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zhesv_rook.f 9.4 kB

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  1. *> \brief \b ZHESV_ROOK computes the solution to a system of linear equations A * X = B for HE matrices using the bounded Bunch-Kaufman ("rook") diagonal pivoting method
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZHESV_ROOK + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhesv_rook.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhesv_rook.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhesv_rook.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZHESV_ROOK( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK,
  22. * LWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER UPLO
  26. * INTEGER INFO, LDA, LDB, LWORK, 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. *> ZHESV_ROOK computes the solution to a complex system of linear equations
  40. *> A * X = B,
  41. *> where A is an N-by-N Hermitian matrix and X and B are N-by-NRHS
  42. *> matrices.
  43. *>
  44. *> The bounded Bunch-Kaufman ("rook") diagonal pivoting method is used
  45. *> to factor A as
  46. *> A = U * D * U**T, if UPLO = 'U', or
  47. *> A = L * D * L**T, if UPLO = 'L',
  48. *> where U (or L) is a product of permutation and unit upper (lower)
  49. *> triangular matrices, and D is Hermitian and block diagonal with
  50. *> 1-by-1 and 2-by-2 diagonal blocks.
  51. *>
  52. *> ZHETRF_ROOK is called to compute the factorization of a complex
  53. *> Hermition matrix A using the bounded Bunch-Kaufman ("rook") diagonal
  54. *> pivoting method.
  55. *>
  56. *> The factored form of A is then used to solve the system
  57. *> of equations A * X = B by calling ZHETRS_ROOK (uses BLAS 2).
  58. *> \endverbatim
  59. *
  60. * Arguments:
  61. * ==========
  62. *
  63. *> \param[in] UPLO
  64. *> \verbatim
  65. *> UPLO is CHARACTER*1
  66. *> = 'U': Upper triangle of A is stored;
  67. *> = 'L': Lower triangle of A is stored.
  68. *> \endverbatim
  69. *>
  70. *> \param[in] N
  71. *> \verbatim
  72. *> N is INTEGER
  73. *> The number of linear equations, i.e., the order of the
  74. *> matrix A. N >= 0.
  75. *> \endverbatim
  76. *>
  77. *> \param[in] NRHS
  78. *> \verbatim
  79. *> NRHS is INTEGER
  80. *> The number of right hand sides, i.e., the number of columns
  81. *> of the matrix B. NRHS >= 0.
  82. *> \endverbatim
  83. *>
  84. *> \param[in,out] A
  85. *> \verbatim
  86. *> A is COMPLEX*16 array, dimension (LDA,N)
  87. *> On entry, the Hermitian matrix A. If UPLO = 'U', the leading
  88. *> N-by-N upper triangular part of A contains the upper
  89. *> triangular part of the matrix A, and the strictly lower
  90. *> triangular part of A is not referenced. If UPLO = 'L', the
  91. *> leading N-by-N lower triangular part of A contains the lower
  92. *> triangular part of the matrix A, and the strictly upper
  93. *> triangular part of A is not referenced.
  94. *>
  95. *> On exit, if INFO = 0, the block diagonal matrix D and the
  96. *> multipliers used to obtain the factor U or L from the
  97. *> factorization A = U*D*U**H or A = L*D*L**H as computed by
  98. *> ZHETRF_ROOK.
  99. *> \endverbatim
  100. *>
  101. *> \param[in] LDA
  102. *> \verbatim
  103. *> LDA is INTEGER
  104. *> The leading dimension of the array A. LDA >= max(1,N).
  105. *> \endverbatim
  106. *>
  107. *> \param[out] IPIV
  108. *> \verbatim
  109. *> IPIV is INTEGER array, dimension (N)
  110. *> Details of the interchanges and the block structure of D.
  111. *>
  112. *> If UPLO = 'U':
  113. *> Only the last KB elements of IPIV are set.
  114. *>
  115. *> If IPIV(k) > 0, then rows and columns k and IPIV(k) were
  116. *> interchanged and D(k,k) is a 1-by-1 diagonal block.
  117. *>
  118. *> If IPIV(k) < 0 and IPIV(k-1) < 0, then rows and
  119. *> columns k and -IPIV(k) were interchanged and rows and
  120. *> columns k-1 and -IPIV(k-1) were inerchaged,
  121. *> D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
  122. *>
  123. *> If UPLO = 'L':
  124. *> Only the first KB elements of IPIV are set.
  125. *>
  126. *> If IPIV(k) > 0, then rows and columns k and IPIV(k)
  127. *> were interchanged and D(k,k) is a 1-by-1 diagonal block.
  128. *>
  129. *> If IPIV(k) < 0 and IPIV(k+1) < 0, then rows and
  130. *> columns k and -IPIV(k) were interchanged and rows and
  131. *> columns k+1 and -IPIV(k+1) were inerchaged,
  132. *> D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
  133. *> \endverbatim
  134. *>
  135. *> \param[in,out] B
  136. *> \verbatim
  137. *> B is COMPLEX*16 array, dimension (LDB,NRHS)
  138. *> On entry, the N-by-NRHS right hand side matrix B.
  139. *> On exit, if INFO = 0, the N-by-NRHS solution matrix X.
