You can not select more than 25 topics Topics must start with a chinese character,a letter or number, can include dashes ('-') and can be up to 35 characters long.

chetrs_3.f 12 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374
  1. *> \brief \b CHETRS_3
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CHETRS_3 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/chetrs_3.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/chetrs_3.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/chetrs_3.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CHETRS_3( UPLO, N, NRHS, A, LDA, E, IPIV, B, LDB,
  22. * INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER UPLO
  26. * INTEGER INFO, LDA, LDB, N, NRHS
  27. * ..
  28. * .. Array Arguments ..
  29. * INTEGER IPIV( * )
  30. * COMPLEX A( LDA, * ), B( LDB, * ), E( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *> CHETRS_3 solves a system of linear equations A * X = B with a complex
  39. *> Hermitian matrix A using the factorization computed
  40. *> by CHETRF_RK or CHETRF_BK:
  41. *>
  42. *> A = P*U*D*(U**H)*(P**T) or A = P*L*D*(L**H)*(P**T),
  43. *>
  44. *> where U (or L) is unit upper (or lower) triangular matrix,
  45. *> U**H (or L**H) is the conjugate of U (or L), P is a permutation
  46. *> matrix, P**T is the transpose of P, and D is Hermitian and block
  47. *> diagonal with 1-by-1 and 2-by-2 diagonal blocks.
  48. *>
  49. *> This algorithm is using Level 3 BLAS.
  50. *> \endverbatim
  51. *
  52. * Arguments:
  53. * ==========
  54. *
  55. *> \param[in] UPLO
  56. *> \verbatim
  57. *> UPLO is CHARACTER*1
  58. *> Specifies whether the details of the factorization are
  59. *> stored as an upper or lower triangular matrix:
  60. *> = 'U': Upper triangular, form is A = P*U*D*(U**H)*(P**T);
  61. *> = 'L': Lower triangular, form is A = P*L*D*(L**H)*(P**T).
  62. *> \endverbatim
  63. *>
  64. *> \param[in] N
  65. *> \verbatim
  66. *> N is INTEGER
  67. *> The order of the matrix A. N >= 0.
  68. *> \endverbatim
  69. *>
  70. *> \param[in] NRHS
  71. *> \verbatim
  72. *> NRHS is INTEGER
  73. *> The number of right hand sides, i.e., the number of columns
  74. *> of the matrix B. NRHS >= 0.
  75. *> \endverbatim
  76. *>
  77. *> \param[in] A
  78. *> \verbatim
  79. *> A is COMPLEX array, dimension (LDA,N)
  80. *> Diagonal of the block diagonal matrix D and factors U or L
  81. *> as computed by CHETRF_RK and CHETRF_BK:
  82. *> a) ONLY diagonal elements of the Hermitian block diagonal
  83. *> matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
  84. *> (superdiagonal (or subdiagonal) elements of D
  85. *> should be provided on entry in array E), and
  86. *> b) If UPLO = 'U': factor U in the superdiagonal part of A.
  87. *> If UPLO = 'L': factor L in the subdiagonal part of A.
  88. *> \endverbatim
  89. *>
  90. *> \param[in] LDA
  91. *> \verbatim
  92. *> LDA is INTEGER
  93. *> The leading dimension of the array A. LDA >= max(1,N).
  94. *> \endverbatim
  95. *>
  96. *> \param[in] E
  97. *> \verbatim
  98. *> E is COMPLEX array, dimension (N)
  99. *> On entry, contains the superdiagonal (or subdiagonal)
  100. *> elements of the Hermitian block diagonal matrix D
  101. *> with 1-by-1 or 2-by-2 diagonal blocks, where
  102. *> If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced;
  103. *> If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced.
  104. *>
  105. *> NOTE: For 1-by-1 diagonal block D(k), where
  106. *> 1 <= k <= N, the element E(k) is not referenced in both
  107. *> UPLO = 'U' or UPLO = 'L' cases.
  108. *> \endverbatim
  109. *>
  110. *> \param[in] IPIV
  111. *> \verbatim
  112. *> IPIV is INTEGER array, dimension (N)
  113. *> Details of the interchanges and the block structure of D
  114. *> as determined by CHETRF_RK or CHETRF_BK.
  115. *> \endverbatim
  116. *>
  117. *> \param[in,out] B
  118. *> \verbatim
  119. *> B is COMPLEX array, dimension (LDB,NRHS)
  120. *> On entry, the right hand side matrix B.
  121. *> On exit, the solution matrix X.
  122. *> \endverbatim
  123. *>
  124. *> \param[in] LDB
  125. *> \verbatim
  126. *> LDB is INTEGER
  127. *> The leading dimension of the array B. LDB >= max(1,N).
