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zlahef.f 32 kB

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  1. *> \brief \b ZLAHEF computes a partial factorization of a complex Hermitian indefinite matrix using the Bunch-Kaufman 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 ZLAHEF + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlahef.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlahef.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlahef.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZLAHEF( UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER INFO, KB, LDA, LDW, N, NB
  26. * ..
  27. * .. Array Arguments ..
  28. * INTEGER IPIV( * )
  29. * COMPLEX*16 A( LDA, * ), W( LDW, * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> ZLAHEF computes a partial factorization of a complex Hermitian
  39. *> matrix A using the Bunch-Kaufman diagonal pivoting method. The
  40. *> partial factorization has the form:
  41. *>
  42. *> A = ( I U12 ) ( A11 0 ) ( I 0 ) if UPLO = 'U', or:
  43. *> ( 0 U22 ) ( 0 D ) ( U12**H U22**H )
  44. *>
  45. *> A = ( L11 0 ) ( D 0 ) ( L11**H L21**H ) if UPLO = 'L'
  46. *> ( L21 I ) ( 0 A22 ) ( 0 I )
  47. *>
  48. *> where the order of D is at most NB. The actual order is returned in
  49. *> the argument KB, and is either NB or NB-1, or N if N <= NB.
  50. *> Note that U**H denotes the conjugate transpose of U.
  51. *>
  52. *> ZLAHEF is an auxiliary routine called by ZHETRF. It uses blocked code
  53. *> (calling Level 3 BLAS) to update the submatrix A11 (if UPLO = 'U') or
  54. *> A22 (if UPLO = 'L').
  55. *> \endverbatim
  56. *
  57. * Arguments:
  58. * ==========
  59. *
  60. *> \param[in] UPLO
  61. *> \verbatim
  62. *> UPLO is CHARACTER*1
  63. *> Specifies whether the upper or lower triangular part of the
  64. *> Hermitian matrix A is stored:
  65. *> = 'U': Upper triangular
  66. *> = 'L': Lower triangular
  67. *> \endverbatim
  68. *>
  69. *> \param[in] N
  70. *> \verbatim
  71. *> N is INTEGER
  72. *> The order of the matrix A. N >= 0.
  73. *> \endverbatim
  74. *>
  75. *> \param[in] NB
  76. *> \verbatim
  77. *> NB is INTEGER
  78. *> The maximum number of columns of the matrix A that should be
  79. *> factored. NB should be at least 2 to allow for 2-by-2 pivot
  80. *> blocks.
  81. *> \endverbatim
  82. *>
  83. *> \param[out] KB
  84. *> \verbatim
  85. *> KB is INTEGER
  86. *> The number of columns of A that were actually factored.
  87. *> KB is either NB-1 or NB, or N if N <= NB.
  88. *> \endverbatim
  89. *>
  90. *> \param[in,out] A
  91. *> \verbatim
  92. *> A is COMPLEX*16 array, dimension (LDA,N)
  93. *> On entry, the Hermitian matrix A. If UPLO = 'U', the leading
  94. *> n-by-n upper triangular part of A contains the upper
  95. *> triangular part of the matrix A, and the strictly lower
  96. *> triangular part of A is not referenced. If UPLO = 'L', the
  97. *> leading n-by-n lower triangular part of A contains the lower
  98. *> triangular part of the matrix A, and the strictly upper
  99. *> triangular part of A is not referenced.
  100. *> On exit, A contains details of the partial factorization.
  101. *> \endverbatim
  102. *>
  103. *> \param[in] LDA
  104. *> \verbatim
  105. *> LDA is INTEGER
  106. *> The leading dimension of the array A. LDA >= max(1,N).
  107. *> \endverbatim
  108. *>
  109. *> \param[out] IPIV
  110. *> \verbatim
  111. *> IPIV is INTEGER array, dimension (N)
  112. *> Details of the interchanges and the block structure of D.
  113. *>
  114. *> If UPLO = 'U':
  115. *> Only the last KB elements of IPIV are set.
  116. *>
  117. *> If IPIV(k) > 0, then rows and columns k and IPIV(k) were
  118. *> interchanged and D(k,k) is a 1-by-1 diagonal block.
  119. *>
  120. *> If IPIV(k) = IPIV(k-1) < 0, then rows and columns
  121. *> k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
  122. *> is a 2-by-2 diagonal block.
  123. *>
  124. *> If UPLO = 'L':
  125. *> Only the first KB elements of IPIV are set.
  126. *>
  127. *> If IPIV(k) > 0, then rows and columns k and IPIV(k) were
  128. *> interchanged and D(k,k) is a 1-by-1 diagonal block.
  129. *>
  130. *> If IPIV(k) = IPIV(k+1) < 0, then rows and columns
  131. *> k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1)
  132. *> is a 2-by-2 diagonal block.
  133. *> \endverbatim
  134. *>
  135. *> \param[out] W
  136. *> \verbatim
  137. *> W is COMPLEX*16 array, dimension (LDW,NB)
  138. *> \endverbatim
  139. *>
  140. *> \param[in] LDW
  141. *> \verbatim
  142. *> LDW is INTEGER
  143. *> The leading dimension of the array W. LDW >= max(1,N).
