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clahef.f 32 kB

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  1. *> \brief \b CLAHEF computes a partial factorization of a complex Hermitian indefinite matrix using the Bunch-Kaufman diagonal pivoting method (blocked algorithm, calling Level 3 BLAS).
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CLAHEF + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/clahef.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/clahef.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/clahef.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CLAHEF( UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER INFO, KB, LDA, LDW, N, NB
  26. * ..
  27. * .. Array Arguments ..
  28. * INTEGER IPIV( * )
  29. * COMPLEX A( LDA, * ), W( LDW, * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> CLAHEF computes a partial factorization of a complex Hermitian
  39. *> matrix A using the Bunch-Kaufman diagonal pivoting method. The
  40. *> partial factorization has the form:
  41. *>
  42. *> A = ( I U12 ) ( A11 0 ) ( I 0 ) if UPLO = 'U', or:
  43. *> ( 0 U22 ) ( 0 D ) ( U12**H U22**H )
  44. *>
  45. *> A = ( L11 0 ) ( D 0 ) ( L11**H L21**H ) if UPLO = 'L'
  46. *> ( L21 I ) ( 0 A22 ) ( 0 I )
  47. *>
  48. *> where the order of D is at most NB. The actual order is returned in
  49. *> the argument KB, and is either NB or NB-1, or N if N <= NB.
  50. *> Note that U**H denotes the conjugate transpose of U.
  51. *>
  52. *> CLAHEF is an auxiliary routine called by CHETRF. It uses blocked code
  53. *> (calling Level 3 BLAS) to update the submatrix A11 (if UPLO = 'U') or
  54. *> A22 (if UPLO = 'L').
  55. *> \endverbatim
  56. *
  57. * Arguments:
  58. * ==========
  59. *
  60. *> \param[in] UPLO
  61. *> \verbatim
  62. *> UPLO is CHARACTER*1
  63. *> Specifies whether the upper or lower triangular part of the
  64. *> Hermitian matrix A is stored:
  65. *> = 'U': Upper triangular
  66. *> = 'L': Lower triangular
  67. *> \endverbatim
  68. *>
  69. *> \param[in] N
  70. *> \verbatim
  71. *> N is INTEGER
  72. *> The order of the matrix A. N >= 0.
  73. *> \endverbatim
  74. *>
  75. *> \param[in] NB
  76. *> \verbatim
  77. *> NB is INTEGER
  78. *> The maximum number of columns of the matrix A that should be
  79. *> factored. NB should be at least 2 to allow for 2-by-2 pivot
  80. *> blocks.
  81. *> \endverbatim
  82. *>
  83. *> \param[out] KB
  84. *> \verbatim
  85. *> KB is INTEGER
  86. *> The number of columns of A that were actually factored.
  87. *> KB is either NB-1 or NB, or N if N <= NB.
  88. *> \endverbatim
  89. *>
  90. *> \param[in,out] A
  91. *> \verbatim
  92. *> A is COMPLEX array, dimension (LDA,N)
  93. *> On entry, the Hermitian matrix A. If UPLO = 'U', the leading
  94. *> n-by-n upper triangular part of A contains the upper
  95. *> triangular part of the matrix A, and the strictly lower
  96. *> triangular part of A is not referenced. If UPLO = 'L', the
  97. *> leading n-by-n lower triangular part of A contains the lower
  98. *> triangular part of the matrix A, and the strictly upper
  99. *> triangular part of A is not referenced.
  100. *> On exit, A contains details of the partial factorization.
  101. *> \endverbatim
  102. *>
  103. *> \param[in] LDA
  104. *> \verbatim
  105. *> LDA is INTEGER
  106. *> The leading dimension of the array A. LDA >= max(1,N).
  107. *> \endverbatim
  108. *>
  109. *> \param[out] IPIV
  110. *> \verbatim
  111. *> IPIV is INTEGER array, dimension (N)
  112. *> Details of the interchanges and the block structure of D.
  113. *>
  114. *> If UPLO = 'U':
  115. *> Only the last KB elements of IPIV are set.
  116. *>
  117. *> If IPIV(k) > 0, then rows and columns k and IPIV(k) were
  118. *> interchanged and D(k,k) is a 1-by-1 diagonal block.
  119. *>
  120. *> If IPIV(k) = IPIV(k-1) < 0, then rows and columns
  121. *> k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
  122. *> is a 2-by-2 diagonal block.
  123. *>
  124. *> If UPLO = 'L':
  125. *> Only the first KB elements of IPIV are set.
  126. *>
  127. *> If IPIV(k) > 0, then rows and columns k and IPIV(k) were
  128. *> interchanged and D(k,k) is a 1-by-1 diagonal block.
  129. *>
  130. *> If IPIV(k) = IPIV(k+1) < 0, then rows and columns
  131. *> k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1)
  132. *> is a 2-by-2 diagonal block.
  133. *> \endverbatim
  134. *>
  135. *> \param[out] W
  136. *> \verbatim
  137. *> W is COMPLEX array, dimension (LDW,NB)
  138. *> \endverbatim
  139. *>
  140. *> \param[in] LDW
  141. *> \verbatim
  142. *> LDW is INTEGER
  143. *> The leading dimension of the array W. LDW >= max(1,N).
