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chetrs_rook.f 15 kB

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  1. *> \brief \b CHETRS_ROOK computes the solution to a system of linear equations A * X = B for HE matrices using factorization obtained with one of the bounded diagonal pivoting methods (max 2 interchanges)
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CHETRS_ROOK + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/chetrs_rook.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/chetrs_rook.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/chetrs_rook.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CHETRS_ROOK( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER INFO, LDA, LDB, N, NRHS
  26. * ..
  27. * .. Array Arguments ..
  28. * INTEGER IPIV( * )
  29. * COMPLEX A( LDA, * ), B( LDB, * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> CHETRS_ROOK solves a system of linear equations A*X = B with a complex
  39. *> Hermitian matrix A using the factorization A = U*D*U**H or
  40. *> A = L*D*L**H computed by CHETRF_ROOK.
  41. *> \endverbatim
  42. *
  43. * Arguments:
  44. * ==========
  45. *
  46. *> \param[in] UPLO
  47. *> \verbatim
  48. *> UPLO is CHARACTER*1
  49. *> Specifies whether the details of the factorization are stored
  50. *> as an upper or lower triangular matrix.
  51. *> = 'U': Upper triangular, form is A = U*D*U**H;
  52. *> = 'L': Lower triangular, form is A = L*D*L**H.
  53. *> \endverbatim
  54. *>
  55. *> \param[in] N
  56. *> \verbatim
  57. *> N is INTEGER
  58. *> The order of the matrix A. N >= 0.
  59. *> \endverbatim
  60. *>
  61. *> \param[in] NRHS
  62. *> \verbatim
  63. *> NRHS is INTEGER
  64. *> The number of right hand sides, i.e., the number of columns
  65. *> of the matrix B. NRHS >= 0.
  66. *> \endverbatim
  67. *>
  68. *> \param[in] A
  69. *> \verbatim
  70. *> A is COMPLEX array, dimension (LDA,N)
  71. *> The block diagonal matrix D and the multipliers used to
  72. *> obtain the factor U or L as computed by CHETRF_ROOK.
  73. *> \endverbatim
  74. *>
  75. *> \param[in] LDA
  76. *> \verbatim
  77. *> LDA is INTEGER
  78. *> The leading dimension of the array A. LDA >= max(1,N).
  79. *> \endverbatim
  80. *>
  81. *> \param[in] IPIV
  82. *> \verbatim
  83. *> IPIV is INTEGER array, dimension (N)
  84. *> Details of the interchanges and the block structure of D
  85. *> as determined by CHETRF_ROOK.
  86. *> \endverbatim
  87. *>
  88. *> \param[in,out] B
  89. *> \verbatim
  90. *> B is COMPLEX array, dimension (LDB,NRHS)
  91. *> On entry, the right hand side matrix B.
  92. *> On exit, the solution matrix X.
  93. *> \endverbatim
  94. *>
  95. *> \param[in] LDB
  96. *> \verbatim
  97. *> LDB is INTEGER
  98. *> The leading dimension of the array B. LDB >= max(1,N).
  99. *> \endverbatim
  100. *>
  101. *> \param[out] INFO
  102. *> \verbatim
  103. *> INFO is INTEGER
  104. *> = 0: successful exit
  105. *> < 0: if INFO = -i, the i-th argument had an illegal value
  106. *> \endverbatim
  107. *
  108. * Authors:
  109. * ========
  110. *
  111. *> \author Univ. of Tennessee
  112. *> \author Univ. of California Berkeley
  113. *> \author Univ. of Colorado Denver
  114. *> \author NAG Ltd.
  115. *
  116. *> \date November 2013
  117. *
  118. *> \ingroup complexHEcomputational
  119. *
  120. *> \par Contributors:
  121. * ==================
  122. *>
  123. *> \verbatim
  124. *>
  125. *> November 2013, Igor Kozachenko,
  126. *> Computer Science Division,
  127. *> University of California, Berkeley
  128. *>
  129. *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
  130. *> School of Mathematics,
  131. *> University of Manchester
  132. *>
  133. *> \endverbatim
  134. *
  135. * =====================================================================
  136. SUBROUTINE CHETRS_ROOK( UPLO, N, NRHS, A, LDA, IPIV, B, LDB,
  137. $ INFO )
  138. *
  139. * -- LAPACK computational routine (version 3.5.0) --
  140. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  141. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  142. * November 2013
  143. *
  144. * .. Scalar Arguments ..
  145. CHARACTER UPLO
  146. INTEGER INFO, LDA, LDB, N, NRHS
  147. * ..
  148. * .. Array Arguments ..
  149. INTEGER IPIV( * )
  150. COMPLEX A( LDA, * ), B( LDB, * )
  151. * ..
