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chetf2_rook.f 29 kB

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  1. *> \brief \b CHETF2_ROOK computes the factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman ("rook") diagonal pivoting method (unblocked algorithm).
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CHETF2_ROOK + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/chetf2_rook.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/chetf2_rook.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/chetf2_rook.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CHETF2_ROOK( UPLO, N, A, LDA, IPIV, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER INFO, LDA, N
  26. * ..
  27. * .. Array Arguments ..
  28. * INTEGER IPIV( * )
  29. * COMPLEX A( LDA, * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> CHETF2_ROOK computes the factorization of a complex Hermitian matrix A
  39. *> using the bounded Bunch-Kaufman ("rook") diagonal pivoting method:
  40. *>
  41. *> A = U*D*U**H or A = L*D*L**H
  42. *>
  43. *> where U (or L) is a product of permutation and unit upper (lower)
  44. *> triangular matrices, U**H is the conjugate transpose of U, and D is
  45. *> Hermitian and block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
  46. *>
  47. *> This is the unblocked version of the algorithm, calling Level 2 BLAS.
  48. *> \endverbatim
  49. *
  50. * Arguments:
  51. * ==========
  52. *
  53. *> \param[in] UPLO
  54. *> \verbatim
  55. *> UPLO is CHARACTER*1
  56. *> Specifies whether the upper or lower triangular part of the
  57. *> Hermitian matrix A is stored:
  58. *> = 'U': Upper triangular
  59. *> = 'L': Lower triangular
  60. *> \endverbatim
  61. *>
  62. *> \param[in] N
  63. *> \verbatim
  64. *> N is INTEGER
  65. *> The order of the matrix A. N >= 0.
  66. *> \endverbatim
  67. *>
  68. *> \param[in,out] A
  69. *> \verbatim
  70. *> A is COMPLEX array, dimension (LDA,N)
  71. *> On entry, the Hermitian matrix A. If UPLO = 'U', the leading
  72. *> n-by-n upper triangular part of A contains the upper
  73. *> triangular part of the matrix A, and the strictly lower
  74. *> triangular part of A is not referenced. If UPLO = 'L', the
  75. *> leading n-by-n lower triangular part of A contains the lower
  76. *> triangular part of the matrix A, and the strictly upper
  77. *> triangular part of A is not referenced.
  78. *>
  79. *> On exit, the block diagonal matrix D and the multipliers used
  80. *> to obtain the factor U or L (see below for further details).
  81. *> \endverbatim
  82. *>
  83. *> \param[in] LDA
  84. *> \verbatim
  85. *> LDA is INTEGER
  86. *> The leading dimension of the array A. LDA >= max(1,N).
  87. *> \endverbatim
  88. *>
  89. *> \param[out] IPIV
  90. *> \verbatim
  91. *> IPIV is INTEGER array, dimension (N)
  92. *> Details of the interchanges and the block structure of D.
  93. *>
  94. *> If UPLO = 'U':
  95. *> If IPIV(k) > 0, then rows and columns k and IPIV(k) were
  96. *> interchanged and D(k,k) is a 1-by-1 diagonal block.
  97. *>
  98. *> If IPIV(k) < 0 and IPIV(k-1) < 0, then rows and
  99. *> columns k and -IPIV(k) were interchanged and rows and
  100. *> columns k-1 and -IPIV(k-1) were inerchaged,
  101. *> D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
  102. *>
  103. *> If UPLO = 'L':
  104. *> If IPIV(k) > 0, then rows and columns k and IPIV(k)
  105. *> were interchanged and D(k,k) is a 1-by-1 diagonal block.
  106. *>
  107. *> If IPIV(k) < 0 and IPIV(k+1) < 0, then rows and
  108. *> columns k and -IPIV(k) were interchanged and rows and
  109. *> columns k+1 and -IPIV(k+1) were inerchaged,
  110. *> D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
  111. *> \endverbatim
  112. *>
  113. *> \param[out] INFO
  114. *> \verbatim
  115. *> INFO is INTEGER
  116. *> = 0: successful exit
  117. *> < 0: if INFO = -k, the k-th argument had an illegal value
  118. *> > 0: if INFO = k, D(k,k) is exactly zero. The factorization
  119. *> has been completed, but the block diagonal matrix D is
  120. *> exactly singular, and division by zero will occur if it
  121. *> is used to solve a system of equations.
