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clahef.f 32 kB

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  1. *> \brief \b CLAHEF 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 CLAHEF + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/clahef.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/clahef.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/clahef.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CLAHEF( 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 A( LDA, * ), W( LDW, * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> CLAHEF 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. *> CLAHEF is an auxiliary routine called by CHETRF. 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 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 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. *> \ingroup complexHEcomputational
  164. *
  165. *> \par Contributors:
  166. * ==================
  167. *>
  168. *> \verbatim
  169. *>
  170. *> November 2013, Igor Kozachenko,
  171. *> Computer Science Division,
  172. *> University of California, Berkeley
  173. *> \endverbatim
  174. *
  175. * =====================================================================
  176. SUBROUTINE CLAHEF( UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO )
  177. *
  178. * -- LAPACK computational routine --
  179. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  180. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  181. *
  182. * .. Scalar Arguments ..
  183. CHARACTER UPLO
  184. INTEGER INFO, KB, LDA, LDW, N, NB
  185. * ..
  186. * .. Array Arguments ..
  187. INTEGER IPIV( * )
  188. COMPLEX A( LDA, * ), W( LDW, * )
  189. * ..
  190. *
  191. * =====================================================================
  192. *
  193. * .. Parameters ..
  194. REAL ZERO, ONE
  195. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  196. COMPLEX CONE
  197. PARAMETER ( CONE = ( 1.0E+0, 0.0E+0 ) )
  198. REAL EIGHT, SEVTEN
  199. PARAMETER ( EIGHT = 8.0E+0, SEVTEN = 17.0E+0 )
  200. * ..
  201. * .. Local Scalars ..
  202. INTEGER IMAX, J, JB, JJ, JMAX, JP, K, KK, KKW, KP,
  203. $ KSTEP, KW
  204. REAL ABSAKK, ALPHA, COLMAX, R1, ROWMAX, T
  205. COMPLEX D11, D21, D22, Z
  206. * ..
  207. * .. External Functions ..
  208. LOGICAL LSAME
  209. INTEGER ICAMAX
  210. EXTERNAL LSAME, ICAMAX
  211. * ..
  212. * .. External Subroutines ..
  213. EXTERNAL CCOPY, CGEMM, CGEMV, CLACGV, CSSCAL, CSWAP
  214. * ..
  215. * .. Intrinsic Functions ..
  216. INTRINSIC ABS, AIMAG, CONJG, MAX, MIN, REAL, SQRT
  217. * ..
  218. * .. Statement Functions ..
  219. REAL CABS1
  220. * ..
  221. * .. Statement Function definitions ..
  222. CABS1( Z ) = ABS( REAL( Z ) ) + ABS( AIMAG( Z ) )
  223. * ..
  224. * .. Executable Statements ..
  225. *
  226. INFO = 0
  227. *
  228. * Initialize ALPHA for use in choosing pivot block size.
  229. *
  230. ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
  231. *
  232. IF( LSAME( UPLO, 'U' ) ) THEN
  233. *
  234. * Factorize the trailing columns of A using the upper triangle
  235. * of A and working backwards, and compute the matrix W = U12*D
  236. * for use in updating A11 (note that conjg(W) is actually stored)
  237. *
  238. * K is the main loop index, decreasing from N in steps of 1 or 2
  239. *
  240. K = N
  241. 10 CONTINUE
  242. *
  243. * KW is the column of W which corresponds to column K of A
  244. *
  245. KW = NB + K - N
  246. *
  247. * Exit from loop
  248. *
  249. IF( ( K.LE.N-NB+1 .AND. NB.LT.N ) .OR. K.LT.1 )
  250. $ GO TO 30
  251. *
  252. KSTEP = 1
  253. *
  254. * Copy column K of A to column KW of W and update it
  255. *
  256. CALL CCOPY( K-1, A( 1, K ), 1, W( 1, KW ), 1 )
  257. W( K, KW ) = REAL( A( K, K ) )
  258. IF( K.LT.N ) THEN
  259. CALL CGEMV( 'No transpose', K, N-K, -CONE, A( 1, K+1 ), LDA,
  260. $ W( K, KW+1 ), LDW, CONE, W( 1, KW ), 1 )
  261. W( K, KW ) = REAL( W( K, KW ) )
  262. END IF
  263. *
  264. * Determine rows and columns to be interchanged and whether
  265. * a 1-by-1 or 2-by-2 pivot block will be used
  266. *
  267. ABSAKK = ABS( REAL( W( K, KW ) ) )
  268. *
  269. * IMAX is the row-index of the largest off-diagonal element in
  270. * column K, and COLMAX is its absolute value.
