Annotation of rpl/lapack/lapack/zlahef_rk.f, revision 1.5

1.1       bertrand    1: *> \brief \b ZLAHEF_RK computes a partial factorization of a complex Hermitian indefinite matrix using 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 ZLAHEF_RK + dependencies
                     10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlahef_rk.f">
                     11: *> [TGZ]</a>
                     12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlahef_rk.f">
                     13: *> [ZIP]</a>
                     14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlahef_rk.f">
                     15: *> [TXT]</a>
                     16: *> \endhtmlonly
                     17: *
                     18: *  Definition:
                     19: *  ===========
                     20: *
                     21: *       SUBROUTINE ZLAHEF_RK( UPLO, N, NB, KB, A, LDA, E, IPIV, W, LDW,
                     22: *                             INFO )
                     23: *
                     24: *       .. Scalar Arguments ..
                     25: *       CHARACTER          UPLO
                     26: *       INTEGER            INFO, KB, LDA, LDW, N, NB
                     27: *       ..
                     28: *       .. Array Arguments ..
                     29: *       INTEGER            IPIV( * )
                     30: *       COMPLEX*16         A( LDA, * ), E( * ), W( LDW, * )
                     31: *       ..
                     32: *
                     33: *
                     34: *> \par Purpose:
                     35: *  =============
                     36: *>
                     37: *> \verbatim
                     38: *> ZLAHEF_RK computes a partial factorization of a complex Hermitian
                     39: *> matrix A using the bounded Bunch-Kaufman (rook) diagonal
                     40: *> pivoting method. The partial factorization has the form:
                     41: *>
                     42: *> A  =  ( I  U12 ) ( A11  0  ) (  I       0    )  if UPLO = 'U', or:
                     43: *>       ( 0  U22 ) (  0   D  ) ( U12**H U22**H )
                     44: *>
                     45: *> A  =  ( L11  0 ) (  D   0  ) ( L11**H L21**H )  if UPLO = 'L',
                     46: *>       ( L21  I ) (  0  A22 ) (  0       I    )
                     47: *>
                     48: *> where the order of D is at most NB. The actual order is returned in
                     49: *> the argument KB, and is either NB or NB-1, or N if N <= NB.
                     50: *>
                     51: *> ZLAHEF_RK is an auxiliary routine called by ZHETRF_RK. It uses
                     52: *> blocked code (calling Level 3 BLAS) to update the submatrix
                     53: *> A11 (if UPLO = 'U') or A22 (if UPLO = 'L').
                     54: *> \endverbatim
                     55: *
                     56: *  Arguments:
                     57: *  ==========
                     58: *
                     59: *> \param[in] UPLO
                     60: *> \verbatim
                     61: *>          UPLO is CHARACTER*1
                     62: *>          Specifies whether the upper or lower triangular part of the
                     63: *>          Hermitian matrix A is stored:
                     64: *>          = 'U':  Upper triangular
                     65: *>          = 'L':  Lower triangular
                     66: *> \endverbatim
                     67: *>
                     68: *> \param[in] N
                     69: *> \verbatim
                     70: *>          N is INTEGER
                     71: *>          The order of the matrix A.  N >= 0.
                     72: *> \endverbatim
                     73: *>
                     74: *> \param[in] NB
                     75: *> \verbatim
                     76: *>          NB is INTEGER
                     77: *>          The maximum number of columns of the matrix A that should be
                     78: *>          factored.  NB should be at least 2 to allow for 2-by-2 pivot
                     79: *>          blocks.
                     80: *> \endverbatim
                     81: *>
                     82: *> \param[out] KB
                     83: *> \verbatim
                     84: *>          KB is INTEGER
                     85: *>          The number of columns of A that were actually factored.
                     86: *>          KB is either NB-1 or NB, or N if N <= NB.
                     87: *> \endverbatim
                     88: *>
                     89: *> \param[in,out] A
                     90: *> \verbatim
                     91: *>          A is COMPLEX*16 array, dimension (LDA,N)
                     92: *>          On entry, the Hermitian matrix A.
                     93: *>            If UPLO = 'U': the leading N-by-N upper triangular part
                     94: *>            of A contains the upper triangular part of the matrix A,
                     95: *>            and the strictly lower triangular part of A is not
                     96: *>            referenced.
                     97: *>
                     98: *>            If UPLO = 'L': the leading N-by-N lower triangular part
                     99: *>            of A contains the lower triangular part of the matrix A,
                    100: *>            and the strictly upper triangular part of A is not
                    101: *>            referenced.
                    102: *>
                    103: *>          On exit, contains:
                    104: *>            a) ONLY diagonal elements of the Hermitian block diagonal
                    105: *>               matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
                    106: *>               (superdiagonal (or subdiagonal) elements of D
                    107: *>                are stored on exit in array E), and
                    108: *>            b) If UPLO = 'U': factor U in the superdiagonal part of A.
                    109: *>               If UPLO = 'L': factor L in the subdiagonal part of A.
                    110: *> \endverbatim
                    111: *>
                    112: *> \param[in] LDA
                    113: *> \verbatim
                    114: *>          LDA is INTEGER
                    115: *>          The leading dimension of the array A.  LDA >= max(1,N).
                    116: *> \endverbatim
                    117: *>
                    118: *> \param[out] E
                    119: *> \verbatim
                    120: *>          E is COMPLEX*16 array, dimension (N)
                    121: *>          On exit, contains the superdiagonal (or subdiagonal)
                    122: *>          elements of the Hermitian block diagonal matrix D
                    123: *>          with 1-by-1 or 2-by-2 diagonal blocks, where
                    124: *>          If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0;
                    125: *>          If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0.
                    126: *>
                    127: *>          NOTE: For 1-by-1 diagonal block D(k), where
                    128: *>          1 <= k <= N, the element E(k) is set to 0 in both
                    129: *>          UPLO = 'U' or UPLO = 'L' cases.
                    130: *> \endverbatim
                    131: *>
                    132: *> \param[out] IPIV
                    133: *> \verbatim
                    134: *>          IPIV is INTEGER array, dimension (N)
                    135: *>          IPIV describes the permutation matrix P in the factorization
                    136: *>          of matrix A as follows. The absolute value of IPIV(k)
                    137: *>          represents the index of row and column that were
                    138: *>          interchanged with the k-th row and column. The value of UPLO
                    139: *>          describes the order in which the interchanges were applied.
                    140: *>          Also, the sign of IPIV represents the block structure of
                    141: *>          the Hermitian block diagonal matrix D with 1-by-1 or 2-by-2
                    142: *>          diagonal blocks which correspond to 1 or 2 interchanges
                    143: *>          at each factorization step.
                    144: *>
                    145: *>          If UPLO = 'U',
                    146: *>          ( in factorization order, k decreases from N to 1 ):
                    147: *>            a) A single positive entry IPIV(k) > 0 means:
                    148: *>               D(k,k) is a 1-by-1 diagonal block.
                    149: *>               If IPIV(k) != k, rows and columns k and IPIV(k) were
                    150: *>               interchanged in the submatrix A(1:N,N-KB+1:N);
                    151: *>               If IPIV(k) = k, no interchange occurred.
                    152: *>
                    153: *>
                    154: *>            b) A pair of consecutive negative entries
                    155: *>               IPIV(k) < 0 and IPIV(k-1) < 0 means:
                    156: *>               D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
                    157: *>               (NOTE: negative entries in IPIV appear ONLY in pairs).