  122. *> \endverbatim
  123. *
  124. * Authors:
  125. * ========
  126. *
  127. *> \author Univ. of Tennessee
  128. *> \author Univ. of California Berkeley
  129. *> \author Univ. of Colorado Denver
  130. *> \author NAG Ltd.
  131. *
  132. *> \date November 2013
  133. *
  134. *> \ingroup complexHEcomputational
  135. *
  136. *> \par Further Details:
  137. * =====================
  138. *>
  139. *> \verbatim
  140. *>
  141. *> If UPLO = 'U', then A = U*D*U**H, where
  142. *> U = P(n)*U(n)* ... *P(k)U(k)* ...,
  143. *> i.e., U is a product of terms P(k)*U(k), where k decreases from n to
  144. *> 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
  145. *> and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
  146. *> defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
  147. *> that if the diagonal block D(k) is of order s (s = 1 or 2), then
  148. *>
  149. *> ( I v 0 ) k-s
  150. *> U(k) = ( 0 I 0 ) s
  151. *> ( 0 0 I ) n-k
  152. *> k-s s n-k
  153. *>
  154. *> If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
  155. *> If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
  156. *> and A(k,k), and v overwrites A(1:k-2,k-1:k).
  157. *>
  158. *> If UPLO = 'L', then A = L*D*L**H, where
  159. *> L = P(1)*L(1)* ... *P(k)*L(k)* ...,
  160. *> i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
  161. *> n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
  162. *> and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
  163. *> defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
  164. *> that if the diagonal block D(k) is of order s (s = 1 or 2), then
  165. *>
  166. *> ( I 0 0 ) k-1
  167. *> L(k) = ( 0 I 0 ) s
  168. *> ( 0 v I ) n-k-s+1
  169. *> k-1 s n-k-s+1
  170. *>
  171. *> If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
  172. *> If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
  173. *> and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
  174. *> \endverbatim
  175. *
  176. *> \par Contributors:
  177. * ==================
  178. *>
  179. *> \verbatim
  180. *>
  181. *> November 2013, Igor Kozachenko,
  182. *> Computer Science Division,
  183. *> University of California, Berkeley
  184. *>
  185. *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
  186. *> School of Mathematics,
  187. *> University of Manchester
  188. *>
  189. *> 01-01-96 - Based on modifications by
  190. *> J. Lewis, Boeing Computer Services Company
  191. *> A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
  192. *> \endverbatim
  193. *
  194. * =====================================================================
  195. SUBROUTINE CHETF2_ROOK( UPLO, N, A, LDA, IPIV, INFO )
  196. *
  197. * -- LAPACK computational routine (version 3.5.0) --
  198. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  199. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  200. * November 2013
  201. *
  202. * .. Scalar Arguments ..
  203. CHARACTER UPLO
  204. INTEGER INFO, LDA, N
  205. * ..
  206. * .. Array Arguments ..
  207. INTEGER IPIV( * )
  208. COMPLEX A( LDA, * )
  209. * ..
  210. *
  211. * ======================================================================
  212. *
  213. * .. Parameters ..
  214. REAL ZERO, ONE
  215. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  216. REAL EIGHT, SEVTEN
  217. PARAMETER ( EIGHT = 8.0E+0, SEVTEN = 17.0E+0 )
  218. * ..
  219. * .. Local Scalars ..
  220. LOGICAL DONE, UPPER
  221. INTEGER I, II, IMAX, ITEMP, J, JMAX, K, KK, KP, KSTEP,
  222. $ P
  223. REAL ABSAKK, ALPHA, COLMAX, D, D11, D22, R1, STEMP,
  224. $ ROWMAX, TT, SFMIN
  225. COMPLEX D12, D21, T, WK, WKM1, WKP1, Z
  226. * ..
  227. * .. External Functions ..
  228. *
  229. LOGICAL LSAME
  230. INTEGER ICAMAX
  231. REAL SLAMCH, SLAPY2
  232. EXTERNAL LSAME, ICAMAX, SLAMCH, SLAPY2
  233. * ..
  234. * .. External Subroutines ..
  235. EXTERNAL XERBLA, CSSCAL, CHER, CSWAP
  236. * ..
  237. * .. Intrinsic Functions ..
  238. INTRINSIC ABS, AIMAG, CMPLX, CONJG, MAX, REAL, SQRT
  239. * ..
