chetri2x.f

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*> \brief \b CHETRI2X
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
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*> \endhtmlonly
*
*  Definition:
*  ===========
*
*       SUBROUTINE CHETRI2X( UPLO, N, A, LDA, IPIV, WORK, NB, INFO )
*
*       .. Scalar Arguments ..
*       CHARACTER          UPLO
*       INTEGER            INFO, LDA, N, NB
*       ..
*       .. Array Arguments ..
*       INTEGER            IPIV( * )
*       COMPLEX            A( LDA, * ), WORK( N+NB+1,* )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> CHETRI2X computes the inverse of a complex Hermitian indefinite matrix
*> A using the factorization A = U*D*U**H or A = L*D*L**H computed by
*> CHETRF.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] UPLO
*> \verbatim
*>          UPLO is CHARACTER*1
*>          Specifies whether the details of the factorization are stored
*>          as an upper or lower triangular matrix.
*>          = 'U':  Upper triangular, form is A = U*D*U**H;
*>          = 'L':  Lower triangular, form is A = L*D*L**H.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The order of the matrix A.  N >= 0.
*> \endverbatim
*>
*> \param[in,out] A
*> \verbatim
*>          A is COMPLEX array, dimension (LDA,N)
*>          On entry, the NNB diagonal matrix D and the multipliers
*>          used to obtain the factor U or L as computed by CHETRF.
*>
*>          On exit, if INFO = 0, the (symmetric) inverse of the original
*>          matrix.  If UPLO = 'U', the upper triangular part of the
*>          inverse is formed and the part of A below the diagonal is not
*>          referenced; if UPLO = 'L' the lower triangular part of the
*>          inverse is formed and the part of A above the diagonal is
*>          not referenced.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*>          LDA is INTEGER
*>          The leading dimension of the array A.  LDA >= max(1,N).
*> \endverbatim
*>
*> \param[in] IPIV
*> \verbatim
*>          IPIV is INTEGER array, dimension (N)
*>          Details of the interchanges and the NNB structure of D
*>          as determined by CHETRF.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is COMPLEX array, dimension (N+NB+1,NB+3)
*> \endverbatim
*>
*> \param[in] NB
*> \verbatim
*>          NB is INTEGER
*>          Block size
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*>          INFO is INTEGER
*>          = 0: successful exit
*>          < 0: if INFO = -i, the i-th argument had an illegal value
*>          > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
*>               inverse could not be computed.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup complexHEcomputational
*
*  =====================================================================
      SUBROUTINE chetri2x( UPLO, N, A, LDA, IPIV, WORK, NB, INFO )
*
*  -- LAPACK computational routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      CHARACTER          UPLO
      INTEGER            INFO, LDA, N, NB
*     ..
*     .. Array Arguments ..
      INTEGER            IPIV( * )
      COMPLEX            A( LDA, * ), WORK( N+NB+1,* )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               ONE
      COMPLEX            CONE, ZERO
      parameter( one = 1.0e+0,
     $                   cone = ( 1.0e+0, 0.0e+0 ),
     $                   zero = ( 0.0e+0, 0.0e+0 ) )
*     ..
*     .. Local Scalars ..
      LOGICAL            UPPER
      INTEGER            I, IINFO, IP, K, CUT, NNB
      INTEGER            COUNT
      INTEGER            J, U11, INVD
 
      COMPLEX   AK, AKKP1, AKP1, D, T
      COMPLEX   U01_I_J, U01_IP1_J
      COMPLEX   U11_I_J, U11_IP1_J
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      EXTERNAL           lsame
*     ..
*     .. External Subroutines ..
      EXTERNAL           csyconv, xerbla, ctrtri
      EXTERNAL           cgemm, ctrmm, cheswapr
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          max
*     ..
*     .. Executable Statements ..
*
*     Test the input parameters.
*
      info = 0
      upper = lsame( uplo, 'U' )
      IF( .NOT.upper .AND. .NOT.lsame( uplo, 'L' ) ) THEN
         info = -1
      ELSE IF( n.LT.0 ) THEN
         info = -2
      ELSE IF( lda.LT.max( 1, n ) ) THEN
         info = -4
      END IF
*
*     Quick return if possible
*
*
      IF( info.NE.0 ) THEN
         CALL xerbla( 'CHETRI2X', -info )
         RETURN
      END IF
      IF( n.EQ.0 )
     $   RETURN
*
*     Convert A
*     Workspace got Non-diag elements of D
*
      CALL csyconv( uplo, 'C', n, a, lda, ipiv, work, iinfo )
*
*     Check that the diagonal matrix D is nonsingular.
*
      IF( upper ) THEN
*
*        Upper triangular storage: examine D from bottom to top
*
         DO info = n, 1, -1
            IF( ipiv( info ).GT.0 .AND. a( info, info ).EQ.zero )
     $         RETURN
         END DO
      ELSE
*
*        Lower triangular storage: examine D from top to bottom.
*
         DO info = 1, n
            IF( ipiv( info ).GT.0 .AND. a( info, info ).EQ.zero )
     $         RETURN
         END DO
      END IF
      info = 0
*
*  Splitting Workspace
*     U01 is a block (N,NB+1)
*     The first element of U01 is in WORK(1,1)
*     U11 is a block (NB+1,NB+1)
*     The first element of U11 is in WORK(N+1,1)
      u11 = n
*     INVD is a block (N,2)
*     The first element of INVD is in WORK(1,INVD)
      invd = nb+2
 
