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zlahef_rk.f 43 kB

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  1. *> \brief \b ZLAHEF_RK computes a partial factorization of a complex Hermitian indefinite matrix using 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 ZLAHEF_RK + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlahef_rk.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlahef_rk.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlahef_rk.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZLAHEF_RK( UPLO, N, NB, KB, A, LDA, E, IPIV, W, LDW,
  22. * INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER UPLO
  26. * INTEGER INFO, KB, LDA, LDW, N, NB
  27. * ..
  28. * .. Array Arguments ..
  29. * INTEGER IPIV( * )
  30. * COMPLEX*16 A( LDA, * ), E( * ), W( LDW, * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *> ZLAHEF_RK computes a partial factorization of a complex Hermitian
  39. *> matrix A using the bounded Bunch-Kaufman (rook) diagonal
  40. *> pivoting method. The 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. *>
  51. *> ZLAHEF_RK is an auxiliary routine called by ZHETRF_RK. It uses
  52. *> blocked code (calling Level 3 BLAS) to update the submatrix
  53. *> A11 (if UPLO = 'U') or A22 (if UPLO = 'L').
  54. *> \endverbatim
  55. *
  56. * Arguments:
  57. * ==========
  58. *
  59. *> \param[in] UPLO
  60. *> \verbatim
  61. *> UPLO is CHARACTER*1
  62. *> Specifies whether the upper or lower triangular part of the
  63. *> Hermitian matrix A is stored:
  64. *> = 'U': Upper triangular
  65. *> = 'L': Lower triangular
  66. *> \endverbatim
  67. *>
  68. *> \param[in] N
  69. *> \verbatim
  70. *> N is INTEGER
  71. *> The order of the matrix A. N >= 0.
  72. *> \endverbatim
  73. *>
  74. *> \param[in] NB
  75. *> \verbatim
  76. *> NB is INTEGER
  77. *> The maximum number of columns of the matrix A that should be
  78. *> factored. NB should be at least 2 to allow for 2-by-2 pivot
  79. *> blocks.
  80. *> \endverbatim
  81. *>
  82. *> \param[out] KB
  83. *> \verbatim
  84. *> KB is INTEGER
  85. *> The number of columns of A that were actually factored.
  86. *> KB is either NB-1 or NB, or N if N <= NB.
  87. *> \endverbatim
  88. *>
  89. *> \param[in,out] A
  90. *> \verbatim
  91. *> A is COMPLEX*16 array, dimension (LDA,N)
  92. *> On entry, the Hermitian matrix A.
  93. *> If UPLO = 'U': the leading N-by-N upper triangular part
  94. *> of A contains the upper triangular part of the matrix A,
  95. *> and the strictly lower triangular part of A is not
  96. *> referenced.
  97. *>
  98. *> If UPLO = 'L': the leading N-by-N lower triangular part
  99. *> of A contains the lower triangular part of the matrix A,
  100. *> and the strictly upper triangular part of A is not
  101. *> referenced.
  102. *>
  103. *> On exit, contains:
  104. *> a) ONLY diagonal elements of the Hermitian block diagonal
  105. *> matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
  106. *> (superdiagonal (or subdiagonal) elements of D
  107. *> are stored on exit in array E), and
  108. *> b) If UPLO = 'U': factor U in the superdiagonal part of A.
  109. *> If UPLO = 'L': factor L in the subdiagonal part of A.
  110. *> \endverbatim
  111. *>
  112. *> \param[in] LDA
  113. *> \verbatim
  114. *> LDA is INTEGER
  115. *> The leading dimension of the array A. LDA >= max(1,N).
  116. *> \endverbatim
  117. *>
  118. *> \param[out] E
  119. *> \verbatim
  120. *> E is COMPLEX*16 array, dimension (N)
  121. *> On exit, contains the superdiagonal (or subdiagonal)
  122. *> elements of the Hermitian block diagonal matrix D
  123. *> with 1-by-1 or 2-by-2 diagonal blocks, where
  124. *> If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0;
  125. *> If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0.
  126. *>
  127. *> NOTE: For 1-by-1 diagonal block D(k), where
  128. *> 1 <= k <= N, the element E(k) is set to 0 in both
  129. *> UPLO = 'U' or UPLO = 'L' cases.
  130. *> \endverbatim
  131. *>
  132. *> \param[out] IPIV
  133. *> \verbatim
  134. *> IPIV is INTEGER array, dimension (N)
  135. *> IPIV describes the permutation matrix P in the factorization
  136. *> of matrix A as follows. The absolute value of IPIV(k)
  137. *> represents the index of row and column that were
  138. *> interchanged with the k-th row and column. The value of UPLO
  139. *> describes the order in which the interchanges were applied.
  140. *> Also, the sign of IPIV represents the block structure of
  141. *> the Hermitian block diagonal matrix D with 1-by-1 or 2-by-2
  142. *> diagonal blocks which correspond to 1 or 2 interchanges
  143. *> at each factorization step.
  144. *>
  145. *> If UPLO = 'U',
  146. *> ( in factorization order, k decreases from N to 1 ):
  147. *> a) A single positive entry IPIV(k) > 0 means:
  148. *> D(k,k) is a 1-by-1 diagonal block.
  149. *> If IPIV(k) != k, rows and columns k and IPIV(k) were
  150. *> interchanged in the submatrix A(1:N,N-KB+1:N);
  151. *> If IPIV(k) = k, no interchange occurred.
  152. *>
  153. *>
  154. *> b) A pair of consecutive negative entries
  155. *> IPIV(k) < 0 and IPIV(k-1) < 0 means:
  156. *> D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
  157. *> (NOTE: negative entries in IPIV appear ONLY in pairs).
  158. *> 1) If -IPIV(k) != k, rows and columns
  159. *> k and -IPIV(k) were interchanged
  160. *> in the matrix A(1:N,N-KB+1:N).
  161. *> If -IPIV(k) = k, no interchange occurred.
  162. *> 2) If -IPIV(k-1) != k-1, rows and columns
  163. *> k-1 and -IPIV(k-1) were interchanged
  164. *> in the submatrix A(1:N,N-KB+1:N).
  165. *> If -IPIV(k-1) = k-1, no interchange occurred.
  166. *>
  167. *> c) In both cases a) and b) is always ABS( IPIV(k) ) <= k.
  168. *>
  169. *> d) NOTE: Any entry IPIV(k) is always NONZERO on output.
