You can not select more than 25 topics Topics must start with a chinese character,a letter or number, can include dashes ('-') and can be up to 35 characters long.

zhetf2_rk.f 34 kB

1234567891011121314151617181920212223242526272829303132333435363738394041424344454647484950515253545556575859606162636465666768697071727374757677787980818283848586878889909192939495969798991001011021031041051061071081091101111121131141151161171181191201211221231241251261271281291301311321331341351361371381391401411421431441451461471481491501511521531541551561571581591601611621631641651661671681691701711721731741751761771781791801811821831841851861871881891901911921931941951961971981992002012022032042052062072082092102112122132142152162172182192202212222232242252262272282292302312322332342352362372382392402412422432442452462472482492502512522532542552562572582592602612622632642652662672682692702712722732742752762772782792802812822832842852862872882892902912922932942952962972982993003013023033043053063073083093103113123133143153163173183193203213223233243253263273283293303313323333343353363373383393403413423433443453463473483493503513523533543553563573583593603613623633643653663673683693703713723733743753763773783793803813823833843853863873883893903913923933943953963973983994004014024034044054064074084094104114124134144154164174184194204214224234244254264274284294304314324334344354364374384394404414424434444454464474484494504514524534544554564574584594604614624634644654664674684694704714724734744754764774784794804814824834844854864874884894904914924934944954964974984995005015025035045055065075085095105115125135145155165175185195205215225235245255265275285295305315325335345355365375385395405415425435445455465475485495505515525535545555565575585595605615625635645655665675685695705715725735745755765775785795805815825835845855865875885895905915925935945955965975985996006016026036046056066076086096106116126136146156166176186196206216226236246256266276286296306316326336346356366376386396406416426436446456466476486496506516526536546556566576586596606616626636646656666676686696706716726736746756766776786796806816826836846856866876886896906916926936946956966976986997007017027037047057067077087097107117127137147157167177187197207217227237247257267277287297307317327337347357367377387397407417427437447457467477487497507517527537547557567577587597607617627637647657667677687697707717727737747757767777787797807817827837847857867877887897907917927937947957967977987998008018028038048058068078088098108118128138148158168178188198208218228238248258268278288298308318328338348358368378388398408418428438448458468478488498508518528538548558568578588598608618628638648658668678688698708718728738748758768778788798808818828838848858868878888898908918928938948958968978988999009019029039049059069079089099109119129139149159169179189199209219229239249259269279289299309319329339349359369379389399409419429439449459469479489499509519529539549559569579589599609619629639649659669679689699709719729739749759769779789799809819829839849859869879889899909919929939949959969979989991000100110021003100410051006100710081009101010111012101310141015101610171018101910201021102210231024102510261027102810291030103110321033103410351036
  1. *> \brief \b ZHETF2_RK computes the factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS2 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 ZHETF2_RK + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhetf2_rk.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhetf2_rk.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhetf2_rk.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZHETF2_RK( UPLO, N, A, LDA, E, IPIV, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER INFO, LDA, N
  26. * ..
  27. * .. Array Arguments ..
  28. * INTEGER IPIV( * )
  29. * COMPLEX*16 A( LDA, * ), E ( * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *> ZHETF2_RK computes the factorization of a complex Hermitian matrix A
  38. *> using the bounded Bunch-Kaufman (rook) diagonal pivoting method:
  39. *>
  40. *> A = P*U*D*(U**H)*(P**T) or A = P*L*D*(L**H)*(P**T),
  41. *>
  42. *> where U (or L) is unit upper (or lower) triangular matrix,
  43. *> U**H (or L**H) is the conjugate of U (or L), P is a permutation
  44. *> matrix, P**T is the transpose of P, and D is Hermitian and block
  45. *> 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. *> For more information see Further Details section.
  49. *> \endverbatim
  50. *
  51. * Arguments:
  52. * ==========
  53. *
  54. *> \param[in] UPLO
  55. *> \verbatim
  56. *> UPLO is CHARACTER*1
  57. *> Specifies whether the upper or lower triangular part of the
  58. *> Hermitian matrix A is stored:
  59. *> = 'U': Upper triangular
  60. *> = 'L': Lower triangular
  61. *> \endverbatim
  62. *>
  63. *> \param[in] N
  64. *> \verbatim
  65. *> N is INTEGER
  66. *> The order of the matrix A. N >= 0.
  67. *> \endverbatim
  68. *>
  69. *> \param[in,out] A
  70. *> \verbatim
  71. *> A is COMPLEX*16 array, dimension (LDA,N)
  72. *> On entry, the Hermitian matrix A.
  73. *> If UPLO = 'U': the leading N-by-N upper triangular part
  74. *> of A contains the upper triangular part of the matrix A,
  75. *> and the strictly lower triangular part of A is not
  76. *> referenced.
  77. *>
  78. *> If UPLO = 'L': the leading N-by-N lower triangular part
  79. *> of A contains the lower triangular part of the matrix A,
  80. *> and the strictly upper triangular part of A is not
  81. *> referenced.
  82. *>
  83. *> On exit, contains:
  84. *> a) ONLY diagonal elements of the Hermitian block diagonal
  85. *> matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
  86. *> (superdiagonal (or subdiagonal) elements of D
  87. *> are stored on exit in array E), and
  88. *> b) If UPLO = 'U': factor U in the superdiagonal part of A.
