chptrf.f

Go to the documentation of this file.

*> \brief \b CHPTRF
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download CHPTRF + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/chptrf.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/chptrf.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/chptrf.f">
*> [TXT]</a>
*> \endhtmlonly
*
*  Definition:
*  ===========
*
*       SUBROUTINE CHPTRF( UPLO, N, AP, IPIV, INFO )
*
*       .. Scalar Arguments ..
*       CHARACTER          UPLO
*       INTEGER            INFO, N
*       ..
*       .. Array Arguments ..
*       INTEGER            IPIV( * )
*       COMPLEX            AP( * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> CHPTRF computes the factorization of a complex Hermitian packed
*> matrix A using the Bunch-Kaufman diagonal pivoting method:
*>
*>    A = U*D*U**H  or  A = L*D*L**H
*>
*> where U (or L) is a product of permutation and unit upper (lower)
*> triangular matrices, and D is Hermitian and block diagonal with
*> 1-by-1 and 2-by-2 diagonal blocks.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] UPLO
*> \verbatim
*>          UPLO is CHARACTER*1
*>          = 'U':  Upper triangle of A is stored;
*>          = 'L':  Lower triangle of A is stored.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The order of the matrix A.  N >= 0.
*> \endverbatim
*>
*> \param[in,out] AP
*> \verbatim
*>          AP is COMPLEX array, dimension (N*(N+1)/2)
*>          On entry, the upper or lower triangle of the Hermitian matrix
*>          A, packed columnwise in a linear array.  The j-th column of A
*>          is stored in the array AP as follows:
*>          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
*>          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
*>
*>          On exit, the block diagonal matrix D and the multipliers used
*>          to obtain the factor U or L, stored as a packed triangular
*>          matrix overwriting A (see below for further details).
*> \endverbatim
*>
*> \param[out] IPIV
*> \verbatim
*>          IPIV is INTEGER array, dimension (N)
*>          Details of the interchanges and the block structure of D.
*>          If IPIV(k) > 0, then rows and columns k and IPIV(k) were
*>          interchanged and D(k,k) is a 1-by-1 diagonal block.
*>          If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
*>          columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
*>          is a 2-by-2 diagonal block.  If UPLO = 'L' and IPIV(k) =
*>          IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
*>          interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
*> \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) is exactly zero.  The factorization
*>               has been completed, but the block diagonal matrix D is
*>               exactly singular, and division by zero will occur if it
*>               is used to solve a system of equations.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup complexOTHERcomputational
*
*> \par Further Details:
*  =====================
*>
*> \verbatim
*>
*>  If UPLO = 'U', then A = U*D*U**H, where
*>     U = P(n)*U(n)* ... *P(k)U(k)* ...,
*>  i.e., U is a product of terms P(k)*U(k), where k decreases from n to
*>  1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
*>  and 2-by-2 diagonal blocks D(k).  P(k) is a permutation matrix as
*>  defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
*>  that if the diagonal block D(k) is of order s (s = 1 or 2), then
*>
*>             (   I    v    0   )   k-s
*>     U(k) =  (   0    I    0   )   s
*>             (   0    0    I   )   n-k
*>                k-s   s   n-k
*>
*>  If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
*>  If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
*>  and A(k,k), and v overwrites A(1:k-2,k-1:k).
*>
*>  If UPLO = 'L', then A = L*D*L**H, where
*>     L = P(1)*L(1)* ... *P(k)*L(k)* ...,
*>  i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
*>  n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
*>  and 2-by-2 diagonal blocks D(k).  P(k) is a permutation matrix as
*>  defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
*>  that if the diagonal block D(k) is of order s (s = 1 or 2), then
*>
*>             (   I    0     0   )  k-1
*>     L(k) =  (   0    I     0   )  s
*>             (   0    v     I   )  n-k-s+1
*>                k-1   s  n-k-s+1
*>
*>  If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
*>  If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
*>  and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
*> \endverbatim
*
*> \par Contributors:
*  ==================
*>
*>  J. Lewis, Boeing Computer Services Company
*>
*  =====================================================================
      SUBROUTINE chptrf( UPLO, N, AP, IPIV, 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, N
*     ..
*     .. Array Arguments ..
