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zhetri_rook.f 15 kB

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  1. *> \brief \b ZHETRI_ROOK computes the inverse of HE matrix using the factorization obtained with the bounded Bunch-Kaufman ("rook") diagonal pivoting method.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZHETRI_ROOK + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhetri_rook.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhetri_rook.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhetri_rook.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZHETRI_ROOK( UPLO, N, A, LDA, IPIV, WORK, 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, * ), WORK( * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> ZHETRI_ROOK computes the inverse of a complex Hermitian indefinite matrix
  39. *> A using the factorization A = U*D*U**H or A = L*D*L**H computed by
  40. *> 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,out] A
  62. *> \verbatim
  63. *> A is COMPLEX*16 array, dimension (LDA,N)
  64. *> On entry, the block diagonal matrix D and the multipliers
  65. *> used to obtain the factor U or L as computed by ZHETRF_ROOK.
  66. *>
  67. *> On exit, if INFO = 0, the (Hermitian) inverse of the original
  68. *> matrix. If UPLO = 'U', the upper triangular part of the
  69. *> inverse is formed and the part of A below the diagonal is not
  70. *> referenced; if UPLO = 'L' the lower triangular part of the
  71. *> inverse is formed and the part of A above the diagonal is
  72. *> not referenced.
  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[out] WORK
  89. *> \verbatim
  90. *> WORK is COMPLEX*16 array, dimension (N)
  91. *> \endverbatim
  92. *>
  93. *> \param[out] INFO
  94. *> \verbatim
  95. *> INFO is INTEGER
  96. *> = 0: successful exit
  97. *> < 0: if INFO = -i, the i-th argument had an illegal value
  98. *> > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
  99. *> inverse could not be computed.
  100. *> \endverbatim
  101. *
  102. * Authors:
  103. * ========
  104. *
  105. *> \author Univ. of Tennessee
  106. *> \author Univ. of California Berkeley
  107. *> \author Univ. of Colorado Denver
  108. *> \author NAG Ltd.
  109. *
  110. *> \ingroup complex16HEcomputational
  111. *
  112. *> \par Contributors:
  113. * ==================
  114. *>
  115. *> \verbatim
  116. *>
  117. *> November 2013, Igor Kozachenko,
  118. *> Computer Science Division,
  119. *> University of California, Berkeley
  120. *>
  121. *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
  122. *> School of Mathematics,
  123. *> University of Manchester
  124. *> \endverbatim
  125. *
  126. * =====================================================================
  127. SUBROUTINE ZHETRI_ROOK( UPLO, N, A, LDA, IPIV, WORK, INFO )
  128. *
  129. * -- LAPACK computational routine --
  130. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  131. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  132. *
  133. * .. Scalar Arguments ..
  134. CHARACTER UPLO
  135. INTEGER INFO, LDA, N
  136. * ..
  137. * .. Array Arguments ..
  138. INTEGER IPIV( * )
  139. COMPLEX*16 A( LDA, * ), WORK( * )
  140. * ..
  141. *
  142. * =====================================================================
  143. *
  144. * .. Parameters ..
  145. DOUBLE PRECISION ONE
  146. COMPLEX*16 CONE, CZERO
  147. PARAMETER ( ONE = 1.0D+0, CONE = ( 1.0D+0, 0.0D+0 ),
  148. $ CZERO = ( 0.0D+0, 0.0D+0 ) )
  149. * ..
  150. * .. Local Scalars ..
  151. LOGICAL UPPER
  152. INTEGER J, K, KP, KSTEP
  153. DOUBLE PRECISION AK, AKP1, D, T
  154. COMPLEX*16 AKKP1, TEMP
  155. * ..
  156. * .. External Functions ..
  157. LOGICAL LSAME
  158. COMPLEX*16 ZDOTC
  159. EXTERNAL LSAME, ZDOTC
  160. * ..
  161. * .. External Subroutines ..
  162. EXTERNAL ZCOPY, ZHEMV, ZSWAP, XERBLA
  163. * ..
  164. * .. Intrinsic Functions ..
  165. INTRINSIC ABS, DCONJG, MAX, DBLE
  166. * ..
  167. * .. Executable Statements ..
  168. *
  169. * Test the input parameters.
  170. *
  171. INFO = 0
  172. UPPER = LSAME( UPLO, 'U' )
  173. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  174. INFO = -1
  175. ELSE IF( N.LT.0 ) THEN
  176. INFO = -2
  177. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  178. INFO = -4
  179. END IF
  180. IF( INFO.NE.0 ) THEN
  181. CALL XERBLA( 'ZHETRI_ROOK', -INFO )
  182. RETURN
  183. END IF
  184. *
  185. * Quick return if possible
  186. *
  187. IF( N.EQ.0 )
  188. $ RETURN
  189. *
  190. * Check that the diagonal matrix D is nonsingular.
