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chetf2_rook.f 29 kB

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  1. *> \brief \b CHETF2_ROOK computes the factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman ("rook") diagonal pivoting method (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_ROOK + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/chetf2_rook.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/chetf2_rook.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/chetf2_rook.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CHETF2_ROOK( UPLO, N, A, LDA, 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, * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> CHETF2_ROOK computes the factorization of a complex Hermitian matrix A
  39. *> using the bounded Bunch-Kaufman ("rook") diagonal pivoting method:
  40. *>
  41. *> A = U*D*U**H or A = L*D*L**H
  42. *>
  43. *> where U (or L) is a product of permutation and unit upper (lower)
  44. *> triangular matrices, U**H is the conjugate transpose of U, and D is
  45. *> Hermitian and block 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. *> \endverbatim
  49. *
  50. * Arguments:
  51. * ==========
  52. *
  53. *> \param[in] UPLO
  54. *> \verbatim
  55. *> UPLO is CHARACTER*1
  56. *> Specifies whether the upper or lower triangular part of the
  57. *> Hermitian matrix A is stored:
  58. *> = 'U': Upper triangular
  59. *> = 'L': Lower triangular
  60. *> \endverbatim
  61. *>
  62. *> \param[in] N
  63. *> \verbatim
  64. *> N is INTEGER
  65. *> The order of the matrix A. N >= 0.
  66. *> \endverbatim
  67. *>
  68. *> \param[in,out] A
  69. *> \verbatim
  70. *> A is COMPLEX array, dimension (LDA,N)
  71. *> On entry, the Hermitian matrix A. If UPLO = 'U', the leading
  72. *> n-by-n upper triangular part of A contains the upper
  73. *> triangular part of the matrix A, and the strictly lower
  74. *> triangular part of A is not referenced. If UPLO = 'L', the
  75. *> leading n-by-n lower triangular part of A contains the lower
  76. *> triangular part of the matrix A, and the strictly upper
  77. *> triangular part of A is not referenced.
  78. *>
  79. *> On exit, the block diagonal matrix D and the multipliers used
  80. *> to obtain the factor U or L (see below for further details).
  81. *> \endverbatim
  82. *>
  83. *> \param[in] LDA
  84. *> \verbatim
  85. *> LDA is INTEGER
  86. *> The leading dimension of the array A. LDA >= max(1,N).
  87. *> \endverbatim
  88. *>
  89. *> \param[out] IPIV
  90. *> \verbatim
  91. *> IPIV is INTEGER array, dimension (N)
  92. *> Details of the interchanges and the block structure of D.
  93. *>
  94. *> If UPLO = 'U':
  95. *> If IPIV(k) > 0, then rows and columns k and IPIV(k) were
  96. *> interchanged and D(k,k) is a 1-by-1 diagonal block.
  97. *>
  98. *> If IPIV(k) < 0 and IPIV(k-1) < 0, then rows and
  99. *> columns k and -IPIV(k) were interchanged and rows and
  100. *> columns k-1 and -IPIV(k-1) were inerchaged,
  101. *> D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
  102. *>
  103. *> If UPLO = 'L':
  104. *> If IPIV(k) > 0, then rows and columns k and IPIV(k)
  105. *> were interchanged and D(k,k) is a 1-by-1 diagonal block.
  106. *>
  107. *> If IPIV(k) < 0 and IPIV(k+1) < 0, then rows and
  108. *> columns k and -IPIV(k) were interchanged and rows and
  109. *> columns k+1 and -IPIV(k+1) were inerchaged,
  110. *> D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
  111. *> \endverbatim
  112. *>
  113. *> \param[out] INFO
  114. *> \verbatim
  115. *> INFO is INTEGER
  116. *> = 0: successful exit
  117. *> < 0: if INFO = -k, the k-th argument had an illegal value
  118. *> > 0: if INFO = k, D(k,k) is exactly zero. The factorization
  119. *> has been completed, but the block diagonal matrix D is
  120. *> exactly singular, and division by zero will occur if it
  121. *> is used to solve a system of equations.
  122. *> \endverbatim
  123. *
  124. * Authors:
  125. * ========
  126. *
  127. *> \author Univ. of Tennessee
  128. *> \author Univ. of California Berkeley
  129. *> \author Univ. of Colorado Denver
  130. *> \author NAG Ltd.
