diff options
Diffstat (limited to 'SRC/zlahef_rk.f')
| -rw-r--r-- | SRC/zlahef_rk.f | 1234 |
1 files changed, 1234 insertions, 0 deletions
diff --git a/SRC/zlahef_rk.f b/SRC/zlahef_rk.f new file mode 100644 index 00000000..cf8c8586 --- /dev/null +++ b/SRC/zlahef_rk.f @@ -0,0 +1,1234 @@ +*> \brief \b ZLAHEF_RK computes a partial factorization of a complex Hermitian indefinite matrix using bounded Bunch-Kaufman (rook) diagonal pivoting method. +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download ZLAHEF_RK + dependencies +*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlahef_rk.f"> +*> [TGZ]</a> +*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlahef_rk.f"> +*> [ZIP]</a> +*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlahef_rk.f"> +*> [TXT]</a> +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE ZLAHEF_RK( UPLO, N, NB, KB, A, LDA, E, IPIV, W, LDW, +* INFO ) +* +* .. Scalar Arguments .. +* CHARACTER UPLO +* INTEGER INFO, KB, LDA, LDW, N, NB +* .. +* .. Array Arguments .. +* INTEGER IPIV( * ) +* COMPLEX*16 A( LDA, * ), E( * ), W( LDW, * ) +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> ZLAHEF_RK 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. +*> +*> ZLAHEF_RK is an auxiliary routine called by ZHETRF_RK. 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, contains: +*> a) ONLY diagonal elements of the Hermitian block diagonal +*> matrix D on the diagonal of A, i.e. D(k,k) = A(k,k); +*> (superdiagonal (or subdiagonal) elements of D +*> are stored on exit in array E), and +*> b) If UPLO = 'U': factor U in the superdiagonal part of A. +*> If UPLO = 'L': factor L in the subdiagonal part of A. +*> \endverbatim +*> +*> \param[in] LDA +*> \verbatim +*> LDA is INTEGER +*> The leading dimension of the array A. LDA >= max(1,N). +*> \endverbatim +*> +*> \param[out] E +*> \verbatim +*> E is COMPLEX*16 array, dimension (N) +*> On exit, contains the superdiagonal (or subdiagonal) +*> elements of the Hermitian block diagonal matrix D +*> with 1-by-1 or 2-by-2 diagonal blocks, where +*> If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0; +*> If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0. +*> +*> NOTE: For 1-by-1 diagonal block D(k), where +*> 1 <= k <= N, the element E(k) is set to 0 in both +*> UPLO = 'U' or UPLO = 'L' cases. +*> \endverbatim +*> +*> \param[out] IPIV +*> \verbatim +*> IPIV is INTEGER array, dimension (N) +*> IPIV describes the permutation matrix P in the factorization +*> of matrix A as follows. The absolute value of IPIV(k) +*> represents the index of row and column that were +*> interchanged with the k-th row and column. The value of UPLO +*> describes the order in which the interchanges were applied. +*> Also, the sign of IPIV represents the block structure of +*> the Hermitian block diagonal matrix D with 1-by-1 or 2-by-2 +*> diagonal blocks which correspond to 1 or 2 interchanges +*> at each factorization step. +*> +*> If UPLO = 'U', +*> ( in factorization order, k decreases from N to 1 ): +*> a) A single positive entry IPIV(k) > 0 means: +*> D(k,k) is a 1-by-1 diagonal block. +*> If IPIV(k) != k, rows and columns k and IPIV(k) were +*> interchanged in the submatrix A(1:N,N-KB+1:N); +*> If IPIV(k) = k, no interchange occurred. +*> +*> +*> b) A pair of consecutive negative entries +*> IPIV(k) < 0 and IPIV(k-1) < 0 means: +*> D(k-1:k,k-1:k) is a 2-by-2 diagonal block. +*> (NOTE: negative entries in IPIV appear ONLY in pairs). +*> 1) If -IPIV(k) != k, rows and columns +*> k and -IPIV(k) were interchanged +*> in the matrix A(1:N,N-KB+1:N). +*> If -IPIV(k) = k, no interchange occurred. +*> 2) If -IPIV(k-1) != k-1, rows and columns +*> k-1 and -IPIV(k-1) were interchanged +*> in the submatrix A(1:N,N-KB+1:N). +*> If -IPIV(k-1) = k-1, no interchange occurred. +*> +*> c) In both cases a) and b) is always ABS( IPIV(k) ) <= k. +*> +*> d) NOTE: Any entry IPIV(k) is always NONZERO on output. +*> +*> If UPLO = 'L', +*> ( in factorization order, k increases from 1 to N ): +*> a) A single positive entry IPIV(k) > 0 means: +*> D(k,k) is a 1-by-1 diagonal block. +*> If IPIV(k) != k, rows and columns k and IPIV(k) were +*> interchanged in the submatrix A(1:N,1:KB). +*> If IPIV(k) = k, no interchange occurred. +*> +*> b) A pair of consecutive negative entries +*> IPIV(k) < 0 and IPIV(k+1) < 0 means: +*> D(k:k+1,k:k+1) is a 2-by-2 diagonal block. +*> (NOTE: negative entries in IPIV appear ONLY in pairs). +*> 1) If -IPIV(k) != k, rows and columns +*> k and -IPIV(k) were interchanged +*> in