Annotation of rpl/lapack/lapack/zhetf2.f, revision 1.19
1.14 bertrand 1: *> \brief \b ZHETF2 computes the factorization of a complex Hermitian matrix, using the diagonal pivoting method (unblocked algorithm, calling Level 2 BLAS).
1.9 bertrand 2: *
3: * =========== DOCUMENTATION ===========
4: *
1.14 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.9 bertrand 7: *
8: *> \htmlonly
1.14 bertrand 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">
1.9 bertrand 15: *> [TXT]</a>
1.14 bertrand 16: *> \endhtmlonly
1.9 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE ZHETF2( UPLO, N, A, LDA, IPIV, INFO )
1.14 bertrand 22: *
1.9 bertrand 23: * .. Scalar Arguments ..
24: * CHARACTER UPLO
25: * INTEGER INFO, LDA, N
26: * ..
27: * .. Array Arguments ..
28: * INTEGER IPIV( * )
29: * COMPLEX*16 A( LDA, * )
30: * ..
1.14 bertrand 31: *
1.9 bertrand 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.
1.14 bertrand 93: *>
94: *> If UPLO = 'U':
95: *> If IPIV(k) > 0, then rows and columns k and IPIV(k) were
96: *> interchanged and D(k,k) is a 1-by-1 diagonal block.
97: *>
98: *> If IPIV(k) = IPIV(k-1) < 0, then rows and columns
99: *> k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
100: *> is a 2-by-2 diagonal block.
101: *>
102: *> If UPLO = 'L':
103: *> If IPIV(k) > 0, then rows and columns k and IPIV(k) were
104: *> interchanged and D(k,k) is a 1-by-1 diagonal block.
105: *>
106: *> If IPIV(k) = IPIV(k+1) < 0, then rows and columns
107: *> k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1)
108: *> is a 2-by-2 diagonal block.
1.9 bertrand 109: *> \endverbatim
110: *>
111: *> \param[out] INFO
112: *> \verbatim
113: *> INFO is INTEGER
114: *> = 0: successful exit
115: *> < 0: if INFO = -k, the k-th argument had an illegal value
116: *> > 0: if INFO = k, D(k,k) is exactly zero. The factorization
117: *> has been completed, but the block diagonal matrix D is
118: *> exactly singular, and division by zero will occur if it
119: *> is used to solve a system of equations.
120: *> \endverbatim
121: *
122: * Authors:
123: * ========
124: *
1.14 bertrand 125: *> \author Univ. of Tennessee
126: *> \author Univ. of California Berkeley
127: *> \author Univ. of Colorado Denver
128: *> \author NAG Ltd.
1.9 bertrand 129: *
130: *> \ingroup complex16HEcomputational
131: *
132: *> \par Further Details:
133: * =====================
134: *>
135: *> \verbatim
136: *>
137: *> If UPLO = 'U', then A = U*D*U**H, where
138: *> U = P(n)*U(n)* ... *P(k)U(k)* ...,
139: *> i.e., U is a product of terms P(k)*U(k), where k decreases from n to
140: *> 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
141: *> and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
142: *> defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
143: *> that if the diagonal block D(k) is of order s (s = 1 or 2), then
144: *>
145: *> ( I v 0 ) k-s
146: *> U(k) = ( 0 I 0 ) s
147: *> ( 0 0 I ) n-k
148: *> k-s s n-k
149: *>
150: *> If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
151: *> If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
152: *> and A(k,k), and v overwrites A(1:k-2,k-1:k).
153: *>
154: *> If UPLO = 'L', then A = L*D*L**H, where
155: *> L = P(1)*L(1)* ... *P(k)*L(k)* ...,
156: *> i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
157: *> n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
158: *> and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
159: *> defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
160: *> that if the diagonal block D(k) is of order s (s = 1 or 2), then
161: *>
162: *> ( I 0 0 ) k-1
163: *> L(k) = ( 0 I 0 ) s
164: *> ( 0 v I ) n-k-s+1
165: *> k-1 s n-k-s+1
166: *>
167: *> If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
168: *> If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
169: *> and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
170: *> \endverbatim
171: *
172: *> \par Contributors:
173: * ==================
174: *>
175: *> \verbatim
176: *> 09-29-06 - patch from
177: *> Bobby Cheng, MathWorks
178: *>
179: *> Replace l.210 and l.393
180: *> IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
181: *> by
182: *> IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN
183: *>
184: *> 01-01-96 - Based on modifications by
185: *> J. Lewis, Boeing Computer Services Company
186: *> A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
187: *> \endverbatim
188: *
189: * =====================================================================
1.1 bertrand 190: SUBROUTINE ZHETF2( UPLO, N, A, LDA, IPIV, INFO )
191: *
1.19 ! bertrand 192: * -- LAPACK computational routine --
1.1 bertrand 193: * -- LAPACK is a software package provided by Univ. of Tennessee, --
194: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
195: *
196: * .. Scalar Arguments ..
