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Mon Jan 27 09:24:36 2014 UTC (10 years, 4 months ago) by bertrand
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Mise à jour de lapack vers la version 3.5.0.

    1: *> \brief \b ZHETRI_ROOK computes the inverse of HE matrix using the factorization obtained with the bounded Bunch-Kaufman ("rook") diagonal pivoting method.
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at
    6: *            http://www.netlib.org/lapack/explore-html/
    7: *
    8: *> \htmlonly
    9: *> Download ZHETRI_ROOK + dependencies
   10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhetri_rook.f">
   11: *> [TGZ]</a>
   12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhetri_rook.f">
   13: *> [ZIP]</a>
   14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhetri_rook.f">
   15: *> [TXT]</a>
   16: *> \endhtmlonly
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE ZHETRI_ROOK( UPLO, N, A, LDA, IPIV, WORK, 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, * ), WORK( * )
   30: *       ..
   31: *
   32: *
   33: *> \par Purpose:
   34: *  =============
   35: *>
   36: *> \verbatim
   37: *>
   38: *> ZHETRI_ROOK computes the inverse of a complex Hermitian indefinite matrix
   39: *> A using the factorization A = U*D*U**H or A = L*D*L**H computed by
   40: *> ZHETRF_ROOK.
   41: *> \endverbatim
   42: *
   43: *  Arguments:
   44: *  ==========
   45: *
   46: *> \param[in] UPLO
   47: *> \verbatim
   48: *>          UPLO is CHARACTER*1
   49: *>          Specifies whether the details of the factorization are stored
   50: *>          as an upper or lower triangular matrix.
   51: *>          = 'U':  Upper triangular, form is A = U*D*U**H;
   52: *>          = 'L':  Lower triangular, form is A = L*D*L**H.
   53: *> \endverbatim
   54: *>
   55: *> \param[in] N
   56: *> \verbatim
   57: *>          N is INTEGER
   58: *>          The order of the matrix A.  N >= 0.
   59: *> \endverbatim
   60: *>
   61: *> \param[in,out] A
   62: *> \verbatim
   63: *>          A is COMPLEX*16 array, dimension (LDA,N)
   64: *>          On entry, the block diagonal matrix D and the multipliers
   65: *>          used to obtain the factor U or L as computed by ZHETRF_ROOK.
   66: *>
   67: *>          On exit, if INFO = 0, the (Hermitian) inverse of the original
   68: *>          matrix.  If UPLO = 'U', the upper triangular part of the
   69: *>          inverse is formed and the part of A below the diagonal is not
   70: *>          referenced; if UPLO = 'L' the lower triangular part of the
   71: *>          inverse is formed and the part of A above the diagonal is
   72: *>          not referenced.
   73: *> \endverbatim
   74: *>
   75: *> \param[in] LDA
   76: *> \verbatim
   77: *>          LDA is INTEGER
   78: *>          The leading dimension of the array A.  LDA >= max(1,N).
   79: *> \endverbatim
   80: *>
   81: *> \param[in] IPIV
   82: *> \verbatim
   83: *>          IPIV is INTEGER array, dimension (N)
   84: *>          Details of the interchanges and the block structure of D
   85: *>          as determined by ZHETRF_ROOK.
   86: *> \endverbatim
   87: *>
   88: *> \param[out] WORK
   89: *> \verbatim
   90: *>          WORK is COMPLEX*16 array, dimension (N)
   91: *> \endverbatim
   92: *>
   93: *> \param[out] INFO
   94: *> \verbatim
   95: *>          INFO is INTEGER
   96: *>          = 0: successful exit
   97: *>          < 0: if INFO = -i, the i-th argument had an illegal value
   98: *>          > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
   99: *>               inverse could not be computed.
  100: *> \endverbatim
  101: *
  102: *  Authors:
  103: *  ========
  104: *
  105: *> \author Univ. of Tennessee
  106: *> \author Univ. of California Berkeley
  107: *> \author Univ. of Colorado Denver
  108: *> \author NAG Ltd.
