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zhetrs_rook.f 15 kB

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  1. *> \brief \b ZHETRS_ROOK computes the solution to a system of linear equations A * X = B for HE matrices using factorization obtained with one of the bounded diagonal pivoting methods (max 2 interchanges)
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZHETRS_ROOK + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhetrs_rook.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhetrs_rook.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhetrs_rook.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZHETRS_ROOK( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER INFO, LDA, LDB, N, NRHS
  26. * ..
  27. * .. Array Arguments ..
  28. * INTEGER IPIV( * )
  29. * COMPLEX A( LDA, * ), B( LDB, * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> ZHETRS_ROOK solves a system of linear equations A*X = B with a complex
  39. *> Hermitian matrix A using the factorization A = U*D*U**H or
  40. *> A = L*D*L**H computed by ZHETRF_ROOK.
  41. *> \endverbatim
  42. *
  43. * Arguments:
  44. * ==========
  45. *
  46. *> \param[in] UPLO
  47. *> \verbatim
  48. *> UPLO is CHARACTER*1
  49. *> Specifies whether the details of the factorization are stored
  50. *> as an upper or lower triangular matrix.
  51. *> = 'U': Upper triangular, form is A = U*D*U**H;
  52. *> = 'L': Lower triangular, form is A = L*D*L**H.
  53. *> \endverbatim
  54. *>
  55. *> \param[in] N
  56. *> \verbatim
  57. *> N is INTEGER
  58. *> The order of the matrix A. N >= 0.
  59. *> \endverbatim
  60. *>
  61. *> \param[in] NRHS
  62. *> \verbatim
  63. *> NRHS is INTEGER
  64. *> The number of right hand sides, i.e., the number of columns
  65. *> of the matrix B. NRHS >= 0.
  66. *> \endverbatim
  67. *>
  68. *> \param[in] A
  69. *> \verbatim
  70. *> A is COMPLEX*16 array, dimension (LDA,N)
  71. *> The block diagonal matrix D and the multipliers used to
  72. *> obtain the factor U or L as computed by ZHETRF_ROOK.
  73. *> \endverbatim
  74. *>
  75. *> \param[in] LDA
  76. *> \verbatim
  77. *> LDA is INTEGER
  78. *> The leading dimension of the array A. LDA >= max(1,N).
  79. *> \endverbatim
  80. *>
  81. *> \param[in] IPIV
  82. *> \verbatim
  83. *> IPIV is INTEGER array, dimension (N)
  84. *> Details of the interchanges and the block structure of D
  85. *> as determined by ZHETRF_ROOK.
  86. *> \endverbatim
  87. *>
  88. *> \param[in,out] B
  89. *> \verbatim
  90. *> B is COMPLEX*16 array, dimension (LDB,NRHS)
  91. *> On entry, the right hand side matrix B.
  92. *> On exit, the solution matrix X.
  93. *> \endverbatim
  94. *>
  95. *> \param[in] LDB
  96. *> \verbatim
  97. *> LDB is INTEGER
  98. *> The leading dimension of the array B. LDB >= max(1,N).
  99. *> \endverbatim
  100. *>
  101. *> \param[out] INFO
  102. *> \verbatim
  103. *> INFO is INTEGER
  104. *> = 0: successful exit
  105. *> < 0: if INFO = -i, the i-th argument had an illegal value
  106. *> \endverbatim
  107. *
  108. * Authors:
  109. * ========
  110. *
  111. *> \author Univ. of Tennessee
  112. *> \author Univ. of California Berkeley
  113. *> \author Univ. of Colorado Denver
  114. *> \author NAG Ltd.
  115. *
  116. *> \ingroup complex16HEcomputational
  117. *
  118. *> \par Contributors:
  119. * ==================
  120. *>
  121. *> \verbatim
  122. *>
  123. *> November 2013, Igor Kozachenko,
  124. *> Computer Science Division,
  125. *> University of California, Berkeley
  126. *>
  127. *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
  128. *> School of Mathematics,
  129. *> University of Manchester
  130. *>
  131. *> \endverbatim
  132. *
  133. * =====================================================================
  134. SUBROUTINE ZHETRS_ROOK( UPLO, N, NRHS, A, LDA, IPIV, B, LDB,
  135. $ INFO )
  136. *
  137. * -- LAPACK computational routine --
  138. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  139. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  140. *
  141. * .. Scalar Arguments ..
  142. CHARACTER UPLO
  143. INTEGER INFO, LDA, LDB, N, NRHS
  144. * ..
  145. * .. Array Arguments ..
  146. INTEGER IPIV( * )
  147. COMPLEX*16 A( LDA, * ), B( LDB, * )
  148. * ..
  149. *
  150. * =====================================================================
  151. *
  152. * .. Parameters ..