  89. *> If UPLO = 'L': factor L in the subdiagonal part of A.
  90. *> \endverbatim
  91. *>
  92. *> \param[in] LDA
  93. *> \verbatim
  94. *> LDA is INTEGER
  95. *> The leading dimension of the array A. LDA >= max(1,N).
  96. *> \endverbatim
  97. *>
  98. *> \param[out] E
  99. *> \verbatim
  100. *> E is COMPLEX*16 array, dimension (N)
  101. *> On exit, contains the superdiagonal (or subdiagonal)
  102. *> elements of the Hermitian block diagonal matrix D
  103. *> with 1-by-1 or 2-by-2 diagonal blocks, where
  104. *> If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0;
  105. *> If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0.
  106. *>
  107. *> NOTE: For 1-by-1 diagonal block D(k), where
  108. *> 1 <= k <= N, the element E(k) is set to 0 in both
  109. *> UPLO = 'U' or UPLO = 'L' cases.
  110. *> \endverbatim
  111. *>
  112. *> \param[out] IPIV
  113. *> \verbatim
  114. *> IPIV is INTEGER array, dimension (N)
  115. *> IPIV describes the permutation matrix P in the factorization
  116. *> of matrix A as follows. The absolute value of IPIV(k)
  117. *> represents the index of row and column that were
  118. *> interchanged with the k-th row and column. The value of UPLO
  119. *> describes the order in which the interchanges were applied.
  120. *> Also, the sign of IPIV represents the block structure of
  121. *> the Hermitian block diagonal matrix D with 1-by-1 or 2-by-2
  122. *> diagonal blocks which correspond to 1 or 2 interchanges
  123. *> at each factorization step. For more info see Further
  124. *> Details section.
  125. *>
  126. *> If UPLO = 'U',
  127. *> ( in factorization order, k decreases from N to 1 ):
  128. *> a) A single positive entry IPIV(k) > 0 means:
  129. *> D(k,k) is a 1-by-1 diagonal block.
  130. *> If IPIV(k) != k, rows and columns k and IPIV(k) were
  131. *> interchanged in the matrix A(1:N,1:N);
  132. *> If IPIV(k) = k, no interchange occurred.
  133. *>
  134. *> b) A pair of consecutive negative entries
  135. *> IPIV(k) < 0 and IPIV(k-1) < 0 means:
  136. *> D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
  137. *> (NOTE: negative entries in IPIV appear ONLY in pairs).
  138. *> 1) If -IPIV(k) != k, rows and columns
  139. *> k and -IPIV(k) were interchanged
  140. *> in the matrix A(1:N,1:N).
  141. *> If -IPIV(k) = k, no interchange occurred.
  142. *> 2) If -IPIV(k-1) != k-1, rows and columns
  143. *> k-1 and -IPIV(k-1) were interchanged
  144. *> in the matrix A(1:N,1:N).
  145. *> If -IPIV(k-1) = k-1, no interchange occurred.
  146. *>
  147. *> c) In both cases a) and b), always ABS( IPIV(k) ) <= k.
  148. *>
  149. *> d) NOTE: Any entry IPIV(k) is always NONZERO on output.
  150. *>
  151. *> If UPLO = 'L',
  152. *> ( in factorization order, k increases from 1 to N ):
  153. *> a) A single positive entry IPIV(k) > 0 means:
  154. *> D(k,k) is a 1-by-1 diagonal block.
  155. *> If IPIV(k) != k, rows and columns k and IPIV(k) were
  156. *> interchanged in the matrix A(1:N,1:N).
  157. *> If IPIV(k) = k, no interchange occurred.
  158. *>
  159. *> b) A pair of consecutive negative entries
  160. *> IPIV(k) < 0 and IPIV(k+1) < 0 means:
  161. *> D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
  162. *> (NOTE: negative entries in IPIV appear ONLY in pairs).
  163. *> 1) If -IPIV(k) != k, rows and columns
  164. *> k and -IPIV(k) were interchanged
  165. *> in the matrix A(1:N,1:N).
  166. *> If -IPIV(k) = k, no interchange occurred.
  167. *> 2) If -IPIV(k+1) != k+1, rows and columns
  168. *> k-1 and -IPIV(k-1) were interchanged
  169. *> in the matrix A(1:N,1:N).
  170. *> If -IPIV(k+1) = k+1, no interchange occurred.
  171. *>
  172. *> c) In both cases a) and b), always ABS( IPIV(k) ) >= k.
  173. *>
  174. *> d) NOTE: Any entry IPIV(k) is always NONZERO on output.
  175. *> \endverbatim
  176. *>
  177. *> \param[out] INFO
  178. *> \verbatim
  179. *> INFO is INTEGER
  180. *> = 0: successful exit
  181. *>
  182. *> < 0: If INFO = -k, the k-th argument had an illegal value
  183. *>
  184. *> > 0: If INFO = k, the matrix A is singular, because:
  185. *> If UPLO = 'U': column k in the upper
  186. *> triangular part of A contains all zeros.
  187. *> If UPLO = 'L': column k in the lower
  188. *> triangular part of A contains all zeros.
  189. *>
  190. *> Therefore D(k,k) is exactly zero, and superdiagonal
  191. *> elements of column k of U (or subdiagonal elements of
  192. *> column k of L ) are all zeros. The factorization has
  193. *> been completed, but the block diagonal matrix D is
  194. *> exactly singular, and division by zero will occur if
  195. *> it is used to solve a system of equations.