  109: *
  110: *> \date November 2013
  111: *
  112: *> \ingroup complex16HEcomputational
  113: *
  114: *> \par Contributors:
  115: *  ==================
  116: *>
  117: *> \verbatim
  118: *>
  119: *>  November 2013,  Igor Kozachenko,
  120: *>                  Computer Science Division,
  121: *>                  University of California, Berkeley
  122: *>
  123: *>  September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
  124: *>                  School of Mathematics,
  125: *>                  University of Manchester
  126: *> \endverbatim
  127: *
  128: *  =====================================================================
  129:       SUBROUTINE ZHETRI_ROOK( UPLO, N, A, LDA, IPIV, WORK, INFO )
  130: *
  131: *  -- LAPACK computational routine (version 3.5.0) --
  132: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  133: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  134: *     November 2013
  135: *
  136: *     .. Scalar Arguments ..
  137:       CHARACTER          UPLO
  138:       INTEGER            INFO, LDA, N
  139: *     ..
  140: *     .. Array Arguments ..
  141:       INTEGER            IPIV( * )
  142:       COMPLEX*16         A( LDA, * ), WORK( * )
  143: *     ..
  144: *
  145: *  =====================================================================
  146: *
  147: *     .. Parameters ..
  148:       DOUBLE PRECISION   ONE
  149:       COMPLEX*16         CONE, CZERO
  150:       PARAMETER          ( ONE = 1.0D+0, CONE = ( 1.0D+0, 0.0D+0 ),
  151:      $                   CZERO = ( 0.0D+0, 0.0D+0 ) )
  152: *     ..
  153: *     .. Local Scalars ..
  154:       LOGICAL            UPPER
  155:       INTEGER            J, K, KP, KSTEP
  156:       DOUBLE PRECISION   AK, AKP1, D, T
  157:       COMPLEX*16         AKKP1, TEMP
  158: *     ..
  159: *     .. External Functions ..
  160:       LOGICAL            LSAME
  161:       COMPLEX*16         ZDOTC
  162:       EXTERNAL           LSAME, ZDOTC
  163: *     ..
  164: *     .. External Subroutines ..
  165:       EXTERNAL           ZCOPY, ZHEMV, ZSWAP, XERBLA
  166: *     ..
  167: *     .. Intrinsic Functions ..
  168:       INTRINSIC          ABS, DCONJG, MAX, DBLE
  169: *     ..
  170: *     .. Executable Statements ..
  171: *
  172: *     Test the input parameters.
  173: *
  174:       INFO = 0
  175:       UPPER = LSAME( UPLO, 'U' )
  176:       IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  177:          INFO = -1
  178:       ELSE IF( N.LT.0 ) THEN
  179:          INFO = -2
  180:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  181:          INFO = -4
  182:       END IF
  183:       IF( INFO.NE.0 ) THEN
  184:          CALL XERBLA( 'ZHETRI_ROOK', -INFO )
  185:          RETURN
  186:       END IF
  187: *
  188: *     Quick return if possible
  189: *
  190:       IF( N.EQ.0 )
  191:      $   RETURN
  192: *
  193: *     Check that the diagonal matrix D is nonsingular.
  194: *
  195:       IF( UPPER ) THEN
  196: *
  197: *        Upper triangular storage: examine D from bottom to top
  198: *
  199:          DO 10 INFO = N, 1, -1
  200:             IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.CZERO )
  201:      $         RETURN
  202:    10    CONTINUE
  203:       ELSE
  204: *
  205: *        Lower triangular storage: examine D from top to bottom.
  206: *
  207:          DO 20 INFO = 1, N
  208:             IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.CZERO )
  209:      $         RETURN
  210:    20    CONTINUE
  211:       END IF
  212:       INFO = 0
  213: *
  214:       IF( UPPER ) THEN
  215: *
  216: *        Compute inv(A) from the factorization A = U*D*U**H.
  217: *
  218: *        K is the main loop index, increasing from 1 to N in steps of
  219: *        1 or 2, depending on the size of the diagonal blocks.
  220: *
  221:          K = 1
  222:    30    CONTINUE
  223: *
  224: *        If K > N, exit from loop.
  225: *
  226:          IF( K.GT.N )
  227:      $      GO TO 70
  228: *
  229:          IF( IPIV( K ).GT.0 ) THEN
  230: *
  231: *           1 x 1 diagonal block
  232: *
  233: *           Invert the diagonal block.
  234: *
  235:             A( K, K ) = ONE / DBLE( A( K, K ) )
  236: *
  237: *           Compute column K of the inverse.
