File:  [local] / rpl / lapack / lapack / zhetf2.f
Revision 1.14: download - view: text, annotated - select for diffs - revision graph
Mon Jan 27 09:24:36 2014 UTC (10 years, 3 months ago) by bertrand
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CVS tags: HEAD
Mise à jour de lapack vers la version 3.5.0.

    1: *> \brief \b ZHETF2 computes the factorization of a complex Hermitian matrix, using the diagonal pivoting method (unblocked algorithm, calling Level 2 BLAS).
    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: *>
   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.
  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: *
  125: *> \author Univ. of Tennessee
  126: *> \author Univ. of California Berkeley
  127: *> \author Univ. of Colorado Denver
  128: *> \author NAG Ltd.
  129: *
  130: *> \date November 2013
  131: *
  132: *> \ingroup complex16HEcomputational
  133: *
  134: *> \par Further Details:
  135: *  =====================
  136: *>
  137: *> \verbatim
  138: *>
  139: *>  If UPLO = 'U', then A = U*D*U**H, where
  140: *>     U = P(n)*U(n)* ... *P(k)U(k)* ...,
  141: *>  i.e., U is a product of terms P(k)*U(k), where k decreases from n to
  142: *>  1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
  143: *>  and 2-by-2 diagonal blocks D(k).  P(k) is a permutation matrix as
  144: *>  defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
  145: *>  that if the diagonal block D(k) is of order s (s = 1 or 2), then
  146: *>
  147: *>             (   I    v    0   )   k-s
  148: *>     U(k) =  (   0    I    0   )   s
  149: *>             (   0    0    I   )   n-k
  150: *>                k-s   s   n-k
  151: *>
  152: *>  If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
  153: *>  If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
  154: *>  and A(k,k), and v overwrites A(1:k-2,k-1:k).
  155: *>
  156: *>  If UPLO = 'L', then A = L*D*L**H, where
  157: *>     L = P(1)*L(1)* ... *P(k)*L(k)* ...,
  158: *>  i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
  159: *>  n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
  160: *>  and 2-by-2 diagonal blocks D(k).  P(k) is a permutation matrix as
  161: *>  defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
  162: *>  that if the diagonal block D(k) is of order s (s = 1 or 2), then
  163: *>
  164: *>             (   I    0     0   )  k-1
  165: *>     L(k) =  (   0    I     0   )  s
  166: *>             (   0    v     I   )  n-k-s+1
  167: *>                k-1   s  n-k-s+1
  168: *>
  169: *>  If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
  170: *>  If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
  171: *>  and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
  172: *> \endverbatim
  173: *
  174: *> \par Contributors:
  175: *  ==================
  176: *>
  177: *> \verbatim
  178: *>  09-29-06 - patch from
  179: *>    Bobby Cheng, MathWorks
  180: *>
  181: *>    Replace l.210 and l.393
  182: *>         IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
  183: *>    by
  184: *>         IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN
  185: *>
  186: *>  01-01-96 - Based on modifications by
  187: *>    J. Lewis, Boeing Computer Services Company
  188: *>    A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA
  189: *> \endverbatim
  190: *
  191: *  =====================================================================
  192:       SUBROUTINE ZHETF2( UPLO, N, A, LDA, IPIV, INFO )
  193: *
  194: *  -- LAPACK computational routine (version 3.5.0) --
  195: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  196: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  197: *     November 2013
  198: *
  199: *     .. Scalar Arguments ..
  200:       CHARACTER          UPLO
  201:       INTEGER            INFO, LDA, N
  202: *     ..
  203: *     .. Array Arguments ..
  204:       INTEGER            IPIV( * )
  205:       COMPLEX*16         A( LDA, * )
  206: *     ..
  207: *
  208: *  =====================================================================
  209: *
  210: *     .. Parameters ..
  211:       DOUBLE PRECISION   ZERO, ONE
  212:       PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  213:       DOUBLE PRECISION   EIGHT, SEVTEN
  214:       PARAMETER          ( EIGHT = 8.0D+0, SEVTEN = 17.0D+0 )
  215: *     ..
  216: *     .. Local Scalars ..
  217:       LOGICAL            UPPER
  218:       INTEGER            I, IMAX, J, JMAX, K, KK, KP, KSTEP
  219:       DOUBLE PRECISION   ABSAKK, ALPHA, COLMAX, D, D11, D22, R1, ROWMAX,
  220:      $                   TT
  221:       COMPLEX*16         D12, D21, T, WK, WKM1, WKP1, ZDUM
  222: *     ..
