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zhetrs2.f 10 kB

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  1. *> \brief \b ZHETRS2
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZHETRS2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhetrs2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhetrs2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhetrs2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZHETRS2( UPLO, N, NRHS, A, LDA, IPIV, B, LDB,
  22. * WORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER UPLO
  26. * INTEGER INFO, LDA, LDB, N, NRHS
  27. * ..
  28. * .. Array Arguments ..
  29. * INTEGER IPIV( * )
  30. * COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> ZHETRS2 solves a system of linear equations A*X = B with a complex
  40. *> Hermitian matrix A using the factorization A = U*D*U**H or
  41. *> A = L*D*L**H computed by ZHETRF and converted by ZSYCONV.
  42. *> \endverbatim
  43. *
  44. * Arguments:
  45. * ==========
  46. *
  47. *> \param[in] UPLO
  48. *> \verbatim
  49. *> UPLO is CHARACTER*1
  50. *> Specifies whether the details of the factorization are stored
  51. *> as an upper or lower triangular matrix.
  52. *> = 'U': Upper triangular, form is A = U*D*U**H;
  53. *> = 'L': Lower triangular, form is A = L*D*L**H.
  54. *> \endverbatim
  55. *>
  56. *> \param[in] N
  57. *> \verbatim
  58. *> N is INTEGER
  59. *> The order of the matrix A. N >= 0.
  60. *> \endverbatim
  61. *>
  62. *> \param[in] NRHS
  63. *> \verbatim
  64. *> NRHS is INTEGER
  65. *> The number of right hand sides, i.e., the number of columns
  66. *> of the matrix B. NRHS >= 0.
  67. *> \endverbatim
  68. *>
  69. *> \param[in] A
  70. *> \verbatim
  71. *> A is COMPLEX*16 array, dimension (LDA,N)
  72. *> The block diagonal matrix D and the multipliers used to
  73. *> obtain the factor U or L as computed by ZHETRF.
  74. *> \endverbatim
  75. *>
  76. *> \param[in] LDA
  77. *> \verbatim
  78. *> LDA is INTEGER
  79. *> The leading dimension of the array A. LDA >= max(1,N).
  80. *> \endverbatim
  81. *>
  82. *> \param[in] IPIV
  83. *> \verbatim
  84. *> IPIV is INTEGER array, dimension (N)
  85. *> Details of the interchanges and the block structure of D
  86. *> as determined by ZHETRF.
  87. *> \endverbatim
  88. *>
  89. *> \param[in,out] B
  90. *> \verbatim
  91. *> B is COMPLEX*16 array, dimension (LDB,NRHS)
  92. *> On entry, the right hand side matrix B.
  93. *> On exit, the solution matrix X.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] LDB
  97. *> \verbatim
  98. *> LDB is INTEGER
  99. *> The leading dimension of the array B. LDB >= max(1,N).
  100. *> \endverbatim
  101. *>
  102. *> \param[out] WORK
  103. *> \verbatim
  104. *> WORK is REAL array, dimension (N)
  105. *> \endverbatim
  106. *>
  107. *> \param[out] INFO
  108. *> \verbatim
  109. *> INFO is INTEGER
  110. *> = 0: successful exit
  111. *> < 0: if INFO = -i, the i-th argument had an illegal value
  112. *> \endverbatim
  113. *
  114. * Authors:
  115. * ========
  116. *
  117. *> \author Univ. of Tennessee
  118. *> \author Univ. of California Berkeley
  119. *> \author Univ. of Colorado Denver
  120. *> \author NAG Ltd.
  121. *
  122. *> \date November 2011
  123. *
  124. *> \ingroup complex16HEcomputational
  125. *
  126. * =====================================================================
  127. SUBROUTINE ZHETRS2( UPLO, N, NRHS, A, LDA, IPIV, B, LDB,
  128. $ WORK, INFO )
  129. *
  130. * -- LAPACK computational routine (version 3.4.0) --
  131. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  132. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  133. * November 2011
  134. *
  135. * .. Scalar Arguments ..
  136. CHARACTER UPLO
  137. INTEGER INFO, LDA, LDB, N, NRHS
  138. * ..
  139. * .. Array Arguments ..
  140. INTEGER IPIV( * )
  141. COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( * )
  142. * ..
  143. *
  144. * =====================================================================
  145. *
  146. * .. Parameters ..