  131. *
  132. *> \ingroup complexHEcomputational
  133. *
  134. *> \par Further Details:
  135. * =====================
  136. *>
  137. *> \verbatim
  138. *>
  139. *> If UPLO = 'U', then A = U*D*U**H, where
  140. *> U = P(n)*U(n)* ... *P(k)U(k)* ...,
  141. *> i.e., U is a product of terms P(k)*U(k), where k decreases from n to
  142. *> 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
  143. *> and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
  144. *> defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
  145. *> that if the diagonal block D(k) is of order s (s = 1 or 2), then
  146. *>
  147. *> ( I v 0 ) k-s
  148. *> U(k) = ( 0 I 0 ) s
  149. *> ( 0 0 I ) n-k
  150. *> k-s s n-k
  151. *>
  152. *> If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
  153. *> If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
  154. *> and A(k,k), and v overwrites A(1:k-2,k-1:k).
  155. *>
  156. *> If UPLO = 'L', then A = L*D*L**H, where
  157. *> L = P(1)*L(1)* ... *P(k)*L(k)* ...,
  158. *> i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
  159. *> n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
  160. *> and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
  161. *> defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
  162. *> that if the diagonal block D(k) is of order s (s = 1 or 2), then
  163. *>
  164. *> ( I 0 0 ) k-1
  165. *> L(k) = ( 0 I 0 ) s
  166. *> ( 0 v I ) n-k-s+1
  167. *> k-1 s n-k-s+1
  168. *>
  169. *> If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
  170. *> If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
  171. *> and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
  172. *> \endverbatim
  173. *
  174. *> \par Contributors:
  175. * ==================
  176. *>
  177. *> \verbatim
  178. *>
  179. *> November 2013, Igor Kozachenko,
  180. *> Computer Science Division,
  181. *> University of California, Berkeley
  182. *>
  183. *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
  184. *> School of Mathematics,
  185. *> University of Manchester
  186. *>
  187. *> 01-01-96 - Based on modifications by
  188. *> J. Lewis, Boeing Computer Services Company
  189. *> A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
  190. *> \endverbatim
  191. *
  192. * =====================================================================
  193. SUBROUTINE CHETF2_ROOK( UPLO, N, A, LDA, IPIV, INFO )
  194. *
  195. * -- LAPACK computational routine --
  196. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  197. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  198. *
  199. * .. Scalar Arguments ..
  200. CHARACTER UPLO
  201. INTEGER INFO, LDA, N
  202. * ..
  203. * .. Array Arguments ..
  204. INTEGER IPIV( * )
  205. COMPLEX A( LDA, * )
  206. * ..
  207. *
  208. * ======================================================================
  209. *
  210. * .. Parameters ..
  211. REAL ZERO, ONE
  212. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  213. REAL EIGHT, SEVTEN
  214. PARAMETER ( EIGHT = 8.0E+0, SEVTEN = 17.0E+0 )
  215. * ..
  216. * .. Local Scalars ..
  217. LOGICAL DONE, UPPER
  218. INTEGER I, II, IMAX, ITEMP, J, JMAX, K, KK, KP, KSTEP,
  219. $ P
  220. REAL ABSAKK, ALPHA, COLMAX, D, D11, D22, R1, STEMP,
  221. $ ROWMAX, TT, SFMIN
  222. COMPLEX D12, D21, T, WK, WKM1, WKP1, Z
  223. * ..
  224. * .. External Functions ..
  225. *
  226. LOGICAL LSAME
  227. INTEGER ICAMAX
  228. REAL SLAMCH, SLAPY2
  229. EXTERNAL LSAME, ICAMAX, SLAMCH, SLAPY2
  230. * ..
  231. * .. External Subroutines ..
  232. EXTERNAL XERBLA, CSSCAL, CHER, CSWAP
  233. * ..
  234. * .. Intrinsic Functions ..
  235. INTRINSIC ABS, AIMAG, CMPLX, CONJG, MAX, REAL, SQRT
  236. * ..
  237. * .. Statement Functions ..
  238. REAL CABS1
  239. * ..
  240. * .. Statement Function definitions ..
  241. CABS1( Z ) = ABS( REAL( Z ) ) + ABS( AIMAG( Z ) )
  242. * ..
