|
- *> \brief \b ZHETF2_ROOK computes the factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman ("rook") diagonal pivoting method (unblocked algorithm).
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download ZHETF2_ROOK + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhetf2_rook.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhetf2_rook.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhetf2_rook.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE ZHETF2_ROOK( UPLO, N, A, LDA, IPIV, INFO )
- *
- * .. Scalar Arguments ..
- * CHARACTER UPLO
- * INTEGER INFO, LDA, N
- * ..
- * .. Array Arguments ..
- * INTEGER IPIV( * )
- * COMPLEX*16 A( LDA, * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> ZHETF2_ROOK computes the factorization of a complex Hermitian matrix A
- *> using the bounded Bunch-Kaufman ("rook") diagonal pivoting method:
- *>
- *> A = U*D*U**H or A = L*D*L**H
- *>
- *> where U (or L) is a product of permutation and unit upper (lower)
- *> triangular matrices, U**H is the conjugate transpose of U, and D is
- *> Hermitian and block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
- *>
- *> This is the unblocked version of the algorithm, calling Level 2 BLAS.
- *> \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,out] A
- *> \verbatim
- *> A is COMPLEX*16 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, the block diagonal matrix D and the multipliers used
- *> to obtain the factor U or L (see below for further details).
- *> \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':
- *> 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':
- *> 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] INFO
- *> \verbatim
- *> INFO is INTEGER
- *> = 0: successful exit
- *> < 0: if INFO = -k, the k-th argument had an illegal value
- *> > 0: if INFO = k, D(k,k) is exactly zero. The factorization
- *> has been completed, but the block diagonal matrix D is
- *> exactly singular, and division by zero will occur if it
- *> is used to solve a system of equations.
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \date November 2013
- *
- *> \ingroup complex16HEcomputational
- *
- *> \par Further Details:
- * =====================
- *>
- *> \verbatim
- *>
- *> If UPLO = 'U', then A = U*D*U**H, where
- *> U = P(n)*U(n)* ... *P(k)U(k)* ...,
- *> i.e., U is a product of terms P(k)*U(k), where k decreases from n to
- *> 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
- *> and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
- *> defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
- *> that if the diagonal block D(k) is of order s (s = 1 or 2), then
- *>
- *> ( I v 0 ) k-s
- *> U(k) = ( 0 I 0 ) s
- *> ( 0 0 I ) n-k
- *> k-s s n-k
- *>
- *> If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
- *> If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
- *> and A(k,k), and v overwrites A(1:k-2,k-1:k).
- *>
- *> If UPLO = 'L', then A = L*D*L**H, where
- *> L = P(1)*L(1)* ... *P(k)*L(k)* ...,
- *> i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
- *> n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
- *> and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
- *> defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
- *> that if the diagonal block D(k) is of order s (s = 1 or 2), then
- *>
- *> ( I 0 0 ) k-1
- *> L(k) = ( 0 I 0 ) s
- *> ( 0 v I ) n-k-s+1
- *> k-1 s n-k-s+1
- *>
- *> If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
- *> If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
- *> and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
- *> \endverbatim
- *
- *> \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
- *>
- *> 01-01-96 - Based on modifications by
- *> J. Lewis, Boeing Computer Services Company
- *> A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
- *> \endverbatim
- *
- * =====================================================================
- SUBROUTINE ZHETF2_ROOK( UPLO, N, A, LDA, IPIV, 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, LDA, N
- * ..
- * .. Array Arguments ..
- INTEGER IPIV( * )
- COMPLEX*16 A( LDA, * )
- * ..
- *
- * ======================================================================
- *
- * .. Parameters ..
- DOUBLE PRECISION ZERO, ONE
- PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
- DOUBLE PRECISION EIGHT, SEVTEN
- PARAMETER ( EIGHT = 8.0D+0, SEVTEN = 17.0D+0 )
- * ..
- * .. Local Scalars ..
- LOGICAL DONE, UPPER
- INTEGER I, II, IMAX, ITEMP, J, JMAX, K, KK, KP, KSTEP,
- $ P
- DOUBLE PRECISION ABSAKK, ALPHA, COLMAX, D, D11, D22, R1, DTEMP,
- $ ROWMAX, TT, SFMIN
- COMPLEX*16 D12, D21, T, WK, WKM1, WKP1, Z
- * ..
- * .. External Functions ..
