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- * \brief \b CLAHEF_ROOK computes a partial factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman ("rook") diagonal pivoting method (blocked algorithm, calling Level 3 BLAS).
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download CLAHEF_ROOK + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/clahef_rook.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/clahef_rook.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/clahef_rook.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE CLAHEF_ROOK( UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO )
- *
- * .. Scalar Arguments ..
- * CHARACTER UPLO
- * INTEGER INFO, KB, LDA, LDW, N, NB
- * ..
- * .. Array Arguments ..
- * INTEGER IPIV( * )
- * COMPLEX A( LDA, * ), W( LDW, * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> CLAHEF_ROOK computes a partial factorization of a complex Hermitian
- *> matrix A using the bounded Bunch-Kaufman ("rook") diagonal pivoting
- *> method. The partial factorization has the form:
- *>
- *> A = ( I U12 ) ( A11 0 ) ( I 0 ) if UPLO = 'U', or:
- *> ( 0 U22 ) ( 0 D ) ( U12**H U22**H )
- *>
- *> A = ( L11 0 ) ( D 0 ) ( L11**H L21**H ) if UPLO = 'L'
- *> ( L21 I ) ( 0 A22 ) ( 0 I )
- *>
- *> where the order of D is at most NB. The actual order is returned in
- *> the argument KB, and is either NB or NB-1, or N if N <= NB.
- *> Note that U**H denotes the conjugate transpose of U.
- *>
- *> CLAHEF_ROOK is an auxiliary routine called by CHETRF_ROOK. It uses
- *> blocked code (calling Level 3 BLAS) to update the submatrix
- *> A11 (if UPLO = 'U') or A22 (if UPLO = 'L').
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] UPLO
- *> \verbatim
- *> UPLO is CHARACTER*1
- *> Specifies whether the upper or lower triangular part of the
- *> Hermitian matrix A is stored:
- *> = 'U': Upper triangular
- *> = 'L': Lower triangular
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The order of the matrix A. N >= 0.
- *> \endverbatim
- *>
- *> \param[in] NB
- *> \verbatim
- *> NB is INTEGER
- *> The maximum number of columns of the matrix A that should be
- *> factored. NB should be at least 2 to allow for 2-by-2 pivot
- *> blocks.
- *> \endverbatim
- *>
- *> \param[out] KB
- *> \verbatim
- *> KB is INTEGER
- *> The number of columns of A that were actually factored.
- *> KB is either NB-1 or NB, or N if N <= NB.
- *> \endverbatim
- *>
- *> \param[in,out] A
- *> \verbatim
- *> A is COMPLEX array, dimension (LDA,N)
- *> On entry, the Hermitian matrix A. If UPLO = 'U', the leading
- *> n-by-n upper triangular part of A contains the upper
- *> triangular part of the matrix A, and the strictly lower
- *> triangular part of A is not referenced. If UPLO = 'L', the
- *> leading n-by-n lower triangular part of A contains the lower
- *> triangular part of the matrix A, and the strictly upper
- *> triangular part of A is not referenced.
- *> On exit, A contains details of the partial factorization.
- *> \endverbatim
- *>
- *> \param[in] LDA
- *> \verbatim
- *> LDA is INTEGER
- *> The leading dimension of the array A. LDA >= max(1,N).
- *> \endverbatim
- *>
- *> \param[out] IPIV
- *> \verbatim
- *> IPIV is INTEGER array, dimension (N)
- *> Details of the interchanges and the block structure of D.
- *>
- *> If UPLO = 'U':
- *> Only the last KB elements of IPIV are set.
- *>
- *> If IPIV(k) > 0, then rows and columns k and IPIV(k) were
- *> interchanged and D(k,k) is a 1-by-1 diagonal block.
- *>
- *> If IPIV(k) < 0 and IPIV(k-1) < 0, then rows and
- *> columns k and -IPIV(k) were interchanged and rows and
- *> columns k-1 and -IPIV(k-1) were inerchaged,
- *> D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
- *>
- *> If UPLO = 'L':
- *> Only the first KB elements of IPIV are set.
- *>
- *> If IPIV(k) > 0, then rows and columns k and IPIV(k)
- *> were interchanged and D(k,k) is a 1-by-1 diagonal block.
- *>
- *> If IPIV(k) < 0 and IPIV(k+1) < 0, then rows and
- *> columns k and -IPIV(k) were interchanged and rows and
- *> columns k+1 and -IPIV(k+1) were inerchaged,
- *> D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
- *> \endverbatim
- *>
- *> \param[out] W
- *> \verbatim
- *> W is COMPLEX array, dimension (LDW,NB)
- *> \endverbatim
- *>
- *> \param[in] LDW
- *> \verbatim
- *> LDW is INTEGER
- *> The leading dimension of the array W. LDW >= max(1,N).
- *> \endverbatim
- *>
- *> \param[out] INFO
- *> \verbatim
- *> INFO is INTEGER
- *> = 0: successful exit
- *> > 0: if INFO = k, D(k,k) is exactly zero. The factorization
- *> has been completed, but the block diagonal matrix D is
- *> exactly singular.
