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chetf2_rk.f 34 kB

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  1. *> \brief \b CHETF2_RK computes the factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS2 unblocked algorithm).
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CHETF2_RK + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/chetf2_rk.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/chetf2_rk.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/chetf2_rk.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CHETF2_RK( UPLO, N, A, LDA, E, IPIV, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER INFO, LDA, N
  26. * ..
  27. * .. Array Arguments ..
  28. * INTEGER IPIV( * )
  29. * COMPLEX A( LDA, * ), E ( * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *> CHETF2_RK computes the factorization of a complex Hermitian matrix A
  38. *> using the bounded Bunch-Kaufman (rook) diagonal pivoting method:
  39. *>
  40. *> A = P*U*D*(U**H)*(P**T) or A = P*L*D*(L**H)*(P**T),
  41. *>
  42. *> where U (or L) is unit upper (or lower) triangular matrix,
  43. *> U**H (or L**H) is the conjugate of U (or L), P is a permutation
  44. *> matrix, P**T is the transpose of P, and D is Hermitian and block
  45. *> diagonal with 1-by-1 and 2-by-2 diagonal blocks.
  46. *>
  47. *> This is the unblocked version of the algorithm, calling Level 2 BLAS.
  48. *> For more information see Further Details section.
  49. *> \endverbatim
  50. *
  51. * Arguments:
  52. * ==========
  53. *
  54. *> \param[in] UPLO
  55. *> \verbatim
  56. *> UPLO is CHARACTER*1
  57. *> Specifies whether the upper or lower triangular part of the
  58. *> Hermitian matrix A is stored:
  59. *> = 'U': Upper triangular
  60. *> = 'L': Lower triangular
  61. *> \endverbatim
  62. *>
  63. *> \param[in] N
  64. *> \verbatim
  65. *> N is INTEGER
  66. *> The order of the matrix A. N >= 0.
  67. *> \endverbatim
  68. *>
  69. *> \param[in,out] A
  70. *> \verbatim
  71. *> A is COMPLEX array, dimension (LDA,N)
  72. *> On entry, the Hermitian matrix A.
  73. *> If UPLO = 'U': the leading N-by-N upper triangular part
  74. *> of A contains the upper triangular part of the matrix A,
  75. *> and the strictly lower triangular part of A is not
  76. *> referenced.
  77. *>
  78. *> If UPLO = 'L': the leading N-by-N lower triangular part
  79. *> of A contains the lower triangular part of the matrix A,
  80. *> and the strictly upper triangular part of A is not
  81. *> referenced.
  82. *>
  83. *> On exit, contains:
  84. *> a) ONLY diagonal elements of the Hermitian block diagonal
  85. *> matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
  86. *> (superdiagonal (or subdiagonal) elements of D
  87. *> are stored on exit in array E), and
  88. *> b) If UPLO = 'U': factor U in the superdiagonal part of A.
  89. *> If UPLO = 'L': factor L in the subdiagonal part of A.
  90. *> \endverbatim
  91. *>
  92. *> \param[in] LDA
  93. *> \verbatim
  94. *> LDA is INTEGER
  95. *> The leading dimension of the array A. LDA >= max(1,N).
  96. *> \endverbatim
  97. *>
  98. *> \param[out] E
  99. *> \verbatim
  100. *> E is COMPLEX array, dimension (N)
  101. *> On exit, contains the superdiagonal (or subdiagonal)
  102. *> elements of the Hermitian block diagonal matrix D
  103. *> with 1-by-1 or 2-by-2 diagonal blocks, where
  104. *> If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0;
  105. *> If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0.
  106. *>
  107. *> NOTE: For 1-by-1 diagonal block D(k), where
  108. *> 1 <= k <= N, the element E(k) is set to 0 in both
  109. *> UPLO = 'U' or UPLO = 'L' cases.
  110. *> \endverbatim
  111. *>
  112. *> \param[out] IPIV
  113. *> \verbatim
  114. *> IPIV is INTEGER array, dimension (N)
  115. *> IPIV describes the permutation matrix P in the factorization
  116. *> of matrix A as follows. The absolute value of IPIV(k)
  117. *> represents the index of row and column that were
  118. *> interchanged with the k-th row and column. The value of UPLO
  119. *> describes the order in which the interchanges were applied.
  120. *> Also, the sign of IPIV represents the block structure of
  121. *> the Hermitian block diagonal matrix D with 1-by-1 or 2-by-2
  122. *> diagonal blocks which correspond to 1 or 2 interchanges
  123. *> at each factorization step. For more info see Further
  124. *> Details section.
  125. *>
  126. *> If UPLO = 'U',
  127. *> ( in factorization order, k decreases from N to 1 ):
  128. *> a) A single positive entry IPIV(k) > 0 means:
  129. *> D(k,k) is a 1-by-1 diagonal block.
  130. *> If IPIV(k) != k, rows and columns k and IPIV(k) were
  131. *> interchanged in the matrix A(1:N,1:N);
  132. *> If IPIV(k) = k, no interchange occurred.