  238: *
  239:             IF( K.GT.1 ) THEN
  240:                CALL ZCOPY( K-1, A( 1, K ), 1, WORK, 1 )
  241:                CALL ZHEMV( UPLO, K-1, -CONE, A, LDA, WORK, 1, CZERO,
  242:      $                     A( 1, K ), 1 )
  243:                A( K, K ) = A( K, K ) - DBLE( ZDOTC( K-1, WORK, 1, A( 1,
  244:      $                     K ), 1 ) )
  245:             END IF
  246:             KSTEP = 1
  247:          ELSE
  248: *
  249: *           2 x 2 diagonal block
  250: *
  251: *           Invert the diagonal block.
  252: *
  253:             T = ABS( A( K, K+1 ) )
  254:             AK = DBLE( A( K, K ) ) / T
  255:             AKP1 = DBLE( A( K+1, K+1 ) ) / T
  256:             AKKP1 = A( K, K+1 ) / T
  257:             D = T*( AK*AKP1-ONE )
  258:             A( K, K ) = AKP1 / D
  259:             A( K+1, K+1 ) = AK / D
  260:             A( K, K+1 ) = -AKKP1 / D
  261: *
  262: *           Compute columns K and K+1 of the inverse.
  263: *
  264:             IF( K.GT.1 ) THEN
  265:                CALL ZCOPY( K-1, A( 1, K ), 1, WORK, 1 )
  266:                CALL ZHEMV( UPLO, K-1, -CONE, A, LDA, WORK, 1, CZERO,
  267:      $                     A( 1, K ), 1 )
  268:                A( K, K ) = A( K, K ) - DBLE( ZDOTC( K-1, WORK, 1, A( 1,
  269:      $                     K ), 1 ) )
  270:                A( K, K+1 ) = A( K, K+1 ) -
  271:      $                       ZDOTC( K-1, A( 1, K ), 1, A( 1, K+1 ), 1 )
  272:                CALL ZCOPY( K-1, A( 1, K+1 ), 1, WORK, 1 )
  273:                CALL ZHEMV( UPLO, K-1, -CONE, A, LDA, WORK, 1, CZERO,
  274:      $                     A( 1, K+1 ), 1 )
  275:                A( K+1, K+1 ) = A( K+1, K+1 ) -
  276:      $                         DBLE( ZDOTC( K-1, WORK, 1, A( 1, K+1 ),
  277:      $                         1 ) )
  278:             END IF
  279:             KSTEP = 2
  280:          END IF
  281: *
  282:          IF( KSTEP.EQ.1 ) THEN
  283: *
  284: *           Interchange rows and columns K and IPIV(K) in the leading
  285: *           submatrix A(1:k,1:k)
  286: *
  287:             KP = IPIV( K )
  288:             IF( KP.NE.K ) THEN
  289: *
  290:                IF( KP.GT.1 )
  291:      $            CALL ZSWAP( KP-1, A( 1, K ), 1, A( 1, KP ), 1 )
  292: *
  293:                DO 40 J = KP + 1, K - 1
  294:                   TEMP = DCONJG( A( J, K ) )
  295:                   A( J, K ) = DCONJG( A( KP, J ) )
  296:                   A( KP, J ) = TEMP
  297:    40          CONTINUE
  298: *
  299:                A( KP, K ) = DCONJG( A( KP, K ) )
  300: *
  301:                TEMP = A( K, K )
  302:                A( K, K ) = A( KP, KP )
  303:                A( KP, KP ) = TEMP
  304:             END IF
  305:          ELSE
  306: *
  307: *           Interchange rows and columns K and K+1 with -IPIV(K) and
  308: *           -IPIV(K+1) in the leading submatrix A(k+1:n,k+1:n)
  309: *
  310: *           (1) Interchange rows and columns K and -IPIV(K)
  311: *
  312:             KP = -IPIV( K )
  313:             IF( KP.NE.K ) THEN
  314: *
  315:                IF( KP.GT.1 )
  316:      $            CALL ZSWAP( KP-1, A( 1, K ), 1, A( 1, KP ), 1 )