  147. COMPLEX*16 ONE
  148. PARAMETER ( ONE = (1.0D+0,0.0D+0) )
  149. * ..
  150. * .. Local Scalars ..
  151. LOGICAL UPPER
  152. INTEGER I, IINFO, J, K, KP
  153. DOUBLE PRECISION S
  154. COMPLEX*16 AK, AKM1, AKM1K, BK, BKM1, DENOM
  155. * ..
  156. * .. External Functions ..
  157. LOGICAL LSAME
  158. EXTERNAL LSAME
  159. * ..
  160. * .. External Subroutines ..
  161. EXTERNAL ZLACGV, ZSCAL, ZSYCONV, ZSWAP, ZTRSM, XERBLA
  162. * ..
  163. * .. Intrinsic Functions ..
  164. INTRINSIC DBLE, DCONJG, MAX
  165. * ..
  166. * .. Executable Statements ..
  167. *
  168. INFO = 0
  169. UPPER = LSAME( UPLO, 'U' )
  170. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  171. INFO = -1
  172. ELSE IF( N.LT.0 ) THEN
  173. INFO = -2
  174. ELSE IF( NRHS.LT.0 ) THEN
  175. INFO = -3
  176. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  177. INFO = -5
  178. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  179. INFO = -8
  180. END IF
  181. IF( INFO.NE.0 ) THEN
  182. CALL XERBLA( 'ZHETRS2', -INFO )
  183. RETURN
  184. END IF
  185. *
  186. * Quick return if possible
  187. *
  188. IF( N.EQ.0 .OR. NRHS.EQ.0 )
  189. $ RETURN
  190. *
  191. * Convert A
  192. *
  193. CALL ZSYCONV( UPLO, 'C', N, A, LDA, IPIV, WORK, IINFO )
  194. *
  195. IF( UPPER ) THEN
  196. *
  197. * Solve A*X = B, where A = U*D*U**H.
  198. *
  199. * P**T * B
  200. K=N
  201. DO WHILE ( K .GE. 1 )
  202. IF( IPIV( K ).GT.0 ) THEN
  203. * 1 x 1 diagonal block
  204. * Interchange rows K and IPIV(K).
  205. KP = IPIV( K )
  206. IF( KP.NE.K )
  207. $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  208. K=K-1
  209. ELSE
  210. * 2 x 2 diagonal block
  211. * Interchange rows K-1 and -IPIV(K).
  212. KP = -IPIV( K )
  213. IF( KP.EQ.-IPIV( K-1 ) )
  214. $ CALL ZSWAP( NRHS, B( K-1, 1 ), LDB, B( KP, 1 ), LDB )
  215. K=K-2
  216. END IF
  217. END DO
  218. *
  219. * Compute (U \P**T * B) -> B [ (U \P**T * B) ]
  220. *
  221. CALL ZTRSM('L','U','N','U',N,NRHS,ONE,A,LDA,B,LDB)
  222. *
  223. * Compute D \ B -> B [ D \ (U \P**T * B) ]
  224. *
  225. I=N
  226. DO WHILE ( I .GE. 1 )
  227. IF( IPIV(I) .GT. 0 ) THEN
  228. S = DBLE( ONE ) / DBLE( A( I, I ) )
  229. CALL ZDSCAL( NRHS, S, B( I, 1 ), LDB )
  230. ELSEIF ( I .GT. 1) THEN
  231. IF ( IPIV(I-1) .EQ. IPIV(I) ) THEN
  232. AKM1K = WORK(I)
  233. AKM1 = A( I-1, I-1 ) / AKM1K
  234. AK = A( I, I ) / DCONJG( AKM1K )
  235. DENOM = AKM1*AK - ONE
  236. DO 15 J = 1, NRHS
  237. BKM1 = B( I-1, J ) / AKM1K
  238. BK = B( I, J ) / DCONJG( AKM1K )
  239. B( I-1, J ) = ( AK*BKM1-BK ) / DENOM
  240. B( I, J ) = ( AKM1*BK-BKM1 ) / DENOM
  241. 15 CONTINUE
  242. I = I - 1
  243. ENDIF
  244. ENDIF
  245. I = I - 1
  246. END DO
  247. *
  248. * Compute (U**H \ B) -> B [ U**H \ (D \ (U \P**T * B) ) ]
  249. *
  250. CALL ZTRSM('L','U','C','U',N,NRHS,ONE,A,LDA,B,LDB)
  251. *
  252. * P * B [ P * (U**H \ (D \ (U \P**T * B) )) ]
  253. *
  254. K=1
  255. DO WHILE ( K .LE. N )
  256. IF( IPIV( K ).GT.0 ) THEN
  257. * 1 x 1 diagonal block
  258. * Interchange rows K and IPIV(K).