  128. *> \endverbatim
  129. *>
  130. *> \param[out] INFO
  131. *> \verbatim
  132. *> INFO is INTEGER
  133. *> = 0: successful exit
  134. *> < 0: if INFO = -i, the i-th argument had an illegal value
  135. *> \endverbatim
  136. *
  137. * Authors:
  138. * ========
  139. *
  140. *> \author Univ. of Tennessee
  141. *> \author Univ. of California Berkeley
  142. *> \author Univ. of Colorado Denver
  143. *> \author NAG Ltd.
  144. *
  145. *> \date June 2017
  146. *
  147. *> \ingroup complexHEcomputational
  148. *
  149. *> \par Contributors:
  150. * ==================
  151. *>
  152. *> \verbatim
  153. *>
  154. *> June 2017, Igor Kozachenko,
  155. *> Computer Science Division,
  156. *> University of California, Berkeley
  157. *>
  158. *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
  159. *> School of Mathematics,
  160. *> University of Manchester
  161. *>
  162. *> \endverbatim
  163. *
  164. * =====================================================================
  165. SUBROUTINE CHETRS_3( UPLO, N, NRHS, A, LDA, E, IPIV, B, LDB,
  166. $ INFO )
  167. *
  168. * -- LAPACK computational routine (version 3.7.1) --
  169. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  170. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  171. * June 2017
  172. *
  173. * .. Scalar Arguments ..
  174. CHARACTER UPLO
  175. INTEGER INFO, LDA, LDB, N, NRHS
  176. * ..
  177. * .. Array Arguments ..
  178. INTEGER IPIV( * )
  179. COMPLEX A( LDA, * ), B( LDB, * ), E( * )
  180. * ..
  181. *
  182. * =====================================================================
  183. *
  184. * .. Parameters ..
  185. COMPLEX ONE
  186. PARAMETER ( ONE = ( 1.0E+0,0.0E+0 ) )
  187. * ..
  188. * .. Local Scalars ..
  189. LOGICAL UPPER
  190. INTEGER I, J, K, KP
  191. REAL S
  192. COMPLEX AK, AKM1, AKM1K, BK, BKM1, DENOM
  193. * ..
  194. * .. External Functions ..
  195. LOGICAL LSAME
  196. EXTERNAL LSAME
  197. * ..
  198. * .. External Subroutines ..
  199. EXTERNAL CSSCAL, CSWAP, CTRSM, XERBLA
  200. * ..
  201. * .. Intrinsic Functions ..
  202. INTRINSIC ABS, CONJG, MAX, REAL
  203. * ..
  204. * .. Executable Statements ..
  205. *
  206. INFO = 0
  207. UPPER = LSAME( UPLO, 'U' )
  208. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  209. INFO = -1
  210. ELSE IF( N.LT.0 ) THEN
  211. INFO = -2
  212. ELSE IF( NRHS.LT.0 ) THEN
  213. INFO = -3
  214. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  215. INFO = -5
  216. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  217. INFO = -9
  218. END IF
  219. IF( INFO.NE.0 ) THEN
  220. CALL XERBLA( 'CHETRS_3', -INFO )
  221. RETURN
  222. END IF
  223. *
  224. * Quick return if possible
  225. *
  226. IF( N.EQ.0 .OR. NRHS.EQ.0 )
  227. $ RETURN
  228. *
  229. IF( UPPER ) THEN
  230. *
  231. * Begin Upper
  232. *
  233. * Solve A*X = B, where A = U*D*U**H.
  234. *
  235. * P**T * B
  236. *
  237. * Interchange rows K and IPIV(K) of matrix B in the same order
  238. * that the formation order of IPIV(I) vector for Upper case.
