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chetrf_rook.f 12 kB

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  1. *> \brief \b CHETRF_ROOK computes the factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman ("rook") 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 CHETRF_ROOK + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/chetrf_rook.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/chetrf_rook.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/chetrf_rook.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CHETRF_ROOK( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER INFO, LDA, LWORK, N
  26. * ..
  27. * .. Array Arguments ..
  28. * INTEGER IPIV( * )
  29. * COMPLEX A( LDA, * ), WORK( * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> CHETRF_ROOK computes the factorization of a complex Hermitian matrix A
  39. *> using the bounded Bunch-Kaufman ("rook") diagonal pivoting method.
  40. *> The form of the factorization is
  41. *>
  42. *> A = U*D*U**T or A = L*D*L**T
  43. *>
  44. *> where U (or L) is a product of permutation and unit upper (lower)
  45. *> triangular matrices, and D is Hermitian and block diagonal with
  46. *> 1-by-1 and 2-by-2 diagonal blocks.
  47. *>
  48. *> This is the blocked version of the algorithm, calling Level 3 BLAS.
  49. *> \endverbatim
  50. *
  51. * Arguments:
  52. * ==========
  53. *
  54. *> \param[in] UPLO
  55. *> \verbatim
  56. *> UPLO is CHARACTER*1
  57. *> = 'U': Upper triangle of A is stored;
  58. *> = 'L': Lower triangle of A is stored.
  59. *> \endverbatim
  60. *>
  61. *> \param[in] N
  62. *> \verbatim
  63. *> N is INTEGER
  64. *> The order of the matrix A. N >= 0.
  65. *> \endverbatim
  66. *>
  67. *> \param[in,out] A
  68. *> \verbatim
  69. *> A is COMPLEX array, dimension (LDA,N)
  70. *> On entry, the Hermitian matrix A. If UPLO = 'U', the leading
  71. *> N-by-N upper triangular part of A contains the upper
  72. *> triangular part of the matrix A, and the strictly lower
  73. *> triangular part of A is not referenced. If UPLO = 'L', the
  74. *> leading N-by-N lower triangular part of A contains the lower
  75. *> triangular part of the matrix A, and the strictly upper
  76. *> triangular part of A is not referenced.
  77. *>
  78. *> On exit, the block diagonal matrix D and the multipliers used
  79. *> to obtain the factor U or L (see below for further details).
  80. *> \endverbatim
  81. *>
  82. *> \param[in] LDA
  83. *> \verbatim
  84. *> LDA is INTEGER
  85. *> The leading dimension of the array A. LDA >= max(1,N).
  86. *> \endverbatim
  87. *>
  88. *> \param[out] IPIV
  89. *> \verbatim
  90. *> IPIV is INTEGER array, dimension (N)
  91. *> Details of the interchanges and the block structure of D.
  92. *>
  93. *> If UPLO = 'U':
  94. *> Only the last KB elements of IPIV are set.
  95. *>
  96. *> If IPIV(k) > 0, then rows and columns k and IPIV(k) were
  97. *> interchanged and D(k,k) is a 1-by-1 diagonal block.
  98. *>
  99. *> If IPIV(k) < 0 and IPIV(k-1) < 0, then rows and
  100. *> columns k and -IPIV(k) were interchanged and rows and
  101. *> columns k-1 and -IPIV(k-1) were inerchaged,
  102. *> D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
  103. *>
  104. *> If UPLO = 'L':
  105. *> Only the first KB elements of IPIV are set.
  106. *>
  107. *> If IPIV(k) > 0, then rows and columns k and IPIV(k)
  108. *> were interchanged and D(k,k) is a 1-by-1 diagonal block.
  109. *>
  110. *> If IPIV(k) < 0 and IPIV(k+1) < 0, then rows and
  111. *> columns k and -IPIV(k) were interchanged and rows and
  112. *> columns k+1 and -IPIV(k+1) were inerchaged,
  113. *> D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
  114. *> \endverbatim
  115. *>
  116. *> \param[out] WORK
  117. *> \verbatim
  118. *> WORK is COMPLEX array, dimension (MAX(1,LWORK)).
  119. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  120. *> \endverbatim
  121. *>
  122. *> \param[in] LWORK
  123. *> \verbatim
  124. *> LWORK is INTEGER
  125. *> The length of WORK. LWORK >=1. For best performance
  126. *> LWORK >= N*NB, where NB is the block size returned by ILAENV.
  127. *>
  128. *> If LWORK = -1, then a workspace query is assumed; the routine
  129. *> only calculates the optimal size of the WORK array, returns
  130. *> this value as the first entry of the WORK array, and no error
  131. *> message related to LWORK is issued by XERBLA.
