1177 lines
39 KiB
Fortran
1177 lines
39 KiB
Fortran
* \brief \b ZLAHEF_ROOK computes a partial factorization of a complex Hermitian indefinite matrix using the bounded Bunch-Kaufman ("rook") diagonal pivoting method (blocked algorithm, calling Level 3 BLAS).
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*
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* =========== DOCUMENTATION ===========
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*
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* Online html documentation available at
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* http://www.netlib.org/lapack/explore-html/
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*
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*> \htmlonly
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*> Download ZLAHEF_ROOK + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlahef_rook.f">
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*> [TGZ]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlahef_rook.f">
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*> [ZIP]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlahef_rook.f">
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*> [TXT]</a>
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*> \endhtmlonly
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*
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* Definition:
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* ===========
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*
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* SUBROUTINE ZLAHEF_ROOK( UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO )
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*
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* .. Scalar Arguments ..
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* CHARACTER UPLO
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* INTEGER INFO, KB, LDA, LDW, N, NB
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* ..
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* .. Array Arguments ..
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* INTEGER IPIV( * )
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* COMPLEX*16 A( LDA, * ), W( LDW, * )
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* ..
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*
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*
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*> \par Purpose:
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* =============
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*>
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*> \verbatim
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*>
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*> ZLAHEF_ROOK computes a partial factorization of a complex Hermitian
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*> matrix A using the bounded Bunch-Kaufman ("rook") diagonal pivoting
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*> method. The partial factorization has the form:
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*>
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*> A = ( I U12 ) ( A11 0 ) ( I 0 ) if UPLO = 'U', or:
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*> ( 0 U22 ) ( 0 D ) ( U12**H U22**H )
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*>
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*> A = ( L11 0 ) ( D 0 ) ( L11**H L21**H ) if UPLO = 'L'
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*> ( L21 I ) ( 0 A22 ) ( 0 I )
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*>
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*> where the order of D is at most NB. The actual order is returned in
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*> the argument KB, and is either NB or NB-1, or N if N <= NB.
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*> Note that U**H denotes the conjugate transpose of U.
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*>
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*> ZLAHEF_ROOK is an auxiliary routine called by ZHETRF_ROOK. It uses
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*> blocked code (calling Level 3 BLAS) to update the submatrix
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*> A11 (if UPLO = 'U') or A22 (if UPLO = 'L').
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*> \endverbatim
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*
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* Arguments:
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* ==========
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*
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*> \param[in] UPLO
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*> \verbatim
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*> UPLO is CHARACTER*1
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*> Specifies whether the upper or lower triangular part of the
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*> Hermitian matrix A is stored:
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*> = 'U': Upper triangular
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*> = 'L': Lower triangular
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*> \endverbatim
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*>
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*> \param[in] N
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*> \verbatim
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*> N is INTEGER
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*> The order of the matrix A. N >= 0.
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*> \endverbatim
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*>
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*> \param[in] NB
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*> \verbatim
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*> NB is INTEGER
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*> The maximum number of columns of the matrix A that should be
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*> factored. NB should be at least 2 to allow for 2-by-2 pivot
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*> blocks.
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*> \endverbatim
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*>
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*> \param[out] KB
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*> \verbatim
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*> KB is INTEGER
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*> The number of columns of A that were actually factored.
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*> KB is either NB-1 or NB, or N if N <= NB.
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*> \endverbatim
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*>
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*> \param[in,out] A
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*> \verbatim
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*> A is COMPLEX*16 array, dimension (LDA,N)
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*> On entry, the Hermitian matrix A. If UPLO = 'U', the leading
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*> n-by-n upper triangular part of A contains the upper
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*> triangular part of the matrix A, and the strictly lower
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*> triangular part of A is not referenced. If UPLO = 'L', the
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*> leading n-by-n lower triangular part of A contains the lower
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*> triangular part of the matrix A, and the strictly upper
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*> triangular part of A is not referenced.
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*> On exit, A contains details of the partial factorization.
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*> \endverbatim
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*>
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*> \param[in] LDA
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*> \verbatim
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*> LDA is INTEGER
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*> The leading dimension of the array A. LDA >= max(1,N).