      IF( upper ) THEN
*
*        invA = P * inv(U**H)*inv(D)*inv(U)*P**H.
*
        CALL ctrtri( uplo, 'u', N, A, LDA, INFO )
*
*       inv(D) and inv(D)*inv(U)
*
        K=1
.LE.        DO WHILE ( K  N )
.GT.         IF( IPIV( K )0 ) THEN
*           1 x 1 diagonal NNB
             WORK(K,INVD) = ONE / REAL ( A( K, K ) )
             WORK(K,INVD+1) = 0
            K=K+1
         ELSE
*           2 x 2 diagonal NNB
             T = ABS ( WORK(K+1,1) )
             AK = REAL ( A( K, K ) ) / T
             AKP1 = REAL ( A( K+1, K+1 ) ) / T
             AKKP1 = WORK(K+1,1)  / T
             D = T*( AK*AKP1-ONE )
             WORK(K,INVD) = AKP1 / D
             WORK(K+1,INVD+1) = AK / D
             WORK(K,INVD+1) = -AKKP1 / D
             WORK(K+1,INVD) = CONJG (WORK(K,INVD+1) )
            K=K+2
         END IF
        END DO
*
*       inv(U**H) = (inv(U))**H
*
*       inv(U**H)*inv(D)*inv(U)
*
        CUT=N
.GT.        DO WHILE (CUT  0)
           NNB=NB
.LE.           IF (CUT  NNB) THEN
              NNB=CUT
           ELSE
              COUNT = 0
*             count negative elements,
              DO I=CUT+1-NNB,CUT
.LT.                  IF (IPIV(I)  0) COUNT=COUNT+1
              END DO
*             need a even number for a clear cut
.EQ.              IF (MOD(COUNT,2)  1) NNB=NNB+1
           END IF
 
           CUT=CUT-NNB
*
*          U01 Block
*
           DO I=1,CUT
             DO J=1,NNB
              WORK(I,J)=A(I,CUT+J)
             END DO
           END DO
*
*          U11 Block
*
           DO I=1,NNB
             WORK(U11+I,I)=CONE
             DO J=1,I-1
                WORK(U11+I,J)=ZERO
             END DO
             DO J=I+1,NNB
                WORK(U11+I,J)=A(CUT+I,CUT+J)
             END DO
           END DO
*
*          invD*U01
*
           I=1
.LE.           DO WHILE (I  CUT)
             IF (IPIV(I) > 0) THEN
                DO J=1,NNB
                    WORK(I,J)=WORK(I,INVD)*WORK(I,J)
                END DO
                I=I+1
             ELSE
                DO J=1,NNB
                   U01_I_J = WORK(I,J)
                   U01_IP1_J = WORK(I+1,J)
                   WORK(I,J)=WORK(I,INVD)*U01_I_J+
     $                      WORK(I,INVD+1)*U01_IP1_J
                   WORK(I+1,J)=WORK(I+1,INVD)*U01_I_J+
     $                      WORK(I+1,INVD+1)*U01_IP1_J
                END DO
                I=I+2
             END IF
           END DO
*
*        invD1*U11
*
           I=1
.LE.           DO WHILE (I  NNB)
             IF (IPIV(CUT+I) > 0) THEN
                DO J=I,NNB
                    WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J)
                END DO
                I=I+1
             ELSE
                DO J=I,NNB
                   U11_I_J = WORK(U11+I,J)
                   U11_IP1_J = WORK(U11+I+1,J)
                WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J) +
     $                      WORK(CUT+I,INVD+1)*WORK(U11+I+1,J)
                WORK(U11+I+1,J)=WORK(CUT+I+1,INVD)*U11_I_J+
     $                      WORK(CUT+I+1,INVD+1)*U11_IP1_J
                END DO
                I=I+2
             END IF
           END DO
*
*       U11**H*invD1*U11->U11
*
        CALL CTRMM('l','u','c','u',NNB, NNB,
     $             CONE,A(CUT+1,CUT+1),LDA,WORK(U11+1,1),N+NB+1)
*
         DO I=1,NNB
            DO J=I,NNB
              A(CUT+I,CUT+J)=WORK(U11+I,J)
            END DO
         END DO
*
*          U01**H*invD*U01->A(CUT+I,CUT+J)
*
         CALL CGEMM('c','n',NNB,NNB,CUT,CONE,A(1,CUT+1),LDA,
     $              WORK,N+NB+1, ZERO, WORK(U11+1,1), N+NB+1)
*
*        U11 =  U11**H*invD1*U11 + U01**H*invD*U01
*
         DO I=1,NNB
            DO J=I,NNB
              A(CUT+I,CUT+J)=A(CUT+I,CUT+J)+WORK(U11+I,J)
            END DO
         END DO
*
*        U01 =  U00**H*invD0*U01
*
         CALL CTRMM('l',UPLO,'c','u',CUT, NNB,
     $             CONE,A,LDA,WORK,N+NB+1)
 