      INTEGER            IPIV( * )
      COMPLEX            AP( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               ZERO, ONE
      parameter( zero = 0.0e+0, one = 1.0e+0 )
      REAL               EIGHT, SEVTEN
      parameter( eight = 8.0e+0, sevten = 17.0e+0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            UPPER
      INTEGER            I, IMAX, J, JMAX, K, KC, KK, KNC, KP, KPC,
     $                   KSTEP, KX, NPP
      REAL               ABSAKK, ALPHA, COLMAX, D, D11, D22, R1, ROWMAX,
     $                   TT
      COMPLEX            D12, D21, T, WK, WKM1, WKP1, ZDUM
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      INTEGER            ICAMAX
      REAL               SLAPY2
      EXTERNAL           lsame, icamax, slapy2
*     ..
*     .. External Subroutines ..
      EXTERNAL           chpr, csscal, cswap, xerbla
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          abs, aimag, cmplx, conjg, max, real, sqrt
*     ..
*     .. Statement Functions ..
      REAL               CABS1
*     ..
*     .. Statement Function definitions ..
      cabs1( zdum ) = abs( real( zdum ) ) + abs( aimag( zdum ) )
*     ..
*     .. Executable Statements ..
*
*     Test the input parameters.
*
      info = 0
      upper = lsame( uplo, 'U' )
      IF( .NOT.upper .AND. .NOT.lsame( uplo, 'l' ) ) THEN
         INFO = -1
.LT.      ELSE IF( N0 ) THEN
         INFO = -2
      END IF
.NE.      IF( INFO0 ) THEN
         CALL XERBLA( 'chptrf', -INFO )
         RETURN
      END IF
*
*     Initialize ALPHA for use in choosing pivot block size.
*
      ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
*
      IF( UPPER ) THEN
*
*        Factorize A as U*D*U**H using the upper triangle of A
*
*        K is the main loop index, decreasing from N to 1 in steps of
*        1 or 2
*
         K = N
         KC = ( N-1 )*N / 2 + 1
   10    CONTINUE
         KNC = KC
*
*        If K < 1, exit from loop
*
.LT.         IF( K1 )
     $      GO TO 110
         KSTEP = 1
*
*        Determine rows and columns to be interchanged and whether
*        a 1-by-1 or 2-by-2 pivot block will be used
*
         ABSAKK = ABS( REAL( AP( KC+K-1 ) ) )
*
*        IMAX is the row-index of the largest off-diagonal element in
*        column K, and COLMAX is its absolute value
*
.GT.         IF( K1 ) THEN
            IMAX = ICAMAX( K-1, AP( KC ), 1 )
            COLMAX = CABS1( AP( KC+IMAX-1 ) )
         ELSE
            COLMAX = ZERO
         END IF
*
.EQ.         IF( MAX( ABSAKK, COLMAX )ZERO ) THEN
*
*           Column K is zero: set INFO and continue
*
.EQ.            IF( INFO0 )
     $         INFO = K
            KP = K
            AP( KC+K-1 ) = REAL( AP( KC+K-1 ) )
         ELSE
.GE.            IF( ABSAKKALPHA*COLMAX ) THEN
*
*              no interchange, use 1-by-1 pivot block
*
               KP = K
            ELSE
*
*              JMAX is the column-index of the largest off-diagonal
*              element in row IMAX, and ROWMAX is its absolute value
*
               ROWMAX = ZERO
               JMAX = IMAX
               KX = IMAX*( IMAX+1 ) / 2 + IMAX
               DO 20 J = IMAX + 1, K
.GT.                  IF( CABS1( AP( KX ) )ROWMAX ) THEN
                     ROWMAX = CABS1( AP( KX ) )
                     JMAX = J
                  END IF
                  KX = KX + J
   20          CONTINUE
               KPC = ( IMAX-1 )*IMAX / 2 + 1
.GT.               IF( IMAX1 ) THEN
                  JMAX = ICAMAX( IMAX-1, AP( KPC ), 1 )
                  ROWMAX = MAX( ROWMAX, CABS1( AP( KPC+JMAX-1 ) ) )
               END IF
*
.GE.               IF( ABSAKKALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
*