  196. *>
  197. *> NOTE: INFO only stores the first occurrence of
  198. *> a singularity, any subsequent occurrence of singularity
  199. *> is not stored in INFO even though the factorization
  200. *> always completes.
  201. *> \endverbatim
  202. *
  203. * Authors:
  204. * ========
  205. *
  206. *> \author Univ. of Tennessee
  207. *> \author Univ. of California Berkeley
  208. *> \author Univ. of Colorado Denver
  209. *> \author NAG Ltd.
  210. *
  211. *> \ingroup complex16HEcomputational
  212. *
  213. *> \par Further Details:
  214. * =====================
  215. *>
  216. *> \verbatim
  217. *> TODO: put further details
  218. *> \endverbatim
  219. *
  220. *> \par Contributors:
  221. * ==================
  222. *>
  223. *> \verbatim
  224. *>
  225. *> December 2016, Igor Kozachenko,
  226. *> Computer Science Division,
  227. *> University of California, Berkeley
  228. *>
  229. *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
  230. *> School of Mathematics,
  231. *> University of Manchester
  232. *>
  233. *> 01-01-96 - Based on modifications by
  234. *> J. Lewis, Boeing Computer Services Company
  235. *> A. Petitet, Computer Science Dept.,
  236. *> Univ. of Tenn., Knoxville abd , USA
  237. *> \endverbatim
  238. *
  239. * =====================================================================
  240. SUBROUTINE ZHETF2_RK( UPLO, N, A, LDA, E, IPIV, INFO )
  241. *
  242. * -- LAPACK computational routine --
  243. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  244. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  245. *
  246. * .. Scalar Arguments ..
  247. CHARACTER UPLO
  248. INTEGER INFO, LDA, N
  249. * ..
  250. * .. Array Arguments ..
  251. INTEGER IPIV( * )
  252. COMPLEX*16 A( LDA, * ), E( * )
  253. * ..
  254. *
  255. * ======================================================================
  256. *
  257. * .. Parameters ..
  258. DOUBLE PRECISION ZERO, ONE
  259. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  260. DOUBLE PRECISION EIGHT, SEVTEN
  261. PARAMETER ( EIGHT = 8.0D+0, SEVTEN = 17.0D+0 )
  262. COMPLEX*16 CZERO
  263. PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ) )
  264. * ..
  265. * .. Local Scalars ..
  266. LOGICAL DONE, UPPER
  267. INTEGER I, II, IMAX, ITEMP, J, JMAX, K, KK, KP, KSTEP,
  268. $ P
  269. DOUBLE PRECISION ABSAKK, ALPHA, COLMAX, D, D11, D22, R1, DTEMP,
  270. $ ROWMAX, TT, SFMIN
  271. COMPLEX*16 D12, D21, T, WK, WKM1, WKP1, Z
  272. * ..
  273. * .. External Functions ..
  274. *
  275. LOGICAL LSAME
  276. INTEGER IZAMAX
  277. DOUBLE PRECISION DLAMCH, DLAPY2
  278. EXTERNAL LSAME, IZAMAX, DLAMCH, DLAPY2
  279. * ..
  280. * .. External Subroutines ..
  281. EXTERNAL XERBLA, ZDSCAL, ZHER, ZSWAP
  282. * ..
  283. * .. Intrinsic Functions ..
  284. INTRINSIC ABS, DBLE, DCMPLX, DCONJG, DIMAG, MAX, SQRT
  285. * ..
  286. * .. Statement Functions ..
  287. DOUBLE PRECISION CABS1
  288. * ..
  289. * .. Statement Function definitions ..
  290. CABS1( Z ) = ABS( DBLE( Z ) ) + ABS( DIMAG( Z ) )
  291. * ..
  292. * .. Executable Statements ..
  293. *
  294. * Test the input parameters.
  295. *
  296. INFO = 0
  297. UPPER = LSAME( UPLO, 'U' )
  298. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  299. INFO = -1
  300. ELSE IF( N.LT.0 ) THEN
  301. INFO = -2
  302. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  303. INFO = -4
  304. END IF
  305. IF( INFO.NE.0 ) THEN
  306. CALL XERBLA( 'ZHETF2_RK', -INFO )
  307. RETURN
  308. END IF
  309. *
  310. * Initialize ALPHA for use in choosing pivot block size.
  311. *
  312. ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
  313. *
  314. * Compute machine safe minimum
  315. *
  316. SFMIN = DLAMCH( 'S' )
  317. *
  318. IF( UPPER ) THEN
  319. *
  320. * Factorize A as U*D*U**H using the upper triangle of A
  321. *
  322. * Initialize the first entry of array E, where superdiagonal
  323. * elements of D are stored
  324. *
  325. E( 1 ) = CZERO
  326. *
  327. * K is the main loop index, decreasing from N to 1 in steps of
  328. * 1 or 2
  329. *
  330. K = N
  331. 10 CONTINUE
  332. *
  333. * If K < 1, exit from loop
  334. *
  335. IF( K.LT.1 )
  336. $ GO TO 34
  337. KSTEP = 1
  338. P = K
  339. *
  340. * Determine rows and columns to be interchanged and whether
  341. * a 1-by-1 or 2-by-2 pivot block will be used
  342. *
  343. ABSAKK = ABS( DBLE( A( K, K ) ) )
  344. *
  345. * IMAX is the row-index of the largest off-diagonal element in
  346. * column K, and COLMAX is its absolute value.
