent to testing for ROWMAX.EQ.COLMAX, +* (used to handle NaN and Inf) +* + ELSE IF( ( P.EQ.JMAX ) .OR. ( ROWMAX.LE.COLMAX ) ) + $ THEN +* +* interchange rows and columns K+1 and IMAX, +* use 2-by-2 pivot block +* + KP = IMAX + KSTEP = 2 + DONE = .TRUE. + ELSE +* +* Pivot not found: set params and repeat +* + P = IMAX + COLMAX = ROWMAX + IMAX = JMAX +* +* Copy updated JMAXth (next IMAXth) column to Kth of W +* + CALL ZCOPY( N-K+1, W( K, K+1 ), 1, W( K, K ), 1 ) +* + END IF +* +* End pivot search loop body +* + IF( .NOT.DONE ) GOTO 72 +* + END IF +* +* ============================================================ +* +* KK is the column of A where pivoting step stopped +* + KK = K + KSTEP - 1 +* +* Interchange rows and columns P and K (only for 2-by-2 pivot). +* Updated column P is already stored in column K of W. +* + IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN +* +* Copy non-updated column KK-1 to column P of submatrix A +* at step K. No need to copy element into columns +* K and K+1 of A for 2-by-2 pivot, since these columns +* will be later overwritten. +* + A( P, P ) = DBLE( A( K, K ) ) + CALL ZCOPY( P-K-2, A( K+2, K ), 1, A( P, K+2 ), LDA ) + CALL ZLACGV( P-K-1, A( P, K+1 ), LDA ) + IF( P.LT.N ) + $ CALL ZCOPY( N-P, A( P+1, K ), 1, A( P+1, P ), 1 ) +* +* Interchange rows KK and KP in first K-1 columns of A +* (columns K and K+1 of A for 2-by-2 pivot will be +* later overwritten). Interchange rows KK and KP +* in first KK columns of W. +* + IF( K.GT.1 ) + $ CALL ZSWAP( K-1, A( K, 1 ), LDA, A( P, 1 ), LDA ) + CALL ZSWAP( K, W( K, 1 ), LDW, W( P, 1 ), LDW ) + END IF +* +* Interchange rows and columns KP and KK. +* Updated column KP is already stored in column KK of W. +* + IF( KP.NE.KK ) THEN +* +* Copy non-updated column KK to column KP of submatrix A +* at step K. No need to copy element into column K +* (or K and K+1 for 2-by-2 pivot) of A, since these columns +* will be later overwritten. +* + A( KP, KP ) = DBLE( A( KK, KK ) ) + CALL ZCOPY( KP-KK-1, A( KK+1, KK ), 1, A( KP, KK+1 ), + $ LDA ) + CALL ZLACGV( KP-KK-1, A( KP, KK+1 ), LDA ) + IF( KP.LT.N ) + $ CALL ZCOPY( N-KP, A( KP+1, KK ), 1, A( KP+1, KP ), 1 ) +* +* Interchange rows KK and KP in first K-1 columns of A +* (columns K (or K and K+1 for 2-by-2 pivot) of A will be +* later overwritten). Interchange rows KK and KP +* in first KK columns of W. +* + IF( K.GT.1 ) + $ CALL ZSWAP( K-1, A( KK, 1 ), LDA, A( KP, 1 ), LDA ) + CALL ZSWAP( KK, W( KK, 1 ), LDW, W( KP, 1 ), LDW ) + END IF +* + IF( KSTEP.EQ.1 ) THEN +* +* 1-by-1 pivot block D(k): column k of W now holds +* +* W(k) = L(k)*D(k), +* +* where L(k) is the k-th column of L +* +* (1) Store subdiag. elements of column L(k) +* and 1-by-1 block D(k) in column k of A. +* (NOTE: Diagonal element L(k,k) is a UNIT element +* and not stored) +* A(k,k) := D(k,k) = W(k,k) +* A(k+1:N,k) := L(k+1:N,k) = W(k+1:N,k)/D(k,k) +* +* (NOTE: No need to use for Hermitian matrix +* A( K, K ) = DBLE( W( K, K) ) to separately copy diagonal +* element D(k,k) from W (potentially saves only one load)) + CALL ZCOPY( N-K+1, W( K, K ), 1, A( K, K ), 1 ) + IF( K.LT.N ) THEN +* +* Handle division by a small number +* + T = DBLE( A( K, K ) ) + IF( ABS( T ).GE.SFMIN ) THEN + R1 = ONE / T + CALL ZDSCAL( N-K, R1, A( K+1, K ), 1 ) + ELSE +* (NOTE: No need to check if T=D(k,k) is NOT ZERO, +* since that was ensured earlier in pivot search) + DO 74 II = K + 1, N + A( II, K ) = A( II, K ) / T + 74 CONTINUE + END IF +* +* (2) Conjugate column W(k) +* + CALL ZLACGV( N-K, W( K+1, K ), 1 ) + END IF +* + ELSE +* +* 2-by-2 pivot block D(k): columns k and k+1 of W now hold +* +* ( W(k) W(k+1) ) = ( L(k) L(k+1) )*D(k) +* +* where L(k) and L(k+1) are the k-th and (k+1)-th columns +* of L +* +* (1) Store L(k+2:N,k) and L(k+2:N,k+1) and 2-by-2 +* block