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \date November 2013
- *
- *> \ingroup complexHEcomputational
- *
- *> \par Contributors:
- * ==================
- *>
- *> \verbatim
- *>
- *> November 2013, Igor Kozachenko,
- *> Computer Science Division,
- *> University of California, Berkeley
- *>
- *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
- *> School of Mathematics,
- *> University of Manchester
- *> \endverbatim
- *
- * =====================================================================
- SUBROUTINE CLAHEF_ROOK( UPLO, N, NB, KB, A, LDA, IPIV, W, LDW,
- $ INFO )
- *
- * -- LAPACK computational routine (version 3.5.0) --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- * November 2013
- *
- * .. Scalar Arguments ..
- CHARACTER UPLO
- INTEGER INFO, KB, LDA, LDW, N, NB
- * ..
- * .. Array Arguments ..
- INTEGER IPIV( * )
- COMPLEX A( LDA, * ), W( LDW, * )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- REAL ZERO, ONE
- PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
- COMPLEX CONE
- PARAMETER ( CONE = ( 1.0E+0, 0.0E+0 ) )
- REAL EIGHT, SEVTEN
- PARAMETER ( EIGHT = 8.0E+0, SEVTEN = 17.0E+0 )
- * ..
- * .. Local Scalars ..
- LOGICAL DONE
- INTEGER IMAX, ITEMP, II, J, JB, JJ, JMAX, JP1, JP2, K,
- $ KK, KKW, KP, KSTEP, KW, P
- REAL ABSAKK, ALPHA, COLMAX, STEMP, R1, ROWMAX, T,
- $ SFMIN
- COMPLEX D11, D21, D22, Z
- * ..
- * .. External Functions ..
- LOGICAL LSAME
- INTEGER ICAMAX
- REAL SLAMCH
- EXTERNAL LSAME, ICAMAX, SLAMCH
- * ..
- * .. External Subroutines ..
- EXTERNAL CCOPY, CSSCAL, CGEMM, CGEMV, CLACGV, CSWAP
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC ABS, CONJG, AIMAG, MAX, MIN, REAL, SQRT
- * ..
- * .. Statement Functions ..
- REAL CABS1
- * ..
- * .. Statement Function definitions ..
- CABS1( Z ) = ABS( REAL( Z ) ) + ABS( AIMAG( Z ) )
- * ..
- * .. Executable Statements ..
- *
- INFO = 0
- *
- * Initialize ALPHA for use in choosing pivot block size.
- *
- ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
- *
- * Compute machine safe minimum
- *
- SFMIN = SLAMCH( 'S' )
- *
- IF( LSAME( UPLO, 'U' ) ) THEN
- *
- * Factorize the trailing columns of A using the upper triangle
- * of A and working backwards, and compute the matrix W = U12*D
- * for use in updating A11 (note that conjg(W) is actually stored)
- *
- * K is the main loop index, decreasing from N in steps of 1 or 2
- *
- K = N
- 10 CONTINUE
- *
- * KW is the column of W which corresponds to column K of A
- *
- KW = NB + K - N
- *
- * Exit from loop
- *
- IF( ( K.LE.N-NB+1 .AND. NB.LT.N ) .OR. K.LT.1 )
- $ GO TO 30
- *
- KSTEP = 1
- P = K
- *
- * Copy column K of A to column KW of W and update it
- *
- IF( K.GT.1 )
- $ CALL CCOPY( K-1, A( 1, K ), 1, W( 1, KW ), 1 )
- W( K, KW ) = REAL( A( K, K ) )
- IF( K.LT.N ) THEN
- CALL CGEMV( 'No transpose', K, N-K, -CONE, A( 1, K+1 ), LDA,
- $ W( K, KW+1 ), LDW, CONE, W( 1, KW ), 1 )
- W( K, KW ) = REAL( W( K, KW ) )
- END IF
- *
- * Determine rows and columns to be interchanged and whether
- * a 1-by-1 or 2-by-2 pivot block will be used
- *
- ABSAKK = ABS( REAL( W( K, KW ) ) )
- *
- * IMAX is the row-index of the largest off-diagonal element in
- * column K, and COLMAX is its absolute value.
- * Determine both COLMAX and IMAX.
- *
- IF( K.GT.1 ) THEN
- IMAX = ICAMAX( K-1, W( 1, KW ), 1 )
- COLMAX = CABS1( W( IMAX, KW ) )
- ELSE
- COLMAX = ZERO
- END IF
- *
- IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
- *
- * Column K is zero or underflow: set INFO and continue
- *
- IF( INFO.EQ.0 )
- $ INFO = K
- KP = K
- A( K, K ) = REAL( W( K, KW ) )
- IF( K.GT.1 )
- $ CALL CCOPY( K-1, W( 1, KW ), 1, A( 1, K ), 1 )
- ELSE
- *
- * ============================================================
- *
- * BEGIN pivot search
- *
- * Case(1)
- * Equivalent to testing for ABSAKK.GE.ALPHA*COLMAX
- * (used to handle NaN and Inf)
- IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN
- *
- * no interchange, use 1-by-1 pivot block
- *
- KP = K
- *
- ELSE
- *
- * Lop until pivot found
- *
- DONE = .FALSE.
