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clahef_aa.f 15 kB

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  1. *> \brief \b CLAHEF_AA
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CLAHEF_AA + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/clahef_aa.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/clahef_aa.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/clahef_aa.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CLAHEF_AA( UPLO, J1, M, NB, A, LDA, IPIV,
  22. * H, LDH, WORK )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER UPLO
  26. * INTEGER J1, M, NB, LDA, LDH
  27. * ..
  28. * .. Array Arguments ..
  29. * INTEGER IPIV( * )
  30. * COMPLEX A( LDA, * ), H( LDH, * ), WORK( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> CLAHEF_AA factorizes a panel of a complex hermitian matrix A using
  40. *> the Aasen's algorithm. The panel consists of a set of NB rows of A
  41. *> when UPLO is U, or a set of NB columns when UPLO is L.
  42. *>
  43. *> In order to factorize the panel, the Aasen's algorithm requires the
  44. *> last row, or column, of the previous panel. The first row, or column,
  45. *> of A is set to be the first row, or column, of an identity matrix,
  46. *> which is used to factorize the first panel.
  47. *>
  48. *> The resulting J-th row of U, or J-th column of L, is stored in the
  49. *> (J-1)-th row, or column, of A (without the unit diagonals), while
  50. *> the diagonal and subdiagonal of A are overwritten by those of T.
  51. *>
  52. *> \endverbatim
  53. *
  54. * Arguments:
  55. * ==========
  56. *
  57. *> \param[in] UPLO
  58. *> \verbatim
  59. *> UPLO is CHARACTER*1
  60. *> = 'U': Upper triangle of A is stored;
  61. *> = 'L': Lower triangle of A is stored.
  62. *> \endverbatim
  63. *>
  64. *> \param[in] J1
  65. *> \verbatim
  66. *> J1 is INTEGER
  67. *> The location of the first row, or column, of the panel
  68. *> within the submatrix of A, passed to this routine, e.g.,
  69. *> when called by CHETRF_AA, for the first panel, J1 is 1,
  70. *> while for the remaining panels, J1 is 2.
  71. *> \endverbatim
  72. *>
  73. *> \param[in] M
  74. *> \verbatim
  75. *> M is INTEGER
  76. *> The dimension of the submatrix. M >= 0.
  77. *> \endverbatim
  78. *>
  79. *> \param[in] NB
  80. *> \verbatim
  81. *> NB is INTEGER
  82. *> The dimension of the panel to be facotorized.
  83. *> \endverbatim
  84. *>
  85. *> \param[in,out] A
  86. *> \verbatim
  87. *> A is COMPLEX array, dimension (LDA,M) for
  88. *> the first panel, while dimension (LDA,M+1) for the
  89. *> remaining panels.
  90. *>
  91. *> On entry, A contains the last row, or column, of
  92. *> the previous panel, and the trailing submatrix of A
  93. *> to be factorized, except for the first panel, only
  94. *> the panel is passed.
  95. *>
  96. *> On exit, the leading panel is factorized.
  97. *> \endverbatim
  98. *>
  99. *> \param[in] LDA
  100. *> \verbatim
  101. *> LDA is INTEGER
  102. *> The leading dimension of the array A. LDA >= max(1,N).
  103. *> \endverbatim
  104. *>
  105. *> \param[out] IPIV
  106. *> \verbatim
  107. *> IPIV is INTEGER array, dimension (N)
  108. *> Details of the row and column interchanges,
  109. *> the row and column k were interchanged with the row and
  110. *> column IPIV(k).
  111. *> \endverbatim
  112. *>
  113. *> \param[in,out] H
  114. *> \verbatim
  115. *> H is COMPLEX workspace, dimension (LDH,NB).
  116. *>
  117. *> \endverbatim
  118. *>
  119. *> \param[in] LDH
  120. *> \verbatim
  121. *> LDH is INTEGER
  122. *> The leading dimension of the workspace H. LDH >= max(1,M).
  123. *> \endverbatim
  124. *>
  125. *> \param[out] WORK
  126. *> \verbatim
  127. *> WORK is COMPLEX workspace, dimension (M).