  271. * Determine both COLMAX and IMAX.
  272. *
  273. IF( K.GT.1 ) THEN
  274. IMAX = ICAMAX( K-1, W( 1, KW ), 1 )
  275. COLMAX = CABS1( W( IMAX, KW ) )
  276. ELSE
  277. COLMAX = ZERO
  278. END IF
  279. *
  280. IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
  281. *
  282. * Column K is zero or underflow: set INFO and continue
  283. *
  284. IF( INFO.EQ.0 )
  285. $ INFO = K
  286. KP = K
  287. A( K, K ) = REAL( A( K, K ) )
  288. ELSE
  289. *
  290. * ============================================================
  291. *
  292. * BEGIN pivot search
  293. *
  294. * Case(1)
  295. IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
  296. *
  297. * no interchange, use 1-by-1 pivot block
  298. *
  299. KP = K
  300. ELSE
  301. *
  302. * BEGIN pivot search along IMAX row
  303. *
  304. *
  305. * Copy column IMAX to column KW-1 of W and update it
  306. *
  307. CALL CCOPY( IMAX-1, A( 1, IMAX ), 1, W( 1, KW-1 ), 1 )
  308. W( IMAX, KW-1 ) = REAL( A( IMAX, IMAX ) )
  309. CALL CCOPY( K-IMAX, A( IMAX, IMAX+1 ), LDA,
  310. $ W( IMAX+1, KW-1 ), 1 )
  311. CALL CLACGV( K-IMAX, W( IMAX+1, KW-1 ), 1 )
  312. IF( K.LT.N ) THEN
  313. CALL CGEMV( 'No transpose', K, N-K, -CONE,
  314. $ A( 1, K+1 ), LDA, W( IMAX, KW+1 ), LDW,
  315. $ CONE, W( 1, KW-1 ), 1 )
  316. W( IMAX, KW-1 ) = REAL( W( IMAX, KW-1 ) )
  317. END IF
  318. *
  319. * JMAX is the column-index of the largest off-diagonal
  320. * element in row IMAX, and ROWMAX is its absolute value.
  321. * Determine only ROWMAX.
  322. *
  323. JMAX = IMAX + ICAMAX( K-IMAX, W( IMAX+1, KW-1 ), 1 )
  324. ROWMAX = CABS1( W( JMAX, KW-1 ) )
  325. IF( IMAX.GT.1 ) THEN
  326. JMAX = ICAMAX( IMAX-1, W( 1, KW-1 ), 1 )
  327. ROWMAX = MAX( ROWMAX, CABS1( W( JMAX, KW-1 ) ) )
  328. END IF
  329. *
  330. * Case(2)
  331. IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
  332. *
  333. * no interchange, use 1-by-1 pivot block
  334. *
  335. KP = K
  336. *
  337. * Case(3)
  338. ELSE IF( ABS( REAL( W( IMAX, KW-1 ) ) ).GE.ALPHA*ROWMAX )
  339. $ THEN
  340. *
  341. * interchange rows and columns K and IMAX, use 1-by-1
  342. * pivot block
  343. *
  344. KP = IMAX
  345. *
  346. * copy column KW-1 of W to column KW of W
  347. *
  348. CALL CCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 )
  349. *
  350. * Case(4)
  351. ELSE
  352. *
  353. * interchange rows and columns K-1 and IMAX, use 2-by-2
  354. * pivot block
  355. *
  356. KP = IMAX
  357. KSTEP = 2
  358. END IF
  359. *
  360. *
  361. * END pivot search along IMAX row
  362. *
  363. END IF
  364. *
  365. * END pivot search
  366. *
  367. * ============================================================
  368. *
  369. * KK is the column of A where pivoting step stopped
  370. *
  371. KK = K - KSTEP + 1
  372. *
  373. * KKW is the column of W which corresponds to column KK of A
  374. *
  375. KKW = NB + KK - N
  376. *
  377. * Interchange rows and columns KP and KK.
  378. * Updated column KP is already stored in column KKW of W.
  379. *
  380. IF( KP.NE.KK ) THEN
  381. *
  382. * Copy non-updated column KK to column KP of submatrix A
  383. * at step K. No need to copy element into column K
  384. * (or K and K-1 for 2-by-2 pivot) of A, since these columns
  385. * will be later overwritten.