- *
- 12 CONTINUE
- *
- * BEGIN pivot search loop body
- *
- *
- * Copy column IMAX to column KW-1 of W and update it
- *
- IF( IMAX.GT.1 )
- $ CALL CCOPY( IMAX-1, A( 1, IMAX ), 1, W( 1, KW-1 ),
- $ 1 )
- W( IMAX, KW-1 ) = REAL( A( IMAX, IMAX ) )
- *
- CALL CCOPY( K-IMAX, A( IMAX, IMAX+1 ), LDA,
- $ W( IMAX+1, KW-1 ), 1 )
- CALL CLACGV( K-IMAX, W( IMAX+1, KW-1 ), 1 )
- *
- IF( K.LT.N ) THEN
- CALL CGEMV( 'No transpose', K, N-K, -CONE,
- $ A( 1, K+1 ), LDA, W( IMAX, KW+1 ), LDW,
- $ CONE, W( 1, KW-1 ), 1 )
- W( IMAX, KW-1 ) = REAL( W( IMAX, KW-1 ) )
- END IF
- *
- * JMAX is the column-index of the largest off-diagonal
- * element in row IMAX, and ROWMAX is its absolute value.
- * Determine both ROWMAX and JMAX.
- *
- IF( IMAX.NE.K ) THEN
- JMAX = IMAX + ICAMAX( K-IMAX, W( IMAX+1, KW-1 ),
- $ 1 )
- ROWMAX = CABS1( W( JMAX, KW-1 ) )
- ELSE
- ROWMAX = ZERO
- END IF
- *
- IF( IMAX.GT.1 ) THEN
- ITEMP = ICAMAX( IMAX-1, W( 1, KW-1 ), 1 )
- STEMP = CABS1( W( ITEMP, KW-1 ) )
- IF( STEMP.GT.ROWMAX ) THEN
- ROWMAX = STEMP
- JMAX = ITEMP
- END IF
- END IF
- *
- * Case(2)
- * Equivalent to testing for
- * ABS( REAL( W( IMAX,KW-1 ) ) ).GE.ALPHA*ROWMAX
- * (used to handle NaN and Inf)
- *
- IF( .NOT.( ABS( REAL( W( IMAX,KW-1 ) ) )
- $ .LT.ALPHA*ROWMAX ) ) THEN
- *
- * interchange rows and columns K and IMAX,
- * use 1-by-1 pivot block
- *
- KP = IMAX
- *
- * copy column KW-1 of W to column KW of W
- *
- CALL CCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 )
- *
- DONE = .TRUE.
- *
- * Case(3)
- * Equivalent to testing for ROWMAX.EQ.COLMAX,
- * (used to handle NaN and Inf)
- *
- ELSE IF( ( P.EQ.JMAX ) .OR. ( ROWMAX.LE.COLMAX ) )
- $ THEN
- *
- * interchange rows and columns K-1 and IMAX,
- * use 2-by-2 pivot block
- *
- KP = IMAX
- KSTEP = 2
- DONE = .TRUE.
- *
- * Case(4)
- ELSE
- *
- * Pivot not found: set params and repeat
- *
- P = IMAX
- COLMAX = ROWMAX
- IMAX = JMAX
- *
- * Copy updated JMAXth (next IMAXth) column to Kth of W
- *
- CALL CCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 )
- *
- END IF
- *
- *
- * END pivot search loop body
- *
- IF( .NOT.DONE ) GOTO 12
- *
- END IF
- *
- * END pivot search
- *
- * ============================================================
- *
- * KK is the column of A where pivoting step stopped
- *
- KK = K - KSTEP + 1
- *
- * KKW is the column of W which corresponds to column KK of A
- *
- KKW = NB + KK - N
- *
- * Interchange rows and columns P and K.
- * Updated column P is already stored in column KW of W.
- *
- IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
- *
- * Copy non-updated column K to column P of submatrix A
- * at step K. No need to copy element into columns
- * K and K-1 of A for 2-by-2 pivot, since these columns
- * will be later overwritten.
- *
- A( P, P ) = REAL( A( K, K ) )
- CALL CCOPY( K-1-P, A( P+1, K ), 1, A( P, P+1 ),
- $ LDA )
- CALL CLACGV( K-1-P, A( P, P+1 ), LDA )
- IF( P.GT.1 )
- $ CALL CCOPY( P-1, A( 1, K ), 1, A( 1, P ), 1 )
- *
- * Interchange rows K and P in the last K+1 to N columns of A
- * (columns K and K-1 of A for 2-by-2 pivot will be
- * later overwritten). Interchange rows K and P
- * in last KKW to NB columns of W.
- *
- IF( K.LT.N )
- $ CALL CSWAP( N-K, A( K, K+1 ), LDA, A( P, K+1 ),
- $ LDA )
- CALL CSWAP( N-KK+1, W( K, KKW ), LDW, W( P, KKW ),
- $ LDW )
- END IF
- *
- * Interchange rows and columns KP and KK.
- * Updated column KP is already stored in column KKW of W.
- *
- IF( KP.NE.KK ) THEN
- *
- * Copy non-updated column KK to column KP of submatrix A
- * at step K. No need to copy element into column K
- * (or K and K-1 for 2-by-2 pivot) of A, since these columns
- * will be later overwritten.
- *
- A( KP, KP ) = REAL( A( KK, KK ) )
- CALL CCOPY( KK-1-KP, A( KP+1, KK ), 1, A( KP, KP+1 ),
- $ LDA )
- CALL CLACGV( KK-1-KP, A( KP, KP+1 ), LDA )
- IF( KP.GT.1 )
- $ CALL CCOPY( KP-1, A( 1, KK ), 1, A( 1, KP ), 1 )
- *
- * Interchange rows KK and KP in last K+1 to N columns of A
- * (columns K (or K and K-1 for 2-by-2 pivot) of A will be
- * later overwritten). Interchange rows KK and KP
- * in last KKW to NB columns of W.
