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zhetrs.f 13 kB

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  1. *> \brief \b ZHETRS
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZHETRS + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhetrs.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhetrs.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhetrs.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZHETRS( 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*16 A( LDA, * ), B( LDB, * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> ZHETRS 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 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] 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*16 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 ZHETRF.
  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 ZHETRF.
  86. *> \endverbatim
  87. *>
  88. *> \param[in,out] B
  89. *> \verbatim
  90. *> B is COMPLEX*16 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. *> \ingroup complex16HEcomputational
  117. *
  118. * =====================================================================
  119. SUBROUTINE ZHETRS( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO )
  120. *
  121. * -- LAPACK computational routine --
  122. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  123. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  124. *
  125. * .. Scalar Arguments ..
  126. CHARACTER UPLO
  127. INTEGER INFO, LDA, LDB, N, NRHS
  128. * ..
  129. * .. Array Arguments ..
  130. INTEGER IPIV( * )
  131. COMPLEX*16 A( LDA, * ), B( LDB, * )
  132. * ..
  133. *
  134. * =====================================================================
  135. *
  136. * .. Parameters ..
  137. COMPLEX*16 ONE
  138. PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ) )
  139. * ..
  140. * .. Local Scalars ..
  141. LOGICAL UPPER
  142. INTEGER J, K, KP
  143. DOUBLE PRECISION S
  144. COMPLEX*16 AK, AKM1, AKM1K, BK, BKM1, DENOM
  145. * ..
  146. * .. External Functions ..
  147. LOGICAL LSAME
  148. EXTERNAL LSAME
  149. * ..
  150. * .. External Subroutines ..
  151. EXTERNAL XERBLA, ZDSCAL, ZGEMV, ZGERU, ZLACGV, ZSWAP
  152. * ..
  153. * .. Intrinsic Functions ..
  154. INTRINSIC DBLE, DCONJG, MAX
  155. * ..
  156. * .. Executable Statements ..
  157. *
  158. INFO = 0
  159. UPPER = LSAME( UPLO, 'U' )
  160. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  161. INFO = -1
  162. ELSE IF( N.LT.0 ) THEN
  163. INFO = -2
  164. ELSE IF( NRHS.LT.0 ) THEN
  165. INFO = -3
  166. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  167. INFO = -5
  168. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  169. INFO = -8
  170. END IF
  171. IF( INFO.NE.0 ) THEN
  172. CALL XERBLA( 'ZHETRS', -INFO )
  173. RETURN
  174. END IF
  175. *
  176. * Quick return if possible
  177. *
  178. IF( N.EQ.0 .OR. NRHS.EQ.0 )
  179. $ RETURN
  180. *
  181. IF( UPPER ) THEN
  182. *
  183. * Solve A*X = B, where A = U*D*U**H.
  184. *
  185. * First solve U*D*X = B, overwriting B with X.
  186. *
  187. * K is the main loop index, decreasing from N to 1 in steps of
  188. * 1 or 2, depending on the size of the diagonal blocks.
  189. *
  190. K = N
  191. 10 CONTINUE
  192. *
  193. * If K < 1, exit from loop.
  194. *
  195. IF( K.LT.1 )
  196. $ GO TO 30
  197. *
  198. IF( IPIV( K ).GT.0 ) THEN
  199. *
  200. * 1 x 1 diagonal block
  201. *
  202. * Interchange rows K and IPIV(K).
  203. *
  204. KP = IPIV( K )
  205. IF( KP.NE.K )
  206. $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  207. *
  208. * Multiply by inv(U(K)), where U(K) is the transformation
  209. * stored in column K of A.
  210. *
  211. CALL ZGERU( K-1, NRHS, -ONE, A( 1, K ), 1, B( K, 1 ), LDB,
  212. $ B( 1, 1 ), LDB )
  213. *
  214. * Multiply by the inverse of the diagonal block.
  215. *
  216. S = DBLE( ONE ) / DBLE( A( K, K ) )
  217. CALL ZDSCAL( NRHS, S, B( K, 1 ), LDB )
  218. K = K - 1
  219. ELSE
  220. *
  221. * 2 x 2 diagonal block
  222. *
  223. * Interchange rows K-1 and -IPIV(K).
  224. *
  225. KP = -IPIV( K )
  226. IF( KP.NE.K-1 )
  227. $ CALL ZSWAP( NRHS, B( K-1, 1 ), LDB, B( KP, 1 ), LDB )
  228. *
  229. * Multiply by inv(U(K)), where U(K) is the transformation
  230. * stored in columns K-1 and K of A.
  231. *
  232. CALL ZGERU( K-2, NRHS, -ONE, A( 1, K ), 1, B( K, 1 ), LDB,
  233. $ B( 1, 1 ), LDB )
  234. CALL ZGERU( K-2, NRHS, -ONE, A( 1, K-1 ), 1, B( K-1, 1 ),
  235. $ LDB, B( 1, 1 ), LDB )
  236. *
  237. * Multiply by the inverse of the diagonal block.