  240. * .. Statement Functions ..
  241. REAL CABS1
  242. * ..
  243. * .. Statement Function definitions ..
  244. CABS1( Z ) = ABS( REAL( Z ) ) + ABS( AIMAG( Z ) )
  245. * ..
  246. * .. Executable Statements ..
  247. *
  248. * Test the input parameters.
  249. *
  250. INFO = 0
  251. UPPER = LSAME( UPLO, 'U' )
  252. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  253. INFO = -1
  254. ELSE IF( N.LT.0 ) THEN
  255. INFO = -2
  256. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  257. INFO = -4
  258. END IF
  259. IF( INFO.NE.0 ) THEN
  260. CALL XERBLA( 'CHETF2_ROOK', -INFO )
  261. RETURN
  262. END IF
  263. *
  264. * Initialize ALPHA for use in choosing pivot block size.
  265. *
  266. ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
  267. *
  268. * Compute machine safe minimum
  269. *
  270. SFMIN = SLAMCH( 'S' )
  271. *
  272. IF( UPPER ) THEN
  273. *
  274. * Factorize A as U*D*U**H using the upper triangle of A
  275. *
  276. * K is the main loop index, decreasing from N to 1 in steps of
  277. * 1 or 2
  278. *
  279. K = N
  280. 10 CONTINUE
  281. *
  282. * If K < 1, exit from loop
  283. *
  284. IF( K.LT.1 )
  285. $ GO TO 70
  286. KSTEP = 1
  287. P = K
  288. *
  289. * Determine rows and columns to be interchanged and whether
  290. * a 1-by-1 or 2-by-2 pivot block will be used
  291. *
  292. ABSAKK = ABS( REAL( A( K, K ) ) )
  293. *
  294. * IMAX is the row-index of the largest off-diagonal element in
  295. * column K, and COLMAX is its absolute value.
  296. * Determine both COLMAX and IMAX.
  297. *
  298. IF( K.GT.1 ) THEN
  299. IMAX = ICAMAX( K-1, A( 1, K ), 1 )
  300. COLMAX = CABS1( A( IMAX, K ) )
  301. ELSE
  302. COLMAX = ZERO
  303. END IF
  304. *
  305. IF( ( MAX( ABSAKK, COLMAX ).EQ.ZERO ) ) THEN
  306. *
  307. * Column K is zero or underflow: set INFO and continue
  308. *
  309. IF( INFO.EQ.0 )
  310. $ INFO = K
  311. KP = K
  312. A( K, K ) = REAL( A( K, K ) )
  313. ELSE
  314. *
  315. * ============================================================
  316. *
  317. * BEGIN pivot search
  318. *
  319. * Case(1)
  320. * Equivalent to testing for ABSAKK.GE.ALPHA*COLMAX
  321. * (used to handle NaN and Inf)
  322. *
  323. IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN
  324. *
  325. * no interchange, use 1-by-1 pivot block
  326. *
  327. KP = K
  328. *
  329. ELSE
  330. *
  331. DONE = .FALSE.
  332. *
  333. * Loop until pivot found
  334. *
  335. 12 CONTINUE
  336. *
  337. * BEGIN pivot search loop body
  338. *
  339. *
  340. * JMAX is the column-index of the largest off-diagonal
  341. * element in row IMAX, and ROWMAX is its absolute value.
  342. * Determine both ROWMAX and JMAX.
  343. *
  344. IF( IMAX.NE.K ) THEN
  345. JMAX = IMAX + ICAMAX( K-IMAX, A( IMAX, IMAX+1 ),
  346. $ LDA )
  347. ROWMAX = CABS1( A( IMAX, JMAX ) )
  348. ELSE
  349. ROWMAX = ZERO
  350. END IF
  351. *
  352. IF( IMAX.GT.1 ) THEN
  353. ITEMP = ICAMAX( IMAX-1, A( 1, IMAX ), 1 )
  354. STEMP = CABS1( A( ITEMP, IMAX ) )
  355. IF( STEMP.GT.ROWMAX ) THEN
  356. ROWMAX = STEMP
  357. JMAX = ITEMP
  358. END IF
  359. END IF
  360. *
  361. * Case(2)
  362. * Equivalent to testing for
  363. * ABS( REAL( W( IMAX,KW-1 ) ) ).GE.ALPHA*ROWMAX
  364. * (used to handle NaN and Inf)