  144. *> \endverbatim
  145. *>
  146. *> \param[out] INFO
  147. *> \verbatim
  148. *> INFO is INTEGER
  149. *> = 0: successful exit
  150. *> > 0: if INFO = k, D(k,k) is exactly zero. The factorization
  151. *> has been completed, but the block diagonal matrix D is
  152. *> exactly singular.
  153. *> \endverbatim
  154. *
  155. * Authors:
  156. * ========
  157. *
  158. *> \author Univ. of Tennessee
  159. *> \author Univ. of California Berkeley
  160. *> \author Univ. of Colorado Denver
  161. *> \author NAG Ltd.
  162. *
  163. *> \date December 2016
  164. *
  165. *> \ingroup complex16HEcomputational
  166. *
  167. *> \par Contributors:
  168. * ==================
  169. *>
  170. *> \verbatim
  171. *>
  172. *> December 2016, Igor Kozachenko,
  173. *> Computer Science Division,
  174. *> University of California, Berkeley
  175. *> \endverbatim
  176. *
  177. * =====================================================================
  178. SUBROUTINE ZLAHEF( UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO )
  179. *
  180. * -- LAPACK computational routine (version 3.7.0) --
  181. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  182. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  183. * December 2016
  184. *
  185. * .. Scalar Arguments ..
  186. CHARACTER UPLO
  187. INTEGER INFO, KB, LDA, LDW, N, NB
  188. * ..
  189. * .. Array Arguments ..
  190. INTEGER IPIV( * )
  191. COMPLEX*16 A( LDA, * ), W( LDW, * )
  192. * ..
  193. *
  194. * =====================================================================
  195. *
  196. * .. Parameters ..
  197. DOUBLE PRECISION ZERO, ONE
  198. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  199. COMPLEX*16 CONE
  200. PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) )
  201. DOUBLE PRECISION EIGHT, SEVTEN
  202. PARAMETER ( EIGHT = 8.0D+0, SEVTEN = 17.0D+0 )
  203. * ..
  204. * .. Local Scalars ..
  205. INTEGER IMAX, J, JB, JJ, JMAX, JP, K, KK, KKW, KP,
  206. $ KSTEP, KW
  207. DOUBLE PRECISION ABSAKK, ALPHA, COLMAX, R1, ROWMAX, T
  208. COMPLEX*16 D11, D21, D22, Z
  209. * ..
  210. * .. External Functions ..
  211. LOGICAL LSAME
  212. INTEGER IZAMAX
  213. EXTERNAL LSAME, IZAMAX
  214. * ..
  215. * .. External Subroutines ..
  216. EXTERNAL ZCOPY, ZDSCAL, ZGEMM, ZGEMV, ZLACGV, ZSWAP
  217. * ..
  218. * .. Intrinsic Functions ..
  219. INTRINSIC ABS, DBLE, DCONJG, DIMAG, MAX, MIN, SQRT
  220. * ..
  221. * .. Statement Functions ..
  222. DOUBLE PRECISION CABS1
  223. * ..
  224. * .. Statement Function definitions ..
  225. CABS1( Z ) = ABS( DBLE( Z ) ) + ABS( DIMAG( Z ) )
  226. * ..
  227. * .. Executable Statements ..
  228. *
  229. INFO = 0
  230. *
  231. * Initialize ALPHA for use in choosing pivot block size.
  232. *
  233. ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
  234. *
  235. IF( LSAME( UPLO, 'U' ) ) THEN
  236. *
  237. * Factorize the trailing columns of A using the upper triangle
  238. * of A and working backwards, and compute the matrix W = U12*D
  239. * for use in updating A11 (note that conjg(W) is actually stored)
  240. *
  241. * K is the main loop index, decreasing from N in steps of 1 or 2
  242. *
  243. * KW is the column of W which corresponds to column K of A
  244. *
  245. K = N
  246. 10 CONTINUE
  247. KW = NB + K - N
  248. *
  249. * Exit from loop
  250. *
  251. IF( ( K.LE.N-NB+1 .AND. NB.LT.N ) .OR. K.LT.1 )
  252. $ GO TO 30
  253. *
  254. KSTEP = 1
  255. *
  256. * Copy column K of A to column KW of W and update it
  257. *
  258. CALL ZCOPY( K-1, A( 1, K ), 1, W( 1, KW ), 1 )
  259. W( K, KW ) = DBLE( A( K, K ) )
  260. IF( K.LT.N ) THEN
  261. CALL ZGEMV( 'No transpose', K, N-K, -CONE, A( 1, K+1 ), LDA,
  262. $ W( K, KW+1 ), LDW, CONE, W( 1, KW ), 1 )
  263. W( K, KW ) = DBLE( W( K, KW ) )
  264. END IF
  265. *
  266. * Determine rows and columns to be interchanged and whether
  267. * a 1-by-1 or 2-by-2 pivot block will be used
  268. *
  269. ABSAKK = ABS( DBLE( W( K, KW ) ) )
  270. *
  271. * IMAX is the row-index of the largest off-diagonal element in
  272. * column K, and COLMAX is its absolute value.