  152. *
  153. * =====================================================================
  154. *
  155. * .. Parameters ..
  156. COMPLEX ONE
  157. PARAMETER ( ONE = ( 1.0E+0, 0.0E+0 ) )
  158. * ..
  159. * .. Local Scalars ..
  160. LOGICAL UPPER
  161. INTEGER J, K, KP
  162. REAL S
  163. COMPLEX AK, AKM1, AKM1K, BK, BKM1, DENOM
  164. * ..
  165. * .. External Functions ..
  166. LOGICAL LSAME
  167. EXTERNAL LSAME
  168. * ..
  169. * .. External Subroutines ..
  170. EXTERNAL CGEMV, CGERU, CLACGV, CSSCAL, CSWAP, XERBLA
  171. * ..
  172. * .. Intrinsic Functions ..
  173. INTRINSIC CONJG, MAX, REAL
  174. * ..
  175. * .. Executable Statements ..
  176. *
  177. INFO = 0
  178. UPPER = LSAME( UPLO, 'U' )
  179. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  180. INFO = -1
  181. ELSE IF( N.LT.0 ) THEN
  182. INFO = -2
  183. ELSE IF( NRHS.LT.0 ) THEN
  184. INFO = -3
  185. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  186. INFO = -5
  187. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  188. INFO = -8
  189. END IF
  190. IF( INFO.NE.0 ) THEN
  191. CALL XERBLA( 'CHETRS_ROOK', -INFO )
  192. RETURN
  193. END IF
  194. *
  195. * Quick return if possible
  196. *
  197. IF( N.EQ.0 .OR. NRHS.EQ.0 )
  198. $ RETURN
  199. *
  200. IF( UPPER ) THEN
  201. *
  202. * Solve A*X = B, where A = U*D*U**H.
  203. *
  204. * First solve U*D*X = B, overwriting B with X.
  205. *
  206. * K is the main loop index, decreasing from N to 1 in steps of
  207. * 1 or 2, depending on the size of the diagonal blocks.
  208. *
  209. K = N
  210. 10 CONTINUE
  211. *
  212. * If K < 1, exit from loop.
  213. *
  214. IF( K.LT.1 )
  215. $ GO TO 30
  216. *
  217. IF( IPIV( K ).GT.0 ) THEN
  218. *
  219. * 1 x 1 diagonal block
  220. *
  221. * Interchange rows K and IPIV(K).
  222. *
  223. KP = IPIV( K )
  224. IF( KP.NE.K )
  225. $ CALL CSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  226. *
  227. * Multiply by inv(U(K)), where U(K) is the transformation
  228. * stored in column K of A.
  229. *
  230. CALL CGERU( K-1, NRHS, -ONE, A( 1, K ), 1, B( K, 1 ), LDB,
  231. $ B( 1, 1 ), LDB )
  232. *
  233. * Multiply by the inverse of the diagonal block.
  234. *
  235. S = REAL( ONE ) / REAL( A( K, K ) )
  236. CALL CSSCAL( NRHS, S, B( K, 1 ), LDB )
  237. K = K - 1
  238. ELSE
  239. *
  240. * 2 x 2 diagonal block
  241. *
  242. * Interchange rows K and -IPIV(K), then K-1 and -IPIV(K-1)
  243. *
  244. KP = -IPIV( K )
  245. IF( KP.NE.K )
  246. $ CALL CSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  247. *
  248. KP = -IPIV( K-1)
  249. IF( KP.NE.K-1 )
  250. $ CALL CSWAP( NRHS, B( K-1, 1 ), LDB, B( KP, 1 ), LDB )
  251. *
  252. * Multiply by inv(U(K)), where U(K) is the transformation
  253. * stored in columns K-1 and K of A.
  254. *
  255. CALL CGERU( K-2, NRHS, -ONE, A( 1, K ), 1, B( K, 1 ), LDB,
  256. $ B( 1, 1 ), LDB )
  257. CALL CGERU( K-2, NRHS, -ONE, A( 1, K-1 ), 1, B( K-1, 1 ),
  258. $ LDB, B( 1, 1 ), LDB )
  259. *
  260. * Multiply by the inverse of the diagonal block.
  261. *
  262. AKM1K = A( K-1, K )
  263. AKM1 = A( K-1, K-1 ) / AKM1K
  264. AK = A( K, K ) / CONJG( AKM1K )
  265. DENOM = AKM1*AK - ONE
  266. DO 20 J = 1, NRHS
  267. BKM1 = B( K-1, J ) / AKM1K
  268. BK = B( K, J ) / CONJG( AKM1K )
  269. B( K-1, J ) = ( AK*BKM1-BK ) / DENOM
  270. B( K, J ) = ( AKM1*BK-BKM1 ) / DENOM
  271. 20 CONTINUE
  272. K = K - 2
  273. END IF
  274. *
  275. GO TO 10
  276. 30 CONTINUE
  277. *
  278. * Next solve U**H *X = B, overwriting B with X.