  144. *> \endverbatim
  145. *>
  146. *> \param[out] INFO
  147. *> \verbatim
  148. *> INFO is INTEGER
  149. *> = 0: successful exit
  150. *> > 0: if INFO = k, D(k,k) is exactly zero. The factorization
  151. *> has been completed, but the block diagonal matrix D is
  152. *> exactly singular.
  153. *> \endverbatim
  154. *
  155. * Authors:
  156. * ========
  157. *
  158. *> \author Univ. of Tennessee
  159. *> \author Univ. of California Berkeley
  160. *> \author Univ. of Colorado Denver
  161. *> \author NAG Ltd.
  162. *
  163. *> \date November 2013
  164. *
  165. *> \ingroup complexHEcomputational
  166. *
  167. *> \par Contributors:
  168. * ==================
  169. *>
  170. *> \verbatim
  171. *>
  172. *> November 2013, Igor Kozachenko,
  173. *> Computer Science Division,
  174. *> University of California, Berkeley
  175. *> \endverbatim
  176. *
  177. * =====================================================================
  178. SUBROUTINE CLAHEF( UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO )
  179. *
  180. * -- LAPACK computational routine (version 3.5.0) --
  181. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  182. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  183. * November 2013
  184. *
  185. * .. Scalar Arguments ..
  186. CHARACTER UPLO
  187. INTEGER INFO, KB, LDA, LDW, N, NB
  188. * ..
  189. * .. Array Arguments ..
  190. INTEGER IPIV( * )
  191. COMPLEX A( LDA, * ), W( LDW, * )
  192. * ..
  193. *
  194. * =====================================================================
  195. *
  196. * .. Parameters ..
  197. REAL ZERO, ONE
  198. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  199. COMPLEX CONE
  200. PARAMETER ( CONE = ( 1.0E+0, 0.0E+0 ) )
  201. REAL EIGHT, SEVTEN
  202. PARAMETER ( EIGHT = 8.0E+0, SEVTEN = 17.0E+0 )
  203. * ..
  204. * .. Local Scalars ..
  205. INTEGER IMAX, J, JB, JJ, JMAX, JP, K, KK, KKW, KP,
  206. $ KSTEP, KW
  207. REAL ABSAKK, ALPHA, COLMAX, R1, ROWMAX, T
  208. COMPLEX D11, D21, D22, Z
  209. * ..
  210. * .. External Functions ..
  211. LOGICAL LSAME
  212. INTEGER ICAMAX
  213. EXTERNAL LSAME, ICAMAX
  214. * ..
  215. * .. External Subroutines ..
  216. EXTERNAL CCOPY, CGEMM, CGEMV, CLACGV, CSSCAL, CSWAP
  217. * ..
  218. * .. Intrinsic Functions ..
  219. INTRINSIC ABS, AIMAG, CONJG, MAX, MIN, REAL, SQRT
  220. * ..
  221. * .. Statement Functions ..
  222. REAL CABS1
  223. * ..
  224. * .. Statement Function definitions ..
  225. CABS1( Z ) = ABS( REAL( Z ) ) + ABS( AIMAG( Z ) )
  226. * ..
  227. * .. Executable Statements ..
  228. *
  229. INFO = 0
  230. *
  231. * Initialize ALPHA for use in choosing pivot block size.
  232. *
  233. ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
  234. *
  235. IF( LSAME( UPLO, 'U' ) ) THEN
  236. *
  237. * Factorize the trailing columns of A using the upper triangle
  238. * of A and working backwards, and compute the matrix W = U12*D
  239. * for use in updating A11 (note that conjg(W) is actually stored)
  240. *
  241. * K is the main loop index, decreasing from N in steps of 1 or 2
  242. *
  243. K = N
  244. 10 CONTINUE
  245. *
  246. * KW is the column of W which corresponds to column K of A
  247. *
  248. KW = NB + K - N
  249. *
  250. * Exit from loop
  251. *
  252. IF( ( K.LE.N-NB+1 .AND. NB.LT.N ) .OR. K.LT.1 )
  253. $ GO TO 30
  254. *
  255. KSTEP = 1
  256. *
  257. * Copy column K of A to column KW of W and update it
  258. *
  259. CALL CCOPY( K-1, A( 1, K ), 1, W( 1, KW ), 1 )
  260. W( K, KW ) = REAL( A( K, K ) )
  261. IF( K.LT.N ) THEN
  262. CALL CGEMV( 'No transpose', K, N-K, -CONE, A( 1, K+1 ), LDA,
  263. $ W( K, KW+1 ), LDW, CONE, W( 1, KW ), 1 )
  264. W( K, KW ) = REAL( W( K, KW ) )
  265. END IF
  266. *
  267. * Determine rows and columns to be interchanged and whether
  268. * a 1-by-1 or 2-by-2 pivot block will be used
  269. *
  270. ABSAKK = ABS( REAL( W( K, KW ) ) )
  271. *
  272. * IMAX is the row-index of the largest off-diagonal element in
  273. * column K, and COLMAX is its absolute value.
