Annotation of rpl/lapack/lapack/zhetf2.f, revision 1.12

1.12    ! bertrand    1: *> \brief \b ZHETF2 computes the factorization of a complex Hermitian matrix, using the diagonal pivoting method (unblocked algorithm).
1.9       bertrand    2: *
                      3: *  =========== DOCUMENTATION ===========
                      4: *
                      5: * Online html documentation available at 
                      6: *            http://www.netlib.org/lapack/explore-html/ 
                      7: *
                      8: *> \htmlonly
                      9: *> Download ZHETF2 + dependencies 
                     10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhetf2.f"> 
                     11: *> [TGZ]</a> 
                     12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhetf2.f"> 
                     13: *> [ZIP]</a> 
                     14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhetf2.f"> 
                     15: *> [TXT]</a>
                     16: *> \endhtmlonly 
                     17: *
                     18: *  Definition:
                     19: *  ===========
                     20: *
                     21: *       SUBROUTINE ZHETF2( UPLO, N, A, LDA, IPIV, INFO )
                     22: * 
                     23: *       .. Scalar Arguments ..
                     24: *       CHARACTER          UPLO
                     25: *       INTEGER            INFO, LDA, N
                     26: *       ..
                     27: *       .. Array Arguments ..
                     28: *       INTEGER            IPIV( * )
                     29: *       COMPLEX*16         A( LDA, * )
                     30: *       ..
                     31: *  
                     32: *
                     33: *> \par Purpose:
                     34: *  =============
                     35: *>
                     36: *> \verbatim
                     37: *>
                     38: *> ZHETF2 computes the factorization of a complex Hermitian matrix A
                     39: *> using the Bunch-Kaufman diagonal pivoting method:
                     40: *>
                     41: *>    A = U*D*U**H  or  A = L*D*L**H
                     42: *>
                     43: *> where U (or L) is a product of permutation and unit upper (lower)
                     44: *> triangular matrices, U**H is the conjugate transpose of U, and D is
                     45: *> Hermitian and block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
                     46: *>
                     47: *> This is the unblocked version of the algorithm, calling Level 2 BLAS.
                     48: *> \endverbatim
                     49: *
                     50: *  Arguments:
                     51: *  ==========
                     52: *
                     53: *> \param[in] UPLO
                     54: *> \verbatim
                     55: *>          UPLO is CHARACTER*1
                     56: *>          Specifies whether the upper or lower triangular part of the
                     57: *>          Hermitian matrix A is stored:
                     58: *>          = 'U':  Upper triangular
                     59: *>          = 'L':  Lower triangular
                     60: *> \endverbatim
                     61: *>
                     62: *> \param[in] N
                     63: *> \verbatim
                     64: *>          N is INTEGER
                     65: *>          The order of the matrix A.  N >= 0.
                     66: *> \endverbatim
                     67: *>
                     68: *> \param[in,out] A
                     69: *> \verbatim
                     70: *>          A is COMPLEX*16 array, dimension (LDA,N)
                     71: *>          On entry, the Hermitian matrix A.  If UPLO = 'U', the leading
                     72: *>          n-by-n upper triangular part of A contains the upper
                     73: *>          triangular part of the matrix A, and the strictly lower
                     74: *>          triangular part of A is not referenced.  If UPLO = 'L', the
                     75: *>          leading n-by-n lower triangular part of A contains the lower
                     76: *>          triangular part of the matrix A, and the strictly upper
                     77: *>          triangular part of A is not referenced.
                     78: *>
                     79: *>          On exit, the block diagonal matrix D and the multipliers used
                     80: *>          to obtain the factor U or L (see below for further details).
                     81: *> \endverbatim
                     82: *>
                     83: *> \param[in] LDA
                     84: *> \verbatim
                     85: *>          LDA is INTEGER
                     86: *>          The leading dimension of the array A.  LDA >= max(1,N).
                     87: *> \endverbatim
                     88: *>
                     89: *> \param[out] IPIV
                     90: *> \verbatim
                     91: *>          IPIV is INTEGER array, dimension (N)
                     92: *>          Details of the interchanges and the block structure of D.