  239. *
  240. * (We can do the simple loop over IPIV with decrement -1,
  241. * since the ABS value of IPIV(I) represents the row index
  242. * of the interchange with row i in both 1x1 and 2x2 pivot cases)
  243. *
  244. DO K = N, 1, -1
  245. KP = ABS( IPIV( K ) )
  246. IF( KP.NE.K ) THEN
  247. CALL CSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  248. END IF
  249. END DO
  250. *
  251. * Compute (U \P**T * B) -> B [ (U \P**T * B) ]
  252. *
  253. CALL CTRSM( 'L', 'U', 'N', 'U', N, NRHS, ONE, A, LDA, B, LDB )
  254. *
  255. * Compute D \ B -> B [ D \ (U \P**T * B) ]
  256. *
  257. I = N
  258. DO WHILE ( I.GE.1 )
  259. IF( IPIV( I ).GT.0 ) THEN
  260. S = REAL( ONE ) / REAL( A( I, I ) )
  261. CALL CSSCAL( NRHS, S, B( I, 1 ), LDB )
  262. ELSE IF ( I.GT.1 ) THEN
  263. AKM1K = E( I )
  264. AKM1 = A( I-1, I-1 ) / AKM1K
  265. AK = A( I, I ) / CONJG( AKM1K )
  266. DENOM = AKM1*AK - ONE
  267. DO J = 1, NRHS
  268. BKM1 = B( I-1, J ) / AKM1K
  269. BK = B( I, J ) / CONJG( AKM1K )
  270. B( I-1, J ) = ( AK*BKM1-BK ) / DENOM
  271. B( I, J ) = ( AKM1*BK-BKM1 ) / DENOM
  272. END DO
  273. I = I - 1
  274. END IF
  275. I = I - 1
  276. END DO
  277. *
  278. * Compute (U**H \ B) -> B [ U**H \ (D \ (U \P**T * B) ) ]
  279. *
  280. CALL CTRSM( 'L', 'U', 'C', 'U', N, NRHS, ONE, A, LDA, B, LDB )
  281. *
  282. * P * B [ P * (U**H \ (D \ (U \P**T * B) )) ]
  283. *
  284. * Interchange rows K and IPIV(K) of matrix B in reverse order
  285. * from the formation order of IPIV(I) vector for Upper case.
  286. *
  287. * (We can do the simple loop over IPIV with increment 1,
  288. * since the ABS value of IPIV(I) represents the row index
  289. * of the interchange with row i in both 1x1 and 2x2 pivot cases)
  290. *
  291. DO K = 1, N, 1
  292. KP = ABS( IPIV( K ) )
  293. IF( KP.NE.K ) THEN
  294. CALL CSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  295. END IF
  296. END DO
  297. *
  298. ELSE
  299. *
  300. * Begin Lower
  301. *
  302. * Solve A*X = B, where A = L*D*L**H.
  303. *
  304. * P**T * B
  305. * Interchange rows K and IPIV(K) of matrix B in the same order
  306. * that the formation order of IPIV(I) vector for Lower case.
  307. *
  308. * (We can do the simple loop over IPIV with increment 1,
  309. * since the ABS value of IPIV(I) represents the row index
  310. * of the interchange with row i in both 1x1 and 2x2 pivot cases)
  311. *
  312. DO K = 1, N, 1
  313. KP = ABS( IPIV( K ) )
  314. IF( KP.NE.K ) THEN
  315. CALL CSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  316. END IF
  317. END DO
  318. *
  319. * Compute (L \P**T * B) -> B [ (L \P**T * B) ]
  320. *
  321. CALL CTRSM( 'L', 'L', 'N', 'U', N, NRHS, ONE, A, LDA, B, LDB )
  322. *
  323. * Compute D \ B -> B [ D \ (L \P**T * B) ]
  324. *
  325. I = 1
  326. DO WHILE ( I.LE.N )
  327. IF( IPIV( I ).GT.0 ) THEN
  328. S = REAL( ONE ) / REAL( A( I, I ) )
  329. CALL CSSCAL( NRHS, S, B( I, 1 ), LDB )
  330. ELSE IF( I.LT.N ) THEN
  331. AKM1K = E( I )
  332. AKM1 = A( I, I ) / CONJG( AKM1K )
  333. AK = A( I+1, I+1 ) / AKM1K
  334. DENOM = AKM1*AK - ONE
  335. DO J = 1, NRHS
  336. BKM1 = B( I, J ) / CONJG( AKM1K )
  337. BK = B( I+1, J ) / AKM1K
  338. B( I, J ) = ( AK*BKM1-BK ) / DENOM
  339. B( I+1, J ) = ( AKM1*BK-BKM1 ) / DENOM
  340. END DO
  341. I = I + 1
  342. END IF
  343. I = I + 1
  344. END DO
  345. *
  346. * Compute (L**H \ B) -> B [ L**H \ (D \ (L \P**T * B) ) ]
  347. *
  348. CALL CTRSM('L', 'L', 'C', 'U', N, NRHS, ONE, A, LDA, B, LDB )
  349. *
  350. * P * B [ P * (L**H \ (D \ (L \P**T * B) )) ]
  351. *
  352. * Interchange rows K and IPIV(K) of matrix B in reverse order
  353. * from the formation order of IPIV(I) vector for Lower case.
  354. *
  355. * (We can do the simple loop over IPIV with decrement -1,
  356. * since the ABS value of IPIV(I) represents the row index
  357. * of the interchange with row i in both 1x1 and 2x2 pivot cases)
  358. *
  359. DO K = N, 1, -1
  360. KP = ABS( IPIV( K ) )
  361. IF( KP.NE.K ) THEN
  362. CALL CSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  363. END IF
  364. END DO
  365. *
  366. * END Lower
  367. *
  368. END IF
  369. *
  370. RETURN
  371. *
  372. * End of CHETRS_3
  373. *
  374. END