  347. * Determine both COLMAX and IMAX.
  348. *
  349. IF( K.GT.1 ) THEN
  350. IMAX = IZAMAX( K-1, A( 1, K ), 1 )
  351. COLMAX = CABS1( A( IMAX, K ) )
  352. ELSE
  353. COLMAX = ZERO
  354. END IF
  355. *
  356. IF( ( MAX( ABSAKK, COLMAX ).EQ.ZERO ) ) THEN
  357. *
  358. * Column K is zero or underflow: set INFO and continue
  359. *
  360. IF( INFO.EQ.0 )
  361. $ INFO = K
  362. KP = K
  363. A( K, K ) = DBLE( A( K, K ) )
  364. *
  365. * Set E( K ) to zero
  366. *
  367. IF( K.GT.1 )
  368. $ E( K ) = CZERO
  369. *
  370. ELSE
  371. *
  372. * ============================================================
  373. *
  374. * BEGIN pivot search
  375. *
  376. * Case(1)
  377. * Equivalent to testing for ABSAKK.GE.ALPHA*COLMAX
  378. * (used to handle NaN and Inf)
  379. *
  380. IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN
  381. *
  382. * no interchange, use 1-by-1 pivot block
  383. *
  384. KP = K
  385. *
  386. ELSE
  387. *
  388. DONE = .FALSE.
  389. *
  390. * Loop until pivot found
  391. *
  392. 12 CONTINUE
  393. *
  394. * BEGIN pivot search loop body
  395. *
  396. *
  397. * JMAX is the column-index of the largest off-diagonal
  398. * element in row IMAX, and ROWMAX is its absolute value.
  399. * Determine both ROWMAX and JMAX.
  400. *
  401. IF( IMAX.NE.K ) THEN
  402. JMAX = IMAX + IZAMAX( K-IMAX, A( IMAX, IMAX+1 ),
  403. $ LDA )
  404. ROWMAX = CABS1( A( IMAX, JMAX ) )
  405. ELSE
  406. ROWMAX = ZERO
  407. END IF
  408. *
  409. IF( IMAX.GT.1 ) THEN
  410. ITEMP = IZAMAX( IMAX-1, A( 1, IMAX ), 1 )
  411. DTEMP = CABS1( A( ITEMP, IMAX ) )
  412. IF( DTEMP.GT.ROWMAX ) THEN
  413. ROWMAX = DTEMP
  414. JMAX = ITEMP
  415. END IF
  416. END IF
  417. *
  418. * Case(2)
  419. * Equivalent to testing for
  420. * ABS( DBLE( W( IMAX,KW-1 ) ) ).GE.ALPHA*ROWMAX
  421. * (used to handle NaN and Inf)
  422. *
  423. IF( .NOT.( ABS( DBLE( A( IMAX, IMAX ) ) )
  424. $ .LT.ALPHA*ROWMAX ) ) THEN
  425. *
  426. * interchange rows and columns K and IMAX,
  427. * use 1-by-1 pivot block
  428. *
  429. KP = IMAX
  430. DONE = .TRUE.
  431. *
  432. * Case(3)
  433. * Equivalent to testing for ROWMAX.EQ.COLMAX,
  434. * (used to handle NaN and Inf)
  435. *
  436. ELSE IF( ( P.EQ.JMAX ) .OR. ( ROWMAX.LE.COLMAX ) )
  437. $ THEN
  438. *
  439. * interchange rows and columns K-1 and IMAX,
  440. * use 2-by-2 pivot block
  441. *
  442. KP = IMAX
  443. KSTEP = 2
  444. DONE = .TRUE.
  445. *
  446. * Case(4)
  447. ELSE
  448. *
  449. * Pivot not found: set params and repeat
  450. *
  451. P = IMAX
  452. COLMAX = ROWMAX
  453. IMAX = JMAX
  454. END IF
  455. *
  456. * END pivot search loop body
  457. *
  458. IF( .NOT.DONE ) GOTO 12
  459. *
  460. END IF
  461. *
  462. * END pivot search
  463. *
  464. * ============================================================
  465. *
  466. * KK is the column of A where pivoting step stopped
  467. *
  468. KK = K - KSTEP + 1
  469. *
  470. * For only a 2x2 pivot, interchange rows and columns K and P
  471. * in the leading submatrix A(1:k,1:k)
  472. *
  473. IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
  474. * (1) Swap columnar parts
  475. IF( P.GT.1 )
  476. $ CALL ZSWAP( P-1, A( 1, K ), 1, A( 1, P ), 1 )
  477. * (2) Swap and conjugate middle parts
  478. DO 14 J = P + 1, K - 1
  479. T = DCONJG( A( J, K ) )
  480. A( J, K ) = DCONJG( A( P, J ) )
  481. A( P, J ) = T
  482. 14 CONTINUE
  483. * (3) Swap and conjugate corner elements at row-col intersection
  484. A( P, K ) = DCONJG( A( P, K ) )
  485. * (4) Swap diagonal elements at row-col intersection
  486. R1 = DBLE( A( K, K ) )
  487. A( K, K ) = DBLE( A( P, P ) )
  488. A( P, P ) = R1
  489. *
  490. * Convert upper triangle of A into U form by applying
  491. * the interchanges in columns k+1:N.