- *
- IF( K.LT.N )
- $ CALL CSWAP( N-K, A( KK, K+1 ), LDA, A( KP, K+1 ),
- $ LDA )
- CALL CSWAP( N-KK+1, W( KK, KKW ), LDW, W( KP, KKW ),
- $ LDW )
- END IF
- *
- IF( KSTEP.EQ.1 ) THEN
- *
- * 1-by-1 pivot block D(k): column kw of W now holds
- *
- * W(kw) = U(k)*D(k),
- *
- * where U(k) is the k-th column of U
- *
- * (1) Store subdiag. elements of column U(k)
- * and 1-by-1 block D(k) in column k of A.
- * (NOTE: Diagonal element U(k,k) is a UNIT element
- * and not stored)
- * A(k,k) := D(k,k) = W(k,kw)
- * A(1:k-1,k) := U(1:k-1,k) = W(1:k-1,kw)/D(k,k)
- *
- * (NOTE: No need to use for Hermitian matrix
- * A( K, K ) = REAL( W( K, K) ) to separately copy diagonal
- * element D(k,k) from W (potentially saves only one load))
- CALL CCOPY( K, W( 1, KW ), 1, A( 1, K ), 1 )
- IF( K.GT.1 ) THEN
- *
- * (NOTE: No need to check if A(k,k) is NOT ZERO,
- * since that was ensured earlier in pivot search:
- * case A(k,k) = 0 falls into 2x2 pivot case(3))
- *
- * Handle division by a small number
- *
- T = REAL( A( K, K ) )
- IF( ABS( T ).GE.SFMIN ) THEN
- R1 = ONE / T
- CALL CSSCAL( K-1, R1, A( 1, K ), 1 )
- ELSE
- DO 14 II = 1, K-1
- A( II, K ) = A( II, K ) / T
- 14 CONTINUE
- END IF
- *
- * (2) Conjugate column W(kw)
- *
- CALL CLACGV( K-1, W( 1, KW ), 1 )
- END IF
- *
- ELSE
- *
- * 2-by-2 pivot block D(k): columns kw and kw-1 of W now hold
- *
- * ( W(kw-1) W(kw) ) = ( U(k-1) U(k) )*D(k)
- *
- * where U(k) and U(k-1) are the k-th and (k-1)-th columns
- * of U
- *
- * (1) Store U(1:k-2,k-1) and U(1:k-2,k) and 2-by-2
- * block D(k-1:k,k-1:k) in columns k-1 and k of A.
- * (NOTE: 2-by-2 diagonal block U(k-1:k,k-1:k) is a UNIT
- * block and not stored)
- * A(k-1:k,k-1:k) := D(k-1:k,k-1:k) = W(k-1:k,kw-1:kw)
- * A(1:k-2,k-1:k) := U(1:k-2,k:k-1:k) =
- * = W(1:k-2,kw-1:kw) * ( D(k-1:k,k-1:k)**(-1) )
- *
- IF( K.GT.2 ) THEN
- *
- * Factor out the columns of the inverse of 2-by-2 pivot
- * block D, so that each column contains 1, to reduce the
- * number of FLOPS when we multiply panel
- * ( W(kw-1) W(kw) ) by this inverse, i.e. by D**(-1).
- *
- * D**(-1) = ( d11 cj(d21) )**(-1) =
- * ( d21 d22 )
- *
- * = 1/(d11*d22-|d21|**2) * ( ( d22) (-cj(d21) ) ) =
- * ( (-d21) ( d11 ) )
- *
- * = 1/(|d21|**2) * 1/((d11/cj(d21))*(d22/d21)-1) *
- *
- * * ( d21*( d22/d21 ) conj(d21)*( - 1 ) ) =
- * ( ( -1 ) ( d11/conj(d21) ) )
- *
- * = 1/(|d21|**2) * 1/(D22*D11-1) *
- *
- * * ( d21*( D11 ) conj(d21)*( -1 ) ) =
- * ( ( -1 ) ( D22 ) )
- *
- * = (1/|d21|**2) * T * ( d21*( D11 ) conj(d21)*( -1 ) ) =
- * ( ( -1 ) ( D22 ) )
- *
- * = ( (T/conj(d21))*( D11 ) (T/d21)*( -1 ) ) =
- * ( ( -1 ) ( D22 ) )
- *
- * Handle division by a small number. (NOTE: order of
- * operations is important)
- *
- * = ( T*(( D11 )/conj(D21)) T*(( -1 )/D21 ) )
- * ( (( -1 ) ) (( D22 ) ) ),
- *
- * where D11 = d22/d21,
- * D22 = d11/conj(d21),
- * D21 = d21,
- * T = 1/(D22*D11-1).
- *
- * (NOTE: No need to check for division by ZERO,
- * since that was ensured earlier in pivot search:
- * (a) d21 != 0 in 2x2 pivot case(4),
- * since |d21| should be larger than |d11| and |d22|;
- * (b) (D22*D11 - 1) != 0, since from (a),
- * both |D11| < 1, |D22| < 1, hence |D22*D11| << 1.)