  386. *
  387. A( KP, KP ) = REAL( A( KK, KK ) )
  388. CALL CCOPY( KK-1-KP, A( KP+1, KK ), 1, A( KP, KP+1 ),
  389. $ LDA )
  390. CALL CLACGV( KK-1-KP, A( KP, KP+1 ), LDA )
  391. IF( KP.GT.1 )
  392. $ CALL CCOPY( KP-1, A( 1, KK ), 1, A( 1, KP ), 1 )
  393. *
  394. * Interchange rows KK and KP in last K+1 to N columns of A
  395. * (columns K (or K and K-1 for 2-by-2 pivot) of A will be
  396. * later overwritten). Interchange rows KK and KP
  397. * in last KKW to NB columns of W.
  398. *
  399. IF( K.LT.N )
  400. $ CALL CSWAP( N-K, A( KK, K+1 ), LDA, A( KP, K+1 ),
  401. $ LDA )
  402. CALL CSWAP( N-KK+1, W( KK, KKW ), LDW, W( KP, KKW ),
  403. $ LDW )
  404. END IF
  405. *
  406. IF( KSTEP.EQ.1 ) THEN
  407. *
  408. * 1-by-1 pivot block D(k): column kw of W now holds
  409. *
  410. * W(kw) = U(k)*D(k),
  411. *
  412. * where U(k) is the k-th column of U
  413. *
  414. * (1) Store subdiag. elements of column U(k)
  415. * and 1-by-1 block D(k) in column k of A.
  416. * (NOTE: Diagonal element U(k,k) is a UNIT element
  417. * and not stored)
  418. * A(k,k) := D(k,k) = W(k,kw)
  419. * A(1:k-1,k) := U(1:k-1,k) = W(1:k-1,kw)/D(k,k)
  420. *
  421. * (NOTE: No need to use for Hermitian matrix
  422. * A( K, K ) = DBLE( W( K, K) ) to separately copy diagonal
  423. * element D(k,k) from W (potentially saves only one load))
  424. CALL CCOPY( K, W( 1, KW ), 1, A( 1, K ), 1 )
  425. IF( K.GT.1 ) THEN
  426. *
  427. * (NOTE: No need to check if A(k,k) is NOT ZERO,
  428. * since that was ensured earlier in pivot search:
  429. * case A(k,k) = 0 falls into 2x2 pivot case(4))
  430. *
  431. R1 = ONE / REAL( A( K, K ) )
  432. CALL CSSCAL( K-1, R1, A( 1, K ), 1 )
  433. *
  434. * (2) Conjugate column W(kw)
  435. *
  436. CALL CLACGV( K-1, W( 1, KW ), 1 )
  437. END IF
  438. *
  439. ELSE
  440. *
  441. * 2-by-2 pivot block D(k): columns kw and kw-1 of W now hold
  442. *
  443. * ( W(kw-1) W(kw) ) = ( U(k-1) U(k) )*D(k)
  444. *
  445. * where U(k) and U(k-1) are the k-th and (k-1)-th columns
  446. * of U
  447. *
  448. * (1) Store U(1:k-2,k-1) and U(1:k-2,k) and 2-by-2
  449. * block D(k-1:k,k-1:k) in columns k-1 and k of A.
  450. * (NOTE: 2-by-2 diagonal block U(k-1:k,k-1:k) is a UNIT
  451. * block and not stored)
  452. * A(k-1:k,k-1:k) := D(k-1:k,k-1:k) = W(k-1:k,kw-1:kw)
  453. * A(1:k-2,k-1:k) := U(1:k-2,k:k-1:k) =
  454. * = W(1:k-2,kw-1:kw) * ( D(k-1:k,k-1:k)**(-1) )
  455. *
  456. IF( K.GT.2 ) THEN
  457. *
  458. * Factor out the columns of the inverse of 2-by-2 pivot
  459. * block D, so that each column contains 1, to reduce the
  460. * number of FLOPS when we multiply panel
  461. * ( W(kw-1) W(kw) ) by this inverse, i.e. by D**(-1).