  492. *
  493. IF( K.LT.N )
  494. $ CALL ZSWAP( N-K, A( K, K+1 ), LDA, A( P, K+1 ), LDA )
  495. *
  496. END IF
  497. *
  498. * For both 1x1 and 2x2 pivots, interchange rows and
  499. * columns KK and KP in the leading submatrix A(1:k,1:k)
  500. *
  501. IF( KP.NE.KK ) THEN
  502. * (1) Swap columnar parts
  503. IF( KP.GT.1 )
  504. $ CALL ZSWAP( KP-1, A( 1, KK ), 1, A( 1, KP ), 1 )
  505. * (2) Swap and conjugate middle parts
  506. DO 15 J = KP + 1, KK - 1
  507. T = DCONJG( A( J, KK ) )
  508. A( J, KK ) = DCONJG( A( KP, J ) )
  509. A( KP, J ) = T
  510. 15 CONTINUE
  511. * (3) Swap and conjugate corner elements at row-col intersection
  512. A( KP, KK ) = DCONJG( A( KP, KK ) )
  513. * (4) Swap diagonal elements at row-col intersection
  514. R1 = DBLE( A( KK, KK ) )
  515. A( KK, KK ) = DBLE( A( KP, KP ) )
  516. A( KP, KP ) = R1
  517. *
  518. IF( KSTEP.EQ.2 ) THEN
  519. * (*) Make sure that diagonal element of pivot is real
  520. A( K, K ) = DBLE( A( K, K ) )
  521. * (5) Swap row elements
  522. T = A( K-1, K )
  523. A( K-1, K ) = A( KP, K )
  524. A( KP, K ) = T
  525. END IF
  526. *
  527. * Convert upper triangle of A into U form by applying
  528. * the interchanges in columns k+1:N.
  529. *
  530. IF( K.LT.N )
  531. $ CALL ZSWAP( N-K, A( KK, K+1 ), LDA, A( KP, K+1 ),
  532. $ LDA )
  533. *
  534. ELSE
  535. * (*) Make sure that diagonal element of pivot is real
  536. A( K, K ) = DBLE( A( K, K ) )
  537. IF( KSTEP.EQ.2 )
  538. $ A( K-1, K-1 ) = DBLE( A( K-1, K-1 ) )
  539. END IF
  540. *
  541. * Update the leading submatrix
  542. *
  543. IF( KSTEP.EQ.1 ) THEN
  544. *
  545. * 1-by-1 pivot block D(k): column k now holds
  546. *
  547. * W(k) = U(k)*D(k)
  548. *
  549. * where U(k) is the k-th column of U
  550. *
  551. IF( K.GT.1 ) THEN
  552. *
  553. * Perform a rank-1 update of A(1:k-1,1:k-1) and
  554. * store U(k) in column k
  555. *
  556. IF( ABS( DBLE( A( K, K ) ) ).GE.SFMIN ) THEN
  557. *
  558. * Perform a rank-1 update of A(1:k-1,1:k-1) as
  559. * A := A - U(k)*D(k)*U(k)**T
  560. * = A - W(k)*1/D(k)*W(k)**T
  561. *
  562. D11 = ONE / DBLE( A( K, K ) )
  563. CALL ZHER( UPLO, K-1, -D11, A( 1, K ), 1, A, LDA )
  564. *
  565. * Store U(k) in column k
  566. *
  567. CALL ZDSCAL( K-1, D11, A( 1, K ), 1 )
  568. ELSE
  569. *
  570. * Store L(k) in column K
  571. *
  572. D11 = DBLE( A( K, K ) )
  573. DO 16 II = 1, K - 1
  574. A( II, K ) = A( II, K ) / D11
  575. 16 CONTINUE
  576. *
  577. * Perform a rank-1 update of A(k+1:n,k+1:n) as
  578. * A := A - U(k)*D(k)*U(k)**T
  579. * = A - W(k)*(1/D(k))*W(k)**T
  580. * = A - (W(k)/D(k))*(D(k))*(W(k)/D(K))**T
  581. *
  582. CALL ZHER( UPLO, K-1, -D11, A( 1, K ), 1, A, LDA )
  583. END IF
  584. *
  585. * Store the superdiagonal element of D in array E
  586. *
  587. E( K ) = CZERO
  588. *
  589. END IF
  590. *
  591. ELSE
  592. *
  593. * 2-by-2 pivot block D(k): columns k and k-1 now hold
  594. *
  595. * ( W(k-1) W(k) ) = ( U(k-1) U(k) )*D(k)
  596. *
  597. * where U(k) and U(k-1) are the k-th and (k-1)-th columns
  598. * of U
  599. *
  600. * Perform a rank-2 update of A(1:k-2,1:k-2) as
  601. *
  602. * A := A - ( U(k-1) U(k) )*D(k)*( U(k-1) U(k) )**T
  603. * = A - ( ( A(k-1)A(k) )*inv(D(k)) ) * ( A(k-1)A(k) )**T
  604. *
  605. * and store L(k) and L(k+1) in columns k and k+1
  606. *
  607. IF( K.GT.2 ) THEN
  608. * D = |A12|
  609. D = DLAPY2( DBLE( A( K-1, K ) ),
  610. $ DIMAG( A( K-1, K ) ) )
  611. D11 = DBLE( A( K, K ) / D )
  612. D22 = DBLE( A( K-1, K-1 ) / D )