  273. * Determine both COLMAX and IMAX.
  274. *
  275. IF( K.GT.1 ) THEN
  276. IMAX = IZAMAX( K-1, W( 1, KW ), 1 )
  277. COLMAX = CABS1( W( IMAX, KW ) )
  278. ELSE
  279. COLMAX = ZERO
  280. END IF
  281. *
  282. IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
  283. *
  284. * Column K is zero or underflow: set INFO and continue
  285. *
  286. IF( INFO.EQ.0 )
  287. $ INFO = K
  288. KP = K
  289. A( K, K ) = DBLE( A( K, K ) )
  290. ELSE
  291. *
  292. * ============================================================
  293. *
  294. * BEGIN pivot search
  295. *
  296. * Case(1)
  297. IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
  298. *
  299. * no interchange, use 1-by-1 pivot block
  300. *
  301. KP = K
  302. ELSE
  303. *
  304. * BEGIN pivot search along IMAX row
  305. *
  306. *
  307. * Copy column IMAX to column KW-1 of W and update it
  308. *
  309. CALL ZCOPY( IMAX-1, A( 1, IMAX ), 1, W( 1, KW-1 ), 1 )
  310. W( IMAX, KW-1 ) = DBLE( A( IMAX, IMAX ) )
  311. CALL ZCOPY( K-IMAX, A( IMAX, IMAX+1 ), LDA,
  312. $ W( IMAX+1, KW-1 ), 1 )
  313. CALL ZLACGV( K-IMAX, W( IMAX+1, KW-1 ), 1 )
  314. IF( K.LT.N ) THEN
  315. CALL ZGEMV( 'No transpose', K, N-K, -CONE,
  316. $ A( 1, K+1 ), LDA, W( IMAX, KW+1 ), LDW,
  317. $ CONE, W( 1, KW-1 ), 1 )
  318. W( IMAX, KW-1 ) = DBLE( W( IMAX, KW-1 ) )
  319. END IF
  320. *
  321. * JMAX is the column-index of the largest off-diagonal
  322. * element in row IMAX, and ROWMAX is its absolute value.
  323. * Determine only ROWMAX.
  324. *
  325. JMAX = IMAX + IZAMAX( K-IMAX, W( IMAX+1, KW-1 ), 1 )
  326. ROWMAX = CABS1( W( JMAX, KW-1 ) )
  327. IF( IMAX.GT.1 ) THEN
  328. JMAX = IZAMAX( IMAX-1, W( 1, KW-1 ), 1 )
  329. ROWMAX = MAX( ROWMAX, CABS1( W( JMAX, KW-1 ) ) )
  330. END IF
  331. *
  332. * Case(2)
  333. IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
  334. *
  335. * no interchange, use 1-by-1 pivot block
  336. *
  337. KP = K
  338. *
  339. * Case(3)
  340. ELSE IF( ABS( DBLE( W( IMAX, KW-1 ) ) ).GE.ALPHA*ROWMAX )
  341. $ THEN
  342. *
  343. * interchange rows and columns K and IMAX, use 1-by-1
  344. * pivot block
  345. *
  346. KP = IMAX
  347. *
  348. * copy column KW-1 of W to column KW of W
  349. *
  350. CALL ZCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 )
  351. *
  352. * Case(4)
  353. ELSE
  354. *
  355. * interchange rows and columns K-1 and IMAX, use 2-by-2
  356. * pivot block
  357. *
  358. KP = IMAX
  359. KSTEP = 2
  360. END IF
  361. *
  362. *
  363. * END pivot search along IMAX row
  364. *
  365. END IF
  366. *
  367. * END pivot search
  368. *
  369. * ============================================================
  370. *
  371. * KK is the column of A where pivoting step stopped
  372. *
  373. KK = K - KSTEP + 1
  374. *
  375. * KKW is the column of W which corresponds to column KK of A
  376. *
  377. KKW = NB + KK - N
  378. *
  379. * Interchange rows and columns KP and KK.
  380. * Updated column KP is already stored in column KKW of W.
  381. *
  382. IF( KP.NE.KK ) THEN
  383. *
  384. * Copy non-updated column KK to column KP of submatrix A
  385. * at step K. No need to copy element into column K
  386. * (or K and K-1 for 2-by-2 pivot) of A, since these columns
  387. * will be later overwritten.
  388. *
  389. A( KP, KP ) = DBLE( A( KK, KK ) )
  390. CALL ZCOPY( KK-1-KP, A( KP+1, KK ), 1, A( KP, KP+1 ),
  391. $ LDA )
  392. CALL ZLACGV( KK-1-KP, A( KP, KP+1 ), LDA )
  393. IF( KP.GT.1 )
  394. $ CALL ZCOPY( KP-1, A( 1, KK ), 1, A( 1, KP ), 1 )
  395. *
  396. * Interchange rows KK and KP in last K+1 to N columns of A
  397. * (columns K (or K and K-1 for 2-by-2 pivot) of A will be
  398. * later overwritten). Interchange rows KK and KP
  399. * in last KKW to NB columns of W.
