Annotation of rpl/lapack/lapack/zpstf2.f, revision 1.9
1.9 ! bertrand 1: *> \brief \b ZPSTF2 computes the Cholesky factorization with complete pivoting of a real symmetric or complex Hermitian positive semi-definite matrix.
1.6 bertrand 2: *
3: * =========== DOCUMENTATION ===========
4: *
5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
7: *
8: *> \htmlonly
9: *> Download ZPSTF2 + dependencies
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11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zpstf2.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zpstf2.f">
15: *> [TXT]</a>
16: *> \endhtmlonly
17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE ZPSTF2( UPLO, N, A, LDA, PIV, RANK, TOL, WORK, INFO )
22: *
23: * .. Scalar Arguments ..
24: * DOUBLE PRECISION TOL
25: * INTEGER INFO, LDA, N, RANK
26: * CHARACTER UPLO
27: * ..
28: * .. Array Arguments ..
29: * COMPLEX*16 A( LDA, * )
30: * DOUBLE PRECISION WORK( 2*N )
31: * INTEGER PIV( N )
32: * ..
33: *
34: *
35: *> \par Purpose:
36: * =============
37: *>
38: *> \verbatim
39: *>
40: *> ZPSTF2 computes the Cholesky factorization with complete
41: *> pivoting of a complex Hermitian positive semidefinite matrix A.
42: *>
43: *> The factorization has the form
44: *> P**T * A * P = U**H * U , if UPLO = 'U',
45: *> P**T * A * P = L * L**H, if UPLO = 'L',
46: *> where U is an upper triangular matrix and L is lower triangular, and
47: *> P is stored as vector PIV.
48: *>
49: *> This algorithm does not attempt to check that A is positive
50: *> semidefinite. This version of the algorithm calls level 2 BLAS.
51: *> \endverbatim
52: *
53: * Arguments:
54: * ==========
55: *
56: *> \param[in] UPLO
57: *> \verbatim
58: *> UPLO is CHARACTER*1
59: *> Specifies whether the upper or lower triangular part of the
60: *> symmetric matrix A is stored.
61: *> = 'U': Upper triangular
62: *> = 'L': Lower triangular
63: *> \endverbatim
64: *>
65: *> \param[in] N
66: *> \verbatim
67: *> N is INTEGER
68: *> The order of the matrix A. N >= 0.
69: *> \endverbatim
70: *>
71: *> \param[in,out] A
72: *> \verbatim
73: *> A is COMPLEX*16 array, dimension (LDA,N)
74: *> On entry, the symmetric matrix A. If UPLO = 'U', the leading
75: *> n by n upper triangular part of A contains the upper
76: *> triangular part of the matrix A, and the strictly lower
77: *> triangular part of A is not referenced. If UPLO = 'L', the
78: *> leading n by n lower triangular part of A contains the lower
79: *> triangular part of the matrix A, and the strictly upper
80: *> triangular part of A is not referenced.
81: *>
82: *> On exit, if INFO = 0, the factor U or L from the Cholesky
83: *> factorization as above.
84: *> \endverbatim
85: *>
86: *> \param[out] PIV
87: *> \verbatim
88: *> PIV is INTEGER array, dimension (N)
89: *> PIV is such that the nonzero entries are P( PIV(K), K ) = 1.
90: *> \endverbatim
91: *>
92: *> \param[out] RANK
93: *> \verbatim
94: *> RANK is INTEGER
95: *> The rank of A given by the number of steps the algorithm
96: *> completed.
97: *> \endverbatim
98: *>
99: *> \param[in] TOL
100: *> \verbatim
101: *> TOL is DOUBLE PRECISION
102: *> User defined tolerance. If TOL < 0, then N*U*MAX( A( K,K ) )
103: *> will be used. The algorithm terminates at the (K-1)st step
104: *> if the pivot <= TOL.
105: *> \endverbatim
106: *>
107: *> \param[in] LDA
108: *> \verbatim
109: *> LDA is INTEGER
110: *> The leading dimension of the array A. LDA >= max(1,N).
111: *> \endverbatim
112: *>
113: *> \param[out] WORK
114: *> \verbatim
115: *> WORK is DOUBLE PRECISION array, dimension (2*N)
116: *> Work space.
117: *> \endverbatim
118: *>
119: *> \param[out] INFO
120: *> \verbatim
121: *> INFO is INTEGER
122: *> < 0: If INFO = -K, the K-th argument had an illegal value,
123: *> = 0: algorithm completed successfully, and
124: *> > 0: the matrix A is either rank deficient with computed rank
125: *> as returned in RANK, or is indefinite. See Section 7 of
126: *> LAPACK Working Note #161 for further information.
127: *> \endverbatim
128: *
129: * Authors:
130: * ========
131: *
132: *> \author Univ. of Tennessee
133: *> \author Univ. of California Berkeley
134: *> \author Univ. of Colorado Denver
135: *> \author NAG Ltd.
