File:  [local] / rpl / lapack / lapack / zhetrf_rook.f
Revision 1.3: download - view: text, annotated - select for diffs - revision graph
Sat Aug 27 15:27:13 2016 UTC (7 years, 8 months ago) by bertrand
Branches: MAIN
CVS tags: HEAD

Mise à jour de lapack.

    1: *> \brief \b ZHETRF_ROOK computes the factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman ("rook") diagonal pivoting method (blocked algorithm, calling Level 3 BLAS).
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at
    6: *            http://www.netlib.org/lapack/explore-html/
    7: *
    8: *> \htmlonly
    9: *> Download ZHETRF_ROOK + dependencies
   10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhetrf_rook.f">
   11: *> [TGZ]</a>
   12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhetrf_rook.f">
   13: *> [ZIP]</a>
   14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhetrf_rook.f">
   15: *> [TXT]</a>
   16: *> \endhtmlonly
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE ZHETRF_ROOK( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
   22: *
   23: *       .. Scalar Arguments ..
   24: *       CHARACTER          UPLO
   25: *       INTEGER            INFO, LDA, LWORK, N
   26: *       ..
   27: *       .. Array Arguments ..
   28: *       INTEGER            IPIV( * )
   29: *       COMPLEX*16         A( LDA, * ), WORK( * )
   30: *       ..
   31: *
   32: *
   33: *> \par Purpose:
   34: *  =============
   35: *>
   36: *> \verbatim
   37: *>
   38: *> ZHETRF_ROOK computes the factorization of a complex Hermitian matrix A
   39: *> using the bounded Bunch-Kaufman ("rook") diagonal pivoting method.
   40: *> The form of the factorization is
   41: *>
   42: *>    A = U*D*U**T  or  A = L*D*L**T
   43: *>
   44: *> where U (or L) is a product of permutation and unit upper (lower)
   45: *> triangular matrices, and D is Hermitian and block diagonal with
   46: *> 1-by-1 and 2-by-2 diagonal blocks.
   47: *>
   48: *> This is the blocked version of the algorithm, calling Level 3 BLAS.
   49: *> \endverbatim
   50: *
   51: *  Arguments:
   52: *  ==========
   53: *
   54: *> \param[in] UPLO
   55: *> \verbatim
   56: *>          UPLO is CHARACTER*1
   57: *>          = 'U':  Upper triangle of A is stored;
   58: *>          = 'L':  Lower triangle of A is stored.
   59: *> \endverbatim
   60: *>
   61: *> \param[in] N
   62: *> \verbatim
   63: *>          N is INTEGER
   64: *>          The order of the matrix A.  N >= 0.
   65: *> \endverbatim
   66: *>
   67: *> \param[in,out] A
   68: *> \verbatim
   69: *>          A is COMPLEX*16 array, dimension (LDA,N)
   70: *>          On entry, the Hermitian matrix A.  If UPLO = 'U', the leading
   71: *>          N-by-N upper triangular part of A contains the upper
   72: *>          triangular part of the matrix A, and the strictly lower
   73: *>          triangular part of A is not referenced.  If UPLO = 'L', the
   74: *>          leading N-by-N lower triangular part of A contains the lower
   75: *>          triangular part of the matrix A, and the strictly upper
   76: *>          triangular part of A is not referenced.
   77: *>
   78: *>          On exit, the block diagonal matrix D and the multipliers used
   79: *>          to obtain the factor U or L (see below for further details).
   80: *> \endverbatim
   81: *>
   82: *> \param[in] LDA
   83: *> \verbatim
   84: *>          LDA is INTEGER
   85: *>          The leading dimension of the array A.  LDA >= max(1,N).
   86: *> \endverbatim
   87: *>
   88: *> \param[out] IPIV
   89: *> \verbatim
   90: *>          IPIV is INTEGER array, dimension (N)
   91: *>          Details of the interchanges and the block structure of D.
   92: *>
   93: *>          If UPLO = 'U':
   94: *>             Only the last KB elements of IPIV are set.