D(k:k+1,k:k+1) in columns k and k+1 of A. +* NOTE: 2-by-2 diagonal block L(k:k+1,k:k+1) is a UNIT +* block and not stored. +* A(k:k+1,k:k+1) := D(k:k+1,k:k+1) = W(k:k+1,k:k+1) +* A(k+2:N,k:k+1) := L(k+2:N,k:k+1) = +* = W(k+2:N,k:k+1) * ( D(k:k+1,k:k+1)**(-1) ) +* + IF( K.LT.N-1 ) THEN +* +* Compose the columns of the inverse of 2-by-2 pivot +* block D in the following way to reduce the number +* of FLOPS when we myltiply panel ( W(k) W(k+1) ) by +* this inverse +* +* D**(-1) = ( d11 cj(d21) )**(-1) = +* ( d21 d22 ) +* +* = 1/(d11*d22-|d21|**2) * ( ( d22) (-cj(d21) ) ) = +* ( (-d21) ( d11 ) ) +* +* = 1/(|d21|**2) * 1/((d11/cj(d21))*(d22/d21)-1) * +* +* * ( d21*( d22/d21 ) conj(d21)*( - 1 ) ) = +* ( ( -1 ) ( d11/conj(d21) ) ) +* +* = 1/(|d21|**2) * 1/(D22*D11-1) * +* +* * ( d21*( D11 ) conj(d21)*( -1 ) ) = +* ( ( -1 ) ( D22 ) ) +* +* = (1/|d21|**2) * T * ( d21*( D11 ) conj(d21)*( -1 ) ) = +* ( ( -1 ) ( D22 ) ) +* +* = ( (T/conj(d21))*( D11 ) (T/d21)*( -1 ) ) = +* ( ( -1 ) ( D22 ) ) +* +* Handle division by a small number. (NOTE: order of +* operations is important) +* +* = ( T*(( D11 )/conj(D21)) T*(( -1 )/D21 ) ) +* ( (( -1 ) ) (( D22 ) ) ) +* + D21 = W( K+1, K ) + D11 = W( K+1, K+1 ) / D21 + D22 = W( K, K ) / DCONJG( D21 ) + T = ONE / ( DBLE( D11*D22 )-ONE ) +* +* Update elements in columns A(k) and A(k+1) as +* dot products of rows of ( W(k) W(k+1) ) and columns +* of D**(-1) +* + DO 80 J = K + 2, N + A( J, K ) = T*( ( D11*W( J, K )-W( J, K+1 ) ) / + $ DCONJG( D21 ) ) + A( J, K+1 ) = T*( ( D22*W( J, K+1 )-W( J, K ) ) / + $ D21 ) + 80 CONTINUE + END IF +* +* Copy D(k) to A +* + A( K, K ) = W( K, K ) + A( K+1, K ) = W( K+1, K ) + A( K+1, K+1 ) = W( K+1, K+1 ) +* +* (2) Conjugate columns W(k) and W(k+1) +* + CALL ZLACGV( N-K, W( K+1, K ), 1 ) + CALL ZLACGV( N-K-1, W( K+2, K+1 ), 1 ) +* + END IF +* + END IF +* +* Store details of the interchanges in IPIV +* + IF( KSTEP.EQ.1 ) THEN + IPIV( K ) = KP + ELSE + IPIV( K ) = -P + IPIV( K+1 ) = -KP + END IF +* +* Increase K and return to the start of the main loop +* + K = K + KSTEP + GO TO 70 +* + 90 CONTINUE +* +* Update the lower triangle of A22 (= A(k:n,k:n)) as +* +* A22 := A22 - L21*D*L21**H = A22 - L21*W**H +* +* computing blocks of NB columns at a time (note that conjg(W) is +* actually stored) +* + DO 110 J = K, N, NB + JB = MIN( NB, N-J+1 ) +* +* Update the lower triangle of the diagonal block +* + DO 100 JJ = J, J + JB - 1 + A( JJ, JJ ) = DBLE( A( JJ, JJ ) ) + CALL ZGEMV( 'No transpose', J+JB-JJ, K-1, -CONE, + $ A( JJ, 1 ), LDA, W( JJ, 1 ), LDW, CONE, + $ A( JJ, JJ ), 1 ) + A( JJ, JJ ) = DBLE( A( JJ, JJ ) ) + 100 CONTINUE +* +* Update the rectangular subdiagonal block +* + IF( J+JB.LE.N ) + $ CALL ZGEMM( 'No transpose', 'Transpose', N-J-JB+1, JB, + $ K-1, -CONE, A( J+JB, 1 ), LDA, W( J, 1 ), + $ LDW, CONE, A( J+JB, J ), LDA ) + 110 CONTINUE +* +* Put L21 in standard form by partially undoing the interchanges +* of rows in columns 1:k-1 looping backwards from k-1 to 1 +* + J = K - 1 + 120 CONTINUE +* +* Undo the interchanges (if any) of rows J and JP2 +* (or J and JP2, and J-1 and JP1) at each step J +* + KSTEP = 1 + JP1 = 1 +* (Here, J is a diagonal index) + JJ = J + JP2 = IPIV( J ) + IF( JP2.LT.0 ) THEN + JP2 = -JP2 +* (Here, J is a diagonal index) + J = J - 1 + JP1 = -IPIV( J ) + KSTEP = 2 + END IF +* (NOTE: Here, J is used to determine row length. Length J +* of the rows to swap back doesn't include diagonal element) + J = J - 1 + IF( JP2.NE.JJ .AND. J.GE.1 ) + $ CALL ZSWAP( J, A( JP2, 1 ), LDA, A( JJ, 1 ), LDA ) + JJ = JJ - 1 + IF( KSTEP.EQ.2 .AND. JP1.NE.JJ .AND. J.GE.1 ) + $ CALL ZSWAP( J, A( JP1, 1 ), LDA, A( JJ, 1 ), LDA ) + IF( J.GT.1 ) + $ GO TO 120 +* +* Set KB to the number of columns factorized +* + KB = K - 1 +* + END IF + RETURN +* +* End of ZLAHEF_ROOK +* + END |