                     93: *>          If IPIV(k) > 0, then rows and columns k and IPIV(k) were
                     94: *>          interchanged and D(k,k) is a 1-by-1 diagonal block.
                     95: *>          If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
                     96: *>          columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
                     97: *>          is a 2-by-2 diagonal block.  If UPLO = 'L' and IPIV(k) =
                     98: *>          IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
                     99: *>          interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
                    100: *> \endverbatim
                    101: *>
                    102: *> \param[out] INFO
                    103: *> \verbatim
                    104: *>          INFO is INTEGER
                    105: *>          = 0: successful exit
                    106: *>          < 0: if INFO = -k, the k-th argument had an illegal value
                    107: *>          > 0: if INFO = k, D(k,k) is exactly zero.  The factorization
                    108: *>               has been completed, but the block diagonal matrix D is
                    109: *>               exactly singular, and division by zero will occur if it
                    110: *>               is used to solve a system of equations.
                    111: *> \endverbatim
                    112: *
                    113: *  Authors:
                    114: *  ========
                    115: *
                    116: *> \author Univ. of Tennessee 
                    117: *> \author Univ. of California Berkeley 
                    118: *> \author Univ. of Colorado Denver 
                    119: *> \author NAG Ltd. 
                    120: *
1.12    ! bertrand  121: *> \date September 2012
1.9       bertrand  122: *
                    123: *> \ingroup complex16HEcomputational
                    124: *
                    125: *> \par Further Details:
                    126: *  =====================
                    127: *>
                    128: *> \verbatim
                    129: *>
                    130: *>  If UPLO = 'U', then A = U*D*U**H, where
                    131: *>     U = P(n)*U(n)* ... *P(k)U(k)* ...,
                    132: *>  i.e., U is a product of terms P(k)*U(k), where k decreases from n to
                    133: *>  1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
                    134: *>  and 2-by-2 diagonal blocks D(k).  P(k) is a permutation matrix as
                    135: *>  defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
                    136: *>  that if the diagonal block D(k) is of order s (s = 1 or 2), then
                    137: *>
                    138: *>             (   I    v    0   )   k-s
                    139: *>     U(k) =  (   0    I    0   )   s
                    140: *>             (   0    0    I   )   n-k
                    141: *>                k-s   s   n-k
                    142: *>
                    143: *>  If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
                    144: *>  If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
                    145: *>  and A(k,k), and v overwrites A(1:k-2,k-1:k).
                    146: *>
                    147: *>  If UPLO = 'L', then A = L*D*L**H, where
                    148: *>     L = P(1)*L(1)* ... *P(k)*L(k)* ...,
                    149: *>  i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
                    150: *>  n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
                    151: *>  and 2-by-2 diagonal blocks D(k).  P(k) is a permutation matrix as
                    152: *>  defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
                    153: *>  that if the diagonal block D(k) is of order s (s = 1 or 2), then
                    154: *>
                    155: *>             (   I    0     0   )  k-1
                    156: *>     L(k) =  (   0    I     0   )  s
                    157: *>             (   0    v     I   )  n-k-s+1
                    158: *>                k-1   s  n-k-s+1
                    159: *>
                    160: *>  If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
                    161: *>  If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
                    162: *>  and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
                    163: *> \endverbatim
                    164: *
                    165: *> \par Contributors:
                    166: *  ==================
                    167: *>
                    168: *> \verbatim
                    169: *>  09-29-06 - patch from
                    170: *>    Bobby Cheng, MathWorks
                    171: *>
                    172: *>    Replace l.210 and l.393
                    173: *>         IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
                    174: *>    by
                    175: *>         IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN
                    176: *>
                    177: *>  01-01-96 - Based on modifications by
                    178: *>    J. Lewis, Boeing Computer Services Company
                    179: *>    A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
                    180: *> \endverbatim
                    181: *
                    182: *  =====================================================================
1.1       bertrand  183:       SUBROUTINE ZHETF2( UPLO, N, A, LDA, IPIV, INFO )
                    184: *
1.12    ! bertrand  185: *  -- LAPACK computational routine (version 3.4.2) --
1.1       bertrand  186: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
                    187: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.12    ! bertrand  188: *     September 2012
1.1       bertrand  189: *
                    190: *     .. Scalar Arguments ..
