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zhetrs_3.f 12 kB

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  1. *> \brief \b ZHETRS_3
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZHETRS_3 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhetrs_3.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhetrs_3.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhetrs_3.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZHETRS_3( UPLO, N, NRHS, A, LDA, E, IPIV, B, LDB,
  22. * INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER UPLO
  26. * INTEGER INFO, LDA, LDB, N, NRHS
  27. * ..
  28. * .. Array Arguments ..
  29. * INTEGER IPIV( * )
  30. * COMPLEX*16 A( LDA, * ), B( LDB, * ), E( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *> ZHETRS_3 solves a system of linear equations A * X = B with a complex
  39. *> Hermitian matrix A using the factorization computed
  40. *> by ZHETRF_RK or ZHETRF_BK:
  41. *>
  42. *> A = P*U*D*(U**H)*(P**T) or A = P*L*D*(L**H)*(P**T),
  43. *>
  44. *> where U (or L) is unit upper (or lower) triangular matrix,
  45. *> U**H (or L**H) is the conjugate of U (or L), P is a permutation
  46. *> matrix, P**T is the transpose of P, and D is Hermitian and block
  47. *> diagonal with 1-by-1 and 2-by-2 diagonal blocks.
  48. *>
  49. *> This algorithm is using Level 3 BLAS.
  50. *> \endverbatim
  51. *
  52. * Arguments:
  53. * ==========
  54. *
  55. *> \param[in] UPLO
  56. *> \verbatim
  57. *> UPLO is CHARACTER*1
  58. *> Specifies whether the details of the factorization are
  59. *> stored as an upper or lower triangular matrix:
  60. *> = 'U': Upper triangular, form is A = P*U*D*(U**H)*(P**T);
  61. *> = 'L': Lower triangular, form is A = P*L*D*(L**H)*(P**T).
  62. *> \endverbatim
  63. *>
  64. *> \param[in] N
  65. *> \verbatim
  66. *> N is INTEGER
  67. *> The order of the matrix A. N >= 0.
  68. *> \endverbatim
  69. *>
  70. *> \param[in] NRHS
  71. *> \verbatim
  72. *> NRHS is INTEGER
  73. *> The number of right hand sides, i.e., the number of columns
  74. *> of the matrix B. NRHS >= 0.
  75. *> \endverbatim
  76. *>
  77. *> \param[in] A
  78. *> \verbatim
  79. *> A is COMPLEX*16 array, dimension (LDA,N)
  80. *> Diagonal of the block diagonal matrix D and factors U or L
  81. *> as computed by ZHETRF_RK and ZHETRF_BK:
  82. *> a) ONLY diagonal elements of the Hermitian block diagonal
  83. *> matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
  84. *> (superdiagonal (or subdiagonal) elements of D
  85. *> should be provided on entry in array E), and
  86. *> b) If UPLO = 'U': factor U in the superdiagonal part of A.
  87. *> If UPLO = 'L': factor L in the subdiagonal part of A.
  88. *> \endverbatim
  89. *>
  90. *> \param[in] LDA
  91. *> \verbatim
  92. *> LDA is INTEGER
  93. *> The leading dimension of the array A. LDA >= max(1,N).
  94. *> \endverbatim
  95. *>
  96. *> \param[in] E
  97. *> \verbatim
  98. *> E is COMPLEX*16 array, dimension (N)
  99. *> On entry, contains the superdiagonal (or subdiagonal)
  100. *> elements of the Hermitian block diagonal matrix D
  101. *> with 1-by-1 or 2-by-2 diagonal blocks, where
  102. *> If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced;
  103. *> If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced.
  104. *>
  105. *> NOTE: For 1-by-1 diagonal block D(k), where
  106. *> 1 <= k <= N, the element E(k) is not referenced in both
  107. *> UPLO = 'U' or UPLO = 'L' cases.
  108. *> \endverbatim
  109. *>
  110. *> \param[in] IPIV
  111. *> \verbatim
  112. *> IPIV is INTEGER array, dimension (N)
  113. *> Details of the interchanges and the block structure of D
  114. *> as determined by ZHETRF_RK or ZHETRF_BK.
  115. *> \endverbatim
  116. *>
  117. *> \param[in,out] B
  118. *> \verbatim
  119. *> B is COMPLEX*16 array, dimension (LDB,NRHS)
  120. *> On entry, the right hand side matrix B.
  121. *> On exit, the solution matrix X.
  122. *> \endverbatim
  123. *>
  124. *> \param[in] LDB
  125. *> \verbatim
  126. *> LDB is INTEGER
  127. *> The leading dimension of the array B. LDB >= max(1,N).