197: CHARACTER UPLO
198: INTEGER INFO, LDA, N
199: * ..
200: * .. Array Arguments ..
201: INTEGER IPIV( * )
202: COMPLEX*16 A( LDA, * )
203: * ..
204: *
205: * =====================================================================
206: *
207: * .. Parameters ..
208: DOUBLE PRECISION ZERO, ONE
209: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
210: DOUBLE PRECISION EIGHT, SEVTEN
211: PARAMETER ( EIGHT = 8.0D+0, SEVTEN = 17.0D+0 )
212: * ..
213: * .. Local Scalars ..
214: LOGICAL UPPER
215: INTEGER I, IMAX, J, JMAX, K, KK, KP, KSTEP
216: DOUBLE PRECISION ABSAKK, ALPHA, COLMAX, D, D11, D22, R1, ROWMAX,
217: $ TT
218: COMPLEX*16 D12, D21, T, WK, WKM1, WKP1, ZDUM
219: * ..
220: * .. External Functions ..
221: LOGICAL LSAME, DISNAN
222: INTEGER IZAMAX
223: DOUBLE PRECISION DLAPY2
224: EXTERNAL LSAME, IZAMAX, DLAPY2, DISNAN
225: * ..
226: * .. External Subroutines ..
227: EXTERNAL XERBLA, ZDSCAL, ZHER, ZSWAP
228: * ..
229: * .. Intrinsic Functions ..
230: INTRINSIC ABS, DBLE, DCMPLX, DCONJG, DIMAG, MAX, SQRT
231: * ..
232: * .. Statement Functions ..
233: DOUBLE PRECISION CABS1
234: * ..
235: * .. Statement Function definitions ..
236: CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
237: * ..
238: * .. Executable Statements ..
239: *
240: * Test the input parameters.
241: *
242: INFO = 0
243: UPPER = LSAME( UPLO, 'U' )
244: IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
245: INFO = -1
246: ELSE IF( N.LT.0 ) THEN
247: INFO = -2
248: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
249: INFO = -4
250: END IF
251: IF( INFO.NE.0 ) THEN
252: CALL XERBLA( 'ZHETF2', -INFO )
253: RETURN
254: END IF
255: *
256: * Initialize ALPHA for use in choosing pivot block size.
257: *
258: ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
259: *
260: IF( UPPER ) THEN
261: *
1.8 bertrand 262: * Factorize A as U*D*U**H using the upper triangle of A
1.1 bertrand 263: *
264: * K is the main loop index, decreasing from N to 1 in steps of
265: * 1 or 2
266: *
267: K = N
268: 10 CONTINUE
269: *
270: * If K < 1, exit from loop
271: *
272: IF( K.LT.1 )
273: $ GO TO 90
274: KSTEP = 1
275: *
276: * Determine rows and columns to be interchanged and whether
277: * a 1-by-1 or 2-by-2 pivot block will be used
278: *
279: ABSAKK = ABS( DBLE( A( K, K ) ) )
280: *
281: * IMAX is the row-index of the largest off-diagonal element in
1.14 bertrand 282: * column K, and COLMAX is its absolute value.
283: * Determine both COLMAX and IMAX.
1.1 bertrand 284: *
285: IF( K.GT.1 ) THEN
286: IMAX = IZAMAX( K-1, A( 1, K ), 1 )
287: COLMAX = CABS1( A( IMAX, K ) )
288: ELSE
289: COLMAX = ZERO
290: END IF
291: *
292: IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN
293: *
1.14 bertrand 294: * Column K is zero or underflow, or contains a NaN:
295: * set INFO and continue
1.1 bertrand 296: *
297: IF( INFO.EQ.0 )
298: $ INFO = K
299: KP = K
300: A( K, K ) = DBLE( A( K, K ) )
301: ELSE
1.14 bertrand 302: *
303: * ============================================================
304: *
305: * Test for interchange
306: *
1.1 bertrand 307: IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
308: *
309: * no interchange, use 1-by-1 pivot block
310: *
311: KP = K
312: ELSE
313: *
314: * JMAX is the column-index of the largest off-diagonal
1.14 bertrand 315: * element in row IMAX, and ROWMAX is its absolute value.