  170. *>
  171. *> If UPLO = 'L',
  172. *> ( in factorization order, k increases from 1 to N ):
  173. *> a) A single positive entry IPIV(k) > 0 means:
  174. *> D(k,k) is a 1-by-1 diagonal block.
  175. *> If IPIV(k) != k, rows and columns k and IPIV(k) were
  176. *> interchanged in the submatrix A(1:N,1:KB).
  177. *> If IPIV(k) = k, no interchange occurred.
  178. *>
  179. *> b) A pair of consecutive negative entries
  180. *> IPIV(k) < 0 and IPIV(k+1) < 0 means:
  181. *> D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
  182. *> (NOTE: negative entries in IPIV appear ONLY in pairs).
  183. *> 1) If -IPIV(k) != k, rows and columns
  184. *> k and -IPIV(k) were interchanged
  185. *> in the submatrix A(1:N,1:KB).
  186. *> If -IPIV(k) = k, no interchange occurred.
  187. *> 2) If -IPIV(k+1) != k+1, rows and columns
  188. *> k-1 and -IPIV(k-1) were interchanged
  189. *> in the submatrix A(1:N,1:KB).
  190. *> If -IPIV(k+1) = k+1, no interchange occurred.
  191. *>
  192. *> c) In both cases a) and b) is always ABS( IPIV(k) ) >= k.
  193. *>
  194. *> d) NOTE: Any entry IPIV(k) is always NONZERO on output.
  195. *> \endverbatim
  196. *>
  197. *> \param[out] W
  198. *> \verbatim
  199. *> W is COMPLEX*16 array, dimension (LDW,NB)
  200. *> \endverbatim
  201. *>
  202. *> \param[in] LDW
  203. *> \verbatim
  204. *> LDW is INTEGER
  205. *> The leading dimension of the array W. LDW >= max(1,N).
  206. *> \endverbatim
  207. *>
  208. *> \param[out] INFO
  209. *> \verbatim
  210. *> INFO is INTEGER
  211. *> = 0: successful exit
  212. *>
  213. *> < 0: If INFO = -k, the k-th argument had an illegal value
  214. *>
  215. *> > 0: If INFO = k, the matrix A is singular, because:
  216. *> If UPLO = 'U': column k in the upper
  217. *> triangular part of A contains all zeros.
  218. *> If UPLO = 'L': column k in the lower
  219. *> triangular part of A contains all zeros.
  220. *>
  221. *> Therefore D(k,k) is exactly zero, and superdiagonal
  222. *> elements of column k of U (or subdiagonal elements of
  223. *> column k of L ) are all zeros. The factorization has
  224. *> been completed, but the block diagonal matrix D is
  225. *> exactly singular, and division by zero will occur if
  226. *> it is used to solve a system of equations.
  227. *>
  228. *> NOTE: INFO only stores the first occurrence of
  229. *> a singularity, any subsequent occurrence of singularity
  230. *> is not stored in INFO even though the factorization
  231. *> always completes.
  232. *> \endverbatim
  233. *
  234. * Authors:
  235. * ========
  236. *
  237. *> \author Univ. of Tennessee
  238. *> \author Univ. of California Berkeley
  239. *> \author Univ. of Colorado Denver
  240. *> \author NAG Ltd.
  241. *
  242. *> \date December 2016
  243. *
  244. *> \ingroup complex16HEcomputational
  245. *
  246. *> \par Contributors:
  247. * ==================
  248. *>
  249. *> \verbatim
  250. *>
  251. *> December 2016, Igor Kozachenko,
  252. *> Computer Science Division,
  253. *> University of California, Berkeley
  254. *>
  255. *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
  256. *> School of Mathematics,
  257. *> University of Manchester
  258. *>
  259. *> \endverbatim
  260. *
  261. * =====================================================================
  262. SUBROUTINE ZLAHEF_RK( UPLO, N, NB, KB, A, LDA, E, IPIV, W, LDW,
  263. $ INFO )
  264. *
  265. * -- LAPACK computational routine (version 3.7.0) --
  266. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  267. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  268. * December 2016
  269. *
  270. * .. Scalar Arguments ..
  271. CHARACTER UPLO
  272. INTEGER INFO, KB, LDA, LDW, N, NB
  273. * ..
  274. * .. Array Arguments ..
  275. INTEGER IPIV( * )
  276. COMPLEX*16 A( LDA, * ), W( LDW, * ), E( * )
  277. * ..
  278. *
  279. * =====================================================================
  280. *
  281. * .. Parameters ..
  282. DOUBLE PRECISION ZERO, ONE
  283. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  284. COMPLEX*16 CONE
  285. PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) )
  286. DOUBLE PRECISION EIGHT, SEVTEN
  287. PARAMETER ( EIGHT = 8.0D+0, SEVTEN = 17.0D+0 )
  288. COMPLEX*16 CZERO
  289. PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ) )
  290. * ..
  291. * .. Local Scalars ..
  292. LOGICAL DONE
  293. INTEGER IMAX, ITEMP, II, J, JB, JJ, JMAX, K, KK, KKW,
  294. $ KP, KSTEP, KW, P
  295. DOUBLE PRECISION ABSAKK, ALPHA, COLMAX, DTEMP, R1, ROWMAX, T,
  296. $ SFMIN
  297. COMPLEX*16 D11, D21, D22, Z
  298. * ..
  299. * .. External Functions ..
  300. LOGICAL LSAME
  301. INTEGER IZAMAX
  302. DOUBLE PRECISION DLAMCH
  303. EXTERNAL LSAME, IZAMAX, DLAMCH
  304. * ..
  305. * .. External Subroutines ..
  306. EXTERNAL ZCOPY, ZDSCAL, ZGEMM, ZGEMV, ZLACGV, ZSWAP
  307. * ..
  308. * .. Intrinsic Functions ..
  309. INTRINSIC ABS, DBLE, DCONJG, DIMAG, MAX, MIN, SQRT
  310. * ..
  311. * .. Statement Functions ..
  312. DOUBLE PRECISION CABS1
  313. * ..
  314. * .. Statement Function definitions ..
  315. CABS1( Z ) = ABS( DBLE( Z ) ) + ABS( DIMAG( Z ) )
  316. * ..
  317. * .. Executable Statements ..
  318. *
  319. INFO = 0
  320. *
  321. * Initialize ALPHA for use in choosing pivot block size.