  400. *
  401. IF( K.LT.N )
  402. $ CALL ZSWAP( N-K, A( KK, K+1 ), LDA, A( KP, K+1 ),
  403. $ LDA )
  404. CALL ZSWAP( N-KK+1, W( KK, KKW ), LDW, W( KP, KKW ),
  405. $ LDW )
  406. END IF
  407. *
  408. IF( KSTEP.EQ.1 ) THEN
  409. *
  410. * 1-by-1 pivot block D(k): column kw of W now holds
  411. *
  412. * W(kw) = U(k)*D(k),
  413. *
  414. * where U(k) is the k-th column of U
  415. *
  416. * (1) Store subdiag. elements of column U(k)
  417. * and 1-by-1 block D(k) in column k of A.
  418. * (NOTE: Diagonal element U(k,k) is a UNIT element
  419. * and not stored)
  420. * A(k,k) := D(k,k) = W(k,kw)
  421. * A(1:k-1,k) := U(1:k-1,k) = W(1:k-1,kw)/D(k,k)
  422. *
  423. * (NOTE: No need to use for Hermitian matrix
  424. * A( K, K ) = DBLE( W( K, K) ) to separately copy diagonal
  425. * element D(k,k) from W (potentially saves only one load))
  426. CALL ZCOPY( K, W( 1, KW ), 1, A( 1, K ), 1 )
  427. IF( K.GT.1 ) THEN
  428. *
  429. * (NOTE: No need to check if A(k,k) is NOT ZERO,
  430. * since that was ensured earlier in pivot search:
  431. * case A(k,k) = 0 falls into 2x2 pivot case(4))
  432. *
  433. R1 = ONE / DBLE( A( K, K ) )
  434. CALL ZDSCAL( K-1, R1, A( 1, K ), 1 )
  435. *
  436. * (2) Conjugate column W(kw)
  437. *
  438. CALL ZLACGV( K-1, W( 1, KW ), 1 )
  439. END IF
  440. *
  441. ELSE
  442. *
  443. * 2-by-2 pivot block D(k): columns kw and kw-1 of W now hold
  444. *
  445. * ( W(kw-1) W(kw) ) = ( U(k-1) U(k) )*D(k)
  446. *
  447. * where U(k) and U(k-1) are the k-th and (k-1)-th columns
  448. * of U
  449. *
  450. * (1) Store U(1:k-2,k-1) and U(1:k-2,k) and 2-by-2
  451. * block D(k-1:k,k-1:k) in columns k-1 and k of A.
  452. * (NOTE: 2-by-2 diagonal block U(k-1:k,k-1:k) is a UNIT
  453. * block and not stored)
  454. * A(k-1:k,k-1:k) := D(k-1:k,k-1:k) = W(k-1:k,kw-1:kw)
  455. * A(1:k-2,k-1:k) := U(1:k-2,k:k-1:k) =
  456. * = W(1:k-2,kw-1:kw) * ( D(k-1:k,k-1:k)**(-1) )
  457. *
  458. IF( K.GT.2 ) THEN
  459. *
  460. * Factor out the columns of the inverse of 2-by-2 pivot
  461. * block D, so that each column contains 1, to reduce the
  462. * number of FLOPS when we multiply panel
  463. * ( W(kw-1) W(kw) ) by this inverse, i.e. by D**(-1).
  464. *
  465. * D**(-1) = ( d11 cj(d21) )**(-1) =
  466. * ( d21 d22 )
  467. *
  468. * = 1/(d11*d22-|d21|**2) * ( ( d22) (-cj(d21) ) ) =
  469. * ( (-d21) ( d11 ) )
  470. *
  471. * = 1/(|d21|**2) * 1/((d11/cj(d21))*(d22/d21)-1) *
  472. *
  473. * * ( d21*( d22/d21 ) conj(d21)*( - 1 ) ) =
  474. * ( ( -1 ) ( d11/conj(d21) ) )
  475. *
  476. * = 1/(|d21|**2) * 1/(D22*D11-1) *
  477. *
  478. * * ( d21*( D11 ) conj(d21)*( -1 ) ) =
  479. * ( ( -1 ) ( D22 ) )
  480. *
  481. * = (1/|d21|**2) * T * ( d21*( D11 ) conj(d21)*( -1 ) ) =
  482. * ( ( -1 ) ( D22 ) )
  483. *
  484. * = ( (T/conj(d21))*( D11 ) (T/d21)*( -1 ) ) =
  485. * ( ( -1 ) ( D22 ) )
  486. *
  487. * = ( conj(D21)*( D11 ) D21*( -1 ) )
  488. * ( ( -1 ) ( D22 ) ),
  489. *
  490. * where D11 = d22/d21,
  491. * D22 = d11/conj(d21),
  492. * D21 = T/d21,
  493. * T = 1/(D22*D11-1).
  494. *
  495. * (NOTE: No need to check for division by ZERO,
  496. * since that was ensured earlier in pivot search:
  497. * (a) d21 != 0, since in 2x2 pivot case(4)
  498. * |d21| should be larger than |d11| and |d22|;
  499. * (b) (D22*D11 - 1) != 0, since from (a),
  500. * both |D11| < 1, |D22| < 1, hence |D22*D11| << 1.)