  317: *
  318:                DO 50 J = KP + 1, K - 1
  319:                   TEMP = DCONJG( A( J, K ) )
  320:                   A( J, K ) = DCONJG( A( KP, J ) )
  321:                   A( KP, J ) = TEMP
  322:    50          CONTINUE
  323: *
  324:                A( KP, K ) = DCONJG( A( KP, K ) )
  325: *
  326:                TEMP = A( K, K )
  327:                A( K, K ) = A( KP, KP )
  328:                A( KP, KP ) = TEMP
  329: *
  330:                TEMP = A( K, K+1 )
  331:                A( K, K+1 ) = A( KP, K+1 )
  332:                A( KP, K+1 ) = TEMP
  333:             END IF
  334: *
  335: *           (2) Interchange rows and columns K+1 and -IPIV(K+1)
  336: *
  337:             K = K + 1
  338:             KP = -IPIV( K )
  339:             IF( KP.NE.K ) THEN
  340: *
  341:                IF( KP.GT.1 )
  342:      $            CALL ZSWAP( KP-1, A( 1, K ), 1, A( 1, KP ), 1 )
  343: *
  344:                DO 60 J = KP + 1, K - 1
  345:                   TEMP = DCONJG( A( J, K ) )
  346:                   A( J, K ) = DCONJG( A( KP, J ) )
  347:                   A( KP, J ) = TEMP
  348:    60          CONTINUE
  349: *
  350:                A( KP, K ) = DCONJG( A( KP, K ) )
  351: *
  352:                TEMP = A( K, K )
  353:                A( K, K ) = A( KP, KP )
  354:                A( KP, KP ) = TEMP
  355:             END IF
  356:          END IF
  357: *
  358:          K = K + 1
  359:          GO TO 30
  360:    70    CONTINUE
  361: *
  362:       ELSE
  363: *
  364: *        Compute inv(A) from the factorization A = L*D*L**H.
  365: *
  366: *        K is the main loop index, decreasing from N to 1 in steps of
  367: *        1 or 2, depending on the size of the diagonal blocks.
  368: *
  369:          K = N
  370:    80    CONTINUE
  371: *
  372: *        If K < 1, exit from loop.
  373: *
  374:          IF( K.LT.1 )
  375:      $      GO TO 120
  376: *
  377:          IF( IPIV( K ).GT.0 ) THEN
  378: *
  379: *           1 x 1 diagonal block
  380: *
  381: *           Invert the diagonal block.
  382: *
  383:             A( K, K ) = ONE / DBLE( A( K, K ) )
  384: *
  385: *           Compute column K of the inverse.
  386: *
  387:             IF( K.LT.N ) THEN
  388:                CALL ZCOPY( N-K, A( K+1, K ), 1, WORK, 1 )
  389:                CALL ZHEMV( UPLO, N-K, -CONE, A( K+1, K+1 ), LDA, WORK,
  390:      $                     1, CZERO, A( K+1, K ), 1 )
  391:                A( K, K ) = A( K, K ) - DBLE( ZDOTC( N-K, WORK, 1,
  392:      $                     A( K+1, K ), 1 ) )
  393:             END IF
  394:             KSTEP = 1
  395:          ELSE
  396: *
  397: *           2 x 2 diagonal block
  398: *
  399: *           Invert the diagonal block.
  400: *
  401:             T = ABS( A( K, K-1 ) )
  402:             AK = DBLE( A( K-1, K-1 ) ) / T
  403:             AKP1 = DBLE( A( K, K ) ) / T
  404:             AKKP1 = A( K, K-1 ) / T
  405:             D = T*( AK*AKP1-ONE )
  406:             A( K-1, K-1 ) = AKP1 / D
  407:             A( K, K ) = AK / D
  408:             A( K, K-1 ) = -AKKP1 / D
  409: *
  410: *           Compute columns K-1 and K of the inverse.