                    191:       CHARACTER          UPLO
                    192:       INTEGER            INFO, LDA, N
                    193: *     ..
                    194: *     .. Array Arguments ..
                    195:       INTEGER            IPIV( * )
                    196:       COMPLEX*16         A( LDA, * )
                    197: *     ..
                    198: *
                    199: *  =====================================================================
                    200: *
                    201: *     .. Parameters ..
                    202:       DOUBLE PRECISION   ZERO, ONE
                    203:       PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
                    204:       DOUBLE PRECISION   EIGHT, SEVTEN
                    205:       PARAMETER          ( EIGHT = 8.0D+0, SEVTEN = 17.0D+0 )
                    206: *     ..
                    207: *     .. Local Scalars ..
                    208:       LOGICAL            UPPER
                    209:       INTEGER            I, IMAX, J, JMAX, K, KK, KP, KSTEP
                    210:       DOUBLE PRECISION   ABSAKK, ALPHA, COLMAX, D, D11, D22, R1, ROWMAX,
                    211:      $                   TT
                    212:       COMPLEX*16         D12, D21, T, WK, WKM1, WKP1, ZDUM
                    213: *     ..
                    214: *     .. External Functions ..
                    215:       LOGICAL            LSAME, DISNAN
                    216:       INTEGER            IZAMAX
                    217:       DOUBLE PRECISION   DLAPY2
                    218:       EXTERNAL           LSAME, IZAMAX, DLAPY2, DISNAN
                    219: *     ..
                    220: *     .. External Subroutines ..
                    221:       EXTERNAL           XERBLA, ZDSCAL, ZHER, ZSWAP
                    222: *     ..
                    223: *     .. Intrinsic Functions ..
                    224:       INTRINSIC          ABS, DBLE, DCMPLX, DCONJG, DIMAG, MAX, SQRT
                    225: *     ..
                    226: *     .. Statement Functions ..
                    227:       DOUBLE PRECISION   CABS1
                    228: *     ..
                    229: *     .. Statement Function definitions ..
                    230:       CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
                    231: *     ..
                    232: *     .. Executable Statements ..
                    233: *
                    234: *     Test the input parameters.
                    235: *
                    236:       INFO = 0
                    237:       UPPER = LSAME( UPLO, 'U' )
                    238:       IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
                    239:          INFO = -1
                    240:       ELSE IF( N.LT.0 ) THEN
                    241:          INFO = -2
                    242:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
                    243:          INFO = -4
                    244:       END IF
                    245:       IF( INFO.NE.0 ) THEN
                    246:          CALL XERBLA( 'ZHETF2', -INFO )
                    247:          RETURN
                    248:       END IF
                    249: *
                    250: *     Initialize ALPHA for use in choosing pivot block size.