  501. *
  502. D21 = W( K-1, KW )
  503. D11 = W( K, KW ) / DCONJG( D21 )
  504. D22 = W( K-1, KW-1 ) / D21
  505. T = ONE / ( DBLE( D11*D22 )-ONE )
  506. D21 = T / D21
  507. *
  508. * Update elements in columns A(k-1) and A(k) as
  509. * dot products of rows of ( W(kw-1) W(kw) ) and columns
  510. * of D**(-1)
  511. *
  512. DO 20 J = 1, K - 2
  513. A( J, K-1 ) = D21*( D11*W( J, KW-1 )-W( J, KW ) )
  514. A( J, K ) = DCONJG( D21 )*
  515. $ ( D22*W( J, KW )-W( J, KW-1 ) )
  516. 20 CONTINUE
  517. END IF
  518. *
  519. * Copy D(k) to A
  520. *
  521. A( K-1, K-1 ) = W( K-1, KW-1 )
  522. A( K-1, K ) = W( K-1, KW )
  523. A( K, K ) = W( K, KW )
  524. *
  525. * (2) Conjugate columns W(kw) and W(kw-1)
  526. *
  527. CALL ZLACGV( K-1, W( 1, KW ), 1 )
  528. CALL ZLACGV( K-2, W( 1, KW-1 ), 1 )
  529. *
  530. END IF
  531. *
  532. END IF
  533. *
  534. * Store details of the interchanges in IPIV
  535. *
  536. IF( KSTEP.EQ.1 ) THEN
  537. IPIV( K ) = KP
  538. ELSE
  539. IPIV( K ) = -KP
  540. IPIV( K-1 ) = -KP
  541. END IF
  542. *
  543. * Decrease K and return to the start of the main loop
  544. *
  545. K = K - KSTEP
  546. GO TO 10
  547. *
  548. 30 CONTINUE
  549. *
  550. * Update the upper triangle of A11 (= A(1:k,1:k)) as
  551. *
  552. * A11 := A11 - U12*D*U12**H = A11 - U12*W**H
  553. *
  554. * computing blocks of NB columns at a time (note that conjg(W) is
  555. * actually stored)
  556. *
  557. DO 50 J = ( ( K-1 ) / NB )*NB + 1, 1, -NB
  558. JB = MIN( NB, K-J+1 )
  559. *
  560. * Update the upper triangle of the diagonal block
  561. *
  562. DO 40 JJ = J, J + JB - 1
  563. A( JJ, JJ ) = DBLE( A( JJ, JJ ) )
  564. CALL ZGEMV( 'No transpose', JJ-J+1, N-K, -CONE,
  565. $ A( J, K+1 ), LDA, W( JJ, KW+1 ), LDW, CONE,
  566. $ A( J, JJ ), 1 )
  567. A( JJ, JJ ) = DBLE( A( JJ, JJ ) )
  568. 40 CONTINUE
  569. *
  570. * Update the rectangular superdiagonal block
  571. *
  572. CALL ZGEMM( 'No transpose', 'Transpose', J-1, JB, N-K,
  573. $ -CONE, A( 1, K+1 ), LDA, W( J, KW+1 ), LDW,
  574. $ CONE, A( 1, J ), LDA )
  575. 50 CONTINUE
  576. *
  577. * Put U12 in standard form by partially undoing the interchanges
  578. * in columns k+1:n looping backwards from k+1 to n
  579. *
  580. J = K + 1
  581. 60 CONTINUE
  582. *
  583. * Undo the interchanges (if any) of rows JJ and JP at each
  584. * step J
  585. *
  586. * (Here, J is a diagonal index)
  587. JJ = J
  588. JP = IPIV( J )
  589. IF( JP.LT.0 ) THEN
  590. JP = -JP
  591. * (Here, J is a diagonal index)
  592. J = J + 1
  593. END IF
  594. * (NOTE: Here, J is used to determine row length. Length N-J+1
  595. * of the rows to swap back doesn't include diagonal element)
  596. J = J + 1
  597. IF( JP.NE.JJ .AND. J.LE.N )
  598. $ CALL ZSWAP( N-J+1, A( JP, J ), LDA, A( JJ, J ), LDA )
  599. IF( J.LT.N )
  600. $ GO TO 60
  601. *
  602. * Set KB to the number of columns factorized
  603. *
  604. KB = N - K
  605. *
  606. ELSE
  607. *
  608. * Factorize the leading columns of A using the lower triangle
  609. * of A and working forwards, and compute the matrix W = L21*D
  610. * for use in updating A22 (note that conjg(W) is actually stored)
  611. *
  612. * K is the main loop index, increasing from 1 in steps of 1 or 2
  613. *
  614. K = 1
  615. 70 CONTINUE
  616. *
  617. * Exit from loop
  618. *
  619. IF( ( K.GE.NB .AND. NB.LT.N ) .OR. K.GT.N )
  620. $ GO TO 90
  621. *
  622. KSTEP = 1
  623. *
  624. * Copy column K of A to column K of W and update it
  625. *
  626. W( K, K ) = DBLE( A( K, K ) )
  627. IF( K.LT.N )
  628. $ CALL ZCOPY( N-K, A( K+1, K ), 1, W( K+1, K ), 1 )
  629. CALL ZGEMV( 'No transpose', N-K+1, K-1, -CONE, A( K, 1 ), LDA,
  630. $ W( K, 1 ), LDW, CONE, W( K, K ), 1 )
  631. W( K, K ) = DBLE( W( K, K ) )
  632. *
  633. * Determine rows and columns to be interchanged and whether
  634. * a 1-by-1 or 2-by-2 pivot block will be used
  635. *
  636. ABSAKK = ABS( DBLE( W( K, K ) ) )
  637. *
  638. * IMAX is the row-index of the largest off-diagonal element in
  639. * column K, and COLMAX is its absolute value.