  191. *
  192. IF( UPPER ) THEN
  193. *
  194. * Upper triangular storage: examine D from bottom to top
  195. *
  196. DO 10 INFO = N, 1, -1
  197. IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.CZERO )
  198. $ RETURN
  199. 10 CONTINUE
  200. ELSE
  201. *
  202. * Lower triangular storage: examine D from top to bottom.
  203. *
  204. DO 20 INFO = 1, N
  205. IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.CZERO )
  206. $ RETURN
  207. 20 CONTINUE
  208. END IF
  209. INFO = 0
  210. *
  211. IF( UPPER ) THEN
  212. *
  213. * Compute inv(A) from the factorization A = U*D*U**H.
  214. *
  215. * K is the main loop index, increasing from 1 to N in steps of
  216. * 1 or 2, depending on the size of the diagonal blocks.
  217. *
  218. K = 1
  219. 30 CONTINUE
  220. *
  221. * If K > N, exit from loop.
  222. *
  223. IF( K.GT.N )
  224. $ GO TO 70
  225. *
  226. IF( IPIV( K ).GT.0 ) THEN
  227. *
  228. * 1 x 1 diagonal block
  229. *
  230. * Invert the diagonal block.
  231. *
  232. A( K, K ) = ONE / DBLE( A( K, K ) )
  233. *
  234. * Compute column K of the inverse.
  235. *
  236. IF( K.GT.1 ) THEN
  237. CALL ZCOPY( K-1, A( 1, K ), 1, WORK, 1 )
  238. CALL ZHEMV( UPLO, K-1, -CONE, A, LDA, WORK, 1, CZERO,
  239. $ A( 1, K ), 1 )
  240. A( K, K ) = A( K, K ) - DBLE( ZDOTC( K-1, WORK, 1, A( 1,
  241. $ K ), 1 ) )
  242. END IF
  243. KSTEP = 1
  244. ELSE
  245. *
  246. * 2 x 2 diagonal block
  247. *
  248. * Invert the diagonal block.
  249. *
  250. T = ABS( A( K, K+1 ) )
  251. AK = DBLE( A( K, K ) ) / T
  252. AKP1 = DBLE( A( K+1, K+1 ) ) / T
  253. AKKP1 = A( K, K+1 ) / T
  254. D = T*( AK*AKP1-ONE )
  255. A( K, K ) = AKP1 / D
  256. A( K+1, K+1 ) = AK / D
  257. A( K, K+1 ) = -AKKP1 / D
  258. *
  259. * Compute columns K and K+1 of the inverse.
  260. *
  261. IF( K.GT.1 ) THEN
  262. CALL ZCOPY( K-1, A( 1, K ), 1, WORK, 1 )
  263. CALL ZHEMV( UPLO, K-1, -CONE, A, LDA, WORK, 1, CZERO,
  264. $ A( 1, K ), 1 )
  265. A( K, K ) = A( K, K ) - DBLE( ZDOTC( K-1, WORK, 1, A( 1,
  266. $ K ), 1 ) )
  267. A( K, K+1 ) = A( K, K+1 ) -
  268. $ ZDOTC( K-1, A( 1, K ), 1, A( 1, K+1 ), 1 )
  269. CALL ZCOPY( K-1, A( 1, K+1 ), 1, WORK, 1 )
  270. CALL ZHEMV( UPLO, K-1, -CONE, A, LDA, WORK, 1, CZERO,
  271. $ A( 1, K+1 ), 1 )
  272. A( K+1, K+1 ) = A( K+1, K+1 ) -
  273. $ DBLE( ZDOTC( K-1, WORK, 1, A( 1, K+1 ),
  274. $ 1 ) )
  275. END IF
  276. KSTEP = 2
  277. END IF
  278. *
  279. IF( KSTEP.EQ.1 ) THEN
  280. *
  281. * Interchange rows and columns K and IPIV(K) in the leading
  282. * submatrix A(1:k,1:k)
  283. *
  284. KP = IPIV( K )
  285. IF( KP.NE.K ) THEN
  286. *
  287. IF( KP.GT.1 )
  288. $ CALL ZSWAP( KP-1, A( 1, K ), 1, A( 1, KP ), 1 )
  289. *
  290. DO 40 J = KP + 1, K - 1
  291. TEMP = DCONJG( A( J, K ) )
  292. A( J, K ) = DCONJG( A( KP, J ) )
  293. A( KP, J ) = TEMP