  613. D12 = A( K-1, K ) / D
  614. TT = ONE / ( D11*D22-ONE )
  615. *
  616. DO 30 J = K - 2, 1, -1
  617. *
  618. * Compute D21 * ( W(k)W(k+1) ) * inv(D(k)) for row J
  619. *
  620. WKM1 = TT*( D11*A( J, K-1 )-DCONJG( D12 )*
  621. $ A( J, K ) )
  622. WK = TT*( D22*A( J, K )-D12*A( J, K-1 ) )
  623. *
  624. * Perform a rank-2 update of A(1:k-2,1:k-2)
  625. *
  626. DO 20 I = J, 1, -1
  627. A( I, J ) = A( I, J ) -
  628. $ ( A( I, K ) / D )*DCONJG( WK ) -
  629. $ ( A( I, K-1 ) / D )*DCONJG( WKM1 )
  630. 20 CONTINUE
  631. *
  632. * Store U(k) and U(k-1) in cols k and k-1 for row J
  633. *
  634. A( J, K ) = WK / D
  635. A( J, K-1 ) = WKM1 / D
  636. * (*) Make sure that diagonal element of pivot is real
  637. A( J, J ) = DCMPLX( DBLE( A( J, J ) ), ZERO )
  638. *
  639. 30 CONTINUE
  640. *
  641. END IF
  642. *
  643. * Copy superdiagonal elements of D(K) to E(K) and
  644. * ZERO out superdiagonal entry of A
  645. *
  646. E( K ) = A( K-1, K )
  647. E( K-1 ) = CZERO
  648. A( K-1, K ) = CZERO
  649. *
  650. END IF
  651. *
  652. * End column K is nonsingular
  653. *
  654. END IF
  655. *
  656. * Store details of the interchanges in IPIV
  657. *
  658. IF( KSTEP.EQ.1 ) THEN
  659. IPIV( K ) = KP
  660. ELSE
  661. IPIV( K ) = -P
  662. IPIV( K-1 ) = -KP
  663. END IF
  664. *
  665. * Decrease K and return to the start of the main loop
  666. *
  667. K = K - KSTEP
  668. GO TO 10
  669. *
  670. 34 CONTINUE
  671. *
  672. ELSE
  673. *
  674. * Factorize A as L*D*L**H using the lower triangle of A
  675. *
  676. * Initialize the unused last entry of the subdiagonal array E.
  677. *
  678. E( N ) = CZERO
  679. *
  680. * K is the main loop index, increasing from 1 to N in steps of
  681. * 1 or 2
  682. *
  683. K = 1
  684. 40 CONTINUE
  685. *
  686. * If K > N, exit from loop
  687. *
  688. IF( K.GT.N )
  689. $ GO TO 64
  690. KSTEP = 1
  691. P = K
  692. *
  693. * Determine rows and columns to be interchanged and whether
  694. * a 1-by-1 or 2-by-2 pivot block will be used
  695. *
  696. ABSAKK = ABS( DBLE( A( K, K ) ) )
  697. *
  698. * IMAX is the row-index of the largest off-diagonal element in
  699. * column K, and COLMAX is its absolute value.
  700. * Determine both COLMAX and IMAX.
  701. *
  702. IF( K.LT.N ) THEN
  703. IMAX = K + IZAMAX( N-K, A( K+1, K ), 1 )
  704. COLMAX = CABS1( A( IMAX, K ) )
  705. ELSE
  706. COLMAX = ZERO
  707. END IF
  708. *
  709. IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
  710. *
  711. * Column K is zero or underflow: set INFO and continue
  712. *
  713. IF( INFO.EQ.0 )
  714. $ INFO = K
  715. KP = K
  716. A( K, K ) = DBLE( A( K, K ) )
  717. *
  718. * Set E( K ) to zero
  719. *
  720. IF( K.LT.N )
  721. $ E( K ) = CZERO
  722. *
  723. ELSE
  724. *
  725. * ============================================================
  726. *
  727. * BEGIN pivot search
  728. *
  729. * Case(1)
  730. * Equivalent to testing for ABSAKK.GE.ALPHA*COLMAX
  731. * (used to handle NaN and Inf)
  732. *
  733. IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN
  734. *
  735. * no interchange, use 1-by-1 pivot block
  736. *
  737. KP = K
  738. *
  739. ELSE
  740. *
  741. DONE = .FALSE.
  742. *
  743. * Loop until pivot found
  744. *
  745. 42 CONTINUE
  746. *
  747. * BEGIN pivot search loop body
  748. *
  749. *
  750. * JMAX is the column-index of the largest off-diagonal
  751. * element in row IMAX, and ROWMAX is its absolute value.
  752. * Determine both ROWMAX and JMAX.
