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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. *> \ingroup complexSYcomputational
  140. *
  141. * =====================================================================
  142. SUBROUTINE CLAHEF_AA( UPLO, J1, M, NB, A, LDA, IPIV,
  143. $ H, LDH, WORK )
  144. *
  145. * -- LAPACK computational routine --
  146. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  147. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  148. *
  149. IMPLICIT NONE
  150. *
  151. * .. Scalar Arguments ..
  152. CHARACTER UPLO
  153. INTEGER M, NB, J1, LDA, LDH
  154. * ..
  155. * .. Array Arguments ..
  156. INTEGER IPIV( * )
  157. COMPLEX A( LDA, * ), H( LDH, * ), WORK( * )
  158. * ..
  159. *
  160. * =====================================================================
  161. * .. Parameters ..
  162. COMPLEX ZERO, ONE
  163. PARAMETER ( ZERO = (0.0E+0, 0.0E+0), ONE = (1.0E+0, 0.0E+0) )
  164. *
  165. * .. Local Scalars ..
  166. INTEGER J, K, K1, I1, I2, MJ
  167. COMPLEX PIV, ALPHA
  168. * ..
  169. * .. External Functions ..
  170. LOGICAL LSAME
  171. INTEGER ICAMAX, ILAENV
  172. EXTERNAL LSAME, ILAENV, ICAMAX
  173. * ..
  174. * .. External Subroutines ..
  175. EXTERNAL CLACGV, CGEMV, CSCAL, CAXPY, CCOPY, CSWAP, CLASET,
  176. $ XERBLA
  177. * ..
  178. * .. Intrinsic Functions ..
  179. INTRINSIC REAL, CONJG, MAX
  180. * ..
  181. * .. Executable Statements ..
  182. *
  183. J = 1
  184. *
  185. * K1 is the first column of the panel to be factorized
  186. * i.e., K1 is 2 for the first block column, and 1 for the rest of the blocks
  187. *
  188. K1 = (2-J1)+1
  189. *
  190. IF( LSAME( UPLO, 'U' ) ) THEN
  191. *
  192. * .....................................................
  193. * Factorize A as U**T*D*U using the upper triangle of A
  194. * .....................................................
  195. *
  196. 10 CONTINUE
  197. IF ( J.GT.MIN(M, NB) )
  198. $ GO TO 20
  199. *
  200. * K is the column to be factorized
  201. * when being called from CHETRF_AA,
  202. * > for the first block column, J1 is 1, hence J1+J-1 is J,
  203. * > for the rest of the columns, J1 is 2, and J1+J-1 is J+1,
  204. *
  205. K = J1+J-1
  206. IF( J.EQ.M ) THEN
  207. *
  208. * Only need to compute T(J, J)
  209. *
  210. MJ = 1
  211. ELSE
  212. MJ = M-J+1
  213. END IF
  214. *
  215. * H(J:N, J) := A(J, J:N) - H(J:N, 1:(J-1)) * L(J1:(J-1), J),
  216. * where H(J:N, J) has been initialized to be A(J, J:N)
  217. *
  218. IF( K.GT.2 ) THEN
  219. *
  220. * K is the column to be factorized
  221. * > for the first block column, K is J, skipping the first two
  222. * columns
  223. * > for the rest of the columns, K is J+1, skipping only the
  224. * first column
  225. *
  226. CALL CLACGV( J-K1, A( 1, J ), 1 )
  227. CALL CGEMV( 'No transpose', MJ, J-K1,
  228. $ -ONE, H( J, K1 ), LDH,
  229. $ A( 1, J ), 1,
  230. $ ONE, H( J, J ), 1 )
  231. CALL CLACGV( J-K1, A( 1, J ), 1 )
  232. END IF
  233. *
  234. * Copy H(i:n, i) into WORK
  235. *
  236. CALL CCOPY( MJ, H( J, J ), 1, WORK( 1 ), 1 )
  237. *
  238. IF( J.GT.K1 ) THEN
  239. *
  240. * Compute WORK := WORK - L(J-1, J:N) * T(J-1,J),
  241. * where A(J-1, J) stores T(J-1, J) and A(J-2, J:N) stores U(J-1, J:N)
  242. *
  243. ALPHA = -CONJG( A( K-1, J ) )
  244. CALL CAXPY( MJ, ALPHA, A( K-2, J ), LDA, WORK( 1 ), 1 )
  245. END IF
  246. *
  247. * Set A(J, J) = T(J, J)
  248. *
  249. A( K, J ) = REAL( WORK( 1 ) )
  250. *
  251. IF( J.LT.M ) THEN
  252. *
  253. * Compute WORK(2:N) = T(J, J) L(J, (J+1):N)
  254. * where A(J, J) stores T(J, J) and A(J-1, (J+1):N) stores U(J, (J+1):N)
  255. *
  256. IF( K.GT.1 ) THEN
  257. ALPHA = -A( K, J )
  258. CALL CAXPY( M-J, ALPHA, A( K-1, J+1 ), LDA,