                    251: *
                    252:       ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
                    253: *
                    254:       IF( UPPER ) THEN
                    255: *
1.8       bertrand  256: *        Factorize A as U*D*U**H using the upper triangle of A
1.1       bertrand  257: *
                    258: *        K is the main loop index, decreasing from N to 1 in steps of
                    259: *        1 or 2
                    260: *
                    261:          K = N
                    262:    10    CONTINUE
                    263: *
                    264: *        If K < 1, exit from loop
                    265: *
                    266:          IF( K.LT.1 )
                    267:      $      GO TO 90
                    268:          KSTEP = 1
                    269: *
                    270: *        Determine rows and columns to be interchanged and whether
                    271: *        a 1-by-1 or 2-by-2 pivot block will be used
                    272: *
                    273:          ABSAKK = ABS( DBLE( A( K, K ) ) )
                    274: *
                    275: *        IMAX is the row-index of the largest off-diagonal element in
                    276: *        column K, and COLMAX is its absolute value
                    277: *
                    278:          IF( K.GT.1 ) THEN
                    279:             IMAX = IZAMAX( K-1, A( 1, K ), 1 )
                    280:             COLMAX = CABS1( A( IMAX, K ) )
                    281:          ELSE
                    282:             COLMAX = ZERO
                    283:          END IF
                    284: *
                    285:          IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN
                    286: *
                    287: *           Column K is zero or contains a NaN: set INFO and continue
                    288: *
                    289:             IF( INFO.EQ.0 )
                    290:      $         INFO = K
                    291:             KP = K
                    292:             A( K, K ) = DBLE( A( K, K ) )
                    293:          ELSE
                    294:             IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
                    295: *
                    296: *              no interchange, use 1-by-1 pivot block
                    297: *
                    298:                KP = K
                    299:             ELSE
                    300: *
                    301: *              JMAX is the column-index of the largest off-diagonal
                    302: *              element in row IMAX, and ROWMAX is its absolute value
                    303: *
                    304:                JMAX = IMAX + IZAMAX( K-IMAX, A( IMAX, IMAX+1 ), LDA )
                    305:                ROWMAX = CABS1( A( IMAX, JMAX ) )
                    306:                IF( IMAX.GT.1 ) THEN
                    307:                   JMAX = IZAMAX( IMAX-1, A( 1, IMAX ), 1 )
                    308:                   ROWMAX = MAX( ROWMAX, CABS1( A( JMAX, IMAX ) ) )
                    309:                END IF
                    310: *
                    311:                IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
                    312: *
                    313: *                 no interchange, use 1-by-1 pivot block
                    314: *
                    315:                   KP = K
                    316:                ELSE IF( ABS( DBLE( A( IMAX, IMAX ) ) ).GE.ALPHA*ROWMAX )
                    317:      $                   THEN
                    318: *
                    319: *                 interchange rows and columns K and IMAX, use 1-by-1
                    320: *                 pivot block
                    321: *
                    322:                   KP = IMAX
                    323:                ELSE
                    324: *
                    325: *                 interchange rows and columns K-1 and IMAX, use 2-by-2
                    326: *                 pivot block
                    327: *
                    328:                   KP = IMAX
                    329:                   KSTEP = 2
                    330:                END IF
                    331:             END IF
                    332: *
                    333:             KK = K - KSTEP + 1
                    334:             IF( KP.NE.KK ) THEN
                    335: *
                    336: *              Interchange rows and columns KK and KP in the leading
                    337: *              submatrix A(1:k,1:k)
                    338: *
                    339:                CALL ZSWAP( KP-1, A( 1, KK ), 1, A( 1, KP ), 1 )
                    340:                DO 20 J = KP + 1, KK - 1
                    341:                   T = DCONJG( A( J, KK ) )
                    342:                   A( J, KK ) = DCONJG( A( KP, J ) )
                    343:                   A( KP, J ) = T
                    344:    20          CONTINUE
                    345:                A( KP, KK ) = DCONJG( A( KP, KK ) )