  243. * .. Executable Statements ..
  244. *
  245. * Test the input parameters.
  246. *
  247. INFO = 0
  248. UPPER = LSAME( UPLO, 'U' )
  249. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  250. INFO = -1
  251. ELSE IF( N.LT.0 ) THEN
  252. INFO = -2
  253. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  254. INFO = -4
  255. END IF
  256. IF( INFO.NE.0 ) THEN
  257. CALL XERBLA( 'CHETF2_ROOK', -INFO )
  258. RETURN
  259. END IF
  260. *
  261. * Initialize ALPHA for use in choosing pivot block size.
  262. *
  263. ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
  264. *
  265. * Compute machine safe minimum
  266. *
  267. SFMIN = SLAMCH( 'S' )
  268. *
  269. IF( UPPER ) THEN
  270. *
  271. * Factorize A as U*D*U**H using the upper triangle of A
  272. *
  273. * K is the main loop index, decreasing from N to 1 in steps of
  274. * 1 or 2
  275. *
  276. K = N
  277. 10 CONTINUE
  278. *
  279. * If K < 1, exit from loop
  280. *
  281. IF( K.LT.1 )
  282. $ GO TO 70
  283. KSTEP = 1
  284. P = K
  285. *
  286. * Determine rows and columns to be interchanged and whether
  287. * a 1-by-1 or 2-by-2 pivot block will be used
  288. *
  289. ABSAKK = ABS( REAL( A( K, K ) ) )
  290. *
  291. * IMAX is the row-index of the largest off-diagonal element in
  292. * column K, and COLMAX is its absolute value.
  293. * Determine both COLMAX and IMAX.
  294. *
  295. IF( K.GT.1 ) THEN
  296. IMAX = ICAMAX( K-1, A( 1, K ), 1 )
  297. COLMAX = CABS1( A( IMAX, K ) )
  298. ELSE
  299. COLMAX = ZERO
  300. END IF
  301. *
  302. IF( ( MAX( ABSAKK, COLMAX ).EQ.ZERO ) ) THEN
  303. *
  304. * Column K is zero or underflow: set INFO and continue
  305. *
  306. IF( INFO.EQ.0 )
  307. $ INFO = K
  308. KP = K
  309. A( K, K ) = REAL( A( K, K ) )
  310. ELSE
  311. *
  312. * ============================================================
  313. *
  314. * BEGIN pivot search
  315. *
  316. * Case(1)
  317. * Equivalent to testing for ABSAKK.GE.ALPHA*COLMAX
  318. * (used to handle NaN and Inf)
  319. *
  320. IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN
  321. *
  322. * no interchange, use 1-by-1 pivot block
  323. *
  324. KP = K
  325. *
  326. ELSE
  327. *
  328. DONE = .FALSE.
  329. *
  330. * Loop until pivot found
  331. *
  332. 12 CONTINUE
  333. *
  334. * BEGIN pivot search loop body
  335. *
  336. *
  337. * JMAX is the column-index of the largest off-diagonal
  338. * element in row IMAX, and ROWMAX is its absolute value.
  339. * Determine both ROWMAX and JMAX.
  340. *
  341. IF( IMAX.NE.K ) THEN
  342. JMAX = IMAX + ICAMAX( K-IMAX, A( IMAX, IMAX+1 ),
  343. $ LDA )
  344. ROWMAX = CABS1( A( IMAX, JMAX ) )
  345. ELSE
  346. ROWMAX = ZERO
  347. END IF
  348. *
  349. IF( IMAX.GT.1 ) THEN
  350. ITEMP = ICAMAX( IMAX-1, A( 1, IMAX ), 1 )
  351. STEMP = CABS1( A( ITEMP, IMAX ) )
  352. IF( STEMP.GT.ROWMAX ) THEN
  353. ROWMAX = STEMP
  354. JMAX = ITEMP
  355. END IF
  356. END IF
  357. *
  358. * Case(2)
  359. * Equivalent to testing for
  360. * ABS( REAL( W( IMAX,KW-1 ) ) ).GE.ALPHA*ROWMAX
  361. * (used to handle NaN and Inf)