- *
- LOGICAL LSAME
- INTEGER IZAMAX
- DOUBLE PRECISION DLAMCH, DLAPY2
- EXTERNAL LSAME, IZAMAX, DLAMCH, DLAPY2
- * ..
- * .. External Subroutines ..
- EXTERNAL XERBLA, ZDSCAL, ZHER, ZSWAP
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC ABS, DBLE, DCMPLX, DCONJG, DIMAG, MAX, SQRT
- * ..
- * .. Statement Functions ..
- DOUBLE PRECISION CABS1
- * ..
- * .. Statement Function definitions ..
- CABS1( Z ) = ABS( DBLE( Z ) ) + ABS( DIMAG( Z ) )
- * ..
- * .. Executable Statements ..
- *
- * Test the input parameters.
- *
- INFO = 0
- UPPER = LSAME( UPLO, 'U' )
- IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
- INFO = -1
- ELSE IF( N.LT.0 ) THEN
- INFO = -2
- ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
- INFO = -4
- END IF
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'ZHETF2_ROOK', -INFO )
- RETURN
- END IF
- *
- * Initialize ALPHA for use in choosing pivot block size.
- *
- ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
- *
- * Compute machine safe minimum
- *
- SFMIN = DLAMCH( 'S' )
- *
- IF( UPPER ) THEN
- *
- * Factorize A as U*D*U**H using the upper triangle of A
- *
- * K is the main loop index, decreasing from N to 1 in steps of
- * 1 or 2
- *
- K = N
- 10 CONTINUE
- *
- * If K < 1, exit from loop
- *
- IF( K.LT.1 )
- $ GO TO 70
- KSTEP = 1
- P = K
- *
- * Determine rows and columns to be interchanged and whether
- * a 1-by-1 or 2-by-2 pivot block will be used
- *
- ABSAKK = ABS( DBLE( A( 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.GT.1 ) THEN
- IMAX = IZAMAX( K-1, A( 1, K ), 1 )
- COLMAX = CABS1( A( 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 ) = DBLE( A( K, K ) )
- 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
- *
- 12 CONTINUE
- *
- * BEGIN pivot search loop body
- *
- *
- * 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 + IZAMAX( K-IMAX, A( IMAX, IMAX+1 ),
- $ LDA )
- ROWMAX = CABS1( A( IMAX, JMAX ) )
- ELSE
- ROWMAX = ZERO
- END IF
- *
- IF( IMAX.GT.1 ) THEN
- ITEMP = IZAMAX( IMAX-1, A( 1, IMAX ), 1 )
- DTEMP = CABS1( A( ITEMP, IMAX ) )
- IF( DTEMP.GT.ROWMAX ) THEN
- ROWMAX = DTEMP
- 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( DBLE( A( IMAX, IMAX ) ) )
- $ .LT.ALPHA*ROWMAX ) ) THEN
- *
- * interchange rows and columns K and IMAX,
- * use 1-by-1 pivot block
- *
- KP = IMAX
- 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
- 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
- *
- * For only a 2x2 pivot, interchange rows and columns K and P
- * in the leading submatrix A(1:k,1:k)
- *
- IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
- * (1) Swap columnar parts
- IF( P.GT.1 )
- $ CALL ZSWAP( P-1, A( 1, K ), 1, A( 1, P ), 1 )
- * (2) Swap and conjugate middle parts
- DO 14 J = P + 1, K - 1
- T = DCONJG( A( J, K ) )
- A( J, K ) = DCONJG( A( P, J ) )
- A( P, J ) = T
- 14 CONTINUE
- * (3) Swap and conjugate corner elements at row-col interserction
- A( P, K ) = DCONJG( A( P, K ) )
- * (4) Swap diagonal elements at row-col intersection
- R1 = DBLE( A( K, K ) )
