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zhetri2x.f 16 kB

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  1. *> \brief \b ZHETRI2X
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZHETRI2X + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhetri2x.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhetri2x.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhetri2x.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZHETRI2X( UPLO, N, A, LDA, IPIV, WORK, NB, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER INFO, LDA, N, NB
  26. * ..
  27. * .. Array Arguments ..
  28. * INTEGER IPIV( * )
  29. * COMPLEX*16 A( LDA, * ), WORK( N+NB+1,* )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> ZHETRI2X computes the inverse of a COMPLEX*16 Hermitian indefinite matrix
  39. *> A using the factorization A = U*D*U**H or A = L*D*L**H computed by
  40. *> ZHETRF.
  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,out] A
  62. *> \verbatim
  63. *> A is COMPLEX*16 array, dimension (LDA,N)
  64. *> On entry, the NNB diagonal matrix D and the multipliers
  65. *> used to obtain the factor U or L as computed by ZHETRF.
  66. *>
  67. *> On exit, if INFO = 0, the (symmetric) inverse of the original
  68. *> matrix. If UPLO = 'U', the upper triangular part of the
  69. *> inverse is formed and the part of A below the diagonal is not
  70. *> referenced; if UPLO = 'L' the lower triangular part of the
  71. *> inverse is formed and the part of A above the diagonal is
  72. *> not referenced.
  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 NNB structure of D
  85. *> as determined by ZHETRF.
  86. *> \endverbatim
  87. *>
  88. *> \param[out] WORK
  89. *> \verbatim
  90. *> WORK is COMPLEX*16 array, dimension (N+NNB+1,NNB+3)
  91. *> \endverbatim
  92. *>
  93. *> \param[in] NB
  94. *> \verbatim
  95. *> NB is INTEGER
  96. *> Block size
  97. *> \endverbatim
  98. *>
  99. *> \param[out] INFO
  100. *> \verbatim
  101. *> INFO is INTEGER
  102. *> = 0: successful exit
  103. *> < 0: if INFO = -i, the i-th argument had an illegal value
  104. *> > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
  105. *> inverse could not be computed.
  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 2011
  117. *
  118. *> \ingroup complex16HEcomputational
  119. *
  120. * =====================================================================
  121. SUBROUTINE ZHETRI2X( UPLO, N, A, LDA, IPIV, WORK, NB, INFO )
  122. *
  123. * -- LAPACK computational routine (version 3.4.0) --
  124. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  125. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  126. * November 2011
  127. *
  128. * .. Scalar Arguments ..
  129. CHARACTER UPLO
  130. INTEGER INFO, LDA, N, NB
  131. * ..
  132. * .. Array Arguments ..
  133. INTEGER IPIV( * )
  134. COMPLEX*16 A( LDA, * ), WORK( N+NB+1,* )
  135. * ..
  136. *
  137. * =====================================================================
  138. *
  139. * .. Parameters ..
  140. REAL ONE
  141. COMPLEX*16 CONE, ZERO
  142. PARAMETER ( ONE = 1.0D+0,
  143. $ CONE = ( 1.0D+0, 0.0D+0 ),
  144. $ ZERO = ( 0.0D+0, 0.0D+0 ) )
  145. * ..
  146. * .. Local Scalars ..
  147. LOGICAL UPPER
  148. INTEGER I, IINFO, IP, K, CUT, NNB
  149. INTEGER COUNT
  150. INTEGER J, U11, INVD
  151. COMPLEX*16 AK, AKKP1, AKP1, D, T
  152. COMPLEX*16 U01_I_J, U01_IP1_J
  153. COMPLEX*16 U11_I_J, U11_IP1_J
  154. * ..
  155. * .. External Functions ..
  156. LOGICAL LSAME
  157. EXTERNAL LSAME
  158. * ..
  159. * .. External Subroutines ..
  160. EXTERNAL ZSYCONV, XERBLA, ZTRTRI
  161. EXTERNAL ZGEMM, ZTRMM, ZHESWAPR
  162. * ..
  163. * .. Intrinsic Functions ..
  164. INTRINSIC MAX
  165. * ..