- *
- D21 = W( K-1, KW )
- D11 = W( K, KW ) / CONJG( D21 )
- D22 = W( K-1, KW-1 ) / D21
- T = ONE / ( REAL( D11*D22 )-ONE )
- *
- * Update elements in columns A(k-1) and A(k) as
- * dot products of rows of ( W(kw-1) W(kw) ) and columns
- * of D**(-1)
- *
- DO 20 J = 1, K - 2
- A( J, K-1 ) = T*( ( D11*W( J, KW-1 )-W( J, KW ) ) /
- $ D21 )
- A( J, K ) = T*( ( D22*W( J, KW )-W( J, KW-1 ) ) /
- $ CONJG( D21 ) )
- 20 CONTINUE
- END IF
- *
- * Copy D(k) to A
- *
- A( K-1, K-1 ) = W( K-1, KW-1 )
- A( K-1, K ) = W( K-1, KW )
- A( K, K ) = W( K, KW )
- *
- * (2) Conjugate columns W(kw) and W(kw-1)
- *
- CALL CLACGV( K-1, W( 1, KW ), 1 )
- CALL CLACGV( K-2, W( 1, KW-1 ), 1 )
- *
- END IF
- *
- END IF
- *
- * Store details of the interchanges in IPIV
- *
- IF( KSTEP.EQ.1 ) THEN
- IPIV( K ) = KP
- ELSE
- IPIV( K ) = -P
- IPIV( K-1 ) = -KP
- END IF
- *
- * Decrease K and return to the start of the main loop
- *
- K = K - KSTEP
- GO TO 10
- *
- 30 CONTINUE
- *
- * Update the upper triangle of A11 (= A(1:k,1:k)) as
- *
- * A11 := A11 - U12*D*U12**H = A11 - U12*W**H
- *
- * computing blocks of NB columns at a time (note that conjg(W) is
- * actually stored)
- *
- DO 50 J = ( ( K-1 ) / NB )*NB + 1, 1, -NB
- JB = MIN( NB, K-J+1 )
- *
- * Update the upper triangle of the diagonal block
- *
- DO 40 JJ = J, J + JB - 1
- A( JJ, JJ ) = REAL( A( JJ, JJ ) )
- CALL CGEMV( 'No transpose', JJ-J+1, N-K, -CONE,
- $ A( J, K+1 ), LDA, W( JJ, KW+1 ), LDW, CONE,
- $ A( J, JJ ), 1 )
- A( JJ, JJ ) = REAL( A( JJ, JJ ) )
- 40 CONTINUE
- *
- * Update the rectangular superdiagonal block
- *
- IF( J.GE.2 )
- $ CALL CGEMM( 'No transpose', 'Transpose', J-1, JB, N-K,
- $ -CONE, A( 1, K+1 ), LDA, W( J, KW+1 ), LDW,
- $ CONE, A( 1, J ), LDA )
- 50 CONTINUE
- *
- * Put U12 in standard form by partially undoing the interchanges
- * in of rows in columns k+1:n looping backwards from k+1 to n
- *
- J = K + 1
- 60 CONTINUE
- *
- * Undo the interchanges (if any) of rows J and JP2
- * (or J and JP2, and J+1 and JP1) at each step J
- *
- KSTEP = 1
- JP1 = 1
- * (Here, J is a diagonal index)
- JJ = J
- JP2 = IPIV( J )
- IF( JP2.LT.0 ) THEN
- JP2 = -JP2
- * (Here, J is a diagonal index)
- J = J + 1
- JP1 = -IPIV( J )
- KSTEP = 2
- END IF
- * (NOTE: Here, J is used to determine row length. Length N-J+1
- * of the rows to swap back doesn't include diagonal element)
- J = J + 1
- IF( JP2.NE.JJ .AND. J.LE.N )
- $ CALL CSWAP( N-J+1, A( JP2, J ), LDA, A( JJ, J ), LDA )
- JJ = JJ + 1
- IF( KSTEP.EQ.2 .AND. JP1.NE.JJ .AND. J.LE.N )
- $ CALL CSWAP( N-J+1, A( JP1, J ), LDA, A( JJ, J ), LDA )
- IF( J.LT.N )
- $ GO TO 60
- *
- * Set KB to the number of columns factorized
- *
- KB = N - K
- *
- ELSE
- *
- * Factorize the leading columns of A using the lower triangle
- * of A and working forwards, and compute the matrix W = L21*D
- * for use in updating A22 (note that conjg(W) is actually stored)
- *
- * K is the main loop index, increasing from 1 in steps of 1 or 2
- *
- K = 1
- 70 CONTINUE
- *
- * Exit from loop
- *
- IF( ( K.GE.NB .AND. NB.LT.N ) .OR. K.GT.N )
- $ GO TO 90
- *
- KSTEP = 1
- P = K
- *
- * Copy column K of A to column K of W and update column K of W
- *
- W( K, K ) = REAL( A( K, K ) )
- IF( K.LT.N )
- $ CALL CCOPY( N-K, A( K+1, K ), 1, W( K+1, K ), 1 )
- IF( K.GT.1 ) THEN
- CALL CGEMV( 'No transpose', N-K+1, K-1, -CONE, A( K, 1 ),
- $ LDA, W( K, 1 ), LDW, CONE, W( K, K ), 1 )
- W( K, K ) = REAL( W( K, K ) )
- END IF
- *
- * Determine rows and columns to be interchanged and whether
- * a 1-by-1 or 2-by-2 pivot block will be used
- *
- ABSAKK = ABS( REAL( W( K, K ) ) )
- *
- * IMAX is the row-index of the largest off-diagonal element in
- * column K, and COLMAX is its absolute value.
- * Determine both COLMAX and IMAX.