*
*        Update U01
*
         DO I=1,CUT
           DO J=1,NNB
            A(I,CUT+J)=WORK(I,J)
           END DO
         END DO
*
*      Next Block
*
       END DO
*
*        Apply PERMUTATIONS P and P**H: P * inv(U**H)*inv(D)*inv(U) *P**H
*
            I=1
.LE.            DO WHILE ( I  N )
.GT.               IF( IPIV(I)  0 ) THEN
                  IP=IPIV(I)
.LT.                 IF (I  IP) CALL CHESWAPR( UPLO, N, A, LDA, I ,IP )
.GT.                 IF (I  IP) CALL CHESWAPR( UPLO, N, A, LDA, IP ,I )
               ELSE
                 IP=-IPIV(I)
                 I=I+1
.LT.                 IF ( (I-1)  IP)
     $                  CALL CHESWAPR( UPLO, N, A, LDA, I-1 ,IP )
.GT.                 IF ( (I-1)  IP)
     $                  CALL CHESWAPR( UPLO, N, A, LDA, IP ,I-1 )
              ENDIF
               I=I+1
            END DO
      ELSE
*
*        LOWER...
*
*        invA = P * inv(U**H)*inv(D)*inv(U)*P**H.
*
         CALL CTRTRI( UPLO, 'u', N, A, LDA, INFO )
*
*       inv(D) and inv(D)*inv(U)
*
        K=N
.GE.        DO WHILE ( K  1 )
.GT.         IF( IPIV( K )0 ) THEN
*           1 x 1 diagonal NNB
             WORK(K,INVD) = ONE / REAL ( A( K, K ) )
             WORK(K,INVD+1) = 0
            K=K-1
         ELSE
*           2 x 2 diagonal NNB
             T = ABS ( WORK(K-1,1) )
             AK = REAL ( A( K-1, K-1 ) ) / T
             AKP1 = REAL ( A( K, K ) ) / T
             AKKP1 = WORK(K-1,1) / T
             D = T*( AK*AKP1-ONE )
             WORK(K-1,INVD) = AKP1 / D
             WORK(K,INVD) = AK / D
             WORK(K,INVD+1) = -AKKP1 / D
             WORK(K-1,INVD+1) = CONJG (WORK(K,INVD+1) )
            K=K-2
         END IF
        END DO
*
*       inv(U**H) = (inv(U))**H
*
*       inv(U**H)*inv(D)*inv(U)
*
        CUT=0
.LT.        DO WHILE (CUT  N)
           NNB=NB
.GE.           IF (CUT + NNB  N) THEN
              NNB=N-CUT
           ELSE
              COUNT = 0
*             count negative elements,
              DO I=CUT+1,CUT+NNB
.LT.                  IF (IPIV(I)  0) COUNT=COUNT+1
              END DO
*             need a even number for a clear cut
.EQ.              IF (MOD(COUNT,2)  1) NNB=NNB+1
           END IF
*      L21 Block
           DO I=1,N-CUT-NNB
             DO J=1,NNB
              WORK(I,J)=A(CUT+NNB+I,CUT+J)
             END DO
           END DO
*     L11 Block
           DO I=1,NNB
             WORK(U11+I,I)=CONE
             DO J=I+1,NNB
                WORK(U11+I,J)=ZERO
             END DO
             DO J=1,I-1
                WORK(U11+I,J)=A(CUT+I,CUT+J)
             END DO
           END DO
*
*          invD*L21
*
           I=N-CUT-NNB
.GE.           DO WHILE (I  1)
             IF (IPIV(CUT+NNB+I) > 0) THEN
                DO J=1,NNB
                    WORK(I,J)=WORK(CUT+NNB+I,INVD)*WORK(I,J)
                END DO
                I=I-1
             ELSE
                DO J=1,NNB
                   U01_I_J = WORK(I,J)
                   U01_IP1_J = WORK(I-1,J)
                   WORK(I,J)=WORK(CUT+NNB+I,INVD)*U01_I_J+
     $                        WORK(CUT+NNB+I,INVD+1)*U01_IP1_J
                   WORK(I-1,J)=WORK(CUT+NNB+I-1,INVD+1)*U01_I_J+
     $                        WORK(CUT+NNB+I-1,INVD)*U01_IP1_J
                END DO
                I=I-2
             END IF
           END DO
*
*        invD1*L11
*
           I=NNB
.GE.           DO WHILE (I  1)
             IF (IPIV(CUT+I) > 0) THEN
                DO J=1,NNB
                    WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J)
                END DO
                I=I-1
             ELSE
                DO J=1,NNB
                   U11_I_J = WORK(U11+I,J)
                   U11_IP1_J = WORK(U11+I-1,J)
                WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J) +
     $                      WORK(CUT+I,INVD+1)*U11_IP1_J
                WORK(U11+I-1,J)=WORK(CUT+I-1,INVD+1)*U11_I_J+
     $                      WORK(CUT+I-1,INVD)*U11_IP1_J
                END DO
                I=I-2
             END IF
           END DO
*
*       L11**H*invD1*L11->L11
*
        CALL CTRMM('l',UPLO,'c','u',NNB, NNB,
     $             CONE,A(CUT+1,CUT+1),LDA,WORK(U11+1,1),N+NB+1)
*
         DO I=1,NNB
            DO J=1,I
              A(CUT+I,CUT+J)=WORK(U11+I,J)
            END DO
         END DO
*
.LT.        IF ( (CUT+NNB)  N ) THEN
*
*          L21**H*invD2*L21->A(CUT+I,CUT+J)
*
         CALL CGEMM('c','n',NNB,NNB,N-NNB-CUT,CONE,A(CUT+NNB+1,CUT+1)
     $             ,LDA,WORK,N+NB+1, ZERO, WORK(U11+1,1), N+NB+1)
 