  274. * Determine both COLMAX and IMAX.
  275. *
  276. IF( K.GT.1 ) THEN
  277. IMAX = ICAMAX( K-1, W( 1, KW ), 1 )
  278. COLMAX = CABS1( W( IMAX, KW ) )
  279. ELSE
  280. COLMAX = ZERO
  281. END IF
  282. *
  283. IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
  284. *
  285. * Column K is zero or underflow: set INFO and continue
  286. *
  287. IF( INFO.EQ.0 )
  288. $ INFO = K
  289. KP = K
  290. A( K, K ) = REAL( A( K, K ) )
  291. ELSE
  292. *
  293. * ============================================================
  294. *
  295. * BEGIN pivot search
  296. *
  297. * Case(1)
  298. IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
  299. *
  300. * no interchange, use 1-by-1 pivot block
  301. *
  302. KP = K
  303. ELSE
  304. *
  305. * BEGIN pivot search along IMAX row
  306. *
  307. *
  308. * Copy column IMAX to column KW-1 of W and update it
  309. *
  310. CALL CCOPY( IMAX-1, A( 1, IMAX ), 1, W( 1, KW-1 ), 1 )
  311. W( IMAX, KW-1 ) = REAL( A( IMAX, IMAX ) )
  312. CALL CCOPY( K-IMAX, A( IMAX, IMAX+1 ), LDA,
  313. $ W( IMAX+1, KW-1 ), 1 )
  314. CALL CLACGV( K-IMAX, W( IMAX+1, KW-1 ), 1 )
  315. IF( K.LT.N ) THEN
  316. CALL CGEMV( 'No transpose', K, N-K, -CONE,
  317. $ A( 1, K+1 ), LDA, W( IMAX, KW+1 ), LDW,
  318. $ CONE, W( 1, KW-1 ), 1 )
  319. W( IMAX, KW-1 ) = REAL( W( IMAX, KW-1 ) )
  320. END IF
  321. *
  322. * JMAX is the column-index of the largest off-diagonal
  323. * element in row IMAX, and ROWMAX is its absolute value.
  324. * Determine only ROWMAX.
  325. *
  326. JMAX = IMAX + ICAMAX( K-IMAX, W( IMAX+1, KW-1 ), 1 )
  327. ROWMAX = CABS1( W( JMAX, KW-1 ) )
  328. IF( IMAX.GT.1 ) THEN
  329. JMAX = ICAMAX( IMAX-1, W( 1, KW-1 ), 1 )
  330. ROWMAX = MAX( ROWMAX, CABS1( W( JMAX, KW-1 ) ) )
  331. END IF
  332. *
  333. * Case(2)
  334. IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
  335. *
  336. * no interchange, use 1-by-1 pivot block
  337. *
  338. KP = K
  339. *
  340. * Case(3)
  341. ELSE IF( ABS( REAL( W( IMAX, KW-1 ) ) ).GE.ALPHA*ROWMAX )
  342. $ THEN
  343. *
  344. * interchange rows and columns K and IMAX, use 1-by-1
  345. * pivot block
  346. *
  347. KP = IMAX
  348. *
  349. * copy column KW-1 of W to column KW of W
  350. *
  351. CALL CCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 )
  352. *
  353. * Case(4)
  354. ELSE
  355. *
  356. * interchange rows and columns K-1 and IMAX, use 2-by-2
  357. * pivot block
  358. *
  359. KP = IMAX
  360. KSTEP = 2
  361. END IF
  362. *
  363. *
  364. * END pivot search along IMAX row
  365. *
  366. END IF
  367. *
  368. * END pivot search
  369. *
  370. * ============================================================
  371. *
  372. * KK is the column of A where pivoting step stopped
  373. *
  374. KK = K - KSTEP + 1
  375. *
  376. * KKW is the column of W which corresponds to column KK of A
  377. *
  378. KKW = NB + KK - N
  379. *
  380. * Interchange rows and columns KP and KK.
  381. * Updated column KP is already stored in column KKW of W.
  382. *
  383. IF( KP.NE.KK ) THEN
  384. *
  385. * Copy non-updated column KK to column KP of submatrix A
  386. * at step K. No need to copy element into column K
  387. * (or K and K-1 for 2-by-2 pivot) of A, since these columns
  388. * will be later overwritten.
  389. *
  390. A( KP, KP ) = REAL( A( KK, KK ) )
  391. CALL CCOPY( KK-1-KP, A( KP+1, KK ), 1, A( KP, KP+1 ),
  392. $ LDA )
  393. CALL CLACGV( KK-1-KP, A( KP, KP+1 ), LDA )
  394. IF( KP.GT.1 )
  395. $ CALL CCOPY( KP-1, A( 1, KK ), 1, A( 1, KP ), 1 )
  396. *
  397. * Interchange rows KK and KP in last K+1 to N columns of A
  398. * (columns K (or K and K-1 for 2-by-2 pivot) of A will be
  399. * later overwritten). Interchange rows KK and KP
  400. * in last KKW to NB columns of W.