- *
- IF( K.LT.N ) THEN
- IMAX = K + ICAMAX( N-K, W( K+1, K ), 1 )
- COLMAX = CABS1( W( IMAX, K ) )
- ELSE
- COLMAX = ZERO
- END IF
- *
- IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
- *
- * Column K is zero or underflow: set INFO and continue
- *
- IF( INFO.EQ.0 )
- $ INFO = K
- KP = K
- A( K, K ) = REAL( W( K, K ) )
- IF( K.LT.N )
- $ CALL CCOPY( N-K, W( K+1, K ), 1, A( K+1, K ), 1 )
- ELSE
- *
- * ============================================================
- *
- * BEGIN pivot search
- *
- * Case(1)
- * Equivalent to testing for ABSAKK.GE.ALPHA*COLMAX
- * (used to handle NaN and Inf)
- *
- IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN
- *
- * no interchange, use 1-by-1 pivot block
- *
- KP = K
- *
- ELSE
- *
- DONE = .FALSE.
- *
- * Loop until pivot found
- *
- 72 CONTINUE
- *
- * BEGIN pivot search loop body
- *
- *
- * Copy column IMAX to column k+1 of W and update it
- *
- CALL CCOPY( IMAX-K, A( IMAX, K ), LDA, W( K, K+1 ), 1)
- CALL CLACGV( IMAX-K, W( K, K+1 ), 1 )
- W( IMAX, K+1 ) = REAL( A( IMAX, IMAX ) )
- *
- IF( IMAX.LT.N )
- $ CALL CCOPY( N-IMAX, A( IMAX+1, IMAX ), 1,
- $ W( IMAX+1, K+1 ), 1 )
- *
- IF( K.GT.1 ) THEN
- CALL CGEMV( 'No transpose', N-K+1, K-1, -CONE,
- $ A( K, 1 ), LDA, W( IMAX, 1 ), LDW,
- $ CONE, W( K, K+1 ), 1 )
- W( IMAX, K+1 ) = REAL( W( IMAX, K+1 ) )
- END IF
- *
- * JMAX is the column-index of the largest off-diagonal
- * element in row IMAX, and ROWMAX is its absolute value.
- * Determine both ROWMAX and JMAX.
- *
- IF( IMAX.NE.K ) THEN
- JMAX = K - 1 + ICAMAX( IMAX-K, W( K, K+1 ), 1 )
- ROWMAX = CABS1( W( JMAX, K+1 ) )
- ELSE
- ROWMAX = ZERO
- END IF
- *
- IF( IMAX.LT.N ) THEN
- ITEMP = IMAX + ICAMAX( N-IMAX, W( IMAX+1, K+1 ), 1)
- STEMP = CABS1( W( ITEMP, K+1 ) )
- IF( STEMP.GT.ROWMAX ) THEN
- ROWMAX = STEMP
- JMAX = ITEMP
- END IF
- END IF
- *
- * Case(2)
- * Equivalent to testing for
- * ABS( REAL( W( IMAX,K+1 ) ) ).GE.ALPHA*ROWMAX
- * (used to handle NaN and Inf)
- *
- IF( .NOT.( ABS( REAL( W( IMAX,K+1 ) ) )
- $ .LT.ALPHA*ROWMAX ) ) THEN
- *
- * interchange rows and columns K and IMAX,
- * use 1-by-1 pivot block
- *
- KP = IMAX
- *
- * copy column K+1 of W to column K of W
- *
- CALL CCOPY( N-K+1, W( K, K+1 ), 1, W( K, K ), 1 )
- *
- DONE = .TRUE.
- *
- * Case(3)
- * Equivalent to testing for ROWMAX.EQ.COLMAX,
- * (used to handle NaN and Inf)
- *
- ELSE IF( ( P.EQ.JMAX ) .OR. ( ROWMAX.LE.COLMAX ) )
- $ THEN
- *
- * interchange rows and columns K+1 and IMAX,
- * use 2-by-2 pivot block
- *
- KP = IMAX
- KSTEP = 2
- DONE = .TRUE.
- *
- * Case(4)
- ELSE
- *
- * Pivot not found: set params and repeat
- *
- P = IMAX
- COLMAX = ROWMAX
- IMAX = JMAX
- *
- * Copy updated JMAXth (next IMAXth) column to Kth of W
- *
- CALL CCOPY( N-K+1, W( K, K+1 ), 1, W( K, K ), 1 )
- *
- END IF
- *
- *
- * End pivot search loop body
- *
- IF( .NOT.DONE ) GOTO 72
- *
- END IF
- *
- * END pivot search
- *
- * ============================================================
- *
- * KK is the column of A where pivoting step stopped
- *
- KK = K + KSTEP - 1
- *
- * Interchange rows and columns P and K (only for 2-by-2 pivot).
- * Updated column P is already stored in column K of W.
- *
- IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
- *
- * Copy non-updated column KK-1 to column P of submatrix A
- * at step K. No need to copy element into columns
- * K and K+1 of A for 2-by-2 pivot, since these columns
- * will be later overwritten.
- *
- A( P, P ) = REAL( A( K, K ) )
- CALL CCOPY( P-K-1, A( K+1, K ), 1, A( P, K+1 ), LDA )
- CALL CLACGV( P-K-1, A( P, K+1 ), LDA )
- IF( P.LT.N )
- $ CALL CCOPY( N-P, A( P+1, K ), 1, A( P+1, P ), 1 )
- *
- * Interchange rows K and P in first K-1 columns of A
- * (columns K and K+1 of A for 2-by-2 pivot will be
- * later overwritten). Interchange rows K and P
- * in first KK columns of W.