  166. * .. Executable Statements ..
  167. *
  168. * Test the input parameters.
  169. *
  170. INFO = 0
  171. UPPER = LSAME( UPLO, 'U' )
  172. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  173. INFO = -1
  174. ELSE IF( N.LT.0 ) THEN
  175. INFO = -2
  176. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  177. INFO = -4
  178. END IF
  179. *
  180. * Quick return if possible
  181. *
  182. *
  183. IF( INFO.NE.0 ) THEN
  184. CALL XERBLA( 'ZHETRI2X', -INFO )
  185. RETURN
  186. END IF
  187. IF( N.EQ.0 )
  188. $ RETURN
  189. *
  190. * Convert A
  191. * Workspace got Non-diag elements of D
  192. *
  193. CALL ZSYCONV( UPLO, 'C', N, A, LDA, IPIV, WORK, IINFO )
  194. *
  195. * Check that the diagonal matrix D is nonsingular.
  196. *
  197. IF( UPPER ) THEN
  198. *
  199. * Upper triangular storage: examine D from bottom to top
  200. *
  201. DO INFO = N, 1, -1
  202. IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
  203. $ RETURN
  204. END DO
  205. ELSE
  206. *
  207. * Lower triangular storage: examine D from top to bottom.
  208. *
  209. DO INFO = 1, N
  210. IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
  211. $ RETURN
  212. END DO
  213. END IF
  214. INFO = 0
  215. *
  216. * Splitting Workspace
  217. * U01 is a block (N,NB+1)
  218. * The first element of U01 is in WORK(1,1)
  219. * U11 is a block (NB+1,NB+1)
  220. * The first element of U11 is in WORK(N+1,1)
  221. U11 = N
  222. * INVD is a block (N,2)
  223. * The first element of INVD is in WORK(1,INVD)
  224. INVD = NB+2
  225. IF( UPPER ) THEN
  226. *
  227. * invA = P * inv(U**H)*inv(D)*inv(U)*P**H.
  228. *
  229. CALL ZTRTRI( UPLO, 'U', N, A, LDA, INFO )
  230. *
  231. * inv(D) and inv(D)*inv(U)
  232. *
  233. K=1
  234. DO WHILE ( K .LE. N )
  235. IF( IPIV( K ).GT.0 ) THEN
  236. * 1 x 1 diagonal NNB
  237. WORK(K,INVD) = ONE / REAL ( A( K, K ) )
  238. WORK(K,INVD+1) = 0
  239. K=K+1
  240. ELSE
  241. * 2 x 2 diagonal NNB
  242. T = ABS ( WORK(K+1,1) )
  243. AK = REAL ( A( K, K ) ) / T
  244. AKP1 = REAL ( A( K+1, K+1 ) ) / T
  245. AKKP1 = WORK(K+1,1) / T
  246. D = T*( AK*AKP1-ONE )
  247. WORK(K,INVD) = AKP1 / D
  248. WORK(K+1,INVD+1) = AK / D
  249. WORK(K,INVD+1) = -AKKP1 / D
  250. WORK(K+1,INVD) = DCONJG (WORK(K,INVD+1) )
  251. K=K+2
  252. END IF
  253. END DO
  254. *
  255. * inv(U**H) = (inv(U))**H
  256. *
  257. * inv(U**H)*inv(D)*inv(U)
  258. *
  259. CUT=N
  260. DO WHILE (CUT .GT. 0)
  261. NNB=NB
  262. IF (CUT .LE. NNB) THEN
  263. NNB=CUT
  264. ELSE
  265. COUNT = 0
  266. * count negative elements,
  267. DO I=CUT+1-NNB,CUT
  268. IF (IPIV(I) .LT. 0) COUNT=COUNT+1
  269. END DO
  270. * need a even number for a clear cut
  271. IF (MOD(COUNT,2) .EQ. 1) NNB=NNB+1
  272. END IF
  273. CUT=CUT-NNB
  274. *
  275. * U01 Block
  276. *
  277. DO I=1,CUT