   95: *>
   96: *>             If IPIV(k) > 0, then rows and columns k and IPIV(k) were
   97: *>             interchanged and D(k,k) is a 1-by-1 diagonal block.
   98: *>
   99: *>             If IPIV(k) < 0 and IPIV(k-1) < 0, then rows and
  100: *>             columns k and -IPIV(k) were interchanged and rows and
  101: *>             columns k-1 and -IPIV(k-1) were inerchaged,
  102: *>             D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
  103: *>
  104: *>          If UPLO = 'L':
  105: *>             Only the first KB elements of IPIV are set.
  106: *>
  107: *>             If IPIV(k) > 0, then rows and columns k and IPIV(k)
  108: *>             were interchanged and D(k,k) is a 1-by-1 diagonal block.
  109: *>
  110: *>             If IPIV(k) < 0 and IPIV(k+1) < 0, then rows and
  111: *>             columns k and -IPIV(k) were interchanged and rows and
  112: *>             columns k+1 and -IPIV(k+1) were inerchaged,
  113: *>             D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
  114: *> \endverbatim
  115: *>
  116: *> \param[out] WORK
  117: *> \verbatim
  118: *>          WORK is COMPLEX*16 array, dimension (MAX(1,LWORK)).
  119: *>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  120: *> \endverbatim
  121: *>
  122: *> \param[in] LWORK
  123: *> \verbatim
  124: *>          LWORK is INTEGER
  125: *>          The length of WORK.  LWORK >=1.  For best performance
  126: *>          LWORK >= N*NB, where NB is the block size returned by ILAENV.
  127: *>
  128: *>          If LWORK = -1, then a workspace query is assumed; the routine
  129: *>          only calculates the optimal size of the WORK array, returns
  130: *>          this value as the first entry of the WORK array, and no error
  131: *>          message related to LWORK is issued by XERBLA.
  132: *> \endverbatim
  133: *>
  134: *> \param[out] INFO
  135: *> \verbatim
  136: *>          INFO is INTEGER
  137: *>          = 0:  successful exit
  138: *>          < 0:  if INFO = -i, the i-th argument had an illegal value
  139: *>          > 0:  if INFO = i, D(i,i) is exactly zero.  The factorization
  140: *>                has been completed, but the block diagonal matrix D is
  141: *>                exactly singular, and division by zero will occur if it
  142: *>                is used to solve a system of equations.
  143: *> \endverbatim
  144: *
  145: *  Authors:
  146: *  ========
  147: *
  148: *> \author Univ. of Tennessee
  149: *> \author Univ. of California Berkeley
  150: *> \author Univ. of Colorado Denver
  151: *> \author NAG Ltd.
  152: *
  153: *> \date June 2016
  154: *
  155: *> \ingroup complex16HEcomputational
  156: *
  157: *> \par Further Details:
  158: *  =====================
  159: *>
  160: *> \verbatim
  161: *>
  162: *>  If UPLO = 'U', then A = U*D*U**T, where
  163: *>     U = P(n)*U(n)* ... *P(k)U(k)* ...,
  164: *>  i.e., U is a product of terms P(k)*U(k), where k decreases from n to
  165: *>  1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
  166: *>  and 2-by-2 diagonal blocks D(k).  P(k) is a permutation matrix as
  167: *>  defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
  168: *>  that if the diagonal block D(k) is of order s (s = 1 or 2), then
  169: *>
  170: *>             (   I    v    0   )   k-s
  171: *>     U(k) =  (   0    I    0   )   s
  172: *>             (   0    0    I   )   n-k
  173: *>                k-s   s   n-k
  174: *>
  175: *>  If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
  176: *>  If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
  177: *>  and A(k,k), and v overwrites A(1:k-2,k-1:k).