  401. *
  402. IF( K.LT.N )
  403. $ CALL CSWAP( N-K, A( KK, K+1 ), LDA, A( KP, K+1 ),
  404. $ LDA )
  405. CALL CSWAP( N-KK+1, W( KK, KKW ), LDW, W( KP, KKW ),
  406. $ LDW )
  407. END IF
  408. *
  409. IF( KSTEP.EQ.1 ) THEN
  410. *
  411. * 1-by-1 pivot block D(k): column kw of W now holds
  412. *
  413. * W(kw) = U(k)*D(k),
  414. *
  415. * where U(k) is the k-th column of U
  416. *
  417. * (1) Store subdiag. elements of column U(k)
  418. * and 1-by-1 block D(k) in column k of A.
  419. * (NOTE: Diagonal element U(k,k) is a UNIT element
  420. * and not stored)
  421. * A(k,k) := D(k,k) = W(k,kw)
  422. * A(1:k-1,k) := U(1:k-1,k) = W(1:k-1,kw)/D(k,k)
  423. *
  424. * (NOTE: No need to use for Hermitian matrix
  425. * A( K, K ) = DBLE( W( K, K) ) to separately copy diagonal
  426. * element D(k,k) from W (potentially saves only one load))
  427. CALL CCOPY( K, W( 1, KW ), 1, A( 1, K ), 1 )
  428. IF( K.GT.1 ) THEN
  429. *
  430. * (NOTE: No need to check if A(k,k) is NOT ZERO,
  431. * since that was ensured earlier in pivot search:
  432. * case A(k,k) = 0 falls into 2x2 pivot case(4))
  433. *
  434. R1 = ONE / REAL( A( K, K ) )
  435. CALL CSSCAL( K-1, R1, A( 1, K ), 1 )
  436. *
  437. * (2) Conjugate column W(kw)
  438. *
  439. CALL CLACGV( K-1, W( 1, KW ), 1 )
  440. END IF
  441. *
  442. ELSE
  443. *
  444. * 2-by-2 pivot block D(k): columns kw and kw-1 of W now hold
  445. *
  446. * ( W(kw-1) W(kw) ) = ( U(k-1) U(k) )*D(k)
  447. *
  448. * where U(k) and U(k-1) are the k-th and (k-1)-th columns
  449. * of U
  450. *
  451. * (1) Store U(1:k-2,k-1) and U(1:k-2,k) and 2-by-2
  452. * block D(k-1:k,k-1:k) in columns k-1 and k of A.
  453. * (NOTE: 2-by-2 diagonal block U(k-1:k,k-1:k) is a UNIT
  454. * block and not stored)
  455. * A(k-1:k,k-1:k) := D(k-1:k,k-1:k) = W(k-1:k,kw-1:kw)
  456. * A(1:k-2,k-1:k) := U(1:k-2,k:k-1:k) =
  457. * = W(1:k-2,kw-1:kw) * ( D(k-1:k,k-1:k)**(-1) )
  458. *
  459. IF( K.GT.2 ) THEN
  460. *
  461. * Factor out the columns of the inverse of 2-by-2 pivot
  462. * block D, so that each column contains 1, to reduce the
  463. * number of FLOPS when we multiply panel
  464. * ( W(kw-1) W(kw) ) by this inverse, i.e. by D**(-1).
  465. *
  466. * D**(-1) = ( d11 cj(d21) )**(-1) =
  467. * ( d21 d22 )
  468. *
  469. * = 1/(d11*d22-|d21|**2) * ( ( d22) (-cj(d21) ) ) =
  470. * ( (-d21) ( d11 ) )
  471. *
  472. * = 1/(|d21|**2) * 1/((d11/cj(d21))*(d22/d21)-1) *
  473. *
  474. * * ( d21*( d22/d21 ) conj(d21)*( - 1 ) ) =
  475. * ( ( -1 ) ( d11/conj(d21) ) )
  476. *
  477. * = 1/(|d21|**2) * 1/(D22*D11-1) *
  478. *
  479. * * ( d21*( D11 ) conj(d21)*( -1 ) ) =
  480. * ( ( -1 ) ( D22 ) )
  481. *
  482. * = (1/|d21|**2) * T * ( d21*( D11 ) conj(d21)*( -1 ) ) =
  483. * ( ( -1 ) ( D22 ) )
  484. *
  485. * = ( (T/conj(d21))*( D11 ) (T/d21)*( -1 ) ) =
  486. * ( ( -1 ) ( D22 ) )
  487. *
  488. * = ( conj(D21)*( D11 ) D21*( -1 ) )
  489. * ( ( -1 ) ( D22 ) ),
  490. *
  491. * where D11 = d22/d21,
  492. * D22 = d11/conj(d21),
  493. * D21 = T/d21,
  494. * T = 1/(D22*D11-1).
  495. *
  496. * (NOTE: No need to check for division by ZERO,
  497. * since that was ensured earlier in pivot search:
  498. * (a) d21 != 0, since in 2x2 pivot case(4)
  499. * |d21| should be larger than |d11| and |d22|;
  500. * (b) (D22*D11 - 1) != 0, since from (a),
  501. * both |D11| < 1, |D22| < 1, hence |D22*D11| << 1.)