136: *
1.9 ! bertrand 137: *> \date September 2012
1.6 bertrand 138: *
139: *> \ingroup complex16OTHERcomputational
140: *
141: * =====================================================================
1.1 bertrand 142: SUBROUTINE ZPSTF2( UPLO, N, A, LDA, PIV, RANK, TOL, WORK, INFO )
143: *
1.9 ! bertrand 144: * -- LAPACK computational routine (version 3.4.2) --
1.6 bertrand 145: * -- LAPACK is a software package provided by Univ. of Tennessee, --
146: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.9 ! bertrand 147: * September 2012
1.1 bertrand 148: *
149: * .. Scalar Arguments ..
150: DOUBLE PRECISION TOL
151: INTEGER INFO, LDA, N, RANK
152: CHARACTER UPLO
153: * ..
154: * .. Array Arguments ..
155: COMPLEX*16 A( LDA, * )
156: DOUBLE PRECISION WORK( 2*N )
157: INTEGER PIV( N )
158: * ..
159: *
160: * =====================================================================
161: *
162: * .. Parameters ..
163: DOUBLE PRECISION ONE, ZERO
164: PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
165: COMPLEX*16 CONE
166: PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) )
167: * ..
168: * .. Local Scalars ..
169: COMPLEX*16 ZTEMP
170: DOUBLE PRECISION AJJ, DSTOP, DTEMP
171: INTEGER I, ITEMP, J, PVT
172: LOGICAL UPPER
173: * ..
174: * .. External Functions ..
175: DOUBLE PRECISION DLAMCH
176: LOGICAL LSAME, DISNAN
177: EXTERNAL DLAMCH, LSAME, DISNAN
178: * ..
179: * .. External Subroutines ..
180: EXTERNAL ZDSCAL, ZGEMV, ZLACGV, ZSWAP, XERBLA
181: * ..
182: * .. Intrinsic Functions ..
183: INTRINSIC DBLE, DCONJG, MAX, SQRT
184: * ..
185: * .. Executable Statements ..
186: *
187: * Test the input parameters
188: *
189: INFO = 0
190: UPPER = LSAME( UPLO, 'U' )
191: IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
192: INFO = -1
193: ELSE IF( N.LT.0 ) THEN
194: INFO = -2
195: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
196: INFO = -4
197: END IF
198: IF( INFO.NE.0 ) THEN
199: CALL XERBLA( 'ZPSTF2', -INFO )
200: RETURN
201: END IF
202: *
203: * Quick return if possible
204: *
205: IF( N.EQ.0 )
206: $ RETURN
207: *
208: * Initialize PIV
209: *
210: DO 100 I = 1, N
211: PIV( I ) = I
212: 100 CONTINUE
213: *
214: * Compute stopping value
215: *
216: DO 110 I = 1, N
217: WORK( I ) = DBLE( A( I, I ) )
218: 110 CONTINUE
219: PVT = MAXLOC( WORK( 1:N ), 1 )
220: AJJ = DBLE( A( PVT, PVT ) )
221: IF( AJJ.EQ.ZERO.OR.DISNAN( AJJ ) ) THEN
222: RANK = 0
223: INFO = 1
224: GO TO 200
225: END IF
226: *
227: * Compute stopping value if not supplied
228: *
229: IF( TOL.LT.ZERO ) THEN
230: DSTOP = N * DLAMCH( 'Epsilon' ) * AJJ
231: ELSE
232: DSTOP = TOL
233: END IF
234: *
235: * Set first half of WORK to zero, holds dot products
236: *
237: DO 120 I = 1, N
238: WORK( I ) = 0
239: 120 CONTINUE
240: *
241: IF( UPPER ) THEN
242: *
1.5 bertrand 243: * Compute the Cholesky factorization P**T * A * P = U**H* U
1.1 bertrand 244: *
245: DO 150 J = 1, N
246: *
247: * Find pivot, test for exit, else swap rows and columns
248: * Update dot products, compute possible pivots which are
249: * stored in the second half of WORK
250: *
251: DO 130 I = J, N
252: *
253: IF( J.GT.1 ) THEN
254: WORK( I ) = WORK( I ) +
255: $ DBLE( DCONJG( A( J-1, I ) )*
256: $ A( J-1, I ) )
257: END IF
258: WORK( N+I ) = DBLE( A( I, I ) ) - WORK( I )
259: *
260: 130 CONTINUE
261: *
262: IF( J.GT.1 ) THEN
263: ITEMP = MAXLOC( WORK( (N+J):(2*N) ), 1 )
264: PVT = ITEMP + J - 1
265: AJJ = WORK( N+PVT )
266: IF( AJJ.LE.DSTOP.OR.DISNAN( AJJ ) ) THEN
