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Mon Aug 7 08:39:25 2023 UTC (8 months, 3 weeks ago) by bertrand
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CVS tags: rpl-4_1_35, rpl-4_1_34, HEAD
Première mise à jour de lapack et blas.

    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: *> \ingroup complex16HEcomputational
  111: *
  112: *> \par Contributors:
  113: *  ==================
  114: *>
  115: *> \verbatim
  116: *>
  117: *>  November 2013,  Igor Kozachenko,
  118: *>                  Computer Science Division,
  119: *>                  University of California, Berkeley
  120: *>
  121: *>  September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
  122: *>                  School of Mathematics,
  123: *>                  University of Manchester
  124: *> \endverbatim
  125: *
  126: *  =====================================================================
  127:       SUBROUTINE ZHETRI_ROOK( UPLO, N, A, LDA, IPIV, WORK, INFO )
  128: *
  129: *  -- LAPACK computational routine --
  130: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  131: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  132: *
  133: *     .. Scalar Arguments ..
  134:       CHARACTER          UPLO
  135:       INTEGER            INFO, LDA, N
  136: *     ..
  137: *     .. Array Arguments ..
  138:       INTEGER            IPIV( * )
  139:       COMPLEX*16         A( LDA, * ), WORK( * )
  140: *     ..
  141: *
  142: *  =====================================================================
  143: *
  144: *     .. Parameters ..
  145:       DOUBLE PRECISION   ONE
  146:       COMPLEX*16         CONE, CZERO
  147:       PARAMETER          ( ONE = 1.0D+0, CONE = ( 1.0D+0, 0.0D+0 ),
  148:      $                   CZERO = ( 0.0D+0, 0.0D+0 ) )
  149: *     ..
  150: *     .. Local Scalars ..
  151:       LOGICAL            UPPER
  152:       INTEGER            J, K, KP, KSTEP
  153:       DOUBLE PRECISION   AK, AKP1, D, T
  154:       COMPLEX*16         AKKP1, TEMP
  155: *     ..
  156: *     .. External Functions ..
  157:       LOGICAL            LSAME
  158:       COMPLEX*16         ZDOTC
  159:       EXTERNAL           LSAME, ZDOTC
  160: *     ..
  161: *     .. External Subroutines ..
  162:       EXTERNAL           ZCOPY, ZHEMV, ZSWAP, XERBLA
  163: *     ..
  164: *     .. Intrinsic Functions ..
  165:       INTRINSIC          ABS, DCONJG, MAX, DBLE
  166: *     ..
  167: *     .. Executable Statements ..
  168: *
  169: *     Test the input parameters.
  170: *
  171:       INFO = 0
  172:       UPPER = LSAME( UPLO, 'U' )
  173:       IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  174:          INFO = -1
  175:       ELSE IF( N.LT.0 ) THEN
  176:          INFO = -2
  177:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  178:          INFO = -4
  179:       END IF
  180:       IF( INFO.NE.0 ) THEN
  181:          CALL XERBLA( 'ZHETRI_ROOK', -INFO )
  182:          RETURN
  183:       END IF
  184: *
  185: *     Quick return if possible
  186: *
  187:       IF( N.EQ.0 )
  188:      $   RETURN
  189: *
  190: *     Check that the diagonal matrix D is nonsingular.
  191: *
  192:       IF( UPPER ) THEN
  193: *
  194: *        Upper triangular storage: examine D from bottom to top
  195: *
  196:          DO 10 INFO = N, 1, -1
  197:             IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.CZERO )
  198:      $         RETURN
  199:    10    CONTINUE
  200:       ELSE
  201: *
  202: *        Lower triangular storage: examine D from top to bottom.
  203: *
  204:          DO 20 INFO = 1, N
  205:             IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.CZERO )
  206:      $         RETURN
  207:    20    CONTINUE
  208:       END IF
  209:       INFO = 0
  210: *
  211:       IF( UPPER ) THEN
  212: *
  213: *        Compute inv(A) from the factorization A = U*D*U**H.
  214: *
  215: *        K is the main loop index, increasing from 1 to N in steps of
  216: *        1 or 2, depending on the size of the diagonal blocks.
  217: *
  218:          K = 1
  219:    30    CONTINUE
  220: *
  221: *        If K > N, exit from loop.