                    158: *>               1) If -IPIV(k) != k, rows and columns
                    159: *>                  k and -IPIV(k) were interchanged
                    160: *>                  in the matrix A(1:N,N-KB+1:N).
                    161: *>                  If -IPIV(k) = k, no interchange occurred.
                    162: *>               2) If -IPIV(k-1) != k-1, rows and columns
                    163: *>                  k-1 and -IPIV(k-1) were interchanged
                    164: *>                  in the submatrix A(1:N,N-KB+1:N).
                    165: *>                  If -IPIV(k-1) = k-1, no interchange occurred.
                    166: *>
                    167: *>            c) In both cases a) and b) is always ABS( IPIV(k) ) <= k.
                    168: *>
                    169: *>            d) NOTE: Any entry IPIV(k) is always NONZERO on output.
                    170: *>
                    171: *>          If UPLO = 'L',
                    172: *>          ( in factorization order, k increases from 1 to N ):
                    173: *>            a) A single positive entry IPIV(k) > 0 means:
                    174: *>               D(k,k) is a 1-by-1 diagonal block.
                    175: *>               If IPIV(k) != k, rows and columns k and IPIV(k) were
                    176: *>               interchanged in the submatrix A(1:N,1:KB).
                    177: *>               If IPIV(k) = k, no interchange occurred.
                    178: *>
                    179: *>            b) A pair of consecutive negative entries
                    180: *>               IPIV(k) < 0 and IPIV(k+1) < 0 means:
                    181: *>               D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
                    182: *>               (NOTE: negative entries in IPIV appear ONLY in pairs).
                    183: *>               1) If -IPIV(k) != k, rows and columns
                    184: *>                  k and -IPIV(k) were interchanged
                    185: *>                  in the submatrix A(1:N,1:KB).
                    186: *>                  If -IPIV(k) = k, no interchange occurred.
                    187: *>               2) If -IPIV(k+1) != k+1, rows and columns
                    188: *>                  k-1 and -IPIV(k-1) were interchanged
                    189: *>                  in the submatrix A(1:N,1:KB).
                    190: *>                  If -IPIV(k+1) = k+1, no interchange occurred.
                    191: *>
                    192: *>            c) In both cases a) and b) is always ABS( IPIV(k) ) >= k.
                    193: *>
                    194: *>            d) NOTE: Any entry IPIV(k) is always NONZERO on output.
                    195: *> \endverbatim
                    196: *>
                    197: *> \param[out] W
                    198: *> \verbatim
                    199: *>          W is COMPLEX*16 array, dimension (LDW,NB)
                    200: *> \endverbatim
                    201: *>
                    202: *> \param[in] LDW
                    203: *> \verbatim
                    204: *>          LDW is INTEGER
                    205: *>          The leading dimension of the array W.  LDW >= max(1,N).
                    206: *> \endverbatim
                    207: *>
                    208: *> \param[out] INFO
                    209: *> \verbatim
                    210: *>          INFO is INTEGER
                    211: *>          = 0: successful exit
                    212: *>
                    213: *>          < 0: If INFO = -k, the k-th argument had an illegal value
                    214: *>
                    215: *>          > 0: If INFO = k, the matrix A is singular, because:
                    216: *>                 If UPLO = 'U': column k in the upper
                    217: *>                 triangular part of A contains all zeros.
                    218: *>                 If UPLO = 'L': column k in the lower
                    219: *>                 triangular part of A contains all zeros.
                    220: *>
                    221: *>               Therefore D(k,k) is exactly zero, and superdiagonal
                    222: *>               elements of column k of U (or subdiagonal elements of
                    223: *>               column k of L ) are all zeros. The factorization has
                    224: *>               been completed, but the block diagonal matrix D is
                    225: *>               exactly singular, and division by zero will occur if
                    226: *>               it is used to solve a system of equations.
                    227: *>
                    228: *>               NOTE: INFO only stores the first occurrence of
                    229: *>               a singularity, any subsequent occurrence of singularity
                    230: *>               is not stored in INFO even though the factorization
                    231: *>               always completes.
                    232: *> \endverbatim
                    233: *
                    234: *  Authors:
                    235: *  ========
                    236: *
                    237: *> \author Univ. of Tennessee
                    238: *> \author Univ. of California Berkeley
                    239: *> \author Univ. of Colorado Denver
                    240: *> \author NAG Ltd.
                    241: *
                    242: *> \ingroup complex16HEcomputational
                    243: *
                    244: *> \par Contributors:
                    245: *  ==================
                    246: *>
                    247: *> \verbatim
                    248: *>
                    249: *>  December 2016,  Igor Kozachenko,
                    250: *>                  Computer Science Division,
                    251: *>                  University of California, Berkeley
                    252: *>
                    253: *>  September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
                    254: *>                  School of Mathematics,
                    255: *>                  University of Manchester
                    256: *>
                    257: *> \endverbatim
                    258: *
                    259: *  =====================================================================
                    260:       SUBROUTINE ZLAHEF_RK( UPLO, N, NB, KB, A, LDA, E, IPIV, W, LDW,
                    261:      $                      INFO )
                    262: *
1.5     ! bertrand  263: *  -- LAPACK computational routine --
1.1       bertrand  264: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
                    265: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
                    266: *
                    267: *     .. Scalar Arguments ..
                    268:       CHARACTER          UPLO
                    269:       INTEGER            INFO, KB, LDA, LDW, N, NB
                    270: *     ..
                    271: *     .. Array Arguments ..
                    272:       INTEGER            IPIV( * )
                    273:       COMPLEX*16         A( LDA, * ), W( LDW, * ), E( * )
                    274: *     ..
                    275: *
                    276: *  =====================================================================
                    277: *
                    278: *     .. Parameters ..
                    279:       DOUBLE PRECISION   ZERO, ONE
                    280:       PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
                    281:       COMPLEX*16         CONE
                    282:       PARAMETER          ( CONE = ( 1.0D+0, 0.0D+0 ) )
                    283:       DOUBLE PRECISION   EIGHT, SEVTEN
                    284:       PARAMETER          ( EIGHT = 8.0D+0, SEVTEN = 17.0D+0 )
                    285:       COMPLEX*16         CZERO
                    286:       PARAMETER          ( CZERO = ( 0.0D+0, 0.0D+0 ) )
                    287: *     ..
                    288: *     .. Local Scalars ..
                    289:       LOGICAL            DONE
                    290:       INTEGER            IMAX, ITEMP, II, J, JB, JJ, JMAX, K, KK, KKW,
                    291:      $                   KP, KSTEP, KW, P
                    292:       DOUBLE PRECISION   ABSAKK, ALPHA, COLMAX, DTEMP, R1, ROWMAX, T,
                    293:      $                   SFMIN
                    294:       COMPLEX*16         D11, D21, D22, Z
                    295: *     ..
                    296: *     .. External Functions ..
                    297:       LOGICAL            LSAME
                    298:       INTEGER            IZAMAX
                    299:       DOUBLE PRECISION   DLAMCH
                    300:       EXTERNAL           LSAME, IZAMAX, DLAMCH
                    301: *     ..
                    302: *     .. External Subroutines ..
                    303:       EXTERNAL           ZCOPY, ZDSCAL, ZGEMM, ZGEMV, ZLACGV, ZSWAP
                    304: *     ..
                    305: *     .. Intrinsic Functions ..
                    306:       INTRINSIC          ABS, DBLE, DCONJG, DIMAG, MAX, MIN, SQRT
                    307: *     ..