  365. *
  366. IF( .NOT.( ABS( REAL( A( IMAX, IMAX ) ) )
  367. $ .LT.ALPHA*ROWMAX ) ) THEN
  368. *
  369. * interchange rows and columns K and IMAX,
  370. * use 1-by-1 pivot block
  371. *
  372. KP = IMAX
  373. DONE = .TRUE.
  374. *
  375. * Case(3)
  376. * Equivalent to testing for ROWMAX.EQ.COLMAX,
  377. * (used to handle NaN and Inf)
  378. *
  379. ELSE IF( ( P.EQ.JMAX ) .OR. ( ROWMAX.LE.COLMAX ) )
  380. $ THEN
  381. *
  382. * interchange rows and columns K-1 and IMAX,
  383. * use 2-by-2 pivot block
  384. *
  385. KP = IMAX
  386. KSTEP = 2
  387. DONE = .TRUE.
  388. *
  389. * Case(4)
  390. ELSE
  391. *
  392. * Pivot not found: set params and repeat
  393. *
  394. P = IMAX
  395. COLMAX = ROWMAX
  396. IMAX = JMAX
  397. END IF
  398. *
  399. * END pivot search loop body
  400. *
  401. IF( .NOT.DONE ) GOTO 12
  402. *
  403. END IF
  404. *
  405. * END pivot search
  406. *
  407. * ============================================================
  408. *
  409. * KK is the column of A where pivoting step stopped
  410. *
  411. KK = K - KSTEP + 1
  412. *
  413. * For only a 2x2 pivot, interchange rows and columns K and P
  414. * in the leading submatrix A(1:k,1:k)
  415. *
  416. IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
  417. * (1) Swap columnar parts
  418. IF( P.GT.1 )
  419. $ CALL CSWAP( P-1, A( 1, K ), 1, A( 1, P ), 1 )
  420. * (2) Swap and conjugate middle parts
  421. DO 14 J = P + 1, K - 1
  422. T = CONJG( A( J, K ) )
  423. A( J, K ) = CONJG( A( P, J ) )
  424. A( P, J ) = T
  425. 14 CONTINUE
  426. * (3) Swap and conjugate corner elements at row-col interserction
  427. A( P, K ) = CONJG( A( P, K ) )
  428. * (4) Swap diagonal elements at row-col intersection
  429. R1 = REAL( A( K, K ) )
  430. A( K, K ) = REAL( A( P, P ) )
  431. A( P, P ) = R1
  432. END IF
  433. *
  434. * For both 1x1 and 2x2 pivots, interchange rows and
  435. * columns KK and KP in the leading submatrix A(1:k,1:k)
  436. *
  437. IF( KP.NE.KK ) THEN
  438. * (1) Swap columnar parts
  439. IF( KP.GT.1 )
  440. $ CALL CSWAP( KP-1, A( 1, KK ), 1, A( 1, KP ), 1 )
  441. * (2) Swap and conjugate middle parts
  442. DO 15 J = KP + 1, KK - 1
  443. T = CONJG( A( J, KK ) )
  444. A( J, KK ) = CONJG( A( KP, J ) )
  445. A( KP, J ) = T
  446. 15 CONTINUE
  447. * (3) Swap and conjugate corner elements at row-col interserction
  448. A( KP, KK ) = CONJG( A( KP, KK ) )
  449. * (4) Swap diagonal elements at row-col intersection
  450. R1 = REAL( A( KK, KK ) )
  451. A( KK, KK ) = REAL( A( KP, KP ) )
  452. A( KP, KP ) = R1
  453. *
  454. IF( KSTEP.EQ.2 ) THEN
  455. * (*) Make sure that diagonal element of pivot is real
  456. A( K, K ) = REAL( A( K, K ) )
  457. * (5) Swap row elements
  458. T = A( K-1, K )
  459. A( K-1, K ) = A( KP, K )
  460. A( KP, K ) = T
  461. END IF
  462. ELSE
  463. * (*) Make sure that diagonal element of pivot is real
  464. A( K, K ) = REAL( A( K, K ) )
  465. IF( KSTEP.EQ.2 )
  466. $ A( K-1, K-1 ) = REAL( A( K-1, K-1 ) )
  467. END IF
  468. *
  469. * Update the leading submatrix
  470. *
  471. IF( KSTEP.EQ.1 ) THEN
  472. *
  473. * 1-by-1 pivot block D(k): column k now holds
  474. *
  475. * W(k) = U(k)*D(k)
  476. *
  477. * where U(k) is the k-th column of U
  478. *
  479. IF( K.GT.1 ) THEN
  480. *
  481. * Perform a rank-1 update of A(1:k-1,1:k-1) and