  753. *
  754. IF( IMAX.NE.K ) THEN
  755. JMAX = K - 1 + IZAMAX( IMAX-K, A( IMAX, K ), LDA )
  756. ROWMAX = CABS1( A( IMAX, JMAX ) )
  757. ELSE
  758. ROWMAX = ZERO
  759. END IF
  760. *
  761. IF( IMAX.LT.N ) THEN
  762. ITEMP = IMAX + IZAMAX( N-IMAX, A( IMAX+1, IMAX ),
  763. $ 1 )
  764. DTEMP = CABS1( A( ITEMP, IMAX ) )
  765. IF( DTEMP.GT.ROWMAX ) THEN
  766. ROWMAX = DTEMP
  767. JMAX = ITEMP
  768. END IF
  769. END IF
  770. *
  771. * Case(2)
  772. * Equivalent to testing for
  773. * ABS( DBLE( W( IMAX,KW-1 ) ) ).GE.ALPHA*ROWMAX
  774. * (used to handle NaN and Inf)
  775. *
  776. IF( .NOT.( ABS( DBLE( A( IMAX, IMAX ) ) )
  777. $ .LT.ALPHA*ROWMAX ) ) THEN
  778. *
  779. * interchange rows and columns K and IMAX,
  780. * use 1-by-1 pivot block
  781. *
  782. KP = IMAX
  783. DONE = .TRUE.
  784. *
  785. * Case(3)
  786. * Equivalent to testing for ROWMAX.EQ.COLMAX,
  787. * (used to handle NaN and Inf)
  788. *
  789. ELSE IF( ( P.EQ.JMAX ) .OR. ( ROWMAX.LE.COLMAX ) )
  790. $ THEN
  791. *
  792. * interchange rows and columns K+1 and IMAX,
  793. * use 2-by-2 pivot block
  794. *
  795. KP = IMAX
  796. KSTEP = 2
  797. DONE = .TRUE.
  798. *
  799. * Case(4)
  800. ELSE
  801. *
  802. * Pivot not found: set params and repeat
  803. *
  804. P = IMAX
  805. COLMAX = ROWMAX
  806. IMAX = JMAX
  807. END IF
  808. *
  809. *
  810. * END pivot search loop body
  811. *
  812. IF( .NOT.DONE ) GOTO 42
  813. *
  814. END IF
  815. *
  816. * END pivot search
  817. *
  818. * ============================================================
  819. *
  820. * KK is the column of A where pivoting step stopped
  821. *
  822. KK = K + KSTEP - 1
  823. *
  824. * For only a 2x2 pivot, interchange rows and columns K and P
  825. * in the trailing submatrix A(k:n,k:n)
  826. *
  827. IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
  828. * (1) Swap columnar parts
  829. IF( P.LT.N )
  830. $ CALL ZSWAP( N-P, A( P+1, K ), 1, A( P+1, P ), 1 )
  831. * (2) Swap and conjugate middle parts
  832. DO 44 J = K + 1, P - 1
  833. T = DCONJG( A( J, K ) )
  834. A( J, K ) = DCONJG( A( P, J ) )
  835. A( P, J ) = T
  836. 44 CONTINUE
  837. * (3) Swap and conjugate corner elements at row-col intersection
  838. A( P, K ) = DCONJG( A( P, K ) )
  839. * (4) Swap diagonal elements at row-col intersection
  840. R1 = DBLE( A( K, K ) )
  841. A( K, K ) = DBLE( A( P, P ) )
  842. A( P, P ) = R1
  843. *
  844. * Convert lower triangle of A into L form by applying
  845. * the interchanges in columns 1:k-1.
  846. *
  847. IF ( K.GT.1 )
  848. $ CALL ZSWAP( K-1, A( K, 1 ), LDA, A( P, 1 ), LDA )
  849. *
  850. END IF
  851. *
  852. * For both 1x1 and 2x2 pivots, interchange rows and
  853. * columns KK and KP in the trailing submatrix A(k:n,k:n)
  854. *
  855. IF( KP.NE.KK ) THEN
  856. * (1) Swap columnar parts
  857. IF( KP.LT.N )
  858. $ CALL ZSWAP( N-KP, A( KP+1, KK ), 1, A( KP+1, KP ), 1 )
  859. * (2) Swap and conjugate middle parts
  860. DO 45 J = KK + 1, KP - 1
  861. T = DCONJG( A( J, KK ) )
  862. A( J, KK ) = DCONJG( A( KP, J ) )
  863. A( KP, J ) = T
  864. 45 CONTINUE
  865. * (3) Swap and conjugate corner elements at row-col intersection
  866. A( KP, KK ) = DCONJG( A( KP, KK ) )
  867. * (4) Swap diagonal elements at row-col intersection
  868. R1 = DBLE( A( KK, KK ) )
  869. A( KK, KK ) = DBLE( A( KP, KP ) )
  870. A( KP, KP ) = R1
  871. *
  872. IF( KSTEP.EQ.2 ) THEN
  873. * (*) Make sure that diagonal element of pivot is real
  874. A( K, K ) = DBLE( A( K, K ) )
  875. * (5) Swap row elements
  876. T = A( K+1, K )
  877. A( K+1, K ) = A( KP, K )
  878. A( KP, K ) = T
  879. END IF
  880. *
  881. * Convert lower triangle of A into L form by applying
  882. * the interchanges in columns 1:k-1.