  462. *
  463. * D**(-1) = ( d11 cj(d21) )**(-1) =
  464. * ( d21 d22 )
  465. *
  466. * = 1/(d11*d22-|d21|**2) * ( ( d22) (-cj(d21) ) ) =
  467. * ( (-d21) ( d11 ) )
  468. *
  469. * = 1/(|d21|**2) * 1/((d11/cj(d21))*(d22/d21)-1) *
  470. *
  471. * * ( d21*( d22/d21 ) conj(d21)*( - 1 ) ) =
  472. * ( ( -1 ) ( d11/conj(d21) ) )
  473. *
  474. * = 1/(|d21|**2) * 1/(D22*D11-1) *
  475. *
  476. * * ( d21*( D11 ) conj(d21)*( -1 ) ) =
  477. * ( ( -1 ) ( D22 ) )
  478. *
  479. * = (1/|d21|**2) * T * ( d21*( D11 ) conj(d21)*( -1 ) ) =
  480. * ( ( -1 ) ( D22 ) )
  481. *
  482. * = ( (T/conj(d21))*( D11 ) (T/d21)*( -1 ) ) =
  483. * ( ( -1 ) ( D22 ) )
  484. *
  485. * = ( conj(D21)*( D11 ) D21*( -1 ) )
  486. * ( ( -1 ) ( D22 ) ),
  487. *
  488. * where D11 = d22/d21,
  489. * D22 = d11/conj(d21),
  490. * D21 = T/d21,
  491. * T = 1/(D22*D11-1).
  492. *
  493. * (NOTE: No need to check for division by ZERO,
  494. * since that was ensured earlier in pivot search:
  495. * (a) d21 != 0, since in 2x2 pivot case(4)
  496. * |d21| should be larger than |d11| and |d22|;
  497. * (b) (D22*D11 - 1) != 0, since from (a),
  498. * both |D11| < 1, |D22| < 1, hence |D22*D11| << 1.)
  499. *
  500. D21 = W( K-1, KW )
  501. D11 = W( K, KW ) / CONJG( D21 )
  502. D22 = W( K-1, KW-1 ) / D21
  503. T = ONE / ( REAL( D11*D22 )-ONE )
  504. D21 = T / D21
  505. *
  506. * Update elements in columns A(k-1) and A(k) as
  507. * dot products of rows of ( W(kw-1) W(kw) ) and columns
  508. * of D**(-1)
  509. *
  510. DO 20 J = 1, K - 2
  511. A( J, K-1 ) = D21*( D11*W( J, KW-1 )-W( J, KW ) )
  512. A( J, K ) = CONJG( D21 )*
  513. $ ( D22*W( J, KW )-W( J, KW-1 ) )
  514. 20 CONTINUE
  515. END IF
  516. *
  517. * Copy D(k) to A
  518. *
  519. A( K-1, K-1 ) = W( K-1, KW-1 )
  520. A( K-1, K ) = W( K-1, KW )
  521. A( K, K ) = W( K, KW )
  522. *
  523. * (2) Conjugate columns W(kw) and W(kw-1)
  524. *
  525. CALL CLACGV( K-1, W( 1, KW ), 1 )
  526. CALL CLACGV( K-2, W( 1, KW-1 ), 1 )
  527. *
  528. END IF
  529. *
  530. END IF
  531. *
  532. * Store details of the interchanges in IPIV
  533. *
  534. IF( KSTEP.EQ.1 ) THEN
  535. IPIV( K ) = KP
  536. ELSE
  537. IPIV( K ) = -KP
  538. IPIV( K-1 ) = -KP
  539. END IF
  540. *
  541. * Decrease K and return to the start of the main loop
  542. *
  543. K = K - KSTEP
  544. GO TO 10
  545. *
  546. 30 CONTINUE
  547. *
  548. * Update the upper triangle of A11 (= A(1:k,1:k)) as
  549. *
  550. * A11 := A11 - U12*D*U12**H = A11 - U12*W**H
  551. *
  552. * computing blocks of NB columns at a time (note that conjg(W) is
  553. * actually stored)
  554. *
  555. DO 50 J = ( ( K-1 ) / NB )*NB + 1, 1, -NB
  556. JB = MIN( NB, K-J+1 )
  557. *
  558. * Update the upper triangle of the diagonal block
  559. *
  560. DO 40 JJ = J, J + JB - 1
  561. A( JJ, JJ ) = REAL( A( JJ, JJ ) )
  562. CALL CGEMV( 'No transpose', JJ-J+1, N-K, -CONE,
  563. $ A( J, K+1 ), LDA, W( JJ, KW+1 ), LDW, CONE,
  564. $ A( J, JJ ), 1 )
  565. A( JJ, JJ ) = REAL( A( JJ, JJ ) )
  566. 40 CONTINUE
  567. *
  568. * Update the rectangular superdiagonal block
  569. *
  570. CALL CGEMM( 'No transpose', 'Transpose', J-1, JB, N-K,
  571. $ -CONE, A( 1, K+1 ), LDA, W( J, KW+1 ), LDW,
  572. $ CONE, A( 1, J ), LDA )
  573. 50 CONTINUE
  574. *
  575. * Put U12 in standard form by partially undoing the interchanges