  322. *
  323. ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
  324. *
  325. * Compute machine safe minimum
  326. *
  327. SFMIN = DLAMCH( 'S' )
  328. *
  329. IF( LSAME( UPLO, 'U' ) ) THEN
  330. *
  331. * Factorize the trailing columns of A using the upper triangle
  332. * of A and working backwards, and compute the matrix W = U12*D
  333. * for use in updating A11 (note that conjg(W) is actually stored)
  334. * Initialize the first entry of array E, where superdiagonal
  335. * elements of D are stored
  336. *
  337. E( 1 ) = CZERO
  338. *
  339. * K is the main loop index, decreasing from N in steps of 1 or 2
  340. *
  341. K = N
  342. 10 CONTINUE
  343. *
  344. * KW is the column of W which corresponds to column K of A
  345. *
  346. KW = NB + K - N
  347. *
  348. * Exit from loop
  349. *
  350. IF( ( K.LE.N-NB+1 .AND. NB.LT.N ) .OR. K.LT.1 )
  351. $ GO TO 30
  352. *
  353. KSTEP = 1
  354. P = K
  355. *
  356. * Copy column K of A to column KW of W and update it
  357. *
  358. IF( K.GT.1 )
  359. $ CALL ZCOPY( K-1, A( 1, K ), 1, W( 1, KW ), 1 )
  360. W( K, KW ) = DBLE( A( K, K ) )
  361. IF( K.LT.N ) THEN
  362. CALL ZGEMV( 'No transpose', K, N-K, -CONE, A( 1, K+1 ), LDA,
  363. $ W( K, KW+1 ), LDW, CONE, W( 1, KW ), 1 )
  364. W( K, KW ) = DBLE( W( K, KW ) )
  365. END IF
  366. *
  367. * Determine rows and columns to be interchanged and whether
  368. * a 1-by-1 or 2-by-2 pivot block will be used
  369. *
  370. ABSAKK = ABS( DBLE( W( K, KW ) ) )
  371. *
  372. * IMAX is the row-index of the largest off-diagonal element in
  373. * column K, and COLMAX is its absolute value.
  374. * Determine both COLMAX and IMAX.
  375. *
  376. IF( K.GT.1 ) THEN
  377. IMAX = IZAMAX( K-1, W( 1, KW ), 1 )
  378. COLMAX = CABS1( W( IMAX, KW ) )
  379. ELSE
  380. COLMAX = ZERO
  381. END IF
  382. *
  383. IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
  384. *
  385. * Column K is zero or underflow: set INFO and continue
  386. *
  387. IF( INFO.EQ.0 )
  388. $ INFO = K
  389. KP = K
  390. A( K, K ) = DBLE( W( K, KW ) )
  391. IF( K.GT.1 )
  392. $ CALL ZCOPY( K-1, W( 1, KW ), 1, A( 1, K ), 1 )
  393. *
  394. * Set E( K ) to zero
  395. *
  396. IF( K.GT.1 )
  397. $ E( K ) = CZERO
  398. *
  399. ELSE
  400. *
  401. * ============================================================
  402. *
  403. * BEGIN pivot search
  404. *
  405. * Case(1)
  406. * Equivalent to testing for ABSAKK.GE.ALPHA*COLMAX
  407. * (used to handle NaN and Inf)
  408. IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN
  409. *
  410. * no interchange, use 1-by-1 pivot block
  411. *
  412. KP = K
  413. *
  414. ELSE
  415. *
  416. * Lop until pivot found
  417. *
  418. DONE = .FALSE.
  419. *
  420. 12 CONTINUE
  421. *
  422. * BEGIN pivot search loop body
  423. *
  424. *
  425. * Copy column IMAX to column KW-1 of W and update it
  426. *
  427. IF( IMAX.GT.1 )
  428. $ CALL ZCOPY( IMAX-1, A( 1, IMAX ), 1, W( 1, KW-1 ),
  429. $ 1 )
  430. W( IMAX, KW-1 ) = DBLE( A( IMAX, IMAX ) )
  431. *
  432. CALL ZCOPY( K-IMAX, A( IMAX, IMAX+1 ), LDA,
  433. $ W( IMAX+1, KW-1 ), 1 )
  434. CALL ZLACGV( K-IMAX, W( IMAX+1, KW-1 ), 1 )
  435. *
  436. IF( K.LT.N ) THEN
  437. CALL ZGEMV( 'No transpose', K, N-K, -CONE,
  438. $ A( 1, K+1 ), LDA, W( IMAX, KW+1 ), LDW,
  439. $ CONE, W( 1, KW-1 ), 1 )
  440. W( IMAX, KW-1 ) = DBLE( W( IMAX, KW-1 ) )
  441. END IF
  442. *
  443. * JMAX is the column-index of the largest off-diagonal
  444. * element in row IMAX, and ROWMAX is its absolute value.
  445. * Determine both ROWMAX and JMAX.
  446. *
  447. IF( IMAX.NE.K ) THEN
  448. JMAX = IMAX + IZAMAX( K-IMAX, W( IMAX+1, KW-1 ),
  449. $ 1 )
  450. ROWMAX = CABS1( W( JMAX, KW-1 ) )
  451. ELSE
  452. ROWMAX = ZERO
  453. END IF
  454. *
  455. IF( IMAX.GT.1 ) THEN
  456. ITEMP = IZAMAX( IMAX-1, W( 1, KW-1 ), 1 )
  457. DTEMP = CABS1( W( ITEMP, KW-1 ) )
  458. IF( DTEMP.GT.ROWMAX ) THEN
  459. ROWMAX = DTEMP
  460. JMAX = ITEMP
  461. END IF
  462. END IF
  463. *
  464. * Case(2)
  465. * Equivalent to testing for
  466. * ABS( REAL( W( IMAX,KW-1 ) ) ).GE.ALPHA*ROWMAX
  467. * (used to handle NaN and Inf)
  468. *
  469. IF( .NOT.( ABS( DBLE( W( IMAX,KW-1 ) ) )
  470. $ .LT.ALPHA*ROWMAX ) ) THEN
  471. *
  472. * interchange rows and columns K and IMAX,
  473. * use 1-by-1 pivot block
  474. *
  475. KP = IMAX
  476. *
  477. * copy column KW-1 of W to column KW of W
  478. *
  479. CALL ZCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 )
  480. *
  481. DONE = .TRUE.
  482. *
  483. * Case(3)
  484. * Equivalent to testing for ROWMAX.EQ.COLMAX,
  485. * (used to handle NaN and Inf)