                    308: *     .. Statement Functions ..
                    309:       DOUBLE PRECISION   CABS1
                    310: *     ..
                    311: *     .. Statement Function definitions ..
                    312:       CABS1( Z ) = ABS( DBLE( Z ) ) + ABS( DIMAG( Z ) )
                    313: *     ..
                    314: *     .. Executable Statements ..
                    315: *
                    316:       INFO = 0
                    317: *
                    318: *     Initialize ALPHA for use in choosing pivot block size.
                    319: *
                    320:       ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
                    321: *
                    322: *     Compute machine safe minimum
                    323: *
                    324:       SFMIN = DLAMCH( 'S' )
                    325: *
                    326:       IF( LSAME( UPLO, 'U' ) ) THEN
                    327: *
                    328: *        Factorize the trailing columns of A using the upper triangle
                    329: *        of A and working backwards, and compute the matrix W = U12*D
                    330: *        for use in updating A11 (note that conjg(W) is actually stored)
1.4       bertrand  331: *        Initialize the first entry of array E, where superdiagonal
1.1       bertrand  332: *        elements of D are stored
                    333: *
                    334:          E( 1 ) = CZERO
                    335: *
                    336: *        K is the main loop index, decreasing from N in steps of 1 or 2
                    337: *
                    338:          K = N
                    339:    10    CONTINUE
                    340: *
                    341: *        KW is the column of W which corresponds to column K of A
                    342: *
                    343:          KW = NB + K - N
                    344: *
                    345: *        Exit from loop
                    346: *
                    347:          IF( ( K.LE.N-NB+1 .AND. NB.LT.N ) .OR. K.LT.1 )
                    348:      $      GO TO 30
                    349: *
                    350:          KSTEP = 1
                    351:          P = K
                    352: *
                    353: *        Copy column K of A to column KW of W and update it
                    354: *
                    355:          IF( K.GT.1 )
                    356:      $      CALL ZCOPY( K-1, A( 1, K ), 1, W( 1, KW ), 1 )
                    357:          W( K, KW ) = DBLE( A( K, K ) )
                    358:          IF( K.LT.N ) THEN
                    359:             CALL ZGEMV( 'No transpose', K, N-K, -CONE, A( 1, K+1 ), LDA,
                    360:      $                  W( K, KW+1 ), LDW, CONE, W( 1, KW ), 1 )
                    361:             W( K, KW ) = DBLE( W( K, KW ) )
                    362:          END IF
                    363: *
                    364: *        Determine rows and columns to be interchanged and whether
                    365: *        a 1-by-1 or 2-by-2 pivot block will be used
                    366: *
                    367:          ABSAKK = ABS( DBLE( W( K, KW ) ) )
                    368: *
                    369: *        IMAX is the row-index of the largest off-diagonal element in
                    370: *        column K, and COLMAX is its absolute value.
                    371: *        Determine both COLMAX and IMAX.
                    372: *
                    373:          IF( K.GT.1 ) THEN
                    374:             IMAX = IZAMAX( K-1, W( 1, KW ), 1 )
                    375:             COLMAX = CABS1( W( IMAX, KW ) )
                    376:          ELSE
                    377:             COLMAX = ZERO
                    378:          END IF
                    379: *
                    380:          IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
                    381: *
                    382: *           Column K is zero or underflow: set INFO and continue
                    383: *
                    384:             IF( INFO.EQ.0 )
                    385:      $         INFO = K
                    386:             KP = K
                    387:             A( K, K ) = DBLE( W( K, KW ) )
                    388:             IF( K.GT.1 )
                    389:      $         CALL ZCOPY( K-1, W( 1, KW ), 1, A( 1, K ), 1 )
                    390: *
                    391: *           Set E( K ) to zero
                    392: *
                    393:             IF( K.GT.1 )
                    394:      $         E( K ) = CZERO
                    395: *
                    396:          ELSE
                    397: *
                    398: *           ============================================================
                    399: *
                    400: *           BEGIN pivot search
                    401: *
                    402: *           Case(1)
                    403: *           Equivalent to testing for ABSAKK.GE.ALPHA*COLMAX
                    404: *           (used to handle NaN and Inf)
                    405:             IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN
                    406: *
                    407: *              no interchange, use 1-by-1 pivot block
                    408: *
                    409:                KP = K
                    410: *
                    411:             ELSE
                    412: *
                    413: *              Lop until pivot found
                    414: *
                    415:                DONE = .FALSE.
                    416: *
                    417:    12          CONTINUE
                    418: *
                    419: *                 BEGIN pivot search loop body
                    420: *
                    421: *
                    422: *                 Copy column IMAX to column KW-1 of W and update it
                    423: *
                    424:                   IF( IMAX.GT.1 )
                    425:      $               CALL ZCOPY( IMAX-1, A( 1, IMAX ), 1, W( 1, KW-1 ),
                    426:      $                           1 )
                    427:                   W( IMAX, KW-1 ) = DBLE( A( IMAX, IMAX ) )
                    428: *
                    429:                   CALL ZCOPY( K-IMAX, A( IMAX, IMAX+1 ), LDA,
                    430:      $                        W( IMAX+1, KW-1 ), 1 )
                    431:                   CALL ZLACGV( K-IMAX, W( IMAX+1, KW-1 ), 1 )
                    432: *
                    433:                   IF( K.LT.N ) THEN
                    434:                      CALL ZGEMV( 'No transpose', K, N-K, -CONE,
                    435:      $                           A( 1, K+1 ), LDA, W( IMAX, KW+1 ), LDW,
                    436:      $                           CONE, W( 1, KW-1 ), 1 )
                    437:                      W( IMAX, KW-1 ) = DBLE( W( IMAX, KW-1 ) )
                    438:                   END IF
                    439: *
                    440: *                 JMAX is the column-index of the largest off-diagonal
                    441: *                 element in row IMAX, and ROWMAX is its absolute value.
                    442: *                 Determine both ROWMAX and JMAX.
                    443: *
                    444:                   IF( IMAX.NE.K ) THEN
                    445:                      JMAX = IMAX + IZAMAX( K-IMAX, W( IMAX+1, KW-1 ),
                    446:      $                                     1 )
                    447:                      ROWMAX = CABS1( W( JMAX, KW-1 ) )
                    448:                   ELSE
                    449:                      ROWMAX = ZERO
                    450:                   END IF
                    451: *
                    452:                   IF( IMAX.GT.1 ) THEN
                    453:                      ITEMP = IZAMAX( IMAX-1, W( 1, KW-1 ), 1 )
                    454:                      DTEMP = CABS1( W( ITEMP, KW-1 ) )
                    455:                      IF( DTEMP.GT.ROWMAX ) THEN
                    456:                         ROWMAX = DTEMP
                    457:                         JMAX = ITEMP
                    458:                      END IF
                    459:                   END IF
                    460: *
                    461: *                 Case(2)
                    462: *                 Equivalent to testing for
1.5     ! bertrand  463: *                 ABS( DBLE( W( IMAX,KW-1 ) ) ).GE.ALPHA*ROWMAX
1.1       bertrand  464: *                 (used to handle NaN and Inf)
                    465: *
                    466:                   IF( .NOT.( ABS( DBLE( W( IMAX,KW-1 ) ) )
                    467:      $                       .LT.ALPHA*ROWMAX ) ) THEN
                    468: *
                    469: *                    interchange rows and columns K and IMAX,
                    470: *                    use 1-by-1 pivot block
                    471: *
                    472:                      KP = IMAX
                    473: *
                    474: *                    copy column KW-1 of W to column KW of W
                    475: *
                    476:                      CALL ZCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 )
                    477: *
                    478:                      DONE = .TRUE.