  178: *>
  179: *>  If UPLO = 'L', then A = L*D*L**T, where
  180: *>     L = P(1)*L(1)* ... *P(k)*L(k)* ...,
  181: *>  i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
  182: *>  n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
  183: *>  and 2-by-2 diagonal blocks D(k).  P(k) is a permutation matrix as
  184: *>  defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
  185: *>  that if the diagonal block D(k) is of order s (s = 1 or 2), then
  186: *>
  187: *>             (   I    0     0   )  k-1
  188: *>     L(k) =  (   0    I     0   )  s
  189: *>             (   0    v     I   )  n-k-s+1
  190: *>                k-1   s  n-k-s+1
  191: *>
  192: *>  If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
  193: *>  If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
  194: *>  and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
  195: *> \endverbatim
  196: *
  197: *> \par Contributors:
  198: *  ==================
  199: *>
  200: *> \verbatim
  201: *>
  202: *>  June 2016,  Igor Kozachenko,
  203: *>                  Computer Science Division,
  204: *>                  University of California, Berkeley
  205: *>
  206: *>  September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
  207: *>                  School of Mathematics,
  208: *>                  University of Manchester
  209: *>
  210: *> \endverbatim
  211: *
  212: *  =====================================================================
  213:       SUBROUTINE ZHETRF_ROOK( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
  214: *
  215: *  -- LAPACK computational routine (version 3.6.1) --
  216: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  217: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  218: *     June 2016
  219: *
  220: *     .. Scalar Arguments ..
  221:       CHARACTER          UPLO
  222:       INTEGER            INFO, LDA, LWORK, N
  223: *     ..
  224: *     .. Array Arguments ..
  225:       INTEGER            IPIV( * )
  226:       COMPLEX*16         A( LDA, * ), WORK( * )
  227: *     ..
  228: *
  229: *  =====================================================================
  230: *
  231: *     .. Local Scalars ..
  232:       LOGICAL            LQUERY, UPPER
  233:       INTEGER            IINFO, IWS, J, K, KB, LDWORK, LWKOPT, NB, NBMIN
  234: *     ..
  235: *     .. External Functions ..
  236:       LOGICAL            LSAME
  237:       INTEGER            ILAENV
  238:       EXTERNAL           LSAME, ILAENV
  239: *     ..
  240: *     .. External Subroutines ..
  241:       EXTERNAL           ZLAHEF_ROOK, ZHETF2_ROOK, XERBLA
  242: *     ..
  243: *     .. Intrinsic Functions ..
  244:       INTRINSIC          MAX
  245: *     ..
  246: *     .. Executable Statements ..
  247: *
  248: *     Test the input parameters.
  249: *
  250:       INFO = 0
  251:       UPPER = LSAME( UPLO, 'U' )
  252:       LQUERY = ( LWORK.EQ.-1 )
  253:       IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  254:          INFO = -1
  255:       ELSE IF( N.LT.0 ) THEN
  256:          INFO = -2
  257:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  258:          INFO = -4
  259:       ELSE IF( LWORK.LT.1 .AND. .NOT.LQUERY ) THEN
  260:          INFO = -7
  261:       END IF
  262: *
  263:       IF( INFO.EQ.0 ) THEN
  264: *
  265: *        Determine the block size
  266: *
  267:          NB = ILAENV( 1, 'ZHETRF_ROOK', UPLO, N, -1, -1, -1 )
  268:          LWKOPT = MAX( 1, N*NB )
  269:          WORK( 1 ) = LWKOPT
  270:       END IF
  271: *
  272:       IF( INFO.NE.0 ) THEN
  273:          CALL XERBLA( 'ZHETRF_ROOK', -INFO )
  274:          RETURN
  275:       ELSE IF( LQUERY ) THEN
  276:          RETURN
  277:       END IF
  278: *
  279:       NBMIN = 2
  280:       LDWORK = N