  486. *
  487. ELSE IF( ( P.EQ.JMAX ) .OR. ( ROWMAX.LE.COLMAX ) )
  488. $ THEN
  489. *
  490. * interchange rows and columns K-1 and IMAX,
  491. * use 2-by-2 pivot block
  492. *
  493. KP = IMAX
  494. KSTEP = 2
  495. DONE = .TRUE.
  496. *
  497. * Case(4)
  498. ELSE
  499. *
  500. * Pivot not found: set params and repeat
  501. *
  502. P = IMAX
  503. COLMAX = ROWMAX
  504. IMAX = JMAX
  505. *
  506. * Copy updated JMAXth (next IMAXth) column to Kth of W
  507. *
  508. CALL ZCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 )
  509. *
  510. END IF
  511. *
  512. *
  513. * END pivot search loop body
  514. *
  515. IF( .NOT.DONE ) GOTO 12
  516. *
  517. END IF
  518. *
  519. * END pivot search
  520. *
  521. * ============================================================
  522. *
  523. * KK is the column of A where pivoting step stopped
  524. *
  525. KK = K - KSTEP + 1
  526. *
  527. * KKW is the column of W which corresponds to column KK of A
  528. *
  529. KKW = NB + KK - N
  530. *
  531. * Interchange rows and columns P and K.
  532. * Updated column P is already stored in column KW of W.
  533. *
  534. IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
  535. *
  536. * Copy non-updated column K to column P of submatrix A
  537. * at step K. No need to copy element into columns
  538. * K and K-1 of A for 2-by-2 pivot, since these columns
  539. * will be later overwritten.
  540. *
  541. A( P, P ) = DBLE( A( K, K ) )
  542. CALL ZCOPY( K-1-P, A( P+1, K ), 1, A( P, P+1 ),
  543. $ LDA )
  544. CALL ZLACGV( K-1-P, A( P, P+1 ), LDA )
  545. IF( P.GT.1 )
  546. $ CALL ZCOPY( P-1, A( 1, K ), 1, A( 1, P ), 1 )
  547. *
  548. * Interchange rows K and P in the last K+1 to N columns of A
  549. * (columns K and K-1 of A for 2-by-2 pivot will be
  550. * later overwritten). Interchange rows K and P
  551. * in last KKW to NB columns of W.
  552. *
  553. IF( K.LT.N )
  554. $ CALL ZSWAP( N-K, A( K, K+1 ), LDA, A( P, K+1 ),
  555. $ LDA )
  556. CALL ZSWAP( N-KK+1, W( K, KKW ), LDW, W( P, KKW ),
  557. $ LDW )
  558. END IF
  559. *
  560. * Interchange rows and columns KP and KK.
  561. * Updated column KP is already stored in column KKW of W.
  562. *
  563. IF( KP.NE.KK ) THEN
  564. *
  565. * Copy non-updated column KK to column KP of submatrix A
  566. * at step K. No need to copy element into column K
  567. * (or K and K-1 for 2-by-2 pivot) of A, since these columns
  568. * will be later overwritten.
  569. *
  570. A( KP, KP ) = DBLE( A( KK, KK ) )
  571. CALL ZCOPY( KK-1-KP, A( KP+1, KK ), 1, A( KP, KP+1 ),
  572. $ LDA )
  573. CALL ZLACGV( KK-1-KP, A( KP, KP+1 ), LDA )
  574. IF( KP.GT.1 )
  575. $ CALL ZCOPY( KP-1, A( 1, KK ), 1, A( 1, KP ), 1 )
  576. *
  577. * Interchange rows KK and KP in last K+1 to N columns of A
  578. * (columns K (or K and K-1 for 2-by-2 pivot) of A will be
  579. * later overwritten). Interchange rows KK and KP
  580. * in last KKW to NB columns of W.
  581. *
  582. IF( K.LT.N )
  583. $ CALL ZSWAP( N-K, A( KK, K+1 ), LDA, A( KP, K+1 ),
  584. $ LDA )
  585. CALL ZSWAP( N-KK+1, W( KK, KKW ), LDW, W( KP, KKW ),
  586. $ LDW )
  587. END IF
  588. *
  589. IF( KSTEP.EQ.1 ) THEN
  590. *
  591. * 1-by-1 pivot block D(k): column kw of W now holds
  592. *
  593. * W(kw) = U(k)*D(k),
  594. *
  595. * where U(k) is the k-th column of U
  596. *
  597. * (1) Store subdiag. elements of column U(k)
  598. * and 1-by-1 block D(k) in column k of A.
  599. * (NOTE: Diagonal element U(k,k) is a UNIT element
  600. * and not stored)
  601. * A(k,k) := D(k,k) = W(k,kw)
  602. * A(1:k-1,k) := U(1:k-1,k) = W(1:k-1,kw)/D(k,k)
  603. *
  604. * (NOTE: No need to use for Hermitian matrix
  605. * A( K, K ) = REAL( W( K, K) ) to separately copy diagonal
  606. * element D(k,k) from W (potentially saves only one load))
  607. CALL ZCOPY( K, W( 1, KW ), 1, A( 1, K ), 1 )
  608. IF( K.GT.1 ) THEN
  609. *
  610. * (NOTE: No need to check if A(k,k) is NOT ZERO,
  611. * since that was ensured earlier in pivot search:
  612. * case A(k,k) = 0 falls into 2x2 pivot case(3))
  613. *
  614. * Handle division by a small number
  615. *
  616. T = DBLE( A( K, K ) )
  617. IF( ABS( T ).GE.SFMIN ) THEN
  618. R1 = ONE / T
  619. CALL ZDSCAL( K-1, R1, A( 1, K ), 1 )
  620. ELSE
  621. DO 14 II = 1, K-1
  622. A( II, K ) = A( II, K ) / T
  623. 14 CONTINUE
  624. END IF
  625. *
  626. * (2) Conjugate column W(kw)
  627. *
  628. CALL ZLACGV( K-1, W( 1, KW ), 1 )
  629. *
  630. * Store the superdiagonal element of D in array E
  631. *
  632. E( K ) = CZERO
  633. *
  634. END IF
  635. *
  636. ELSE
  637. *
  638. * 2-by-2 pivot block D(k): columns kw and kw-1 of W now hold
  639. *
  640. * ( W(kw-1) W(kw) ) = ( U(k-1) U(k) )*D(k)
  641. *
  642. * where U(k) and U(k-1) are the k-th and (k-1)-th columns
  643. * of U
  644. *
  645. * (1) Store U(1:k-2,k-1) and U(1:k-2,k) and 2-by-2
  646. * block D(k-1:k,k-1:k) in columns k-1 and k of A.
