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chetrf_rook.f 12 kB

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  1. *> \brief \b CHETRF_ROOK computes the factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman ("rook") diagonal pivoting method (blocked algorithm, calling Level 3 BLAS).
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CHETRF_ROOK + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/chetrf_rook.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/chetrf_rook.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/chetrf_rook.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CHETRF_ROOK( 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 A( LDA, * ), WORK( * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> CHETRF_ROOK computes the factorization of a comlex Hermitian matrix A
  39. *> using the bounded Bunch-Kaufman ("rook") diagonal pivoting method.
  40. *> The form of the factorization is
  41. *>
  42. *> A = U*D*U**T or A = L*D*L**T
  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 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. *>
  93. *> If UPLO = 'U':
  94. *> Only the last KB elements of IPIV are set.
  95. *>
  96. *> If IPIV(k) > 0, then rows and columns k and IPIV(k) were
  97. *> interchanged and D(k,k) is a 1-by-1 diagonal block.
  98. *>
  99. *> If IPIV(k) < 0 and IPIV(k-1) < 0, then rows and
  100. *> columns k and -IPIV(k) were interchanged and rows and
  101. *> columns k-1 and -IPIV(k-1) were inerchaged,
  102. *> D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
  103. *>
  104. *> If UPLO = 'L':
  105. *> Only the first KB elements of IPIV are set.
  106. *>
  107. *> If IPIV(k) > 0, then rows and columns k and IPIV(k)
  108. *> were interchanged and D(k,k) is a 1-by-1 diagonal block.
  109. *>
  110. *> If IPIV(k) < 0 and IPIV(k+1) < 0, then rows and
  111. *> columns k and -IPIV(k) were interchanged and rows and
  112. *> columns k+1 and -IPIV(k+1) were inerchaged,
  113. *> D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
  114. *> \endverbatim
  115. *>
  116. *> \param[out] WORK
  117. *> \verbatim
  118. *> WORK is COMPLEX array, dimension (MAX(1,LWORK)).
  119. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  120. *> \endverbatim
  121. *>
  122. *> \param[in] LWORK
  123. *> \verbatim
  124. *> LWORK is INTEGER
  125. *> The length of WORK. LWORK >=1. For best performance
  126. *> LWORK >= N*NB, where NB is the block size returned by ILAENV.
  127. *>
  128. *> If LWORK = -1, then a workspace query is assumed; the routine
  129. *> only calculates the optimal size of the WORK array, returns
  130. *> this value as the first entry of the WORK array, and no error
  131. *> message related to LWORK is issued by XERBLA.
  132. *> \endverbatim
  133. *>
  134. *> \param[out] INFO
  135. *> \verbatim
  136. *> INFO is INTEGER
  137. *> = 0: successful exit
  138. *> < 0: if INFO = -i, the i-th argument had an illegal value
  139. *> > 0: if INFO = i, D(i,i) is exactly zero. The factorization
  140. *> has been completed, but the block diagonal matrix D is
  141. *> exactly singular, and division by zero will occur if it
  142. *> is used to solve a system of equations.
  143. *> \endverbatim
  144. *
  145. * Authors:
  146. * ========
  147. *
  148. *> \author Univ. of Tennessee
  149. *> \author Univ. of California Berkeley
  150. *> \author Univ. of Colorado Denver
  151. *> \author NAG Ltd.
  152. *
  153. *> \date June 2016
  154. *
  155. *> \ingroup complexHEcomputational
  156. *
  157. *> \par Further Details:
  158. * =====================
  159. *>
  160. *> \verbatim
  161. *>
  162. *> If UPLO = 'U', then A = U*D*U**T, where
  163. *> U = P(n)*U(n)* ... *P(k)U(k)* ...,
  164. *> i.e., U is a product of terms P(k)*U(k), where k decreases from n to
  165. *> 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
  166. *> and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
  167. *> defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
  168. *> that if the diagonal block D(k) is of order s (s = 1 or 2), then
  169. *>
  170. *> ( I v 0 ) k-s
  171. *> U(k) = ( 0 I 0 ) s
  172. *> ( 0 0 I ) n-k
  173. *> k-s s n-k
  174. *>
  175. *> If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
  176. *> If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
  177. *> and A(k,k), and v overwrites A(1:k-2,k-1:k).