316: * Determine only ROWMAX.
1.1 bertrand 317: *
318: JMAX = IMAX + IZAMAX( K-IMAX, A( IMAX, IMAX+1 ), LDA )
319: ROWMAX = CABS1( A( IMAX, JMAX ) )
320: IF( IMAX.GT.1 ) THEN
321: JMAX = IZAMAX( IMAX-1, A( 1, IMAX ), 1 )
322: ROWMAX = MAX( ROWMAX, CABS1( A( JMAX, IMAX ) ) )
323: END IF
324: *
325: IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
326: *
327: * no interchange, use 1-by-1 pivot block
328: *
329: KP = K
1.14 bertrand 330: *
1.1 bertrand 331: ELSE IF( ABS( DBLE( A( IMAX, IMAX ) ) ).GE.ALPHA*ROWMAX )
332: $ THEN
333: *
334: * interchange rows and columns K and IMAX, use 1-by-1
335: * pivot block
336: *
337: KP = IMAX
338: ELSE
339: *
340: * interchange rows and columns K-1 and IMAX, use 2-by-2
341: * pivot block
342: *
343: KP = IMAX
344: KSTEP = 2
345: END IF
1.14 bertrand 346: *
1.1 bertrand 347: END IF
348: *
1.14 bertrand 349: * ============================================================
350: *
1.1 bertrand 351: KK = K - KSTEP + 1
352: IF( KP.NE.KK ) THEN
353: *
354: * Interchange rows and columns KK and KP in the leading
355: * submatrix A(1:k,1:k)
356: *
357: CALL ZSWAP( KP-1, A( 1, KK ), 1, A( 1, KP ), 1 )
358: DO 20 J = KP + 1, KK - 1
359: T = DCONJG( A( J, KK ) )
360: A( J, KK ) = DCONJG( A( KP, J ) )
361: A( KP, J ) = T
362: 20 CONTINUE
363: A( KP, KK ) = DCONJG( A( KP, KK ) )
364: R1 = DBLE( A( KK, KK ) )
365: A( KK, KK ) = DBLE( A( KP, KP ) )
366: A( KP, KP ) = R1
367: IF( KSTEP.EQ.2 ) THEN
368: A( K, K ) = DBLE( A( K, K ) )
369: T = A( K-1, K )
370: A( K-1, K ) = A( KP, K )
371: A( KP, K ) = T
372: END IF
373: ELSE
374: A( K, K ) = DBLE( A( K, K ) )
375: IF( KSTEP.EQ.2 )
376: $ A( K-1, K-1 ) = DBLE( A( K-1, K-1 ) )
377: END IF
378: *
379: * Update the leading submatrix
380: *
381: IF( KSTEP.EQ.1 ) THEN
382: *
383: * 1-by-1 pivot block D(k): column k now holds
384: *
385: * W(k) = U(k)*D(k)
386: *
387: * where U(k) is the k-th column of U
388: *
389: * Perform a rank-1 update of A(1:k-1,1:k-1) as
390: *
1.8 bertrand 391: * A := A - U(k)*D(k)*U(k)**H = A - W(k)*1/D(k)*W(k)**H
1.1 bertrand 392: *
393: R1 = ONE / DBLE( A( K, K ) )
394: CALL ZHER( UPLO, K-1, -R1, A( 1, K ), 1, A, LDA )
395: *
396: * Store U(k) in column k
397: *
398: CALL ZDSCAL( K-1, R1, A( 1, K ), 1 )
399: ELSE
400: *
401: * 2-by-2 pivot block D(k): columns k and k-1 now hold
402: *
403: * ( W(k-1) W(k) ) = ( U(k-1) U(k) )*D(k)
404: *
405: * where U(k) and U(k-1) are the k-th and (k-1)-th columns
406: * of U
407: *
408: * Perform a rank-2 update of A(1:k-2,1:k-2) as
409: *
1.8 bertrand 410: * A := A - ( U(k-1) U(k) )*D(k)*( U(k-1) U(k) )**H