  502. *
  503. D21 = W( K-1, KW )
  504. D11 = W( K, KW ) / CONJG( D21 )
  505. D22 = W( K-1, KW-1 ) / D21
  506. T = ONE / ( REAL( D11*D22 )-ONE )
  507. D21 = T / D21
  508. *
  509. * Update elements in columns A(k-1) and A(k) as
  510. * dot products of rows of ( W(kw-1) W(kw) ) and columns
  511. * of D**(-1)
  512. *
  513. DO 20 J = 1, K - 2
  514. A( J, K-1 ) = D21*( D11*W( J, KW-1 )-W( J, KW ) )
  515. A( J, K ) = CONJG( D21 )*
  516. $ ( D22*W( J, KW )-W( J, KW-1 ) )
  517. 20 CONTINUE
  518. END IF
  519. *
  520. * Copy D(k) to A
  521. *
  522. A( K-1, K-1 ) = W( K-1, KW-1 )
  523. A( K-1, K ) = W( K-1, KW )
  524. A( K, K ) = W( K, KW )
  525. *
  526. * (2) Conjugate columns W(kw) and W(kw-1)
  527. *
  528. CALL CLACGV( K-1, W( 1, KW ), 1 )
  529. CALL CLACGV( K-2, W( 1, KW-1 ), 1 )
  530. *
  531. END IF
  532. *
  533. END IF
  534. *
  535. * Store details of the interchanges in IPIV
  536. *
  537. IF( KSTEP.EQ.1 ) THEN
  538. IPIV( K ) = KP
  539. ELSE
  540. IPIV( K ) = -KP
  541. IPIV( K-1 ) = -KP
  542. END IF
  543. *
  544. * Decrease K and return to the start of the main loop
  545. *
  546. K = K - KSTEP
  547. GO TO 10
  548. *
  549. 30 CONTINUE
  550. *
  551. * Update the upper triangle of A11 (= A(1:k,1:k)) as
  552. *
  553. * A11 := A11 - U12*D*U12**H = A11 - U12*W**H
  554. *
  555. * computing blocks of NB columns at a time (note that conjg(W) is
  556. * actually stored)
  557. *
  558. DO 50 J = ( ( K-1 ) / NB )*NB + 1, 1, -NB
  559. JB = MIN( NB, K-J+1 )
  560. *
  561. * Update the upper triangle of the diagonal block
  562. *
  563. DO 40 JJ = J, J + JB - 1
  564. A( JJ, JJ ) = REAL( A( JJ, JJ ) )
  565. CALL CGEMV( 'No transpose', JJ-J+1, N-K, -CONE,
  566. $ A( J, K+1 ), LDA, W( JJ, KW+1 ), LDW, CONE,
  567. $ A( J, JJ ), 1 )
  568. A( JJ, JJ ) = REAL( A( JJ, JJ ) )
  569. 40 CONTINUE
  570. *
  571. * Update the rectangular superdiagonal block
  572. *
  573. CALL CGEMM( 'No transpose', 'Transpose', J-1, JB, N-K,
  574. $ -CONE, A( 1, K+1 ), LDA, W( J, KW+1 ), LDW,
  575. $ CONE, A( 1, J ), LDA )
  576. 50 CONTINUE
  577. *
  578. * Put U12 in standard form by partially undoing the interchanges
  579. * in of rows in columns k+1:n looping backwards from k+1 to n
  580. *
  581. J = K + 1
  582. 60 CONTINUE
  583. *
  584. * Undo the interchanges (if any) of rows J and JP
  585. * at each step J
  586. *
  587. * (Here, J is a diagonal index)
  588. JJ = J
  589. JP = IPIV( J )
  590. IF( JP.LT.0 ) THEN
  591. JP = -JP
  592. * (Here, J is a diagonal index)
  593. J = J + 1
  594. END IF
  595. * (NOTE: Here, J is used to determine row length. Length N-J+1
  596. * of the rows to swap back doesn't include diagonal element)
  597. J = J + 1
  598. IF( JP.NE.JJ .AND. J.LE.N )
  599. $ CALL CSWAP( N-J+1, A( JP, J ), LDA, A( JJ, J ), LDA )
  600. IF( J.LE.N )
  601. $ GO TO 60
  602. *
  603. * Set KB to the number of columns factorized
  604. *
  605. KB = N - K
  606. *
  607. ELSE
  608. *
  609. * Factorize the leading columns of A using the lower triangle
  610. * of A and working forwards, and compute the matrix W = L21*D
  611. * for use in updating A22 (note that conjg(W) is actually stored)
  612. *
  613. * K is the main loop index, increasing from 1 in steps of 1 or 2
  614. *
  615. K = 1
  616. 70 CONTINUE
  617. *
  618. * Exit from loop
  619. *
  620. IF( ( K.GE.NB .AND. NB.LT.N ) .OR. K.GT.N )
  621. $ GO TO 90
  622. *
  623. KSTEP = 1
  624. *
  625. * Copy column K of A to column K of W and update it
  626. *
  627. W( K, K ) = REAL( A( K, K ) )
  628. IF( K.LT.N )
  629. $ CALL CCOPY( N-K, A( K+1, K ), 1, W( K+1, K ), 1 )
  630. CALL CGEMV( 'No transpose', N-K+1, K-1, -CONE, A( K, 1 ), LDA,
  631. $ W( K, 1 ), LDW, CONE, W( K, K ), 1 )
  632. W( K, K ) = REAL( W( K, K ) )
  633. *
  634. * Determine rows and columns to be interchanged and whether
  635. * a 1-by-1 or 2-by-2 pivot block will be used
  636. *
  637. ABSAKK = ABS( REAL( W( K, K ) ) )
  638. *
  639. * IMAX is the row-index of the largest off-diagonal element in
  640. * column K, and COLMAX is its absolute value.