  883. *
  884. IF ( K.GT.1 )
  885. $ CALL ZSWAP( K-1, A( KK, 1 ), LDA, A( KP, 1 ), LDA )
  886. *
  887. ELSE
  888. * (*) Make sure that diagonal element of pivot is real
  889. A( K, K ) = DBLE( A( K, K ) )
  890. IF( KSTEP.EQ.2 )
  891. $ A( K+1, K+1 ) = DBLE( A( K+1, K+1 ) )
  892. END IF
  893. *
  894. * Update the trailing submatrix
  895. *
  896. IF( KSTEP.EQ.1 ) THEN
  897. *
  898. * 1-by-1 pivot block D(k): column k of A now holds
  899. *
  900. * W(k) = L(k)*D(k),
  901. *
  902. * where L(k) is the k-th column of L
  903. *
  904. IF( K.LT.N ) THEN
  905. *
  906. * Perform a rank-1 update of A(k+1:n,k+1:n) and
  907. * store L(k) in column k
  908. *
  909. * Handle division by a small number
  910. *
  911. IF( ABS( DBLE( A( K, K ) ) ).GE.SFMIN ) THEN
  912. *
  913. * Perform a rank-1 update of A(k+1:n,k+1:n) as
  914. * A := A - L(k)*D(k)*L(k)**T
  915. * = A - W(k)*(1/D(k))*W(k)**T
  916. *
  917. D11 = ONE / DBLE( A( K, K ) )
  918. CALL ZHER( UPLO, N-K, -D11, A( K+1, K ), 1,
  919. $ A( K+1, K+1 ), LDA )
  920. *
  921. * Store L(k) in column k
  922. *
  923. CALL ZDSCAL( N-K, D11, A( K+1, K ), 1 )
  924. ELSE
  925. *
  926. * Store L(k) in column k
  927. *
  928. D11 = DBLE( A( K, K ) )
  929. DO 46 II = K + 1, N
  930. A( II, K ) = A( II, K ) / D11
  931. 46 CONTINUE
  932. *
  933. * Perform a rank-1 update of A(k+1:n,k+1:n) as
  934. * A := A - L(k)*D(k)*L(k)**T
  935. * = A - W(k)*(1/D(k))*W(k)**T
  936. * = A - (W(k)/D(k))*(D(k))*(W(k)/D(K))**T
  937. *
  938. CALL ZHER( UPLO, N-K, -D11, A( K+1, K ), 1,
  939. $ A( K+1, K+1 ), LDA )
  940. END IF
  941. *
  942. * Store the subdiagonal element of D in array E
  943. *
  944. E( K ) = CZERO
  945. *
  946. END IF
  947. *
  948. ELSE
  949. *
  950. * 2-by-2 pivot block D(k): columns k and k+1 now hold
  951. *
  952. * ( W(k) W(k+1) ) = ( L(k) L(k+1) )*D(k)
  953. *
  954. * where L(k) and L(k+1) are the k-th and (k+1)-th columns
  955. * of L
  956. *
  957. *
  958. * Perform a rank-2 update of A(k+2:n,k+2:n) as
  959. *
  960. * A := A - ( L(k) L(k+1) ) * D(k) * ( L(k) L(k+1) )**T
  961. * = A - ( ( A(k)A(k+1) )*inv(D(k) ) * ( A(k)A(k+1) )**T
  962. *
  963. * and store L(k) and L(k+1) in columns k and k+1
  964. *
  965. IF( K.LT.N-1 ) THEN
  966. * D = |A21|
  967. D = DLAPY2( DBLE( A( K+1, K ) ),
  968. $ DIMAG( A( K+1, K ) ) )
  969. D11 = DBLE( A( K+1, K+1 ) ) / D
  970. D22 = DBLE( A( K, K ) ) / D
  971. D21 = A( K+1, K ) / D
  972. TT = ONE / ( D11*D22-ONE )
  973. *
  974. DO 60 J = K + 2, N
  975. *
  976. * Compute D21 * ( W(k)W(k+1) ) * inv(D(k)) for row J
  977. *
  978. WK = TT*( D11*A( J, K )-D21*A( J, K+1 ) )
  979. WKP1 = TT*( D22*A( J, K+1 )-DCONJG( D21 )*
  980. $ A( J, K ) )
  981. *
  982. * Perform a rank-2 update of A(k+2:n,k+2:n)
  983. *
  984. DO 50 I = J, N
  985. A( I, J ) = A( I, J ) -
  986. $ ( A( I, K ) / D )*DCONJG( WK ) -
  987. $ ( A( I, K+1 ) / D )*DCONJG( WKP1 )
  988. 50 CONTINUE
  989. *
  990. * Store L(k) and L(k+1) in cols k and k+1 for row J
  991. *
  992. A( J, K ) = WK / D
  993. A( J, K+1 ) = WKP1 / D
  994. * (*) Make sure that diagonal element of pivot is real
  995. A( J, J ) = DCMPLX( DBLE( A( J, J ) ), ZERO )
  996. *
  997. 60 CONTINUE
  998. *
  999. END IF
  1000. *
  1001. * Copy subdiagonal elements of D(K) to E(K) and
  1002. * ZERO out subdiagonal entry of A
  1003. *
  1004. E( K ) = A( K+1, K )
  1005. E( K+1 ) = CZERO
  1006. A( K+1, K ) = CZERO
  1007. *
  1008. END IF
  1009. *
  1010. * End column K is nonsingular
  1011. *
  1012. END IF
  1013. *
  1014. * Store details of the interchanges in IPIV
  1015. *
  1016. IF( KSTEP.EQ.1 ) THEN
  1017. IPIV( K ) = KP
  1018. ELSE
  1019. IPIV( K ) = -P
  1020. IPIV( K+1 ) = -KP
  1021. END IF
  1022. *
  1023. * Increase K and return to the start of the main loop
  1024. *
  1025. K = K + KSTEP
  1026. GO TO 40
  1027. *
  1028. 64 CONTINUE
  1029. *
  1030. END IF
  1031. *
  1032. RETURN
  1033. *
  1034. * End of ZHETF2_RK
  1035. *
  1036. END