                    479: *
                    480: *                 Case(3)
                    481: *                 Equivalent to testing for ROWMAX.EQ.COLMAX,
                    482: *                 (used to handle NaN and Inf)
                    483: *
                    484:                   ELSE IF( ( P.EQ.JMAX ) .OR. ( ROWMAX.LE.COLMAX ) )
                    485:      $            THEN
                    486: *
                    487: *                    interchange rows and columns K-1 and IMAX,
                    488: *                    use 2-by-2 pivot block
                    489: *
                    490:                      KP = IMAX
                    491:                      KSTEP = 2
                    492:                      DONE = .TRUE.
                    493: *
                    494: *                 Case(4)
                    495:                   ELSE
                    496: *
                    497: *                    Pivot not found: set params and repeat
                    498: *
                    499:                      P = IMAX
                    500:                      COLMAX = ROWMAX
                    501:                      IMAX = JMAX
                    502: *
                    503: *                    Copy updated JMAXth (next IMAXth) column to Kth of W
                    504: *
                    505:                      CALL ZCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 )
                    506: *
                    507:                   END IF
                    508: *
                    509: *
                    510: *                 END pivot search loop body
                    511: *
                    512:                IF( .NOT.DONE ) GOTO 12
                    513: *
                    514:             END IF
                    515: *
                    516: *           END pivot search
                    517: *
                    518: *           ============================================================
                    519: *
                    520: *           KK is the column of A where pivoting step stopped
                    521: *
                    522:             KK = K - KSTEP + 1
                    523: *
                    524: *           KKW is the column of W which corresponds to column KK of A
                    525: *
                    526:             KKW = NB + KK - N
                    527: *
                    528: *           Interchange rows and columns P and K.
                    529: *           Updated column P is already stored in column KW of W.
                    530: *
                    531:             IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
                    532: *
                    533: *              Copy non-updated column K to column P of submatrix A
                    534: *              at step K. No need to copy element into columns
                    535: *              K and K-1 of A for 2-by-2 pivot, since these columns
                    536: *              will be later overwritten.
                    537: *
                    538:                A( P, P ) = DBLE( A( K, K ) )
                    539:                CALL ZCOPY( K-1-P, A( P+1, K ), 1, A( P, P+1 ),
                    540:      $                     LDA )
                    541:                CALL ZLACGV( K-1-P, A( P, P+1 ), LDA )
                    542:                IF( P.GT.1 )
                    543:      $            CALL ZCOPY( P-1, A( 1, K ), 1, A( 1, P ), 1 )
                    544: *
                    545: *              Interchange rows K and P in the last K+1 to N columns of A
                    546: *              (columns K and K-1 of A for 2-by-2 pivot will be
                    547: *              later overwritten). Interchange rows K and P
                    548: *              in last KKW to NB columns of W.
                    549: *
                    550:                IF( K.LT.N )
                    551:      $            CALL ZSWAP( N-K, A( K, K+1 ), LDA, A( P, K+1 ),
                    552:      $                        LDA )
                    553:                CALL ZSWAP( N-KK+1, W( K, KKW ), LDW, W( P, KKW ),
                    554:      $                     LDW )
                    555:             END IF
                    556: *
                    557: *           Interchange rows and columns KP and KK.
                    558: *           Updated column KP is already stored in column KKW of W.
                    559: *
                    560:             IF( KP.NE.KK ) THEN
                    561: *
                    562: *              Copy non-updated column KK to column KP of submatrix A
                    563: *              at step K. No need to copy element into column K
                    564: *              (or K and K-1 for 2-by-2 pivot) of A, since these columns
                    565: *              will be later overwritten.
                    566: *
                    567:                A( KP, KP ) = DBLE( A( KK, KK ) )
                    568:                CALL ZCOPY( KK-1-KP, A( KP+1, KK ), 1, A( KP, KP+1 ),
                    569:      $                     LDA )
                    570:                CALL ZLACGV( KK-1-KP, A( KP, KP+1 ), LDA )
                    571:                IF( KP.GT.1 )
                    572:      $            CALL ZCOPY( KP-1, A( 1, KK ), 1, A( 1, KP ), 1 )
                    573: *
                    574: *              Interchange rows KK and KP in last K+1 to N columns of A
                    575: *              (columns K (or K and K-1 for 2-by-2 pivot) of A will be
                    576: *              later overwritten). Interchange rows KK and KP
                    577: *              in last KKW to NB columns of W.
                    578: *
                    579:                IF( K.LT.N )
                    580:      $            CALL ZSWAP( N-K, A( KK, K+1 ), LDA, A( KP, K+1 ),
                    581:      $                        LDA )
                    582:                CALL ZSWAP( N-KK+1, W( KK, KKW ), LDW, W( KP, KKW ),
                    583:      $                     LDW )
                    584:             END IF
                    585: *
                    586:             IF( KSTEP.EQ.1 ) THEN
                    587: *
                    588: *              1-by-1 pivot block D(k): column kw of W now holds
                    589: *
                    590: *              W(kw) = U(k)*D(k),
                    591: *
                    592: *              where U(k) is the k-th column of U
                    593: *
                    594: *              (1) Store subdiag. elements of column U(k)
                    595: *              and 1-by-1 block D(k) in column k of A.
                    596: *              (NOTE: Diagonal element U(k,k) is a UNIT element
                    597: *              and not stored)
                    598: *                 A(k,k) := D(k,k) = W(k,kw)
                    599: *                 A(1:k-1,k) := U(1:k-1,k) = W(1:k-1,kw)/D(k,k)
                    600: *
                    601: *              (NOTE: No need to use for Hermitian matrix
1.5     ! bertrand  602: *              A( K, K ) = DBLE( W( K, K) ) to separately copy diagonal
1.1       bertrand  603: *              element D(k,k) from W (potentially saves only one load))
                    604:                CALL ZCOPY( K, W( 1, KW ), 1, A( 1, K ), 1 )
                    605:                IF( K.GT.1 ) THEN
                    606: *
                    607: *                 (NOTE: No need to check if A(k,k) is NOT ZERO,
                    608: *                  since that was ensured earlier in pivot search:
                    609: *                  case A(k,k) = 0 falls into 2x2 pivot case(3))
                    610: *
                    611: *                 Handle division by a small number
                    612: *
                    613:                   T = DBLE( A( K, K ) )
                    614:                   IF( ABS( T ).GE.SFMIN ) THEN
                    615:                      R1 = ONE / T
                    616:                      CALL ZDSCAL( K-1, R1, A( 1, K ), 1 )
                    617:                   ELSE
                    618:                      DO 14 II = 1, K-1
                    619:                         A( II, K ) = A( II, K ) / T
                    620:    14                CONTINUE
                    621:                   END IF
                    622: *
                    623: *                 (2) Conjugate column W(kw)
                    624: *
                    625:                   CALL ZLACGV( K-1, W( 1, KW ), 1 )
                    626: *
                    627: *                 Store the superdiagonal element of D in array E
                    628: *
                    629:                   E( K ) = CZERO
                    630: *
                    631:                END IF
                    632: *
                    633:             ELSE
                    634: *
                    635: *              2-by-2 pivot block D(k): columns kw and kw-1 of W now hold
                    636: *
                    637: *              ( W(kw-1) W(kw) ) = ( U(k-1) U(k) )*D(k)
                    638: *
                    639: *              where U(k) and U(k-1) are the k-th and (k-1)-th columns
                    640: *              of U
                    641: *
                    642: *              (1) Store U(1:k-2,k-1) and U(1:k-2,k) and 2-by-2
                    643: *              block D(k-1:k,k-1:k) in columns k-1 and k of A.