  259. $ WORK( 2 ), 1 )
  260. ENDIF
  261. *
  262. * Find max(|WORK(2:n)|)
  263. *
  264. I2 = ICAMAX( M-J, WORK( 2 ), 1 ) + 1
  265. PIV = WORK( I2 )
  266. *
  267. * Apply hermitian pivot
  268. *
  269. IF( (I2.NE.2) .AND. (PIV.NE.0) ) THEN
  270. *
  271. * Swap WORK(I1) and WORK(I2)
  272. *
  273. I1 = 2
  274. WORK( I2 ) = WORK( I1 )
  275. WORK( I1 ) = PIV
  276. *
  277. * Swap A(I1, I1+1:N) with A(I1+1:N, I2)
  278. *
  279. I1 = I1+J-1
  280. I2 = I2+J-1
  281. CALL CSWAP( I2-I1-1, A( J1+I1-1, I1+1 ), LDA,
  282. $ A( J1+I1, I2 ), 1 )
  283. CALL CLACGV( I2-I1, A( J1+I1-1, I1+1 ), LDA )
  284. CALL CLACGV( I2-I1-1, A( J1+I1, I2 ), 1 )
  285. *
  286. * Swap A(I1, I2+1:N) with A(I2, I2+1:N)
  287. *
  288. IF( I2.LT.M )
  289. $ CALL CSWAP( M-I2, A( J1+I1-1, I2+1 ), LDA,
  290. $ A( J1+I2-1, I2+1 ), LDA )
  291. *
  292. * Swap A(I1, I1) with A(I2,I2)
  293. *
  294. PIV = A( I1+J1-1, I1 )
  295. A( J1+I1-1, I1 ) = A( J1+I2-1, I2 )
  296. A( J1+I2-1, I2 ) = PIV
  297. *
  298. * Swap H(I1, 1:J1) with H(I2, 1:J1)
  299. *
  300. CALL CSWAP( I1-1, H( I1, 1 ), LDH, H( I2, 1 ), LDH )
  301. IPIV( I1 ) = I2
  302. *
  303. IF( I1.GT.(K1-1) ) THEN
  304. *
  305. * Swap L(1:I1-1, I1) with L(1:I1-1, I2),
  306. * skipping the first column
  307. *
  308. CALL CSWAP( I1-K1+1, A( 1, I1 ), 1,
  309. $ A( 1, I2 ), 1 )
  310. END IF
  311. ELSE
  312. IPIV( J+1 ) = J+1
  313. ENDIF
  314. *
  315. * Set A(J, J+1) = T(J, J+1)
  316. *
  317. A( K, J+1 ) = WORK( 2 )
  318. *
  319. IF( J.LT.NB ) THEN
  320. *
  321. * Copy A(J+1:N, J+1) into H(J:N, J),
  322. *
  323. CALL CCOPY( M-J, A( K+1, J+1 ), LDA,
  324. $ H( J+1, J+1 ), 1 )
  325. END IF
  326. *
  327. * Compute L(J+2, J+1) = WORK( 3:N ) / T(J, J+1),
  328. * where A(J, J+1) = T(J, J+1) and A(J+2:N, J) = L(J+2:N, J+1)
  329. *
  330. IF( J.LT.(M-1) ) THEN
  331. IF( A( K, J+1 ).NE.ZERO ) THEN
  332. ALPHA = ONE / A( K, J+1 )
  333. CALL CCOPY( M-J-1, WORK( 3 ), 1, A( K, J+2 ), LDA )
  334. CALL CSCAL( M-J-1, ALPHA, A( K, J+2 ), LDA )
  335. ELSE
  336. CALL CLASET( 'Full', 1, M-J-1, ZERO, ZERO,
  337. $ A( K, J+2 ), LDA)
  338. END IF
  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. IF( I2.LT.M )
  444. $ CALL CSWAP( M-I2, A( I2+1, J1+I1-1 ), 1,
  445. $ A( I2+1, J1+I2-1 ), 1 )
  446. *
  447. * Swap A(I1, I1) with A(I2, I2)
  448. *
  449. PIV = A( I1, J1+I1-1 )
  450. A( I1, J1+I1-1 ) = A( I2, J1+I2-1 )
  451. A( I2, J1+I2-1 ) = PIV
  452. *
  453. * Swap H(I1, I1:J1) with H(I2, I2:J1)
  454. *
  455. CALL CSWAP( I1-1, H( I1, 1 ), LDH, H( I2, 1 ), LDH )
  456. IPIV( I1 ) = I2
  457. *
  458. IF( I1.GT.(K1-1) ) THEN
  459. *
  460. * Swap L(1:I1-1, I1) with L(1:I1-1, I2),
  461. * skipping the first column
  462. *
  463. CALL CSWAP( I1-K1+1, A( I1, 1 ), LDA,
  464. $ A( I2, 1 ), LDA )
  465. END IF
  466. ELSE
  467. IPIV( J+1 ) = J+1
  468. ENDIF
  469. *
  470. * Set A(J+1, J) = T(J+1, J)
  471. *
  472. A( J+1, K ) = WORK( 2 )
  473. *
  474. IF( J.LT.NB ) THEN
  475. *
  476. * Copy A(J+1:N, J+1) into H(J+1:N, J),
  477. *
  478. CALL CCOPY( M-J, A( J+1, K+1 ), 1,
  479. $ H( J+1, J+1 ), 1 )
  480. END IF
  481. *
  482. * Compute L(J+2, J+1) = WORK( 3:N ) / T(J, J+1),
  483. * where A(J, J+1) = T(J, J+1) and A(J+2:N, J) = L(J+2:N, J+1)
  484. *
  485. IF( J.LT.(M-1) ) THEN
  486. IF( A( J+1, K ).NE.ZERO ) THEN
  487. ALPHA = ONE / A( J+1, K )
  488. CALL CCOPY( M-J-1, WORK( 3 ), 1, A( J+2, K ), 1 )
  489. CALL CSCAL( M-J-1, ALPHA, A( J+2, K ), 1 )
  490. ELSE
  491. CALL CLASET( 'Full', M-J-1, 1, ZERO, ZERO,
  492. $ A( J+2, K ), LDA )
  493. END IF
  494. END IF
  495. END IF
  496. J = J + 1
  497. GO TO 30
  498. 40 CONTINUE
  499. END IF
  500. RETURN
  501. *
  502. * End of CLAHEF_AA
  503. *
  504. END