*                 no interchange, use 1-by-1 pivot block
*
                  KP = K
.GE.               ELSE IF( ABS( REAL( AP( KPC+IMAX-1 ) ) )ALPHA*
     $                  ROWMAX ) THEN
*
*                 interchange rows and columns K and IMAX, use 1-by-1
*                 pivot block
*
                  KP = IMAX
               ELSE
*
*                 interchange rows and columns K-1 and IMAX, use 2-by-2
*                 pivot block
*
                  KP = IMAX
                  KSTEP = 2
               END IF
            END IF
*
            KK = K - KSTEP + 1
.EQ.            IF( KSTEP2 )
     $         KNC = KNC - K + 1
.NE.            IF( KPKK ) THEN
*
*              Interchange rows and columns KK and KP in the leading
*              submatrix A(1:k,1:k)
*
               CALL CSWAP( KP-1, AP( KNC ), 1, AP( KPC ), 1 )
               KX = KPC + KP - 1
               DO 30 J = KP + 1, KK - 1
                  KX = KX + J - 1
                  T = CONJG( AP( KNC+J-1 ) )
                  AP( KNC+J-1 ) = CONJG( AP( KX ) )
                  AP( KX ) = T
   30          CONTINUE
               AP( KX+KK-1 ) = CONJG( AP( KX+KK-1 ) )
               R1 = REAL( AP( KNC+KK-1 ) )
               AP( KNC+KK-1 ) = REAL( AP( KPC+KP-1 ) )
               AP( KPC+KP-1 ) = R1
.EQ.               IF( KSTEP2 ) THEN
                  AP( KC+K-1 ) = REAL( AP( KC+K-1 ) )
                  T = AP( KC+K-2 )
                  AP( KC+K-2 ) = AP( KC+KP-1 )
                  AP( KC+KP-1 ) = T
               END IF
            ELSE
               AP( KC+K-1 ) = REAL( AP( KC+K-1 ) )
.EQ.               IF( KSTEP2 )
     $            AP( KC-1 ) = REAL( AP( KC-1 ) )
            END IF
*
*           Update the leading submatrix
*
.EQ.            IF( KSTEP1 ) THEN
*
*              1-by-1 pivot block D(k): column k now holds
*
*              W(k) = U(k)*D(k)
*
*              where U(k) is the k-th column of U
*
*              Perform a rank-1 update of A(1:k-1,1:k-1) as
*
*              A := A - U(k)*D(k)*U(k)**H = A - W(k)*1/D(k)*W(k)**H
*
               R1 = ONE / REAL( AP( KC+K-1 ) )
               CALL CHPR( UPLO, K-1, -R1, AP( KC ), 1, AP )
*
*              Store U(k) in column k
*
               CALL CSSCAL( K-1, R1, AP( KC ), 1 )
            ELSE
*
*              2-by-2 pivot block D(k): columns k and k-1 now hold
*
*              ( W(k-1) W(k) ) = ( U(k-1) U(k) )*D(k)
*
*              where U(k) and U(k-1) are the k-th and (k-1)-th columns
*              of U
*
*              Perform a rank-2 update of A(1:k-2,1:k-2) as
*
*              A := A - ( U(k-1) U(k) )*D(k)*( U(k-1) U(k) )**H
*                 = A - ( W(k-1) W(k) )*inv(D(k))*( W(k-1) W(k) )**H
*
.GT.               IF( K2 ) THEN
*
                  D = SLAPY2( REAL( AP( K-1+( K-1 )*K / 2 ) ),
     $                AIMAG( AP( K-1+( K-1 )*K / 2 ) ) )
                  D22 = REAL( AP( K-1+( K-2 )*( K-1 ) / 2 ) ) / D
                  D11 = REAL( AP( K+( K-1 )*K / 2 ) ) / D
                  TT = ONE / ( D11*D22-ONE )
                  D12 = AP( K-1+( K-1 )*K / 2 ) / D
                  D = TT / D
*
                  DO 50 J = K - 2, 1, -1
                     WKM1 = D*( D11*AP( J+( K-2 )*( K-1 ) / 2 )-
     $                      CONJG( D12 )*AP( J+( K-1 )*K / 2 ) )
                     WK = D*( D22*AP( J+( K-1 )*K / 2 )-D12*
     $                    AP( J+( K-2 )*( K-1 ) / 2 ) )
                     DO 40 I = J, 1, -1
                        AP( I+( J-1 )*J / 2 ) = AP( I+( J-1 )*J / 2 ) -
     $                     AP( I+( K-1 )*K / 2 )*CONJG( WK ) -
     $                     AP( I+( K-2 )*( K-1 ) / 2 )*CONJG( WKM1 )
   40                CONTINUE
                     AP( J+( K-1 )*K / 2 ) = WK