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*> \endverbatim
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*>
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*> \param[out] IPIV
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*> \verbatim
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*> IPIV is INTEGER array, dimension (N)
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*> Details of the interchanges and the block structure of D.
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*>
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*> If UPLO = 'U':
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*> Only the last KB elements of IPIV are set.
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*>
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*> If IPIV(k) > 0, then rows and columns k and IPIV(k) were
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*> interchanged and D(k,k) is a 1-by-1 diagonal block.
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*>
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*> If IPIV(k) < 0 and IPIV(k-1) < 0, then rows and
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*> columns k and -IPIV(k) were interchanged and rows and
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*> columns k-1 and -IPIV(k-1) were inerchaged,
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*> D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
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*>
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*> If UPLO = 'L':
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*> Only the first KB elements of IPIV are set.
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*>
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*> If IPIV(k) > 0, then rows and columns k and IPIV(k)
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*> were interchanged and D(k,k) is a 1-by-1 diagonal block.
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*>
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*> If IPIV(k) < 0 and IPIV(k+1) < 0, then rows and
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*> columns k and -IPIV(k) were interchanged and rows and
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*> columns k+1 and -IPIV(k+1) were inerchaged,
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*> D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
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*> \endverbatim
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*>
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*> \param[out] W
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*> \verbatim
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*> W is COMPLEX*16 array, dimension (LDW,NB)
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*> \endverbatim
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*>
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*> \param[in] LDW
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*> \verbatim
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*> LDW is INTEGER
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*> The leading dimension of the array W. LDW >= max(1,N).
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*> \endverbatim
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*>
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*> \param[out] INFO
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*> \verbatim
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*> INFO is INTEGER
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*> = 0: successful exit
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*> > 0: if INFO = k, D(k,k) is exactly zero. The factorization
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*> has been completed, but the block diagonal matrix D is
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*> exactly singular.
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*> \endverbatim
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*
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* Authors:
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* ========
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*
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \author NAG Ltd.
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*
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*> \date November 2013
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*
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*> \ingroup complex16HEcomputational
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*
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*> \par Contributors:
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* ==================
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*>
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*> \verbatim
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*>
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*> November 2013, Igor Kozachenko,
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*> Computer Science Division,
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*> University of California, Berkeley
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*>
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*> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
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*> School of Mathematics,
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*> University of Manchester
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*> \endverbatim
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*
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* =====================================================================
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SUBROUTINE ZLAHEF_ROOK( UPLO, N, NB, KB, A, LDA, IPIV, W, LDW,
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$ INFO )
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*
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* -- LAPACK computational routine (version 3.5.0) --
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* -- LAPACK is a software package provided by Univ. of Tennessee, --
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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* November 2013
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*
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* .. Scalar Arguments ..
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CHARACTER UPLO
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INTEGER INFO, KB, LDA, LDW, N, NB
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* ..
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* .. Array Arguments ..
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INTEGER IPIV( * )
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COMPLEX*16 A( LDA, * ), W( LDW, * )
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* ..
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*
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* =====================================================================
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*
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* .. Parameters ..
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DOUBLE PRECISION ZERO, ONE
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PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
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COMPLEX*16 CONE
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PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) )
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DOUBLE PRECISION EIGHT, SEVTEN
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PARAMETER ( EIGHT = 8.0D+0, SEVTEN = 17.0D+0 )
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* ..
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* .. Local Scalars ..
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LOGICAL DONE
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INTEGER IMAX, ITEMP, II, J, JB, JJ, JMAX, JP1, JP2, K,
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$ KK, KKW, KP, KSTEP, KW, P
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DOUBLE PRECISION ABSAKK, ALPHA, COLMAX, DTEMP, R1, ROWMAX, T,
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$ SFMIN
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COMPLEX*16 D11, D21, D22, Z
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* ..
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* .. External Functions ..
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LOGICAL LSAME
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INTEGER IZAMAX
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DOUBLE PRECISION DLAMCH
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EXTERNAL LSAME, IZAMAX, DLAMCH
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* ..
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* .. External Subroutines ..