  647. * (NOTE: 2-by-2 diagonal block U(k-1:k,k-1:k) is a UNIT
  648. * block and not stored)
  649. * A(k-1:k,k-1:k) := D(k-1:k,k-1:k) = W(k-1:k,kw-1:kw)
  650. * A(1:k-2,k-1:k) := U(1:k-2,k:k-1:k) =
  651. * = W(1:k-2,kw-1:kw) * ( D(k-1:k,k-1:k)**(-1) )
  652. *
  653. IF( K.GT.2 ) THEN
  654. *
  655. * Factor out the columns of the inverse of 2-by-2 pivot
  656. * block D, so that each column contains 1, to reduce the
  657. * number of FLOPS when we multiply panel
  658. * ( W(kw-1) W(kw) ) by this inverse, i.e. by D**(-1).
  659. *
  660. * D**(-1) = ( d11 cj(d21) )**(-1) =
  661. * ( d21 d22 )
  662. *
  663. * = 1/(d11*d22-|d21|**2) * ( ( d22) (-cj(d21) ) ) =
  664. * ( (-d21) ( d11 ) )
  665. *
  666. * = 1/(|d21|**2) * 1/((d11/cj(d21))*(d22/d21)-1) *
  667. *
  668. * * ( d21*( d22/d21 ) conj(d21)*( - 1 ) ) =
  669. * ( ( -1 ) ( d11/conj(d21) ) )
  670. *
  671. * = 1/(|d21|**2) * 1/(D22*D11-1) *
  672. *
  673. * * ( d21*( D11 ) conj(d21)*( -1 ) ) =
  674. * ( ( -1 ) ( D22 ) )
  675. *
  676. * = (1/|d21|**2) * T * ( d21*( D11 ) conj(d21)*( -1 ) ) =
  677. * ( ( -1 ) ( D22 ) )
  678. *
  679. * = ( (T/conj(d21))*( D11 ) (T/d21)*( -1 ) ) =
  680. * ( ( -1 ) ( D22 ) )
  681. *
  682. * Handle division by a small number. (NOTE: order of
  683. * operations is important)
  684. *
  685. * = ( T*(( D11 )/conj(D21)) T*(( -1 )/D21 ) )
  686. * ( (( -1 ) ) (( D22 ) ) ),
  687. *
  688. * where D11 = d22/d21,
  689. * D22 = d11/conj(d21),
  690. * D21 = d21,
  691. * T = 1/(D22*D11-1).
  692. *
  693. * (NOTE: No need to check for division by ZERO,
  694. * since that was ensured earlier in pivot search:
  695. * (a) d21 != 0 in 2x2 pivot case(4),
  696. * since |d21| should be larger than |d11| and |d22|;
  697. * (b) (D22*D11 - 1) != 0, since from (a),
  698. * both |D11| < 1, |D22| < 1, hence |D22*D11| << 1.)
  699. *
  700. D21 = W( K-1, KW )
  701. D11 = W( K, KW ) / DCONJG( D21 )
  702. D22 = W( K-1, KW-1 ) / D21
  703. T = ONE / ( DBLE( D11*D22 )-ONE )
  704. *
  705. * Update elements in columns A(k-1) and A(k) as
  706. * dot products of rows of ( W(kw-1) W(kw) ) and columns
  707. * of D**(-1)
  708. *
  709. DO 20 J = 1, K - 2
  710. A( J, K-1 ) = T*( ( D11*W( J, KW-1 )-W( J, KW ) ) /
  711. $ D21 )
  712. A( J, K ) = T*( ( D22*W( J, KW )-W( J, KW-1 ) ) /
  713. $ DCONJG( D21 ) )
  714. 20 CONTINUE
  715. END IF
  716. *
  717. * Copy diagonal elements of D(K) to A,
  718. * copy superdiagonal element of D(K) to E(K) and
  719. * ZERO out superdiagonal entry of A
  720. *
  721. A( K-1, K-1 ) = W( K-1, KW-1 )
  722. A( K-1, K ) = CZERO
  723. A( K, K ) = W( K, KW )
  724. E( K ) = W( K-1, KW )
  725. E( K-1 ) = CZERO
  726. *
  727. * (2) Conjugate columns W(kw) and W(kw-1)
  728. *
  729. CALL ZLACGV( K-1, W( 1, KW ), 1 )
  730. CALL ZLACGV( K-2, W( 1, KW-1 ), 1 )
  731. *
  732. END IF
  733. *
  734. * End column K is nonsingular
  735. *
  736. END IF
  737. *
  738. * Store details of the interchanges in IPIV
  739. *
  740. IF( KSTEP.EQ.1 ) THEN
  741. IPIV( K ) = KP
  742. ELSE
  743. IPIV( K ) = -P
  744. IPIV( K-1 ) = -KP
  745. END IF
  746. *
  747. * Decrease K and return to the start of the main loop
  748. *
  749. K = K - KSTEP
  750. GO TO 10
  751. *
  752. 30 CONTINUE
  753. *
  754. * Update the upper triangle of A11 (= A(1:k,1:k)) as
  755. *
  756. * A11 := A11 - U12*D*U12**H = A11 - U12*W**H
  757. *
  758. * computing blocks of NB columns at a time (note that conjg(W) is
  759. * actually stored)
  760. *
  761. DO 50 J = ( ( K-1 ) / NB )*NB + 1, 1, -NB
  762. JB = MIN( NB, K-J+1 )
  763. *
  764. * Update the upper triangle of the diagonal block
  765. *
  766. DO 40 JJ = J, J + JB - 1
  767. A( JJ, JJ ) = DBLE( A( JJ, JJ ) )
  768. CALL ZGEMV( 'No transpose', JJ-J+1, N-K, -CONE,
  769. $ A( J, K+1 ), LDA, W( JJ, KW+1 ), LDW, CONE,
  770. $ A( J, JJ ), 1 )
  771. A( JJ, JJ ) = DBLE( A( JJ, JJ ) )
  772. 40 CONTINUE
  773. *
  774. * Update the rectangular superdiagonal block
  775. *
  776. IF( J.GE.2 )
  777. $ CALL ZGEMM( 'No transpose', 'Transpose', J-1, JB, N-K,
  778. $ -CONE, A( 1, K+1 ), LDA, W( J, KW+1 ), LDW,
  779. $ CONE, A( 1, J ), LDA )
  780. 50 CONTINUE
  781. *
  782. * Set KB to the number of columns factorized
  783. *
  784. KB = N - K
  785. *
  786. ELSE
  787. *
  788. * Factorize the leading columns of A using the lower triangle
  789. * of A and working forwards, and compute the matrix W = L21*D
  790. * for use in updating A22 (note that conjg(W) is actually stored)
  791. *
  792. * Initialize the unused last entry of the subdiagonal array E.