  222: *
  223:          IF( K.GT.N )
  224:      $      GO TO 70
  225: *
  226:          IF( IPIV( K ).GT.0 ) THEN
  227: *
  228: *           1 x 1 diagonal block
  229: *
  230: *           Invert the diagonal block.
  231: *
  232:             A( K, K ) = ONE / DBLE( A( K, K ) )
  233: *
  234: *           Compute column K of the inverse.
  235: *
  236:             IF( K.GT.1 ) THEN
  237:                CALL ZCOPY( K-1, A( 1, K ), 1, WORK, 1 )
  238:                CALL ZHEMV( UPLO, K-1, -CONE, A, LDA, WORK, 1, CZERO,
  239:      $                     A( 1, K ), 1 )
  240:                A( K, K ) = A( K, K ) - DBLE( ZDOTC( K-1, WORK, 1, A( 1,
  241:      $                     K ), 1 ) )
  242:             END IF
  243:             KSTEP = 1
  244:          ELSE
  245: *
  246: *           2 x 2 diagonal block
  247: *
  248: *           Invert the diagonal block.
  249: *
  250:             T = ABS( A( K, K+1 ) )
  251:             AK = DBLE( A( K, K ) ) / T
  252:             AKP1 = DBLE( A( K+1, K+1 ) ) / T
  253:             AKKP1 = A( K, K+1 ) / T
  254:             D = T*( AK*AKP1-ONE )
  255:             A( K, K ) = AKP1 / D
  256:             A( K+1, K+1 ) = AK / D
  257:             A( K, K+1 ) = -AKKP1 / D
  258: *
  259: *           Compute columns K and K+1 of the inverse.
  260: *
  261:             IF( K.GT.1 ) THEN
  262:                CALL ZCOPY( K-1, A( 1, K ), 1, WORK, 1 )
  263:                CALL ZHEMV( UPLO, K-1, -CONE, A, LDA, WORK, 1, CZERO,
  264:      $                     A( 1, K ), 1 )
  265:                A( K, K ) = A( K, K ) - DBLE( ZDOTC( K-1, WORK, 1, A( 1,
  266:      $                     K ), 1 ) )
  267:                A( K, K+1 ) = A( K, K+1 ) -
  268:      $                       ZDOTC( K-1, A( 1, K ), 1, A( 1, K+1 ), 1 )
  269:                CALL ZCOPY( K-1, A( 1, K+1 ), 1, WORK, 1 )
  270:                CALL ZHEMV( UPLO, K-1, -CONE, A, LDA, WORK, 1, CZERO,
  271:      $                     A( 1, K+1 ), 1 )
  272:                A( K+1, K+1 ) = A( K+1, K+1 ) -
  273:      $                         DBLE( ZDOTC( K-1, WORK, 1, A( 1, K+1 ),
  274:      $                         1 ) )
  275:             END IF
  276:             KSTEP = 2
  277:          END IF
  278: *
  279:          IF( KSTEP.EQ.1 ) THEN
  280: *
  281: *           Interchange rows and columns K and IPIV(K) in the leading
  282: *           submatrix A(1:k,1:k)
  283: *
  284:             KP = IPIV( K )
  285:             IF( KP.NE.K ) THEN
  286: *
  287:                IF( KP.GT.1 )
  288:      $            CALL ZSWAP( KP-1, A( 1, K ), 1, A( 1, KP ), 1 )
  289: *
  290:                DO 40 J = KP + 1, K - 1
  291:                   TEMP = DCONJG( A( J, K ) )
  292:                   A( J, K ) = DCONJG( A( KP, J ) )
  293:                   A( KP, J ) = TEMP
  294:    40          CONTINUE
  295: *
  296:                A( KP, K ) = DCONJG( A( KP, K ) )
  297: *
  298:                TEMP = A( K, K )
  299:                A( K, K ) = A( KP, KP )
  300:                A( KP, KP ) = TEMP
  301:             END IF
  302:          ELSE
  303: *
  304: *           Interchange rows and columns K and K+1 with -IPIV(K) and
  305: *           -IPIV(K+1) in the leading submatrix A(k+1:n,k+1:n)
  306: *
  307: *           (1) Interchange rows and columns K and -IPIV(K)
  308: *