  133. *>
  134. *> b) A pair of consecutive negative entries
  135. *> IPIV(k) < 0 and IPIV(k-1) < 0 means:
  136. *> D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
  137. *> (NOTE: negative entries in IPIV appear ONLY in pairs).
  138. *> 1) If -IPIV(k) != k, rows and columns
  139. *> k and -IPIV(k) were interchanged
  140. *> in the matrix A(1:N,1:N).
  141. *> If -IPIV(k) = k, no interchange occurred.
  142. *> 2) If -IPIV(k-1) != k-1, rows and columns
  143. *> k-1 and -IPIV(k-1) were interchanged
  144. *> in the matrix A(1:N,1:N).
  145. *> If -IPIV(k-1) = k-1, no interchange occurred.
  146. *>
  147. *> c) In both cases a) and b), always ABS( IPIV(k) ) <= k.
  148. *>
  149. *> d) NOTE: Any entry IPIV(k) is always NONZERO on output.
  150. *>
  151. *> If UPLO = 'L',
  152. *> ( in factorization order, k increases from 1 to N ):
  153. *> a) A single positive entry IPIV(k) > 0 means:
  154. *> D(k,k) is a 1-by-1 diagonal block.
  155. *> If IPIV(k) != k, rows and columns k and IPIV(k) were
  156. *> interchanged in the matrix A(1:N,1:N).
  157. *> If IPIV(k) = k, no interchange occurred.
  158. *>
  159. *> b) A pair of consecutive negative entries
  160. *> IPIV(k) < 0 and IPIV(k+1) < 0 means:
  161. *> D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
  162. *> (NOTE: negative entries in IPIV appear ONLY in pairs).
  163. *> 1) If -IPIV(k) != k, rows and columns
  164. *> k and -IPIV(k) were interchanged
  165. *> in the matrix A(1:N,1:N).
  166. *> If -IPIV(k) = k, no interchange occurred.
  167. *> 2) If -IPIV(k+1) != k+1, rows and columns
  168. *> k-1 and -IPIV(k-1) were interchanged
  169. *> in the matrix A(1:N,1:N).
  170. *> If -IPIV(k+1) = k+1, no interchange occurred.
  171. *>
  172. *> c) In both cases a) and b), always ABS( IPIV(k) ) >= k.
  173. *>
  174. *> d) NOTE: Any entry IPIV(k) is always NONZERO on output.
  175. *> \endverbatim
  176. *>
  177. *> \param[out] INFO
  178. *> \verbatim
  179. *> INFO is INTEGER
  180. *> = 0: successful exit
  181. *>
  182. *> < 0: If INFO = -k, the k-th argument had an illegal value
  183. *>
  184. *> > 0: If INFO = k, the matrix A is singular, because:
  185. *> If UPLO = 'U': column k in the upper
  186. *> triangular part of A contains all zeros.
  187. *> If UPLO = 'L': column k in the lower
  188. *> triangular part of A contains all zeros.
  189. *>
  190. *> Therefore D(k,k) is exactly zero, and superdiagonal
  191. *> elements of column k of U (or subdiagonal elements of
  192. *> column k of L ) are all zeros. The factorization has
  193. *> been completed, but the block diagonal matrix D is
  194. *> exactly singular, and division by zero will occur if
  195. *> it is used to solve a system of equations.
  196. *>
  197. *> NOTE: INFO only stores the first occurrence of
  198. *> a singularity, any subsequent occurrence of singularity
  199. *> is not stored in INFO even though the factorization
  200. *> always completes.
  201. *> \endverbatim
  202. *
  203. * Authors:
  204. * ========
  205. *
  206. *> \author Univ. of Tennessee
  207. *> \author Univ. of California Berkeley
  208. *> \author Univ. of Colorado Denver
  209. *> \author NAG Ltd.
  210. *
  211. *> \date December 2016
  212. *
  213. *> \ingroup complexHEcomputational
  214. *
  215. *> \par Further Details:
  216. * =====================
  217. *>
  218. *> \verbatim
  219. *> TODO: put further details
  220. *> \endverbatim
  221. *
  222. *> \par Contributors:
  223. * ==================
  224. *>
  225. *> \verbatim
  226. *>
  227. *> December 2016, Igor Kozachenko,
  228. *> Computer Science Division,
  229. *> University of California, Berkeley
  230. *>
  231. *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
  232. *> School of Mathematics,
  233. *> University of Manchester
  234. *>
  235. *> 01-01-96 - Based on modifications by
  236. *> J. Lewis, Boeing Computer Services Company
  237. *> A. Petitet, Computer Science Dept.,
  238. *> Univ. of Tenn., Knoxville abd , USA
  239. *> \endverbatim
  240. *
  241. * =====================================================================
  242. SUBROUTINE CHETF2_RK( UPLO, N, A, LDA, E, IPIV, INFO )
  243. *
  244. * -- LAPACK computational routine (version 3.7.0) --
  245. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  246. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  247. * December 2016
  248. *
  249. * .. Scalar Arguments ..
  250. CHARACTER UPLO
  251. INTEGER INFO, LDA, N
  252. * ..