  793. *
  794. E( N ) = CZERO
  795. *
  796. * K is the main loop index, increasing from 1 in steps of 1 or 2
  797. *
  798. K = 1
  799. 70 CONTINUE
  800. *
  801. * Exit from loop
  802. *
  803. IF( ( K.GE.NB .AND. NB.LT.N ) .OR. K.GT.N )
  804. $ GO TO 90
  805. *
  806. KSTEP = 1
  807. P = K
  808. *
  809. * Copy column K of A to column K of W and update column K of W
  810. *
  811. W( K, K ) = DBLE( A( K, K ) )
  812. IF( K.LT.N )
  813. $ CALL ZCOPY( N-K, A( K+1, K ), 1, W( K+1, K ), 1 )
  814. IF( K.GT.1 ) THEN
  815. CALL ZGEMV( 'No transpose', N-K+1, K-1, -CONE, A( K, 1 ),
  816. $ LDA, W( K, 1 ), LDW, CONE, W( K, K ), 1 )
  817. W( K, K ) = DBLE( W( K, K ) )
  818. END IF
  819. *
  820. * Determine rows and columns to be interchanged and whether
  821. * a 1-by-1 or 2-by-2 pivot block will be used
  822. *
  823. ABSAKK = ABS( DBLE( W( K, K ) ) )
  824. *
  825. * IMAX is the row-index of the largest off-diagonal element in
  826. * column K, and COLMAX is its absolute value.
  827. * Determine both COLMAX and IMAX.
  828. *
  829. IF( K.LT.N ) THEN
  830. IMAX = K + IZAMAX( N-K, W( K+1, K ), 1 )
  831. COLMAX = CABS1( W( IMAX, K ) )
  832. ELSE
  833. COLMAX = ZERO
  834. END IF
  835. *
  836. IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
  837. *
  838. * Column K is zero or underflow: set INFO and continue
  839. *
  840. IF( INFO.EQ.0 )
  841. $ INFO = K
  842. KP = K
  843. A( K, K ) = DBLE( W( K, K ) )
  844. IF( K.LT.N )
  845. $ CALL ZCOPY( N-K, W( K+1, K ), 1, A( K+1, K ), 1 )
  846. *
  847. * Set E( K ) to zero
  848. *
  849. IF( K.LT.N )
  850. $ E( K ) = CZERO
  851. *
  852. ELSE
  853. *
  854. * ============================================================
  855. *
  856. * BEGIN pivot search
  857. *
  858. * Case(1)
  859. * Equivalent to testing for ABSAKK.GE.ALPHA*COLMAX
  860. * (used to handle NaN and Inf)
  861. *
  862. IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN
  863. *
  864. * no interchange, use 1-by-1 pivot block
  865. *
  866. KP = K
  867. *
  868. ELSE
  869. *
  870. DONE = .FALSE.
  871. *
  872. * Loop until pivot found
  873. *
  874. 72 CONTINUE
  875. *
  876. * BEGIN pivot search loop body
  877. *
  878. *
  879. * Copy column IMAX to column k+1 of W and update it
  880. *
  881. CALL ZCOPY( IMAX-K, A( IMAX, K ), LDA, W( K, K+1 ), 1)
  882. CALL ZLACGV( IMAX-K, W( K, K+1 ), 1 )
  883. W( IMAX, K+1 ) = DBLE( A( IMAX, IMAX ) )
  884. *
  885. IF( IMAX.LT.N )
  886. $ CALL ZCOPY( N-IMAX, A( IMAX+1, IMAX ), 1,
  887. $ W( IMAX+1, K+1 ), 1 )
  888. *
  889. IF( K.GT.1 ) THEN
  890. CALL ZGEMV( 'No transpose', N-K+1, K-1, -CONE,
  891. $ A( K, 1 ), LDA, W( IMAX, 1 ), LDW,
  892. $ CONE, W( K, K+1 ), 1 )
  893. W( IMAX, K+1 ) = DBLE( W( IMAX, K+1 ) )
  894. END IF
  895. *
  896. * JMAX is the column-index of the largest off-diagonal
  897. * element in row IMAX, and ROWMAX is its absolute value.
  898. * Determine both ROWMAX and JMAX.
  899. *
  900. IF( IMAX.NE.K ) THEN
  901. JMAX = K - 1 + IZAMAX( IMAX-K, W( K, K+1 ), 1 )
  902. ROWMAX = CABS1( W( JMAX, K+1 ) )
  903. ELSE
  904. ROWMAX = ZERO
  905. END IF
  906. *
  907. IF( IMAX.LT.N ) THEN
  908. ITEMP = IMAX + IZAMAX( N-IMAX, W( IMAX+1, K+1 ), 1)
  909. DTEMP = CABS1( W( ITEMP, K+1 ) )
  910. IF( DTEMP.GT.ROWMAX ) THEN
  911. ROWMAX = DTEMP
  912. JMAX = ITEMP
  913. END IF
  914. END IF
  915. *
  916. * Case(2)
  917. * Equivalent to testing for
  918. * ABS( REAL( W( IMAX,K+1 ) ) ).GE.ALPHA*ROWMAX
  919. * (used to handle NaN and Inf)
  920. *
  921. IF( .NOT.( ABS( DBLE( W( IMAX,K+1 ) ) )
  922. $ .LT.ALPHA*ROWMAX ) ) THEN
  923. *
  924. * interchange rows and columns K and IMAX,
  925. * use 1-by-1 pivot block
  926. *
  927. KP = IMAX
  928. *
  929. * copy column K+1 of W to column K of W
  930. *
  931. CALL ZCOPY( N-K+1, W( K, K+1 ), 1, W( K, K ), 1 )
  932. *
  933. DONE = .TRUE.
  934. *
  935. * Case(3)
  936. * Equivalent to testing for ROWMAX.EQ.COLMAX,
  937. * (used to handle NaN and Inf)
  938. *
  939. ELSE IF( ( P.EQ.JMAX ) .OR. ( ROWMAX.LE.COLMAX ) )
  940. $ THEN
  941. *
  942. * interchange rows and columns K+1 and IMAX,
  943. * use 2-by-2 pivot block
  944. *
  945. KP = IMAX
  946. KSTEP = 2
  947. DONE = .TRUE.
  948. *
  949. * Case(4)
  950. ELSE
  951. *
  952. * Pivot not found: set params and repeat
  953. *
  954. P = IMAX
  955. COLMAX = ROWMAX
  956. IMAX = JMAX
  957. *
  958. * Copy updated JMAXth (next IMAXth) column to Kth of W
  959. *
  960. CALL ZCOPY( N-K+1, W( K, K+1 ), 1, W( K, K ), 1 )
  961. *
  962. END IF
  963. *
  964. *
  965. * End pivot search loop body
  966. *
  967. IF( .NOT.DONE ) GOTO 72
  968. *
  969. END IF
  970. *
  971. * END pivot search
  972. *
  973. * ============================================================
  974. *
  975. * KK is the column of A where pivoting step stopped
  976. *
  977. KK = K + KSTEP - 1
  978. *
  979. * Interchange rows and columns P and K (only for 2-by-2 pivot).