  278. DO J=1,NNB
  279. WORK(I,J)=A(I,CUT+J)
  280. END DO
  281. END DO
  282. *
  283. * U11 Block
  284. *
  285. DO I=1,NNB
  286. WORK(U11+I,I)=CONE
  287. DO J=1,I-1
  288. WORK(U11+I,J)=ZERO
  289. END DO
  290. DO J=I+1,NNB
  291. WORK(U11+I,J)=A(CUT+I,CUT+J)
  292. END DO
  293. END DO
  294. *
  295. * invD*U01
  296. *
  297. I=1
  298. DO WHILE (I .LE. CUT)
  299. IF (IPIV(I) > 0) THEN
  300. DO J=1,NNB
  301. WORK(I,J)=WORK(I,INVD)*WORK(I,J)
  302. END DO
  303. I=I+1
  304. ELSE
  305. DO J=1,NNB
  306. U01_I_J = WORK(I,J)
  307. U01_IP1_J = WORK(I+1,J)
  308. WORK(I,J)=WORK(I,INVD)*U01_I_J+
  309. $ WORK(I,INVD+1)*U01_IP1_J
  310. WORK(I+1,J)=WORK(I+1,INVD)*U01_I_J+
  311. $ WORK(I+1,INVD+1)*U01_IP1_J
  312. END DO
  313. I=I+2
  314. END IF
  315. END DO
  316. *
  317. * invD1*U11
  318. *
  319. I=1
  320. DO WHILE (I .LE. NNB)
  321. IF (IPIV(CUT+I) > 0) THEN
  322. DO J=I,NNB
  323. WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J)
  324. END DO
  325. I=I+1
  326. ELSE
  327. DO J=I,NNB
  328. U11_I_J = WORK(U11+I,J)
  329. U11_IP1_J = WORK(U11+I+1,J)
  330. WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J) +
  331. $ WORK(CUT+I,INVD+1)*WORK(U11+I+1,J)
  332. WORK(U11+I+1,J)=WORK(CUT+I+1,INVD)*U11_I_J+
  333. $ WORK(CUT+I+1,INVD+1)*U11_IP1_J
  334. END DO
  335. I=I+2
  336. END IF
  337. END DO
  338. *
  339. * U11**H*invD1*U11->U11
  340. *
  341. CALL ZTRMM('L','U','C','U',NNB, NNB,
  342. $ CONE,A(CUT+1,CUT+1),LDA,WORK(U11+1,1),N+NB+1)
  343. *
  344. DO I=1,NNB
  345. DO J=I,NNB
  346. A(CUT+I,CUT+J)=WORK(U11+I,J)
  347. END DO
  348. END DO
  349. *
  350. * U01**H*invD*U01->A(CUT+I,CUT+J)
  351. *
  352. CALL ZGEMM('C','N',NNB,NNB,CUT,CONE,A(1,CUT+1),LDA,
  353. $ WORK,N+NB+1, ZERO, WORK(U11+1,1), N+NB+1)
  354. *
  355. * U11 = U11**H*invD1*U11 + U01**H*invD*U01
  356. *
  357. DO I=1,NNB
  358. DO J=I,NNB
  359. A(CUT+I,CUT+J)=A(CUT+I,CUT+J)+WORK(U11+I,J)
  360. END DO
  361. END DO
  362. *
  363. * U01 = U00**H*invD0*U01
  364. *
  365. CALL ZTRMM('L',UPLO,'C','U',CUT, NNB,
  366. $ CONE,A,LDA,WORK,N+NB+1)
  367. *
  368. * Update U01
  369. *
  370. DO I=1,CUT
  371. DO J=1,NNB
  372. A(I,CUT+J)=WORK(I,J)
  373. END DO
  374. END DO
  375. *
  376. * Next Block
  377. *
  378. END DO
  379. *
  380. * Apply PERMUTATIONS P and P**H: P * inv(U**H)*inv(D)*inv(U) *P**H
  381. *
  382. I=1
  383. DO WHILE ( I .LE. N )
  384. IF( IPIV(I) .GT. 0 ) THEN
  385. IP=IPIV(I)
  386. IF (I .LT. IP) CALL ZHESWAPR( UPLO, N, A, LDA, I ,IP )
  387. IF (I .GT. IP) CALL ZHESWAPR( UPLO, N, A, LDA, IP ,I )
  388. ELSE
  389. IP=-IPIV(I)
  390. I=I+1
  391. IF ( (I-1) .LT. IP)
  392. $ CALL ZHESWAPR( UPLO, N, A, LDA, I-1 ,IP )
  393. IF ( (I-1) .GT. IP)
  394. $ CALL ZHESWAPR( UPLO, N, A, LDA, IP ,I-1 )
  395. ENDIF
  396. I=I+1
  397. END DO
  398. ELSE
  399. *
  400. * LOWER...