  362. *
  363. IF( .NOT.( ABS( REAL( A( IMAX, IMAX ) ) )
  364. $ .LT.ALPHA*ROWMAX ) ) THEN
  365. *
  366. * interchange rows and columns K and IMAX,
  367. * use 1-by-1 pivot block
  368. *
  369. KP = IMAX
  370. DONE = .TRUE.
  371. *
  372. * Case(3)
  373. * Equivalent to testing for ROWMAX.EQ.COLMAX,
  374. * (used to handle NaN and Inf)
  375. *
  376. ELSE IF( ( P.EQ.JMAX ) .OR. ( ROWMAX.LE.COLMAX ) )
  377. $ THEN
  378. *
  379. * interchange rows and columns K-1 and IMAX,
  380. * use 2-by-2 pivot block
  381. *
  382. KP = IMAX
  383. KSTEP = 2
  384. DONE = .TRUE.
  385. *
  386. * Case(4)
  387. ELSE
  388. *
  389. * Pivot not found: set params and repeat
  390. *
  391. P = IMAX
  392. COLMAX = ROWMAX
  393. IMAX = JMAX
  394. END IF
  395. *
  396. * END pivot search loop body
  397. *
  398. IF( .NOT.DONE ) GOTO 12
  399. *
  400. END IF
  401. *
  402. * END pivot search
  403. *
  404. * ============================================================
  405. *
  406. * KK is the column of A where pivoting step stopped
  407. *
  408. KK = K - KSTEP + 1
  409. *
  410. * For only a 2x2 pivot, interchange rows and columns K and P
  411. * in the leading submatrix A(1:k,1:k)
  412. *
  413. IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
  414. * (1) Swap columnar parts
  415. IF( P.GT.1 )
  416. $ CALL CSWAP( P-1, A( 1, K ), 1, A( 1, P ), 1 )
  417. * (2) Swap and conjugate middle parts
  418. DO 14 J = P + 1, K - 1
  419. T = CONJG( A( J, K ) )
  420. A( J, K ) = CONJG( A( P, J ) )
  421. A( P, J ) = T
  422. 14 CONTINUE
  423. * (3) Swap and conjugate corner elements at row-col intersection
  424. A( P, K ) = CONJG( A( P, K ) )
  425. * (4) Swap diagonal elements at row-col intersection
  426. R1 = REAL( A( K, K ) )
  427. A( K, K ) = REAL( A( P, P ) )
  428. A( P, P ) = R1
  429. END IF
  430. *
  431. * For both 1x1 and 2x2 pivots, interchange rows and
  432. * columns KK and KP in the leading submatrix A(1:k,1:k)
  433. *
  434. IF( KP.NE.KK ) THEN
  435. * (1) Swap columnar parts
  436. IF( KP.GT.1 )
  437. $ CALL CSWAP( KP-1, A( 1, KK ), 1, A( 1, KP ), 1 )
  438. * (2) Swap and conjugate middle parts
  439. DO 15 J = KP + 1, KK - 1
  440. T = CONJG( A( J, KK ) )
  441. A( J, KK ) = CONJG( A( KP, J ) )
  442. A( KP, J ) = T
  443. 15 CONTINUE
  444. * (3) Swap and conjugate corner elements at row-col intersection
  445. A( KP, KK ) = CONJG( A( KP, KK ) )
  446. * (4) Swap diagonal elements at row-col intersection
  447. R1 = REAL( A( KK, KK ) )
  448. A( KK, KK ) = REAL( A( KP, KP ) )
  449. A( KP, KP ) = R1
  450. *
  451. IF( KSTEP.EQ.2 ) THEN
  452. * (*) Make sure that diagonal element of pivot is real
  453. A( K, K ) = REAL( A( K, K ) )
  454. * (5) Swap row elements
  455. T = A( K-1, K )
  456. A( K-1, K ) = A( KP, K )
  457. A( KP, K ) = T
  458. END IF
  459. ELSE
  460. * (*) Make sure that diagonal element of pivot is real
  461. A( K, K ) = REAL( A( K, K ) )
  462. IF( KSTEP.EQ.2 )
  463. $ A( K-1, K-1 ) = REAL( A( K-1, K-1 ) )
  464. END IF
  465. *
  466. * Update the leading submatrix
  467. *
  468. IF( KSTEP.EQ.1 ) THEN
  469. *
  470. * 1-by-1 pivot block D(k): column k now holds
  471. *
  472. * W(k) = U(k)*D(k)
  473. *
  474. * where U(k) is the k-th column of U
  475. *
  476. IF( K.GT.1 ) THEN
  477. *
  478. * Perform a rank-1 update of A(1:k-1,1:k-1) and
  479. * store U(k) in column k