                    644: *              (NOTE: 2-by-2 diagonal block U(k-1:k,k-1:k) is a UNIT
                    645: *              block and not stored)
                    646: *                 A(k-1:k,k-1:k) := D(k-1:k,k-1:k) = W(k-1:k,kw-1:kw)
                    647: *                 A(1:k-2,k-1:k) := U(1:k-2,k:k-1:k) =
                    648: *                 = W(1:k-2,kw-1:kw) * ( D(k-1:k,k-1:k)**(-1) )
                    649: *
                    650:                IF( K.GT.2 ) THEN
                    651: *
                    652: *                 Factor out the columns of the inverse of 2-by-2 pivot
                    653: *                 block D, so that each column contains 1, to reduce the
                    654: *                 number of FLOPS when we multiply panel
                    655: *                 ( W(kw-1) W(kw) ) by this inverse, i.e. by D**(-1).
                    656: *
                    657: *                 D**(-1) = ( d11 cj(d21) )**(-1) =
                    658: *                           ( d21    d22 )
                    659: *
                    660: *                 = 1/(d11*d22-|d21|**2) * ( ( d22) (-cj(d21) ) ) =
                    661: *                                          ( (-d21) (     d11 ) )
                    662: *
                    663: *                 = 1/(|d21|**2) * 1/((d11/cj(d21))*(d22/d21)-1) *
                    664: *
                    665: *                   * ( d21*( d22/d21 ) conj(d21)*(           - 1 ) ) =
                    666: *                     (     (      -1 )           ( d11/conj(d21) ) )
                    667: *
                    668: *                 = 1/(|d21|**2) * 1/(D22*D11-1) *
                    669: *
                    670: *                   * ( d21*( D11 ) conj(d21)*(  -1 ) ) =
                    671: *                     (     (  -1 )           ( D22 ) )
                    672: *
                    673: *                 = (1/|d21|**2) * T * ( d21*( D11 ) conj(d21)*(  -1 ) ) =
                    674: *                                      (     (  -1 )           ( D22 ) )
                    675: *
                    676: *                 = ( (T/conj(d21))*( D11 ) (T/d21)*(  -1 ) ) =
                    677: *                   (               (  -1 )         ( D22 ) )
                    678: *
                    679: *                 Handle division by a small number. (NOTE: order of
                    680: *                 operations is important)
                    681: *
                    682: *                 = ( T*(( D11 )/conj(D21)) T*((  -1 )/D21 ) )
                    683: *                   (   ((  -1 )          )   (( D22 )     ) ),
                    684: *
                    685: *                 where D11 = d22/d21,
                    686: *                       D22 = d11/conj(d21),
                    687: *                       D21 = d21,
                    688: *                       T = 1/(D22*D11-1).
                    689: *
                    690: *                 (NOTE: No need to check for division by ZERO,
                    691: *                  since that was ensured earlier in pivot search:
                    692: *                  (a) d21 != 0 in 2x2 pivot case(4),
                    693: *                      since |d21| should be larger than |d11| and |d22|;
                    694: *                  (b) (D22*D11 - 1) != 0, since from (a),
                    695: *                      both |D11| < 1, |D22| < 1, hence |D22*D11| << 1.)
                    696: *
                    697:                   D21 = W( K-1, KW )
                    698:                   D11 = W( K, KW ) / DCONJG( D21 )
                    699:                   D22 = W( K-1, KW-1 ) / D21
                    700:                   T = ONE / ( DBLE( D11*D22 )-ONE )
                    701: *
                    702: *                 Update elements in columns A(k-1) and A(k) as
                    703: *                 dot products of rows of ( W(kw-1) W(kw) ) and columns
                    704: *                 of D**(-1)
                    705: *
                    706:                   DO 20 J = 1, K - 2
                    707:                      A( J, K-1 ) = T*( ( D11*W( J, KW-1 )-W( J, KW ) ) /
                    708:      $                             D21 )
                    709:                      A( J, K ) = T*( ( D22*W( J, KW )-W( J, KW-1 ) ) /
                    710:      $                           DCONJG( D21 ) )
                    711:    20             CONTINUE
                    712:                END IF
                    713: *
                    714: *              Copy diagonal elements of D(K) to A,
                    715: *              copy superdiagonal element of D(K) to E(K) and
                    716: *              ZERO out superdiagonal entry of A
                    717: *
                    718:                A( K-1, K-1 ) = W( K-1, KW-1 )
                    719:                A( K-1, K ) = CZERO
                    720:                A( K, K ) = W( K, KW )
                    721:                E( K ) = W( K-1, KW )
                    722:                E( K-1 ) = CZERO
                    723: *
                    724: *              (2) Conjugate columns W(kw) and W(kw-1)
                    725: *
                    726:                CALL ZLACGV( K-1, W( 1, KW ), 1 )
                    727:                CALL ZLACGV( K-2, W( 1, KW-1 ), 1 )
                    728: *
                    729:             END IF
                    730: *
                    731: *           End column K is nonsingular
                    732: *
                    733:          END IF
                    734: *
                    735: *        Store details of the interchanges in IPIV
                    736: *
                    737:          IF( KSTEP.EQ.1 ) THEN
                    738:             IPIV( K ) = KP
                    739:          ELSE
                    740:             IPIV( K ) = -P
                    741:             IPIV( K-1 ) = -KP
                    742:          END IF
                    743: *
                    744: *        Decrease K and return to the start of the main loop
                    745: *
                    746:          K = K - KSTEP
                    747:          GO TO 10
                    748: *
                    749:    30    CONTINUE
                    750: *
                    751: *        Update the upper triangle of A11 (= A(1:k,1:k)) as
                    752: *
                    753: *        A11 := A11 - U12*D*U12**H = A11 - U12*W**H
                    754: *
                    755: *        computing blocks of NB columns at a time (note that conjg(W) is
                    756: *        actually stored)
                    757: *
                    758:          DO 50 J = ( ( K-1 ) / NB )*NB + 1, 1, -NB
                    759:             JB = MIN( NB, K-J+1 )
                    760: *
                    761: *           Update the upper triangle of the diagonal block
                    762: *
                    763:             DO 40 JJ = J, J + JB - 1
                    764:                A( JJ, JJ ) = DBLE( A( JJ, JJ ) )
                    765:                CALL ZGEMV( 'No transpose', JJ-J+1, N-K, -CONE,
                    766:      $                     A( J, K+1 ), LDA, W( JJ, KW+1 ), LDW, CONE,
                    767:      $                     A( J, JJ ), 1 )
                    768:                A( JJ, JJ ) = DBLE( A( JJ, JJ ) )
                    769:    40       CONTINUE
                    770: *
                    771: *           Update the rectangular superdiagonal block
                    772: *
                    773:             IF( J.GE.2 )
                    774:      $         CALL ZGEMM( 'No transpose', 'Transpose', J-1, JB, N-K,
                    775:      $                     -CONE, A( 1, K+1 ), LDA, W( J, KW+1 ), LDW,
                    776:      $                     CONE, A( 1, J ), LDA )
                    777:    50    CONTINUE
                    778: *
                    779: *        Set KB to the number of columns factorized
                    780: *
                    781:          KB = N - K
                    782: *
                    783:       ELSE
                    784: *
                    785: *        Factorize the leading columns of A using the lower triangle
                    786: *        of A and working forwards, and compute the matrix W = L21*D
                    787: *        for use in updating A22 (note that conjg(W) is actually stored)
                    788: *
1.4       bertrand  789: *        Initialize the unused last entry of the subdiagonal array E.