  223: *     .. External Functions ..
  224:       LOGICAL            LSAME, DISNAN
  225:       INTEGER            IZAMAX
  226:       DOUBLE PRECISION   DLAPY2
  227:       EXTERNAL           LSAME, IZAMAX, DLAPY2, DISNAN
  228: *     ..
  229: *     .. External Subroutines ..
  230:       EXTERNAL           XERBLA, ZDSCAL, ZHER, ZSWAP
  231: *     ..
  232: *     .. Intrinsic Functions ..
  233:       INTRINSIC          ABS, DBLE, DCMPLX, DCONJG, DIMAG, MAX, SQRT
  234: *     ..
  235: *     .. Statement Functions ..
  236:       DOUBLE PRECISION   CABS1
  237: *     ..
  238: *     .. Statement Function definitions ..
  239:       CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
  240: *     ..
  241: *     .. Executable Statements ..
  242: *
  243: *     Test the input parameters.
  244: *
  245:       INFO = 0
  246:       UPPER = LSAME( UPLO, 'U' )
  247:       IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  248:          INFO = -1
  249:       ELSE IF( N.LT.0 ) THEN
  250:          INFO = -2
  251:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  252:          INFO = -4
  253:       END IF
  254:       IF( INFO.NE.0 ) THEN
  255:          CALL XERBLA( 'ZHETF2', -INFO )
  256:          RETURN
  257:       END IF
  258: *
  259: *     Initialize ALPHA for use in choosing pivot block size.
  260: *
  261:       ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
  262: *
  263:       IF( UPPER ) THEN
  264: *
  265: *        Factorize A as U*D*U**H using the upper triangle of A
  266: *
  267: *        K is the main loop index, decreasing from N to 1 in steps of
  268: *        1 or 2
  269: *
  270:          K = N
  271:    10    CONTINUE
  272: *
  273: *        If K < 1, exit from loop
  274: *
  275:          IF( K.LT.1 )
  276:      $      GO TO 90
  277:          KSTEP = 1
  278: *
  279: *        Determine rows and columns to be interchanged and whether
  280: *        a 1-by-1 or 2-by-2 pivot block will be used
  281: *
  282:          ABSAKK = ABS( DBLE( A( K, K ) ) )
  283: *
  284: *        IMAX is the row-index of the largest off-diagonal element in
  285: *        column K, and COLMAX is its absolute value.
  286: *        Determine both COLMAX and IMAX.
  287: *
  288:          IF( K.GT.1 ) THEN
  289:             IMAX = IZAMAX( K-1, A( 1, K ), 1 )
  290:             COLMAX = CABS1( A( IMAX, K ) )
  291:          ELSE
  292:             COLMAX = ZERO
  293:          END IF
  294: *
  295:          IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN
  296: *
  297: *           Column K is zero or underflow, or contains a NaN:
  298: *           set INFO and continue
  299: *
  300:             IF( INFO.EQ.0 )
  301:      $         INFO = K
  302:             KP = K
  303:             A( K, K ) = DBLE( A( K, K ) )
  304:          ELSE
  305: *
  306: *           ============================================================
  307: *
  308: *           Test for interchange
  309: *
  310:             IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
  311: *
  312: *              no interchange, use 1-by-1 pivot block
  313: *
  314:                KP = K
  315:             ELSE
  316: *
  317: *              JMAX is the column-index of the largest off-diagonal
  318: *              element in row IMAX, and ROWMAX is its absolute value.
  319: *              Determine only ROWMAX.