  980. * Updated column P is already stored in column K of W.
  981. *
  982. IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
  983. *
  984. * Copy non-updated column KK-1 to column P of submatrix A
  985. * at step K. No need to copy element into columns
  986. * K and K+1 of A for 2-by-2 pivot, since these columns
  987. * will be later overwritten.
  988. *
  989. A( P, P ) = DBLE( A( K, K ) )
  990. CALL ZCOPY( P-K-1, A( K+1, K ), 1, A( P, K+1 ), LDA )
  991. CALL ZLACGV( P-K-1, A( P, K+1 ), LDA )
  992. IF( P.LT.N )
  993. $ CALL ZCOPY( N-P, A( P+1, K ), 1, A( P+1, P ), 1 )
  994. *
  995. * Interchange rows K and P in first K-1 columns of A
  996. * (columns K and K+1 of A for 2-by-2 pivot will be
  997. * later overwritten). Interchange rows K and P
  998. * in first KK columns of W.
  999. *
  1000. IF( K.GT.1 )
  1001. $ CALL ZSWAP( K-1, A( K, 1 ), LDA, A( P, 1 ), LDA )
  1002. CALL ZSWAP( KK, W( K, 1 ), LDW, W( P, 1 ), LDW )
  1003. END IF
  1004. *
  1005. * Interchange rows and columns KP and KK.
  1006. * Updated column KP is already stored in column KK of W.
  1007. *
  1008. IF( KP.NE.KK ) THEN
  1009. *
  1010. * Copy non-updated column KK to column KP of submatrix A
  1011. * at step K. No need to copy element into column K
  1012. * (or K and K+1 for 2-by-2 pivot) of A, since these columns
  1013. * will be later overwritten.
  1014. *
  1015. A( KP, KP ) = DBLE( A( KK, KK ) )
  1016. CALL ZCOPY( KP-KK-1, A( KK+1, KK ), 1, A( KP, KK+1 ),
  1017. $ LDA )
  1018. CALL ZLACGV( KP-KK-1, A( KP, KK+1 ), LDA )
  1019. IF( KP.LT.N )
  1020. $ CALL ZCOPY( N-KP, A( KP+1, KK ), 1, A( KP+1, KP ), 1 )
  1021. *
  1022. * Interchange rows KK and KP in first K-1 columns of A
  1023. * (column K (or K and K+1 for 2-by-2 pivot) of A will be
  1024. * later overwritten). Interchange rows KK and KP
  1025. * in first KK columns of W.
  1026. *
  1027. IF( K.GT.1 )
  1028. $ CALL ZSWAP( K-1, A( KK, 1 ), LDA, A( KP, 1 ), LDA )
  1029. CALL ZSWAP( KK, W( KK, 1 ), LDW, W( KP, 1 ), LDW )
  1030. END IF
  1031. *
  1032. IF( KSTEP.EQ.1 ) THEN
  1033. *
  1034. * 1-by-1 pivot block D(k): column k of W now holds
  1035. *
  1036. * W(k) = L(k)*D(k),
  1037. *
  1038. * where L(k) is the k-th column of L
  1039. *
  1040. * (1) Store subdiag. elements of column L(k)
  1041. * and 1-by-1 block D(k) in column k of A.
  1042. * (NOTE: Diagonal element L(k,k) is a UNIT element
  1043. * and not stored)
  1044. * A(k,k) := D(k,k) = W(k,k)
  1045. * A(k+1:N,k) := L(k+1:N,k) = W(k+1:N,k)/D(k,k)
  1046. *
  1047. * (NOTE: No need to use for Hermitian matrix
  1048. * A( K, K ) = REAL( W( K, K) ) to separately copy diagonal
  1049. * element D(k,k) from W (potentially saves only one load))
  1050. CALL ZCOPY( N-K+1, W( K, K ), 1, A( K, K ), 1 )
  1051. IF( K.LT.N ) THEN
  1052. *
  1053. * (NOTE: No need to check if A(k,k) is NOT ZERO,
  1054. * since that was ensured earlier in pivot search:
  1055. * case A(k,k) = 0 falls into 2x2 pivot case(3))
  1056. *
  1057. * Handle division by a small number
  1058. *
  1059. T = DBLE( A( K, K ) )
  1060. IF( ABS( T ).GE.SFMIN ) THEN
  1061. R1 = ONE / T
  1062. CALL ZDSCAL( N-K, R1, A( K+1, K ), 1 )
  1063. ELSE
  1064. DO 74 II = K + 1, N
  1065. A( II, K ) = A( II, K ) / T
  1066. 74 CONTINUE
  1067. END IF
  1068. *
  1069. * (2) Conjugate column W(k)
  1070. *
  1071. CALL ZLACGV( N-K, W( K+1, K ), 1 )
  1072. *
  1073. * Store the subdiagonal element of D in array E
  1074. *
  1075. E( K ) = CZERO
  1076. *
  1077. END IF
  1078. *
  1079. ELSE
  1080. *
  1081. * 2-by-2 pivot block D(k): columns k and k+1 of W now hold
  1082. *
  1083. * ( W(k) W(k+1) ) = ( L(k) L(k+1) )*D(k)
  1084. *
  1085. * where L(k) and L(k+1) are the k-th and (k+1)-th columns
  1086. * of L
  1087. *
  1088. * (1) Store L(k+2:N,k) and L(k+2:N,k+1) and 2-by-2
  1089. * block D(k:k+1,k:k+1) in columns k and k+1 of A.
  1090. * NOTE: 2-by-2 diagonal block L(k:k+1,k:k+1) is a UNIT
  1091. * block and not stored.