  480. *
  481. IF( ABS( REAL( A( K, K ) ) ).GE.SFMIN ) THEN
  482. *
  483. * Perform a rank-1 update of A(1:k-1,1:k-1) as
  484. * A := A - U(k)*D(k)*U(k)**T
  485. * = A - W(k)*1/D(k)*W(k)**T
  486. *
  487. D11 = ONE / REAL( A( K, K ) )
  488. CALL CHER( UPLO, K-1, -D11, A( 1, K ), 1, A, LDA )
  489. *
  490. * Store U(k) in column k
  491. *
  492. CALL CSSCAL( K-1, D11, A( 1, K ), 1 )
  493. ELSE
  494. *
  495. * Store L(k) in column K
  496. *
  497. D11 = REAL( A( K, K ) )
  498. DO 16 II = 1, K - 1
  499. A( II, K ) = A( II, K ) / D11
  500. 16 CONTINUE
  501. *
  502. * Perform a rank-1 update of A(k+1:n,k+1:n) as
  503. * A := A - U(k)*D(k)*U(k)**T
  504. * = A - W(k)*(1/D(k))*W(k)**T
  505. * = A - (W(k)/D(k))*(D(k))*(W(k)/D(K))**T
  506. *
  507. CALL CHER( UPLO, K-1, -D11, A( 1, K ), 1, A, LDA )
  508. END IF
  509. END IF
  510. *
  511. ELSE
  512. *
  513. * 2-by-2 pivot block D(k): columns k and k-1 now hold
  514. *
  515. * ( W(k-1) W(k) ) = ( U(k-1) U(k) )*D(k)
  516. *
  517. * where U(k) and U(k-1) are the k-th and (k-1)-th columns
  518. * of U
  519. *
  520. * Perform a rank-2 update of A(1:k-2,1:k-2) as
  521. *
  522. * A := A - ( U(k-1) U(k) )*D(k)*( U(k-1) U(k) )**T
  523. * = A - ( ( A(k-1)A(k) )*inv(D(k)) ) * ( A(k-1)A(k) )**T
  524. *
  525. * and store L(k) and L(k+1) in columns k and k+1
  526. *
  527. IF( K.GT.2 ) THEN
  528. * D = |A12|
  529. D = SLAPY2( REAL( A( K-1, K ) ),
  530. $ AIMAG( A( K-1, K ) ) )
  531. D11 = REAL( A( K, K ) / D )
  532. D22 = REAL( A( K-1, K-1 ) / D )
  533. D12 = A( K-1, K ) / D
  534. TT = ONE / ( D11*D22-ONE )
  535. *
  536. DO 30 J = K - 2, 1, -1
  537. *
  538. * Compute D21 * ( W(k)W(k+1) ) * inv(D(k)) for row J
  539. *
  540. WKM1 = TT*( D11*A( J, K-1 )-CONJG( D12 )*
  541. $ A( J, K ) )
  542. WK = TT*( D22*A( J, K )-D12*A( J, K-1 ) )
  543. *
  544. * Perform a rank-2 update of A(1:k-2,1:k-2)
  545. *
  546. DO 20 I = J, 1, -1
  547. A( I, J ) = A( I, J ) -
  548. $ ( A( I, K ) / D )*CONJG( WK ) -
  549. $ ( A( I, K-1 ) / D )*CONJG( WKM1 )
  550. 20 CONTINUE
  551. *
  552. * Store U(k) and U(k-1) in cols k and k-1 for row J
  553. *
  554. A( J, K ) = WK / D
  555. A( J, K-1 ) = WKM1 / D
  556. * (*) Make sure that diagonal element of pivot is real
  557. A( J, J ) = CMPLX( REAL( A( J, J ) ), ZERO )
  558. *
  559. 30 CONTINUE
  560. *
  561. END IF
  562. *
  563. END IF
  564. *
  565. END IF
  566. *
  567. * Store details of the interchanges in IPIV
  568. *
  569. IF( KSTEP.EQ.1 ) THEN
  570. IPIV( K ) = KP
  571. ELSE
  572. IPIV( K ) = -P
  573. IPIV( K-1 ) = -KP
  574. END IF
  575. *
  576. * Decrease K and return to the start of the main loop
  577. *
  578. K = K - KSTEP
  579. GO TO 10
  580. *
  581. ELSE
  582. *
  583. * Factorize A as L*D*L**H using the lower triangle of A
  584. *
  585. * K is the main loop index, increasing from 1 to N in steps of
  586. * 1 or 2
  587. *
  588. K = 1
  589. 40 CONTINUE
  590. *
  591. * If K > N, exit from loop
  592. *
  593. IF( K.GT.N )
  594. $ GO TO 70
  595. KSTEP = 1
  596. P = K
  597. *
  598. * Determine rows and columns to be interchanged and whether
  599. * a 1-by-1 or 2-by-2 pivot block will be used
  600. *
  601. ABSAKK = ABS( REAL( A( K, K ) ) )
  602. *
  603. * IMAX is the row-index of the largest off-diagonal element in
  604. * column K, and COLMAX is its absolute value.