411: * = A - ( W(k-1) W(k) )*inv(D(k))*( W(k-1) W(k) )**H
1.1 bertrand 412: *
413: IF( K.GT.2 ) THEN
414: *
415: D = DLAPY2( DBLE( A( K-1, K ) ),
416: $ DIMAG( A( K-1, K ) ) )
417: D22 = DBLE( A( K-1, K-1 ) ) / D
418: D11 = DBLE( A( K, K ) ) / D
419: TT = ONE / ( D11*D22-ONE )
420: D12 = A( K-1, K ) / D
421: D = TT / D
422: *
423: DO 40 J = K - 2, 1, -1
424: WKM1 = D*( D11*A( J, K-1 )-DCONJG( D12 )*
425: $ A( J, K ) )
426: WK = D*( D22*A( J, K )-D12*A( J, K-1 ) )
427: DO 30 I = J, 1, -1
428: A( I, J ) = A( I, J ) - A( I, K )*DCONJG( WK ) -
429: $ A( I, K-1 )*DCONJG( WKM1 )
430: 30 CONTINUE
431: A( J, K ) = WK
432: A( J, K-1 ) = WKM1
433: A( J, J ) = DCMPLX( DBLE( A( J, J ) ), 0.0D+0 )
434: 40 CONTINUE
435: *
436: END IF
437: *
438: END IF
439: END IF
440: *
441: * Store details of the interchanges in IPIV
442: *
443: IF( KSTEP.EQ.1 ) THEN
444: IPIV( K ) = KP
445: ELSE
446: IPIV( K ) = -KP
447: IPIV( K-1 ) = -KP
448: END IF
449: *
450: * Decrease K and return to the start of the main loop
451: *
452: K = K - KSTEP
453: GO TO 10
454: *
455: ELSE
456: *
1.8 bertrand 457: * Factorize A as L*D*L**H using the lower triangle of A
1.1 bertrand 458: *
459: * K is the main loop index, increasing from 1 to N in steps of
460: * 1 or 2
461: *
462: K = 1
463: 50 CONTINUE
464: *
465: * If K > N, exit from loop
466: *
467: IF( K.GT.N )
468: $ GO TO 90
469: KSTEP = 1
470: *
471: * Determine rows and columns to be interchanged and whether
472: * a 1-by-1 or 2-by-2 pivot block will be used
473: *
474: ABSAKK = ABS( DBLE( A( K, K ) ) )
475: *
476: * IMAX is the row-index of the largest off-diagonal element in
1.14 bertrand 477: * column K, and COLMAX is its absolute value.
478: * Determine both COLMAX and IMAX.
1.1 bertrand 479: *
480: IF( K.LT.N ) THEN
481: IMAX = K + IZAMAX( N-K, A( K+1, K ), 1 )
482: COLMAX = CABS1( A( IMAX, K ) )
483: ELSE
484: COLMAX = ZERO
485: END IF
486: *
487: IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN
488: *
1.14 bertrand 489: * Column K is zero or underflow, or contains a NaN:
490: * set INFO and continue
1.1 bertrand 491: *
492: IF( INFO.EQ.0 )
493: $ INFO = K
494: KP = K
495: A( K, K ) = DBLE( A( K, K ) )
496: ELSE
1.14 bertrand 497: *
498: * ============================================================
499: *
500: * Test for interchange
501: *
1.1 bertrand 502: IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
503: *
504: * no interchange, use 1-by-1 pivot block
505: *
506: KP = K
507: ELSE
508: *
509: * JMAX is the column-index of the largest off-diagonal
1.14 bertrand 510: * element in row IMAX, and ROWMAX is its absolute value.
511: * Determine only ROWMAX.
