File:
[local] /
rpl /
lapack /
lapack /
zhetrs_rook.f
Revision
1.2:
download - view:
text,
annotated -
select for diffs -
revision graph
Mon Jan 27 09:28:35 2014 UTC (10 years, 4 months ago) by
bertrand
Branches:
MAIN
CVS tags:
rpl-4_1_24,
rpl-4_1_23,
rpl-4_1_22,
rpl-4_1_21,
rpl-4_1_20,
rpl-4_1_19,
rpl-4_1_18,
rpl-4_1_17,
HEAD
Cohérence.
1: *> \brief \b ZHETRS_ROOK computes the solution to a system of linear equations A * X = B for HE matrices using factorization obtained with one of the bounded diagonal pivoting methods (max 2 interchanges)
2: *
3: * =========== DOCUMENTATION ===========
4: *
5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
7: *
8: *> \htmlonly
9: *> Download ZHETRS_ROOK + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhetrs_rook.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhetrs_rook.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhetrs_rook.f">
15: *> [TXT]</a>
16: *> \endhtmlonly
17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE ZHETRS_ROOK( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO )
22: *
23: * .. Scalar Arguments ..
24: * CHARACTER UPLO
25: * INTEGER INFO, LDA, LDB, N, NRHS
26: * ..
27: * .. Array Arguments ..
28: * INTEGER IPIV( * )
29: * COMPLEX A( LDA, * ), B( LDB, * )
30: * ..
31: *
32: *
33: *> \par Purpose:
34: * =============
35: *>
36: *> \verbatim
37: *>
38: *> ZHETRS_ROOK solves a system of linear equations A*X = B with a complex
39: *> Hermitian matrix A using the factorization A = U*D*U**H or
40: *> A = L*D*L**H computed by 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] NRHS
62: *> \verbatim
63: *> NRHS is INTEGER
64: *> The number of right hand sides, i.e., the number of columns
65: *> of the matrix B. NRHS >= 0.
66: *> \endverbatim
67: *>
68: *> \param[in] A
69: *> \verbatim
70: *> A is COMPLEX*16 array, dimension (LDA,N)
71: *> The block diagonal matrix D and the multipliers used to
72: *> obtain the factor U or L as computed by ZHETRF_ROOK.
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[in,out] B
89: *> \verbatim
90: *> B is COMPLEX*16 array, dimension (LDB,NRHS)
91: *> On entry, the right hand side matrix B.
92: *> On exit, the solution matrix X.
93: *> \endverbatim
94: *>
95: *> \param[in] LDB
96: *> \verbatim
97: *> LDB is INTEGER
98: *> The leading dimension of the array B. LDB >= max(1,N).
99: *> \endverbatim
100: *>
101: *> \param[out] INFO
102: *> \verbatim
103: *> INFO is INTEGER
104: *> = 0: successful exit
105: *> < 0: if INFO = -i, the i-th argument had an illegal value
106: *> \endverbatim
107: *
108: * Authors:
109: * ========
110: *
111: *> \author Univ. of Tennessee
112: *> \author Univ. of California Berkeley
113: *> \author Univ. of Colorado Denver
114: *> \author NAG Ltd.
115: *
116: *> \date November 2013
117: *
118: *> \ingroup complex16HEcomputational
119: *
120: *> \par Contributors:
121: * ==================
122: *>
123: *> \verbatim
124: *>
125: *> November 2013, Igor Kozachenko,
126: *> Computer Science Division,
127: *> University of California, Berkeley
128: *>
129: *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
130: *> School of Mathematics,
131: *> University of Manchester
132: *>
133: *> \endverbatim
134: *
135: * =====================================================================
136: SUBROUTINE ZHETRS_ROOK( UPLO, N, NRHS, A, LDA, IPIV, B, LDB,
137: $ INFO )
138: *
139: * -- LAPACK computational routine (version 3.5.0) --
140: * -- LAPACK is a software package provided by Univ. of Tennessee, --
141: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
142: * November 2013
143: *
144: * .. Scalar Arguments ..
145: CHARACTER UPLO
146: INTEGER INFO, LDA, LDB, N, NRHS
147: * ..
148: * .. Array Arguments ..
149: INTEGER IPIV( * )
150: COMPLEX*16 A( LDA, * ), B( LDB, * )
151: * ..
152: *
153: * =====================================================================
154: *
155: * .. Parameters ..
156: COMPLEX*16 ONE
157: PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ) )
158: * ..
159: * .. Local Scalars ..