- *
- IF( K.GT.1 )
- $ CALL CSWAP( K-1, A( K, 1 ), LDA, A( P, 1 ), LDA )
- CALL CSWAP( KK, W( K, 1 ), LDW, W( P, 1 ), LDW )
- END IF
- *
- * Interchange rows and columns KP and KK.
- * Updated column KP is already stored in column KK of W.
- *
- IF( KP.NE.KK ) THEN
- *
- * Copy non-updated column KK to column KP of submatrix A
- * at step K. No need to copy element into column K
- * (or K and K+1 for 2-by-2 pivot) of A, since these columns
- * will be later overwritten.
- *
- A( KP, KP ) = REAL( A( KK, KK ) )
- CALL CCOPY( KP-KK-1, A( KK+1, KK ), 1, A( KP, KK+1 ),
- $ LDA )
- CALL CLACGV( KP-KK-1, A( KP, KK+1 ), LDA )
- IF( KP.LT.N )
- $ CALL CCOPY( N-KP, A( KP+1, KK ), 1, A( KP+1, KP ), 1 )
- *
- * Interchange rows KK and KP in first K-1 columns of A
- * (column K (or K and K+1 for 2-by-2 pivot) of A will be
- * later overwritten). Interchange rows KK and KP
- * in first KK columns of W.
- *
- IF( K.GT.1 )
- $ CALL CSWAP( K-1, A( KK, 1 ), LDA, A( KP, 1 ), LDA )
- CALL CSWAP( KK, W( KK, 1 ), LDW, W( KP, 1 ), LDW )
- END IF
- *
- IF( KSTEP.EQ.1 ) THEN
- *
- * 1-by-1 pivot block D(k): column k of W now holds
- *
- * W(k) = L(k)*D(k),
- *
- * where L(k) is the k-th column of L
- *
- * (1) Store subdiag. elements of column L(k)
- * and 1-by-1 block D(k) in column k of A.
- * (NOTE: Diagonal element L(k,k) is a UNIT element
- * and not stored)
- * A(k,k) := D(k,k) = W(k,k)
- * A(k+1:N,k) := L(k+1:N,k) = W(k+1:N,k)/D(k,k)
- *
- * (NOTE: No need to use for Hermitian matrix
- * A( K, K ) = REAL( W( K, K) ) to separately copy diagonal
- * element D(k,k) from W (potentially saves only one load))
- CALL CCOPY( N-K+1, W( K, K ), 1, A( K, K ), 1 )
- IF( K.LT.N ) THEN
- *
- * (NOTE: No need to check if A(k,k) is NOT ZERO,
- * since that was ensured earlier in pivot search:
- * case A(k,k) = 0 falls into 2x2 pivot case(3))
- *
- * Handle division by a small number
- *
- T = REAL( A( K, K ) )
- IF( ABS( T ).GE.SFMIN ) THEN
- R1 = ONE / T
- CALL CSSCAL( N-K, R1, A( K+1, K ), 1 )
- ELSE
- DO 74 II = K + 1, N
- A( II, K ) = A( II, K ) / T
- 74 CONTINUE
- END IF
- *
- * (2) Conjugate column W(k)
- *
- CALL CLACGV( N-K, W( K+1, K ), 1 )
- END IF
- *
- ELSE
- *
- * 2-by-2 pivot block D(k): columns k and k+1 of W now hold
- *
- * ( W(k) W(k+1) ) = ( L(k) L(k+1) )*D(k)
- *
- * where L(k) and L(k+1) are the k-th and (k+1)-th columns
- * of L
- *
- * (1) Store L(k+2:N,k) and L(k+2:N,k+1) and 2-by-2
- * block D(k:k+1,k:k+1) in columns k and k+1 of A.
- * NOTE: 2-by-2 diagonal block L(k:k+1,k:k+1) is a UNIT
- * block and not stored.
- * A(k:k+1,k:k+1) := D(k:k+1,k:k+1) = W(k:k+1,k:k+1)
- * A(k+2:N,k:k+1) := L(k+2:N,k:k+1) =
- * = W(k+2:N,k:k+1) * ( D(k:k+1,k:k+1)**(-1) )
- *
- IF( K.LT.N-1 ) THEN
- *
- * Factor out the columns of the inverse of 2-by-2 pivot
- * block D, so that each column contains 1, to reduce the
- * number of FLOPS when we multiply panel
- * ( W(kw-1) W(kw) ) by this inverse, i.e. by D**(-1).
- *
- * D**(-1) = ( d11 cj(d21) )**(-1) =
- * ( d21 d22 )
- *
- * = 1/(d11*d22-|d21|**2) * ( ( d22) (-cj(d21) ) ) =
- * ( (-d21) ( d11 ) )
- *
- * = 1/(|d21|**2) * 1/((d11/cj(d21))*(d22/d21)-1) *
- *
- * * ( d21*( d22/d21 ) conj(d21)*( - 1 ) ) =
- * ( ( -1 ) ( d11/conj(d21) ) )
- *
- * = 1/(|d21|**2) * 1/(D22*D11-1) *
- *
- * * ( d21*( D11 ) conj(d21)*( -1 ) ) =
- * ( ( -1 ) ( D22 ) )
- *
- * = (1/|d21|**2) * T * ( d21*( D11 ) conj(d21)*( -1 ) ) =
- * ( ( -1 ) ( D22 ) )
- *
- * = ( (T/conj(d21))*( D11 ) (T/d21)*( -1 ) ) =
- * ( ( -1 ) ( D22 ) )
- *
- * Handle division by a small number. (NOTE: order of
- * operations is important)
- *
- * = ( T*(( D11 )/conj(D21)) T*(( -1 )/D21 ) )
- * ( (( -1 ) ) (( D22 ) ) ),
- *
- * where D11 = d22/d21,
- * D22 = d11/conj(d21),
- * D21 = d21,
- * T = 1/(D22*D11-1).