  128. *> \endverbatim
  129. *>
  130. *
  131. * Authors:
  132. * ========
  133. *
  134. *> \author Univ. of Tennessee
  135. *> \author Univ. of California Berkeley
  136. *> \author Univ. of Colorado Denver
  137. *> \author NAG Ltd.
  138. *
  139. *> \date November 2017
  140. *
  141. *> \ingroup complexSYcomputational
  142. *
  143. * =====================================================================
  144. SUBROUTINE CLAHEF_AA( UPLO, J1, M, NB, A, LDA, IPIV,
  145. $ H, LDH, WORK )
  146. *
  147. * -- LAPACK computational routine (version 3.8.0) --
  148. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  149. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  150. * November 2017
  151. *
  152. IMPLICIT NONE
  153. *
  154. * .. Scalar Arguments ..
  155. CHARACTER UPLO
  156. INTEGER M, NB, J1, LDA, LDH
  157. * ..
  158. * .. Array Arguments ..
  159. INTEGER IPIV( * )
  160. COMPLEX A( LDA, * ), H( LDH, * ), WORK( * )
  161. * ..
  162. *
  163. * =====================================================================
  164. * .. Parameters ..
  165. COMPLEX ZERO, ONE
  166. PARAMETER ( ZERO = (0.0E+0, 0.0E+0), ONE = (1.0E+0, 0.0E+0) )
  167. *
  168. * .. Local Scalars ..
  169. INTEGER J, K, K1, I1, I2, MJ
  170. COMPLEX PIV, ALPHA
  171. * ..
  172. * .. External Functions ..
  173. LOGICAL LSAME
  174. INTEGER ICAMAX, ILAENV
  175. EXTERNAL LSAME, ILAENV, ICAMAX
  176. * ..
  177. * .. External Subroutines ..
  178. EXTERNAL CLACGV, CGEMV, CSCAL, CAXPY, CCOPY, CSWAP, CLASET,
  179. $ XERBLA
  180. * ..
  181. * .. Intrinsic Functions ..
  182. INTRINSIC REAL, CONJG, MAX
  183. * ..
  184. * .. Executable Statements ..
  185. *
  186. J = 1
  187. *
  188. * K1 is the first column of the panel to be factorized
  189. * i.e., K1 is 2 for the first block column, and 1 for the rest of the blocks
  190. *
  191. K1 = (2-J1)+1
  192. *
  193. IF( LSAME( UPLO, 'U' ) ) THEN
  194. *
  195. * .....................................................
  196. * Factorize A as U**T*D*U using the upper triangle of A
  197. * .....................................................
  198. *
  199. 10 CONTINUE
  200. IF ( J.GT.MIN(M, NB) )
  201. $ GO TO 20
  202. *
  203. * K is the column to be factorized
  204. * when being called from CHETRF_AA,
  205. * > for the first block column, J1 is 1, hence J1+J-1 is J,
  206. * > for the rest of the columns, J1 is 2, and J1+J-1 is J+1,
  207. *
  208. K = J1+J-1
  209. IF( J.EQ.M ) THEN
  210. *
  211. * Only need to compute T(J, J)
  212. *
  213. MJ = 1
  214. ELSE
  215. MJ = M-J+1
  216. END IF
  217. *