  320: *
  321:                JMAX = IMAX + IZAMAX( K-IMAX, A( IMAX, IMAX+1 ), LDA )
  322:                ROWMAX = CABS1( A( IMAX, JMAX ) )
  323:                IF( IMAX.GT.1 ) THEN
  324:                   JMAX = IZAMAX( IMAX-1, A( 1, IMAX ), 1 )
  325:                   ROWMAX = MAX( ROWMAX, CABS1( A( JMAX, IMAX ) ) )
  326:                END IF
  327: *
  328:                IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
  329: *
  330: *                 no interchange, use 1-by-1 pivot block
  331: *
  332:                   KP = K
  333: *
  334:                ELSE IF( ABS( DBLE( A( IMAX, IMAX ) ) ).GE.ALPHA*ROWMAX )
  335:      $                   THEN
  336: *
  337: *                 interchange rows and columns K and IMAX, use 1-by-1
  338: *                 pivot block
  339: *
  340:                   KP = IMAX
  341:                ELSE
  342: *
  343: *                 interchange rows and columns K-1 and IMAX, use 2-by-2
  344: *                 pivot block
  345: *
  346:                   KP = IMAX
  347:                   KSTEP = 2
  348:                END IF
  349: *
  350:             END IF
  351: *
  352: *           ============================================================
  353: *
  354:             KK = K - KSTEP + 1
  355:             IF( KP.NE.KK ) THEN
  356: *
  357: *              Interchange rows and columns KK and KP in the leading
  358: *              submatrix A(1:k,1:k)
  359: *
  360:                CALL ZSWAP( KP-1, A( 1, KK ), 1, A( 1, KP ), 1 )
  361:                DO 20 J = KP + 1, KK - 1
  362:                   T = DCONJG( A( J, KK ) )
  363:                   A( J, KK ) = DCONJG( A( KP, J ) )
  364:                   A( KP, J ) = T
  365:    20          CONTINUE
  366:                A( KP, KK ) = DCONJG( A( KP, KK ) )
  367:                R1 = DBLE( A( KK, KK ) )
  368:                A( KK, KK ) = DBLE( A( KP, KP ) )
  369:                A( KP, KP ) = R1
  370:                IF( KSTEP.EQ.2 ) THEN
  371:                   A( K, K ) = DBLE( A( K, K ) )
  372:                   T = A( K-1, K )
  373:                   A( K-1, K ) = A( KP, K )
  374:                   A( KP, K ) = T
  375:                END IF
  376:             ELSE
  377:                A( K, K ) = DBLE( A( K, K ) )
  378:                IF( KSTEP.EQ.2 )
  379:      $            A( K-1, K-1 ) = DBLE( A( K-1, K-1 ) )
  380:             END IF
  381: *
  382: *           Update the leading submatrix
  383: *
  384:             IF( KSTEP.EQ.1 ) THEN
  385: *
  386: *              1-by-1 pivot block D(k): column k now holds
  387: *
  388: *              W(k) = U(k)*D(k)
  389: *
  390: *              where U(k) is the k-th column of U
  391: *
  392: *              Perform a rank-1 update of A(1:k-1,1:k-1) as
  393: *
  394: *              A := A - U(k)*D(k)*U(k)**H = A - W(k)*1/D(k)*W(k)**H
  395: *
  396:                R1 = ONE / DBLE( A( K, K ) )
  397:                CALL ZHER( UPLO, K-1, -R1, A( 1, K ), 1, A, LDA )
  398: *
  399: *              Store U(k) in column k
  400: *
  401:                CALL ZDSCAL( K-1, R1, A( 1, K ), 1 )
  402:             ELSE
  403: *
  404: *              2-by-2 pivot block D(k): columns k and k-1 now hold
  405: *
  406: *              ( W(k-1) W(k) ) = ( U(k-1) U(k) )*D(k)
  407: *
  408: *              where U(k) and U(k-1) are the k-th and (k-1)-th columns
  409: *              of U
  410: *
  411: *              Perform a rank-2 update of A(1:k-2,1:k-2) as
  412: *
  413: *              A := A - ( U(k-1) U(k) )*D(k)*( U(k-1) U(k) )**H
  414: *                 = A - ( W(k-1) W(k) )*inv(D(k))*( W(k-1) W(k) )**H
  415: *
  416:                IF( K.GT.2 ) THEN
  417: *
  418:                   D = DLAPY2( DBLE( A( K-1, K ) ),
  419:      $                DIMAG( A( K-1, K ) ) )
  420:                   D22 = DBLE( A( K-1, K-1 ) ) / D
  421:                   D11 = DBLE( A( K, K ) ) / D
  422:                   TT = ONE / ( D11*D22-ONE )
  423:                   D12 = A( K-1, K ) / D
  424:                   D = TT / D
  425: *
  426:                   DO 40 J = K - 2, 1, -1
  427:                      WKM1 = D*( D11*A( J, K-1 )-DCONJG( D12 )*
  428:      $                      A( J, K ) )