160: LOGICAL UPPER
161: INTEGER J, K, KP
162: DOUBLE PRECISION S
163: COMPLEX*16 AK, AKM1, AKM1K, BK, BKM1, DENOM
164: * ..
165: * .. External Functions ..
166: LOGICAL LSAME
167: EXTERNAL LSAME
168: * ..
169: * .. External Subroutines ..
170: EXTERNAL ZGEMV, ZGERU, ZLACGV, ZDSCAL, ZSWAP, XERBLA
171: * ..
172: * .. Intrinsic Functions ..
173: INTRINSIC DCONJG, MAX, DBLE
174: * ..
175: * .. Executable Statements ..
176: *
177: INFO = 0
178: UPPER = LSAME( UPLO, 'U' )
179: IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
180: INFO = -1
181: ELSE IF( N.LT.0 ) THEN
182: INFO = -2
183: ELSE IF( NRHS.LT.0 ) THEN
184: INFO = -3
185: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
186: INFO = -5
187: ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
188: INFO = -8
189: END IF
190: IF( INFO.NE.0 ) THEN
191: CALL XERBLA( 'ZHETRS_ROOK', -INFO )
192: RETURN
193: END IF
194: *
195: * Quick return if possible
196: *
197: IF( N.EQ.0 .OR. NRHS.EQ.0 )
198: $ RETURN
199: *
200: IF( UPPER ) THEN
201: *
202: * Solve A*X = B, where A = U*D*U**H.
203: *
204: * First solve U*D*X = B, overwriting B with X.
205: *
206: * K is the main loop index, decreasing from N to 1 in steps of
207: * 1 or 2, depending on the size of the diagonal blocks.
208: *
209: K = N
210: 10 CONTINUE
211: *
212: * If K < 1, exit from loop.
213: *
214: IF( K.LT.1 )
215: $ GO TO 30
216: *
217: IF( IPIV( K ).GT.0 ) THEN
218: *
219: * 1 x 1 diagonal block
220: *
221: * Interchange rows K and IPIV(K).
222: *
223: KP = IPIV( K )
224: IF( KP.NE.K )
225: $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
226: *
227: * Multiply by inv(U(K)), where U(K) is the transformation
228: * stored in column K of A.
229: *
230: CALL ZGERU( K-1, NRHS, -ONE, A( 1, K ), 1, B( K, 1 ), LDB,
231: $ B( 1, 1 ), LDB )
232: *
233: * Multiply by the inverse of the diagonal block.
234: *
235: S = DBLE( ONE ) / DBLE( A( K, K ) )
236: CALL ZDSCAL( NRHS, S, B( K, 1 ), LDB )
237: K = K - 1
238: ELSE
239: *
240: * 2 x 2 diagonal block
241: *
242: * Interchange rows K and -IPIV(K), then K-1 and -IPIV(K-1)
243: *
244: KP = -IPIV( K )
245: IF( KP.NE.K )
246: $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
247: *
248: KP = -IPIV( K-1)
249: IF( KP.NE.K-1 )
250: $ CALL ZSWAP( NRHS, B( K-1, 1 ), LDB, B( KP, 1 ), LDB )
251: *
252: * Multiply by inv(U(K)), where U(K) is the transformation
253: * stored in columns K-1 and K of A.
254: *
255: CALL ZGERU( K-2, NRHS, -ONE, A( 1, K ), 1, B( K, 1 ), LDB,
256: $ B( 1, 1 ), LDB )
257: CALL ZGERU( K-2, NRHS, -ONE, A( 1, K-1 ), 1, B( K-1, 1 ),
258: $ LDB, B( 1, 1 ), LDB )
259: *
260: * Multiply by the inverse of the diagonal block.
261: *
262: AKM1K = A( K-1, K )
263: AKM1 = A( K-1, K-1 ) / AKM1K
264: AK = A( K, K ) / DCONJG( AKM1K )
265: DENOM = AKM1*AK - ONE
266: DO 20 J = 1, NRHS
267: BKM1 = B( K-1, J ) / AKM1K
268: BK = B( K, J ) / DCONJG( AKM1K )
269: B( K-1, J ) = ( AK*BKM1-BK ) / DENOM
270: B( K, J ) = ( AKM1*BK-BKM1 ) / DENOM
271: 20 CONTINUE
272: K = K - 2
273: END IF
274: *
275: GO TO 10
276: 30 CONTINUE
277: *
278: * Next solve U**H *X = B, overwriting B with X.
279: *
280: * K is the main loop index, increasing from 1 to N in steps of
281: * 1 or 2, depending on the size of the diagonal blocks.
