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chetrf_aa.f 14 kB

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  1. *> \brief \b CHETRF_AA
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CHETRF_AA + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/chetrf_aa.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/chetrf_aa.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/chetrf_aa.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CHETRF_AA( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER N, LDA, LWORK, INFO
  26. * ..
  27. * .. Array Arguments ..
  28. * INTEGER IPIV( * )
  29. * COMPLEX A( LDA, * ), WORK( * )
  30. * ..
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> CHETRF_AA computes the factorization of a complex hermitian matrix A
  38. *> using the Aasen's algorithm. The form of the factorization is
  39. *>
  40. *> A = U**H*T*U or A = L*T*L**H
  41. *>
  42. *> where U (or L) is a product of permutation and unit upper (lower)
  43. *> triangular matrices, and T is a hermitian tridiagonal matrix.
  44. *>
  45. *> This is the blocked version of the algorithm, calling Level 3 BLAS.
  46. *> \endverbatim
  47. *
  48. * Arguments:
  49. * ==========
  50. *
  51. *> \param[in] UPLO
  52. *> \verbatim
  53. *> UPLO is CHARACTER*1
  54. *> = 'U': Upper triangle of A is stored;
  55. *> = 'L': Lower triangle of A is stored.
  56. *> \endverbatim
  57. *>
  58. *> \param[in] N
  59. *> \verbatim
  60. *> N is INTEGER
  61. *> The order of the matrix A. N >= 0.
  62. *> \endverbatim
  63. *>
  64. *> \param[in,out] A
  65. *> \verbatim
  66. *> A is COMPLEX array, dimension (LDA,N)
  67. *> On entry, the hermitian matrix A. If UPLO = 'U', the leading
  68. *> N-by-N upper triangular part of A contains the upper
  69. *> triangular part of the matrix A, and the strictly lower
  70. *> triangular part of A is not referenced. If UPLO = 'L', the
  71. *> leading N-by-N lower triangular part of A contains the lower
  72. *> triangular part of the matrix A, and the strictly upper
  73. *> triangular part of A is not referenced.
  74. *>
  75. *> On exit, the tridiagonal matrix is stored in the diagonals
  76. *> and the subdiagonals of A just below (or above) the diagonals,
  77. *> and L is stored below (or above) the subdiaonals, when UPLO
  78. *> is 'L' (or 'U').
  79. *> \endverbatim
  80. *>
  81. *> \param[in] LDA
  82. *> \verbatim
  83. *> LDA is INTEGER
  84. *> The leading dimension of the array A. LDA >= max(1,N).
  85. *> \endverbatim
  86. *>
  87. *> \param[out] IPIV
  88. *> \verbatim
  89. *> IPIV is INTEGER array, dimension (N)
  90. *> On exit, it contains the details of the interchanges, i.e.,
  91. *> the row and column k of A were interchanged with the
  92. *> row and column IPIV(k).
  93. *> \endverbatim
  94. *>
  95. *> \param[out] WORK
  96. *> \verbatim
  97. *> WORK is COMPLEX array, dimension (MAX(1,LWORK))
  98. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  99. *> \endverbatim
  100. *>
  101. *> \param[in] LWORK
  102. *> \verbatim
  103. *> LWORK is INTEGER
  104. *> The length of WORK. LWORK >= 2*N. For optimum performance
  105. *> LWORK >= N*(1+NB), where NB is the optimal blocksize.
  106. *>
  107. *> If LWORK = -1, then a workspace query is assumed; the routine
  108. *> only calculates the optimal size of the WORK array, returns
  109. *> this value as the first entry of the WORK array, and no error
  110. *> message related to LWORK is issued by XERBLA.
  111. *> \endverbatim
  112. *>
  113. *> \param[out] INFO
  114. *> \verbatim
  115. *> INFO is INTEGER
  116. *> = 0: successful exit
  117. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  118. *> \endverbatim
  119. *
  120. * Authors:
  121. * ========
  122. *
  123. *> \author Univ. of Tennessee
  124. *> \author Univ. of California Berkeley
  125. *> \author Univ. of Colorado Denver
  126. *> \author NAG Ltd.
  127. *
  128. *> \ingroup complexHEcomputational
  129. *
  130. * =====================================================================
  131. SUBROUTINE CHETRF_AA( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO)
  132. *
  133. * -- LAPACK computational routine --
  134. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  135. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  136. *
  137. IMPLICIT NONE
  138. *
  139. * .. Scalar Arguments ..