  178. *>
  179. *> If UPLO = 'L', then A = L*D*L**T, where
  180. *> L = P(1)*L(1)* ... *P(k)*L(k)* ...,
  181. *> i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
  182. *> n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
  183. *> and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
  184. *> defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
  185. *> that if the diagonal block D(k) is of order s (s = 1 or 2), then
  186. *>
  187. *> ( I 0 0 ) k-1
  188. *> L(k) = ( 0 I 0 ) s
  189. *> ( 0 v I ) n-k-s+1
  190. *> k-1 s n-k-s+1
  191. *>
  192. *> If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
  193. *> If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
  194. *> and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
  195. *> \endverbatim
  196. *
  197. *> \par Contributors:
  198. * ==================
  199. *>
  200. *> \verbatim
  201. *>
  202. *> June 2016, Igor Kozachenko,
  203. *> Computer Science Division,
  204. *> University of California, Berkeley
  205. *>
  206. *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
  207. *> School of Mathematics,
  208. *> University of Manchester
  209. *>
  210. *> \endverbatim
  211. *
  212. * =====================================================================
  213. SUBROUTINE CHETRF_ROOK( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
  214. *
  215. * -- LAPACK computational routine (version 3.6.1) --
  216. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  217. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  218. * June 2016
  219. *
  220. * .. Scalar Arguments ..
  221. CHARACTER UPLO
  222. INTEGER INFO, LDA, LWORK, N
  223. * ..
  224. * .. Array Arguments ..
  225. INTEGER IPIV( * )
  226. COMPLEX A( LDA, * ), WORK( * )
  227. * ..
  228. *
  229. * =====================================================================
  230. *
  231. * .. Local Scalars ..
  232. LOGICAL LQUERY, UPPER
  233. INTEGER IINFO, IWS, J, K, KB, LDWORK, LWKOPT, NB, NBMIN
  234. * ..
  235. * .. External Functions ..
  236. LOGICAL LSAME
  237. INTEGER ILAENV
  238. EXTERNAL LSAME, ILAENV
  239. * ..
  240. * .. External Subroutines ..
  241. EXTERNAL CLAHEF_ROOK, CHETF2_ROOK, XERBLA
  242. * ..
  243. * .. Intrinsic Functions ..
  244. INTRINSIC MAX
  245. * ..
  246. * .. Executable Statements ..
  247. *
  248. * Test the input parameters.
  249. *
  250. INFO = 0
  251. UPPER = LSAME( UPLO, 'U' )
  252. LQUERY = ( LWORK.EQ.-1 )
  253. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  254. INFO = -1
  255. ELSE IF( N.LT.0 ) THEN
  256. INFO = -2
  257. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  258. INFO = -4
  259. ELSE IF( LWORK.LT.1 .AND. .NOT.LQUERY ) THEN
  260. INFO = -7
  261. END IF
  262. *
  263. IF( INFO.EQ.0 ) THEN
  264. *
  265. * Determine the block size
  266. *
  267. NB = ILAENV( 1, 'CHETRF_ROOK', UPLO, N, -1, -1, -1 )
  268. LWKOPT = MAX( 1, N*NB )
  269. WORK( 1 ) = LWKOPT
  270. END IF
  271. *
  272. IF( INFO.NE.0 ) THEN
  273. CALL XERBLA( 'CHETRF_ROOK', -INFO )
  274. RETURN