                     AP( J+( K-2 )*( K-1 ) / 2 ) = WKM1
                     AP( J+( J-1 )*J / 2 ) = CMPLX( REAL( AP( J+( J-1 )*
     $                                       J / 2 ) ), 0.0E+0 )
   50             CONTINUE
*
               END IF
*
            END IF
         END IF
*
*        Store details of the interchanges in IPIV
*
.EQ.         IF( KSTEP1 ) THEN
            IPIV( K ) = KP
         ELSE
            IPIV( K ) = -KP
            IPIV( K-1 ) = -KP
         END IF
*
*        Decrease K and return to the start of the main loop
*
         K = K - KSTEP
         KC = KNC - K
         GO TO 10
*
      ELSE
*
*        Factorize A as L*D*L**H using the lower triangle of A
*
*        K is the main loop index, increasing from 1 to N in steps of
*        1 or 2
*
         K = 1
         KC = 1
         NPP = N*( N+1 ) / 2
   60    CONTINUE
         KNC = KC
*
*        If K > N, exit from loop
*
.GT.         IF( KN )
     $      GO TO 110
         KSTEP = 1
*
*        Determine rows and columns to be interchanged and whether
*        a 1-by-1 or 2-by-2 pivot block will be used
*
         ABSAKK = ABS( REAL( AP( KC ) ) )
*
*        IMAX is the row-index of the largest off-diagonal element in
*        column K, and COLMAX is its absolute value
*
.LT.         IF( KN ) THEN
            IMAX = K + ICAMAX( N-K, AP( KC+1 ), 1 )
            COLMAX = CABS1( AP( KC+IMAX-K ) )
         ELSE
            COLMAX = ZERO
         END IF
*
.EQ.         IF( MAX( ABSAKK, COLMAX )ZERO ) THEN
*
*           Column K is zero: set INFO and continue
*
.EQ.            IF( INFO0 )
     $         INFO = K
            KP = K
            AP( KC ) = REAL( AP( KC ) )
         ELSE
.GE.            IF( ABSAKKALPHA*COLMAX ) THEN
*
*              no interchange, use 1-by-1 pivot block
*
               KP = K
            ELSE
*
*              JMAX is the column-index of the largest off-diagonal
*              element in row IMAX, and ROWMAX is its absolute value
*
               ROWMAX = ZERO
               KX = KC + IMAX - K
               DO 70 J = K, IMAX - 1
.GT.                  IF( CABS1( AP( KX ) )ROWMAX ) THEN
                     ROWMAX = CABS1( AP( KX ) )
                     JMAX = J
                  END IF
                  KX = KX + N - J
   70          CONTINUE
               KPC = NPP - ( N-IMAX+1 )*( N-IMAX+2 ) / 2 + 1
.LT.               IF( IMAXN ) THEN
                  JMAX = IMAX + ICAMAX( N-IMAX, AP( KPC+1 ), 1 )
                  ROWMAX = MAX( ROWMAX, CABS1( AP( KPC+JMAX-IMAX ) ) )
               END IF
*
.GE.               IF( ABSAKKALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
*
*                 no interchange, use 1-by-1 pivot block
*
                  KP = K
.GE.               ELSE IF( ABS( REAL( AP( KPC ) ) )ALPHA*ROWMAX ) THEN
*
*                 interchange rows and columns K and IMAX, use 1-by-1
*                 pivot block
*
                  KP = IMAX
               ELSE
*
*                 interchange rows and columns K+1 and IMAX, use 2-by-2
*                 pivot block
*
                  KP = IMAX
                  KSTEP = 2
               END IF
            END IF
*
            KK = K + KSTEP - 1
.EQ.            IF( KSTEP2 )
     $         KNC = KNC + N - K + 1
.NE.            IF( KPKK ) THEN
*
*              Interchange rows and columns KK and KP in the trailing
*              submatrix A(k:n,k:n)
*
.LT.               IF( KPN )
     $            CALL CSWAP( N-KP, AP( KNC+KP-KK+1 ), 1, AP( KPC+1 ),
     $                        1 )
               KX = KNC + KP - KK
               DO 80 J = KK + 1, KP - 1
                  KX = KX + N - J + 1
                  T = CONJG( AP( KNC+J-KK ) )