                    346:                R1 = DBLE( A( KK, KK ) )
                    347:                A( KK, KK ) = DBLE( A( KP, KP ) )
                    348:                A( KP, KP ) = R1
                    349:                IF( KSTEP.EQ.2 ) THEN
                    350:                   A( K, K ) = DBLE( A( K, K ) )
                    351:                   T = A( K-1, K )
                    352:                   A( K-1, K ) = A( KP, K )
                    353:                   A( KP, K ) = T
                    354:                END IF
                    355:             ELSE
                    356:                A( K, K ) = DBLE( A( K, K ) )
                    357:                IF( KSTEP.EQ.2 )
                    358:      $            A( K-1, K-1 ) = DBLE( A( K-1, K-1 ) )
                    359:             END IF
                    360: *
                    361: *           Update the leading submatrix
                    362: *
                    363:             IF( KSTEP.EQ.1 ) THEN
                    364: *
                    365: *              1-by-1 pivot block D(k): column k now holds
                    366: *
                    367: *              W(k) = U(k)*D(k)
                    368: *
                    369: *              where U(k) is the k-th column of U
                    370: *
                    371: *              Perform a rank-1 update of A(1:k-1,1:k-1) as
                    372: *
1.8       bertrand  373: *              A := A - U(k)*D(k)*U(k)**H = A - W(k)*1/D(k)*W(k)**H
1.1       bertrand  374: *
                    375:                R1 = ONE / DBLE( A( K, K ) )
                    376:                CALL ZHER( UPLO, K-1, -R1, A( 1, K ), 1, A, LDA )
                    377: *
                    378: *              Store U(k) in column k
                    379: *
                    380:                CALL ZDSCAL( K-1, R1, A( 1, K ), 1 )
                    381:             ELSE
                    382: *
                    383: *              2-by-2 pivot block D(k): columns k and k-1 now hold
                    384: *
                    385: *              ( W(k-1) W(k) ) = ( U(k-1) U(k) )*D(k)
                    386: *
                    387: *              where U(k) and U(k-1) are the k-th and (k-1)-th columns
                    388: *              of U
                    389: *
                    390: *              Perform a rank-2 update of A(1:k-2,1:k-2) as
                    391: *
1.8       bertrand  392: *              A := A - ( U(k-1) U(k) )*D(k)*( U(k-1) U(k) )**H
                    393: *                 = A - ( W(k-1) W(k) )*inv(D(k))*( W(k-1) W(k) )**H
1.1       bertrand  394: *
                    395:                IF( K.GT.2 ) THEN
                    396: *
                    397:                   D = DLAPY2( DBLE( A( K-1, K ) ),
                    398:      $                DIMAG( A( K-1, K ) ) )
                    399:                   D22 = DBLE( A( K-1, K-1 ) ) / D
                    400:                   D11 = DBLE( A( K, K ) ) / D
                    401:                   TT = ONE / ( D11*D22-ONE )
                    402:                   D12 = A( K-1, K ) / D
                    403:                   D = TT / D
                    404: *
                    405:                   DO 40 J = K - 2, 1, -1
                    406:                      WKM1 = D*( D11*A( J, K-1 )-DCONJG( D12 )*
                    407:      $                      A( J, K ) )
                    408:                      WK = D*( D22*A( J, K )-D12*A( J, K-1 ) )
                    409:                      DO 30 I = J, 1, -1
                    410:                         A( I, J ) = A( I, J ) - A( I, K )*DCONJG( WK ) -
                    411:      $                              A( I, K-1 )*DCONJG( WKM1 )
                    412:    30                CONTINUE
                    413:                      A( J, K ) = WK
                    414:                      A( J, K-1 ) = WKM1
                    415:                      A( J, J ) = DCMPLX( DBLE( A( J, J ) ), 0.0D+0 )
                    416:    40             CONTINUE
                    417: *
                    418:                END IF
                    419: *
                    420:             END IF
                    421:          END IF
                    422: *
                    423: *        Store details of the interchanges in IPIV
                    424: *
                    425:          IF( KSTEP.EQ.1 ) THEN
                    426:             IPIV( K ) = KP
                    427:          ELSE
                    428:             IPIV( K ) = -KP
                    429:             IPIV( K-1 ) = -KP
                    430:          END IF
                    431: *
                    432: *        Decrease K and return to the start of the main loop
                    433: *
                    434:          K = K - KSTEP
                    435:          GO TO 10
                    436: *
                    437:       ELSE
                    438: *
1.8       bertrand  439: *        Factorize A as L*D*L**H using the lower triangle of A