282: *
283: K = 1
284: 40 CONTINUE
285: *
286: * If K > N, exit from loop.
287: *
288: IF( K.GT.N )
289: $ GO TO 50
290: *
291: IF( IPIV( K ).GT.0 ) THEN
292: *
293: * 1 x 1 diagonal block
294: *
295: * Multiply by inv(U**H(K)), where U(K) is the transformation
296: * stored in column K of A.
297: *
298: IF( K.GT.1 ) THEN
299: CALL ZLACGV( NRHS, B( K, 1 ), LDB )
300: CALL ZGEMV( 'Conjugate transpose', K-1, NRHS, -ONE, B,
301: $ LDB, A( 1, K ), 1, ONE, B( K, 1 ), LDB )
302: CALL ZLACGV( NRHS, B( K, 1 ), LDB )
303: END IF
304: *
305: * Interchange rows K and IPIV(K).
306: *
307: KP = IPIV( K )
308: IF( KP.NE.K )
309: $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
310: K = K + 1
311: ELSE
312: *
313: * 2 x 2 diagonal block
314: *
315: * Multiply by inv(U**H(K+1)), where U(K+1) is the transformation
316: * stored in columns K and K+1 of A.
317: *
318: IF( K.GT.1 ) THEN
319: CALL ZLACGV( NRHS, B( K, 1 ), LDB )
320: CALL ZGEMV( 'Conjugate transpose', K-1, NRHS, -ONE, B,
321: $ LDB, A( 1, K ), 1, ONE, B( K, 1 ), LDB )
322: CALL ZLACGV( NRHS, B( K, 1 ), LDB )
323: *
324: CALL ZLACGV( NRHS, B( K+1, 1 ), LDB )
325: CALL ZGEMV( 'Conjugate transpose', K-1, NRHS, -ONE, B,
326: $ LDB, A( 1, K+1 ), 1, ONE, B( K+1, 1 ), LDB )
327: CALL ZLACGV( NRHS, B( K+1, 1 ), LDB )
328: END IF
329: *
330: * Interchange rows K and -IPIV(K), then K+1 and -IPIV(K+1)
331: *
332: KP = -IPIV( K )
333: IF( KP.NE.K )
334: $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
335: *
336: KP = -IPIV( K+1 )
337: IF( KP.NE.K+1 )
338: $ CALL ZSWAP( NRHS, B( K+1, 1 ), LDB, B( KP, 1 ), LDB )
339: *
340: K = K + 2
341: END IF
342: *
343: GO TO 40
344: 50 CONTINUE
345: *
346: ELSE
347: *
348: * Solve A*X = B, where A = L*D*L**H.
349: *
350: * First solve L*D*X = B, overwriting B with X.
351: *
352: * K is the main loop index, increasing from 1 to N in steps of
353: * 1 or 2, depending on the size of the diagonal blocks.
354: *
355: K = 1
356: 60 CONTINUE
357: *
358: * If K > N, exit from loop.
359: *
360: IF( K.GT.N )
361: $ GO TO 80
362: *
363: IF( IPIV( K ).GT.0 ) THEN
364: *
365: * 1 x 1 diagonal block
366: *
367: * Interchange rows K and IPIV(K).
368: *
369: KP = IPIV( K )
370: IF( KP.NE.K )
371: $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
372: *
373: * Multiply by inv(L(K)), where L(K) is the transformation
374: * stored in column K of A.
375: *
376: IF( K.LT.N )
377: $ CALL ZGERU( N-K, NRHS, -ONE, A( K+1, K ), 1, B( K, 1 ),
378: $ LDB, B( K+1, 1 ), LDB )
379: *
380: * Multiply by the inverse of the diagonal block.
381: *
382: S = DBLE( ONE ) / DBLE( A( K, K ) )
383: CALL ZDSCAL( NRHS, S, B( K, 1 ), LDB )
384: K = K + 1
385: ELSE
386: *
387: * 2 x 2 diagonal block
388: *
389: * Interchange rows K and -IPIV(K), then K+1 and -IPIV(K+1)
390: *
391: KP = -IPIV( K )
392: IF( KP.NE.K )
393: $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
394: *
395: KP = -IPIV( K+1 )
396: IF( KP.NE.K+1 )
397: $ CALL ZSWAP( NRHS, B( K+1, 1 ), LDB, B( KP, 1 ), LDB )
398: *
399: * Multiply by inv(L(K)), where L(K) is the transformation
400: * stored in columns K and K+1 of A.