  429:                      WK = D*( D22*A( J, K )-D12*A( J, K-1 ) )
  430:                      DO 30 I = J, 1, -1
  431:                         A( I, J ) = A( I, J ) - A( I, K )*DCONJG( WK ) -
  432:      $                              A( I, K-1 )*DCONJG( WKM1 )
  433:    30                CONTINUE
  434:                      A( J, K ) = WK
  435:                      A( J, K-1 ) = WKM1
  436:                      A( J, J ) = DCMPLX( DBLE( A( J, J ) ), 0.0D+0 )
  437:    40             CONTINUE
  438: *
  439:                END IF
  440: *
  441:             END IF
  442:          END IF
  443: *
  444: *        Store details of the interchanges in IPIV
  445: *
  446:          IF( KSTEP.EQ.1 ) THEN
  447:             IPIV( K ) = KP
  448:          ELSE
  449:             IPIV( K ) = -KP
  450:             IPIV( K-1 ) = -KP
  451:          END IF
  452: *
  453: *        Decrease K and return to the start of the main loop
  454: *
  455:          K = K - KSTEP
  456:          GO TO 10
  457: *
  458:       ELSE
  459: *
  460: *        Factorize A as L*D*L**H using the lower triangle of A
  461: *
  462: *        K is the main loop index, increasing from 1 to N in steps of
  463: *        1 or 2
  464: *
  465:          K = 1
  466:    50    CONTINUE
  467: *
  468: *        If K > N, exit from loop
  469: *
  470:          IF( K.GT.N )
  471:      $      GO TO 90
  472:          KSTEP = 1
  473: *
  474: *        Determine rows and columns to be interchanged and whether
  475: *        a 1-by-1 or 2-by-2 pivot block will be used
  476: *
  477:          ABSAKK = ABS( DBLE( A( K, K ) ) )
  478: *
  479: *        IMAX is the row-index of the largest off-diagonal element in
  480: *        column K, and COLMAX is its absolute value.
  481: *        Determine both COLMAX and IMAX.
  482: *
  483:          IF( K.LT.N ) THEN
  484:             IMAX = K + IZAMAX( N-K, A( K+1, K ), 1 )
  485:             COLMAX = CABS1( A( IMAX, K ) )
  486:          ELSE
  487:             COLMAX = ZERO
  488:          END IF
  489: *
  490:          IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN
  491: *
  492: *           Column K is zero or underflow, or contains a NaN:
  493: *           set INFO and continue
  494: *
  495:             IF( INFO.EQ.0 )
  496:      $         INFO = K
  497:             KP = K
  498:             A( K, K ) = DBLE( A( K, K ) )
  499:          ELSE
  500: *
  501: *           ============================================================
  502: *
  503: *           Test for interchange
  504: *
  505:             IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
  506: *
  507: *              no interchange, use 1-by-1 pivot block
  508: *
  509:                KP = K
  510:             ELSE
  511: *
  512: *              JMAX is the column-index of the largest off-diagonal
  513: *              element in row IMAX, and ROWMAX is its absolute value.
  514: *              Determine only ROWMAX.
  515: *
  516:                JMAX = K - 1 + IZAMAX( IMAX-K, A( IMAX, K ), LDA )
  517:                ROWMAX = CABS1( A( IMAX, JMAX ) )
  518:                IF( IMAX.LT.N ) THEN
  519:                   JMAX = IMAX + IZAMAX( N-IMAX, A( IMAX+1, IMAX ), 1 )
  520:                   ROWMAX = MAX( ROWMAX, CABS1( A( JMAX, IMAX ) ) )
  521:                END IF
  522: *
  523:                IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
  524: *
  525: *                 no interchange, use 1-by-1 pivot block
  526: *
  527:                   KP = K
  528: *
  529:                ELSE IF( ABS( DBLE( A( IMAX, IMAX ) ) ).GE.ALPHA*ROWMAX )
  530:      $                   THEN
  531: *
  532: *                 interchange rows and columns K and IMAX, use 1-by-1
  533: *                 pivot block
  534: *
  535:                   KP = IMAX
  536:                ELSE
  537: *
  538: *                 interchange rows and columns K+1 and IMAX, use 2-by-2
  539: *                 pivot block
  540: *
  541:                   KP = IMAX
  542:                   KSTEP = 2
  543:                END IF
  544: *
  545:             END IF
  546: *
  547: *           ============================================================
  548: *
  549:             KK = K + KSTEP - 1