1.1       bertrand  790: *
                    791:          E( N ) = CZERO
                    792: *
                    793: *        K is the main loop index, increasing from 1 in steps of 1 or 2
                    794: *
                    795:          K = 1
                    796:    70    CONTINUE
                    797: *
                    798: *        Exit from loop
                    799: *
                    800:          IF( ( K.GE.NB .AND. NB.LT.N ) .OR. K.GT.N )
                    801:      $      GO TO 90
                    802: *
                    803:          KSTEP = 1
                    804:          P = K
                    805: *
                    806: *        Copy column K of A to column K of W and update column K of W
                    807: *
                    808:          W( K, K ) = DBLE( A( K, K ) )
                    809:          IF( K.LT.N )
                    810:      $      CALL ZCOPY( N-K, A( K+1, K ), 1, W( K+1, K ), 1 )
                    811:          IF( K.GT.1 ) THEN
                    812:             CALL ZGEMV( 'No transpose', N-K+1, K-1, -CONE, A( K, 1 ),
                    813:      $                  LDA, W( K, 1 ), LDW, CONE, W( K, K ), 1 )
                    814:             W( K, K ) = DBLE( W( K, K ) )
                    815:          END IF
                    816: *
                    817: *        Determine rows and columns to be interchanged and whether
                    818: *        a 1-by-1 or 2-by-2 pivot block will be used
                    819: *
                    820:          ABSAKK = ABS( DBLE( W( K, K ) ) )
                    821: *
                    822: *        IMAX is the row-index of the largest off-diagonal element in
                    823: *        column K, and COLMAX is its absolute value.
                    824: *        Determine both COLMAX and IMAX.
                    825: *
                    826:          IF( K.LT.N ) THEN
                    827:             IMAX = K + IZAMAX( N-K, W( K+1, K ), 1 )
                    828:             COLMAX = CABS1( W( IMAX, K ) )
                    829:          ELSE
                    830:             COLMAX = ZERO
                    831:          END IF
                    832: *
                    833:          IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
                    834: *
                    835: *           Column K is zero or underflow: set INFO and continue
                    836: *
                    837:             IF( INFO.EQ.0 )
                    838:      $         INFO = K
                    839:             KP = K
                    840:             A( K, K ) = DBLE( W( K, K ) )
                    841:             IF( K.LT.N )
                    842:      $         CALL ZCOPY( N-K, W( K+1, K ), 1, A( K+1, K ), 1 )
                    843: *
                    844: *           Set E( K ) to zero
                    845: *
                    846:             IF( K.LT.N )
                    847:      $         E( K ) = CZERO
                    848: *
                    849:          ELSE
                    850: *
                    851: *           ============================================================
                    852: *
                    853: *           BEGIN pivot search
                    854: *
                    855: *           Case(1)
                    856: *           Equivalent to testing for ABSAKK.GE.ALPHA*COLMAX
                    857: *           (used to handle NaN and Inf)
                    858: *
                    859:             IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN
                    860: *
                    861: *              no interchange, use 1-by-1 pivot block
                    862: *
                    863:                KP = K
                    864: *
                    865:             ELSE
                    866: *
                    867:                DONE = .FALSE.
                    868: *
                    869: *              Loop until pivot found
                    870: *
                    871:    72          CONTINUE
                    872: *
                    873: *                 BEGIN pivot search loop body
                    874: *
                    875: *
                    876: *                 Copy column IMAX to column k+1 of W and update it
                    877: *
                    878:                   CALL ZCOPY( IMAX-K, A( IMAX, K ), LDA, W( K, K+1 ), 1)
                    879:                   CALL ZLACGV( IMAX-K, W( K, K+1 ), 1 )
                    880:                   W( IMAX, K+1 ) = DBLE( A( IMAX, IMAX ) )
                    881: *
                    882:                   IF( IMAX.LT.N )
                    883:      $               CALL ZCOPY( N-IMAX, A( IMAX+1, IMAX ), 1,
                    884:      $                           W( IMAX+1, K+1 ), 1 )
                    885: *
                    886:                   IF( K.GT.1 ) THEN
                    887:                      CALL ZGEMV( 'No transpose', N-K+1, K-1, -CONE,
                    888:      $                            A( K, 1 ), LDA, W( IMAX, 1 ), LDW,
                    889:      $                            CONE, W( K, K+1 ), 1 )
                    890:                      W( IMAX, K+1 ) = DBLE( W( IMAX, K+1 ) )
                    891:                   END IF
                    892: *
                    893: *                 JMAX is the column-index of the largest off-diagonal
                    894: *                 element in row IMAX, and ROWMAX is its absolute value.
                    895: *                 Determine both ROWMAX and JMAX.
                    896: *
                    897:                   IF( IMAX.NE.K ) THEN
                    898:                      JMAX = K - 1 + IZAMAX( IMAX-K, W( K, K+1 ), 1 )
                    899:                      ROWMAX = CABS1( W( JMAX, K+1 ) )
                    900:                   ELSE
                    901:                      ROWMAX = ZERO
                    902:                   END IF
                    903: *
                    904:                   IF( IMAX.LT.N ) THEN
                    905:                      ITEMP = IMAX + IZAMAX( N-IMAX, W( IMAX+1, K+1 ), 1)
                    906:                      DTEMP = CABS1( W( ITEMP, K+1 ) )
                    907:                      IF( DTEMP.GT.ROWMAX ) THEN
                    908:                         ROWMAX = DTEMP
                    909:                         JMAX = ITEMP
                    910:                      END IF
                    911:                   END IF
                    912: *
                    913: *                 Case(2)
                    914: *                 Equivalent to testing for
1.5     ! bertrand  915: *                 ABS( DBLE( W( IMAX,K+1 ) ) ).GE.ALPHA*ROWMAX
1.1       bertrand  916: *                 (used to handle NaN and Inf)
                    917: *
                    918:                   IF( .NOT.( ABS( DBLE( W( IMAX,K+1 ) ) )
                    919:      $                       .LT.ALPHA*ROWMAX ) ) THEN
                    920: *
                    921: *                    interchange rows and columns K and IMAX,
                    922: *                    use 1-by-1 pivot block
                    923: *
                    924:                      KP = IMAX
                    925: *
                    926: *                    copy column K+1 of W to column K of W
                    927: *
                    928:                      CALL ZCOPY( N-K+1, W( K, K+1 ), 1, W( K, K ), 1 )
                    929: *
                    930:                      DONE = .TRUE.
                    931: *
                    932: *                 Case(3)
                    933: *                 Equivalent to testing for ROWMAX.EQ.COLMAX,
                    934: *                 (used to handle NaN and Inf)
                    935: *
                    936:                   ELSE IF( ( P.EQ.JMAX ) .OR. ( ROWMAX.LE.COLMAX ) )
                    937:      $            THEN
                    938: *
                    939: *                    interchange rows and columns K+1 and IMAX,
                    940: *                    use 2-by-2 pivot block
                    941: *
                    942:                      KP = IMAX
                    943:                      KSTEP = 2
                    944:                      DONE = .TRUE.