  482. * store U(k) in column k
  483. *
  484. IF( ABS( REAL( A( K, K ) ) ).GE.SFMIN ) THEN
  485. *
  486. * Perform a rank-1 update of A(1:k-1,1:k-1) as
  487. * A := A - U(k)*D(k)*U(k)**T
  488. * = A - W(k)*1/D(k)*W(k)**T
  489. *
  490. D11 = ONE / REAL( A( K, K ) )
  491. CALL CHER( UPLO, K-1, -D11, A( 1, K ), 1, A, LDA )
  492. *
  493. * Store U(k) in column k
  494. *
  495. CALL CSSCAL( K-1, D11, A( 1, K ), 1 )
  496. ELSE
  497. *
  498. * Store L(k) in column K
  499. *
  500. D11 = REAL( A( K, K ) )
  501. DO 16 II = 1, K - 1
  502. A( II, K ) = A( II, K ) / D11
  503. 16 CONTINUE
  504. *
  505. * Perform a rank-1 update of A(k+1:n,k+1:n) as
  506. * A := A - U(k)*D(k)*U(k)**T
  507. * = A - W(k)*(1/D(k))*W(k)**T
  508. * = A - (W(k)/D(k))*(D(k))*(W(k)/D(K))**T
  509. *
  510. CALL CHER( UPLO, K-1, -D11, A( 1, K ), 1, A, LDA )
  511. END IF
  512. END IF
  513. *
  514. ELSE
  515. *
  516. * 2-by-2 pivot block D(k): columns k and k-1 now hold
  517. *
  518. * ( W(k-1) W(k) ) = ( U(k-1) U(k) )*D(k)
  519. *
  520. * where U(k) and U(k-1) are the k-th and (k-1)-th columns
  521. * of U
  522. *
  523. * Perform a rank-2 update of A(1:k-2,1:k-2) as
  524. *
  525. * A := A - ( U(k-1) U(k) )*D(k)*( U(k-1) U(k) )**T
  526. * = A - ( ( A(k-1)A(k) )*inv(D(k)) ) * ( A(k-1)A(k) )**T
  527. *
  528. * and store L(k) and L(k+1) in columns k and k+1
  529. *
  530. IF( K.GT.2 ) THEN
  531. * D = |A12|
  532. D = SLAPY2( REAL( A( K-1, K ) ),
  533. $ AIMAG( A( K-1, K ) ) )
  534. D11 = A( K, K ) / D
  535. D22 = A( K-1, K-1 ) / D
  536. D12 = A( K-1, K ) / D
  537. TT = ONE / ( D11*D22-ONE )
  538. *
  539. DO 30 J = K - 2, 1, -1
  540. *
  541. * Compute D21 * ( W(k)W(k+1) ) * inv(D(k)) for row J
  542. *
  543. WKM1 = TT*( D11*A( J, K-1 )-CONJG( D12 )*
  544. $ A( J, K ) )
  545. WK = TT*( D22*A( J, K )-D12*A( J, K-1 ) )
  546. *
  547. * Perform a rank-2 update of A(1:k-2,1:k-2)
  548. *
  549. DO 20 I = J, 1, -1
  550. A( I, J ) = A( I, J ) -
  551. $ ( A( I, K ) / D )*CONJG( WK ) -
  552. $ ( A( I, K-1 ) / D )*CONJG( WKM1 )
  553. 20 CONTINUE
  554. *
  555. * Store U(k) and U(k-1) in cols k and k-1 for row J
  556. *
  557. A( J, K ) = WK / D
  558. A( J, K-1 ) = WKM1 / D
  559. * (*) Make sure that diagonal element of pivot is real
  560. A( J, J ) = CMPLX( REAL( A( J, J ) ), ZERO )
  561. *
  562. 30 CONTINUE
  563. *
  564. END IF
  565. *
  566. END IF
  567. *
  568. END IF
  569. *
  570. * Store details of the interchanges in IPIV
  571. *
  572. IF( KSTEP.EQ.1 ) THEN
  573. IPIV( K ) = KP
  574. ELSE
  575. IPIV( K ) = -P
  576. IPIV( K-1 ) = -KP
  577. END IF
  578. *
  579. * Decrease K and return to the start of the main loop
  580. *
  581. K = K - KSTEP
  582. GO TO 10
  583. *
  584. ELSE
  585. *
  586. * Factorize A as L*D*L**H using the lower triangle of A
  587. *
  588. * K is the main loop index, increasing from 1 to N in steps of
  589. * 1 or 2
  590. *
  591. K = 1
  592. 40 CONTINUE
  593. *
  594. * If K > N, exit from loop
  595. *
  596. IF( K.GT.N )
  597. $ GO TO 70
  598. KSTEP = 1
  599. P = K
  600. *
  601. * Determine rows and columns to be interchanged and whether
  602. * a 1-by-1 or 2-by-2 pivot block will be used
  603. *
  604. ABSAKK = ABS( REAL( A( K, K ) ) )
  605. *
  606. * IMAX is the row-index of the largest off-diagonal element in
  607. * column K, and COLMAX is its absolute value.