  641. * Determine both COLMAX and IMAX.
  642. *
  643. IF( K.LT.N ) THEN
  644. IMAX = K + ICAMAX( N-K, W( K+1, K ), 1 )
  645. COLMAX = CABS1( W( IMAX, K ) )
  646. ELSE
  647. COLMAX = ZERO
  648. END IF
  649. *
  650. IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
  651. *
  652. * Column K is zero or underflow: set INFO and continue
  653. *
  654. IF( INFO.EQ.0 )
  655. $ INFO = K
  656. KP = K
  657. A( K, K ) = REAL( A( K, K ) )
  658. ELSE
  659. *
  660. * ============================================================
  661. *
  662. * BEGIN pivot search
  663. *
  664. * Case(1)
  665. IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
  666. *
  667. * no interchange, use 1-by-1 pivot block
  668. *
  669. KP = K
  670. ELSE
  671. *
  672. * BEGIN pivot search along IMAX row
  673. *
  674. *
  675. * Copy column IMAX to column K+1 of W and update it
  676. *
  677. CALL CCOPY( IMAX-K, A( IMAX, K ), LDA, W( K, K+1 ), 1 )
  678. CALL CLACGV( IMAX-K, W( K, K+1 ), 1 )
  679. W( IMAX, K+1 ) = REAL( A( IMAX, IMAX ) )
  680. IF( IMAX.LT.N )
  681. $ CALL CCOPY( N-IMAX, A( IMAX+1, IMAX ), 1,
  682. $ W( IMAX+1, K+1 ), 1 )
  683. CALL CGEMV( 'No transpose', N-K+1, K-1, -CONE, A( K, 1 ),
  684. $ LDA, W( IMAX, 1 ), LDW, CONE, W( K, K+1 ),
  685. $ 1 )
  686. W( IMAX, K+1 ) = REAL( W( IMAX, K+1 ) )
  687. *
  688. * JMAX is the column-index of the largest off-diagonal
  689. * element in row IMAX, and ROWMAX is its absolute value.
  690. * Determine only ROWMAX.
  691. *
  692. JMAX = K - 1 + ICAMAX( IMAX-K, W( K, K+1 ), 1 )
  693. ROWMAX = CABS1( W( JMAX, K+1 ) )
  694. IF( IMAX.LT.N ) THEN
  695. JMAX = IMAX + ICAMAX( N-IMAX, W( IMAX+1, K+1 ), 1 )
  696. ROWMAX = MAX( ROWMAX, CABS1( W( JMAX, K+1 ) ) )
  697. END IF
  698. *
  699. * Case(2)
  700. IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
  701. *
  702. * no interchange, use 1-by-1 pivot block
  703. *
  704. KP = K
  705. *
  706. * Case(3)
  707. ELSE IF( ABS( REAL( W( IMAX, K+1 ) ) ).GE.ALPHA*ROWMAX )
  708. $ THEN
  709. *
  710. * interchange rows and columns K and IMAX, use 1-by-1
  711. * pivot block
  712. *
  713. KP = IMAX
  714. *
  715. * copy column K+1 of W to column K of W
  716. *
  717. CALL CCOPY( N-K+1, W( K, K+1 ), 1, W( K, K ), 1 )
  718. *
  719. * Case(4)
  720. ELSE
  721. *
  722. * interchange rows and columns K+1 and IMAX, use 2-by-2
  723. * pivot block
  724. *
  725. KP = IMAX
  726. KSTEP = 2
  727. END IF
  728. *
  729. *
  730. * END pivot search along IMAX row
  731. *
  732. END IF
  733. *
  734. * END pivot search
  735. *
  736. * ============================================================
  737. *
  738. * KK is the column of A where pivoting step stopped
  739. *
  740. KK = K + KSTEP - 1
  741. *
  742. * Interchange rows and columns KP and KK.
  743. * Updated column KP is already stored in column KK of W.
  744. *
  745. IF( KP.NE.KK ) THEN
  746. *
  747. * Copy non-updated column KK to column KP of submatrix A
  748. * at step K. No need to copy element into column K
  749. * (or K and K+1 for 2-by-2 pivot) of A, since these columns
  750. * will be later overwritten.