  140. CHARACTER UPLO
  141. INTEGER N, LDA, LWORK, INFO
  142. * ..
  143. * .. Array Arguments ..
  144. INTEGER IPIV( * )
  145. COMPLEX A( LDA, * ), WORK( * )
  146. * ..
  147. *
  148. * =====================================================================
  149. * .. Parameters ..
  150. COMPLEX ZERO, ONE
  151. PARAMETER ( ZERO = (0.0E+0, 0.0E+0), ONE = (1.0E+0, 0.0E+0) )
  152. *
  153. * .. Local Scalars ..
  154. LOGICAL LQUERY, UPPER
  155. INTEGER J, LWKOPT
  156. INTEGER NB, MJ, NJ, K1, K2, J1, J2, J3, JB
  157. COMPLEX ALPHA
  158. * ..
  159. * .. External Functions ..
  160. LOGICAL LSAME
  161. INTEGER ILAENV
  162. EXTERNAL LSAME, ILAENV
  163. * ..
  164. * .. External Subroutines ..
  165. EXTERNAL CLAHEF_AA, CGEMM, CCOPY, CSWAP, CSCAL, XERBLA
  166. * ..
  167. * .. Intrinsic Functions ..
  168. INTRINSIC REAL, CONJG, MAX
  169. * ..
  170. * .. Executable Statements ..
  171. *
  172. * Determine the block size
  173. *
  174. NB = ILAENV( 1, 'CHETRF_AA', UPLO, N, -1, -1, -1 )
  175. *
  176. * Test the input parameters.
  177. *
  178. INFO = 0
  179. UPPER = LSAME( UPLO, 'U' )
  180. LQUERY = ( LWORK.EQ.-1 )
  181. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  182. INFO = -1
  183. ELSE IF( N.LT.0 ) THEN
  184. INFO = -2
  185. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  186. INFO = -4
  187. ELSE IF( LWORK.LT.( 2*N ) .AND. .NOT.LQUERY ) THEN
  188. INFO = -7
  189. END IF
  190. *
  191. IF( INFO.EQ.0 ) THEN
  192. LWKOPT = (NB+1)*N
  193. WORK( 1 ) = LWKOPT
  194. END IF
  195. *
  196. IF( INFO.NE.0 ) THEN
  197. CALL XERBLA( 'CHETRF_AA', -INFO )
  198. RETURN
  199. ELSE IF( LQUERY ) THEN
  200. RETURN
  201. END IF
  202. *
  203. * Quick return
  204. *
  205. IF ( N.EQ.0 ) THEN
  206. RETURN
  207. ENDIF
  208. IPIV( 1 ) = 1
  209. IF ( N.EQ.1 ) THEN
  210. A( 1, 1 ) = REAL( A( 1, 1 ) )
  211. RETURN
  212. END IF
  213. *
  214. * Adjust block size based on the workspace size
  215. *
  216. IF( LWORK.LT.((1+NB)*N) ) THEN
  217. NB = ( LWORK-N ) / N
  218. END IF
  219. *
  220. IF( UPPER ) THEN
  221. *
  222. * .....................................................
  223. * Factorize A as U**H*D*U using the upper triangle of A
  224. * .....................................................