1.1       bertrand  440: *
                    441: *        K is the main loop index, increasing from 1 to N in steps of
                    442: *        1 or 2
                    443: *
                    444:          K = 1
                    445:    50    CONTINUE
                    446: *
                    447: *        If K > N, exit from loop
                    448: *
                    449:          IF( K.GT.N )
                    450:      $      GO TO 90
                    451:          KSTEP = 1
                    452: *
                    453: *        Determine rows and columns to be interchanged and whether
                    454: *        a 1-by-1 or 2-by-2 pivot block will be used
                    455: *
                    456:          ABSAKK = ABS( DBLE( A( K, K ) ) )
                    457: *
                    458: *        IMAX is the row-index of the largest off-diagonal element in
                    459: *        column K, and COLMAX is its absolute value
                    460: *
                    461:          IF( K.LT.N ) THEN
                    462:             IMAX = K + IZAMAX( N-K, A( K+1, K ), 1 )
                    463:             COLMAX = CABS1( A( IMAX, K ) )
                    464:          ELSE
                    465:             COLMAX = ZERO
                    466:          END IF
                    467: *
                    468:          IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN
                    469: *
                    470: *           Column K is zero or contains a NaN: set INFO and continue
                    471: *
                    472:             IF( INFO.EQ.0 )
                    473:      $         INFO = K
                    474:             KP = K
                    475:             A( K, K ) = DBLE( A( K, K ) )
                    476:          ELSE
                    477:             IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
                    478: *
                    479: *              no interchange, use 1-by-1 pivot block
                    480: *
                    481:                KP = K
                    482:             ELSE
                    483: *
                    484: *              JMAX is the column-index of the largest off-diagonal
                    485: *              element in row IMAX, and ROWMAX is its absolute value
                    486: *
                    487:                JMAX = K - 1 + IZAMAX( IMAX-K, A( IMAX, K ), LDA )
                    488:                ROWMAX = CABS1( A( IMAX, JMAX ) )
                    489:                IF( IMAX.LT.N ) THEN
                    490:                   JMAX = IMAX + IZAMAX( N-IMAX, A( IMAX+1, IMAX ), 1 )
                    491:                   ROWMAX = MAX( ROWMAX, CABS1( A( JMAX, IMAX ) ) )
                    492:                END IF
                    493: *
                    494:                IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
                    495: *
                    496: *                 no interchange, use 1-by-1 pivot block
                    497: *
                    498:                   KP = K
                    499:                ELSE IF( ABS( DBLE( A( IMAX, IMAX ) ) ).GE.ALPHA*ROWMAX )
                    500:      $                   THEN
                    501: *
                    502: *                 interchange rows and columns K and IMAX, use 1-by-1
                    503: *                 pivot block
                    504: *
                    505:                   KP = IMAX
                    506:                ELSE
                    507: *
                    508: *                 interchange rows and columns K+1 and IMAX, use 2-by-2
                    509: *                 pivot block
                    510: *
                    511:                   KP = IMAX
                    512:                   KSTEP = 2
                    513:                END IF
                    514:             END IF
                    515: *
                    516:             KK = K + KSTEP - 1
                    517:             IF( KP.NE.KK ) THEN
                    518: *
                    519: *              Interchange rows and columns KK and KP in the trailing
                    520: *              submatrix A(k:n,k:n)
                    521: *
                    522:                IF( KP.LT.N )
                    523:      $            CALL ZSWAP( N-KP, A( KP+1, KK ), 1, A( KP+1, KP ), 1 )
                    524:                DO 60 J = KK + 1, KP - 1
                    525:                   T = DCONJG( A( J, KK ) )
                    526:                   A( J, KK ) = DCONJG( A( KP, J ) )
                    527:                   A( KP, J ) = T
                    528:    60          CONTINUE
                    529:                A( KP, KK ) = DCONJG( A( KP, KK ) )
                    530:                R1 = DBLE( A( KK, KK ) )
                    531:                A( KK, KK ) = DBLE( A( KP, KP ) )
                    532:                A( KP, KP ) = R1
                    533:                IF( KSTEP.EQ.2 ) THEN