  218. * H(J:N, J) := A(J, J:N) - H(J:N, 1:(J-1)) * L(J1:(J-1), J),
  219. * where H(J:N, J) has been initialized to be A(J, J:N)
  220. *
  221. IF( K.GT.2 ) THEN
  222. *
  223. * K is the column to be factorized
  224. * > for the first block column, K is J, skipping the first two
  225. * columns
  226. * > for the rest of the columns, K is J+1, skipping only the
  227. * first column
  228. *
  229. CALL CLACGV( J-K1, A( 1, J ), 1 )
  230. CALL CGEMV( 'No transpose', MJ, J-K1,
  231. $ -ONE, H( J, K1 ), LDH,
  232. $ A( 1, J ), 1,
  233. $ ONE, H( J, J ), 1 )
  234. CALL CLACGV( J-K1, A( 1, J ), 1 )
  235. END IF
  236. *
  237. * Copy H(i:n, i) into WORK
  238. *
  239. CALL CCOPY( MJ, H( J, J ), 1, WORK( 1 ), 1 )
  240. *
  241. IF( J.GT.K1 ) THEN
  242. *
  243. * Compute WORK := WORK - L(J-1, J:N) * T(J-1,J),
  244. * where A(J-1, J) stores T(J-1, J) and A(J-2, J:N) stores U(J-1, J:N)
  245. *
  246. ALPHA = -CONJG( A( K-1, J ) )
  247. CALL CAXPY( MJ, ALPHA, A( K-2, J ), LDA, WORK( 1 ), 1 )
  248. END IF
  249. *
  250. * Set A(J, J) = T(J, J)
  251. *
  252. A( K, J ) = REAL( WORK( 1 ) )
  253. *
  254. IF( J.LT.M ) THEN
  255. *
  256. * Compute WORK(2:N) = T(J, J) L(J, (J+1):N)
  257. * where A(J, J) stores T(J, J) and A(J-1, (J+1):N) stores U(J, (J+1):N)
  258. *
  259. IF( K.GT.1 ) THEN
  260. ALPHA = -A( K, J )
  261. CALL CAXPY( M-J, ALPHA, A( K-1, J+1 ), LDA,
  262. $ WORK( 2 ), 1 )
  263. ENDIF
  264. *
  265. * Find max(|WORK(2:n)|)
  266. *
  267. I2 = ICAMAX( M-J, WORK( 2 ), 1 ) + 1
  268. PIV = WORK( I2 )
  269. *
  270. * Apply hermitian pivot
  271. *
  272. IF( (I2.NE.2) .AND. (PIV.NE.0) ) THEN
  273. *
  274. * Swap WORK(I1) and WORK(I2)
  275. *
  276. I1 = 2
  277. WORK( I2 ) = WORK( I1 )
  278. WORK( I1 ) = PIV
  279. *
  280. * Swap A(I1, I1+1:N) with A(I1+1:N, I2)
  281. *
  282. I1 = I1+J-1
  283. I2 = I2+J-1
  284. CALL CSWAP( I2-I1-1, A( J1+I1-1, I1+1 ), LDA,
  285. $ A( J1+I1, I2 ), 1 )
  286. CALL CLACGV( I2-I1, A( J1+I1-1, I1+1 ), LDA )
  287. CALL CLACGV( I2-I1-1, A( J1+I1, I2 ), 1 )
  288. *
  289. * Swap A(I1, I2+1:N) with A(I2, I2+1:N)
  290. *
  291. CALL CSWAP( M-I2, A( J1+I1-1, I2+1 ), LDA,
  292. $ A( J1+I2-1, I2+1 ), LDA )
  293. *
  294. * Swap A(I1, I1) with A(I2,I2)
  295. *
  296. PIV = A( I1+J1-1, I1 )
  297. A( J1+I1-1, I1 ) = A( J1+I2-1, I2 )
  298. A( J1+I2-1, I2 ) = PIV
  299. *
  300. * Swap H(I1, 1:J1) with H(I2, 1:J1)
  301. *
  302. CALL CSWAP( I1-1, H( I1, 1 ), LDH, H( I2, 1 ), LDH )
  303. IPIV( I1 ) = I2
  304. *
  305. IF( I1.GT.(K1-1) ) THEN
  306. *
  307. * Swap L(1:I1-1, I1) with L(1:I1-1, I2),
