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zhetrf.f 11 kB

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  1. *> \brief \b ZHETRF
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZHETRF + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhetrf.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhetrf.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhetrf.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZHETRF( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER INFO, LDA, LWORK, N
  26. * ..
  27. * .. Array Arguments ..
  28. * INTEGER IPIV( * )
  29. * COMPLEX*16 A( LDA, * ), WORK( * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> ZHETRF computes the factorization of a complex Hermitian matrix A
  39. *> using the Bunch-Kaufman diagonal pivoting method. The form of the
  40. *> factorization is
  41. *>
  42. *> A = U*D*U**H or A = L*D*L**H
  43. *>
  44. *> where U (or L) is a product of permutation and unit upper (lower)
  45. *> triangular matrices, and D is Hermitian and block diagonal with
  46. *> 1-by-1 and 2-by-2 diagonal blocks.
  47. *>
  48. *> This is the blocked version of the algorithm, calling Level 3 BLAS.
  49. *> \endverbatim
  50. *
  51. * Arguments:
  52. * ==========
  53. *
  54. *> \param[in] UPLO
  55. *> \verbatim
  56. *> UPLO is CHARACTER*1
  57. *> = 'U': Upper triangle of A is stored;
  58. *> = 'L': Lower triangle of A is stored.
  59. *> \endverbatim
  60. *>
  61. *> \param[in] N
  62. *> \verbatim
  63. *> N is INTEGER
  64. *> The order of the matrix A. N >= 0.
  65. *> \endverbatim
  66. *>
  67. *> \param[in,out] A
  68. *> \verbatim
  69. *> A is COMPLEX*16 array, dimension (LDA,N)
  70. *> On entry, the Hermitian matrix A. If UPLO = 'U', the leading
  71. *> N-by-N upper triangular part of A contains the upper
  72. *> triangular part of the matrix A, and the strictly lower
  73. *> triangular part of A is not referenced. If UPLO = 'L', the
  74. *> leading N-by-N lower triangular part of A contains the lower
  75. *> triangular part of the matrix A, and the strictly upper
  76. *> triangular part of A is not referenced.
  77. *>
  78. *> On exit, the block diagonal matrix D and the multipliers used
  79. *> to obtain the factor U or L (see below for further details).
  80. *> \endverbatim
  81. *>
  82. *> \param[in] LDA
  83. *> \verbatim
  84. *> LDA is INTEGER
  85. *> The leading dimension of the array A. LDA >= max(1,N).
  86. *> \endverbatim
  87. *>
  88. *> \param[out] IPIV
  89. *> \verbatim
  90. *> IPIV is INTEGER array, dimension (N)
  91. *> Details of the interchanges and the block structure of D.
  92. *> If IPIV(k) > 0, then rows and columns k and IPIV(k) were
  93. *> interchanged and D(k,k) is a 1-by-1 diagonal block.
  94. *> If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
  95. *> columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
  96. *> is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
  97. *> IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
  98. *> interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
  99. *> \endverbatim
  100. *>
  101. *> \param[out] WORK
  102. *> \verbatim
  103. *> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
  104. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  105. *> \endverbatim
  106. *>
  107. *> \param[in] LWORK
  108. *> \verbatim
  109. *> LWORK is INTEGER
  110. *> The length of WORK. LWORK >=1. For best performance
  111. *> LWORK >= N*NB, where NB is the block size returned by ILAENV.
  112. *> \endverbatim
  113. *>
  114. *> \param[out] INFO
  115. *> \verbatim
  116. *> INFO is INTEGER
  117. *> = 0: successful exit
  118. *> < 0: if INFO = -i, the i-th argument had an illegal value
  119. *> > 0: if INFO = i, D(i,i) is exactly zero. The factorization
  120. *> has been completed, but the block diagonal matrix D is
  121. *> exactly singular, and division by zero will occur if it
  122. *> is used to solve a system of equations.
  123. *> \endverbatim
  124. *
  125. * Authors:
  126. * ========
  127. *
  128. *> \author Univ. of Tennessee
  129. *> \author Univ. of California Berkeley
  130. *> \author Univ. of Colorado Denver
  131. *> \author NAG Ltd.