the submatrix A(1:N,1:KB). +*> If -IPIV(k) = k, no interchange occurred. +*> 2) If -IPIV(k+1) != k+1, rows and columns +*> k-1 and -IPIV(k-1) were interchanged +*> in the submatrix A(1:N,1:KB). +*> If -IPIV(k+1) = k+1, no interchange occurred. +*> +*> c) In both cases a) and b) is always ABS( IPIV(k) ) >= k. +*> +*> d) NOTE: Any entry IPIV(k) is always NONZERO on output. +*> \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, the k-th argument had an illegal value +*> +*> > 0: If INFO = k, the matrix A is singular, because: +*> If UPLO = 'U': column k in the upper +*> triangular part of A contains all zeros. +*> If UPLO = 'L': column k in the lower +*> triangular part of A contains all zeros. +*> +*> Therefore D(k,k) is exactly zero, and superdiagonal +*> elements of column k of U (or subdiagonal elements of +*> column k of L ) are all zeros. The factorization has +*> been completed, but the block diagonal matrix D is +*> exactly singular, and division by zero will occur if +*> it is used to solve a system of equations. +*> +*> NOTE: INFO only stores the first occurrence of +*> a singularity, any subsequent occurrence of singularity +*> is not stored in INFO even though the factorization +*> always completes. +*> \endverbatim +* +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \date November 2016 +* +*> \ingroup complex16HEcomputational +* +*> \par Contributors: +* ================== +*> +*> \verbatim +*> +*> November 2016, 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_RK( UPLO, N, NB, KB, A, LDA, E, IPIV, W, LDW, + $ INFO ) +* +* -- LAPACK computational routine (version 3.7.0) -- +* -- LAPACK is a software package provided by Univ. of Tennessee, -- +* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- +* November 2016 +* +* .. Scalar Arguments .. + CHARACTER UPLO + INTEGER INFO, KB, LDA, LDW, N, NB +* .. +* .. Array Arguments .. + INTEGER IPIV( * ) + COMPLEX*16 A( LDA, * ), W( LDW, * ), E( * ) +* .. +* +* ===================================================================== +* +* .. 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 ) + COMPLEX*16 CZERO + PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ) ) +* .. +* .. Local Scalars .. + LOGICAL DONE + INTEGER IMAX, ITEMP, II, J, JB, JJ, JMAX, 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 (note that conjg(W) is actually stored) +* Initilize the first entry of array E, where superdiagonal +* elements of D are stored +* + E( 1 ) = CZERO +* +* 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, KW ) ) ) +* +* IMAX is the row-index of the largest off-diagonal element in +* column K, and COLMAX is its absolute value. +* Determine both COLMAX and IMAX. +* + 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 or underflow: set INFO and continue +* + IF( INFO.EQ.0 ) + $ INFO = K + KP = K + A( K, K ) = DBLE( W( K, KW ) ) + IF( K.GT.1 ) + $ CALL ZCOPY( K-1, W( 1, KW ), 1, A( 1, K ), 1 ) +* +* Set E( K ) to zero +* + IF( K.GT.1 ) + $ E( K ) = CZERO +* + ELSE +* +* ============================================================ +* +* BEGIN pivot search +* +* Case(1) +* 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 +* +* Lop until pivot found +* + DONE = .FALSE. +* + 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 +* +* Case(2) +* Equivalent to testing for +* ABS( REAL( 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. +* +* Case(3) +* 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. +* +* Case(4) + 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 +* +* END pivot search +* +* ============================================================ +* +* 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 K 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 K and P in the last K+1 to N columns of A +* (columns K and K-1 of A for 2-by-2 pivot will be +* later overwritten). Interchange rows K and P +* in last KKW 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-KK+1, W( K, KKW ), LDW, W( P, KKW ), + $ 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 ) = REAL( 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 +* +* (NOTE: No need to check if A(k,k) is NOT ZERO, +* since that was ensured earlier in pivot search: +* case A(k,k) = 0 falls into 2x2 pivot case(3)) +* +* 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 + 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 ) +* +* Store the superdiagonal element of D in array E +* + E( K ) = CZERO +* + 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 +* +* Factor out the