--- rpl/lapack/lapack/zhetf2.f 2010/01/26 15:22:46 1.1 +++ rpl/lapack/lapack/zhetf2.f 2023/08/07 08:39:24 1.19 @@ -1,9 +1,197 @@ +*> \brief \b ZHETF2 computes the factorization of a complex Hermitian matrix, using the diagonal pivoting method (unblocked algorithm, calling Level 2 BLAS). +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download ZHETF2 + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE ZHETF2( 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 computes the factorization of a complex Hermitian matrix A +*> using the Bunch-Kaufman 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) = IPIV(k-1) < 0, then rows and columns +*> k-1 and -IPIV(k) were interchanged and 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) = IPIV(k+1) < 0, then rows and columns +*> k+1 and -IPIV(k) were interchanged and 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. +* +*> \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 +*> 09-29-06 - patch from +*> Bobby Cheng, MathWorks +*> +*> Replace l.210 and l.393 +*> IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN +*> by +*> IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN +*> +*> 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( UPLO, N, A, LDA, IPIV, INFO ) * -* -- LAPACK routine (version 3.2) -- +* -- LAPACK computational routine -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- -* November 2006 * * .. Scalar Arguments .. CHARACTER UPLO @@ -14,114 +202,6 @@ COMPLEX*16 A( LDA, * ) * .. * -* Purpose -* ======= -* -* ZHETF2 computes the factorization of a complex Hermitian matrix A -* using the Bunch-Kaufman diagonal pivoting method: -* -* A = U*D*U' or A = L*D*L' -* -* where U (or L) is a product of permutation and unit upper (lower) -* triangular matrices, U' 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. -* -* Arguments -* ========= -* -* UPLO (input) CHARACTER*1 -* Specifies whether the upper or lower triangular part of the -* Hermitian matrix A is stored: -* = 'U': Upper triangular -* = 'L': Lower triangular -* -* N (input) INTEGER -* The order of the matrix A. N >= 0. -* -* A (input/output) 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). -* -* LDA (input) INTEGER -* The leading dimension of the array A. LDA >= max(1,N). -* -* IPIV (output) INTEGER array, dimension (N) -* Details of the interchanges and the block structure of D. -* 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 UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and -* columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) -* is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) = -* IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were -* interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. -* -* INFO (output) 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. -* -* Further Details -* =============== -* -* 09-29-06 - patch from -* Bobby Cheng, MathWorks -* -* Replace l.210 and l.393 -* IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN -* by -* IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN -* -* 01-01-96 - Based on modifications by -* J. Lewis, Boeing Computer Services Company -* A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA -* -* If UPLO = 'U', then A = U*D*U', 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', 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). -* * ===================================================================== * * .. Parameters .. @@ -179,7 +259,7 @@ * IF( UPPER ) THEN * -* Factorize A as U*D*U' using the upper triangle of A +* 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 @@ -199,7 +279,8 @@ 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 +* 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 ) @@ -210,13 +291,19 @@ * IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN * -* Column K is zero or contains a NaN: set INFO and continue +* Column K is zero or underflow, or contains a NaN: +* set INFO and continue * IF( INFO.EQ.0 ) $ INFO = K KP = K A( K, K ) = DBLE( A( K, K ) ) ELSE +* +* ============================================================ +* +* Test for interchange +* IF( ABSAKK.GE.ALPHA*COLMAX ) THEN * * no interchange, use 1-by-1 pivot block @@ -225,7 +312,8 @@ ELSE * * JMAX is the column-index of the largest off-diagonal -* element in row IMAX, and ROWMAX is its absolute value +* element in row IMAX, and ROWMAX is its absolute value. +* Determine only ROWMAX. * JMAX = IMAX + IZAMAX( K-IMAX, A( IMAX, IMAX+1 ), LDA ) ROWMAX = CABS1( A( IMAX, JMAX ) ) @@ -239,6 +327,7 @@ * no interchange, use 1-by-1 pivot block * KP = K +* ELSE IF( ABS( DBLE( A( IMAX, IMAX ) ) ).GE.ALPHA*ROWMAX ) $ THEN * @@ -254,8 +343,11 @@ KP = IMAX KSTEP = 2 END IF +* END IF * +* ============================================================ +* KK = K - KSTEP + 1 IF( KP.NE.KK ) THEN * @@ -296,7 +388,7 @@ * * Perform a rank-1 update of A(1:k-1,1:k-1) as * -* A := A - U(k)*D(k)*U(k)' = A - W(k)*1/D(k)*W(k)' +* A := A - U(k)*D(k)*U(k)**H = A - W(k)*1/D(k)*W(k)**H * R1 = ONE / DBLE( A( K, K ) ) CALL ZHER( UPLO, K-1, -R1, A( 1, K ), 1, A, LDA ) @@ -315,8 +407,8 @@ * * 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) )' -* = A - ( W(k-1) W(k) )*inv(D(k))*( W(k-1) W(k) )' +* A := A - ( U(k-1) U(k) )*D(k)*( U(k-1) U(k) )**H +* = A - ( W(k-1) W(k) )*inv(D(k))*( W(k-1) W(k) )**H * IF( K.GT.2 ) THEN * @@ -362,7 +454,7 @@ * ELSE * -* Factorize A as L*D*L' using the lower triangle of A +* 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 @@ -382,7 +474,8 @@ 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 +* 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 ) @@ -393,13 +486,19 @@ * IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN * -* Column K is zero or contains a NaN: set INFO and continue +* Column K is zero or underflow, or contains a NaN: +* set INFO and continue * IF( INFO.EQ.0 ) $ INFO = K KP = K A( K, K ) = DBLE( A( K, K ) ) ELSE +* +* ============================================================ +* +* Test for interchange +* IF( ABSAKK.GE.ALPHA*COLMAX ) THEN * * no interchange, use 1-by-1 pivot block @@ -408,7 +507,8 @@ ELSE * * JMAX is the column-index of the largest off-diagonal -* element in row IMAX, and ROWMAX is its absolute value +* element in row IMAX, and ROWMAX is its absolute value. +* Determine only ROWMAX. * JMAX = K - 1 + IZAMAX( IMAX-K, A( IMAX, K ), LDA ) ROWMAX = CABS1( A( IMAX, JMAX ) ) @@ -422,6 +522,7 @@ * no interchange, use 1-by-1 pivot block * KP = K +* ELSE IF( ABS( DBLE( A( IMAX, IMAX ) ) ).GE.ALPHA*ROWMAX ) $ THEN * @@ -437,8 +538,11 @@ KP = IMAX KSTEP = 2 END IF +* END IF * +* ============================================================ +* KK = K + KSTEP - 1 IF( KP.NE.KK ) THEN * @@ -482,7 +586,7 @@ * * Perform a rank-1 update of A(k+1:n,k+1:n) as * -* A := A - L(k)*D(k)*L(k)' = A - W(k)*(1/D(k))*W(k)' +* A := A - L(k)*D(k)*L(k)**H = A - W(k)*(1/D(k))*W(k)**H * R1 = ONE / DBLE( A( K, K ) ) CALL ZHER( UPLO, N-K, -R1, A( K+1, K ), 1, @@ -500,8 +604,8 @@ * * 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) )' -* = A - ( W(k) W(k+1) )*inv(D(k))*( W(k) W(k+1) )' +* A := A - ( L(k) L(k+1) )*D(k)*( L(k) L(k+1) )**H +* = A - ( W(k) W(k+1) )*inv(D(k))*( W(k) W(k+1) )**H * * where L(k) and L(k+1) are the k-th and (k+1)-th * columns of L