  225. *
  226. * copy first row A(1, 1:N) into H(1:n) (stored in WORK(1:N))
  227. *
  228. CALL CCOPY( N, A( 1, 1 ), LDA, WORK( 1 ), 1 )
  229. *
  230. * J is the main loop index, increasing from 1 to N in steps of
  231. * JB, where JB is the number of columns factorized by CLAHEF;
  232. * JB is either NB, or N-J+1 for the last block
  233. *
  234. J = 0
  235. 10 CONTINUE
  236. IF( J.GE.N )
  237. $ GO TO 20
  238. *
  239. * each step of the main loop
  240. * J is the last column of the previous panel
  241. * J1 is the first column of the current panel
  242. * K1 identifies if the previous column of the panel has been
  243. * explicitly stored, e.g., K1=1 for the first panel, and
  244. * K1=0 for the rest
  245. *
  246. J1 = J + 1
  247. JB = MIN( N-J1+1, NB )
  248. K1 = MAX(1, J)-J
  249. *
  250. * Panel factorization
  251. *
  252. CALL CLAHEF_AA( UPLO, 2-K1, N-J, JB,
  253. $ A( MAX(1, J), J+1 ), LDA,
  254. $ IPIV( J+1 ), WORK, N, WORK( N*NB+1 ) )
  255. *
  256. * Adjust IPIV and apply it back (J-th step picks (J+1)-th pivot)
  257. *
  258. DO J2 = J+2, MIN(N, J+JB+1)
  259. IPIV( J2 ) = IPIV( J2 ) + J
  260. IF( (J2.NE.IPIV(J2)) .AND. ((J1-K1).GT.2) ) THEN
  261. CALL CSWAP( J1-K1-2, A( 1, J2 ), 1,
  262. $ A( 1, IPIV(J2) ), 1 )
  263. END IF
  264. END DO
  265. J = J + JB
  266. *
  267. * Trailing submatrix update, where
  268. * the row A(J1-1, J2-1:N) stores U(J1, J2+1:N) and
  269. * WORK stores the current block of the auxiriarly matrix H
  270. *
  271. IF( J.LT.N ) THEN
  272. *
  273. * if the first panel and JB=1 (NB=1), then nothing to do
  274. *
  275. IF( J1.GT.1 .OR. JB.GT.1 ) THEN
  276. *
  277. * Merge rank-1 update with BLAS-3 update
  278. *
  279. ALPHA = CONJG( A( J, J+1 ) )
  280. A( J, J+1 ) = ONE
  281. CALL CCOPY( N-J, A( J-1, J+1 ), LDA,
  282. $ WORK( (J+1-J1+1)+JB*N ), 1 )
  283. CALL CSCAL( N-J, ALPHA, WORK( (J+1-J1+1)+JB*N ), 1 )
  284. *
  285. * K1 identifies if the previous column of the panel has been
  286. * explicitly stored, e.g., K1=0 and K2=1 for the first panel,
  287. * and K1=1 and K2=0 for the rest
  288. *
  289. IF( J1.GT.1 ) THEN
  290. *
  291. * Not first panel
  292. *
  293. K2 = 1
  294. ELSE
  295. *
  296. * First panel
  297. *
  298. K2 = 0
  299. *
  300. * First update skips the first column
  301. *
  302. JB = JB - 1
  303. END IF
  304. *
  305. DO J2 = J+1, N, NB
  306. NJ = MIN( NB, N-J2+1 )
  307. *
  308. * Update (J2, J2) diagonal block with CGEMV
  309. *
  310. J3 = J2
  311. DO MJ = NJ-1, 1, -1
  312. CALL CGEMM( 'Conjugate transpose', 'Transpose',
  313. $ 1, MJ, JB+1,
  314. $ -ONE, A( J1-K2, J3 ), LDA,
  315. $ WORK( (J3-J1+1)+K1*N ), N,
  316. $ ONE, A( J3, J3 ), LDA )
  317. J3 = J3 + 1
  318. END DO
  319. *
  320. * Update off-diagonal block of J2-th block row with CGEMM
  321. *
  322. CALL CGEMM( 'Conjugate transpose', 'Transpose',
  323. $ NJ, N-J3+1, JB+1,
  324. $ -ONE, A( J1-K2, J2 ), LDA,
  325. $ WORK( (J3-J1+1)+K1*N ), N,
  326. $ ONE, A( J2, J3 ), LDA )
  327. END DO
  328. *
  329. * Recover T( J, J+1 )
  330. *
  331. A( J, J+1 ) = CONJG( ALPHA )
  332. END IF
  333. *
  334. * WORK(J+1, 1) stores H(J+1, 1)
  335. *
  336. CALL CCOPY( N-J, A( J+1, J+1 ), LDA, WORK( 1 ), 1 )
  337. END IF
  338. GO TO 10
  339. ELSE
  340. *
  341. * .....................................................
  342. * Factorize A as L*D*L**H using the lower triangle of A
  343. * .....................................................