267: A( J, J ) = AJJ
268: GO TO 190
269: END IF
270: END IF
271: *
272: IF( J.NE.PVT ) THEN
273: *
274: * Pivot OK, so can now swap pivot rows and columns
275: *
276: A( PVT, PVT ) = A( J, J )
277: CALL ZSWAP( J-1, A( 1, J ), 1, A( 1, PVT ), 1 )
278: IF( PVT.LT.N )
279: $ CALL ZSWAP( N-PVT, A( J, PVT+1 ), LDA,
280: $ A( PVT, PVT+1 ), LDA )
281: DO 140 I = J + 1, PVT - 1
282: ZTEMP = DCONJG( A( J, I ) )
283: A( J, I ) = DCONJG( A( I, PVT ) )
284: A( I, PVT ) = ZTEMP
285: 140 CONTINUE
286: A( J, PVT ) = DCONJG( A( J, PVT ) )
287: *
288: * Swap dot products and PIV
289: *
290: DTEMP = WORK( J )
291: WORK( J ) = WORK( PVT )
292: WORK( PVT ) = DTEMP
293: ITEMP = PIV( PVT )
294: PIV( PVT ) = PIV( J )
295: PIV( J ) = ITEMP
296: END IF
297: *
298: AJJ = SQRT( AJJ )
299: A( J, J ) = AJJ
300: *
301: * Compute elements J+1:N of row J
302: *
303: IF( J.LT.N ) THEN
304: CALL ZLACGV( J-1, A( 1, J ), 1 )
305: CALL ZGEMV( 'Trans', J-1, N-J, -CONE, A( 1, J+1 ), LDA,
306: $ A( 1, J ), 1, CONE, A( J, J+1 ), LDA )
307: CALL ZLACGV( J-1, A( 1, J ), 1 )
308: CALL ZDSCAL( N-J, ONE / AJJ, A( J, J+1 ), LDA )
309: END IF
310: *
311: 150 CONTINUE
312: *
313: ELSE
314: *
1.5 bertrand 315: * Compute the Cholesky factorization P**T * A * P = L * L**H
1.1 bertrand 316: *
317: DO 180 J = 1, N
318: *
319: * Find pivot, test for exit, else swap rows and columns
320: * Update dot products, compute possible pivots which are
321: * stored in the second half of WORK
322: *
323: DO 160 I = J, N
324: *
325: IF( J.GT.1 ) THEN
326: WORK( I ) = WORK( I ) +
327: $ DBLE( DCONJG( A( I, J-1 ) )*
328: $ A( I, J-1 ) )
329: END IF
330: WORK( N+I ) = DBLE( A( I, I ) ) - WORK( I )
331: *
332: 160 CONTINUE
333: *
334: IF( J.GT.1 ) THEN
335: ITEMP = MAXLOC( WORK( (N+J):(2*N) ), 1 )
336: PVT = ITEMP + J - 1
337: AJJ = WORK( N+PVT )
338: IF( AJJ.LE.DSTOP.OR.DISNAN( AJJ ) ) THEN
339: A( J, J ) = AJJ
340: GO TO 190
341: END IF
342: END IF
343: *
344: IF( J.NE.PVT ) THEN
345: *
346: * Pivot OK, so can now swap pivot rows and columns
347: *
348: A( PVT, PVT ) = A( J, J )
349: CALL ZSWAP( J-1, A( J, 1 ), LDA, A( PVT, 1 ), LDA )
350: IF( PVT.LT.N )
351: $ CALL ZSWAP( N-PVT, A( PVT+1, J ), 1, A( PVT+1, PVT ),
352: $ 1 )
353: DO 170 I = J + 1, PVT - 1
354: ZTEMP = DCONJG( A( I, J ) )
355: A( I, J ) = DCONJG( A( PVT, I ) )
356: A( PVT, I ) = ZTEMP
357: 170 CONTINUE
358: A( PVT, J ) = DCONJG( A( PVT, J ) )
359: *
360: * Swap dot products and PIV
361: *
362: DTEMP = WORK( J )
363: WORK( J ) = WORK( PVT )
364: WORK( PVT ) = DTEMP
365: ITEMP = PIV( PVT )
366: PIV( PVT ) = PIV( J )
367: PIV( J ) = ITEMP
368: END IF
369: *
370: AJJ = SQRT( AJJ )
371: A( J, J ) = AJJ
372: *
373: * Compute elements J+1:N of column J
374: *
375: IF( J.LT.N ) THEN
376: CALL ZLACGV( J-1, A( J, 1 ), LDA )
377: CALL ZGEMV( 'No Trans', N-J, J-1, -CONE, A( J+1, 1 ),
378: $ LDA, A( J, 1 ), LDA, CONE, A( J+1, J ), 1 )
379: CALL ZLACGV( J-1, A( J, 1 ), LDA )
380: CALL ZDSCAL( N-J, ONE / AJJ, A( J+1, J ), 1 )
381: END IF
382: *
383: 180 CONTINUE
384: *
385: END IF
386: *
387: * Ran to completion, A has full rank
388: *
389: RANK = N
390: *
391: GO TO 200
392: 190 CONTINUE
393: *
394: * Rank is number of steps completed. Set INFO = 1 to signal
395: * that the factorization cannot be used to solve a system.
396: *
397: RANK = J - 1
398: INFO = 1
399: *
400: 200 CONTINUE
401: RETURN
402: *
403: * End of ZPSTF2
404: *
405: END
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