  153. COMPLEX*16 ONE
  154. PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ) )
  155. * ..
  156. * .. Local Scalars ..
  157. LOGICAL UPPER
  158. INTEGER J, K, KP
  159. DOUBLE PRECISION S
  160. COMPLEX*16 AK, AKM1, AKM1K, BK, BKM1, DENOM
  161. * ..
  162. * .. External Functions ..
  163. LOGICAL LSAME
  164. EXTERNAL LSAME
  165. * ..
  166. * .. External Subroutines ..
  167. EXTERNAL ZGEMV, ZGERU, ZLACGV, ZDSCAL, ZSWAP, XERBLA
  168. * ..
  169. * .. Intrinsic Functions ..
  170. INTRINSIC DCONJG, MAX, DBLE
  171. * ..
  172. * .. Executable Statements ..
  173. *
  174. INFO = 0
  175. UPPER = LSAME( UPLO, 'U' )
  176. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  177. INFO = -1
  178. ELSE IF( N.LT.0 ) THEN
  179. INFO = -2
  180. ELSE IF( NRHS.LT.0 ) THEN
  181. INFO = -3
  182. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  183. INFO = -5
  184. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  185. INFO = -8
  186. END IF
  187. IF( INFO.NE.0 ) THEN
  188. CALL XERBLA( 'ZHETRS_ROOK', -INFO )
  189. RETURN
  190. END IF
  191. *
  192. * Quick return if possible
  193. *
  194. IF( N.EQ.0 .OR. NRHS.EQ.0 )
  195. $ RETURN
  196. *
  197. IF( UPPER ) THEN
  198. *
  199. * Solve A*X = B, where A = U*D*U**H.
  200. *
  201. * First solve U*D*X = B, overwriting B with X.
  202. *
  203. * K is the main loop index, decreasing from N to 1 in steps of
  204. * 1 or 2, depending on the size of the diagonal blocks.
  205. *
  206. K = N
  207. 10 CONTINUE
  208. *
  209. * If K < 1, exit from loop.
  210. *
  211. IF( K.LT.1 )
  212. $ GO TO 30
  213. *
  214. IF( IPIV( K ).GT.0 ) THEN
  215. *
  216. * 1 x 1 diagonal block
  217. *
  218. * Interchange rows K and IPIV(K).
  219. *
  220. KP = IPIV( K )
  221. IF( KP.NE.K )
  222. $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  223. *
  224. * Multiply by inv(U(K)), where U(K) is the transformation
  225. * stored in column K of A.
  226. *
  227. CALL ZGERU( K-1, NRHS, -ONE, A( 1, K ), 1, B( K, 1 ), LDB,
  228. $ B( 1, 1 ), LDB )
  229. *
  230. * Multiply by the inverse of the diagonal block.
  231. *
  232. S = DBLE( ONE ) / DBLE( A( K, K ) )
  233. CALL ZDSCAL( NRHS, S, B( K, 1 ), LDB )
  234. K = K - 1
  235. ELSE
  236. *
  237. * 2 x 2 diagonal block
  238. *
  239. * Interchange rows K and -IPIV(K), then K-1 and -IPIV(K-1)
  240. *
  241. KP = -IPIV( K )
  242. IF( KP.NE.K )
  243. $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  244. *
  245. KP = -IPIV( K-1)
  246. IF( KP.NE.K-1 )
  247. $ CALL ZSWAP( NRHS, B( K-1, 1 ), LDB, B( KP, 1 ), LDB )
  248. *
  249. * Multiply by inv(U(K)), where U(K) is the transformation
  250. * stored in columns K-1 and K of A.
  251. *
  252. CALL ZGERU( K-2, NRHS, -ONE, A( 1, K ), 1, B( K, 1 ), LDB,
  253. $ B( 1, 1 ), LDB )
  254. CALL ZGERU( K-2, NRHS, -ONE, A( 1, K-1 ), 1, B( K-1, 1 ),
  255. $ LDB, B( 1, 1 ), LDB )
  256. *
  257. * Multiply by the inverse of the diagonal block.
  258. *
  259. AKM1K = A( K-1, K )
  260. AKM1 = A( K-1, K-1 ) / AKM1K
  261. AK = A( K, K ) / DCONJG( AKM1K )
  262. DENOM = AKM1*AK - ONE
  263. DO 20 J = 1, NRHS
  264. BKM1 = B( K-1, J ) / AKM1K
  265. BK = B( K, J ) / DCONJG( AKM1K )
  266. B( K-1, J ) = ( AK*BKM1-BK ) / DENOM
  267. B( K, J ) = ( AKM1*BK-BKM1 ) / DENOM
  268. 20 CONTINUE
  269. K = K - 2
  270. END IF
  271. *
  272. GO TO 10
  273. 30 CONTINUE
  274. *
  275. * Next solve U**H *X = B, overwriting B with X.