  344. *
  345. * copy first column A(1:N, 1) into H(1:N, 1)
  346. * (stored in WORK(1:N))
  347. *
  348. CALL CCOPY( N, A( 1, 1 ), 1, WORK( 1 ), 1 )
  349. *
  350. * J is the main loop index, increasing from 1 to N in steps of
  351. * JB, where JB is the number of columns factorized by CLAHEF;
  352. * JB is either NB, or N-J+1 for the last block
  353. *
  354. J = 0
  355. 11 CONTINUE
  356. IF( J.GE.N )
  357. $ GO TO 20
  358. *
  359. * each step of the main loop
  360. * J is the last column of the previous panel
  361. * J1 is the first column of the current panel
  362. * K1 identifies if the previous column of the panel has been
  363. * explicitly stored, e.g., K1=1 for the first panel, and
  364. * K1=0 for the rest
  365. *
  366. J1 = J+1
  367. JB = MIN( N-J1+1, NB )
  368. K1 = MAX(1, J)-J
  369. *
  370. * Panel factorization
  371. *
  372. CALL CLAHEF_AA( UPLO, 2-K1, N-J, JB,
  373. $ A( J+1, MAX(1, J) ), LDA,
  374. $ IPIV( J+1 ), WORK, N, WORK( N*NB+1 ) )
  375. *
  376. * Adjust IPIV and apply it back (J-th step picks (J+1)-th pivot)
  377. *
  378. DO J2 = J+2, MIN(N, J+JB+1)
  379. IPIV( J2 ) = IPIV( J2 ) + J
  380. IF( (J2.NE.IPIV(J2)) .AND. ((J1-K1).GT.2) ) THEN
  381. CALL CSWAP( J1-K1-2, A( J2, 1 ), LDA,
  382. $ A( IPIV(J2), 1 ), LDA )
  383. END IF
  384. END DO
  385. J = J + JB
  386. *
  387. * Trailing submatrix update, where
  388. * A(J2+1, J1-1) stores L(J2+1, J1) and
  389. * WORK(J2+1, 1) stores H(J2+1, 1)
  390. *
  391. IF( J.LT.N ) THEN
  392. *
  393. * if the first panel and JB=1 (NB=1), then nothing to do
  394. *
  395. IF( J1.GT.1 .OR. JB.GT.1 ) THEN
  396. *
  397. * Merge rank-1 update with BLAS-3 update
  398. *
  399. ALPHA = CONJG( A( J+1, J ) )
  400. A( J+1, J ) = ONE
  401. CALL CCOPY( N-J, A( J+1, J-1 ), 1,
  402. $ WORK( (J+1-J1+1)+JB*N ), 1 )
  403. CALL CSCAL( N-J, ALPHA, WORK( (J+1-J1+1)+JB*N ), 1 )
  404. *
  405. * K1 identifies if the previous column of the panel has been
  406. * explicitly stored, e.g., K1=0 and K2=1 for the first panel,
  407. * and K1=1 and K2=0 for the rest
  408. *
  409. IF( J1.GT.1 ) THEN
  410. *
  411. * Not first panel
  412. *
  413. K2 = 1
  414. ELSE
  415. *
  416. * First panel
  417. *
  418. K2 = 0
  419. *
  420. * First update skips the first column
  421. *
  422. JB = JB - 1
  423. END IF
  424. *
  425. DO J2 = J+1, N, NB
  426. NJ = MIN( NB, N-J2+1 )
  427. *
  428. * Update (J2, J2) diagonal block with CGEMV
  429. *
  430. J3 = J2
  431. DO MJ = NJ-1, 1, -1
  432. CALL CGEMM( 'No transpose', 'Conjugate transpose',
  433. $ MJ, 1, JB+1,
  434. $ -ONE, WORK( (J3-J1+1)+K1*N ), N,
  435. $ A( J3, J1-K2 ), LDA,
  436. $ ONE, A( J3, J3 ), LDA )
  437. J3 = J3 + 1
  438. END DO
  439. *
  440. * Update off-diagonal block of J2-th block column with CGEMM
  441. *
  442. CALL CGEMM( 'No transpose', 'Conjugate transpose',
  443. $ N-J3+1, NJ, JB+1,
  444. $ -ONE, WORK( (J3-J1+1)+K1*N ), N,
  445. $ A( J2, J1-K2 ), LDA,
  446. $ ONE, A( J3, J2 ), LDA )
  447. END DO
  448. *
  449. * Recover T( J+1, J )
  450. *
  451. A( J+1, J ) = CONJG( ALPHA )
  452. END IF
  453. *
  454. * WORK(J+1, 1) stores H(J+1, 1)
  455. *
  456. CALL CCOPY( N-J, A( J+1, J+1 ), 1, WORK( 1 ), 1 )
  457. END IF
  458. GO TO 11
  459. END IF
  460. *
  461. 20 CONTINUE
  462. WORK( 1 ) = LWKOPT
  463. RETURN
  464. *
  465. * End of CHETRF_AA
  466. *
  467. END