  608. * Determine both COLMAX and IMAX.
  609. *
  610. IF( K.LT.N ) THEN
  611. IMAX = K + ICAMAX( N-K, A( K+1, K ), 1 )
  612. COLMAX = CABS1( A( IMAX, K ) )
  613. ELSE
  614. COLMAX = ZERO
  615. END IF
  616. *
  617. IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
  618. *
  619. * Column K is zero or underflow: set INFO and continue
  620. *
  621. IF( INFO.EQ.0 )
  622. $ INFO = K
  623. KP = K
  624. A( K, K ) = REAL( A( K, K ) )
  625. ELSE
  626. *
  627. * ============================================================
  628. *
  629. * BEGIN pivot search
  630. *
  631. * Case(1)
  632. * Equivalent to testing for ABSAKK.GE.ALPHA*COLMAX
  633. * (used to handle NaN and Inf)
  634. *
  635. IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN
  636. *
  637. * no interchange, use 1-by-1 pivot block
  638. *
  639. KP = K
  640. *
  641. ELSE
  642. *
  643. DONE = .FALSE.
  644. *
  645. * Loop until pivot found
  646. *
  647. 42 CONTINUE
  648. *
  649. * BEGIN pivot search loop body
  650. *
  651. *
  652. * JMAX is the column-index of the largest off-diagonal
  653. * element in row IMAX, and ROWMAX is its absolute value.
  654. * Determine both ROWMAX and JMAX.
  655. *
  656. IF( IMAX.NE.K ) THEN
  657. JMAX = K - 1 + ICAMAX( IMAX-K, A( IMAX, K ), LDA )
  658. ROWMAX = CABS1( A( IMAX, JMAX ) )
  659. ELSE
  660. ROWMAX = ZERO
  661. END IF
  662. *
  663. IF( IMAX.LT.N ) THEN
  664. ITEMP = IMAX + ICAMAX( N-IMAX, A( IMAX+1, IMAX ),
  665. $ 1 )
  666. STEMP = CABS1( A( ITEMP, IMAX ) )
  667. IF( STEMP.GT.ROWMAX ) THEN
  668. ROWMAX = STEMP
  669. JMAX = ITEMP
  670. END IF
  671. END IF
  672. *
  673. * Case(2)
  674. * Equivalent to testing for
  675. * ABS( REAL( W( IMAX,KW-1 ) ) ).GE.ALPHA*ROWMAX
  676. * (used to handle NaN and Inf)
  677. *
  678. IF( .NOT.( ABS( REAL( A( IMAX, IMAX ) ) )
  679. $ .LT.ALPHA*ROWMAX ) ) THEN
  680. *
  681. * interchange rows and columns K and IMAX,
  682. * use 1-by-1 pivot block
  683. *
  684. KP = IMAX
  685. DONE = .TRUE.
  686. *
  687. * Case(3)
  688. * Equivalent to testing for ROWMAX.EQ.COLMAX,
  689. * (used to handle NaN and Inf)