  309:             KP = -IPIV( K )
  310:             IF( KP.NE.K ) THEN
  311: *
  312:                IF( KP.GT.1 )
  313:      $            CALL ZSWAP( KP-1, A( 1, K ), 1, A( 1, KP ), 1 )
  314: *
  315:                DO 50 J = KP + 1, K - 1
  316:                   TEMP = DCONJG( A( J, K ) )
  317:                   A( J, K ) = DCONJG( A( KP, J ) )
  318:                   A( KP, J ) = TEMP
  319:    50          CONTINUE
  320: *
  321:                A( KP, K ) = DCONJG( A( KP, K ) )
  322: *
  323:                TEMP = A( K, K )
  324:                A( K, K ) = A( KP, KP )
  325:                A( KP, KP ) = TEMP
  326: *
  327:                TEMP = A( K, K+1 )
  328:                A( K, K+1 ) = A( KP, K+1 )
  329:                A( KP, K+1 ) = TEMP
  330:             END IF
  331: *
  332: *           (2) Interchange rows and columns K+1 and -IPIV(K+1)
  333: *
  334:             K = K + 1
  335:             KP = -IPIV( K )
  336:             IF( KP.NE.K ) THEN
  337: *
  338:                IF( KP.GT.1 )
  339:      $            CALL ZSWAP( KP-1, A( 1, K ), 1, A( 1, KP ), 1 )
  340: *
  341:                DO 60 J = KP + 1, K - 1
  342:                   TEMP = DCONJG( A( J, K ) )
  343:                   A( J, K ) = DCONJG( A( KP, J ) )
  344:                   A( KP, J ) = TEMP
  345:    60          CONTINUE
  346: *
  347:                A( KP, K ) = DCONJG( A( KP, K ) )
  348: *
  349:                TEMP = A( K, K )
  350:                A( K, K ) = A( KP, KP )
  351:                A( KP, KP ) = TEMP
  352:             END IF
  353:          END IF
  354: *
  355:          K = K + 1
  356:          GO TO 30
  357:    70    CONTINUE
  358: *
  359:       ELSE
  360: *
  361: *        Compute inv(A) from the factorization A = L*D*L**H.
  362: *
  363: *        K is the main loop index, decreasing from N to 1 in steps of
  364: *        1 or 2, depending on the size of the diagonal blocks.
  365: *
  366:          K = N
  367:    80    CONTINUE
  368: *
  369: *        If K < 1, exit from loop.
  370: *
  371:          IF( K.LT.1 )
  372:      $      GO TO 120
  373: *
  374:          IF( IPIV( K ).GT.0 ) THEN
  375: *
  376: *           1 x 1 diagonal block
  377: *
  378: *           Invert the diagonal block.
  379: *
  380:             A( K, K ) = ONE / DBLE( A( K, K ) )
  381: *
  382: *           Compute column K of the inverse.
  383: *
  384:             IF( K.LT.N ) THEN
  385:                CALL ZCOPY( N-K, A( K+1, K ), 1, WORK, 1 )
  386:                CALL ZHEMV( UPLO, N-K, -CONE, A( K+1, K+1 ), LDA, WORK,
  387:      $                     1, CZERO, A( K+1, K ), 1 )
  388:                A( K, K ) = A( K, K ) - DBLE( ZDOTC( N-K, WORK, 1,
  389:      $                     A( K+1, K ), 1 ) )
  390:             END IF
  391:             KSTEP = 1
  392:          ELSE
  393: *
  394: *           2 x 2 diagonal block
  395: *
  396: *           Invert the diagonal block.
  397: *
  398:             T = ABS( A( K, K-1 ) )
  399:             AK = DBLE( A( K-1, K-1 ) ) / T
  400:             AKP1 = DBLE( A( K, K ) ) / T
  401:             AKKP1 = A( K, K-1 ) / T
  402:             D = T*( AK*AKP1-ONE )
  403:             A( K-1, K-1 ) = AKP1 / D
  404:             A( K, K ) = AK / D
  405:             A( K, K-1 ) = -AKKP1 / D
  406: *
  407: *           Compute columns K-1 and K of the inverse.