  576. * in of rows in columns k+1:n looping backwards from k+1 to n
  577. *
  578. J = K + 1
  579. 60 CONTINUE
  580. *
  581. * Undo the interchanges (if any) of rows J and JP
  582. * at each step J
  583. *
  584. * (Here, J is a diagonal index)
  585. JJ = J
  586. JP = IPIV( J )
  587. IF( JP.LT.0 ) THEN
  588. JP = -JP
  589. * (Here, J is a diagonal index)
  590. J = J + 1
  591. END IF
  592. * (NOTE: Here, J is used to determine row length. Length N-J+1
  593. * of the rows to swap back doesn't include diagonal element)
  594. J = J + 1
  595. IF( JP.NE.JJ .AND. J.LE.N )
  596. $ CALL CSWAP( N-J+1, A( JP, J ), LDA, A( JJ, J ), LDA )
  597. IF( J.LE.N )
  598. $ GO TO 60
  599. *
  600. * Set KB to the number of columns factorized
  601. *
  602. KB = N - K
  603. *
  604. ELSE
  605. *
  606. * Factorize the leading columns of A using the lower triangle
  607. * of A and working forwards, and compute the matrix W = L21*D
  608. * for use in updating A22 (note that conjg(W) is actually stored)
  609. *
  610. * K is the main loop index, increasing from 1 in steps of 1 or 2
  611. *
  612. K = 1
  613. 70 CONTINUE
  614. *
  615. * Exit from loop
  616. *
  617. IF( ( K.GE.NB .AND. NB.LT.N ) .OR. K.GT.N )
  618. $ GO TO 90
  619. *
  620. KSTEP = 1
  621. *
  622. * Copy column K of A to column K of W and update it
  623. *
  624. W( K, K ) = REAL( A( K, K ) )
  625. IF( K.LT.N )
  626. $ CALL CCOPY( N-K, A( K+1, K ), 1, W( K+1, K ), 1 )
  627. CALL CGEMV( 'No transpose', N-K+1, K-1, -CONE, A( K, 1 ), LDA,
  628. $ W( K, 1 ), LDW, CONE, W( K, K ), 1 )
  629. W( K, K ) = REAL( W( K, K ) )
  630. *
  631. * Determine rows and columns to be interchanged and whether
  632. * a 1-by-1 or 2-by-2 pivot block will be used
  633. *
  634. ABSAKK = ABS( REAL( W( K, K ) ) )
  635. *
  636. * IMAX is the row-index of the largest off-diagonal element in
  637. * column K, and COLMAX is its absolute value.
  638. * Determine both COLMAX and IMAX.
  639. *
  640. IF( K.LT.N ) THEN
  641. IMAX = K + ICAMAX( N-K, W( K+1, K ), 1 )
  642. COLMAX = CABS1( W( IMAX, K ) )
  643. ELSE
  644. COLMAX = ZERO
  645. END IF
  646. *
  647. IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
  648. *
  649. * Column K is zero or underflow: set INFO and continue
  650. *
  651. IF( INFO.EQ.0 )
  652. $ INFO = K
  653. KP = K
  654. A( K, K ) = REAL( A( K, K ) )
  655. ELSE
  656. *
  657. * ============================================================
  658. *
  659. * BEGIN pivot search
  660. *
  661. * Case(1)
  662. IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
  663. *
  664. * no interchange, use 1-by-1 pivot block
  665. *
  666. KP = K
  667. ELSE
  668. *
  669. * BEGIN pivot search along IMAX row
  670. *
  671. *
  672. * Copy column IMAX to column K+1 of W and update it
  673. *
  674. CALL CCOPY( IMAX-K, A( IMAX, K ), LDA, W( K, K+1 ), 1 )
  675. CALL CLACGV( IMAX-K, W( K, K+1 ), 1 )
  676. W( IMAX, K+1 ) = REAL( A( IMAX, IMAX ) )
  677. IF( IMAX.LT.N )
  678. $ CALL CCOPY( N-IMAX, A( IMAX+1, IMAX ), 1,
  679. $ W( IMAX+1, K+1 ), 1 )
  680. CALL CGEMV( 'No transpose', N-K+1, K-1, -CONE, A( K, 1 ),
  681. $ LDA, W( IMAX, 1 ), LDW, CONE, W( K, K+1 ),
  682. $ 1 )
  683. W( IMAX, K+1 ) = REAL( W( IMAX, K+1 ) )
  684. *
  685. * JMAX is the column-index of the largest off-diagonal
  686. * element in row IMAX, and ROWMAX is its absolute value.
