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chetrs2.f 10 kB

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  1. *> \brief \b CHETRS2
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CHETRS2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/chetrs2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/chetrs2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/chetrs2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CHETRS2( 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 A( LDA, * ), B( LDB, * ), WORK( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> CHETRS2 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 CHETRF and converted by CSYCONV.
  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 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 CHETRF.
  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 CHETRF.
  87. *> \endverbatim
  88. *>
  89. *> \param[in,out] B
  90. *> \verbatim
  91. *> B is COMPLEX 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 COMPLEX 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. *> \ingroup complexHEcomputational
  123. *
  124. * =====================================================================
  125. SUBROUTINE CHETRS2( UPLO, N, NRHS, A, LDA, IPIV, B, LDB,
  126. $ WORK, INFO )
  127. *
  128. * -- LAPACK computational routine --
  129. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  130. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  131. *
  132. * .. Scalar Arguments ..
  133. CHARACTER UPLO
  134. INTEGER INFO, LDA, LDB, N, NRHS
  135. * ..
  136. * .. Array Arguments ..
  137. INTEGER IPIV( * )
  138. COMPLEX A( LDA, * ), B( LDB, * ), WORK( * )
  139. * ..
  140. *
  141. * =====================================================================
  142. *
  143. * .. Parameters ..
  144. COMPLEX ONE
  145. PARAMETER ( ONE = (1.0E+0,0.0E+0) )
  146. * ..
  147. * .. Local Scalars ..
  148. LOGICAL UPPER
  149. INTEGER I, IINFO, J, K, KP
  150. REAL S
  151. COMPLEX AK, AKM1, AKM1K, BK, BKM1, DENOM
  152. * ..
  153. * .. External Functions ..
  154. LOGICAL LSAME
  155. EXTERNAL LSAME
  156. * ..
  157. * .. External Subroutines ..
  158. EXTERNAL CSSCAL, CSYCONV, CSWAP, CTRSM, XERBLA
  159. * ..
  160. * .. Intrinsic Functions ..
  161. INTRINSIC CONJG, MAX, REAL
  162. * ..
  163. * .. Executable Statements ..
  164. *
  165. INFO = 0
  166. UPPER = LSAME( UPLO, 'U' )
  167. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  168. INFO = -1
  169. ELSE IF( N.LT.0 ) THEN
  170. INFO = -2
  171. ELSE IF( NRHS.LT.0 ) THEN
  172. INFO = -3
  173. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  174. INFO = -5
  175. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  176. INFO = -8
  177. END IF
  178. IF( INFO.NE.0 ) THEN
  179. CALL XERBLA( 'CHETRS2', -INFO )
  180. RETURN
  181. END IF
  182. *
  183. * Quick return if possible
  184. *
  185. IF( N.EQ.0 .OR. NRHS.EQ.0 )
  186. $ RETURN
  187. *
  188. * Convert A
  189. *
  190. CALL CSYCONV( UPLO, 'C', N, A, LDA, IPIV, WORK, IINFO )
  191. *
  192. IF( UPPER ) THEN
  193. *
  194. * Solve A*X = B, where A = U*D*U**H.
  195. *
  196. * P**T * B
  197. K=N
  198. DO WHILE ( K .GE. 1 )
  199. IF( IPIV( K ).GT.0 ) THEN
  200. * 1 x 1 diagonal block
  201. * Interchange rows K and IPIV(K).
  202. KP = IPIV( K )
  203. IF( KP.NE.K )
  204. $ CALL CSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  205. K=K-1
  206. ELSE
  207. * 2 x 2 diagonal block
  208. * Interchange rows K-1 and -IPIV(K).
  209. KP = -IPIV( K )
  210. IF( KP.EQ.-IPIV( K-1 ) )
  211. $ CALL CSWAP( NRHS, B( K-1, 1 ), LDB, B( KP, 1 ), LDB )
  212. K=K-2
  213. END IF
  214. END DO
  215. *
  216. * Compute (U \P**T * B) -> B [ (U \P**T * B) ]
  217. *
  218. CALL CTRSM('L','U','N','U',N,NRHS,ONE,A,LDA,B,LDB)
  219. *
  220. * Compute D \ B -> B [ D \ (U \P**T * B) ]
  221. *
  222. I=N
  223. DO WHILE ( I .GE. 1 )
  224. IF( IPIV(I) .GT. 0 ) THEN
  225. S = REAL( ONE ) / REAL( A( I, I ) )
  226. CALL CSSCAL( NRHS, S, B( I, 1 ), LDB )
  227. ELSEIF ( I .GT. 1) THEN
  228. IF ( IPIV(I-1) .EQ. IPIV(I) ) THEN
  229. AKM1K = WORK(I)
  230. AKM1 = A( I-1, I-1 ) / AKM1K
  231. AK = A( I, I ) / CONJG( AKM1K )
  232. DENOM = AKM1*AK - ONE
  233. DO 15 J = 1, NRHS
  234. BKM1 = B( I-1, J ) / AKM1K
  235. BK = B( I, J ) / CONJG( AKM1K )
  236. B( I-1, J ) = ( AK*BKM1-BK ) / DENOM
  237. B( I, J ) = ( AKM1*BK-BKM1 ) / DENOM
  238. 15 CONTINUE
  239. I = I - 1
  240. ENDIF
  241. ENDIF
  242. I = I - 1
  243. END DO
  244. *
  245. * Compute (U**H \ B) -> B [ U**H \ (D \ (U \P**T * B) ) ]
  246. *
  247. CALL CTRSM('L','U','C','U',N,NRHS,ONE,A,LDA,B,LDB)
  248. *
  249. * P * B [ P * (U**H \ (D \ (U \P**T * B) )) ]
  250. *
  251. K=1
  252. DO WHILE ( K .LE. N )
  253. IF( IPIV( K ).GT.0 ) THEN
  254. * 1 x 1 diagonal block
  255. * Interchange rows K and IPIV(K).