  550:             IF( KP.NE.KK ) THEN
  551: *
  552: *              Interchange rows and columns KK and KP in the trailing
  553: *              submatrix A(k:n,k:n)
  554: *
  555:                IF( KP.LT.N )
  556:      $            CALL ZSWAP( N-KP, A( KP+1, KK ), 1, A( KP+1, KP ), 1 )
  557:                DO 60 J = KK + 1, KP - 1
  558:                   T = DCONJG( A( J, KK ) )
  559:                   A( J, KK ) = DCONJG( A( KP, J ) )
  560:                   A( KP, J ) = T
  561:    60          CONTINUE
  562:                A( KP, KK ) = DCONJG( A( KP, KK ) )
  563:                R1 = DBLE( A( KK, KK ) )
  564:                A( KK, KK ) = DBLE( A( KP, KP ) )
  565:                A( KP, KP ) = R1
  566:                IF( KSTEP.EQ.2 ) THEN
  567:                   A( K, K ) = DBLE( A( K, K ) )
  568:                   T = A( K+1, K )
  569:                   A( K+1, K ) = A( KP, K )
  570:                   A( KP, K ) = T
  571:                END IF
  572:             ELSE
  573:                A( K, K ) = DBLE( A( K, K ) )
  574:                IF( KSTEP.EQ.2 )
  575:      $            A( K+1, K+1 ) = DBLE( A( K+1, K+1 ) )
  576:             END IF
  577: *
  578: *           Update the trailing submatrix
  579: *
  580:             IF( KSTEP.EQ.1 ) THEN
  581: *
  582: *              1-by-1 pivot block D(k): column k now holds
  583: *
  584: *              W(k) = L(k)*D(k)
  585: *
  586: *              where L(k) is the k-th column of L
  587: *
  588:                IF( K.LT.N ) THEN
  589: *
  590: *                 Perform a rank-1 update of A(k+1:n,k+1:n) as
  591: *
  592: *                 A := A - L(k)*D(k)*L(k)**H = A - W(k)*(1/D(k))*W(k)**H
  593: *
  594:                   R1 = ONE / DBLE( A( K, K ) )
  595:                   CALL ZHER( UPLO, N-K, -R1, A( K+1, K ), 1,
  596:      $                       A( K+1, K+1 ), LDA )
  597: *
  598: *                 Store L(k) in column K
  599: *
  600:                   CALL ZDSCAL( N-K, R1, A( K+1, K ), 1 )
  601:                END IF
  602:             ELSE
  603: *
  604: *              2-by-2 pivot block D(k)
  605: *
  606:                IF( K.LT.N-1 ) THEN
  607: *
  608: *                 Perform a rank-2 update of A(k+2:n,k+2:n) as
  609: *
  610: *                 A := A - ( L(k) L(k+1) )*D(k)*( L(k) L(k+1) )**H
  611: *                    = A - ( W(k) W(k+1) )*inv(D(k))*( W(k) W(k+1) )**H
  612: *
  613: *                 where L(k) and L(k+1) are the k-th and (k+1)-th
  614: *                 columns of L
  615: *
  616:                   D = DLAPY2( DBLE( A( K+1, K ) ),
  617:      $                DIMAG( A( K+1, K ) ) )
  618:                   D11 = DBLE( A( K+1, K+1 ) ) / D
  619:                   D22 = DBLE( A( K, K ) ) / D
  620:                   TT = ONE / ( D11*D22-ONE )
  621:                   D21 = A( K+1, K ) / D
  622:                   D = TT / D
  623: *
  624:                   DO 80 J = K + 2, N
  625:                      WK = D*( D11*A( J, K )-D21*A( J, K+1 ) )
  626:                      WKP1 = D*( D22*A( J, K+1 )-DCONJG( D21 )*
  627:      $                      A( J, K ) )
  628:                      DO 70 I = J, N
  629:                         A( I, J ) = A( I, J ) - A( I, K )*DCONJG( WK ) -
  630:      $                              A( I, K+1 )*DCONJG( WKP1 )
  631:    70                CONTINUE
  632:                      A( J, K ) = WK
  633:                      A( J, K+1 ) = WKP1
  634:                      A( J, J ) = DCMPLX( DBLE( A( J, J ) ), 0.0D+0 )
  635:    80             CONTINUE
  636:                END IF
  637:             END IF
  638:          END IF
  639: *
  640: *        Store details of the interchanges in IPIV
  641: *
  642:          IF( KSTEP.EQ.1 ) THEN
  643:             IPIV( K ) = KP
  644:          ELSE
  645:             IPIV( K ) = -KP
  646:             IPIV( K+1 ) = -KP
  647:          END IF
  648: *
  649: *        Increase K and return to the start of the main loop
  650: *
  651:          K = K + KSTEP
  652:          GO TO 50
  653: *
  654:       END IF
  655: *
  656:    90 CONTINUE
  657:       RETURN
  658: *
  659: *     End of ZHETF2
  660: *
  661:       END

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