  253. * .. Array Arguments ..
  254. INTEGER IPIV( * )
  255. COMPLEX A( LDA, * ), E( * )
  256. * ..
  257. *
  258. * ======================================================================
  259. *
  260. * .. Parameters ..
  261. REAL ZERO, ONE
  262. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  263. REAL EIGHT, SEVTEN
  264. PARAMETER ( EIGHT = 8.0E+0, SEVTEN = 17.0E+0 )
  265. COMPLEX CZERO
  266. PARAMETER ( CZERO = ( 0.0E+0, 0.0E+0 ) )
  267. * ..
  268. * .. Local Scalars ..
  269. LOGICAL DONE, UPPER
  270. INTEGER I, II, IMAX, ITEMP, J, JMAX, K, KK, KP, KSTEP,
  271. $ P
  272. REAL ABSAKK, ALPHA, COLMAX, D, D11, D22, R1, STEMP,
  273. $ ROWMAX, TT, SFMIN
  274. COMPLEX D12, D21, T, WK, WKM1, WKP1, Z
  275. * ..
  276. * .. External Functions ..
  277. *
  278. LOGICAL LSAME
  279. INTEGER ICAMAX
  280. REAL SLAMCH, SLAPY2
  281. EXTERNAL LSAME, ICAMAX, SLAMCH, SLAPY2
  282. * ..
  283. * .. External Subroutines ..
  284. EXTERNAL XERBLA, CSSCAL, CHER, CSWAP
  285. * ..
  286. * .. Intrinsic Functions ..
  287. INTRINSIC ABS, AIMAG, CMPLX, CONJG, MAX, REAL, SQRT
  288. * ..
  289. * .. Statement Functions ..
  290. REAL CABS1
  291. * ..
  292. * .. Statement Function definitions ..
  293. CABS1( Z ) = ABS( REAL( Z ) ) + ABS( AIMAG( Z ) )
  294. * ..
  295. * .. Executable Statements ..
  296. *
  297. * Test the input parameters.
  298. *
  299. INFO = 0
  300. UPPER = LSAME( UPLO, 'U' )
  301. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  302. INFO = -1
  303. ELSE IF( N.LT.0 ) THEN
  304. INFO = -2
  305. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  306. INFO = -4
  307. END IF
  308. IF( INFO.NE.0 ) THEN
  309. CALL XERBLA( 'CHETF2_RK', -INFO )
  310. RETURN
  311. END IF
  312. *
  313. * Initialize ALPHA for use in choosing pivot block size.
  314. *
  315. ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
  316. *
  317. * Compute machine safe minimum
  318. *
  319. SFMIN = SLAMCH( 'S' )
  320. *
  321. IF( UPPER ) THEN
  322. *
  323. * Factorize A as U*D*U**H using the upper triangle of A
  324. *
  325. * Initialize the first entry of array E, where superdiagonal
  326. * elements of D are stored
  327. *
  328. E( 1 ) = CZERO
  329. *
  330. * K is the main loop index, decreasing from N to 1 in steps of
  331. * 1 or 2
  332. *
  333. K = N
  334. 10 CONTINUE
  335. *
  336. * If K < 1, exit from loop
  337. *
  338. IF( K.LT.1 )
  339. $ GO TO 34
  340. KSTEP = 1
  341. P = K
  342. *
  343. * Determine rows and columns to be interchanged and whether
  344. * a 1-by-1 or 2-by-2 pivot block will be used
  345. *
  346. ABSAKK = ABS( REAL( A( K, K ) ) )
  347. *
  348. * IMAX is the row-index of the largest off-diagonal element in
  349. * column K, and COLMAX is its absolute value.
  350. * Determine both COLMAX and IMAX.
  351. *
  352. IF( K.GT.1 ) THEN
  353. IMAX = ICAMAX( K-1, A( 1, K ), 1 )
  354. COLMAX = CABS1( A( IMAX, K ) )
  355. ELSE
  356. COLMAX = ZERO
  357. END IF
  358. *
  359. IF( ( MAX( ABSAKK, COLMAX ).EQ.ZERO ) ) THEN
  360. *
  361. * Column K is zero or underflow: set INFO and continue
  362. *
  363. IF( INFO.EQ.0 )
  364. $ INFO = K
  365. KP = K
  366. A( K, K ) = REAL( A( K, K ) )
  367. *
  368. * Set E( K ) to zero
  369. *
  370. IF( K.GT.1 )
  371. $ E( K ) = CZERO
  372. *
  373. ELSE
  374. *
  375. * ============================================================
  376. *
  377. * BEGIN pivot search
  378. *
  379. * Case(1)
  380. * Equivalent to testing for ABSAKK.GE.ALPHA*COLMAX
  381. * (used to handle NaN and Inf)
  382. *
  383. IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN
  384. *
  385. * no interchange, use 1-by-1 pivot block
  386. *
  387. KP = K
  388. *
  389. ELSE
  390. *
  391. DONE = .FALSE.
  392. *
  393. * Loop until pivot found
  394. *
  395. 12 CONTINUE
  396. *
  397. * BEGIN pivot search loop body
  398. *
  399. *
  400. * JMAX is the column-index of the largest off-diagonal
  401. * element in row IMAX, and ROWMAX is its absolute value.