  132. *> \endverbatim
  133. *>
  134. *> \param[out] INFO
  135. *> \verbatim
  136. *> INFO is INTEGER
  137. *> = 0: successful exit
  138. *> < 0: if INFO = -i, the i-th argument had an illegal value
  139. *> > 0: if INFO = i, D(i,i) is exactly zero. The factorization
  140. *> has been completed, but the block diagonal matrix D is
  141. *> exactly singular, and division by zero will occur if it
  142. *> is used to solve a system of equations.
  143. *> \endverbatim
  144. *
  145. * Authors:
  146. * ========
  147. *
  148. *> \author Univ. of Tennessee
  149. *> \author Univ. of California Berkeley
  150. *> \author Univ. of Colorado Denver
  151. *> \author NAG Ltd.
  152. *
  153. *> \ingroup complexHEcomputational
  154. *
  155. *> \par Further Details:
  156. * =====================
  157. *>
  158. *> \verbatim
  159. *>
  160. *> If UPLO = 'U', then A = U*D*U**T, where
  161. *> U = P(n)*U(n)* ... *P(k)U(k)* ...,
  162. *> i.e., U is a product of terms P(k)*U(k), where k decreases from n to
  163. *> 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
  164. *> and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
  165. *> defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
  166. *> that if the diagonal block D(k) is of order s (s = 1 or 2), then
  167. *>
  168. *> ( I v 0 ) k-s
  169. *> U(k) = ( 0 I 0 ) s
  170. *> ( 0 0 I ) n-k
  171. *> k-s s n-k
  172. *>
  173. *> If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
  174. *> If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
  175. *> and A(k,k), and v overwrites A(1:k-2,k-1:k).
  176. *>
  177. *> If UPLO = 'L', then A = L*D*L**T, where
  178. *> L = P(1)*L(1)* ... *P(k)*L(k)* ...,
  179. *> i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
  180. *> n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
  181. *> and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
  182. *> defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
  183. *> that if the diagonal block D(k) is of order s (s = 1 or 2), then
  184. *>
  185. *> ( I 0 0 ) k-1
  186. *> L(k) = ( 0 I 0 ) s
  187. *> ( 0 v I ) n-k-s+1
  188. *> k-1 s n-k-s+1
  189. *>
  190. *> If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
  191. *> If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
  192. *> and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
  193. *> \endverbatim
  194. *
  195. *> \par Contributors:
  196. * ==================
  197. *>
  198. *> \verbatim
  199. *>
  200. *> June 2016, Igor Kozachenko,
  201. *> Computer Science Division,
  202. *> University of California, Berkeley
  203. *>
  204. *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
  205. *> School of Mathematics,
  206. *> University of Manchester
  207. *>
  208. *> \endverbatim
  209. *
  210. * =====================================================================
  211. SUBROUTINE CHETRF_ROOK( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
  212. *
  213. * -- LAPACK computational routine --
  214. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  215. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  216. *
  217. * .. Scalar Arguments ..
  218. CHARACTER UPLO
  219. INTEGER INFO, LDA, LWORK, N
  220. * ..
  221. * .. Array Arguments ..
  222. INTEGER IPIV( * )
  223. COMPLEX A( LDA, * ), WORK( * )
  224. * ..
  225. *
  226. * =====================================================================
  227. *
  228. * .. Local Scalars ..
  229. LOGICAL LQUERY, UPPER
  230. INTEGER IINFO, IWS, J, K, KB, LDWORK, LWKOPT, NB, NBMIN
  231. * ..
  232. * .. External Functions ..
  233. LOGICAL LSAME
  234. INTEGER ILAENV
  235. EXTERNAL LSAME, ILAENV
  236. * ..
  237. * .. External Subroutines ..
  238. EXTERNAL CLAHEF_ROOK, CHETF2_ROOK, XERBLA
  239. * ..
  240. * .. Intrinsic Functions ..
  241. INTRINSIC MAX
  242. * ..
  243. * .. Executable Statements ..
  244. *
  245. * Test the input parameters.