  128. *> \endverbatim
  129. *>
  130. *> \param[out] INFO
  131. *> \verbatim
  132. *> INFO is INTEGER
  133. *> = 0: successful exit
  134. *> < 0: if INFO = -i, the i-th argument had an illegal value
  135. *> \endverbatim
  136. *
  137. * Authors:
  138. * ========
  139. *
  140. *> \author Univ. of Tennessee
  141. *> \author Univ. of California Berkeley
  142. *> \author Univ. of Colorado Denver
  143. *> \author NAG Ltd.
  144. *
  145. *> \ingroup complex16HEcomputational
  146. *
  147. *> \par Contributors:
  148. * ==================
  149. *>
  150. *> \verbatim
  151. *>
  152. *> June 2017, Igor Kozachenko,
  153. *> Computer Science Division,
  154. *> University of California, Berkeley
  155. *>
  156. *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
  157. *> School of Mathematics,
  158. *> University of Manchester
  159. *>
  160. *> \endverbatim
  161. *
  162. * =====================================================================
  163. SUBROUTINE ZHETRS_3( UPLO, N, NRHS, A, LDA, E, IPIV, B, LDB,
  164. $ INFO )
  165. *
  166. * -- LAPACK computational routine --
  167. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  168. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  169. *
  170. * .. Scalar Arguments ..
  171. CHARACTER UPLO
  172. INTEGER INFO, LDA, LDB, N, NRHS
  173. * ..
  174. * .. Array Arguments ..
  175. INTEGER IPIV( * )
  176. COMPLEX*16 A( LDA, * ), B( LDB, * ), E( * )
  177. * ..
  178. *
  179. * =====================================================================
  180. *
  181. * .. Parameters ..
  182. COMPLEX*16 ONE
  183. PARAMETER ( ONE = ( 1.0D+0,0.0D+0 ) )
  184. * ..
  185. * .. Local Scalars ..
  186. LOGICAL UPPER
  187. INTEGER I, J, K, KP
  188. DOUBLE PRECISION S
  189. COMPLEX*16 AK, AKM1, AKM1K, BK, BKM1, DENOM
  190. * ..
  191. * .. External Functions ..
  192. LOGICAL LSAME
  193. EXTERNAL LSAME
  194. * ..
  195. * .. External Subroutines ..
  196. EXTERNAL ZDSCAL, ZSWAP, ZTRSM, XERBLA
  197. * ..
  198. * .. Intrinsic Functions ..
  199. INTRINSIC ABS, DBLE, DCONJG, MAX
  200. * ..
  201. * .. Executable Statements ..
  202. *
  203. INFO = 0
  204. UPPER = LSAME( UPLO, 'U' )
  205. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  206. INFO = -1
  207. ELSE IF( N.LT.0 ) THEN
  208. INFO = -2
  209. ELSE IF( NRHS.LT.0 ) THEN
  210. INFO = -3
  211. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  212. INFO = -5
  213. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  214. INFO = -9
  215. END IF
  216. IF( INFO.NE.0 ) THEN
  217. CALL XERBLA( 'ZHETRS_3', -INFO )
  218. RETURN
  219. END IF
  220. *
  221. * Quick return if possible
  222. *
  223. IF( N.EQ.0 .OR. NRHS.EQ.0 )
  224. $ RETURN
  225. *
  226. IF( UPPER ) THEN
  227. *
  228. * Begin Upper
  229. *
  230. * Solve A*X = B, where A = U*D*U**H.
  231. *
  232. * P**T * B
  233. *
  234. * Interchange rows K and IPIV(K) of matrix B in the same order
  235. * that the formation order of IPIV(I) vector for Upper case.
  236. *
  237. * (We can do the simple loop over IPIV with decrement -1,
  238. * since the ABS value of IPIV(I) represents the row index
  239. * of the interchange with row i in both 1x1 and 2x2 pivot cases)
  240. *
  241. DO K = N, 1, -1
  242. KP = ABS( IPIV( K ) )
  243. IF( KP.NE.K ) THEN
  244. CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  245. END IF
  246. END DO
  247. *
  248. * Compute (U \P**T * B) -> B [ (U \P**T * B) ]
  249. *
  250. CALL ZTRSM( 'L', 'U', 'N', 'U', N, NRHS, ONE, A, LDA, B, LDB )
  251. *
  252. * Compute D \ B -> B [ D \ (U \P**T * B) ]
  253. *
  254. I = N
  255. DO WHILE ( I.GE.1 )
  256. IF( IPIV( I ).GT.0 ) THEN
  257. S = DBLE( ONE ) / DBLE( A( I, I ) )
  258. CALL ZDSCAL( NRHS, S, B( I, 1 ), LDB )
  259. ELSE IF ( I.GT.1 ) THEN
  260. AKM1K = E( I )
  261. AKM1 = A( I-1, I-1 ) / AKM1K
  262. AK = A( I, I ) / DCONJG( AKM1K )
  263. DENOM = AKM1*AK - ONE
  264. DO J = 1, NRHS
  265. BKM1 = B( I-1, J ) / AKM1K
  266. BK = B( I, J ) / DCONJG( AKM1K )
  267. B( I-1, J ) = ( AK*BKM1-BK ) / DENOM
  268. B( I, J ) = ( AKM1*BK-BKM1 ) / DENOM
  269. END DO
  270. I = I - 1
  271. END IF
  272. I = I - 1
  273. END DO
  274. *
  275. * Compute (U**H \ B) -> B [ U**H \ (D \ (U \P**T * B) ) ]
  276. *
  277. CALL ZTRSM( 'L', 'U', 'C', 'U', N, NRHS, ONE, A, LDA, B, LDB )
  278. *
  279. * P * B [ P * (U**H \ (D \ (U \P**T * B) )) ]
  280. *
  281. * Interchange rows K and IPIV(K) of matrix B in reverse order
  282. * from the formation order of IPIV(I) vector for Upper case.