  402. * Determine both ROWMAX and JMAX.
  403. *
  404. IF( IMAX.NE.K ) THEN
  405. JMAX = IMAX + ICAMAX( K-IMAX, A( IMAX, IMAX+1 ),
  406. $ LDA )
  407. ROWMAX = CABS1( A( IMAX, JMAX ) )
  408. ELSE
  409. ROWMAX = ZERO
  410. END IF
  411. *
  412. IF( IMAX.GT.1 ) THEN
  413. ITEMP = ICAMAX( IMAX-1, A( 1, IMAX ), 1 )
  414. STEMP = CABS1( A( ITEMP, IMAX ) )
  415. IF( STEMP.GT.ROWMAX ) THEN
  416. ROWMAX = STEMP
  417. JMAX = ITEMP
  418. END IF
  419. END IF
  420. *
  421. * Case(2)
  422. * Equivalent to testing for
  423. * ABS( REAL( W( IMAX,KW-1 ) ) ).GE.ALPHA*ROWMAX
  424. * (used to handle NaN and Inf)
  425. *
  426. IF( .NOT.( ABS( REAL( A( IMAX, IMAX ) ) )
  427. $ .LT.ALPHA*ROWMAX ) ) THEN
  428. *
  429. * interchange rows and columns K and IMAX,
  430. * use 1-by-1 pivot block
  431. *
  432. KP = IMAX
  433. DONE = .TRUE.
  434. *
  435. * Case(3)
  436. * Equivalent to testing for ROWMAX.EQ.COLMAX,
  437. * (used to handle NaN and Inf)
  438. *
  439. ELSE IF( ( P.EQ.JMAX ) .OR. ( ROWMAX.LE.COLMAX ) )
  440. $ THEN
  441. *
  442. * interchange rows and columns K-1 and IMAX,
  443. * use 2-by-2 pivot block
  444. *
  445. KP = IMAX
  446. KSTEP = 2
  447. DONE = .TRUE.
  448. *
  449. * Case(4)
  450. ELSE
  451. *
  452. * Pivot not found: set params and repeat
  453. *
  454. P = IMAX
  455. COLMAX = ROWMAX
  456. IMAX = JMAX
  457. END IF
  458. *
  459. * END pivot search loop body
  460. *
  461. IF( .NOT.DONE ) GOTO 12
  462. *
  463. END IF
  464. *
  465. * END pivot search
  466. *
  467. * ============================================================
  468. *
  469. * KK is the column of A where pivoting step stopped
  470. *
  471. KK = K - KSTEP + 1
  472. *
  473. * For only a 2x2 pivot, interchange rows and columns K and P
  474. * in the leading submatrix A(1:k,1:k)
  475. *
  476. IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
  477. * (1) Swap columnar parts
  478. IF( P.GT.1 )
  479. $ CALL CSWAP( P-1, A( 1, K ), 1, A( 1, P ), 1 )
  480. * (2) Swap and conjugate middle parts
  481. DO 14 J = P + 1, K - 1
  482. T = CONJG( A( J, K ) )
  483. A( J, K ) = CONJG( A( P, J ) )
  484. A( P, J ) = T
  485. 14 CONTINUE
  486. * (3) Swap and conjugate corner elements at row-col interserction
  487. A( P, K ) = CONJG( A( P, K ) )
  488. * (4) Swap diagonal elements at row-col intersection
  489. R1 = REAL( A( K, K ) )
  490. A( K, K ) = REAL( A( P, P ) )
  491. A( P, P ) = R1
  492. *
  493. * Convert upper triangle of A into U form by applying
  494. * the interchanges in columns k+1:N.
  495. *
  496. IF( K.LT.N )
  497. $ CALL CSWAP( N-K, A( K, K+1 ), LDA, A( P, K+1 ), LDA )
  498. *
  499. END IF
  500. *
  501. * For both 1x1 and 2x2 pivots, interchange rows and
  502. * columns KK and KP in the leading submatrix A(1:k,1:k)
  503. *
  504. IF( KP.NE.KK ) THEN
  505. * (1) Swap columnar parts
  506. IF( KP.GT.1 )
  507. $ CALL CSWAP( KP-1, A( 1, KK ), 1, A( 1, KP ), 1 )
  508. * (2) Swap and conjugate middle parts
  509. DO 15 J = KP + 1, KK - 1
  510. T = CONJG( A( J, KK ) )
  511. A( J, KK ) = CONJG( A( KP, J ) )
  512. A( KP, J ) = T
  513. 15 CONTINUE
  514. * (3) Swap and conjugate corner elements at row-col interserction
  515. A( KP, KK ) = CONJG( A( KP, KK ) )
  516. * (4) Swap diagonal elements at row-col intersection
  517. R1 = REAL( A( KK, KK ) )
  518. A( KK, KK ) = REAL( A( KP, KP ) )
  519. A( KP, KP ) = R1
  520. *
  521. IF( KSTEP.EQ.2 ) THEN
  522. * (*) Make sure that diagonal element of pivot is real
  523. A( K, K ) = REAL( A( K, K ) )
  524. * (5) Swap row elements
  525. T = A( K-1, K )
  526. A( K-1, K ) = A( KP, K )
  527. A( KP, K ) = T
  528. END IF
  529. *
  530. * Convert upper triangle of A into U form by applying
  531. * the interchanges in columns k+1:N.