                    534:                   A( K, K ) = DBLE( A( K, K ) )
                    535:                   T = A( K+1, K )
                    536:                   A( K+1, K ) = A( KP, K )
                    537:                   A( KP, K ) = T
                    538:                END IF
                    539:             ELSE
                    540:                A( K, K ) = DBLE( A( K, K ) )
                    541:                IF( KSTEP.EQ.2 )
                    542:      $            A( K+1, K+1 ) = DBLE( A( K+1, K+1 ) )
                    543:             END IF
                    544: *
                    545: *           Update the trailing submatrix
                    546: *
                    547:             IF( KSTEP.EQ.1 ) THEN
                    548: *
                    549: *              1-by-1 pivot block D(k): column k now holds
                    550: *
                    551: *              W(k) = L(k)*D(k)
                    552: *
                    553: *              where L(k) is the k-th column of L
                    554: *
                    555:                IF( K.LT.N ) THEN
                    556: *
                    557: *                 Perform a rank-1 update of A(k+1:n,k+1:n) as
                    558: *
1.8       bertrand  559: *                 A := A - L(k)*D(k)*L(k)**H = A - W(k)*(1/D(k))*W(k)**H
1.1       bertrand  560: *
                    561:                   R1 = ONE / DBLE( A( K, K ) )
                    562:                   CALL ZHER( UPLO, N-K, -R1, A( K+1, K ), 1,
                    563:      $                       A( K+1, K+1 ), LDA )
                    564: *
                    565: *                 Store L(k) in column K
                    566: *
                    567:                   CALL ZDSCAL( N-K, R1, A( K+1, K ), 1 )
                    568:                END IF
                    569:             ELSE
                    570: *
                    571: *              2-by-2 pivot block D(k)
                    572: *
                    573:                IF( K.LT.N-1 ) THEN
                    574: *
                    575: *                 Perform a rank-2 update of A(k+2:n,k+2:n) as
                    576: *
1.8       bertrand  577: *                 A := A - ( L(k) L(k+1) )*D(k)*( L(k) L(k+1) )**H
                    578: *                    = A - ( W(k) W(k+1) )*inv(D(k))*( W(k) W(k+1) )**H
1.1       bertrand  579: *
                    580: *                 where L(k) and L(k+1) are the k-th and (k+1)-th
                    581: *                 columns of L
                    582: *
                    583:                   D = DLAPY2( DBLE( A( K+1, K ) ),
                    584:      $                DIMAG( A( K+1, K ) ) )
                    585:                   D11 = DBLE( A( K+1, K+1 ) ) / D
                    586:                   D22 = DBLE( A( K, K ) ) / D
                    587:                   TT = ONE / ( D11*D22-ONE )
                    588:                   D21 = A( K+1, K ) / D
                    589:                   D = TT / D
                    590: *
                    591:                   DO 80 J = K + 2, N
                    592:                      WK = D*( D11*A( J, K )-D21*A( J, K+1 ) )
                    593:                      WKP1 = D*( D22*A( J, K+1 )-DCONJG( D21 )*
                    594:      $                      A( J, K ) )
                    595:                      DO 70 I = J, N
                    596:                         A( I, J ) = A( I, J ) - A( I, K )*DCONJG( WK ) -
                    597:      $                              A( I, K+1 )*DCONJG( WKP1 )
                    598:    70                CONTINUE
                    599:                      A( J, K ) = WK
                    600:                      A( J, K+1 ) = WKP1
                    601:                      A( J, J ) = DCMPLX( DBLE( A( J, J ) ), 0.0D+0 )
                    602:    80             CONTINUE
                    603:                END IF
                    604:             END IF
                    605:          END IF
                    606: *
                    607: *        Store details of the interchanges in IPIV
                    608: *
                    609:          IF( KSTEP.EQ.1 ) THEN
                    610:             IPIV( K ) = KP
                    611:          ELSE
                    612:             IPIV( K ) = -KP
                    613:             IPIV( K+1 ) = -KP
                    614:          END IF
                    615: *
                    616: *        Increase K and return to the start of the main loop
                    617: *
                    618:          K = K + KSTEP
                    619:          GO TO 50
                    620: *
                    621:       END IF
                    622: *
                    623:    90 CONTINUE
                    624:       RETURN
                    625: *
                    626: *     End of ZHETF2
                    627: *
                    628:       END

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