  238. *
  239. AKM1K = A( K-1, K )
  240. AKM1 = A( K-1, K-1 ) / AKM1K
  241. AK = A( K, K ) / DCONJG( AKM1K )
  242. DENOM = AKM1*AK - ONE
  243. DO 20 J = 1, NRHS
  244. BKM1 = B( K-1, J ) / AKM1K
  245. BK = B( K, J ) / DCONJG( AKM1K )
  246. B( K-1, J ) = ( AK*BKM1-BK ) / DENOM
  247. B( K, J ) = ( AKM1*BK-BKM1 ) / DENOM
  248. 20 CONTINUE
  249. K = K - 2
  250. END IF
  251. *
  252. GO TO 10
  253. 30 CONTINUE
  254. *
  255. * Next solve U**H *X = B, overwriting B with X.
  256. *
  257. * K is the main loop index, increasing from 1 to N in steps of
  258. * 1 or 2, depending on the size of the diagonal blocks.
  259. *
  260. K = 1
  261. 40 CONTINUE
  262. *
  263. * If K > N, exit from loop.
  264. *
  265. IF( K.GT.N )
  266. $ GO TO 50
  267. *
  268. IF( IPIV( K ).GT.0 ) THEN
  269. *
  270. * 1 x 1 diagonal block
  271. *
  272. * Multiply by inv(U**H(K)), where U(K) is the transformation
  273. * stored in column K of A.
  274. *
  275. IF( K.GT.1 ) THEN
  276. CALL ZLACGV( NRHS, B( K, 1 ), LDB )
  277. CALL ZGEMV( 'Conjugate transpose', K-1, NRHS, -ONE, B,
  278. $ LDB, A( 1, K ), 1, ONE, B( K, 1 ), LDB )
  279. CALL ZLACGV( NRHS, B( K, 1 ), LDB )
  280. END IF
  281. *
  282. * Interchange rows K and IPIV(K).
  283. *
  284. KP = IPIV( K )
  285. IF( KP.NE.K )
  286. $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  287. K = K + 1
  288. ELSE
  289. *
  290. * 2 x 2 diagonal block
  291. *
  292. * Multiply by inv(U**H(K+1)), where U(K+1) is the transformation
  293. * stored in columns K and K+1 of A.
  294. *
  295. IF( K.GT.1 ) THEN
  296. CALL ZLACGV( NRHS, B( K, 1 ), LDB )
  297. CALL ZGEMV( 'Conjugate transpose', K-1, NRHS, -ONE, B,
  298. $ LDB, A( 1, K ), 1, ONE, B( K, 1 ), LDB )
  299. CALL ZLACGV( NRHS, B( K, 1 ), LDB )
  300. *
  301. CALL ZLACGV( NRHS, B( K+1, 1 ), LDB )
  302. CALL ZGEMV( 'Conjugate transpose', K-1, NRHS, -ONE, B,
  303. $ LDB, A( 1, K+1 ), 1, ONE, B( K+1, 1 ), LDB )
  304. CALL ZLACGV( NRHS, B( K+1, 1 ), LDB )
  305. END IF
  306. *
  307. * Interchange rows K and -IPIV(K).
  308. *
  309. KP = -IPIV( K )
  310. IF( KP.NE.K )
  311. $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  312. K = K + 2
  313. END IF
  314. *
  315. GO TO 40
  316. 50 CONTINUE
  317. *
  318. ELSE
  319. *
  320. * Solve A*X = B, where A = L*D*L**H.
  321. *
  322. * First solve L*D*X = B, overwriting B with X.
  323. *
  324. * K is the main loop index, increasing from 1 to N in steps of
  325. * 1 or 2, depending on the size of the diagonal blocks.
  326. *
  327. K = 1
  328. 60 CONTINUE
  329. *
  330. * If K > N, exit from loop.
  331. *
  332. IF( K.GT.N )
  333. $ GO TO 80
  334. *
  335. IF( IPIV( K ).GT.0 ) THEN
  336. *
  337. * 1 x 1 diagonal block
  338. *
  339. * Interchange rows K and IPIV(K).
  340. *
  341. KP = IPIV( K )
  342. IF( KP.NE.K )
  343. $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  344. *
  345. * Multiply by inv(L(K)), where L(K) is the transformation
  346. * stored in column K of A.
  347. *
  348. IF( K.LT.N )
  349. $ CALL ZGERU( N-K, NRHS, -ONE, A( K+1, K ), 1, B( K, 1 ),
  350. $ LDB, B( K+1, 1 ), LDB )
  351. *
  352. * Multiply by the inverse of the diagonal block.