  690. *
  691. ELSE IF( ( P.EQ.JMAX ) .OR. ( ROWMAX.LE.COLMAX ) )
  692. $ THEN
  693. *
  694. * interchange rows and columns K+1 and IMAX,
  695. * use 2-by-2 pivot block
  696. *
  697. KP = IMAX
  698. KSTEP = 2
  699. DONE = .TRUE.
  700. *
  701. * Case(4)
  702. ELSE
  703. *
  704. * Pivot not found: set params and repeat
  705. *
  706. P = IMAX
  707. COLMAX = ROWMAX
  708. IMAX = JMAX
  709. END IF
  710. *
  711. *
  712. * END pivot search loop body
  713. *
  714. IF( .NOT.DONE ) GOTO 42
  715. *
  716. END IF
  717. *
  718. * END pivot search
  719. *
  720. * ============================================================
  721. *
  722. * KK is the column of A where pivoting step stopped
  723. *
  724. KK = K + KSTEP - 1
  725. *
  726. * For only a 2x2 pivot, interchange rows and columns K and P
  727. * in the trailing submatrix A(k:n,k:n)
  728. *
  729. IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
  730. * (1) Swap columnar parts
  731. IF( P.LT.N )
  732. $ CALL CSWAP( N-P, A( P+1, K ), 1, A( P+1, P ), 1 )
  733. * (2) Swap and conjugate middle parts
  734. DO 44 J = K + 1, P - 1
  735. T = CONJG( A( J, K ) )
  736. A( J, K ) = CONJG( A( P, J ) )
  737. A( P, J ) = T
  738. 44 CONTINUE
  739. * (3) Swap and conjugate corner elements at row-col interserction
  740. A( P, K ) = CONJG( A( P, K ) )
  741. * (4) Swap diagonal elements at row-col intersection
  742. R1 = REAL( A( K, K ) )
  743. A( K, K ) = REAL( A( P, P ) )
  744. A( P, P ) = R1
  745. END IF
  746. *
  747. * For both 1x1 and 2x2 pivots, interchange rows and
  748. * columns KK and KP in the trailing submatrix A(k:n,k:n)
  749. *
  750. IF( KP.NE.KK ) THEN
  751. * (1) Swap columnar parts
  752. IF( KP.LT.N )
  753. $ CALL CSWAP( N-KP, A( KP+1, KK ), 1, A( KP+1, KP ), 1 )
  754. * (2) Swap and conjugate middle parts
  755. DO 45 J = KK + 1, KP - 1
  756. T = CONJG( A( J, KK ) )
  757. A( J, KK ) = CONJG( A( KP, J ) )
  758. A( KP, J ) = T
  759. 45 CONTINUE
  760. * (3) Swap and conjugate corner elements at row-col interserction
  761. A( KP, KK ) = CONJG( A( KP, KK ) )
  762. * (4) Swap diagonal elements at row-col intersection
  763. R1 = REAL( A( KK, KK ) )
  764. A( KK, KK ) = REAL( A( KP, KP ) )
  765. A( KP, KP ) = R1
  766. *
  767. IF( KSTEP.EQ.2 ) THEN
  768. * (*) Make sure that diagonal element of pivot is real
  769. A( K, K ) = REAL( A( K, K ) )
  770. * (5) Swap row elements
  771. T = A( K+1, K )
  772. A( K+1, K ) = A( KP, K )
  773. A( KP, K ) = T
  774. END IF
  775. ELSE
  776. * (*) Make sure that diagonal element of pivot is real
  777. A( K, K ) = REAL( A( K, K ) )
  778. IF( KSTEP.EQ.2 )
  779. $ A( K+1, K+1 ) = REAL( A( K+1, K+1 ) )
  780. END IF
  781. *
  782. * Update the trailing submatrix
  783. *
  784. IF( KSTEP.EQ.1 ) THEN
  785. *
  786. * 1-by-1 pivot block D(k): column k of A now holds
  787. *
  788. * W(k) = L(k)*D(k),
  789. *
  790. * where L(k) is the k-th column of L
  791. *
  792. IF( K.LT.N ) THEN
  793. *