  281:       IF( NB.GT.1 .AND. NB.LT.N ) THEN
  282:          IWS = LDWORK*NB
  283:          IF( LWORK.LT.IWS ) THEN
  284:             NB = MAX( LWORK / LDWORK, 1 )
  285:             NBMIN = MAX( 2, ILAENV( 2, 'ZHETRF_ROOK',
  286:      $                              UPLO, N, -1, -1, -1 ) )
  287:          END IF
  288:       ELSE
  289:          IWS = 1
  290:       END IF
  291:       IF( NB.LT.NBMIN )
  292:      $   NB = N
  293: *
  294:       IF( UPPER ) THEN
  295: *
  296: *        Factorize A as U*D*U**T using the upper triangle of A
  297: *
  298: *        K is the main loop index, decreasing from N to 1 in steps of
  299: *        KB, where KB is the number of columns factorized by ZLAHEF_ROOK;
  300: *        KB is either NB or NB-1, or K for the last block
  301: *
  302:          K = N
  303:    10    CONTINUE
  304: *
  305: *        If K < 1, exit from loop
  306: *
  307:          IF( K.LT.1 )
  308:      $      GO TO 40
  309: *
  310:          IF( K.GT.NB ) THEN
  311: *
  312: *           Factorize columns k-kb+1:k of A and use blocked code to
  313: *           update columns 1:k-kb
  314: *
  315:             CALL ZLAHEF_ROOK( UPLO, K, NB, KB, A, LDA,
  316:      $                        IPIV, WORK, LDWORK, IINFO )
  317:          ELSE
  318: *
  319: *           Use unblocked code to factorize columns 1:k of A
  320: *
  321:             CALL ZHETF2_ROOK( UPLO, K, A, LDA, IPIV, IINFO )
  322:             KB = K
  323:          END IF
  324: *
  325: *        Set INFO on the first occurrence of a zero pivot
  326: *
  327:          IF( INFO.EQ.0 .AND. IINFO.GT.0 )
  328:      $      INFO = IINFO
  329: *
  330: *        No need to adjust IPIV
  331: *
  332: *        Decrease K and return to the start of the main loop
  333: *
  334:          K = K - KB
  335:          GO TO 10
  336: *
  337:       ELSE
  338: *
  339: *        Factorize A as L*D*L**T using the lower triangle of A
  340: *
  341: *        K is the main loop index, increasing from 1 to N in steps of
  342: *        KB, where KB is the number of columns factorized by ZLAHEF_ROOK;
  343: *        KB is either NB or NB-1, or N-K+1 for the last block
  344: *
  345:          K = 1
  346:    20    CONTINUE
  347: *
  348: *        If K > N, exit from loop
  349: *
  350:          IF( K.GT.N )
  351:      $      GO TO 40
  352: *
  353:          IF( K.LE.N-NB ) THEN
  354: *
  355: *           Factorize columns k:k+kb-1 of A and use blocked code to
  356: *           update columns k+kb:n
  357: *
  358:             CALL ZLAHEF_ROOK( UPLO, N-K+1, NB, KB, A( K, K ), LDA,
  359:      $                        IPIV( K ), WORK, LDWORK, IINFO )
  360:          ELSE
  361: *
  362: *           Use unblocked code to factorize columns k:n of A
  363: *
  364:             CALL ZHETF2_ROOK( UPLO, N-K+1, A( K, K ), LDA, IPIV( K ),
  365:      $                        IINFO )
  366:             KB = N - K + 1
  367:          END IF
  368: *
  369: *        Set INFO on the first occurrence of a zero pivot
  370: *
  371:          IF( INFO.EQ.0 .AND. IINFO.GT.0 )
  372:      $      INFO = IINFO + K - 1
  373: *
  374: *        Adjust IPIV
  375: *
  376:          DO 30 J = K, K + KB - 1
  377:             IF( IPIV( J ).GT.0 ) THEN
  378:                IPIV( J ) = IPIV( J ) + K - 1
  379:             ELSE
  380:                IPIV( J ) = IPIV( J ) - K + 1
  381:             END IF
  382:    30    CONTINUE
  383: *
  384: *        Increase K and return to the start of the main loop
  385: *
  386:          K = K + KB
  387:          GO TO 20
  388: *
  389:       END IF
  390: *
  391:    40 CONTINUE
  392:       WORK( 1 ) = LWKOPT
  393:       RETURN
  394: *
  395: *     End of ZHETRF_ROOK
  396: *
  397:       END

CVSweb interface <joel.bertrand@systella.fr>