  259. KP = IPIV( K )
  260. IF( KP.NE.K )
  261. $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  262. K=K+1
  263. ELSE
  264. * 2 x 2 diagonal block
  265. * Interchange rows K-1 and -IPIV(K).
  266. KP = -IPIV( K )
  267. IF( K .LT. N .AND. KP.EQ.-IPIV( K+1 ) )
  268. $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  269. K=K+2
  270. ENDIF
  271. END DO
  272. *
  273. ELSE
  274. *
  275. * Solve A*X = B, where A = L*D*L**H.
  276. *
  277. * P**T * B
  278. K=1
  279. DO WHILE ( K .LE. N )
  280. IF( IPIV( K ).GT.0 ) THEN
  281. * 1 x 1 diagonal block
  282. * Interchange rows K and IPIV(K).
  283. KP = IPIV( K )
  284. IF( KP.NE.K )
  285. $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  286. K=K+1
  287. ELSE
  288. * 2 x 2 diagonal block
  289. * Interchange rows K and -IPIV(K+1).
  290. KP = -IPIV( K+1 )
  291. IF( KP.EQ.-IPIV( K ) )
  292. $ CALL ZSWAP( NRHS, B( K+1, 1 ), LDB, B( KP, 1 ), LDB )
  293. K=K+2
  294. ENDIF
  295. END DO
  296. *
  297. * Compute (L \P**T * B) -> B [ (L \P**T * B) ]
  298. *
  299. CALL ZTRSM('L','L','N','U',N,NRHS,ONE,A,LDA,B,LDB)
  300. *
  301. * Compute D \ B -> B [ D \ (L \P**T * B) ]
  302. *
  303. I=1
  304. DO WHILE ( I .LE. N )
  305. IF( IPIV(I) .GT. 0 ) THEN
  306. S = DBLE( ONE ) / DBLE( A( I, I ) )
  307. CALL ZDSCAL( NRHS, S, B( I, 1 ), LDB )
  308. ELSE
  309. AKM1K = WORK(I)
  310. AKM1 = A( I, I ) / DCONJG( AKM1K )
  311. AK = A( I+1, I+1 ) / AKM1K
  312. DENOM = AKM1*AK - ONE
  313. DO 25 J = 1, NRHS
  314. BKM1 = B( I, J ) / DCONJG( AKM1K )
  315. BK = B( I+1, J ) / AKM1K
  316. B( I, J ) = ( AK*BKM1-BK ) / DENOM
  317. B( I+1, J ) = ( AKM1*BK-BKM1 ) / DENOM
  318. 25 CONTINUE
  319. I = I + 1
  320. ENDIF
  321. I = I + 1
  322. END DO
  323. *
  324. * Compute (L**H \ B) -> B [ L**H \ (D \ (L \P**T * B) ) ]
  325. *
  326. CALL ZTRSM('L','L','C','U',N,NRHS,ONE,A,LDA,B,LDB)
  327. *
  328. * P * B [ P * (L**H \ (D \ (L \P**T * B) )) ]
  329. *
  330. K=N
  331. DO WHILE ( K .GE. 1 )
  332. IF( IPIV( K ).GT.0 ) THEN
  333. * 1 x 1 diagonal block
  334. * Interchange rows K and IPIV(K).
  335. KP = IPIV( K )
  336. IF( KP.NE.K )
  337. $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  338. K=K-1
  339. ELSE
  340. * 2 x 2 diagonal block
  341. * Interchange rows K-1 and -IPIV(K).
  342. KP = -IPIV( K )
  343. IF( K.GT.1 .AND. KP.EQ.-IPIV( K-1 ) )
  344. $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  345. K=K-2
  346. ENDIF
  347. END DO
  348. *
  349. END IF
  350. *
  351. * Revert A
  352. *
  353. CALL ZSYCONV( UPLO, 'R', N, A, LDA, IPIV, WORK, IINFO )
  354. *
  355. RETURN
  356. *
  357. * End of ZHETRS2
  358. *
  359. END