  276. *
  277. * K is the main loop index, increasing from 1 to N in steps of
  278. * 1 or 2, depending on the size of the diagonal blocks.
  279. *
  280. K = 1
  281. 40 CONTINUE
  282. *
  283. * If K > N, exit from loop.
  284. *
  285. IF( K.GT.N )
  286. $ GO TO 50
  287. *
  288. IF( IPIV( K ).GT.0 ) THEN
  289. *
  290. * 1 x 1 diagonal block
  291. *
  292. * Multiply by inv(U**H(K)), where U(K) is the transformation
  293. * stored in column K of A.
  294. *
  295. IF( K.GT.1 ) THEN
  296. CALL ZLACGV( NRHS, B( K, 1 ), LDB )
  297. CALL ZGEMV( 'Conjugate transpose', K-1, NRHS, -ONE, B,
  298. $ LDB, A( 1, K ), 1, ONE, B( K, 1 ), LDB )
  299. CALL ZLACGV( NRHS, B( K, 1 ), LDB )
  300. END IF
  301. *
  302. * Interchange rows K and IPIV(K).
  303. *
  304. KP = IPIV( K )
  305. IF( KP.NE.K )
  306. $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  307. K = K + 1
  308. ELSE
  309. *
  310. * 2 x 2 diagonal block
  311. *
  312. * Multiply by inv(U**H(K+1)), where U(K+1) is the transformation
  313. * stored in columns K and K+1 of A.
  314. *
  315. IF( K.GT.1 ) THEN
  316. CALL ZLACGV( NRHS, B( K, 1 ), LDB )
  317. CALL ZGEMV( 'Conjugate transpose', K-1, NRHS, -ONE, B,
  318. $ LDB, A( 1, K ), 1, ONE, B( K, 1 ), LDB )
  319. CALL ZLACGV( NRHS, B( K, 1 ), LDB )
  320. *
  321. CALL ZLACGV( NRHS, B( K+1, 1 ), LDB )
  322. CALL ZGEMV( 'Conjugate transpose', K-1, NRHS, -ONE, B,
  323. $ LDB, A( 1, K+1 ), 1, ONE, B( K+1, 1 ), LDB )
  324. CALL ZLACGV( NRHS, B( K+1, 1 ), LDB )
  325. END IF
  326. *
  327. * Interchange rows K and -IPIV(K), then K+1 and -IPIV(K+1)
  328. *
  329. KP = -IPIV( K )
  330. IF( KP.NE.K )
  331. $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  332. *
  333. KP = -IPIV( K+1 )
  334. IF( KP.NE.K+1 )
  335. $ CALL ZSWAP( NRHS, B( K+1, 1 ), LDB, B( KP, 1 ), LDB )
  336. *
  337. K = K + 2
  338. END IF
  339. *
  340. GO TO 40
  341. 50 CONTINUE
  342. *
  343. ELSE
  344. *
  345. * Solve A*X = B, where A = L*D*L**H.
  346. *
  347. * First solve L*D*X = B, overwriting B with X.
  348. *
  349. * K is the main loop index, increasing from 1 to N in steps of
  350. * 1 or 2, depending on the size of the diagonal blocks.
  351. *
  352. K = 1
  353. 60 CONTINUE
  354. *
  355. * If K > N, exit from loop.
  356. *
  357. IF( K.GT.N )
  358. $ GO TO 80
  359. *
  360. IF( IPIV( K ).GT.0 ) THEN
  361. *
  362. * 1 x 1 diagonal block
  363. *
  364. * Interchange rows K and IPIV(K).
  365. *
  366. KP = IPIV( K )
  367. IF( KP.NE.K )
  368. $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  369. *
  370. * Multiply by inv(L(K)), where L(K) is the transformation
  371. * stored in column K of A.
  372. *
  373. IF( K.LT.N )
  374. $ CALL ZGERU( N-K, NRHS, -ONE, A( K+1, K ), 1, B( K, 1 ),
  375. $ LDB, B( K+1, 1 ), LDB )
  376. *
  377. * Multiply by the inverse of the diagonal block.
  378. *
  379. S = DBLE( ONE ) / DBLE( A( K, K ) )
  380. CALL ZDSCAL( NRHS, S, B( K, 1 ), LDB )
  381. K = K + 1
  382. ELSE
  383. *
  384. * 2 x 2 diagonal block
  385. *
  386. * Interchange rows K and -IPIV(K), then K+1 and -IPIV(K+1)
  387. *
  388. KP = -IPIV( K )
  389. IF( KP.NE.K )
  390. $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  391. *
  392. KP = -IPIV( K+1 )
  393. IF( KP.NE.K+1 )
  394. $ CALL ZSWAP( NRHS, B( K+1, 1 ), LDB, B( KP, 1 ), LDB )
  395. *
  396. * Multiply by inv(L(K)), where L(K) is the transformation
  397. * stored in columns K and K+1 of A.