  308. * skipping the first column
  309. *
  310. CALL CSWAP( I1-K1+1, A( 1, I1 ), 1,
  311. $ A( 1, I2 ), 1 )
  312. END IF
  313. ELSE
  314. IPIV( J+1 ) = J+1
  315. ENDIF
  316. *
  317. * Set A(J, J+1) = T(J, J+1)
  318. *
  319. A( K, J+1 ) = WORK( 2 )
  320. *
  321. IF( J.LT.NB ) THEN
  322. *
  323. * Copy A(J+1:N, J+1) into H(J:N, J),
  324. *
  325. CALL CCOPY( M-J, A( K+1, J+1 ), LDA,
  326. $ H( J+1, J+1 ), 1 )
  327. END IF
  328. *
  329. * Compute L(J+2, J+1) = WORK( 3:N ) / T(J, J+1),
  330. * where A(J, J+1) = T(J, J+1) and A(J+2:N, J) = L(J+2:N, J+1)
  331. *
  332. IF( A( K, J+1 ).NE.ZERO ) THEN
  333. ALPHA = ONE / A( K, J+1 )
  334. CALL CCOPY( M-J-1, WORK( 3 ), 1, A( K, J+2 ), LDA )
  335. CALL CSCAL( M-J-1, ALPHA, A( K, J+2 ), LDA )
  336. ELSE
  337. CALL CLASET( 'Full', 1, M-J-1, ZERO, ZERO,
  338. $ A( K, J+2 ), LDA)
  339. END IF
  340. END IF
  341. J = J + 1
  342. GO TO 10
  343. 20 CONTINUE
  344. *
  345. ELSE
  346. *
  347. * .....................................................
  348. * Factorize A as L*D*L**T using the lower triangle of A
  349. * .....................................................
  350. *
  351. 30 CONTINUE
  352. IF( J.GT.MIN( M, NB ) )
  353. $ GO TO 40
  354. *
  355. * K is the column to be factorized
  356. * when being called from CHETRF_AA,
  357. * > for the first block column, J1 is 1, hence J1+J-1 is J,
  358. * > for the rest of the columns, J1 is 2, and J1+J-1 is J+1,
  359. *
  360. K = J1+J-1
  361. IF( J.EQ.M ) THEN
  362. *
  363. * Only need to compute T(J, J)
  364. *
  365. MJ = 1
  366. ELSE
  367. MJ = M-J+1
  368. END IF
  369. *
  370. * H(J:N, J) := A(J:N, J) - H(J:N, 1:(J-1)) * L(J, J1:(J-1))^T,
  371. * where H(J:N, J) has been initialized to be A(J:N, J)
  372. *
  373. IF( K.GT.2 ) THEN
  374. *
  375. * K is the column to be factorized
  376. * > for the first block column, K is J, skipping the first two
  377. * columns
  378. * > for the rest of the columns, K is J+1, skipping only the
  379. * first column
  380. *
  381. CALL CLACGV( J-K1, A( J, 1 ), LDA )
  382. CALL CGEMV( 'No transpose', MJ, J-K1,
  383. $ -ONE, H( J, K1 ), LDH,
  384. $ A( J, 1 ), LDA,
  385. $ ONE, H( J, J ), 1 )
  386. CALL CLACGV( J-K1, A( J, 1 ), LDA )
  387. END IF
  388. *
  389. * Copy H(J:N, J) into WORK
  390. *
  391. CALL CCOPY( MJ, H( J, J ), 1, WORK( 1 ), 1 )
  392. *
  393. IF( J.GT.K1 ) THEN
  394. *
  395. * Compute WORK := WORK - L(J:N, J-1) * T(J-1,J),
  396. * where A(J-1, J) = T(J-1, J) and A(J, J-2) = L(J, J-1)
  397. *
  398. ALPHA = -CONJG( A( J, K-1 ) )
  399. CALL CAXPY( MJ, ALPHA, A( J, K-2 ), 1, WORK( 1 ), 1 )