  640. * Determine both COLMAX and IMAX.
  641. *
  642. IF( K.LT.N ) THEN
  643. IMAX = K + IZAMAX( N-K, W( K+1, K ), 1 )
  644. COLMAX = CABS1( W( IMAX, K ) )
  645. ELSE
  646. COLMAX = ZERO
  647. END IF
  648. *
  649. IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
  650. *
  651. * Column K is zero or underflow: set INFO and continue
  652. *
  653. IF( INFO.EQ.0 )
  654. $ INFO = K
  655. KP = K
  656. A( K, K ) = DBLE( A( K, K ) )
  657. ELSE
  658. *
  659. * ============================================================
  660. *
  661. * BEGIN pivot search
  662. *
  663. * Case(1)
  664. IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
  665. *
  666. * no interchange, use 1-by-1 pivot block
  667. *
  668. KP = K
  669. ELSE
  670. *
  671. * BEGIN pivot search along IMAX row
  672. *
  673. *
  674. * Copy column IMAX to column K+1 of W and update it
  675. *
  676. CALL ZCOPY( IMAX-K, A( IMAX, K ), LDA, W( K, K+1 ), 1 )
  677. CALL ZLACGV( IMAX-K, W( K, K+1 ), 1 )
  678. W( IMAX, K+1 ) = DBLE( A( IMAX, IMAX ) )
  679. IF( IMAX.LT.N )
  680. $ CALL ZCOPY( N-IMAX, A( IMAX+1, IMAX ), 1,
  681. $ W( IMAX+1, K+1 ), 1 )
  682. CALL ZGEMV( 'No transpose', N-K+1, K-1, -CONE, A( K, 1 ),
  683. $ LDA, W( IMAX, 1 ), LDW, CONE, W( K, K+1 ),
  684. $ 1 )
  685. W( IMAX, K+1 ) = DBLE( W( IMAX, K+1 ) )
  686. *
  687. * JMAX is the column-index of the largest off-diagonal
  688. * element in row IMAX, and ROWMAX is its absolute value.
  689. * Determine only ROWMAX.
  690. *
  691. JMAX = K - 1 + IZAMAX( IMAX-K, W( K, K+1 ), 1 )
  692. ROWMAX = CABS1( W( JMAX, K+1 ) )
  693. IF( IMAX.LT.N ) THEN
  694. JMAX = IMAX + IZAMAX( N-IMAX, W( IMAX+1, K+1 ), 1 )
  695. ROWMAX = MAX( ROWMAX, CABS1( W( JMAX, K+1 ) ) )
  696. END IF
  697. *
  698. * Case(2)
  699. IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
  700. *
  701. * no interchange, use 1-by-1 pivot block
  702. *
  703. KP = K
  704. *
  705. * Case(3)
  706. ELSE IF( ABS( DBLE( W( IMAX, K+1 ) ) ).GE.ALPHA*ROWMAX )
  707. $ THEN
  708. *
  709. * interchange rows and columns K and IMAX, use 1-by-1
  710. * pivot block
  711. *
  712. KP = IMAX
  713. *
  714. * copy column K+1 of W to column K of W
  715. *
  716. CALL ZCOPY( N-K+1, W( K, K+1 ), 1, W( K, K ), 1 )
  717. *
  718. * Case(4)
  719. ELSE
  720. *
  721. * interchange rows and columns K+1 and IMAX, use 2-by-2
  722. * pivot block
  723. *
  724. KP = IMAX
  725. KSTEP = 2
  726. END IF
  727. *
  728. *
  729. * END pivot search along IMAX row
  730. *
  731. END IF
  732. *
  733. * END pivot search
  734. *
  735. * ============================================================
  736. *
  737. * KK is the column of A where pivoting step stopped
  738. *
  739. KK = K + KSTEP - 1
  740. *
  741. * Interchange rows and columns KP and KK.
  742. * Updated column KP is already stored in column KK of W.
  743. *
  744. IF( KP.NE.KK ) THEN
  745. *
  746. * Copy non-updated column KK to column KP of submatrix A
  747. * at step K. No need to copy element into column K
  748. * (or K and K+1 for 2-by-2 pivot) of A, since these columns
  749. * will be later overwritten.