  279. *
  280. * K is the main loop index, increasing from 1 to N in steps of
  281. * 1 or 2, depending on the size of the diagonal blocks.
  282. *
  283. K = 1
  284. 40 CONTINUE
  285. *
  286. * If K > N, exit from loop.
  287. *
  288. IF( K.GT.N )
  289. $ GO TO 50
  290. *
  291. IF( IPIV( K ).GT.0 ) THEN
  292. *
  293. * 1 x 1 diagonal block
  294. *
  295. * Multiply by inv(U**H(K)), where U(K) is the transformation
  296. * stored in column K of A.
  297. *
  298. IF( K.GT.1 ) THEN
  299. CALL CLACGV( NRHS, B( K, 1 ), LDB )
  300. CALL CGEMV( 'Conjugate transpose', K-1, NRHS, -ONE, B,
  301. $ LDB, A( 1, K ), 1, ONE, B( K, 1 ), LDB )
  302. CALL CLACGV( NRHS, B( K, 1 ), LDB )
  303. END IF
  304. *
  305. * Interchange rows K and IPIV(K).
  306. *
  307. KP = IPIV( K )
  308. IF( KP.NE.K )
  309. $ CALL CSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  310. K = K + 1
  311. ELSE
  312. *
  313. * 2 x 2 diagonal block
  314. *
  315. * Multiply by inv(U**H(K+1)), where U(K+1) is the transformation
  316. * stored in columns K and K+1 of A.
  317. *
  318. IF( K.GT.1 ) THEN
  319. CALL CLACGV( NRHS, B( K, 1 ), LDB )
  320. CALL CGEMV( 'Conjugate transpose', K-1, NRHS, -ONE, B,
  321. $ LDB, A( 1, K ), 1, ONE, B( K, 1 ), LDB )
  322. CALL CLACGV( NRHS, B( K, 1 ), LDB )
  323. *
  324. CALL CLACGV( NRHS, B( K+1, 1 ), LDB )
  325. CALL CGEMV( 'Conjugate transpose', K-1, NRHS, -ONE, B,
  326. $ LDB, A( 1, K+1 ), 1, ONE, B( K+1, 1 ), LDB )
  327. CALL CLACGV( NRHS, B( K+1, 1 ), LDB )
  328. END IF
  329. *
  330. * Interchange rows K and -IPIV(K), then K+1 and -IPIV(K+1)
  331. *
  332. KP = -IPIV( K )
  333. IF( KP.NE.K )
  334. $ CALL CSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  335. *
  336. KP = -IPIV( K+1 )
  337. IF( KP.NE.K+1 )
  338. $ CALL CSWAP( NRHS, B( K+1, 1 ), LDB, B( KP, 1 ), LDB )
  339. *
  340. K = K + 2
  341. END IF
  342. *
  343. GO TO 40
  344. 50 CONTINUE
  345. *
  346. ELSE
  347. *
  348. * Solve A*X = B, where A = L*D*L**H.
  349. *
  350. * First solve L*D*X = B, overwriting B with X.
  351. *
  352. * K is the main loop index, increasing from 1 to N in steps of
  353. * 1 or 2, depending on the size of the diagonal blocks.
  354. *
  355. K = 1
  356. 60 CONTINUE
  357. *
  358. * If K > N, exit from loop.
  359. *
  360. IF( K.GT.N )
  361. $ GO TO 80
  362. *
  363. IF( IPIV( K ).GT.0 ) THEN
  364. *
  365. * 1 x 1 diagonal block
  366. *
  367. * Interchange rows K and IPIV(K).
  368. *
  369. KP = IPIV( K )
  370. IF( KP.NE.K )
  371. $ CALL CSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  372. *
  373. * Multiply by inv(L(K)), where L(K) is the transformation
  374. * stored in column K of A.
  375. *
  376. IF( K.LT.N )
  377. $ CALL CGERU( N-K, NRHS, -ONE, A( K+1, K ), 1, B( K, 1 ),
  378. $ LDB, B( K+1, 1 ), LDB )
  379. *
  380. * Multiply by the inverse of the diagonal block.
  381. *
  382. S = REAL( ONE ) / REAL( A( K, K ) )
  383. CALL CSSCAL( NRHS, S, B( K, 1 ), LDB )
  384. K = K + 1
  385. ELSE
  386. *
  387. * 2 x 2 diagonal block
  388. *
  389. * Interchange rows K and -IPIV(K), then K+1 and -IPIV(K+1)
  390. *
  391. KP = -IPIV( K )
  392. IF( KP.NE.K )
  393. $ CALL CSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  394. *
  395. KP = -IPIV( K+1 )
  396. IF( KP.NE.K+1 )
  397. $ CALL CSWAP( NRHS, B( K+1, 1 ), LDB, B( KP, 1 ), LDB )
  398. *
  399. * Multiply by inv(L(K)), where L(K) is the transformation
  400. * stored in columns K and K+1 of A.