  294. 40 CONTINUE
  295. *
  296. A( KP, K ) = DCONJG( A( KP, K ) )
  297. *
  298. TEMP = A( K, K )
  299. A( K, K ) = A( KP, KP )
  300. A( KP, KP ) = TEMP
  301. END IF
  302. ELSE
  303. *
  304. * Interchange rows and columns K and K+1 with -IPIV(K) and
  305. * -IPIV(K+1) in the leading submatrix A(k+1:n,k+1:n)
  306. *
  307. * (1) Interchange rows and columns K and -IPIV(K)
  308. *
  309. KP = -IPIV( K )
  310. IF( KP.NE.K ) THEN
  311. *
  312. IF( KP.GT.1 )
  313. $ CALL ZSWAP( KP-1, A( 1, K ), 1, A( 1, KP ), 1 )
  314. *
  315. DO 50 J = KP + 1, K - 1
  316. TEMP = DCONJG( A( J, K ) )
  317. A( J, K ) = DCONJG( A( KP, J ) )
  318. A( KP, J ) = TEMP
  319. 50 CONTINUE
  320. *
  321. A( KP, K ) = DCONJG( A( KP, K ) )
  322. *
  323. TEMP = A( K, K )
  324. A( K, K ) = A( KP, KP )
  325. A( KP, KP ) = TEMP
  326. *
  327. TEMP = A( K, K+1 )
  328. A( K, K+1 ) = A( KP, K+1 )
  329. A( KP, K+1 ) = TEMP
  330. END IF
  331. *
  332. * (2) Interchange rows and columns K+1 and -IPIV(K+1)
  333. *
  334. K = K + 1
  335. KP = -IPIV( K )
  336. IF( KP.NE.K ) THEN
  337. *
  338. IF( KP.GT.1 )
  339. $ CALL ZSWAP( KP-1, A( 1, K ), 1, A( 1, KP ), 1 )
  340. *
  341. DO 60 J = KP + 1, K - 1
  342. TEMP = DCONJG( A( J, K ) )
  343. A( J, K ) = DCONJG( A( KP, J ) )
  344. A( KP, J ) = TEMP
  345. 60 CONTINUE
  346. *
  347. A( KP, K ) = DCONJG( A( KP, K ) )
  348. *
  349. TEMP = A( K, K )
  350. A( K, K ) = A( KP, KP )
  351. A( KP, KP ) = TEMP
  352. END IF
  353. END IF
  354. *
  355. K = K + 1
  356. GO TO 30
  357. 70 CONTINUE
  358. *
  359. ELSE
  360. *
  361. * Compute inv(A) from the factorization A = L*D*L**H.
  362. *
  363. * K is the main loop index, decreasing from N to 1 in steps of
  364. * 1 or 2, depending on the size of the diagonal blocks.
  365. *
  366. K = N
  367. 80 CONTINUE
  368. *
  369. * If K < 1, exit from loop.
  370. *
  371. IF( K.LT.1 )
  372. $ GO TO 120
  373. *
  374. IF( IPIV( K ).GT.0 ) THEN
  375. *
  376. * 1 x 1 diagonal block
  377. *
  378. * Invert the diagonal block.
  379. *
  380. A( K, K ) = ONE / DBLE( A( K, K ) )
  381. *
  382. * Compute column K of the inverse.
  383. *
  384. IF( K.LT.N ) THEN
  385. CALL ZCOPY( N-K, A( K+1, K ), 1, WORK, 1 )
  386. CALL ZHEMV( UPLO, N-K, -CONE, A( K+1, K+1 ), LDA, WORK,
  387. $ 1, CZERO, A( K+1, K ), 1 )
  388. A( K, K ) = A( K, K ) - DBLE( ZDOTC( N-K, WORK, 1,
  389. $ A( K+1, K ), 1 ) )
  390. END IF
  391. KSTEP = 1
  392. ELSE
  393. *
  394. * 2 x 2 diagonal block
  395. *
  396. * Invert the diagonal block.
  397. *
  398. T = ABS( A( K, K-1 ) )
  399. AK = DBLE( A( K-1, K-1 ) ) / T
  400. AKP1 = DBLE( A( K, K ) ) / T
  401. AKKP1 = A( K, K-1 ) / T
  402. D = T*( AK*AKP1-ONE )
  403. A( K-1, K-1 ) = AKP1 / D
  404. A( K, K ) = AK / D
  405. A( K, K-1 ) = -AKKP1 / D
  406. *
  407. * Compute columns K-1 and K of the inverse.