  353. *
  354. S = DBLE( ONE ) / DBLE( A( K, K ) )
  355. CALL ZDSCAL( NRHS, S, B( K, 1 ), LDB )
  356. K = K + 1
  357. ELSE
  358. *
  359. * 2 x 2 diagonal block
  360. *
  361. * Interchange rows K+1 and -IPIV(K).
  362. *
  363. KP = -IPIV( K )
  364. IF( KP.NE.K+1 )
  365. $ CALL ZSWAP( NRHS, B( K+1, 1 ), LDB, B( KP, 1 ), LDB )
  366. *
  367. * Multiply by inv(L(K)), where L(K) is the transformation
  368. * stored in columns K and K+1 of A.
  369. *
  370. IF( K.LT.N-1 ) THEN
  371. CALL ZGERU( N-K-1, NRHS, -ONE, A( K+2, K ), 1, B( K, 1 ),
  372. $ LDB, B( K+2, 1 ), LDB )
  373. CALL ZGERU( N-K-1, NRHS, -ONE, A( K+2, K+1 ), 1,
  374. $ B( K+1, 1 ), LDB, B( K+2, 1 ), LDB )
  375. END IF
  376. *
  377. * Multiply by the inverse of the diagonal block.
  378. *
  379. AKM1K = A( K+1, K )
  380. AKM1 = A( K, K ) / DCONJG( AKM1K )
  381. AK = A( K+1, K+1 ) / AKM1K
  382. DENOM = AKM1*AK - ONE
  383. DO 70 J = 1, NRHS
  384. BKM1 = B( K, J ) / DCONJG( AKM1K )
  385. BK = B( K+1, J ) / AKM1K
  386. B( K, J ) = ( AK*BKM1-BK ) / DENOM
  387. B( K+1, J ) = ( AKM1*BK-BKM1 ) / DENOM
  388. 70 CONTINUE
  389. K = K + 2
  390. END IF
  391. *
  392. GO TO 60
  393. 80 CONTINUE
  394. *
  395. * Next solve L**H *X = B, overwriting B with X.
  396. *
  397. * K is the main loop index, decreasing from N to 1 in steps of
  398. * 1 or 2, depending on the size of the diagonal blocks.
  399. *
  400. K = N
  401. 90 CONTINUE
  402. *
  403. * If K < 1, exit from loop.
  404. *
  405. IF( K.LT.1 )
  406. $ GO TO 100
  407. *
  408. IF( IPIV( K ).GT.0 ) THEN
  409. *
  410. * 1 x 1 diagonal block
  411. *
  412. * Multiply by inv(L**H(K)), where L(K) is the transformation
  413. * stored in column K of A.
  414. *
  415. IF( K.LT.N ) THEN
  416. CALL ZLACGV( NRHS, B( K, 1 ), LDB )
  417. CALL ZGEMV( 'Conjugate transpose', N-K, NRHS, -ONE,
  418. $ B( K+1, 1 ), LDB, A( K+1, K ), 1, ONE,
  419. $ B( K, 1 ), LDB )
  420. CALL ZLACGV( NRHS, B( K, 1 ), LDB )
  421. END IF
  422. *
  423. * Interchange rows K and IPIV(K).
  424. *
  425. KP = IPIV( K )
  426. IF( KP.NE.K )
  427. $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  428. K = K - 1
  429. ELSE
  430. *
  431. * 2 x 2 diagonal block
  432. *
  433. * Multiply by inv(L**H(K-1)), where L(K-1) is the transformation
  434. * stored in columns K-1 and K of A.
  435. *
  436. IF( K.LT.N ) THEN
  437. CALL ZLACGV( NRHS, B( K, 1 ), LDB )
  438. CALL ZGEMV( 'Conjugate transpose', N-K, NRHS, -ONE,
  439. $ B( K+1, 1 ), LDB, A( K+1, K ), 1, ONE,
  440. $ B( K, 1 ), LDB )
  441. CALL ZLACGV( NRHS, B( K, 1 ), LDB )
  442. *
  443. CALL ZLACGV( NRHS, B( K-1, 1 ), LDB )
  444. CALL ZGEMV( 'Conjugate transpose', N-K, NRHS, -ONE,
  445. $ B( K+1, 1 ), LDB, A( K+1, K-1 ), 1, ONE,
  446. $ B( K-1, 1 ), LDB )
  447. CALL ZLACGV( NRHS, B( K-1, 1 ), LDB )
  448. END IF
  449. *
  450. * Interchange rows K and -IPIV(K).
  451. *
  452. KP = -IPIV( K )
  453. IF( KP.NE.K )
  454. $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  455. K = K - 2
  456. END IF
  457. *
  458. GO TO 90
  459. 100 CONTINUE
  460. END IF
  461. *
  462. RETURN
  463. *
  464. * End of ZHETRS
  465. *
  466. END