- A( K, K ) = DBLE( A( P, P ) )
- A( P, P ) = R1
- END IF
- *
- * For both 1x1 and 2x2 pivots, interchange rows and
- * columns KK and KP in the leading submatrix A(1:k,1:k)
- *
- IF( KP.NE.KK ) THEN
- * (1) Swap columnar parts
- IF( KP.GT.1 )
- $ CALL ZSWAP( KP-1, A( 1, KK ), 1, A( 1, KP ), 1 )
- * (2) Swap and conjugate middle parts
- DO 15 J = KP + 1, KK - 1
- T = DCONJG( A( J, KK ) )
- A( J, KK ) = DCONJG( A( KP, J ) )
- A( KP, J ) = T
- 15 CONTINUE
- * (3) Swap and conjugate corner elements at row-col interserction
- A( KP, KK ) = DCONJG( A( KP, KK ) )
- * (4) Swap diagonal elements at row-col intersection
- R1 = DBLE( A( KK, KK ) )
- A( KK, KK ) = DBLE( A( KP, KP ) )
- A( KP, KP ) = R1
- *
- IF( KSTEP.EQ.2 ) THEN
- * (*) Make sure that diagonal element of pivot is real
- A( K, K ) = DBLE( A( K, K ) )
- * (5) Swap row elements
- T = A( K-1, K )
- A( K-1, K ) = A( KP, K )
- A( KP, K ) = T
- END IF
- ELSE
- * (*) Make sure that diagonal element of pivot is real
- A( K, K ) = DBLE( A( K, K ) )
- IF( KSTEP.EQ.2 )
- $ A( K-1, K-1 ) = DBLE( A( K-1, K-1 ) )
- END IF
- *
- * Update the leading submatrix
- *
- IF( KSTEP.EQ.1 ) THEN
- *
- * 1-by-1 pivot block D(k): column k now holds
- *
- * W(k) = U(k)*D(k)
- *
- * where U(k) is the k-th column of U
- *
- IF( K.GT.1 ) THEN
- *
- * Perform a rank-1 update of A(1:k-1,1:k-1) and
- * store U(k) in column k
- *
- IF( ABS( DBLE( A( K, K ) ) ).GE.SFMIN ) THEN
- *
- * Perform a rank-1 update of A(1:k-1,1:k-1) as
- * A := A - U(k)*D(k)*U(k)**T
- * = A - W(k)*1/D(k)*W(k)**T
- *
- D11 = ONE / DBLE( A( K, K ) )
- CALL ZHER( UPLO, K-1, -D11, A( 1, K ), 1, A, LDA )
- *
- * Store U(k) in column k
- *
- CALL ZDSCAL( K-1, D11, A( 1, K ), 1 )
- ELSE
- *
- * Store L(k) in column K
- *
- D11 = DBLE( A( K, K ) )
- DO 16 II = 1, K - 1
- A( II, K ) = A( II, K ) / D11
- 16 CONTINUE
- *
- * Perform a rank-1 update of A(k+1:n,k+1:n) as
- * A := A - U(k)*D(k)*U(k)**T
- * = A - W(k)*(1/D(k))*W(k)**T
- * = A - (W(k)/D(k))*(D(k))*(W(k)/D(K))**T
- *
- CALL ZHER( UPLO, K-1, -D11, A( 1, K ), 1, A, LDA )
- END IF
- END IF
- *
- ELSE
- *
- * 2-by-2 pivot block D(k): columns k and k-1 now hold
- *
- * ( W(k-1) W(k) ) = ( 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
- *
- * Perform a rank-2 update of A(1:k-2,1:k-2) as
- *
- * A := A - ( U(k-1) U(k) )*D(k)*( U(k-1) U(k) )**T
- * = A - ( ( A(k-1)A(k) )*inv(D(k)) ) * ( A(k-1)A(k) )**T
- *
- * and store L(k) and L(k+1) in columns k and k+1
- *
- IF( K.GT.2 ) THEN
- * D = |A12|
- D = DLAPY2( DBLE( A( K-1, K ) ),
- $ DIMAG( A( K-1, K ) ) )
- D11 = A( K, K ) / D
- D22 = A( K-1, K-1 ) / D
- D12 = A( K-1, K ) / D
- TT = ONE / ( D11*D22-ONE )
- *
- DO 30 J = K - 2, 1, -1
- *
- * Compute D21 * ( W(k)W(k+1) ) * inv(D(k)) for row J
- *
- WKM1 = TT*( D11*A( J, K-1 )-DCONJG( D12 )*
- $ A( J, K ) )
- WK = TT*( D22*A( J, K )-D12*A( J, K-1 ) )
- *
- * Perform a rank-2 update of A(1:k-2,1:k-2)
- *
- DO 20 I = J, 1, -1
- A( I, J ) = A( I, J ) -
- $ ( A( I, K ) / D )*DCONJG( WK ) -