  256. KP = IPIV( K )
  257. IF( KP.NE.K )
  258. $ CALL CSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  259. K=K+1
  260. ELSE
  261. * 2 x 2 diagonal block
  262. * Interchange rows K-1 and -IPIV(K).
  263. KP = -IPIV( K )
  264. IF( K .LT. N .AND. KP.EQ.-IPIV( K+1 ) )
  265. $ CALL CSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  266. K=K+2
  267. ENDIF
  268. END DO
  269. *
  270. ELSE
  271. *
  272. * Solve A*X = B, where A = L*D*L**H.
  273. *
  274. * P**T * B
  275. K=1
  276. DO WHILE ( K .LE. N )
  277. IF( IPIV( K ).GT.0 ) THEN
  278. * 1 x 1 diagonal block
  279. * Interchange rows K and IPIV(K).
  280. KP = IPIV( K )
  281. IF( KP.NE.K )
  282. $ CALL CSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  283. K=K+1
  284. ELSE
  285. * 2 x 2 diagonal block
  286. * Interchange rows K and -IPIV(K+1).
  287. KP = -IPIV( K+1 )
  288. IF( KP.EQ.-IPIV( K ) )
  289. $ CALL CSWAP( NRHS, B( K+1, 1 ), LDB, B( KP, 1 ), LDB )
  290. K=K+2
  291. ENDIF
  292. END DO
  293. *
  294. * Compute (L \P**T * B) -> B [ (L \P**T * B) ]
  295. *
  296. CALL CTRSM('L','L','N','U',N,NRHS,ONE,A,LDA,B,LDB)
  297. *
  298. * Compute D \ B -> B [ D \ (L \P**T * B) ]
  299. *
  300. I=1
  301. DO WHILE ( I .LE. N )
  302. IF( IPIV(I) .GT. 0 ) THEN
  303. S = REAL( ONE ) / REAL( A( I, I ) )
  304. CALL CSSCAL( NRHS, S, B( I, 1 ), LDB )
  305. ELSE
  306. AKM1K = WORK(I)
  307. AKM1 = A( I, I ) / CONJG( AKM1K )
  308. AK = A( I+1, I+1 ) / AKM1K
  309. DENOM = AKM1*AK - ONE
  310. DO 25 J = 1, NRHS
  311. BKM1 = B( I, J ) / CONJG( AKM1K )
  312. BK = B( I+1, J ) / AKM1K
  313. B( I, J ) = ( AK*BKM1-BK ) / DENOM
  314. B( I+1, J ) = ( AKM1*BK-BKM1 ) / DENOM
  315. 25 CONTINUE
  316. I = I + 1
  317. ENDIF
  318. I = I + 1
  319. END DO
  320. *
  321. * Compute (L**H \ B) -> B [ L**H \ (D \ (L \P**T * B) ) ]
  322. *
  323. CALL CTRSM('L','L','C','U',N,NRHS,ONE,A,LDA,B,LDB)
  324. *
  325. * P * B [ P * (L**H \ (D \ (L \P**T * B) )) ]
  326. *
  327. K=N
  328. DO WHILE ( K .GE. 1 )
  329. IF( IPIV( K ).GT.0 ) THEN
  330. * 1 x 1 diagonal block
  331. * Interchange rows K and IPIV(K).
  332. KP = IPIV( K )
  333. IF( KP.NE.K )
  334. $ CALL CSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  335. K=K-1
  336. ELSE
  337. * 2 x 2 diagonal block
  338. * Interchange rows K-1 and -IPIV(K).
  339. KP = -IPIV( K )
  340. IF( K.GT.1 .AND. KP.EQ.-IPIV( K-1 ) )
  341. $ CALL CSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  342. K=K-2
  343. ENDIF
  344. END DO
  345. *
  346. END IF
  347. *
  348. * Revert A
  349. *
  350. CALL CSYCONV( UPLO, 'R', N, A, LDA, IPIV, WORK, IINFO )
  351. *
  352. RETURN
  353. *
  354. * End of CHETRS2
  355. *
  356. END