  532. *
  533. IF( K.LT.N )
  534. $ CALL CSWAP( N-K, A( KK, K+1 ), LDA, A( KP, K+1 ),
  535. $ LDA )
  536. *
  537. ELSE
  538. * (*) Make sure that diagonal element of pivot is real
  539. A( K, K ) = REAL( A( K, K ) )
  540. IF( KSTEP.EQ.2 )
  541. $ A( K-1, K-1 ) = REAL( A( K-1, K-1 ) )
  542. END IF
  543. *
  544. * Update the leading submatrix
  545. *
  546. IF( KSTEP.EQ.1 ) THEN
  547. *
  548. * 1-by-1 pivot block D(k): column k now holds
  549. *
  550. * W(k) = U(k)*D(k)
  551. *
  552. * where U(k) is the k-th column of U
  553. *
  554. IF( K.GT.1 ) THEN
  555. *
  556. * Perform a rank-1 update of A(1:k-1,1:k-1) and
  557. * store U(k) in column k
  558. *
  559. IF( ABS( REAL( A( K, K ) ) ).GE.SFMIN ) THEN
  560. *
  561. * Perform a rank-1 update of A(1:k-1,1:k-1) as
  562. * A := A - U(k)*D(k)*U(k)**T
  563. * = A - W(k)*1/D(k)*W(k)**T
  564. *
  565. D11 = ONE / REAL( A( K, K ) )
  566. CALL CHER( UPLO, K-1, -D11, A( 1, K ), 1, A, LDA )
  567. *
  568. * Store U(k) in column k
  569. *
  570. CALL CSSCAL( K-1, D11, A( 1, K ), 1 )
  571. ELSE
  572. *
  573. * Store L(k) in column K
  574. *
  575. D11 = REAL( A( K, K ) )
  576. DO 16 II = 1, K - 1
  577. A( II, K ) = A( II, K ) / D11
  578. 16 CONTINUE
  579. *
  580. * Perform a rank-1 update of A(k+1:n,k+1:n) as
  581. * A := A - U(k)*D(k)*U(k)**T
  582. * = A - W(k)*(1/D(k))*W(k)**T
  583. * = A - (W(k)/D(k))*(D(k))*(W(k)/D(K))**T
  584. *
  585. CALL CHER( UPLO, K-1, -D11, A( 1, K ), 1, A, LDA )
  586. END IF
  587. *
  588. * Store the superdiagonal element of D in array E
  589. *
  590. E( K ) = CZERO
  591. *
  592. END IF
  593. *
  594. ELSE
  595. *
  596. * 2-by-2 pivot block D(k): columns k and k-1 now hold
  597. *
  598. * ( W(k-1) W(k) ) = ( U(k-1) U(k) )*D(k)
  599. *
  600. * where U(k) and U(k-1) are the k-th and (k-1)-th columns
  601. * of U
  602. *
  603. * Perform a rank-2 update of A(1:k-2,1:k-2) as
  604. *
  605. * A := A - ( U(k-1) U(k) )*D(k)*( U(k-1) U(k) )**T
  606. * = A - ( ( A(k-1)A(k) )*inv(D(k)) ) * ( A(k-1)A(k) )**T
  607. *
  608. * and store L(k) and L(k+1) in columns k and k+1
  609. *
  610. IF( K.GT.2 ) THEN
  611. * D = |A12|
  612. D = SLAPY2( REAL( A( K-1, K ) ),
  613. $ AIMAG( A( K-1, K ) ) )
  614. D11 = A( K, K ) / D
  615. D22 = A( K-1, K-1 ) / D
  616. D12 = A( K-1, K ) / D
  617. TT = ONE / ( D11*D22-ONE )
  618. *
  619. DO 30 J = K - 2, 1, -1
  620. *
  621. * Compute D21 * ( W(k)W(k+1) ) * inv(D(k)) for row J
  622. *
  623. WKM1 = TT*( D11*A( J, K-1 )-CONJG( D12 )*
  624. $ A( J, K ) )
  625. WK = TT*( D22*A( J, K )-D12*A( J, K-1 ) )
  626. *
  627. * Perform a rank-2 update of A(1:k-2,1:k-2)
  628. *
  629. DO 20 I = J, 1, -1
  630. A( I, J ) = A( I, J ) -
  631. $ ( A( I, K ) / D )*CONJG( WK ) -
  632. $ ( A( I, K-1 ) / D )*CONJG( WKM1 )
  633. 20 CONTINUE
  634. *
  635. * Store U(k) and U(k-1) in cols k and k-1 for row J
  636. *
  637. A( J, K ) = WK / D
  638. A( J, K-1 ) = WKM1 / D
  639. * (*) Make sure that diagonal element of pivot is real
  640. A( J, J ) = CMPLX( REAL( A( J, J ) ), ZERO )
  641. *
  642. 30 CONTINUE
  643. *
  644. END IF
  645. *
  646. * Copy superdiagonal elements of D(K) to E(K) and
  647. * ZERO out superdiagonal entry of A
  648. *
  649. E( K ) = A( K-1, K )
  650. E( K-1 ) = CZERO
  651. A( K-1, K ) = CZERO
  652. *
  653. END IF
  654. *
  655. * End column K is nonsingular
  656. *
  657. END IF
  658. *
  659. * Store details of the interchanges in IPIV
  660. *
  661. IF( KSTEP.EQ.1 ) THEN
  662. IPIV( K ) = KP
  663. ELSE
  664. IPIV( K ) = -P
  665. IPIV( K-1 ) = -KP
  666. END IF
  667. *
  668. * Decrease K and return to the start of the main loop
  669. *
  670. K = K - KSTEP
  671. GO TO 10
  672. *
  673. 34 CONTINUE
  674. *
  675. ELSE
  676. *
  677. * Factorize A as L*D*L**H using the lower triangle of A
  678. *
  679. * Initialize the unused last entry of the subdiagonal array E.