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EXTERNAL ZCOPY, ZDSCAL, ZGEMM, ZGEMV, ZLACGV, ZSWAP
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC ABS, DBLE, DCONJG, DIMAG, MAX, MIN, SQRT
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* ..
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* .. Statement Functions ..
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DOUBLE PRECISION CABS1
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* ..
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* .. Statement Function definitions ..
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CABS1( Z ) = ABS( DBLE( Z ) ) + ABS( DIMAG( Z ) )
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* ..
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* .. Executable Statements ..
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*
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INFO = 0
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*
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* Initialize ALPHA for use in choosing pivot block size.
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*
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ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
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*
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* Compute machine safe minimum
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*
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SFMIN = DLAMCH( 'S' )
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*
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IF( LSAME( UPLO, 'U' ) ) THEN
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*
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* Factorize the trailing columns of A using the upper triangle
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* of A and working backwards, and compute the matrix W = U12*D
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* for use in updating A11 (note that conjg(W) is actually stored)
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*
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* K is the main loop index, decreasing from N in steps of 1 or 2
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*
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K = N
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10 CONTINUE
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*
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* KW is the column of W which corresponds to column K of A
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*
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KW = NB + K - N
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*
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* Exit from loop
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*
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IF( ( K.LE.N-NB+1 .AND. NB.LT.N ) .OR. K.LT.1 )
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$ GO TO 30
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*
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KSTEP = 1
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P = K
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*
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* Copy column K of A to column KW of W and update it
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*
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IF( K.GT.1 )
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$ CALL ZCOPY( K-1, A( 1, K ), 1, W( 1, KW ), 1 )
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W( K, KW ) = DBLE( A( K, K ) )
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IF( K.LT.N ) THEN
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CALL ZGEMV( 'No transpose', K, N-K, -CONE, A( 1, K+1 ), LDA,
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$ W( K, KW+1 ), LDW, CONE, W( 1, KW ), 1 )
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W( K, KW ) = DBLE( W( K, KW ) )
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END IF
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*
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* Determine rows and columns to be interchanged and whether
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* a 1-by-1 or 2-by-2 pivot block will be used
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*
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ABSAKK = ABS( DBLE( W( K, KW ) ) )
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*
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* IMAX is the row-index of the largest off-diagonal element in
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* column K, and COLMAX is its absolute value.
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* Determine both COLMAX and IMAX.
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*
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IF( K.GT.1 ) THEN
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IMAX = IZAMAX( K-1, W( 1, KW ), 1 )
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COLMAX = CABS1( W( IMAX, KW ) )
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ELSE
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COLMAX = ZERO
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END IF
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*
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IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
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*
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* Column K is zero or underflow: set INFO and continue
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*
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IF( INFO.EQ.0 )
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$ INFO = K
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KP = K
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A( K, K ) = DBLE( W( K, KW ) )
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IF( K.GT.1 )
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$ CALL ZCOPY( K-1, W( 1, KW ), 1, A( 1, K ), 1 )
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ELSE
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*
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* ============================================================
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*
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* BEGIN pivot search
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*
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* Case(1)
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* Equivalent to testing for ABSAKK.GE.ALPHA*COLMAX
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* (used to handle NaN and Inf)
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IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN
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*
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* no interchange, use 1-by-1 pivot block
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*
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KP = K
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*
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ELSE
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*
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* Lop until pivot found
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*
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DONE = .FALSE.
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*
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12 CONTINUE
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*
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* BEGIN pivot search loop body
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*
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*
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* Copy column IMAX to column KW-1 of W and update it
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*
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IF( IMAX.GT.1 )
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$ CALL ZCOPY( IMAX-1, A( 1, IMAX ), 1, W( 1, KW-1 ),
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$ 1 )
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W( IMAX, KW-1 ) = DBLE( A( IMAX, IMAX ) )
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*
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CALL ZCOPY( K-IMAX, A( IMAX, IMAX+1 ), LDA,
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$ W( IMAX+1, KW-1 ), 1 )
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CALL ZLACGV( K-IMAX, W( IMAX+1, KW-1 ), 1 )
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*
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IF( K.LT.N ) THEN
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CALL ZGEMV( 'No transpose', K, N-K, -CONE,
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$ A( 1, K+1 ), LDA, W( IMAX, KW+1 ), LDW,
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$ CONE, W( 1, KW-1 ), 1 )
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W( IMAX, KW-1 ) = DBLE( W( IMAX, KW-1 ) )
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END IF
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*
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* JMAX is the column-index of the largest off-diagonal
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* element in row IMAX, and ROWMAX is its absolute value.