  605. * Determine both COLMAX and IMAX.
  606. *
  607. IF( K.LT.N ) THEN
  608. IMAX = K + ICAMAX( N-K, A( K+1, K ), 1 )
  609. COLMAX = CABS1( A( IMAX, K ) )
  610. ELSE
  611. COLMAX = ZERO
  612. END IF
  613. *
  614. IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
  615. *
  616. * Column K is zero or underflow: set INFO and continue
  617. *
  618. IF( INFO.EQ.0 )
  619. $ INFO = K
  620. KP = K
  621. A( K, K ) = REAL( A( K, K ) )
  622. ELSE
  623. *
  624. * ============================================================
  625. *
  626. * BEGIN pivot search
  627. *
  628. * Case(1)
  629. * Equivalent to testing for ABSAKK.GE.ALPHA*COLMAX
  630. * (used to handle NaN and Inf)
  631. *
  632. IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN
  633. *
  634. * no interchange, use 1-by-1 pivot block
  635. *
  636. KP = K
  637. *
  638. ELSE
  639. *
  640. DONE = .FALSE.
  641. *
  642. * Loop until pivot found
  643. *
  644. 42 CONTINUE
  645. *
  646. * BEGIN pivot search loop body
  647. *
  648. *
  649. * JMAX is the column-index of the largest off-diagonal
  650. * element in row IMAX, and ROWMAX is its absolute value.
  651. * Determine both ROWMAX and JMAX.
  652. *
  653. IF( IMAX.NE.K ) THEN
  654. JMAX = K - 1 + ICAMAX( IMAX-K, A( IMAX, K ), LDA )
  655. ROWMAX = CABS1( A( IMAX, JMAX ) )
  656. ELSE
  657. ROWMAX = ZERO
  658. END IF
  659. *
  660. IF( IMAX.LT.N ) THEN
  661. ITEMP = IMAX + ICAMAX( N-IMAX, A( IMAX+1, IMAX ),
  662. $ 1 )
  663. STEMP = CABS1( A( ITEMP, IMAX ) )
  664. IF( STEMP.GT.ROWMAX ) THEN
  665. ROWMAX = STEMP
  666. JMAX = ITEMP
  667. END IF
  668. END IF
  669. *
  670. * Case(2)
  671. * Equivalent to testing for
  672. * ABS( REAL( W( IMAX,KW-1 ) ) ).GE.ALPHA*ROWMAX
  673. * (used to handle NaN and Inf)
  674. *
  675. IF( .NOT.( ABS( REAL( A( IMAX, IMAX ) ) )
  676. $ .LT.ALPHA*ROWMAX ) ) THEN
  677. *
  678. * interchange rows and columns K and IMAX,
  679. * use 1-by-1 pivot block
  680. *
  681. KP = IMAX
  682. DONE = .TRUE.
  683. *
  684. * Case(3)
  685. * Equivalent to testing for ROWMAX.EQ.COLMAX,
  686. * (used to handle NaN and Inf)