  750. *
  751. A( KP, KP ) = DBLE( A( KK, KK ) )
  752. CALL ZCOPY( KP-KK-1, A( KK+1, KK ), 1, A( KP, KK+1 ),
  753. $ LDA )
  754. CALL ZLACGV( KP-KK-1, A( KP, KK+1 ), LDA )
  755. IF( KP.LT.N )
  756. $ CALL ZCOPY( N-KP, A( KP+1, KK ), 1, A( KP+1, KP ), 1 )
  757. *
  758. * Interchange rows KK and KP in first K-1 columns of A
  759. * (columns K (or K and K+1 for 2-by-2 pivot) of A will be
  760. * later overwritten). Interchange rows KK and KP
  761. * in first KK columns of W.
  762. *
  763. IF( K.GT.1 )
  764. $ CALL ZSWAP( K-1, A( KK, 1 ), LDA, A( KP, 1 ), LDA )
  765. CALL ZSWAP( KK, W( KK, 1 ), LDW, W( KP, 1 ), LDW )
  766. END IF
  767. *
  768. IF( KSTEP.EQ.1 ) THEN
  769. *
  770. * 1-by-1 pivot block D(k): column k of W now holds
  771. *
  772. * W(k) = L(k)*D(k),
  773. *
  774. * where L(k) is the k-th column of L
  775. *
  776. * (1) Store subdiag. elements of column L(k)
  777. * and 1-by-1 block D(k) in column k of A.
  778. * (NOTE: Diagonal element L(k,k) is a UNIT element
  779. * and not stored)
  780. * A(k,k) := D(k,k) = W(k,k)
  781. * A(k+1:N,k) := L(k+1:N,k) = W(k+1:N,k)/D(k,k)
  782. *
  783. * (NOTE: No need to use for Hermitian matrix
  784. * A( K, K ) = DBLE( W( K, K) ) to separately copy diagonal
  785. * element D(k,k) from W (potentially saves only one load))
  786. CALL ZCOPY( N-K+1, W( K, K ), 1, A( K, K ), 1 )
  787. IF( K.LT.N ) THEN
  788. *
  789. * (NOTE: No need to check if A(k,k) is NOT ZERO,
  790. * since that was ensured earlier in pivot search:
  791. * case A(k,k) = 0 falls into 2x2 pivot case(4))
  792. *
  793. R1 = ONE / DBLE( A( K, K ) )
  794. CALL ZDSCAL( N-K, R1, A( K+1, K ), 1 )
  795. *
  796. * (2) Conjugate column W(k)
  797. *
  798. CALL ZLACGV( N-K, W( K+1, K ), 1 )
  799. END IF
  800. *
  801. ELSE
  802. *
  803. * 2-by-2 pivot block D(k): columns k and k+1 of W now hold
  804. *
  805. * ( W(k) W(k+1) ) = ( L(k) L(k+1) )*D(k)
  806. *
  807. * where L(k) and L(k+1) are the k-th and (k+1)-th columns
  808. * of L
  809. *
  810. * (1) Store L(k+2:N,k) and L(k+2:N,k+1) and 2-by-2
  811. * block D(k:k+1,k:k+1) in columns k and k+1 of A.
  812. * (NOTE: 2-by-2 diagonal block L(k:k+1,k:k+1) is a UNIT
  813. * block and not stored)
  814. * A(k:k+1,k:k+1) := D(k:k+1,k:k+1) = W(k:k+1,k:k+1)
  815. * A(k+2:N,k:k+1) := L(k+2:N,k:k+1) =
  816. * = W(k+2:N,k:k+1) * ( D(k:k+1,k:k+1)**(-1) )
  817. *
  818. IF( K.LT.N-1 ) THEN
  819. *
  820. * Factor out the columns of the inverse of 2-by-2 pivot
  821. * block D, so that each column contains 1, to reduce the
  822. * number of FLOPS when we multiply panel
  823. * ( W(kw-1) W(kw) ) by this inverse, i.e. by D**(-1).
  824. *
  825. * D**(-1) = ( d11 cj(d21) )**(-1) =
  826. * ( d21 d22 )
  827. *
  828. * = 1/(d11*d22-|d21|**2) * ( ( d22) (-cj(d21) ) ) =
  829. * ( (-d21) ( d11 ) )
  830. *
  831. * = 1/(|d21|**2) * 1/((d11/cj(d21))*(d22/d21)-1) *
  832. *
  833. * * ( d21*( d22/d21 ) conj(d21)*( - 1 ) ) =
  834. * ( ( -1 ) ( d11/conj(d21) ) )
  835. *
  836. * = 1/(|d21|**2) * 1/(D22*D11-1) *
  837. *
  838. * * ( d21*( D11 ) conj(d21)*( -1 ) ) =
  839. * ( ( -1 ) ( D22 ) )
  840. *
  841. * = (1/|d21|**2) * T * ( d21*( D11 ) conj(d21)*( -1 ) ) =
  842. * ( ( -1 ) ( D22 ) )
  843. *
  844. * = ( (T/conj(d21))*( D11 ) (T/d21)*( -1 ) ) =
  845. * ( ( -1 ) ( D22 ) )
  846. *
  847. * = ( conj(D21)*( D11 ) D21*( -1 ) )
  848. * ( ( -1 ) ( D22 ) ),
  849. *
  850. * where D11 = d22/d21,
  851. * D22 = d11/conj(d21),
  852. * D21 = T/d21,
  853. * T = 1/(D22*D11-1).