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* Determine both ROWMAX and JMAX.
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*
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IF( IMAX.NE.K ) THEN
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JMAX = IMAX + IZAMAX( K-IMAX, W( IMAX+1, KW-1 ),
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$ 1 )
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ROWMAX = CABS1( W( JMAX, KW-1 ) )
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ELSE
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ROWMAX = ZERO
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END IF
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*
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IF( IMAX.GT.1 ) THEN
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ITEMP = IZAMAX( IMAX-1, W( 1, KW-1 ), 1 )
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DTEMP = CABS1( W( ITEMP, KW-1 ) )
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IF( DTEMP.GT.ROWMAX ) THEN
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ROWMAX = DTEMP
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JMAX = ITEMP
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END IF
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END IF
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*
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* Case(2)
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* Equivalent to testing for
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* ABS( REAL( W( IMAX,KW-1 ) ) ).GE.ALPHA*ROWMAX
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* (used to handle NaN and Inf)
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*
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IF( .NOT.( ABS( DBLE( W( IMAX,KW-1 ) ) )
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$ .LT.ALPHA*ROWMAX ) ) THEN
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*
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* interchange rows and columns K and IMAX,
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* use 1-by-1 pivot block
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*
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KP = IMAX
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*
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* copy column KW-1 of W to column KW of W
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*
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CALL ZCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 )
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*
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DONE = .TRUE.
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*
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* Case(3)
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* Equivalent to testing for ROWMAX.EQ.COLMAX,
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* (used to handle NaN and Inf)
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*
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ELSE IF( ( P.EQ.JMAX ) .OR. ( ROWMAX.LE.COLMAX ) )
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$ THEN
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*
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* interchange rows and columns K-1 and IMAX,
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* use 2-by-2 pivot block
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*
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KP = IMAX
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KSTEP = 2
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DONE = .TRUE.
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*
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* Case(4)
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ELSE
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*
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* Pivot not found: set params and repeat
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*
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P = IMAX
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COLMAX = ROWMAX
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IMAX = JMAX
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*
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* Copy updated JMAXth (next IMAXth) column to Kth of W
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*
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CALL ZCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 )
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*
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END IF
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*
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*
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* END pivot search loop body
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*
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IF( .NOT.DONE ) GOTO 12
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*
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END IF
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*
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* END pivot search
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*
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* ============================================================
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*
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* KK is the column of A where pivoting step stopped
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*
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KK = K - KSTEP + 1
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*
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* KKW is the column of W which corresponds to column KK of A
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*
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KKW = NB + KK - N
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*
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* Interchange rows and columns P and K.
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* Updated column P is already stored in column KW of W.
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*
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IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
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*
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* Copy non-updated column K to column P of submatrix A
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* at step K. No need to copy element into columns
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* K and K-1 of A for 2-by-2 pivot, since these columns
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* will be later overwritten.
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*
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A( P, P ) = DBLE( A( K, K ) )
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CALL ZCOPY( K-1-P, A( P+1, K ), 1, A( P, P+1 ),
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$ LDA )
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CALL ZLACGV( K-1-P, A( P, P+1 ), LDA )
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IF( P.GT.1 )
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$ CALL ZCOPY( P-1, A( 1, K ), 1, A( 1, P ), 1 )
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*
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* Interchange rows K and P in the last K+1 to N columns of A
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* (columns K and K-1 of A for 2-by-2 pivot will be
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* later overwritten). Interchange rows K and P
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* in last KKW to NB columns of W.