  680. *
  681. E( N ) = CZERO
  682. *
  683. * K is the main loop index, increasing from 1 to N in steps of
  684. * 1 or 2
  685. *
  686. K = 1
  687. 40 CONTINUE
  688. *
  689. * If K > N, exit from loop
  690. *
  691. IF( K.GT.N )
  692. $ GO TO 64
  693. KSTEP = 1
  694. P = K
  695. *
  696. * Determine rows and columns to be interchanged and whether
  697. * a 1-by-1 or 2-by-2 pivot block will be used
  698. *
  699. ABSAKK = ABS( REAL( A( K, K ) ) )
  700. *
  701. * IMAX is the row-index of the largest off-diagonal element in
  702. * column K, and COLMAX is its absolute value.
  703. * Determine both COLMAX and IMAX.
  704. *
  705. IF( K.LT.N ) THEN
  706. IMAX = K + ICAMAX( N-K, A( K+1, K ), 1 )
  707. COLMAX = CABS1( A( IMAX, K ) )
  708. ELSE
  709. COLMAX = ZERO
  710. END IF
  711. *
  712. IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
  713. *
  714. * Column K is zero or underflow: set INFO and continue
  715. *
  716. IF( INFO.EQ.0 )
  717. $ INFO = K
  718. KP = K
  719. A( K, K ) = REAL( A( K, K ) )
  720. *
  721. * Set E( K ) to zero
  722. *
  723. IF( K.LT.N )
  724. $ E( K ) = CZERO
  725. *
  726. ELSE
  727. *
  728. * ============================================================
  729. *
  730. * BEGIN pivot search
  731. *
  732. * Case(1)
  733. * Equivalent to testing for ABSAKK.GE.ALPHA*COLMAX
  734. * (used to handle NaN and Inf)
  735. *
  736. IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN
  737. *
  738. * no interchange, use 1-by-1 pivot block
  739. *
  740. KP = K
  741. *
  742. ELSE
  743. *
  744. DONE = .FALSE.
  745. *
  746. * Loop until pivot found
  747. *
  748. 42 CONTINUE
  749. *
  750. * BEGIN pivot search loop body
  751. *
  752. *
  753. * JMAX is the column-index of the largest off-diagonal
  754. * element in row IMAX, and ROWMAX is its absolute value.
  755. * Determine both ROWMAX and JMAX.
  756. *
  757. IF( IMAX.NE.K ) THEN
  758. JMAX = K - 1 + ICAMAX( IMAX-K, A( IMAX, K ), LDA )
  759. ROWMAX = CABS1( A( IMAX, JMAX ) )
  760. ELSE
  761. ROWMAX = ZERO
  762. END IF
  763. *
  764. IF( IMAX.LT.N ) THEN
  765. ITEMP = IMAX + ICAMAX( N-IMAX, A( IMAX+1, IMAX ),
  766. $ 1 )
  767. STEMP = CABS1( A( ITEMP, IMAX ) )
  768. IF( STEMP.GT.ROWMAX ) THEN
  769. ROWMAX = STEMP
  770. JMAX = ITEMP
  771. END IF
  772. END IF
  773. *
  774. * Case(2)
  775. * Equivalent to testing for
  776. * ABS( REAL( W( IMAX,KW-1 ) ) ).GE.ALPHA*ROWMAX
  777. * (used to handle NaN and Inf)