- *
- * (NOTE: No need to check for division by ZERO,
- * since that was ensured earlier in pivot search:
- * (a) d21 != 0 in 2x2 pivot case(4),
- * since |d21| should be larger than |d11| and |d22|;
- * (b) (D22*D11 - 1) != 0, since from (a),
- * both |D11| < 1, |D22| < 1, hence |D22*D11| << 1.)
- *
- D21 = W( K+1, K )
- D11 = W( K+1, K+1 ) / D21
- D22 = W( K, K ) / CONJG( D21 )
- T = ONE / ( REAL( D11*D22 )-ONE )
- *
- * Update elements in columns A(k) and A(k+1) as
- * dot products of rows of ( W(k) W(k+1) ) and columns
- * of D**(-1)
- *
- DO 80 J = K + 2, N
- A( J, K ) = T*( ( D11*W( J, K )-W( J, K+1 ) ) /
- $ CONJG( D21 ) )
- A( J, K+1 ) = T*( ( D22*W( J, K+1 )-W( J, K ) ) /
- $ D21 )
- 80 CONTINUE
- END IF
- *
- * Copy D(k) to A
- *
- A( K, K ) = W( K, K )
- A( K+1, K ) = W( K+1, K )
- A( K+1, K+1 ) = W( K+1, K+1 )
- *
- * (2) Conjugate columns W(k) and W(k+1)
- *
- CALL CLACGV( N-K, W( K+1, K ), 1 )
- CALL CLACGV( N-K-1, W( K+2, K+1 ), 1 )
- *
- END IF
- *
- END IF
- *
- * Store details of the interchanges in IPIV
- *
- IF( KSTEP.EQ.1 ) THEN
- IPIV( K ) = KP
- ELSE
- IPIV( K ) = -P
- IPIV( K+1 ) = -KP
- END IF
- *
- * Increase K and return to the start of the main loop
- *
- K = K + KSTEP
- GO TO 70
- *
- 90 CONTINUE
- *
- * Update the lower triangle of A22 (= A(k:n,k:n)) as
- *
- * A22 := A22 - L21*D*L21**H = A22 - L21*W**H
- *
- * computing blocks of NB columns at a time (note that conjg(W) is
- * actually stored)
- *
- DO 110 J = K, N, NB
- JB = MIN( NB, N-J+1 )
- *
- * Update the lower triangle of the diagonal block
- *
- DO 100 JJ = J, J + JB - 1
- A( JJ, JJ ) = REAL( A( JJ, JJ ) )
- CALL CGEMV( 'No transpose', J+JB-JJ, K-1, -CONE,
- $ A( JJ, 1 ), LDA, W( JJ, 1 ), LDW, CONE,
- $ A( JJ, JJ ), 1 )
- A( JJ, JJ ) = REAL( A( JJ, JJ ) )
- 100 CONTINUE
- *
- * Update the rectangular subdiagonal block
- *
- IF( J+JB.LE.N )
- $ CALL CGEMM( 'No transpose', 'Transpose', N-J-JB+1, JB,
- $ K-1, -CONE, A( J+JB, 1 ), LDA, W( J, 1 ),
- $ LDW, CONE, A( J+JB, J ), LDA )
- 110 CONTINUE
- *
- * Put L21 in standard form by partially undoing the interchanges
- * of rows in columns 1:k-1 looping backwards from k-1 to 1
- *
- J = K - 1
- 120 CONTINUE
- *
- * Undo the interchanges (if any) of rows J and JP2
- * (or J and JP2, and J-1 and JP1) at each step J
- *
- KSTEP = 1
- JP1 = 1
- * (Here, J is a diagonal index)
- JJ = J
- JP2 = IPIV( J )
- IF( JP2.LT.0 ) THEN
- JP2 = -JP2
- * (Here, J is a diagonal index)
- J = J - 1
- JP1 = -IPIV( J )
- KSTEP = 2
- END IF
- * (NOTE: Here, J is used to determine row length. Length J
- * of the rows to swap back doesn't include diagonal element)
- J = J - 1
- IF( JP2.NE.JJ .AND. J.GE.1 )
- $ CALL CSWAP( J, A( JP2, 1 ), LDA, A( JJ, 1 ), LDA )
- JJ = JJ -1
- IF( KSTEP.EQ.2 .AND. JP1.NE.JJ .AND. J.GE.1 )
- $ CALL CSWAP( J, A( JP1, 1 ), LDA, A( JJ, 1 ), LDA )
- IF( J.GT.1 )
- $ GO TO 120
- *
- * Set KB to the number of columns factorized
- *
- KB = K - 1
- *
- END IF
- RETURN
- *
- * End of CLAHEF_ROOK
- *
- END
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