  687. * Determine only ROWMAX.
  688. *
  689. JMAX = K - 1 + ICAMAX( IMAX-K, W( K, K+1 ), 1 )
  690. ROWMAX = CABS1( W( JMAX, K+1 ) )
  691. IF( IMAX.LT.N ) THEN
  692. JMAX = IMAX + ICAMAX( N-IMAX, W( IMAX+1, K+1 ), 1 )
  693. ROWMAX = MAX( ROWMAX, CABS1( W( JMAX, K+1 ) ) )
  694. END IF
  695. *
  696. * Case(2)
  697. IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
  698. *
  699. * no interchange, use 1-by-1 pivot block
  700. *
  701. KP = K
  702. *
  703. * Case(3)
  704. ELSE IF( ABS( REAL( W( IMAX, K+1 ) ) ).GE.ALPHA*ROWMAX )
  705. $ THEN
  706. *
  707. * interchange rows and columns K and IMAX, use 1-by-1
  708. * pivot block
  709. *
  710. KP = IMAX
  711. *
  712. * copy column K+1 of W to column K of W
  713. *
  714. CALL CCOPY( N-K+1, W( K, K+1 ), 1, W( K, K ), 1 )
  715. *
  716. * Case(4)
  717. ELSE
  718. *
  719. * interchange rows and columns K+1 and IMAX, use 2-by-2
  720. * pivot block
  721. *
  722. KP = IMAX
  723. KSTEP = 2
  724. END IF
  725. *
  726. *
  727. * END pivot search along IMAX row
  728. *
  729. END IF
  730. *
  731. * END pivot search
  732. *
  733. * ============================================================
  734. *
  735. * KK is the column of A where pivoting step stopped
  736. *
  737. KK = K + KSTEP - 1
  738. *
  739. * Interchange rows and columns KP and KK.
  740. * Updated column KP is already stored in column KK of W.
  741. *
  742. IF( KP.NE.KK ) THEN
  743. *
  744. * Copy non-updated column KK to column KP of submatrix A
  745. * at step K. No need to copy element into column K
  746. * (or K and K+1 for 2-by-2 pivot) of A, since these columns
  747. * will be later overwritten.
  748. *
  749. A( KP, KP ) = REAL( A( KK, KK ) )
  750. CALL CCOPY( KP-KK-1, A( KK+1, KK ), 1, A( KP, KK+1 ),
  751. $ LDA )
  752. CALL CLACGV( KP-KK-1, A( KP, KK+1 ), LDA )
  753. IF( KP.LT.N )
  754. $ CALL CCOPY( N-KP, A( KP+1, KK ), 1, A( KP+1, KP ), 1 )
  755. *
  756. * Interchange rows KK and KP in first K-1 columns of A
  757. * (columns K (or K and K+1 for 2-by-2 pivot) of A will be
  758. * later overwritten). Interchange rows KK and KP
  759. * in first KK columns of W.
  760. *
  761. IF( K.GT.1 )
  762. $ CALL CSWAP( K-1, A( KK, 1 ), LDA, A( KP, 1 ), LDA )
  763. CALL CSWAP( KK, W( KK, 1 ), LDW, W( KP, 1 ), LDW )
  764. END IF
  765. *
  766. IF( KSTEP.EQ.1 ) THEN
  767. *
  768. * 1-by-1 pivot block D(k): column k of W now holds
  769. *
  770. * W(k) = L(k)*D(k),
  771. *
  772. * where L(k) is the k-th column of L
  773. *
  774. * (1) Store subdiag. elements of column L(k)
  775. * and 1-by-1 block D(k) in column k of A.