                    945: *
                    946: *                 Case(4)
                    947:                   ELSE
                    948: *
                    949: *                    Pivot not found: set params and repeat
                    950: *
                    951:                      P = IMAX
                    952:                      COLMAX = ROWMAX
                    953:                      IMAX = JMAX
                    954: *
                    955: *                    Copy updated JMAXth (next IMAXth) column to Kth of W
                    956: *
                    957:                      CALL ZCOPY( N-K+1, W( K, K+1 ), 1, W( K, K ), 1 )
                    958: *
                    959:                   END IF
                    960: *
                    961: *
                    962: *                 End pivot search loop body
                    963: *
                    964:                IF( .NOT.DONE ) GOTO 72
                    965: *
                    966:             END IF
                    967: *
                    968: *           END pivot search
                    969: *
                    970: *           ============================================================
                    971: *
                    972: *           KK is the column of A where pivoting step stopped
                    973: *
                    974:             KK = K + KSTEP - 1
                    975: *
                    976: *           Interchange rows and columns P and K (only for 2-by-2 pivot).
                    977: *           Updated column P is already stored in column K of W.
                    978: *
                    979:             IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
                    980: *
                    981: *              Copy non-updated column KK-1 to column P of submatrix A
                    982: *              at step K. No need to copy element into columns
                    983: *              K and K+1 of A for 2-by-2 pivot, since these columns
                    984: *              will be later overwritten.
                    985: *
                    986:                A( P, P ) = DBLE( A( K, K ) )
                    987:                CALL ZCOPY( P-K-1, A( K+1, K ), 1, A( P, K+1 ), LDA )
                    988:                CALL ZLACGV( P-K-1, A( P, K+1 ), LDA )
                    989:                IF( P.LT.N )
                    990:      $            CALL ZCOPY( N-P, A( P+1, K ), 1, A( P+1, P ), 1 )
                    991: *
                    992: *              Interchange rows K and P in first K-1 columns of A
                    993: *              (columns K and K+1 of A for 2-by-2 pivot will be
                    994: *              later overwritten). Interchange rows K and P
                    995: *              in first KK columns of W.
                    996: *
                    997:                IF( K.GT.1 )
                    998:      $            CALL ZSWAP( K-1, A( K, 1 ), LDA, A( P, 1 ), LDA )
                    999:                CALL ZSWAP( KK, W( K, 1 ), LDW, W( P, 1 ), LDW )
                   1000:             END IF
                   1001: *
                   1002: *           Interchange rows and columns KP and KK.
                   1003: *           Updated column KP is already stored in column KK of W.
                   1004: *
                   1005:             IF( KP.NE.KK ) THEN
                   1006: *
                   1007: *              Copy non-updated column KK to column KP of submatrix A
                   1008: *              at step K. No need to copy element into column K
                   1009: *              (or K and K+1 for 2-by-2 pivot) of A, since these columns
                   1010: *              will be later overwritten.
                   1011: *
                   1012:                A( KP, KP ) = DBLE( A( KK, KK ) )
                   1013:                CALL ZCOPY( KP-KK-1, A( KK+1, KK ), 1, A( KP, KK+1 ),
                   1014:      $                     LDA )
                   1015:                CALL ZLACGV( KP-KK-1, A( KP, KK+1 ), LDA )
                   1016:                IF( KP.LT.N )
                   1017:      $            CALL ZCOPY( N-KP, A( KP+1, KK ), 1, A( KP+1, KP ), 1 )
                   1018: *
                   1019: *              Interchange rows KK and KP in first K-1 columns of A
                   1020: *              (column K (or K and K+1 for 2-by-2 pivot) of A will be
                   1021: *              later overwritten). Interchange rows KK and KP
                   1022: *              in first KK columns of W.
                   1023: *
                   1024:                IF( K.GT.1 )
                   1025:      $            CALL ZSWAP( K-1, A( KK, 1 ), LDA, A( KP, 1 ), LDA )
                   1026:                CALL ZSWAP( KK, W( KK, 1 ), LDW, W( KP, 1 ), LDW )
                   1027:             END IF
                   1028: *
                   1029:             IF( KSTEP.EQ.1 ) THEN
                   1030: *
                   1031: *              1-by-1 pivot block D(k): column k of W now holds
                   1032: *
                   1033: *              W(k) = L(k)*D(k),
                   1034: *
                   1035: *              where L(k) is the k-th column of L
                   1036: *
                   1037: *              (1) Store subdiag. elements of column L(k)
                   1038: *              and 1-by-1 block D(k) in column k of A.
                   1039: *              (NOTE: Diagonal element L(k,k) is a UNIT element
                   1040: *              and not stored)
                   1041: *                 A(k,k) := D(k,k) = W(k,k)
                   1042: *                 A(k+1:N,k) := L(k+1:N,k) = W(k+1:N,k)/D(k,k)
                   1043: *
                   1044: *              (NOTE: No need to use for Hermitian matrix
1.5     ! bertrand 1045: *              A( K, K ) = DBLE( W( K, K) ) to separately copy diagonal
1.1       bertrand 1046: *              element D(k,k) from W (potentially saves only one load))
                   1047:                CALL ZCOPY( N-K+1, W( K, K ), 1, A( K, K ), 1 )
                   1048:                IF( K.LT.N ) THEN
                   1049: *
                   1050: *                 (NOTE: No need to check if A(k,k) is NOT ZERO,
                   1051: *                  since that was ensured earlier in pivot search:
                   1052: *                  case A(k,k) = 0 falls into 2x2 pivot case(3))
                   1053: *
                   1054: *                 Handle division by a small number
                   1055: *
                   1056:                   T = DBLE( A( K, K ) )
                   1057:                   IF( ABS( T ).GE.SFMIN ) THEN
                   1058:                      R1 = ONE / T
                   1059:                      CALL ZDSCAL( N-K, R1, A( K+1, K ), 1 )
                   1060:                   ELSE
                   1061:                      DO 74 II = K + 1, N
                   1062:                         A( II, K ) = A( II, K ) / T
                   1063:    74                CONTINUE
                   1064:                   END IF
                   1065: *
                   1066: *                 (2) Conjugate column W(k)
                   1067: *
                   1068:                   CALL ZLACGV( N-K, W( K+1, K ), 1 )
                   1069: *
                   1070: *                 Store the subdiagonal element of D in array E
                   1071: *
                   1072:                   E( K ) = CZERO
                   1073: *
                   1074:                END IF
                   1075: *
                   1076:             ELSE
                   1077: *
                   1078: *              2-by-2 pivot block D(k): columns k and k+1 of W now hold
                   1079: *
                   1080: *              ( W(k) W(k+1) ) = ( L(k) L(k+1) )*D(k)
                   1081: *
                   1082: *              where L(k) and L(k+1) are the k-th and (k+1)-th columns
                   1083: *              of L
                   1084: *
                   1085: *              (1) Store L(k+2:N,k) and L(k+2:N,k+1) and 2-by-2
                   1086: *              block D(k:k+1,k:k+1) in columns k and k+1 of A.
                   1087: *              NOTE: 2-by-2 diagonal block L(k:k+1,k:k+1) is a UNIT
                   1088: *              block and not stored.