  246. *
  247. INFO = 0
  248. UPPER = LSAME( UPLO, 'U' )
  249. LQUERY = ( LWORK.EQ.-1 )
  250. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  251. INFO = -1
  252. ELSE IF( N.LT.0 ) THEN
  253. INFO = -2
  254. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  255. INFO = -4
  256. ELSE IF( LWORK.LT.1 .AND. .NOT.LQUERY ) THEN
  257. INFO = -7
  258. END IF
  259. *
  260. IF( INFO.EQ.0 ) THEN
  261. *
  262. * Determine the block size
  263. *
  264. NB = ILAENV( 1, 'CHETRF_ROOK', UPLO, N, -1, -1, -1 )
  265. LWKOPT = MAX( 1, N*NB )
  266. WORK( 1 ) = LWKOPT
  267. END IF
  268. *
  269. IF( INFO.NE.0 ) THEN
  270. CALL XERBLA( 'CHETRF_ROOK', -INFO )
  271. RETURN
  272. ELSE IF( LQUERY ) THEN
  273. RETURN
  274. END IF
  275. *
  276. NBMIN = 2
  277. LDWORK = N
  278. IF( NB.GT.1 .AND. NB.LT.N ) THEN
  279. IWS = LDWORK*NB
  280. IF( LWORK.LT.IWS ) THEN
  281. NB = MAX( LWORK / LDWORK, 1 )
  282. NBMIN = MAX( 2, ILAENV( 2, 'CHETRF_ROOK',
  283. $ UPLO, N, -1, -1, -1 ) )
  284. END IF
  285. ELSE
  286. IWS = 1
  287. END IF
  288. IF( NB.LT.NBMIN )
  289. $ NB = N
  290. *
  291. IF( UPPER ) THEN
  292. *
  293. * Factorize A as U*D*U**T using the upper triangle of A
  294. *
  295. * K is the main loop index, decreasing from N to 1 in steps of
  296. * KB, where KB is the number of columns factorized by CLAHEF_ROOK;
  297. * KB is either NB or NB-1, or K for the last block
  298. *
  299. K = N
  300. 10 CONTINUE
  301. *
  302. * If K < 1, exit from loop
  303. *
  304. IF( K.LT.1 )
  305. $ GO TO 40
  306. *
  307. IF( K.GT.NB ) THEN
  308. *
  309. * Factorize columns k-kb+1:k of A and use blocked code to
  310. * update columns 1:k-kb
  311. *
  312. CALL CLAHEF_ROOK( UPLO, K, NB, KB, A, LDA,
  313. $ IPIV, WORK, LDWORK, IINFO )
  314. ELSE
  315. *
  316. * Use unblocked code to factorize columns 1:k of A
  317. *
  318. CALL CHETF2_ROOK( UPLO, K, A, LDA, IPIV, IINFO )
  319. KB = K
  320. END IF
  321. *
  322. * Set INFO on the first occurrence of a zero pivot
  323. *
  324. IF( INFO.EQ.0 .AND. IINFO.GT.0 )
  325. $ INFO = IINFO
  326. *
  327. * No need to adjust IPIV
  328. *
  329. * Decrease K and return to the start of the main loop
  330. *
  331. K = K - KB
  332. GO TO 10
  333. *
  334. ELSE
  335. *
  336. * Factorize A as L*D*L**T using the lower triangle of A
  337. *
  338. * K is the main loop index, increasing from 1 to N in steps of
  339. * KB, where KB is the number of columns factorized by CLAHEF_ROOK;
  340. * KB is either NB or NB-1, or N-K+1 for the last block
  341. *
  342. K = 1
  343. 20 CONTINUE
  344. *
  345. * If K > N, exit from loop
  346. *
  347. IF( K.GT.N )
  348. $ GO TO 40
  349. *
  350. IF( K.LE.N-NB ) THEN
  351. *
  352. * Factorize columns k:k+kb-1 of A and use blocked code to
  353. * update columns k+kb:n
  354. *
  355. CALL CLAHEF_ROOK( UPLO, N-K+1, NB, KB, A( K, K ), LDA,
  356. $ IPIV( K ), WORK, LDWORK, IINFO )
  357. ELSE
  358. *
  359. * Use unblocked code to factorize columns k:n of A
  360. *
  361. CALL CHETF2_ROOK( UPLO, N-K+1, A( K, K ), LDA, IPIV( K ),
  362. $ IINFO )
  363. KB = N - K + 1
  364. END IF
  365. *
  366. * Set INFO on the first occurrence of a zero pivot
  367. *
  368. IF( INFO.EQ.0 .AND. IINFO.GT.0 )
  369. $ INFO = IINFO + K - 1
  370. *
  371. * Adjust IPIV
  372. *
  373. DO 30 J = K, K + KB - 1
  374. IF( IPIV( J ).GT.0 ) THEN
  375. IPIV( J ) = IPIV( J ) + K - 1
  376. ELSE
  377. IPIV( J ) = IPIV( J ) - K + 1
  378. END IF
  379. 30 CONTINUE
  380. *
  381. * Increase K and return to the start of the main loop
  382. *
  383. K = K + KB
  384. GO TO 20
  385. *
  386. END IF
  387. *
  388. 40 CONTINUE
  389. WORK( 1 ) = LWKOPT
  390. RETURN
  391. *
  392. * End of CHETRF_ROOK
  393. *
  394. END