  778. *
  779. IF( .NOT.( ABS( REAL( A( IMAX, IMAX ) ) )
  780. $ .LT.ALPHA*ROWMAX ) ) THEN
  781. *
  782. * interchange rows and columns K and IMAX,
  783. * use 1-by-1 pivot block
  784. *
  785. KP = IMAX
  786. DONE = .TRUE.
  787. *
  788. * Case(3)
  789. * Equivalent to testing for ROWMAX.EQ.COLMAX,
  790. * (used to handle NaN and Inf)
  791. *
  792. ELSE IF( ( P.EQ.JMAX ) .OR. ( ROWMAX.LE.COLMAX ) )
  793. $ THEN
  794. *
  795. * interchange rows and columns K+1 and IMAX,
  796. * use 2-by-2 pivot block
  797. *
  798. KP = IMAX
  799. KSTEP = 2
  800. DONE = .TRUE.
  801. *
  802. * Case(4)
  803. ELSE
  804. *
  805. * Pivot not found: set params and repeat
  806. *
  807. P = IMAX
  808. COLMAX = ROWMAX
  809. IMAX = JMAX
  810. END IF
  811. *
  812. *
  813. * END pivot search loop body
  814. *
  815. IF( .NOT.DONE ) GOTO 42
  816. *
  817. END IF
  818. *
  819. * END pivot search
  820. *
  821. * ============================================================
  822. *
  823. * KK is the column of A where pivoting step stopped
  824. *
  825. KK = K + KSTEP - 1
  826. *
  827. * For only a 2x2 pivot, interchange rows and columns K and P
  828. * in the trailing submatrix A(k:n,k:n)
  829. *
  830. IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
  831. * (1) Swap columnar parts
  832. IF( P.LT.N )
  833. $ CALL CSWAP( N-P, A( P+1, K ), 1, A( P+1, P ), 1 )
  834. * (2) Swap and conjugate middle parts
  835. DO 44 J = K + 1, P - 1
  836. T = CONJG( A( J, K ) )
  837. A( J, K ) = CONJG( A( P, J ) )
  838. A( P, J ) = T
  839. 44 CONTINUE
  840. * (3) Swap and conjugate corner elements at row-col interserction
  841. A( P, K ) = CONJG( A( P, K ) )
  842. * (4) Swap diagonal elements at row-col intersection
  843. R1 = REAL( A( K, K ) )
  844. A( K, K ) = REAL( A( P, P ) )
  845. A( P, P ) = R1
  846. *
  847. * Convert lower triangle of A into L form by applying
  848. * the interchanges in columns 1:k-1.
  849. *
  850. IF ( K.GT.1 )
  851. $ CALL CSWAP( K-1, A( K, 1 ), LDA, A( P, 1 ), LDA )
  852. *
  853. END IF
  854. *
  855. * For both 1x1 and 2x2 pivots, interchange rows and
  856. * columns KK and KP in the trailing submatrix A(k:n,k:n)
  857. *
  858. IF( KP.NE.KK ) THEN
  859. * (1) Swap columnar parts
  860. IF( KP.LT.N )
  861. $ CALL CSWAP( N-KP, A( KP+1, KK ), 1, A( KP+1, KP ), 1 )
  862. * (2) Swap and conjugate middle parts
  863. DO 45 J = KK + 1, KP - 1
  864. T = CONJG( A( J, KK ) )
  865. A( J, KK ) = CONJG( A( KP, J ) )
  866. A( KP, J ) = T
  867. 45 CONTINUE
  868. * (3) Swap and conjugate corner elements at row-col interserction
  869. A( KP, KK ) = CONJG( A( KP, KK ) )
  870. * (4) Swap diagonal elements at row-col intersection
  871. R1 = REAL( A( KK, KK ) )
  872. A( KK, KK ) = REAL( A( KP, KP ) )
  873. A( KP, KP ) = R1
  874. *
  875. IF( KSTEP.EQ.2 ) THEN
  876. * (*) Make sure that diagonal element of pivot is real
  877. A( K, K ) = REAL( A( K, K ) )
  878. * (5) Swap row elements
  879. T = A( K+1, K )
  880. A( K+1, K ) = A( KP, K )
  881. A( KP, K ) = T
  882. END IF
  883. *
  884. * Convert lower triangle of A into L form by applying
  885. * the interchanges in columns 1:k-1.