  400. END IF
  401. *
  402. * Set A(J, J) = T(J, J)
  403. *
  404. A( J, K ) = REAL( WORK( 1 ) )
  405. *
  406. IF( J.LT.M ) THEN
  407. *
  408. * Compute WORK(2:N) = T(J, J) L((J+1):N, J)
  409. * where A(J, J) = T(J, J) and A((J+1):N, J-1) = L((J+1):N, J)
  410. *
  411. IF( K.GT.1 ) THEN
  412. ALPHA = -A( J, K )
  413. CALL CAXPY( M-J, ALPHA, A( J+1, K-1 ), 1,
  414. $ WORK( 2 ), 1 )
  415. ENDIF
  416. *
  417. * Find max(|WORK(2:n)|)
  418. *
  419. I2 = ICAMAX( M-J, WORK( 2 ), 1 ) + 1
  420. PIV = WORK( I2 )
  421. *
  422. * Apply hermitian pivot
  423. *
  424. IF( (I2.NE.2) .AND. (PIV.NE.0) ) THEN
  425. *
  426. * Swap WORK(I1) and WORK(I2)
  427. *
  428. I1 = 2
  429. WORK( I2 ) = WORK( I1 )
  430. WORK( I1 ) = PIV
  431. *
  432. * Swap A(I1+1:N, I1) with A(I2, I1+1:N)
  433. *
  434. I1 = I1+J-1
  435. I2 = I2+J-1
  436. CALL CSWAP( I2-I1-1, A( I1+1, J1+I1-1 ), 1,
  437. $ A( I2, J1+I1 ), LDA )
  438. CALL CLACGV( I2-I1, A( I1+1, J1+I1-1 ), 1 )
  439. CALL CLACGV( I2-I1-1, A( I2, J1+I1 ), LDA )
  440. *
  441. * Swap A(I2+1:N, I1) with A(I2+1:N, I2)
  442. *
  443. CALL CSWAP( M-I2, A( I2+1, J1+I1-1 ), 1,
  444. $ A( I2+1, J1+I2-1 ), 1 )
  445. *
  446. * Swap A(I1, I1) with A(I2, I2)
  447. *
  448. PIV = A( I1, J1+I1-1 )
  449. A( I1, J1+I1-1 ) = A( I2, J1+I2-1 )
  450. A( I2, J1+I2-1 ) = PIV
  451. *
  452. * Swap H(I1, I1:J1) with H(I2, I2:J1)
  453. *
  454. CALL CSWAP( I1-1, H( I1, 1 ), LDH, H( I2, 1 ), LDH )
  455. IPIV( I1 ) = I2
  456. *
  457. IF( I1.GT.(K1-1) ) THEN
  458. *
  459. * Swap L(1:I1-1, I1) with L(1:I1-1, I2),
  460. * skipping the first column
  461. *
  462. CALL CSWAP( I1-K1+1, A( I1, 1 ), LDA,
  463. $ A( I2, 1 ), LDA )
  464. END IF
  465. ELSE
  466. IPIV( J+1 ) = J+1
  467. ENDIF
  468. *
  469. * Set A(J+1, J) = T(J+1, J)
  470. *
  471. A( J+1, K ) = WORK( 2 )
  472. *
  473. IF( J.LT.NB ) THEN
  474. *
  475. * Copy A(J+1:N, J+1) into H(J+1:N, J),
  476. *
  477. CALL CCOPY( M-J, A( J+1, K+1 ), 1,
  478. $ H( J+1, J+1 ), 1 )
  479. END IF
  480. *
  481. * Compute L(J+2, J+1) = WORK( 3:N ) / T(J, J+1),
  482. * where A(J, J+1) = T(J, J+1) and A(J+2:N, J) = L(J+2:N, J+1)
  483. *
  484. IF( A( J+1, K ).NE.ZERO ) THEN
  485. ALPHA = ONE / A( J+1, K )
  486. CALL CCOPY( M-J-1, WORK( 3 ), 1, A( J+2, K ), 1 )
  487. CALL CSCAL( M-J-1, ALPHA, A( J+2, K ), 1 )
  488. ELSE
  489. CALL CLASET( 'Full', M-J-1, 1, ZERO, ZERO,
  490. $ A( J+2, K ), LDA )
  491. END IF
  492. END IF
  493. J = J + 1
  494. GO TO 30
  495. 40 CONTINUE
  496. END IF
  497. RETURN
  498. *
  499. * End of CLAHEF_AA
  500. *
  501. END