  401. *
  402. * invA = P * inv(U**H)*inv(D)*inv(U)*P**H.
  403. *
  404. CALL ZTRTRI( UPLO, 'U', N, A, LDA, INFO )
  405. *
  406. * inv(D) and inv(D)*inv(U)
  407. *
  408. K=N
  409. DO WHILE ( K .GE. 1 )
  410. IF( IPIV( K ).GT.0 ) THEN
  411. * 1 x 1 diagonal NNB
  412. WORK(K,INVD) = ONE / REAL ( A( K, K ) )
  413. WORK(K,INVD+1) = 0
  414. K=K-1
  415. ELSE
  416. * 2 x 2 diagonal NNB
  417. T = ABS ( WORK(K-1,1) )
  418. AK = REAL ( A( K-1, K-1 ) ) / T
  419. AKP1 = REAL ( A( K, K ) ) / T
  420. AKKP1 = WORK(K-1,1) / T
  421. D = T*( AK*AKP1-ONE )
  422. WORK(K-1,INVD) = AKP1 / D
  423. WORK(K,INVD) = AK / D
  424. WORK(K,INVD+1) = -AKKP1 / D
  425. WORK(K-1,INVD+1) = DCONJG (WORK(K,INVD+1) )
  426. K=K-2
  427. END IF
  428. END DO
  429. *
  430. * inv(U**H) = (inv(U))**H
  431. *
  432. * inv(U**H)*inv(D)*inv(U)
  433. *
  434. CUT=0
  435. DO WHILE (CUT .LT. N)
  436. NNB=NB
  437. IF (CUT + NNB .GE. N) THEN
  438. NNB=N-CUT
  439. ELSE
  440. COUNT = 0
  441. * count negative elements,
  442. DO I=CUT+1,CUT+NNB
  443. IF (IPIV(I) .LT. 0) COUNT=COUNT+1
  444. END DO
  445. * need a even number for a clear cut
  446. IF (MOD(COUNT,2) .EQ. 1) NNB=NNB+1
  447. END IF
  448. * L21 Block
  449. DO I=1,N-CUT-NNB
  450. DO J=1,NNB
  451. WORK(I,J)=A(CUT+NNB+I,CUT+J)
  452. END DO
  453. END DO
  454. * L11 Block
  455. DO I=1,NNB
  456. WORK(U11+I,I)=CONE
  457. DO J=I+1,NNB
  458. WORK(U11+I,J)=ZERO
  459. END DO
  460. DO J=1,I-1
  461. WORK(U11+I,J)=A(CUT+I,CUT+J)
  462. END DO
  463. END DO
  464. *
  465. * invD*L21
  466. *
  467. I=N-CUT-NNB
  468. DO WHILE (I .GE. 1)
  469. IF (IPIV(CUT+NNB+I) > 0) THEN
  470. DO J=1,NNB
  471. WORK(I,J)=WORK(CUT+NNB+I,INVD)*WORK(I,J)
  472. END DO
  473. I=I-1
  474. ELSE
  475. DO J=1,NNB
  476. U01_I_J = WORK(I,J)
  477. U01_IP1_J = WORK(I-1,J)
  478. WORK(I,J)=WORK(CUT+NNB+I,INVD)*U01_I_J+
  479. $ WORK(CUT+NNB+I,INVD+1)*U01_IP1_J
  480. WORK(I-1,J)=WORK(CUT+NNB+I-1,INVD+1)*U01_I_J+
  481. $ WORK(CUT+NNB+I-1,INVD)*U01_IP1_J
  482. END DO
  483. I=I-2
  484. END IF
  485. END DO
  486. *
  487. * invD1*L11
  488. *
  489. I=NNB
  490. DO WHILE (I .GE. 1)
  491. IF (IPIV(CUT+I) > 0) THEN
  492. DO J=1,NNB