1.1 bertrand 512: *
513: JMAX = K - 1 + IZAMAX( IMAX-K, A( IMAX, K ), LDA )
514: ROWMAX = CABS1( A( IMAX, JMAX ) )
515: IF( IMAX.LT.N ) THEN
516: JMAX = IMAX + IZAMAX( N-IMAX, A( IMAX+1, IMAX ), 1 )
517: ROWMAX = MAX( ROWMAX, CABS1( A( JMAX, IMAX ) ) )
518: END IF
519: *
520: IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
521: *
522: * no interchange, use 1-by-1 pivot block
523: *
524: KP = K
1.14 bertrand 525: *
1.1 bertrand 526: ELSE IF( ABS( DBLE( A( IMAX, IMAX ) ) ).GE.ALPHA*ROWMAX )
527: $ THEN
528: *
529: * interchange rows and columns K and IMAX, use 1-by-1
530: * pivot block
531: *
532: KP = IMAX
533: ELSE
534: *
535: * interchange rows and columns K+1 and IMAX, use 2-by-2
536: * pivot block
537: *
538: KP = IMAX
539: KSTEP = 2
540: END IF
1.14 bertrand 541: *
1.1 bertrand 542: END IF
543: *
1.14 bertrand 544: * ============================================================
545: *
1.1 bertrand 546: KK = K + KSTEP - 1
547: IF( KP.NE.KK ) THEN
548: *
549: * Interchange rows and columns KK and KP in the trailing
550: * submatrix A(k:n,k:n)
551: *
552: IF( KP.LT.N )
553: $ CALL ZSWAP( N-KP, A( KP+1, KK ), 1, A( KP+1, KP ), 1 )
554: DO 60 J = KK + 1, KP - 1
555: T = DCONJG( A( J, KK ) )
556: A( J, KK ) = DCONJG( A( KP, J ) )
557: A( KP, J ) = T
558: 60 CONTINUE
559: A( KP, KK ) = DCONJG( A( KP, KK ) )
560: R1 = DBLE( A( KK, KK ) )
561: A( KK, KK ) = DBLE( A( KP, KP ) )
562: A( KP, KP ) = R1
563: IF( KSTEP.EQ.2 ) THEN
564: A( K, K ) = DBLE( A( K, K ) )
565: T = A( K+1, K )
566: A( K+1, K ) = A( KP, K )
567: A( KP, K ) = T
568: END IF
569: ELSE
570: A( K, K ) = DBLE( A( K, K ) )
571: IF( KSTEP.EQ.2 )
572: $ A( K+1, K+1 ) = DBLE( A( K+1, K+1 ) )
573: END IF
574: *
575: * Update the trailing submatrix
576: *
577: IF( KSTEP.EQ.1 ) THEN
578: *
579: * 1-by-1 pivot block D(k): column k now holds
580: *
581: * W(k) = L(k)*D(k)
582: *
583: * where L(k) is the k-th column of L
584: *
585: IF( K.LT.N ) THEN
586: *
587: * Perform a rank-1 update of A(k+1:n,k+1:n) as
588: *
1.8 bertrand 589: * A := A - L(k)*D(k)*L(k)**H = A - W(k)*(1/D(k))*W(k)**H
1.1 bertrand 590: *
591: R1 = ONE / DBLE( A( K, K ) )
592: CALL ZHER( UPLO, N-K, -R1, A( K+1, K ), 1,
593: $ A( K+1, K+1 ), LDA )
594: *
595: * Store L(k) in column K
596: *
597: CALL ZDSCAL( N-K, R1, A( K+1, K ), 1 )
598: END IF
599: ELSE
600: *
601: * 2-by-2 pivot block D(k)
602: *
603: IF( K.LT.N-1 ) THEN
604: *
605: * Perform a rank-2 update of A(k+2:n,k+2:n) as
606: *
1.8 bertrand 607: * A := A - ( L(k) L(k+1) )*D(k)*( L(k) L(k+1) )**H
608: * = A - ( W(k) W(k+1) )*inv(D(k))*( W(k) W(k+1) )**H
1.1 bertrand 609: *
610: * where L(k) and L(k+1) are the k-th and (k+1)-th
611: * columns of L
612: *
613: D = DLAPY2( DBLE( A( K+1, K ) ),
614: $ DIMAG( A( K+1, K ) ) )
615: D11 = DBLE( A( K+1, K+1 ) ) / D
616: D22 = DBLE( A( K, K ) ) / D
617: TT = ONE / ( D11*D22-ONE )
618: D21 = A( K+1, K ) / D
619: D = TT / D
620: *
621: DO 80 J = K + 2, N
622: WK = D*( D11*A( J, K )-D21*A( J, K+1 ) )
623: WKP1 = D*( D22*A( J, K+1 )-DCONJG( D21 )*
624: $ A( J, K ) )
625: DO 70 I = J, N
626: A( I, J ) = A( I, J ) - A( I, K )*DCONJG( WK ) -
627: $ A( I, K+1 )*DCONJG( WKP1 )
628: 70 CONTINUE
629: A( J, K ) = WK
630: A( J, K+1 ) = WKP1
631: A( J, J ) = DCMPLX( DBLE( A( J, J ) ), 0.0D+0 )
632: 80 CONTINUE
633: END IF
634: END IF
635: END IF
636: *
637: * Store details of the interchanges in IPIV
638: *
639: IF( KSTEP.EQ.1 ) THEN
640: IPIV( K ) = KP
641: ELSE
642: IPIV( K ) = -KP
643: IPIV( K+1 ) = -KP
644: END IF
645: *
646: * Increase K and return to the start of the main loop
647: *
648: K = K + KSTEP
649: GO TO 50
650: *
651: END IF
652: *
653: 90 CONTINUE
654: RETURN
655: *
656: * End of ZHETF2
657: *
658: END
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