  751. *
  752. A( KP, KP ) = REAL( A( KK, KK ) )
  753. CALL CCOPY( KP-KK-1, A( KK+1, KK ), 1, A( KP, KK+1 ),
  754. $ LDA )
  755. CALL CLACGV( KP-KK-1, A( KP, KK+1 ), LDA )
  756. IF( KP.LT.N )
  757. $ CALL CCOPY( N-KP, A( KP+1, KK ), 1, A( KP+1, KP ), 1 )
  758. *
  759. * Interchange rows KK and KP in first K-1 columns of A
  760. * (columns K (or K and K+1 for 2-by-2 pivot) of A will be
  761. * later overwritten). Interchange rows KK and KP
  762. * in first KK columns of W.
  763. *
  764. IF( K.GT.1 )
  765. $ CALL CSWAP( K-1, A( KK, 1 ), LDA, A( KP, 1 ), LDA )
  766. CALL CSWAP( KK, W( KK, 1 ), LDW, W( KP, 1 ), LDW )
  767. END IF
  768. *
  769. IF( KSTEP.EQ.1 ) THEN
  770. *
  771. * 1-by-1 pivot block D(k): column k of W now holds
  772. *
  773. * W(k) = L(k)*D(k),
  774. *
  775. * where L(k) is the k-th column of L
  776. *
  777. * (1) Store subdiag. elements of column L(k)
  778. * and 1-by-1 block D(k) in column k of A.
  779. * (NOTE: Diagonal element L(k,k) is a UNIT element
  780. * and not stored)
  781. * A(k,k) := D(k,k) = W(k,k)
  782. * A(k+1:N,k) := L(k+1:N,k) = W(k+1:N,k)/D(k,k)
  783. *
  784. * (NOTE: No need to use for Hermitian matrix
  785. * A( K, K ) = DBLE( W( K, K) ) to separately copy diagonal
  786. * element D(k,k) from W (potentially saves only one load))
  787. CALL CCOPY( N-K+1, W( K, K ), 1, A( K, K ), 1 )
  788. IF( K.LT.N ) THEN
  789. *
  790. * (NOTE: No need to check if A(k,k) is NOT ZERO,
  791. * since that was ensured earlier in pivot search:
  792. * case A(k,k) = 0 falls into 2x2 pivot case(4))
  793. *
  794. R1 = ONE / REAL( A( K, K ) )
  795. CALL CSSCAL( N-K, R1, A( K+1, K ), 1 )
  796. *
  797. * (2) Conjugate column W(k)
  798. *
  799. CALL CLACGV( N-K, W( K+1, K ), 1 )
  800. END IF
  801. *
  802. ELSE
  803. *
  804. * 2-by-2 pivot block D(k): columns k and k+1 of W now hold
  805. *
  806. * ( W(k) W(k+1) ) = ( L(k) L(k+1) )*D(k)
  807. *
  808. * where L(k) and L(k+1) are the k-th and (k+1)-th columns
  809. * of L
  810. *
  811. * (1) Store L(k+2:N,k) and L(k+2:N,k+1) and 2-by-2
  812. * block D(k:k+1,k:k+1) in columns k and k+1 of A.
  813. * (NOTE: 2-by-2 diagonal block L(k:k+1,k:k+1) is a UNIT
  814. * block and not stored)
  815. * A(k:k+1,k:k+1) := D(k:k+1,k:k+1) = W(k:k+1,k:k+1)
  816. * A(k+2:N,k:k+1) := L(k+2:N,k:k+1) =
  817. * = W(k+2:N,k:k+1) * ( D(k:k+1,k:k+1)**(-1) )
  818. *
  819. IF( K.LT.N-1 ) THEN
  820. *
  821. * Factor out the columns of the inverse of 2-by-2 pivot
  822. * block D, so that each column contains 1, to reduce the
  823. * number of FLOPS when we multiply panel
  824. * ( W(kw-1) W(kw) ) by this inverse, i.e. by D**(-1).
  825. *
  826. * D**(-1) = ( d11 cj(d21) )**(-1) =
  827. * ( d21 d22 )
  828. *
  829. * = 1/(d11*d22-|d21|**2) * ( ( d22) (-cj(d21) ) ) =
  830. * ( (-d21) ( d11 ) )
  831. *
  832. * = 1/(|d21|**2) * 1/((d11/cj(d21))*(d22/d21)-1) *
  833. *
  834. * * ( d21*( d22/d21 ) conj(d21)*( - 1 ) ) =
  835. * ( ( -1 ) ( d11/conj(d21) ) )
  836. *
  837. * = 1/(|d21|**2) * 1/(D22*D11-1) *
  838. *
  839. * * ( d21*( D11 ) conj(d21)*( -1 ) ) =
  840. * ( ( -1 ) ( D22 ) )
  841. *
  842. * = (1/|d21|**2) * T * ( d21*( D11 ) conj(d21)*( -1 ) ) =
  843. * ( ( -1 ) ( D22 ) )
  844. *
  845. * = ( (T/conj(d21))*( D11 ) (T/d21)*( -1 ) ) =
  846. * ( ( -1 ) ( D22 ) )
  847. *
  848. * = ( conj(D21)*( D11 ) D21*( -1 ) )
  849. * ( ( -1 ) ( D22 ) )
  850. *
  851. * where D11 = d22/d21,
  852. * D22 = d11/conj(d21),
  853. * D21 = T/d21,
  854. * T = 1/(D22*D11-1).