  140. *> \endverbatim
  141. *>
  142. *> \param[in] LDB
  143. *> \verbatim
  144. *> LDB is INTEGER
  145. *> The leading dimension of the array B. LDB >= max(1,N).
  146. *> \endverbatim
  147. *>
  148. *> \param[out] WORK
  149. *> \verbatim
  150. *> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
  151. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  152. *> \endverbatim
  153. *>
  154. *> \param[in] LWORK
  155. *> \verbatim
  156. *> LWORK is INTEGER
  157. *> The length of WORK. LWORK >= 1, and for best performance
  158. *> LWORK >= max(1,N*NB), where NB is the optimal blocksize for
  159. *> ZHETRF_ROOK.
  160. *> for LWORK < N, TRS will be done with Level BLAS 2
  161. *> for LWORK >= N, TRS will be done with Level BLAS 3
  162. *>
  163. *> If LWORK = -1, then a workspace query is assumed; the routine
  164. *> only calculates the optimal size of the WORK array, returns
  165. *> this value as the first entry of the WORK array, and no error
  166. *> message related to LWORK is issued by XERBLA.
  167. *> \endverbatim
  168. *>
  169. *> \param[out] INFO
  170. *> \verbatim
  171. *> INFO is INTEGER
  172. *> = 0: successful exit
  173. *> < 0: if INFO = -i, the i-th argument had an illegal value
  174. *> > 0: if INFO = i, D(i,i) is exactly zero. The factorization
  175. *> has been completed, but the block diagonal matrix D is
  176. *> exactly singular, so the solution could not be computed.
  177. *> \endverbatim
  178. *
  179. * Authors:
  180. * ========
  181. *
  182. *> \author Univ. of Tennessee
  183. *> \author Univ. of California Berkeley
  184. *> \author Univ. of Colorado Denver
  185. *> \author NAG Ltd.
  186. *
  187. *> \ingroup complex16HEsolve
  188. *>
  189. *> \verbatim
  190. *>
  191. *> November 2013, Igor Kozachenko,
  192. *> Computer Science Division,
  193. *> University of California, Berkeley
  194. *>
  195. *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
  196. *> School of Mathematics,
  197. *> University of Manchester
  198. *>
  199. *> \endverbatim
  200. *
  201. *
  202. * =====================================================================
  203. SUBROUTINE ZHESV_ROOK( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK,
  204. $ LWORK, INFO )
  205. *
  206. * -- LAPACK driver routine --
  207. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  208. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  209. *
  210. * .. Scalar Arguments ..
  211. CHARACTER UPLO
  212. INTEGER INFO, LDA, LDB, LWORK, N, NRHS
  213. * ..
  214. * .. Array Arguments ..
  215. INTEGER IPIV( * )
  216. COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( * )
  217. * ..
  218. *
  219. * =====================================================================
  220. *
  221. * .. Local Scalars ..
  222. LOGICAL LQUERY
  223. INTEGER LWKOPT, NB
  224. * ..
  225. * .. External Functions ..
  226. LOGICAL LSAME
  227. INTEGER ILAENV
  228. EXTERNAL LSAME, ILAENV
  229. * ..
  230. * .. External Subroutines ..
  231. EXTERNAL XERBLA, ZHETRF_ROOK, ZHETRS_ROOK
  232. * ..
  233. * .. Intrinsic Functions ..
  234. INTRINSIC MAX
  235. * ..
  236. * .. Executable Statements ..
  237. *
  238. * Test the input parameters.
  239. *
  240. INFO = 0
  241. LQUERY = ( LWORK.EQ.-1 )
  242. IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  243. INFO = -1
  244. ELSE IF( N.LT.0 ) THEN
  245. INFO = -2
  246. ELSE IF( NRHS.LT.0 ) THEN
  247. INFO = -3
  248. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  249. INFO = -5
  250. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  251. INFO = -8
  252. ELSE IF( LWORK.LT.1 .AND. .NOT.LQUERY ) THEN
  253. INFO = -10
  254. END IF
  255. *
  256. IF( INFO.EQ.0 ) THEN
  257. IF( N.EQ.0 ) THEN
  258. LWKOPT = 1
  259. ELSE
  260. NB = ILAENV( 1, 'ZHETRF_ROOK', UPLO, N, -1, -1, -1 )
  261. LWKOPT = N*NB
  262. END IF
  263. WORK( 1 ) = LWKOPT
  264. END IF
  265. *
  266. IF( INFO.NE.0 ) THEN
  267. CALL XERBLA( 'ZHESV_ROOK ', -INFO )
  268. RETURN
  269. ELSE IF( LQUERY ) THEN
  270. RETURN
  271. END IF
  272. *
  273. * Compute the factorization A = U*D*U**H or A = L*D*L**H.
  274. *
  275. CALL ZHETRF_ROOK( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
  276. IF( INFO.EQ.0 ) THEN
  277. *
  278. * Solve the system A*X = B, overwriting B with X.
  279. *
  280. * Solve with TRS ( Use Level BLAS 2)
  281. *
  282. CALL ZHETRS_ROOK( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO )
  283. *
  284. END IF
  285. *
  286. WORK( 1 ) = LWKOPT
  287. *
  288. RETURN
  289. *
  290. * End of ZHESV_ROOK
  291. *
  292. END