  687. *
  688. ELSE IF( ( P.EQ.JMAX ) .OR. ( ROWMAX.LE.COLMAX ) )
  689. $ THEN
  690. *
  691. * interchange rows and columns K+1 and IMAX,
  692. * use 2-by-2 pivot block
  693. *
  694. KP = IMAX
  695. KSTEP = 2
  696. DONE = .TRUE.
  697. *
  698. * Case(4)
  699. ELSE
  700. *
  701. * Pivot not found: set params and repeat
  702. *
  703. P = IMAX
  704. COLMAX = ROWMAX
  705. IMAX = JMAX
  706. END IF
  707. *
  708. *
  709. * END pivot search loop body
  710. *
  711. IF( .NOT.DONE ) GOTO 42
  712. *
  713. END IF
  714. *
  715. * END pivot search
  716. *
  717. * ============================================================
  718. *
  719. * KK is the column of A where pivoting step stopped
  720. *
  721. KK = K + KSTEP - 1
  722. *
  723. * For only a 2x2 pivot, interchange rows and columns K and P
  724. * in the trailing submatrix A(k:n,k:n)
  725. *
  726. IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
  727. * (1) Swap columnar parts
  728. IF( P.LT.N )
  729. $ CALL CSWAP( N-P, A( P+1, K ), 1, A( P+1, P ), 1 )
  730. * (2) Swap and conjugate middle parts
  731. DO 44 J = K + 1, P - 1
  732. T = CONJG( A( J, K ) )
  733. A( J, K ) = CONJG( A( P, J ) )
  734. A( P, J ) = T
  735. 44 CONTINUE
  736. * (3) Swap and conjugate corner elements at row-col intersection
  737. A( P, K ) = CONJG( A( P, K ) )
  738. * (4) Swap diagonal elements at row-col intersection
  739. R1 = REAL( A( K, K ) )
  740. A( K, K ) = REAL( A( P, P ) )
  741. A( P, P ) = R1
  742. END IF
  743. *
  744. * For both 1x1 and 2x2 pivots, interchange rows and
  745. * columns KK and KP in the trailing submatrix A(k:n,k:n)
  746. *
  747. IF( KP.NE.KK ) THEN
  748. * (1) Swap columnar parts
  749. IF( KP.LT.N )
  750. $ CALL CSWAP( N-KP, A( KP+1, KK ), 1, A( KP+1, KP ), 1 )
  751. * (2) Swap and conjugate middle parts
  752. DO 45 J = KK + 1, KP - 1
  753. T = CONJG( A( J, KK ) )
  754. A( J, KK ) = CONJG( A( KP, J ) )
  755. A( KP, J ) = T
  756. 45 CONTINUE
  757. * (3) Swap and conjugate corner elements at row-col intersection
  758. A( KP, KK ) = CONJG( A( KP, KK ) )
  759. * (4) Swap diagonal elements at row-col intersection
  760. R1 = REAL( A( KK, KK ) )
  761. A( KK, KK ) = REAL( A( KP, KP ) )
  762. A( KP, KP ) = R1
  763. *
  764. IF( KSTEP.EQ.2 ) THEN
  765. * (*) Make sure that diagonal element of pivot is real
  766. A( K, K ) = REAL( A( K, K ) )
  767. * (5) Swap row elements
  768. T = A( K+1, K )
  769. A( K+1, K ) = A( KP, K )
  770. A( KP, K ) = T
  771. END IF
  772. ELSE
  773. * (*) Make sure that diagonal element of pivot is real
  774. A( K, K ) = REAL( A( K, K ) )
  775. IF( KSTEP.EQ.2 )
  776. $ A( K+1, K+1 ) = REAL( A( K+1, K+1 ) )
  777. END IF
  778. *
  779. * Update the trailing submatrix
  780. *
  781. IF( KSTEP.EQ.1 ) THEN
  782. *
  783. * 1-by-1 pivot block D(k): column k of A now holds
  784. *
  785. * W(k) = L(k)*D(k),
  786. *
  787. * where L(k) is the k-th column of L
  788. *
  789. IF( K.LT.N ) THEN
  790. *