  132. *
  133. *> \date December 2016
  134. *
  135. *> \ingroup complex16HEcomputational
  136. *
  137. *> \par Further Details:
  138. * =====================
  139. *>
  140. *> \verbatim
  141. *>
  142. *> If UPLO = 'U', then A = U*D*U**H, where
  143. *> U = P(n)*U(n)* ... *P(k)U(k)* ...,
  144. *> i.e., U is a product of terms P(k)*U(k), where k decreases from n to
  145. *> 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
  146. *> and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
  147. *> defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
  148. *> that if the diagonal block D(k) is of order s (s = 1 or 2), then
  149. *>
  150. *> ( I v 0 ) k-s
  151. *> U(k) = ( 0 I 0 ) s
  152. *> ( 0 0 I ) n-k
  153. *> k-s s n-k
  154. *>
  155. *> If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
  156. *> If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
  157. *> and A(k,k), and v overwrites A(1:k-2,k-1:k).
  158. *>
  159. *> If UPLO = 'L', then A = L*D*L**H, where
  160. *> L = P(1)*L(1)* ... *P(k)*L(k)* ...,
  161. *> i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
  162. *> n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
  163. *> and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
  164. *> defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
  165. *> that if the diagonal block D(k) is of order s (s = 1 or 2), then
  166. *>
  167. *> ( I 0 0 ) k-1
  168. *> L(k) = ( 0 I 0 ) s
  169. *> ( 0 v I ) n-k-s+1
  170. *> k-1 s n-k-s+1
  171. *>
  172. *> If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
  173. *> If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
  174. *> and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
  175. *> \endverbatim
  176. *>
  177. * =====================================================================
  178. SUBROUTINE ZHETRF( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
  179. *
  180. * -- LAPACK computational routine (version 3.7.0) --
  181. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  182. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  183. * December 2016
  184. *
  185. * .. Scalar Arguments ..
  186. CHARACTER UPLO
  187. INTEGER INFO, LDA, LWORK, N
  188. * ..
  189. * .. Array Arguments ..
  190. INTEGER IPIV( * )
  191. COMPLEX*16 A( LDA, * ), WORK( * )
  192. * ..
  193. *
  194. * =====================================================================
  195. *
  196. * .. Local Scalars ..
  197. LOGICAL LQUERY, UPPER
  198. INTEGER IINFO, IWS, J, K, KB, LDWORK, LWKOPT, NB, NBMIN
  199. * ..
  200. * .. External Functions ..
  201. LOGICAL LSAME
  202. INTEGER ILAENV
  203. EXTERNAL LSAME, ILAENV
  204. * ..
  205. * .. External Subroutines ..
  206. EXTERNAL XERBLA, ZHETF2, ZLAHEF
  207. * ..
  208. * .. Intrinsic Functions ..
  209. INTRINSIC MAX
  210. * ..
  211. * .. Executable Statements ..
  212. *
  213. * Test the input parameters.