  411: *
  412:             IF( K.LT.N ) THEN
  413:                CALL ZCOPY( N-K, A( K+1, K ), 1, WORK, 1 )
  414:                CALL ZHEMV( UPLO, N-K, -CONE, A( K+1, K+1 ), LDA, WORK,
  415:      $                     1, CZERO, A( K+1, K ), 1 )
  416:                A( K, K ) = A( K, K ) - DBLE( ZDOTC( N-K, WORK, 1,
  417:      $                     A( K+1, K ), 1 ) )
  418:                A( K, K-1 ) = A( K, K-1 ) -
  419:      $                       ZDOTC( N-K, A( K+1, K ), 1, A( K+1, K-1 ),
  420:      $                       1 )
  421:                CALL ZCOPY( N-K, A( K+1, K-1 ), 1, WORK, 1 )
  422:                CALL ZHEMV( UPLO, N-K, -CONE, A( K+1, K+1 ), LDA, WORK,
  423:      $                     1, CZERO, A( K+1, K-1 ), 1 )
  424:                A( K-1, K-1 ) = A( K-1, K-1 ) -
  425:      $                         DBLE( ZDOTC( N-K, WORK, 1, A( K+1, K-1 ),
  426:      $                         1 ) )
  427:             END IF
  428:             KSTEP = 2
  429:          END IF
  430: *
  431:          IF( KSTEP.EQ.1 ) THEN
  432: *
  433: *           Interchange rows and columns K and IPIV(K) in the trailing
  434: *           submatrix A(k:n,k:n)
  435: *
  436:             KP = IPIV( K )
  437:             IF( KP.NE.K ) THEN
  438: *
  439:                IF( KP.LT.N )
  440:      $            CALL ZSWAP( N-KP, A( KP+1, K ), 1, A( KP+1, KP ), 1 )
  441: *
  442:                DO 90 J = K + 1, KP - 1
  443:                   TEMP = DCONJG( A( J, K ) )
  444:                   A( J, K ) = DCONJG( A( KP, J ) )
  445:                   A( KP, J ) = TEMP
  446:    90          CONTINUE
  447: *
  448:                A( KP, K ) = DCONJG( A( KP, K ) )
  449: *
  450:                TEMP = A( K, K )
  451:                A( K, K ) = A( KP, KP )
  452:                A( KP, KP ) = TEMP
  453:             END IF
  454:          ELSE
  455: *
  456: *           Interchange rows and columns K and K-1 with -IPIV(K) and
  457: *           -IPIV(K-1) in the trailing submatrix A(k-1:n,k-1:n)
  458: *
  459: *           (1) Interchange rows and columns K and -IPIV(K)
  460: *
  461:             KP = -IPIV( K )
  462:             IF( KP.NE.K ) THEN
  463: *
  464:                IF( KP.LT.N )
  465:      $            CALL ZSWAP( N-KP, A( KP+1, K ), 1, A( KP+1, KP ), 1 )
  466: *
  467:                DO 100 J = K + 1, KP - 1
  468:                   TEMP = DCONJG( A( J, K ) )
  469:                   A( J, K ) = DCONJG( A( KP, J ) )
  470:                   A( KP, J ) = TEMP
  471:   100         CONTINUE
  472: *
  473:                A( KP, K ) = DCONJG( A( KP, K ) )
  474: *
  475:                TEMP = A( K, K )
  476:                A( K, K ) = A( KP, KP )
  477:                A( KP, KP ) = TEMP
  478: *
  479:                TEMP = A( K, K-1 )
  480:                A( K, K-1 ) = A( KP, K-1 )
  481:                A( KP, K-1 ) = TEMP
  482:             END IF
  483: *
  484: *           (2) Interchange rows and columns K-1 and -IPIV(K-1)
  485: *
  486:             K = K - 1
  487:             KP = -IPIV( K )
  488:             IF( KP.NE.K ) THEN
  489: *
  490:                IF( KP.LT.N )
  491:      $            CALL ZSWAP( N-KP, A( KP+1, K ), 1, A( KP+1, KP ), 1 )
  492: *
  493:                DO 110 J = K + 1, KP - 1
  494:                   TEMP = DCONJG( A( J, K ) )
  495:                   A( J, K ) = DCONJG( A( KP, J ) )
  496:                   A( KP, J ) = TEMP
  497:   110         CONTINUE
  498: *
  499:                A( KP, K ) = DCONJG( A( KP, K ) )
  500: *
  501:                TEMP = A( K, K )
  502:                A( K, K ) = A( KP, KP )
  503:                A( KP, KP ) = TEMP
  504:             END IF
  505:          END IF
  506: *
  507:          K = K - 1
  508:          GO TO 80
  509:   120    CONTINUE
  510:       END IF
  511: *
  512:       RETURN
  513: *
  514: *     End of ZHETRI_ROOK
  515: *
  516:       END

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