*
*        L11 =  L11**H*invD1*L11 + U01**H*invD*U01
*
         DO I=1,NNB
            DO J=1,I
              A(CUT+I,CUT+J)=A(CUT+I,CUT+J)+WORK(U11+I,J)
            END DO
         END DO
*
*        L01 =  L22**H*invD2*L21
*
         CALL CTRMM('l',UPLO,'c','u', N-NNB-CUT, NNB,
     $             CONE,A(CUT+NNB+1,CUT+NNB+1),LDA,WORK,N+NB+1)
 
*      Update L21
         DO I=1,N-CUT-NNB
           DO J=1,NNB
              A(CUT+NNB+I,CUT+J)=WORK(I,J)
           END DO
         END DO
       ELSE
*
*        L11 =  L11**H*invD1*L11
*
         DO I=1,NNB
            DO J=1,I
              A(CUT+I,CUT+J)=WORK(U11+I,J)
            END DO
         END DO
       END IF
*
*      Next Block
*
           CUT=CUT+NNB
       END DO
*
*        Apply PERMUTATIONS P and P**H: P * inv(U**H)*inv(D)*inv(U) *P**H
*
            I=N
.GE.            DO WHILE ( I  1 )
.GT.               IF( IPIV(I)  0 ) THEN
                  IP=IPIV(I)
.LT.                 IF (I  IP) CALL CHESWAPR( UPLO, N, A, LDA, I ,IP  )
.GT.                 IF (I  IP) CALL CHESWAPR( UPLO, N, A, LDA, IP ,I )
               ELSE
                 IP=-IPIV(I)
.LT.                 IF ( I  IP) CALL CHESWAPR( UPLO, N, A, LDA, I ,IP )
.GT.                 IF ( I  IP) CALL CHESWAPR( UPLO, N, A, LDA, IP ,I )
                 I=I-1
               ENDIF
               I=I-1
            END DO
      END IF
*
      RETURN
*
*     End of CHETRI2X
*
      END