  776. * (NOTE: Diagonal element L(k,k) is a UNIT element
  777. * and not stored)
  778. * A(k,k) := D(k,k) = W(k,k)
  779. * A(k+1:N,k) := L(k+1:N,k) = W(k+1:N,k)/D(k,k)
  780. *
  781. * (NOTE: No need to use for Hermitian matrix
  782. * A( K, K ) = DBLE( W( K, K) ) to separately copy diagonal
  783. * element D(k,k) from W (potentially saves only one load))
  784. CALL CCOPY( N-K+1, W( K, K ), 1, A( K, K ), 1 )
  785. IF( K.LT.N ) THEN
  786. *
  787. * (NOTE: No need to check if A(k,k) is NOT ZERO,
  788. * since that was ensured earlier in pivot search:
  789. * case A(k,k) = 0 falls into 2x2 pivot case(4))
  790. *
  791. R1 = ONE / REAL( A( K, K ) )
  792. CALL CSSCAL( N-K, R1, A( K+1, K ), 1 )
  793. *
  794. * (2) Conjugate column W(k)
  795. *
  796. CALL CLACGV( N-K, W( K+1, K ), 1 )
  797. END IF
  798. *
  799. ELSE
  800. *
  801. * 2-by-2 pivot block D(k): columns k and k+1 of W now hold
  802. *
  803. * ( W(k) W(k+1) ) = ( L(k) L(k+1) )*D(k)
  804. *
  805. * where L(k) and L(k+1) are the k-th and (k+1)-th columns
  806. * of L
  807. *
  808. * (1) Store L(k+2:N,k) and L(k+2:N,k+1) and 2-by-2
  809. * block D(k:k+1,k:k+1) in columns k and k+1 of A.
  810. * (NOTE: 2-by-2 diagonal block L(k:k+1,k:k+1) is a UNIT
  811. * block and not stored)
  812. * A(k:k+1,k:k+1) := D(k:k+1,k:k+1) = W(k:k+1,k:k+1)
  813. * A(k+2:N,k:k+1) := L(k+2:N,k:k+1) =
  814. * = W(k+2:N,k:k+1) * ( D(k:k+1,k:k+1)**(-1) )
  815. *
  816. IF( K.LT.N-1 ) THEN
  817. *
  818. * Factor out the columns of the inverse of 2-by-2 pivot
  819. * block D, so that each column contains 1, to reduce the
  820. * number of FLOPS when we multiply panel
  821. * ( W(kw-1) W(kw) ) by this inverse, i.e. by D**(-1).
  822. *
  823. * D**(-1) = ( d11 cj(d21) )**(-1) =
  824. * ( d21 d22 )
  825. *
  826. * = 1/(d11*d22-|d21|**2) * ( ( d22) (-cj(d21) ) ) =
  827. * ( (-d21) ( d11 ) )
  828. *
  829. * = 1/(|d21|**2) * 1/((d11/cj(d21))*(d22/d21)-1) *
  830. *
  831. * * ( d21*( d22/d21 ) conj(d21)*( - 1 ) ) =
  832. * ( ( -1 ) ( d11/conj(d21) ) )
  833. *
  834. * = 1/(|d21|**2) * 1/(D22*D11-1) *
  835. *
  836. * * ( d21*( D11 ) conj(d21)*( -1 ) ) =
  837. * ( ( -1 ) ( D22 ) )
  838. *
  839. * = (1/|d21|**2) * T * ( d21*( D11 ) conj(d21)*( -1 ) ) =
  840. * ( ( -1 ) ( D22 ) )
  841. *
  842. * = ( (T/conj(d21))*( D11 ) (T/d21)*( -1 ) ) =
  843. * ( ( -1 ) ( D22 ) )
  844. *
  845. * = ( conj(D21)*( D11 ) D21*( -1 ) )
  846. * ( ( -1 ) ( D22 ) )
  847. *
  848. * where D11 = d22/d21,
  849. * D22 = d11/conj(d21),
  850. * D21 = T/d21,
  851. * T = 1/(D22*D11-1).
  852. *
  853. * (NOTE: No need to check for division by ZERO,
  854. * since that was ensured earlier in pivot search:
  855. * (a) d21 != 0, since in 2x2 pivot case(4)
  856. * |d21| should be larger than |d11| and |d22|;
  857. * (b) (D22*D11 - 1) != 0, since from (a),
  858. * both |D11| < 1, |D22| < 1, hence |D22*D11| << 1.)