columns of the inverse of 2-by-2 pivot +* block D, so that each column contains 1, to reduce the +* number of FLOPS when we multiply panel +* ( W(kw-1) W(kw) ) by this inverse, i.e. by D**(-1). +* +* 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 ) ) ), +* +* where D11 = d22/d21, +* D22 = d11/conj(d21), +* D21 = d21, +* T = 1/(D22*D11-1). +* +* (NOTE: No need to check for division by ZERO, +* since that was ensured earlier in pivot search: +* (a) d21 != 0 in 2x2 pivot case(4), +* since |d21| should be larger than |d11| and |d22|; +* (b) (D22*D11 - 1) != 0, since from (a), +* both |D11| < 1, |D22| < 1, hence |D22*D11| << 1.) +* + 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 diagonal elements of D(K) to A, +* copy superdiagonal element of D(K) to E(K) and +* ZERO out superdiagonal entry of A +* + A( K-1, K-1 ) = W( K-1, KW-1 ) + A( K-1, K ) = CZERO + A( K, K ) = W( K, KW ) + E( K ) = W( K-1, KW ) + E( K-1 ) = CZERO +* +* (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 column K is nonsingular +* + 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 +* + IF( J.GE.2 ) + $ 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 +* +* 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 (note that conjg(W) is actually stored) +* +* Initilize the unused last entry of the subdiagonal array E. +* + E( N ) = CZERO +* +* K is the main loop index, increasing from 1 in steps of 1 or 2 +* + K = 1 + 70 CONTINUE +* +* Exit from loop +* + 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. +* Determine both COLMAX and IMAX. +* + 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 or underflow: set INFO and continue +* + IF( INFO.EQ.0 ) + $ INFO = K + KP = K + A( K, K ) = DBLE( W( K, K ) ) + IF( K.LT.N ) + $ CALL ZCOPY( N-K, W( K+1, K ), 1, A( K+1, K ), 1 ) +* +* Set E( K ) to zero +* + IF( K.LT.N ) + $ E( K ) = CZERO +* + ELSE +* +* ============================================================ +* +* BEGIN pivot search +* +* Case(1) +* 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 +* +* Case(2) +* Equivalent to testing for +* ABS( REAL( 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. +* +* Case(3) +* 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. +* +* Case(4) + 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 +* +* END pivot search +* +* ============================================================ +* +* 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-1, A( K+1, K ), 1, A( P, K+1 ), 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 K and P 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 K and P +* in first KK columns of W. +* + IF( K.GT.1 ) + $ CALL ZSWAP( K-1, A( K, 1 ), LDA, A( P, 1 ), LDA ) + CALL ZSWAP( KK, 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 +* (column 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 ) = REAL( 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 +* +* (NOTE: No need to check if A(k,k) is NOT ZERO, +* since that was ensured earlier in pivot search: +* case A(k,k) = 0 falls into 2x2 pivot case(3)) +* +* 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 + 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 ) +* +* Store the subdiagonal element of D in array E +* + E( K ) = CZERO +* + 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 +* +* Factor out the columns of the inverse of 2-by-2 pivot +* block D, so that each column contains 1, to reduce the +* number of FLOPS when we multiply panel +* ( W(kw-1) W(kw) ) by this inverse, i.e. by D**(-1). +* +* 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 ) ) ), +* +* where D11 = d22/d21, +* D22 = d11/conj(d21), +* D21 = d21, +* T = 1/(D22*D11-1). +* +* (NOTE: No need to check for division by ZERO, +* since that was ensured earlier in pivot search: +* (a) d21 != 0 in 2x2 pivot case(4), +* since |d21| should be larger than |d11| and |d22|; +* (b) (D22*D11 - 1) != 0, since from (a), +* both |D11| < 1, |D22| < 1, hence |D22*D11| << 1.) +* + 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 diagonal elements of D(K) to A, +* copy subdiagonal element of D(K) to E(K) and +* ZERO out subdiagonal entry of A +* + A( K, K ) = W( K, K ) + A( K+1, K ) = CZERO + A( K+1, K+1 ) = W( K+1, K+1 ) + E( K ) = W( K+1, K ) + E( K+1 ) = CZERO +* +* (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 column K is nonsingular +* + 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 +* +* Set KB to the number of columns factorized +* + KB = K - 1 +* + END IF + RETURN +* +* End of ZLAHEF_RK +* + END |