- $ ( A( I, K-1 ) / D )*DCONJG( WKM1 )
- 20 CONTINUE
- *
- * Store U(k) and U(k-1) in cols k and k-1 for row J
- *
- A( J, K ) = WK / D
- A( J, K-1 ) = WKM1 / D
- * (*) Make sure that diagonal element of pivot is real
- A( J, J ) = DCMPLX( DBLE( A( J, J ) ), ZERO )
- *
- 30 CONTINUE
- *
- END IF
- *
- 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
- *
- ELSE
- *
- * Factorize A as L*D*L**H using the lower triangle of A
- *
- * K is the main loop index, increasing from 1 to N in steps of
- * 1 or 2
- *
- K = 1
- 40 CONTINUE
- *
- * If K > N, exit from loop
- *
- IF( K.GT.N )
- $ GO TO 70
- KSTEP = 1
- P = K
- *
- * Determine rows and columns to be interchanged and whether
- * a 1-by-1 or 2-by-2 pivot block will be used
- *
- ABSAKK = ABS( DBLE( A( 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 + IZAMAX( N-K, A( K+1, K ), 1 )
- COLMAX = CABS1( A( 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 ) = DBLE( A( K, K ) )
- 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
- *
- 42 CONTINUE
- *
- * BEGIN pivot search loop body
- *
- *
- * 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 + IZAMAX( IMAX-K, A( IMAX, K ), LDA )
- ROWMAX = CABS1( A( IMAX, JMAX ) )
- ELSE
- ROWMAX = ZERO
- END IF
- *
- IF( IMAX.LT.N ) THEN
- ITEMP = IMAX + IZAMAX( N-IMAX, A( IMAX+1, IMAX ),
- $ 1 )
- DTEMP = CABS1( A( ITEMP, IMAX ) )
- IF( DTEMP.GT.ROWMAX ) THEN
- ROWMAX = DTEMP
- 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( DBLE( A( IMAX, IMAX ) ) )
- $ .LT.ALPHA*ROWMAX ) ) THEN
- *
- * interchange rows and columns K and IMAX,
- * use 1-by-1 pivot block
- *
- KP = IMAX
- 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
- END IF
- *
- *
- * END pivot search loop body
- *
- IF( .NOT.DONE ) GOTO 42
- *
- END IF
- *
- * END pivot search
- *
- * ============================================================
- *
- * KK is the column of A where pivoting step stopped
- *
- KK = K + KSTEP - 1
- *
- * For only a 2x2 pivot, interchange rows and columns K and P
- * in the trailing submatrix A(k:n,k:n)
- *
- IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
- * (1) Swap columnar parts
- IF( P.LT.N )
- $ CALL ZSWAP( N-P, A( P+1, K ), 1, A( P+1, P ), 1 )
- * (2) Swap and conjugate middle parts
- DO 44 J = K + 1, P - 1
- T = DCONJG( A( J, K ) )
- A( J, K ) = DCONJG( A( P, J ) )
- A( P, J ) = T
- 44 CONTINUE
- * (3) Swap and conjugate corner elements at row-col interserction
- A( P, K ) = DCONJG( A( P, K ) )
- * (4) Swap diagonal elements at row-col intersection
- R1 = DBLE( A( K, K ) )
- A( K, K ) = DBLE( A( P, P ) )
- A( P, P ) = R1
- END IF
- *
- * For both 1x1 and 2x2 pivots, interchange rows and
- * columns KK and KP in the trailing submatrix A(k:n,k:n)
- *
- IF( KP.NE.KK ) THEN
- * (1) Swap columnar parts
- IF( KP.LT.N )
- $ CALL ZSWAP( N-KP, A( KP+1, KK ), 1, A( KP+1, KP ), 1 )
- * (2) Swap and conjugate middle parts
- DO 45 J = KK + 1, KP - 1
- T = DCONJG( A( J, KK ) )
- A( J, KK ) = DCONJG( A( KP, J ) )
- A( KP, J ) = T
- 45 CONTINUE