  401. *
  402. IF( K.LT.N-1 ) THEN
  403. CALL CGERU( N-K-1, NRHS, -ONE, A( K+2, K ), 1, B( K, 1 ),
  404. $ LDB, B( K+2, 1 ), LDB )
  405. CALL CGERU( N-K-1, NRHS, -ONE, A( K+2, K+1 ), 1,
  406. $ B( K+1, 1 ), LDB, B( K+2, 1 ), LDB )
  407. END IF
  408. *
  409. * Multiply by the inverse of the diagonal block.
  410. *
  411. AKM1K = A( K+1, K )
  412. AKM1 = A( K, K ) / CONJG( AKM1K )
  413. AK = A( K+1, K+1 ) / AKM1K
  414. DENOM = AKM1*AK - ONE
  415. DO 70 J = 1, NRHS
  416. BKM1 = B( K, J ) / CONJG( AKM1K )
  417. BK = B( K+1, J ) / AKM1K
  418. B( K, J ) = ( AK*BKM1-BK ) / DENOM
  419. B( K+1, J ) = ( AKM1*BK-BKM1 ) / DENOM
  420. 70 CONTINUE
  421. K = K + 2
  422. END IF
  423. *
  424. GO TO 60
  425. 80 CONTINUE
  426. *
  427. * Next solve L**H *X = B, overwriting B with X.
  428. *
  429. * K is the main loop index, decreasing from N to 1 in steps of
  430. * 1 or 2, depending on the size of the diagonal blocks.
  431. *
  432. K = N
  433. 90 CONTINUE
  434. *
  435. * If K < 1, exit from loop.
  436. *
  437. IF( K.LT.1 )
  438. $ GO TO 100
  439. *
  440. IF( IPIV( K ).GT.0 ) THEN
  441. *
  442. * 1 x 1 diagonal block
  443. *
  444. * Multiply by inv(L**H(K)), where L(K) is the transformation
  445. * stored in column K of A.
  446. *
  447. IF( K.LT.N ) THEN
  448. CALL CLACGV( NRHS, B( K, 1 ), LDB )
  449. CALL CGEMV( 'Conjugate transpose', N-K, NRHS, -ONE,
  450. $ B( K+1, 1 ), LDB, A( K+1, K ), 1, ONE,
  451. $ B( K, 1 ), LDB )
  452. CALL CLACGV( NRHS, B( K, 1 ), LDB )
  453. END IF
  454. *
  455. * Interchange rows K and IPIV(K).
  456. *
  457. KP = IPIV( K )
  458. IF( KP.NE.K )
  459. $ CALL CSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  460. K = K - 1
  461. ELSE
  462. *
  463. * 2 x 2 diagonal block
  464. *
  465. * Multiply by inv(L**H(K-1)), where L(K-1) is the transformation
  466. * stored in columns K-1 and K of A.
  467. *
  468. IF( K.LT.N ) THEN
  469. CALL CLACGV( NRHS, B( K, 1 ), LDB )
  470. CALL CGEMV( 'Conjugate transpose', N-K, NRHS, -ONE,
  471. $ B( K+1, 1 ), LDB, A( K+1, K ), 1, ONE,
  472. $ B( K, 1 ), LDB )
  473. CALL CLACGV( NRHS, B( K, 1 ), LDB )
  474. *
  475. CALL CLACGV( NRHS, B( K-1, 1 ), LDB )
  476. CALL CGEMV( 'Conjugate transpose', N-K, NRHS, -ONE,
  477. $ B( K+1, 1 ), LDB, A( K+1, K-1 ), 1, ONE,
  478. $ B( K-1, 1 ), LDB )
  479. CALL CLACGV( NRHS, B( K-1, 1 ), LDB )
  480. END IF
  481. *
  482. * Interchange rows K and -IPIV(K), then K-1 and -IPIV(K-1)
  483. *
  484. KP = -IPIV( K )
  485. IF( KP.NE.K )
  486. $ CALL CSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  487. *
  488. KP = -IPIV( K-1 )
  489. IF( KP.NE.K-1 )
  490. $ CALL CSWAP( NRHS, B( K-1, 1 ), LDB, B( KP, 1 ), LDB )
  491. *
  492. K = K - 2
  493. END IF
  494. *
  495. GO TO 90
  496. 100 CONTINUE
  497. END IF
  498. *
  499. RETURN
  500. *
  501. * End of CHETRS_ROOK
  502. *
  503. END