  855. *
  856. * (NOTE: No need to check for division by ZERO,
  857. * since that was ensured earlier in pivot search:
  858. * (a) d21 != 0, since in 2x2 pivot case(4)
  859. * |d21| should be larger than |d11| and |d22|;
  860. * (b) (D22*D11 - 1) != 0, since from (a),
  861. * both |D11| < 1, |D22| < 1, hence |D22*D11| << 1.)
  862. *
  863. D21 = W( K+1, K )
  864. D11 = W( K+1, K+1 ) / D21
  865. D22 = W( K, K ) / CONJG( D21 )
  866. T = ONE / ( REAL( D11*D22 )-ONE )
  867. D21 = T / D21
  868. *
  869. * Update elements in columns A(k) and A(k+1) as
  870. * dot products of rows of ( W(k) W(k+1) ) and columns
  871. * of D**(-1)
  872. *
  873. DO 80 J = K + 2, N
  874. A( J, K ) = CONJG( D21 )*
  875. $ ( D11*W( J, K )-W( J, K+1 ) )
  876. A( J, K+1 ) = D21*( D22*W( J, K+1 )-W( J, K ) )
  877. 80 CONTINUE
  878. END IF
  879. *
  880. * Copy D(k) to A
  881. *
  882. A( K, K ) = W( K, K )
  883. A( K+1, K ) = W( K+1, K )
  884. A( K+1, K+1 ) = W( K+1, K+1 )
  885. *
  886. * (2) Conjugate columns W(k) and W(k+1)
  887. *
  888. CALL CLACGV( N-K, W( K+1, K ), 1 )
  889. CALL CLACGV( N-K-1, W( K+2, K+1 ), 1 )
  890. *
  891. END IF
  892. *
  893. END IF
  894. *
  895. * Store details of the interchanges in IPIV
  896. *
  897. IF( KSTEP.EQ.1 ) THEN
  898. IPIV( K ) = KP
  899. ELSE
  900. IPIV( K ) = -KP
  901. IPIV( K+1 ) = -KP
  902. END IF
  903. *
  904. * Increase K and return to the start of the main loop
  905. *
  906. K = K + KSTEP
  907. GO TO 70
  908. *
  909. 90 CONTINUE
  910. *
  911. * Update the lower triangle of A22 (= A(k:n,k:n)) as
  912. *
  913. * A22 := A22 - L21*D*L21**H = A22 - L21*W**H
  914. *
  915. * computing blocks of NB columns at a time (note that conjg(W) is
  916. * actually stored)
  917. *
  918. DO 110 J = K, N, NB
  919. JB = MIN( NB, N-J+1 )
  920. *
  921. * Update the lower triangle of the diagonal block
  922. *
  923. DO 100 JJ = J, J + JB - 1
  924. A( JJ, JJ ) = REAL( A( JJ, JJ ) )
  925. CALL CGEMV( 'No transpose', J+JB-JJ, K-1, -CONE,
  926. $ A( JJ, 1 ), LDA, W( JJ, 1 ), LDW, CONE,
  927. $ A( JJ, JJ ), 1 )
  928. A( JJ, JJ ) = REAL( A( JJ, JJ ) )
  929. 100 CONTINUE
  930. *
  931. * Update the rectangular subdiagonal block
  932. *
  933. IF( J+JB.LE.N )
  934. $ CALL CGEMM( 'No transpose', 'Transpose', N-J-JB+1, JB,
  935. $ K-1, -CONE, A( J+JB, 1 ), LDA, W( J, 1 ),
  936. $ LDW, CONE, A( J+JB, J ), LDA )
  937. 110 CONTINUE
  938. *
  939. * Put L21 in standard form by partially undoing the interchanges
  940. * of rows in columns 1:k-1 looping backwards from k-1 to 1
  941. *
  942. J = K - 1
  943. 120 CONTINUE
  944. *
  945. * Undo the interchanges (if any) of rows J and JP
  946. * at each step J
  947. *
  948. * (Here, J is a diagonal index)
  949. JJ = J
  950. JP = IPIV( J )
  951. IF( JP.LT.0 ) THEN
  952. JP = -JP
  953. * (Here, J is a diagonal index)
  954. J = J - 1
  955. END IF
  956. * (NOTE: Here, J is used to determine row length. Length J
  957. * of the rows to swap back doesn't include diagonal element)
  958. J = J - 1
  959. IF( JP.NE.JJ .AND. J.GE.1 )
  960. $ CALL CSWAP( J, A( JP, 1 ), LDA, A( JJ, 1 ), LDA )
  961. IF( J.GE.1 )
  962. $ GO TO 120
  963. *
  964. * Set KB to the number of columns factorized
  965. *
  966. KB = K - 1
  967. *
  968. END IF
  969. RETURN
  970. *
  971. * End of CLAHEF
  972. *
  973. END