  859. *
  860. D21 = W( K+1, K )
  861. D11 = W( K+1, K+1 ) / D21
  862. D22 = W( K, K ) / CONJG( D21 )
  863. T = ONE / ( REAL( D11*D22 )-ONE )
  864. D21 = T / D21
  865. *
  866. * Update elements in columns A(k) and A(k+1) as
  867. * dot products of rows of ( W(k) W(k+1) ) and columns
  868. * of D**(-1)
  869. *
  870. DO 80 J = K + 2, N
  871. A( J, K ) = CONJG( D21 )*
  872. $ ( D11*W( J, K )-W( J, K+1 ) )
  873. A( J, K+1 ) = D21*( D22*W( J, K+1 )-W( J, K ) )
  874. 80 CONTINUE
  875. END IF
  876. *
  877. * Copy D(k) to A
  878. *
  879. A( K, K ) = W( K, K )
  880. A( K+1, K ) = W( K+1, K )
  881. A( K+1, K+1 ) = W( K+1, K+1 )
  882. *
  883. * (2) Conjugate columns W(k) and W(k+1)
  884. *
  885. CALL CLACGV( N-K, W( K+1, K ), 1 )
  886. CALL CLACGV( N-K-1, W( K+2, K+1 ), 1 )
  887. *
  888. END IF
  889. *
  890. END IF
  891. *
  892. * Store details of the interchanges in IPIV
  893. *
  894. IF( KSTEP.EQ.1 ) THEN
  895. IPIV( K ) = KP
  896. ELSE
  897. IPIV( K ) = -KP
  898. IPIV( K+1 ) = -KP
  899. END IF
  900. *
  901. * Increase K and return to the start of the main loop
  902. *
  903. K = K + KSTEP
  904. GO TO 70
  905. *
  906. 90 CONTINUE
  907. *
  908. * Update the lower triangle of A22 (= A(k:n,k:n)) as
  909. *
  910. * A22 := A22 - L21*D*L21**H = A22 - L21*W**H
  911. *
  912. * computing blocks of NB columns at a time (note that conjg(W) is
  913. * actually stored)
  914. *
  915. DO 110 J = K, N, NB
  916. JB = MIN( NB, N-J+1 )
  917. *
  918. * Update the lower triangle of the diagonal block
  919. *
  920. DO 100 JJ = J, J + JB - 1
  921. A( JJ, JJ ) = REAL( A( JJ, JJ ) )
  922. CALL CGEMV( 'No transpose', J+JB-JJ, K-1, -CONE,
  923. $ A( JJ, 1 ), LDA, W( JJ, 1 ), LDW, CONE,
  924. $ A( JJ, JJ ), 1 )
  925. A( JJ, JJ ) = REAL( A( JJ, JJ ) )
  926. 100 CONTINUE
  927. *
  928. * Update the rectangular subdiagonal block
  929. *
  930. IF( J+JB.LE.N )
  931. $ CALL CGEMM( 'No transpose', 'Transpose', N-J-JB+1, JB,
  932. $ K-1, -CONE, A( J+JB, 1 ), LDA, W( J, 1 ),
  933. $ LDW, CONE, A( J+JB, J ), LDA )
  934. 110 CONTINUE
  935. *
  936. * Put L21 in standard form by partially undoing the interchanges
  937. * of rows in columns 1:k-1 looping backwards from k-1 to 1
  938. *
  939. J = K - 1
  940. 120 CONTINUE
  941. *
  942. * Undo the interchanges (if any) of rows J and JP
  943. * at each step J
  944. *
  945. * (Here, J is a diagonal index)
  946. JJ = J
  947. JP = IPIV( J )
  948. IF( JP.LT.0 ) THEN
  949. JP = -JP
  950. * (Here, J is a diagonal index)
  951. J = J - 1
  952. END IF
  953. * (NOTE: Here, J is used to determine row length. Length J
  954. * of the rows to swap back doesn't include diagonal element)
  955. J = J - 1
  956. IF( JP.NE.JJ .AND. J.GE.1 )
  957. $ CALL CSWAP( J, A( JP, 1 ), LDA, A( JJ, 1 ), LDA )
  958. IF( J.GE.1 )
  959. $ GO TO 120
  960. *
  961. * Set KB to the number of columns factorized
  962. *
  963. KB = K - 1
  964. *
  965. END IF
  966. RETURN
  967. *
  968. * End of CLAHEF
  969. *
  970. END