  408: *
  409:             IF( K.LT.N ) THEN
  410:                CALL ZCOPY( N-K, A( K+1, K ), 1, WORK, 1 )
  411:                CALL ZHEMV( UPLO, N-K, -CONE, A( K+1, K+1 ), LDA, WORK,
  412:      $                     1, CZERO, A( K+1, K ), 1 )
  413:                A( K, K ) = A( K, K ) - DBLE( ZDOTC( N-K, WORK, 1,
  414:      $                     A( K+1, K ), 1 ) )
  415:                A( K, K-1 ) = A( K, K-1 ) -
  416:      $                       ZDOTC( N-K, A( K+1, K ), 1, A( K+1, K-1 ),
  417:      $                       1 )
  418:                CALL ZCOPY( N-K, A( K+1, K-1 ), 1, WORK, 1 )
  419:                CALL ZHEMV( UPLO, N-K, -CONE, A( K+1, K+1 ), LDA, WORK,
  420:      $                     1, CZERO, A( K+1, K-1 ), 1 )
  421:                A( K-1, K-1 ) = A( K-1, K-1 ) -
  422:      $                         DBLE( ZDOTC( N-K, WORK, 1, A( K+1, K-1 ),
  423:      $                         1 ) )
  424:             END IF
  425:             KSTEP = 2
  426:          END IF
  427: *
  428:          IF( KSTEP.EQ.1 ) THEN
  429: *
  430: *           Interchange rows and columns K and IPIV(K) in the trailing
  431: *           submatrix A(k:n,k:n)
  432: *
  433:             KP = IPIV( K )
  434:             IF( KP.NE.K ) THEN
  435: *
  436:                IF( KP.LT.N )
  437:      $            CALL ZSWAP( N-KP, A( KP+1, K ), 1, A( KP+1, KP ), 1 )
  438: *
  439:                DO 90 J = K + 1, KP - 1
  440:                   TEMP = DCONJG( A( J, K ) )
  441:                   A( J, K ) = DCONJG( A( KP, J ) )
  442:                   A( KP, J ) = TEMP
  443:    90          CONTINUE
  444: *
  445:                A( KP, K ) = DCONJG( A( KP, K ) )
  446: *
  447:                TEMP = A( K, K )
  448:                A( K, K ) = A( KP, KP )
  449:                A( KP, KP ) = TEMP
  450:             END IF
  451:          ELSE
  452: *
  453: *           Interchange rows and columns K and K-1 with -IPIV(K) and
  454: *           -IPIV(K-1) in the trailing submatrix A(k-1:n,k-1:n)
  455: *
  456: *           (1) Interchange rows and columns K and -IPIV(K)
  457: *
  458:             KP = -IPIV( K )
  459:             IF( KP.NE.K ) THEN
  460: *
  461:                IF( KP.LT.N )
  462:      $            CALL ZSWAP( N-KP, A( KP+1, K ), 1, A( KP+1, KP ), 1 )
  463: *
  464:                DO 100 J = K + 1, KP - 1
  465:                   TEMP = DCONJG( A( J, K ) )
  466:                   A( J, K ) = DCONJG( A( KP, J ) )
  467:                   A( KP, J ) = TEMP
  468:   100         CONTINUE
  469: *
  470:                A( KP, K ) = DCONJG( A( KP, K ) )
  471: *
  472:                TEMP = A( K, K )
  473:                A( K, K ) = A( KP, KP )
  474:                A( KP, KP ) = TEMP
  475: *
  476:                TEMP = A( K, K-1 )
  477:                A( K, K-1 ) = A( KP, K-1 )
  478:                A( KP, K-1 ) = TEMP
  479:             END IF
  480: *
  481: *           (2) Interchange rows and columns K-1 and -IPIV(K-1)
  482: *
  483:             K = K - 1
  484:             KP = -IPIV( K )
  485:             IF( KP.NE.K ) THEN
  486: *
  487:                IF( KP.LT.N )
  488:      $            CALL ZSWAP( N-KP, A( KP+1, K ), 1, A( KP+1, KP ), 1 )
  489: *
  490:                DO 110 J = K + 1, KP - 1
  491:                   TEMP = DCONJG( A( J, K ) )
  492:                   A( J, K ) = DCONJG( A( KP, J ) )
  493:                   A( KP, J ) = TEMP
  494:   110         CONTINUE
  495: *
  496:                A( KP, K ) = DCONJG( A( KP, K ) )
  497: *
  498:                TEMP = A( K, K )
  499:                A( K, K ) = A( KP, KP )
  500:                A( KP, KP ) = TEMP
  501:             END IF
  502:          END IF
  503: *
  504:          K = K - 1
  505:          GO TO 80
  506:   120    CONTINUE
  507:       END IF
  508: *
  509:       RETURN
  510: *
  511: *     End of ZHETRI_ROOK
  512: *
  513:       END

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