  493. WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J)
  494. END DO
  495. I=I-1
  496. ELSE
  497. DO J=1,NNB
  498. U11_I_J = WORK(U11+I,J)
  499. U11_IP1_J = WORK(U11+I-1,J)
  500. WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J) +
  501. $ WORK(CUT+I,INVD+1)*U11_IP1_J
  502. WORK(U11+I-1,J)=WORK(CUT+I-1,INVD+1)*U11_I_J+
  503. $ WORK(CUT+I-1,INVD)*U11_IP1_J
  504. END DO
  505. I=I-2
  506. END IF
  507. END DO
  508. *
  509. * L11**H*invD1*L11->L11
  510. *
  511. CALL ZTRMM('L',UPLO,'C','U',NNB, NNB,
  512. $ CONE,A(CUT+1,CUT+1),LDA,WORK(U11+1,1),N+NB+1)
  513. *
  514. DO I=1,NNB
  515. DO J=1,I
  516. A(CUT+I,CUT+J)=WORK(U11+I,J)
  517. END DO
  518. END DO
  519. *
  520. IF ( (CUT+NNB) .LT. N ) THEN
  521. *
  522. * L21**H*invD2*L21->A(CUT+I,CUT+J)
  523. *
  524. CALL ZGEMM('C','N',NNB,NNB,N-NNB-CUT,CONE,A(CUT+NNB+1,CUT+1)
  525. $ ,LDA,WORK,N+NB+1, ZERO, WORK(U11+1,1), N+NB+1)
  526. *
  527. * L11 = L11**H*invD1*L11 + U01**H*invD*U01
  528. *
  529. DO I=1,NNB
  530. DO J=1,I
  531. A(CUT+I,CUT+J)=A(CUT+I,CUT+J)+WORK(U11+I,J)
  532. END DO
  533. END DO
  534. *
  535. * L01 = L22**H*invD2*L21
  536. *
  537. CALL ZTRMM('L',UPLO,'C','U', N-NNB-CUT, NNB,
  538. $ CONE,A(CUT+NNB+1,CUT+NNB+1),LDA,WORK,N+NB+1)
  539. * Update L21
  540. DO I=1,N-CUT-NNB
  541. DO J=1,NNB
  542. A(CUT+NNB+I,CUT+J)=WORK(I,J)
  543. END DO
  544. END DO
  545. ELSE
  546. *
  547. * L11 = L11**H*invD1*L11
  548. *
  549. DO I=1,NNB
  550. DO J=1,I
  551. A(CUT+I,CUT+J)=WORK(U11+I,J)
  552. END DO
  553. END DO
  554. END IF
  555. *
  556. * Next Block
  557. *
  558. CUT=CUT+NNB
  559. END DO
  560. *
  561. * Apply PERMUTATIONS P and P**H: P * inv(U**H)*inv(D)*inv(U) *P**H
  562. *
  563. I=N
  564. DO WHILE ( I .GE. 1 )
  565. IF( IPIV(I) .GT. 0 ) THEN
  566. IP=IPIV(I)
  567. IF (I .LT. IP) CALL ZHESWAPR( UPLO, N, A, LDA, I ,IP )
  568. IF (I .GT. IP) CALL ZHESWAPR( UPLO, N, A, LDA, IP ,I )
  569. ELSE
  570. IP=-IPIV(I)
  571. IF ( I .LT. IP) CALL ZHESWAPR( UPLO, N, A, LDA, I ,IP )
  572. IF ( I .GT. IP) CALL ZHESWAPR( UPLO, N, A, LDA, IP ,I )
  573. I=I-1
  574. ENDIF
  575. I=I-1
  576. END DO
  577. END IF
  578. *
  579. RETURN
  580. *
  581. * End of ZHETRI2X
  582. *
  583. END