  1092. * A(k:k+1,k:k+1) := D(k:k+1,k:k+1) = W(k:k+1,k:k+1)
  1093. * A(k+2:N,k:k+1) := L(k+2:N,k:k+1) =
  1094. * = W(k+2:N,k:k+1) * ( D(k:k+1,k:k+1)**(-1) )
  1095. *
  1096. IF( K.LT.N-1 ) THEN
  1097. *
  1098. * Factor out the columns of the inverse of 2-by-2 pivot
  1099. * block D, so that each column contains 1, to reduce the
  1100. * number of FLOPS when we multiply panel
  1101. * ( W(kw-1) W(kw) ) by this inverse, i.e. by D**(-1).
  1102. *
  1103. * D**(-1) = ( d11 cj(d21) )**(-1) =
  1104. * ( d21 d22 )
  1105. *
  1106. * = 1/(d11*d22-|d21|**2) * ( ( d22) (-cj(d21) ) ) =
  1107. * ( (-d21) ( d11 ) )
  1108. *
  1109. * = 1/(|d21|**2) * 1/((d11/cj(d21))*(d22/d21)-1) *
  1110. *
  1111. * * ( d21*( d22/d21 ) conj(d21)*( - 1 ) ) =
  1112. * ( ( -1 ) ( d11/conj(d21) ) )
  1113. *
  1114. * = 1/(|d21|**2) * 1/(D22*D11-1) *
  1115. *
  1116. * * ( d21*( D11 ) conj(d21)*( -1 ) ) =
  1117. * ( ( -1 ) ( D22 ) )
  1118. *
  1119. * = (1/|d21|**2) * T * ( d21*( D11 ) conj(d21)*( -1 ) ) =
  1120. * ( ( -1 ) ( D22 ) )
  1121. *
  1122. * = ( (T/conj(d21))*( D11 ) (T/d21)*( -1 ) ) =
  1123. * ( ( -1 ) ( D22 ) )
  1124. *
  1125. * Handle division by a small number. (NOTE: order of
  1126. * operations is important)
  1127. *
  1128. * = ( T*(( D11 )/conj(D21)) T*(( -1 )/D21 ) )
  1129. * ( (( -1 ) ) (( D22 ) ) ),
  1130. *
  1131. * where D11 = d22/d21,
  1132. * D22 = d11/conj(d21),
  1133. * D21 = d21,
  1134. * T = 1/(D22*D11-1).
  1135. *
  1136. * (NOTE: No need to check for division by ZERO,
  1137. * since that was ensured earlier in pivot search:
  1138. * (a) d21 != 0 in 2x2 pivot case(4),
  1139. * since |d21| should be larger than |d11| and |d22|;
  1140. * (b) (D22*D11 - 1) != 0, since from (a),
  1141. * both |D11| < 1, |D22| < 1, hence |D22*D11| << 1.)
  1142. *
  1143. D21 = W( K+1, K )
  1144. D11 = W( K+1, K+1 ) / D21
  1145. D22 = W( K, K ) / DCONJG( D21 )
  1146. T = ONE / ( DBLE( D11*D22 )-ONE )
  1147. *
  1148. * Update elements in columns A(k) and A(k+1) as
  1149. * dot products of rows of ( W(k) W(k+1) ) and columns
  1150. * of D**(-1)
  1151. *
  1152. DO 80 J = K + 2, N
  1153. A( J, K ) = T*( ( D11*W( J, K )-W( J, K+1 ) ) /
  1154. $ DCONJG( D21 ) )
  1155. A( J, K+1 ) = T*( ( D22*W( J, K+1 )-W( J, K ) ) /
  1156. $ D21 )
  1157. 80 CONTINUE
  1158. END IF
  1159. *
  1160. * Copy diagonal elements of D(K) to A,
  1161. * copy subdiagonal element of D(K) to E(K) and
  1162. * ZERO out subdiagonal entry of A
  1163. *
  1164. A( K, K ) = W( K, K )
  1165. A( K+1, K ) = CZERO
  1166. A( K+1, K+1 ) = W( K+1, K+1 )
  1167. E( K ) = W( K+1, K )
  1168. E( K+1 ) = CZERO
  1169. *
  1170. * (2) Conjugate columns W(k) and W(k+1)
  1171. *
  1172. CALL ZLACGV( N-K, W( K+1, K ), 1 )
  1173. CALL ZLACGV( N-K-1, W( K+2, K+1 ), 1 )
  1174. *
  1175. END IF
  1176. *
  1177. * End column K is nonsingular
  1178. *
  1179. END IF
  1180. *
  1181. * Store details of the interchanges in IPIV
  1182. *
  1183. IF( KSTEP.EQ.1 ) THEN
  1184. IPIV( K ) = KP
  1185. ELSE
  1186. IPIV( K ) = -P
  1187. IPIV( K+1 ) = -KP
  1188. END IF
  1189. *
  1190. * Increase K and return to the start of the main loop
  1191. *
  1192. K = K + KSTEP
  1193. GO TO 70
  1194. *
  1195. 90 CONTINUE
  1196. *
  1197. * Update the lower triangle of A22 (= A(k:n,k:n)) as
  1198. *
  1199. * A22 := A22 - L21*D*L21**H = A22 - L21*W**H
  1200. *
  1201. * computing blocks of NB columns at a time (note that conjg(W) is
  1202. * actually stored)
  1203. *
  1204. DO 110 J = K, N, NB
  1205. JB = MIN( NB, N-J+1 )
  1206. *
  1207. * Update the lower triangle of the diagonal block
  1208. *
  1209. DO 100 JJ = J, J + JB - 1
  1210. A( JJ, JJ ) = DBLE( A( JJ, JJ ) )
  1211. CALL ZGEMV( 'No transpose', J+JB-JJ, K-1, -CONE,
  1212. $ A( JJ, 1 ), LDA, W( JJ, 1 ), LDW, CONE,
  1213. $ A( JJ, JJ ), 1 )
  1214. A( JJ, JJ ) = DBLE( A( JJ, JJ ) )
  1215. 100 CONTINUE
  1216. *
  1217. * Update the rectangular subdiagonal block
  1218. *
  1219. IF( J+JB.LE.N )
  1220. $ CALL ZGEMM( 'No transpose', 'Transpose', N-J-JB+1, JB,
  1221. $ K-1, -CONE, A( J+JB, 1 ), LDA, W( J, 1 ),
  1222. $ LDW, CONE, A( J+JB, J ), LDA )
  1223. 110 CONTINUE
  1224. *
  1225. * Set KB to the number of columns factorized
  1226. *
  1227. KB = K - 1
  1228. *
  1229. END IF
  1230. RETURN
  1231. *
  1232. * End of ZLAHEF_RK
  1233. *
  1234. END