- * (3) Swap and conjugate corner elements at row-col interserction
- A( KP, KK ) = DCONJG( A( KP, KK ) )
- * (4) Swap diagonal elements at row-col intersection
- R1 = DBLE( A( KK, KK ) )
- A( KK, KK ) = DBLE( A( KP, KP ) )
- A( KP, KP ) = R1
- *
- IF( KSTEP.EQ.2 ) THEN
- * (*) Make sure that diagonal element of pivot is real
- A( K, K ) = DBLE( A( K, K ) )
- * (5) Swap row elements
- T = A( K+1, K )
- A( K+1, K ) = A( KP, K )
- A( KP, K ) = T
- END IF
- ELSE
- * (*) Make sure that diagonal element of pivot is real
- A( K, K ) = DBLE( A( K, K ) )
- IF( KSTEP.EQ.2 )
- $ A( K+1, K+1 ) = DBLE( A( K+1, K+1 ) )
- END IF
- *
- * Update the trailing submatrix
- *
- IF( KSTEP.EQ.1 ) THEN
- *
- * 1-by-1 pivot block D(k): column k of A now holds
- *
- * W(k) = L(k)*D(k),
- *
- * where L(k) is the k-th column of L
- *
- IF( K.LT.N ) THEN
- *
- * Perform a rank-1 update of A(k+1:n,k+1:n) and
- * store L(k) in column k
- *
- * Handle division by a small number
- *
- IF( ABS( DBLE( A( K, K ) ) ).GE.SFMIN ) THEN
- *
- * Perform a rank-1 update of A(k+1:n,k+1:n) as
- * A := A - L(k)*D(k)*L(k)**T
- * = A - W(k)*(1/D(k))*W(k)**T
- *
- D11 = ONE / DBLE( A( K, K ) )
- CALL ZHER( UPLO, N-K, -D11, A( K+1, K ), 1,
- $ A( K+1, K+1 ), LDA )
- *
- * Store L(k) in column k
- *
- CALL ZDSCAL( N-K, D11, A( K+1, K ), 1 )
- ELSE
- *
- * Store L(k) in column k
- *
- D11 = DBLE( A( K, K ) )
- DO 46 II = K + 1, N
- A( II, K ) = A( II, K ) / D11
- 46 CONTINUE
- *
- * Perform a rank-1 update of A(k+1:n,k+1:n) as
- * A := A - L(k)*D(k)*L(k)**T
- * = A - W(k)*(1/D(k))*W(k)**T
- * = A - (W(k)/D(k))*(D(k))*(W(k)/D(K))**T
- *
- CALL ZHER( UPLO, N-K, -D11, A( K+1, K ), 1,
- $ A( K+1, K+1 ), LDA )
- END IF
- END IF
- *
- ELSE
- *
- * 2-by-2 pivot block D(k): columns k and k+1 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
- *
- *
- * Perform a rank-2 update of A(k+2:n,k+2:n) as
- *
- * A := A - ( L(k) L(k+1) ) * D(k) * ( L(k) L(k+1) )**T
- * = A - ( ( A(k)A(k+1) )*inv(D(k) ) * ( A(k)A(k+1) )**T
- *
- * and store L(k) and L(k+1) in columns k and k+1
- *
- IF( K.LT.N-1 ) THEN
- * D = |A21|
- D = DLAPY2( DBLE( A( K+1, K ) ),
- $ DIMAG( A( K+1, K ) ) )
- D11 = DBLE( A( K+1, K+1 ) ) / D
- D22 = DBLE( A( K, K ) ) / D
- D21 = A( K+1, K ) / D
- TT = ONE / ( D11*D22-ONE )
- *
- DO 60 J = K + 2, N
- *
- * Compute D21 * ( W(k)W(k+1) ) * inv(D(k)) for row J
- *
- WK = TT*( D11*A( J, K )-D21*A( J, K+1 ) )
- WKP1 = TT*( D22*A( J, K+1 )-DCONJG( D21 )*
- $ A( J, K ) )
- *
- * Perform a rank-2 update of A(k+2:n,k+2:n)
- *
- DO 50 I = J, N
- A( I, J ) = A( I, J ) -
- $ ( A( I, K ) / D )*DCONJG( WK ) -
- $ ( A( I, K+1 ) / D )*DCONJG( WKP1 )
- 50 CONTINUE
- *
- * Store L(k) and L(k+1) in cols k and k+1 for row J
- *
- A( J, K ) = WK / D
- A( J, K+1 ) = WKP1 / D
- * (*) Make sure that diagonal element of pivot is real
- A( J, J ) = DCMPLX( DBLE( A( J, J ) ), ZERO )
- *
- 60 CONTINUE
- *
- END IF
- *
- 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 40
- *
- END IF
- *
- 70 CONTINUE
- *
- RETURN
- *
- * End of ZHETF2_ROOK
- *
- END
|