  275. ELSE IF( LQUERY ) THEN
  276. RETURN
  277. END IF
  278. *
  279. NBMIN = 2
  280. LDWORK = N
  281. IF( NB.GT.1 .AND. NB.LT.N ) THEN
  282. IWS = LDWORK*NB
  283. IF( LWORK.LT.IWS ) THEN
  284. NB = MAX( LWORK / LDWORK, 1 )
  285. NBMIN = MAX( 2, ILAENV( 2, 'CHETRF_ROOK',
  286. $ UPLO, N, -1, -1, -1 ) )
  287. END IF
  288. ELSE
  289. IWS = 1
  290. END IF
  291. IF( NB.LT.NBMIN )
  292. $ NB = N
  293. *
  294. IF( UPPER ) THEN
  295. *
  296. * Factorize A as U*D*U**T using the upper triangle of A
  297. *
  298. * K is the main loop index, decreasing from N to 1 in steps of
  299. * KB, where KB is the number of columns factorized by CLAHEF_ROOK;
  300. * KB is either NB or NB-1, or K for the last block
  301. *
  302. K = N
  303. 10 CONTINUE
  304. *
  305. * If K < 1, exit from loop
  306. *
  307. IF( K.LT.1 )
  308. $ GO TO 40
  309. *
  310. IF( K.GT.NB ) THEN
  311. *
  312. * Factorize columns k-kb+1:k of A and use blocked code to
  313. * update columns 1:k-kb
  314. *
  315. CALL CLAHEF_ROOK( UPLO, K, NB, KB, A, LDA,
  316. $ IPIV, WORK, LDWORK, IINFO )
  317. ELSE
  318. *
  319. * Use unblocked code to factorize columns 1:k of A
  320. *
  321. CALL CHETF2_ROOK( UPLO, K, A, LDA, IPIV, IINFO )
  322. KB = K
  323. END IF
  324. *
  325. * Set INFO on the first occurrence of a zero pivot
  326. *
  327. IF( INFO.EQ.0 .AND. IINFO.GT.0 )
  328. $ INFO = IINFO
  329. *
  330. * No need to adjust IPIV
  331. *
  332. * Decrease K and return to the start of the main loop
  333. *
  334. K = K - KB
  335. GO TO 10
  336. *
  337. ELSE
  338. *
  339. * Factorize A as L*D*L**T using the lower triangle of A
  340. *
  341. * K is the main loop index, increasing from 1 to N in steps of
  342. * KB, where KB is the number of columns factorized by CLAHEF_ROOK;
  343. * KB is either NB or NB-1, or N-K+1 for the last block
  344. *
  345. K = 1
  346. 20 CONTINUE
  347. *
  348. * If K > N, exit from loop
  349. *
  350. IF( K.GT.N )
  351. $ GO TO 40
  352. *
  353. IF( K.LE.N-NB ) THEN
  354. *
  355. * Factorize columns k:k+kb-1 of A and use blocked code to
  356. * update columns k+kb:n
  357. *
  358. CALL CLAHEF_ROOK( UPLO, N-K+1, NB, KB, A( K, K ), LDA,
  359. $ IPIV( K ), WORK, LDWORK, IINFO )
  360. ELSE
  361. *
  362. * Use unblocked code to factorize columns k:n of A
  363. *
  364. CALL CHETF2_ROOK( UPLO, N-K+1, A( K, K ), LDA, IPIV( K ),
  365. $ IINFO )
  366. KB = N - K + 1
  367. END IF
  368. *
  369. * Set INFO on the first occurrence of a zero pivot
  370. *
  371. IF( INFO.EQ.0 .AND. IINFO.GT.0 )
  372. $ INFO = IINFO + K - 1
  373. *
  374. * Adjust IPIV
  375. *
  376. DO 30 J = K, K + KB - 1
  377. IF( IPIV( J ).GT.0 ) THEN
  378. IPIV( J ) = IPIV( J ) + K - 1
  379. ELSE
  380. IPIV( J ) = IPIV( J ) - K + 1
  381. END IF
  382. 30 CONTINUE
  383. *
  384. * Increase K and return to the start of the main loop
  385. *
  386. K = K + KB
  387. GO TO 20
  388. *
  389. END IF
  390. *
  391. 40 CONTINUE
  392. WORK( 1 ) = LWKOPT
  393. RETURN
  394. *
  395. * End of CHETRF_ROOK
  396. *
  397. END