                   1089: *                 A(k:k+1,k:k+1) := D(k:k+1,k:k+1) = W(k:k+1,k:k+1)
                   1090: *                 A(k+2:N,k:k+1) := L(k+2:N,k:k+1) =
                   1091: *                 = W(k+2:N,k:k+1) * ( D(k:k+1,k:k+1)**(-1) )
                   1092: *
                   1093:                IF( K.LT.N-1 ) THEN
                   1094: *
                   1095: *                 Factor out the columns of the inverse of 2-by-2 pivot
                   1096: *                 block D, so that each column contains 1, to reduce the
                   1097: *                 number of FLOPS when we multiply panel
                   1098: *                 ( W(kw-1) W(kw) ) by this inverse, i.e. by D**(-1).
                   1099: *
                   1100: *                 D**(-1) = ( d11 cj(d21) )**(-1) =
                   1101: *                           ( d21    d22 )
                   1102: *
                   1103: *                 = 1/(d11*d22-|d21|**2) * ( ( d22) (-cj(d21) ) ) =
                   1104: *                                          ( (-d21) (     d11 ) )
                   1105: *
                   1106: *                 = 1/(|d21|**2) * 1/((d11/cj(d21))*(d22/d21)-1) *
                   1107: *
                   1108: *                   * ( d21*( d22/d21 ) conj(d21)*(           - 1 ) ) =
                   1109: *                     (     (      -1 )           ( d11/conj(d21) ) )
                   1110: *
                   1111: *                 = 1/(|d21|**2) * 1/(D22*D11-1) *
                   1112: *
                   1113: *                   * ( d21*( D11 ) conj(d21)*(  -1 ) ) =
                   1114: *                     (     (  -1 )           ( D22 ) )
                   1115: *
                   1116: *                 = (1/|d21|**2) * T * ( d21*( D11 ) conj(d21)*(  -1 ) ) =
                   1117: *                                      (     (  -1 )           ( D22 ) )
                   1118: *
                   1119: *                 = ( (T/conj(d21))*( D11 ) (T/d21)*(  -1 ) ) =
                   1120: *                   (               (  -1 )         ( D22 ) )
                   1121: *
                   1122: *                 Handle division by a small number. (NOTE: order of
                   1123: *                 operations is important)
                   1124: *
                   1125: *                 = ( T*(( D11 )/conj(D21)) T*((  -1 )/D21 ) )
                   1126: *                   (   ((  -1 )          )   (( D22 )     ) ),
                   1127: *
                   1128: *                 where D11 = d22/d21,
                   1129: *                       D22 = d11/conj(d21),
                   1130: *                       D21 = d21,
                   1131: *                       T = 1/(D22*D11-1).
                   1132: *
                   1133: *                 (NOTE: No need to check for division by ZERO,
                   1134: *                  since that was ensured earlier in pivot search:
                   1135: *                  (a) d21 != 0 in 2x2 pivot case(4),
                   1136: *                      since |d21| should be larger than |d11| and |d22|;
                   1137: *                  (b) (D22*D11 - 1) != 0, since from (a),
                   1138: *                      both |D11| < 1, |D22| < 1, hence |D22*D11| << 1.)
                   1139: *
                   1140:                   D21 = W( K+1, K )
                   1141:                   D11 = W( K+1, K+1 ) / D21
                   1142:                   D22 = W( K, K ) / DCONJG( D21 )
                   1143:                   T = ONE / ( DBLE( D11*D22 )-ONE )
                   1144: *
                   1145: *                 Update elements in columns A(k) and A(k+1) as
                   1146: *                 dot products of rows of ( W(k) W(k+1) ) and columns
                   1147: *                 of D**(-1)
                   1148: *
                   1149:                   DO 80 J = K + 2, N
                   1150:                      A( J, K ) = T*( ( D11*W( J, K )-W( J, K+1 ) ) /
                   1151:      $                           DCONJG( D21 ) )
                   1152:                      A( J, K+1 ) = T*( ( D22*W( J, K+1 )-W( J, K ) ) /
                   1153:      $                             D21 )
                   1154:    80             CONTINUE
                   1155:                END IF
                   1156: *
                   1157: *              Copy diagonal elements of D(K) to A,
                   1158: *              copy subdiagonal element of D(K) to E(K) and
                   1159: *              ZERO out subdiagonal entry of A
                   1160: *
                   1161:                A( K, K ) = W( K, K )
                   1162:                A( K+1, K ) = CZERO
                   1163:                A( K+1, K+1 ) = W( K+1, K+1 )
                   1164:                E( K ) = W( K+1, K )
                   1165:                E( K+1 ) = CZERO
                   1166: *
                   1167: *              (2) Conjugate columns W(k) and W(k+1)
                   1168: *
                   1169:                CALL ZLACGV( N-K, W( K+1, K ), 1 )
                   1170:                CALL ZLACGV( N-K-1, W( K+2, K+1 ), 1 )
                   1171: *
                   1172:             END IF
                   1173: *
                   1174: *           End column K is nonsingular
                   1175: *
                   1176:          END IF
                   1177: *
                   1178: *        Store details of the interchanges in IPIV
                   1179: *
                   1180:          IF( KSTEP.EQ.1 ) THEN
                   1181:             IPIV( K ) = KP
                   1182:          ELSE
                   1183:             IPIV( K ) = -P
                   1184:             IPIV( K+1 ) = -KP
                   1185:          END IF
                   1186: *
                   1187: *        Increase K and return to the start of the main loop
                   1188: *
                   1189:          K = K + KSTEP
                   1190:          GO TO 70
                   1191: *
                   1192:    90    CONTINUE
                   1193: *
                   1194: *        Update the lower triangle of A22 (= A(k:n,k:n)) as
                   1195: *
                   1196: *        A22 := A22 - L21*D*L21**H = A22 - L21*W**H
                   1197: *
                   1198: *        computing blocks of NB columns at a time (note that conjg(W) is
                   1199: *        actually stored)
                   1200: *
                   1201:          DO 110 J = K, N, NB
                   1202:             JB = MIN( NB, N-J+1 )
                   1203: *
                   1204: *           Update the lower triangle of the diagonal block
                   1205: *
                   1206:             DO 100 JJ = J, J + JB - 1
                   1207:                A( JJ, JJ ) = DBLE( A( JJ, JJ ) )
                   1208:                CALL ZGEMV( 'No transpose', J+JB-JJ, K-1, -CONE,
                   1209:      $                     A( JJ, 1 ), LDA, W( JJ, 1 ), LDW, CONE,
                   1210:      $                     A( JJ, JJ ), 1 )
                   1211:                A( JJ, JJ ) = DBLE( A( JJ, JJ ) )
                   1212:   100       CONTINUE
                   1213: *
                   1214: *           Update the rectangular subdiagonal block
                   1215: *
                   1216:             IF( J+JB.LE.N )
                   1217:      $         CALL ZGEMM( 'No transpose', 'Transpose', N-J-JB+1, JB,
                   1218:      $                     K-1, -CONE, A( J+JB, 1 ), LDA, W( J, 1 ),
                   1219:      $                     LDW, CONE, A( J+JB, J ), LDA )
                   1220:   110    CONTINUE
                   1221: *
                   1222: *        Set KB to the number of columns factorized
                   1223: *
                   1224:          KB = K - 1
                   1225: *
                   1226:       END IF
                   1227:       RETURN
                   1228: *
                   1229: *     End of ZLAHEF_RK
                   1230: *
                   1231:       END

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