  854. *
  855. * (NOTE: No need to check for division by ZERO,
  856. * since that was ensured earlier in pivot search:
  857. * (a) d21 != 0, since in 2x2 pivot case(4)
  858. * |d21| should be larger than |d11| and |d22|;
  859. * (b) (D22*D11 - 1) != 0, since from (a),
  860. * both |D11| < 1, |D22| < 1, hence |D22*D11| << 1.)
  861. *
  862. D21 = W( K+1, K )
  863. D11 = W( K+1, K+1 ) / D21
  864. D22 = W( K, K ) / DCONJG( D21 )
  865. T = ONE / ( DBLE( D11*D22 )-ONE )
  866. D21 = T / D21
  867. *
  868. * Update elements in columns A(k) and A(k+1) as
  869. * dot products of rows of ( W(k) W(k+1) ) and columns
  870. * of D**(-1)
  871. *
  872. DO 80 J = K + 2, N
  873. A( J, K ) = DCONJG( D21 )*
  874. $ ( D11*W( J, K )-W( J, K+1 ) )
  875. A( J, K+1 ) = D21*( D22*W( J, K+1 )-W( J, K ) )
  876. 80 CONTINUE
  877. END IF
  878. *
  879. * Copy D(k) to A
  880. *
  881. A( K, K ) = W( K, K )
  882. A( K+1, K ) = W( K+1, K )
  883. A( K+1, K+1 ) = W( K+1, K+1 )
  884. *
  885. * (2) Conjugate columns W(k) and W(k+1)
  886. *
  887. CALL ZLACGV( N-K, W( K+1, K ), 1 )
  888. CALL ZLACGV( N-K-1, W( K+2, K+1 ), 1 )
  889. *
  890. END IF
  891. *
  892. END IF
  893. *
  894. * Store details of the interchanges in IPIV
  895. *
  896. IF( KSTEP.EQ.1 ) THEN
  897. IPIV( K ) = KP
  898. ELSE
  899. IPIV( K ) = -KP
  900. IPIV( K+1 ) = -KP
  901. END IF
  902. *
  903. * Increase K and return to the start of the main loop
  904. *
  905. K = K + KSTEP
  906. GO TO 70
  907. *
  908. 90 CONTINUE
  909. *
  910. * Update the lower triangle of A22 (= A(k:n,k:n)) as
  911. *
  912. * A22 := A22 - L21*D*L21**H = A22 - L21*W**H
  913. *
  914. * computing blocks of NB columns at a time (note that conjg(W) is
  915. * actually stored)
  916. *
  917. DO 110 J = K, N, NB
  918. JB = MIN( NB, N-J+1 )
  919. *
  920. * Update the lower triangle of the diagonal block
  921. *
  922. DO 100 JJ = J, J + JB - 1
  923. A( JJ, JJ ) = DBLE( A( JJ, JJ ) )
  924. CALL ZGEMV( 'No transpose', J+JB-JJ, K-1, -CONE,
  925. $ A( JJ, 1 ), LDA, W( JJ, 1 ), LDW, CONE,
  926. $ A( JJ, JJ ), 1 )
  927. A( JJ, JJ ) = DBLE( A( JJ, JJ ) )
  928. 100 CONTINUE
  929. *
  930. * Update the rectangular subdiagonal block
  931. *
  932. IF( J+JB.LE.N )
  933. $ CALL ZGEMM( 'No transpose', 'Transpose', N-J-JB+1, JB,
  934. $ K-1, -CONE, A( J+JB, 1 ), LDA, W( J, 1 ),
  935. $ LDW, CONE, A( J+JB, J ), LDA )
  936. 110 CONTINUE
  937. *
  938. * Put L21 in standard form by partially undoing the interchanges
  939. * of rows in columns 1:k-1 looping backwards from k-1 to 1
  940. *
  941. J = K - 1
  942. 120 CONTINUE
  943. *
  944. * Undo the interchanges (if any) of rows JJ and JP at each
  945. * step J
  946. *
  947. * (Here, J is a diagonal index)
  948. JJ = J
  949. JP = IPIV( J )
  950. IF( JP.LT.0 ) THEN
  951. JP = -JP
  952. * (Here, J is a diagonal index)
  953. J = J - 1
  954. END IF
  955. * (NOTE: Here, J is used to determine row length. Length J
  956. * of the rows to swap back doesn't include diagonal element)
  957. J = J - 1
  958. IF( JP.NE.JJ .AND. J.GE.1 )
  959. $ CALL ZSWAP( J, A( JP, 1 ), LDA, A( JJ, 1 ), LDA )
  960. IF( J.GT.1 )
  961. $ GO TO 120
  962. *
  963. * Set KB to the number of columns factorized
  964. *
  965. KB = K - 1
  966. *
  967. END IF
  968. RETURN
  969. *
  970. * End of ZLAHEF
  971. *
  972. END