                  AP( KNC+J-KK ) = CONJG( AP( KX ) )
                  AP( KX ) = T
   80          CONTINUE
               AP( KNC+KP-KK ) = CONJG( AP( KNC+KP-KK ) )
               R1 = REAL( AP( KNC ) )
               AP( KNC ) = REAL( AP( KPC ) )
               AP( KPC ) = R1
.EQ.               IF( KSTEP2 ) THEN
                  AP( KC ) = REAL( AP( KC ) )
                  T = AP( KC+1 )
                  AP( KC+1 ) = AP( KC+KP-K )
                  AP( KC+KP-K ) = T
               END IF
            ELSE
               AP( KC ) = REAL( AP( KC ) )
.EQ.               IF( KSTEP2 )
     $            AP( KNC ) = REAL( AP( KNC ) )
            END IF
*
*           Update the trailing submatrix
*
.EQ.            IF( KSTEP1 ) THEN
*
*              1-by-1 pivot block D(k): column k now holds
*
*              W(k) = L(k)*D(k)
*
*              where L(k) is the k-th column of L
*
.LT.               IF( KN ) THEN
*
*                 Perform a rank-1 update of A(k+1:n,k+1:n) as
*
*                 A := A - L(k)*D(k)*L(k)**H = A - W(k)*(1/D(k))*W(k)**H
*
                  R1 = ONE / REAL( AP( KC ) )
                  CALL CHPR( UPLO, N-K, -R1, AP( KC+1 ), 1,
     $                       AP( KC+N-K+1 ) )
*
*                 Store L(k) in column K
*
                  CALL CSSCAL( N-K, R1, AP( KC+1 ), 1 )
               END IF
            ELSE
*
*              2-by-2 pivot block D(k): columns K and K+1 now hold
*
*              ( W(k) W(k+1) ) = ( L(k) L(k+1) )*D(k)
*
*              where L(k) and L(k+1) are the k-th and (k+1)-th columns
*              of L
*
.LT.               IF( KN-1 ) THEN
*
*                 Perform a rank-2 update of A(k+2:n,k+2:n) as
*
*                 A := A - ( L(k) L(k+1) )*D(k)*( L(k) L(k+1) )**H
*                    = A - ( W(k) W(k+1) )*inv(D(k))*( W(k) W(k+1) )**H
*
*                 where L(k) and L(k+1) are the k-th and (k+1)-th
*                 columns of L
*
                  D = SLAPY2( REAL( AP( K+1+( K-1 )*( 2*N-K ) / 2 ) ),
     $                AIMAG( AP( K+1+( K-1 )*( 2*N-K ) / 2 ) ) )
                  D11 = REAL( AP( K+1+K*( 2*N-K-1 ) / 2 ) ) / D
                  D22 = REAL( AP( K+( K-1 )*( 2*N-K ) / 2 ) ) / D
                  TT = ONE / ( D11*D22-ONE )
                  D21 = AP( K+1+( K-1 )*( 2*N-K ) / 2 ) / D
                  D = TT / D
*
                  DO 100 J = K + 2, N
                     WK = D*( D11*AP( J+( K-1 )*( 2*N-K ) / 2 )-D21*
     $                    AP( J+K*( 2*N-K-1 ) / 2 ) )
                     WKP1 = D*( D22*AP( J+K*( 2*N-K-1 ) / 2 )-
     $                      CONJG( D21 )*AP( J+( K-1 )*( 2*N-K ) / 2 ) )
                     DO 90 I = J, N
                        AP( I+( J-1 )*( 2*N-J ) / 2 ) = AP( I+( J-1 )*
     $                     ( 2*N-J ) / 2 ) - AP( I+( K-1 )*( 2*N-K ) /
     $                     2 )*CONJG( WK ) - AP( I+K*( 2*N-K-1 ) / 2 )*
     $                     CONJG( WKP1 )
   90                CONTINUE
                     AP( J+( K-1 )*( 2*N-K ) / 2 ) = WK
                     AP( J+K*( 2*N-K-1 ) / 2 ) = WKP1
                     AP( J+( J-1 )*( 2*N-J ) / 2 )
     $                  = CMPLX( REAL( AP( J+( J-1 )*( 2*N-J ) / 2 ) ),
     $                  0.0E+0 )
  100             CONTINUE
               END IF
            END IF
         END IF
*
*        Store details of the interchanges in IPIV
*
.EQ.         IF( KSTEP1 ) THEN
            IPIV( K ) = KP
         ELSE
            IPIV( K ) = -KP
            IPIV( K+1 ) = -KP
         END IF
*
*        Increase K and return to the start of the main loop
*
         K = K + KSTEP
         KC = KNC + N - K + 2
         GO TO 60
*
      END IF
*
  110 CONTINUE
      RETURN
*
*     End of CHPTRF
*
      END