  214. *
  215. INFO = 0
  216. UPPER = LSAME( UPLO, 'U' )
  217. LQUERY = ( LWORK.EQ.-1 )
  218. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  219. INFO = -1
  220. ELSE IF( N.LT.0 ) THEN
  221. INFO = -2
  222. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  223. INFO = -4
  224. ELSE IF( LWORK.LT.1 .AND. .NOT.LQUERY ) THEN
  225. INFO = -7
  226. END IF
  227. *
  228. IF( INFO.EQ.0 ) THEN
  229. *
  230. * Determine the block size
  231. *
  232. NB = ILAENV( 1, 'ZHETRF', UPLO, N, -1, -1, -1 )
  233. LWKOPT = N*NB
  234. WORK( 1 ) = LWKOPT
  235. END IF
  236. *
  237. IF( INFO.NE.0 ) THEN
  238. CALL XERBLA( 'ZHETRF', -INFO )
  239. RETURN
  240. ELSE IF( LQUERY ) THEN
  241. RETURN
  242. END IF
  243. *
  244. NBMIN = 2
  245. LDWORK = N
  246. IF( NB.GT.1 .AND. NB.LT.N ) THEN
  247. IWS = LDWORK*NB
  248. IF( LWORK.LT.IWS ) THEN
  249. NB = MAX( LWORK / LDWORK, 1 )
  250. NBMIN = MAX( 2, ILAENV( 2, 'ZHETRF', UPLO, N, -1, -1, -1 ) )
  251. END IF
  252. ELSE
  253. IWS = 1
  254. END IF
  255. IF( NB.LT.NBMIN )
  256. $ NB = N
  257. *
  258. IF( UPPER ) THEN
  259. *
  260. * Factorize A as U*D*U**H using the upper triangle of A
  261. *
  262. * K is the main loop index, decreasing from N to 1 in steps of
  263. * KB, where KB is the number of columns factorized by ZLAHEF;
  264. * KB is either NB or NB-1, or K for the last block
  265. *
  266. K = N
  267. 10 CONTINUE
  268. *
  269. * If K < 1, exit from loop
  270. *
  271. IF( K.LT.1 )
  272. $ GO TO 40
  273. *
  274. IF( K.GT.NB ) THEN
  275. *
  276. * Factorize columns k-kb+1:k of A and use blocked code to
  277. * update columns 1:k-kb
  278. *
  279. CALL ZLAHEF( UPLO, K, NB, KB, A, LDA, IPIV, WORK, N, IINFO )
  280. ELSE
  281. *
  282. * Use unblocked code to factorize columns 1:k of A
  283. *
  284. CALL ZHETF2( UPLO, K, A, LDA, IPIV, IINFO )
  285. KB = K
  286. END IF
  287. *
  288. * Set INFO on the first occurrence of a zero pivot
  289. *
  290. IF( INFO.EQ.0 .AND. IINFO.GT.0 )
  291. $ INFO = IINFO
  292. *
  293. * Decrease K and return to the start of the main loop
  294. *
  295. K = K - KB
  296. GO TO 10
  297. *
  298. ELSE
  299. *
  300. * Factorize A as L*D*L**H using the lower triangle of A
  301. *
  302. * K is the main loop index, increasing from 1 to N in steps of
  303. * KB, where KB is the number of columns factorized by ZLAHEF;
  304. * KB is either NB or NB-1, or N-K+1 for the last block
  305. *
  306. K = 1
  307. 20 CONTINUE
  308. *
  309. * If K > N, exit from loop
  310. *
  311. IF( K.GT.N )
  312. $ GO TO 40
  313. *
  314. IF( K.LE.N-NB ) THEN
  315. *
  316. * Factorize columns k:k+kb-1 of A and use blocked code to
  317. * update columns k+kb:n
  318. *
  319. CALL ZLAHEF( UPLO, N-K+1, NB, KB, A( K, K ), LDA, IPIV( K ),
  320. $ WORK, N, IINFO )
  321. ELSE
  322. *
  323. * Use unblocked code to factorize columns k:n of A
  324. *
  325. CALL ZHETF2( UPLO, N-K+1, A( K, K ), LDA, IPIV( K ), IINFO )
  326. KB = N - K + 1
  327. END IF
  328. *
  329. * Set INFO on the first occurrence of a zero pivot
  330. *
  331. IF( INFO.EQ.0 .AND. IINFO.GT.0 )
  332. $ INFO = IINFO + K - 1
  333. *
  334. * Adjust IPIV
  335. *
  336. DO 30 J = K, K + KB - 1
  337. IF( IPIV( J ).GT.0 ) THEN
  338. IPIV( J ) = IPIV( J ) + K - 1
  339. ELSE
  340. IPIV( J ) = IPIV( J ) - K + 1
  341. END IF
  342. 30 CONTINUE
  343. *
  344. * Increase K and return to the start of the main loop
  345. *
  346. K = K + KB
  347. GO TO 20
  348. *
  349. END IF
  350. *
  351. 40 CONTINUE
  352. WORK( 1 ) = LWKOPT
  353. RETURN
  354. *
  355. * End of ZHETRF
  356. *
  357. END