  283. *
  284. * (We can do the simple loop over IPIV with increment 1,
  285. * since the ABS value of IPIV(I) represents the row index
  286. * of the interchange with row i in both 1x1 and 2x2 pivot cases)
  287. *
  288. DO K = 1, N, 1
  289. KP = ABS( IPIV( K ) )
  290. IF( KP.NE.K ) THEN
  291. CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  292. END IF
  293. END DO
  294. *
  295. ELSE
  296. *
  297. * Begin Lower
  298. *
  299. * Solve A*X = B, where A = L*D*L**H.
  300. *
  301. * P**T * B
  302. * Interchange rows K and IPIV(K) of matrix B in the same order
  303. * that the formation order of IPIV(I) vector for Lower case.
  304. *
  305. * (We can do the simple loop over IPIV with increment 1,
  306. * since the ABS value of IPIV(I) represents the row index
  307. * of the interchange with row i in both 1x1 and 2x2 pivot cases)
  308. *
  309. DO K = 1, N, 1
  310. KP = ABS( IPIV( K ) )
  311. IF( KP.NE.K ) THEN
  312. CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  313. END IF
  314. END DO
  315. *
  316. * Compute (L \P**T * B) -> B [ (L \P**T * B) ]
  317. *
  318. CALL ZTRSM( 'L', 'L', 'N', 'U', N, NRHS, ONE, A, LDA, B, LDB )
  319. *
  320. * Compute D \ B -> B [ D \ (L \P**T * B) ]
  321. *
  322. I = 1
  323. DO WHILE ( I.LE.N )
  324. IF( IPIV( I ).GT.0 ) THEN
  325. S = DBLE( ONE ) / DBLE( A( I, I ) )
  326. CALL ZDSCAL( NRHS, S, B( I, 1 ), LDB )
  327. ELSE IF( I.LT.N ) THEN
  328. AKM1K = E( I )
  329. AKM1 = A( I, I ) / DCONJG( AKM1K )
  330. AK = A( I+1, I+1 ) / AKM1K
  331. DENOM = AKM1*AK - ONE
  332. DO J = 1, NRHS
  333. BKM1 = B( I, J ) / DCONJG( AKM1K )
  334. BK = B( I+1, J ) / AKM1K
  335. B( I, J ) = ( AK*BKM1-BK ) / DENOM
  336. B( I+1, J ) = ( AKM1*BK-BKM1 ) / DENOM
  337. END DO
  338. I = I + 1
  339. END IF
  340. I = I + 1
  341. END DO
  342. *
  343. * Compute (L**H \ B) -> B [ L**H \ (D \ (L \P**T * B) ) ]
  344. *
  345. CALL ZTRSM('L', 'L', 'C', 'U', N, NRHS, ONE, A, LDA, B, LDB )
  346. *
  347. * P * B [ P * (L**H \ (D \ (L \P**T * B) )) ]
  348. *
  349. * Interchange rows K and IPIV(K) of matrix B in reverse order
  350. * from the formation order of IPIV(I) vector for Lower case.
  351. *
  352. * (We can do the simple loop over IPIV with decrement -1,
  353. * since the ABS value of IPIV(I) represents the row index
  354. * of the interchange with row i in both 1x1 and 2x2 pivot cases)
  355. *
  356. DO K = N, 1, -1
  357. KP = ABS( IPIV( K ) )
  358. IF( KP.NE.K ) THEN
  359. CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  360. END IF
  361. END DO
  362. *
  363. * END Lower
  364. *
  365. END IF
  366. *
  367. RETURN
  368. *
  369. * End of ZHETRS_3
  370. *
  371. END