  408. *
  409. IF( K.LT.N ) THEN
  410. CALL ZCOPY( N-K, A( K+1, K ), 1, WORK, 1 )
  411. CALL ZHEMV( UPLO, N-K, -CONE, A( K+1, K+1 ), LDA, WORK,
  412. $ 1, CZERO, A( K+1, K ), 1 )
  413. A( K, K ) = A( K, K ) - DBLE( ZDOTC( N-K, WORK, 1,
  414. $ A( K+1, K ), 1 ) )
  415. A( K, K-1 ) = A( K, K-1 ) -
  416. $ ZDOTC( N-K, A( K+1, K ), 1, A( K+1, K-1 ),
  417. $ 1 )
  418. CALL ZCOPY( N-K, A( K+1, K-1 ), 1, WORK, 1 )
  419. CALL ZHEMV( UPLO, N-K, -CONE, A( K+1, K+1 ), LDA, WORK,
  420. $ 1, CZERO, A( K+1, K-1 ), 1 )
  421. A( K-1, K-1 ) = A( K-1, K-1 ) -
  422. $ DBLE( ZDOTC( N-K, WORK, 1, A( K+1, K-1 ),
  423. $ 1 ) )
  424. END IF
  425. KSTEP = 2
  426. END IF
  427. *
  428. IF( KSTEP.EQ.1 ) THEN
  429. *
  430. * Interchange rows and columns K and IPIV(K) in the trailing
  431. * submatrix A(k:n,k:n)
  432. *
  433. KP = IPIV( K )
  434. IF( KP.NE.K ) THEN
  435. *
  436. IF( KP.LT.N )
  437. $ CALL ZSWAP( N-KP, A( KP+1, K ), 1, A( KP+1, KP ), 1 )
  438. *
  439. DO 90 J = K + 1, KP - 1
  440. TEMP = DCONJG( A( J, K ) )
  441. A( J, K ) = DCONJG( A( KP, J ) )
  442. A( KP, J ) = TEMP
  443. 90 CONTINUE
  444. *
  445. A( KP, K ) = DCONJG( A( KP, K ) )
  446. *
  447. TEMP = A( K, K )
  448. A( K, K ) = A( KP, KP )
  449. A( KP, KP ) = TEMP
  450. END IF
  451. ELSE
  452. *
  453. * Interchange rows and columns K and K-1 with -IPIV(K) and
  454. * -IPIV(K-1) in the trailing submatrix A(k-1:n,k-1:n)
  455. *
  456. * (1) Interchange rows and columns K and -IPIV(K)
  457. *
  458. KP = -IPIV( K )
  459. IF( KP.NE.K ) THEN
  460. *
  461. IF( KP.LT.N )
  462. $ CALL ZSWAP( N-KP, A( KP+1, K ), 1, A( KP+1, KP ), 1 )
  463. *
  464. DO 100 J = K + 1, KP - 1
  465. TEMP = DCONJG( A( J, K ) )
  466. A( J, K ) = DCONJG( A( KP, J ) )
  467. A( KP, J ) = TEMP
  468. 100 CONTINUE
  469. *
  470. A( KP, K ) = DCONJG( A( KP, K ) )
  471. *
  472. TEMP = A( K, K )
  473. A( K, K ) = A( KP, KP )
  474. A( KP, KP ) = TEMP
  475. *
  476. TEMP = A( K, K-1 )
  477. A( K, K-1 ) = A( KP, K-1 )
  478. A( KP, K-1 ) = TEMP
  479. END IF
  480. *
  481. * (2) Interchange rows and columns K-1 and -IPIV(K-1)
  482. *
  483. K = K - 1
  484. KP = -IPIV( K )
  485. IF( KP.NE.K ) THEN
  486. *
  487. IF( KP.LT.N )
  488. $ CALL ZSWAP( N-KP, A( KP+1, K ), 1, A( KP+1, KP ), 1 )
  489. *
  490. DO 110 J = K + 1, KP - 1
  491. TEMP = DCONJG( A( J, K ) )
  492. A( J, K ) = DCONJG( A( KP, J ) )
  493. A( KP, J ) = TEMP
  494. 110 CONTINUE
  495. *
  496. A( KP, K ) = DCONJG( A( KP, K ) )
  497. *
  498. TEMP = A( K, K )
  499. A( K, K ) = A( KP, KP )
  500. A( KP, KP ) = TEMP
  501. END IF
  502. END IF
  503. *
  504. K = K - 1
  505. GO TO 80
  506. 120 CONTINUE
  507. END IF
  508. *
  509. RETURN
  510. *
  511. * End of ZHETRI_ROOK
  512. *
  513. END