  398. *
  399. IF( K.LT.N-1 ) THEN
  400. CALL ZGERU( N-K-1, NRHS, -ONE, A( K+2, K ), 1, B( K, 1 ),
  401. $ LDB, B( K+2, 1 ), LDB )
  402. CALL ZGERU( N-K-1, NRHS, -ONE, A( K+2, K+1 ), 1,
  403. $ B( K+1, 1 ), LDB, B( K+2, 1 ), LDB )
  404. END IF
  405. *
  406. * Multiply by the inverse of the diagonal block.
  407. *
  408. AKM1K = A( K+1, K )
  409. AKM1 = A( K, K ) / DCONJG( AKM1K )
  410. AK = A( K+1, K+1 ) / AKM1K
  411. DENOM = AKM1*AK - ONE
  412. DO 70 J = 1, NRHS
  413. BKM1 = B( K, J ) / DCONJG( AKM1K )
  414. BK = B( K+1, J ) / AKM1K
  415. B( K, J ) = ( AK*BKM1-BK ) / DENOM
  416. B( K+1, J ) = ( AKM1*BK-BKM1 ) / DENOM
  417. 70 CONTINUE
  418. K = K + 2
  419. END IF
  420. *
  421. GO TO 60
  422. 80 CONTINUE
  423. *
  424. * Next solve L**H *X = B, overwriting B with X.
  425. *
  426. * K is the main loop index, decreasing from N to 1 in steps of
  427. * 1 or 2, depending on the size of the diagonal blocks.
  428. *
  429. K = N
  430. 90 CONTINUE
  431. *
  432. * If K < 1, exit from loop.
  433. *
  434. IF( K.LT.1 )
  435. $ GO TO 100
  436. *
  437. IF( IPIV( K ).GT.0 ) THEN
  438. *
  439. * 1 x 1 diagonal block
  440. *
  441. * Multiply by inv(L**H(K)), where L(K) is the transformation
  442. * stored in column K of A.
  443. *
  444. IF( K.LT.N ) THEN
  445. CALL ZLACGV( NRHS, B( K, 1 ), LDB )
  446. CALL ZGEMV( 'Conjugate transpose', N-K, NRHS, -ONE,
  447. $ B( K+1, 1 ), LDB, A( K+1, K ), 1, ONE,
  448. $ B( K, 1 ), LDB )
  449. CALL ZLACGV( NRHS, B( K, 1 ), LDB )
  450. END IF
  451. *
  452. * Interchange rows K and IPIV(K).
  453. *
  454. KP = IPIV( K )
  455. IF( KP.NE.K )
  456. $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  457. K = K - 1
  458. ELSE
  459. *
  460. * 2 x 2 diagonal block
  461. *
  462. * Multiply by inv(L**H(K-1)), where L(K-1) is the transformation
  463. * stored in columns K-1 and K of A.
  464. *
  465. IF( K.LT.N ) THEN
  466. CALL ZLACGV( NRHS, B( K, 1 ), LDB )
  467. CALL ZGEMV( 'Conjugate transpose', N-K, NRHS, -ONE,
  468. $ B( K+1, 1 ), LDB, A( K+1, K ), 1, ONE,
  469. $ B( K, 1 ), LDB )
  470. CALL ZLACGV( NRHS, B( K, 1 ), LDB )
  471. *
  472. CALL ZLACGV( NRHS, B( K-1, 1 ), LDB )
  473. CALL ZGEMV( 'Conjugate transpose', N-K, NRHS, -ONE,
  474. $ B( K+1, 1 ), LDB, A( K+1, K-1 ), 1, ONE,
  475. $ B( K-1, 1 ), LDB )
  476. CALL ZLACGV( NRHS, B( K-1, 1 ), LDB )
  477. END IF
  478. *
  479. * Interchange rows K and -IPIV(K), then K-1 and -IPIV(K-1)
  480. *
  481. KP = -IPIV( K )
  482. IF( KP.NE.K )
  483. $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  484. *
  485. KP = -IPIV( K-1 )
  486. IF( KP.NE.K-1 )
  487. $ CALL ZSWAP( NRHS, B( K-1, 1 ), LDB, B( KP, 1 ), LDB )
  488. *
  489. K = K - 2
  490. END IF
  491. *
  492. GO TO 90
  493. 100 CONTINUE
  494. END IF
  495. *
  496. RETURN
  497. *
  498. * End of ZHETRS_ROOK
  499. *
  500. END