401: *
402: IF( K.LT.N-1 ) THEN
403: CALL ZGERU( N-K-1, NRHS, -ONE, A( K+2, K ), 1, B( K, 1 ),
404: $ LDB, B( K+2, 1 ), LDB )
405: CALL ZGERU( N-K-1, NRHS, -ONE, A( K+2, K+1 ), 1,
406: $ B( K+1, 1 ), LDB, B( K+2, 1 ), LDB )
407: END IF
408: *
409: * Multiply by the inverse of the diagonal block.
410: *
411: AKM1K = A( K+1, K )
412: AKM1 = A( K, K ) / DCONJG( AKM1K )
413: AK = A( K+1, K+1 ) / AKM1K
414: DENOM = AKM1*AK - ONE
415: DO 70 J = 1, NRHS
416: BKM1 = B( K, J ) / DCONJG( AKM1K )
417: BK = B( K+1, J ) / AKM1K
418: B( K, J ) = ( AK*BKM1-BK ) / DENOM
419: B( K+1, J ) = ( AKM1*BK-BKM1 ) / DENOM
420: 70 CONTINUE
421: K = K + 2
422: END IF
423: *
424: GO TO 60
425: 80 CONTINUE
426: *
427: * Next solve L**H *X = B, overwriting B with X.
428: *
429: * K is the main loop index, decreasing from N to 1 in steps of
430: * 1 or 2, depending on the size of the diagonal blocks.
431: *
432: K = N
433: 90 CONTINUE
434: *
435: * If K < 1, exit from loop.
436: *
437: IF( K.LT.1 )
438: $ GO TO 100
439: *
440: IF( IPIV( K ).GT.0 ) THEN
441: *
442: * 1 x 1 diagonal block
443: *
444: * Multiply by inv(L**H(K)), where L(K) is the transformation
445: * stored in column K of A.
446: *
447: IF( K.LT.N ) THEN
448: CALL ZLACGV( NRHS, B( K, 1 ), LDB )
449: CALL ZGEMV( 'Conjugate transpose', N-K, NRHS, -ONE,
450: $ B( K+1, 1 ), LDB, A( K+1, K ), 1, ONE,
451: $ B( K, 1 ), LDB )
452: CALL ZLACGV( NRHS, B( K, 1 ), LDB )
453: END IF
454: *
455: * Interchange rows K and IPIV(K).
456: *
457: KP = IPIV( K )
458: IF( KP.NE.K )
459: $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
460: K = K - 1
461: ELSE
462: *
463: * 2 x 2 diagonal block
464: *
465: * Multiply by inv(L**H(K-1)), where L(K-1) is the transformation
466: * stored in columns K-1 and K of A.
467: *
468: IF( K.LT.N ) THEN
469: CALL ZLACGV( NRHS, B( K, 1 ), LDB )
470: CALL ZGEMV( 'Conjugate transpose', N-K, NRHS, -ONE,
471: $ B( K+1, 1 ), LDB, A( K+1, K ), 1, ONE,
472: $ B( K, 1 ), LDB )
473: CALL ZLACGV( NRHS, B( K, 1 ), LDB )
474: *
475: CALL ZLACGV( NRHS, B( K-1, 1 ), LDB )
476: CALL ZGEMV( 'Conjugate transpose', N-K, NRHS, -ONE,
477: $ B( K+1, 1 ), LDB, A( K+1, K-1 ), 1, ONE,
478: $ B( K-1, 1 ), LDB )
479: CALL ZLACGV( NRHS, B( K-1, 1 ), LDB )
480: END IF
481: *
482: * Interchange rows K and -IPIV(K), then K-1 and -IPIV(K-1)
483: *
484: KP = -IPIV( K )
485: IF( KP.NE.K )
486: $ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
487: *
488: KP = -IPIV( K-1 )
489: IF( KP.NE.K-1 )
490: $ CALL ZSWAP( NRHS, B( K-1, 1 ), LDB, B( KP, 1 ), LDB )
491: *
492: K = K - 2
493: END IF
494: *
495: GO TO 90
496: 100 CONTINUE
497: END IF
498: *
499: RETURN
500: *
501: * End of ZHETRS_ROOK
502: *
503: END
CVSweb interface <joel.bertrand@systella.fr>
![[BACK]](/cvsweb/icons/back.gif){kind=icon}
Return to zhetrs_rook.f CVS log ![[TXT]](/cvsweb/icons/text.gif){kind=icon}
![[DIR]](/cvsweb/icons/dir.gif){kind=icon}
Up to [local] / rpl / lapack / lapack