  886. *
  887. IF ( K.GT.1 )
  888. $ CALL CSWAP( K-1, A( KK, 1 ), LDA, A( KP, 1 ), LDA )
  889. *
  890. ELSE
  891. * (*) Make sure that diagonal element of pivot is real
  892. A( K, K ) = REAL( A( K, K ) )
  893. IF( KSTEP.EQ.2 )
  894. $ A( K+1, K+1 ) = REAL( A( K+1, K+1 ) )
  895. END IF
  896. *
  897. * Update the trailing submatrix
  898. *
  899. IF( KSTEP.EQ.1 ) THEN
  900. *
  901. * 1-by-1 pivot block D(k): column k of A now holds
  902. *
  903. * W(k) = L(k)*D(k),
  904. *
  905. * where L(k) is the k-th column of L
  906. *
  907. IF( K.LT.N ) THEN
  908. *
  909. * Perform a rank-1 update of A(k+1:n,k+1:n) and
  910. * store L(k) in column k
  911. *
  912. * Handle division by a small number
  913. *
  914. IF( ABS( REAL( A( K, K ) ) ).GE.SFMIN ) THEN
  915. *
  916. * Perform a rank-1 update of A(k+1:n,k+1:n) as
  917. * A := A - L(k)*D(k)*L(k)**T
  918. * = A - W(k)*(1/D(k))*W(k)**T
  919. *
  920. D11 = ONE / REAL( A( K, K ) )
  921. CALL CHER( UPLO, N-K, -D11, A( K+1, K ), 1,
  922. $ A( K+1, K+1 ), LDA )
  923. *
  924. * Store L(k) in column k
  925. *
  926. CALL CSSCAL( N-K, D11, A( K+1, K ), 1 )
  927. ELSE
  928. *
  929. * Store L(k) in column k
  930. *
  931. D11 = REAL( A( K, K ) )
  932. DO 46 II = K + 1, N
  933. A( II, K ) = A( II, K ) / D11
  934. 46 CONTINUE
  935. *
  936. * Perform a rank-1 update of A(k+1:n,k+1:n) as
  937. * A := A - L(k)*D(k)*L(k)**T
  938. * = A - W(k)*(1/D(k))*W(k)**T
  939. * = A - (W(k)/D(k))*(D(k))*(W(k)/D(K))**T
  940. *
  941. CALL CHER( UPLO, N-K, -D11, A( K+1, K ), 1,
  942. $ A( K+1, K+1 ), LDA )
  943. END IF
  944. *
  945. * Store the subdiagonal element of D in array E
  946. *
  947. E( K ) = CZERO
  948. *
  949. END IF
  950. *
  951. ELSE
  952. *
  953. * 2-by-2 pivot block D(k): columns k and k+1 now hold
  954. *
  955. * ( W(k) W(k+1) ) = ( L(k) L(k+1) )*D(k)
  956. *
  957. * where L(k) and L(k+1) are the k-th and (k+1)-th columns
  958. * of L
  959. *
  960. *
  961. * Perform a rank-2 update of A(k+2:n,k+2:n) as
  962. *
  963. * A := A - ( L(k) L(k+1) ) * D(k) * ( L(k) L(k+1) )**T
  964. * = A - ( ( A(k)A(k+1) )*inv(D(k) ) * ( A(k)A(k+1) )**T
  965. *
  966. * and store L(k) and L(k+1) in columns k and k+1
  967. *
  968. IF( K.LT.N-1 ) THEN
  969. * D = |A21|
  970. D = SLAPY2( REAL( A( K+1, K ) ),
  971. $ AIMAG( A( K+1, K ) ) )
  972. D11 = REAL( A( K+1, K+1 ) ) / D
  973. D22 = REAL( A( K, K ) ) / D
  974. D21 = A( K+1, K ) / D
  975. TT = ONE / ( D11*D22-ONE )
  976. *
  977. DO 60 J = K + 2, N
  978. *
  979. * Compute D21 * ( W(k)W(k+1) ) * inv(D(k)) for row J
  980. *
  981. WK = TT*( D11*A( J, K )-D21*A( J, K+1 ) )
  982. WKP1 = TT*( D22*A( J, K+1 )-CONJG( D21 )*
  983. $ A( J, K ) )
  984. *
  985. * Perform a rank-2 update of A(k+2:n,k+2:n)
  986. *
  987. DO 50 I = J, N
  988. A( I, J ) = A( I, J ) -
  989. $ ( A( I, K ) / D )*CONJG( WK ) -
  990. $ ( A( I, K+1 ) / D )*CONJG( WKP1 )
  991. 50 CONTINUE
  992. *
  993. * Store L(k) and L(k+1) in cols k and k+1 for row J
  994. *
  995. A( J, K ) = WK / D
  996. A( J, K+1 ) = WKP1 / D
  997. * (*) Make sure that diagonal element of pivot is real
  998. A( J, J ) = CMPLX( REAL( A( J, J ) ), ZERO )
  999. *
  1000. 60 CONTINUE
  1001. *
  1002. END IF
  1003. *
  1004. * Copy subdiagonal elements of D(K) to E(K) and
  1005. * ZERO out subdiagonal entry of A
  1006. *
  1007. E( K ) = A( K+1, K )
  1008. E( K+1 ) = CZERO
  1009. A( K+1, K ) = CZERO
  1010. *
  1011. END IF
  1012. *
  1013. * End column K is nonsingular
  1014. *
  1015. END IF
  1016. *
  1017. * Store details of the interchanges in IPIV
  1018. *
  1019. IF( KSTEP.EQ.1 ) THEN
  1020. IPIV( K ) = KP
  1021. ELSE
  1022. IPIV( K ) = -P
  1023. IPIV( K+1 ) = -KP
  1024. END IF
  1025. *
  1026. * Increase K and return to the start of the main loop
  1027. *
  1028. K = K + KSTEP
  1029. GO TO 40
  1030. *
  1031. 64 CONTINUE
  1032. *
  1033. END IF
  1034. *
  1035. RETURN
  1036. *
  1037. * End of CHETF2_RK
  1038. *
  1039. END