  791. * Perform a rank-1 update of A(k+1:n,k+1:n) and
  792. * store L(k) in column k
  793. *
  794. * Handle division by a small number
  795. *
  796. IF( ABS( REAL( A( K, K ) ) ).GE.SFMIN ) THEN
  797. *
  798. * Perform a rank-1 update of A(k+1:n,k+1:n) as
  799. * A := A - L(k)*D(k)*L(k)**T
  800. * = A - W(k)*(1/D(k))*W(k)**T
  801. *
  802. D11 = ONE / REAL( A( K, K ) )
  803. CALL CHER( UPLO, N-K, -D11, A( K+1, K ), 1,
  804. $ A( K+1, K+1 ), LDA )
  805. *
  806. * Store L(k) in column k
  807. *
  808. CALL CSSCAL( N-K, D11, A( K+1, K ), 1 )
  809. ELSE
  810. *
  811. * Store L(k) in column k
  812. *
  813. D11 = REAL( A( K, K ) )
  814. DO 46 II = K + 1, N
  815. A( II, K ) = A( II, K ) / D11
  816. 46 CONTINUE
  817. *
  818. * Perform a rank-1 update of A(k+1:n,k+1:n) as
  819. * A := A - L(k)*D(k)*L(k)**T
  820. * = A - W(k)*(1/D(k))*W(k)**T
  821. * = A - (W(k)/D(k))*(D(k))*(W(k)/D(K))**T
  822. *
  823. CALL CHER( UPLO, N-K, -D11, A( K+1, K ), 1,
  824. $ A( K+1, K+1 ), LDA )
  825. END IF
  826. END IF
  827. *
  828. ELSE
  829. *
  830. * 2-by-2 pivot block D(k): columns k and k+1 now hold
  831. *
  832. * ( W(k) W(k+1) ) = ( L(k) L(k+1) )*D(k)
  833. *
  834. * where L(k) and L(k+1) are the k-th and (k+1)-th columns
  835. * of L
  836. *
  837. *
  838. * Perform a rank-2 update of A(k+2:n,k+2:n) as
  839. *
  840. * A := A - ( L(k) L(k+1) ) * D(k) * ( L(k) L(k+1) )**T
  841. * = A - ( ( A(k)A(k+1) )*inv(D(k) ) * ( A(k)A(k+1) )**T
  842. *
  843. * and store L(k) and L(k+1) in columns k and k+1
  844. *
  845. IF( K.LT.N-1 ) THEN
  846. * D = |A21|
  847. D = SLAPY2( REAL( A( K+1, K ) ),
  848. $ AIMAG( A( K+1, K ) ) )
  849. D11 = REAL( A( K+1, K+1 ) ) / D
  850. D22 = REAL( A( K, K ) ) / D
  851. D21 = A( K+1, K ) / D
  852. TT = ONE / ( D11*D22-ONE )
  853. *
  854. DO 60 J = K + 2, N
  855. *
  856. * Compute D21 * ( W(k)W(k+1) ) * inv(D(k)) for row J
  857. *
  858. WK = TT*( D11*A( J, K )-D21*A( J, K+1 ) )
  859. WKP1 = TT*( D22*A( J, K+1 )-CONJG( D21 )*
  860. $ A( J, K ) )
  861. *
  862. * Perform a rank-2 update of A(k+2:n,k+2:n)
  863. *
  864. DO 50 I = J, N
  865. A( I, J ) = A( I, J ) -
  866. $ ( A( I, K ) / D )*CONJG( WK ) -
  867. $ ( A( I, K+1 ) / D )*CONJG( WKP1 )
  868. 50 CONTINUE
  869. *
  870. * Store L(k) and L(k+1) in cols k and k+1 for row J
  871. *
  872. A( J, K ) = WK / D
  873. A( J, K+1 ) = WKP1 / D
  874. * (*) Make sure that diagonal element of pivot is real
  875. A( J, J ) = CMPLX( REAL( A( J, J ) ), ZERO )
  876. *
  877. 60 CONTINUE
  878. *
  879. END IF
  880. *
  881. END IF
  882. *
  883. END IF
  884. *
  885. * Store details of the interchanges in IPIV
  886. *
  887. IF( KSTEP.EQ.1 ) THEN
  888. IPIV( K ) = KP
  889. ELSE
  890. IPIV( K ) = -P
  891. IPIV( K+1 ) = -KP
  892. END IF
  893. *
  894. * Increase K and return to the start of the main loop
  895. *
  896. K = K + KSTEP
  897. GO TO 40
  898. *
  899. END IF
  900. *
  901. 70 CONTINUE
  902. *
  903. RETURN
  904. *
  905. * End of CHETF2_ROOK
  906. *
  907. END