  794. * Perform a rank-1 update of A(k+1:n,k+1:n) and
  795. * store L(k) in column k
  796. *
  797. * Handle division by a small number
  798. *
  799. IF( ABS( REAL( A( K, K ) ) ).GE.SFMIN ) THEN
  800. *
  801. * Perform a rank-1 update of A(k+1:n,k+1:n) as
  802. * A := A - L(k)*D(k)*L(k)**T
  803. * = A - W(k)*(1/D(k))*W(k)**T
  804. *
  805. D11 = ONE / REAL( A( K, K ) )
  806. CALL CHER( UPLO, N-K, -D11, A( K+1, K ), 1,
  807. $ A( K+1, K+1 ), LDA )
  808. *
  809. * Store L(k) in column k
  810. *
  811. CALL CSSCAL( N-K, D11, A( K+1, K ), 1 )
  812. ELSE
  813. *
  814. * Store L(k) in column k
  815. *
  816. D11 = REAL( A( K, K ) )
  817. DO 46 II = K + 1, N
  818. A( II, K ) = A( II, K ) / D11
  819. 46 CONTINUE
  820. *
  821. * Perform a rank-1 update of A(k+1:n,k+1:n) as
  822. * A := A - L(k)*D(k)*L(k)**T
  823. * = A - W(k)*(1/D(k))*W(k)**T
  824. * = A - (W(k)/D(k))*(D(k))*(W(k)/D(K))**T
  825. *
  826. CALL CHER( UPLO, N-K, -D11, A( K+1, K ), 1,
  827. $ A( K+1, K+1 ), LDA )
  828. END IF
  829. END IF
  830. *
  831. ELSE
  832. *
  833. * 2-by-2 pivot block D(k): columns k and k+1 now hold
  834. *
  835. * ( W(k) W(k+1) ) = ( L(k) L(k+1) )*D(k)
  836. *
  837. * where L(k) and L(k+1) are the k-th and (k+1)-th columns
  838. * of L
  839. *
  840. *
  841. * Perform a rank-2 update of A(k+2:n,k+2:n) as
  842. *
  843. * A := A - ( L(k) L(k+1) ) * D(k) * ( L(k) L(k+1) )**T
  844. * = A - ( ( A(k)A(k+1) )*inv(D(k) ) * ( A(k)A(k+1) )**T
  845. *
  846. * and store L(k) and L(k+1) in columns k and k+1
  847. *
  848. IF( K.LT.N-1 ) THEN
  849. * D = |A21|
  850. D = SLAPY2( REAL( A( K+1, K ) ),
  851. $ AIMAG( A( K+1, K ) ) )
  852. D11 = REAL( A( K+1, K+1 ) ) / D
  853. D22 = REAL( A( K, K ) ) / D
  854. D21 = A( K+1, K ) / D
  855. TT = ONE / ( D11*D22-ONE )
  856. *
  857. DO 60 J = K + 2, N
  858. *
  859. * Compute D21 * ( W(k)W(k+1) ) * inv(D(k)) for row J
  860. *
  861. WK = TT*( D11*A( J, K )-D21*A( J, K+1 ) )
  862. WKP1 = TT*( D22*A( J, K+1 )-CONJG( D21 )*
  863. $ A( J, K ) )
  864. *
  865. * Perform a rank-2 update of A(k+2:n,k+2:n)
  866. *
  867. DO 50 I = J, N
  868. A( I, J ) = A( I, J ) -
  869. $ ( A( I, K ) / D )*CONJG( WK ) -
  870. $ ( A( I, K+1 ) / D )*CONJG( WKP1 )
  871. 50 CONTINUE
  872. *
  873. * Store L(k) and L(k+1) in cols k and k+1 for row J
  874. *
  875. A( J, K ) = WK / D
  876. A( J, K+1 ) = WKP1 / D
  877. * (*) Make sure that diagonal element of pivot is real
  878. A( J, J ) = CMPLX( REAL( A( J, J ) ), ZERO )
  879. *
  880. 60 CONTINUE
  881. *
  882. END IF
  883. *
  884. END IF
  885. *
  886. END IF
  887. *
  888. * Store details of the interchanges in IPIV
  889. *
  890. IF( KSTEP.EQ.1 ) THEN
  891. IPIV( K ) = KP
  892. ELSE
  893. IPIV( K ) = -P
  894. IPIV( K+1 ) = -KP
  895. END IF
  896. *
  897. * Increase K and return to the start of the main loop
  898. *
  899. K = K + KSTEP
  900. GO TO 40
  901. *
  902. END IF
  903. *
  904. 70 CONTINUE
  905. *
  906. RETURN
  907. *
  908. * End of CHETF2_ROOK
  909. *
  910. END