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*
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IF( K.LT.N )
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$ CALL ZSWAP( N-K, A( K, K+1 ), LDA, A( P, K+1 ),
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$ LDA )
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CALL ZSWAP( N-KK+1, W( K, KKW ), LDW, W( P, KKW ),
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$ LDW )
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END IF
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*
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* Interchange rows and columns KP and KK.
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* Updated column KP is already stored in column KKW of W.
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*
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IF( KP.NE.KK ) THEN
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*
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* Copy non-updated column KK to column KP of submatrix A
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* at step K. No need to copy element into column K
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* (or K and K-1 for 2-by-2 pivot) of A, since these columns
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* will be later overwritten.
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*
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A( KP, KP ) = DBLE( A( KK, KK ) )
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CALL ZCOPY( KK-1-KP, A( KP+1, KK ), 1, A( KP, KP+1 ),
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$ LDA )
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|
CALL ZLACGV( KK-1-KP, A( KP, KP+1 ), LDA )
|
|
IF( KP.GT.1 )
|
|
$ CALL ZCOPY( KP-1, A( 1, KK ), 1, A( 1, KP ), 1 )
|
|
*
|
|
* Interchange rows KK and KP in last K+1 to N columns of A
|
|
* (columns K (or K and K-1 for 2-by-2 pivot) of A will be
|
|
* later overwritten). Interchange rows KK and KP
|
|
* in last KKW to NB columns of W.
|
|
*
|
|
IF( K.LT.N )
|
|
$ CALL ZSWAP( N-K, A( KK, K+1 ), LDA, A( KP, K+1 ),
|
|
$ LDA )
|
|
CALL ZSWAP( N-KK+1, W( KK, KKW ), LDW, W( KP, KKW ),
|
|
$ LDW )
|
|
END IF
|
|
*
|
|
IF( KSTEP.EQ.1 ) THEN
|
|
*
|
|
* 1-by-1 pivot block D(k): column kw of W now holds
|
|
*
|
|
* W(kw) = U(k)*D(k),
|
|
*
|
|
* where U(k) is the k-th column of U
|
|
*
|
|
* (1) Store subdiag. elements of column U(k)
|
|
* and 1-by-1 block D(k) in column k of A.
|
|
* (NOTE: Diagonal element U(k,k) is a UNIT element
|
|
* and not stored)
|
|
* A(k,k) := D(k,k) = W(k,kw)
|
|
* A(1:k-1,k) := U(1:k-1,k) = W(1:k-1,kw)/D(k,k)
|
|
*
|
|
* (NOTE: No need to use for Hermitian matrix
|
|
* A( K, K ) = REAL( W( K, K) ) to separately copy diagonal
|
|
* element D(k,k) from W (potentially saves only one load))
|
|
CALL ZCOPY( K, W( 1, KW ), 1, A( 1, K ), 1 )
|
|
IF( K.GT.1 ) THEN
|
|
*
|
|
* (NOTE: No need to check if A(k,k) is NOT ZERO,
|
|
* since that was ensured earlier in pivot search:
|
|
* case A(k,k) = 0 falls into 2x2 pivot case(3))
|
|
*
|
|
* Handle division by a small number
|
|
*
|
|
T = DBLE( A( K, K ) )
|
|
IF( ABS( T ).GE.SFMIN ) THEN
|
|
R1 = ONE / T
|
|
CALL ZDSCAL( K-1, R1, A( 1, K ), 1 )
|
|
ELSE
|
|
DO 14 II = 1, K-1
|
|
A( II, K ) = A( II, K ) / T
|
|
14 CONTINUE
|
|
END IF
|
|
*
|
|
* (2) Conjugate column W(kw)
|
|
*
|
|
CALL ZLACGV( K-1, W( 1, KW ), 1 )
|
|
END IF
|
|
*
|
|
ELSE
|
|
*
|
|
* 2-by-2 pivot block D(k): columns kw and kw-1 of W now hold
|
|
*
|
|
* ( W(kw-1) W(kw) ) = ( 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
|
|
*
|
|
* (1) Store U(1:k-2,k-1) and U(1:k-2,k) and 2-by-2
|
|
* block D(k-1:k,k-1:k) in columns k-1 and k of A.
|
|
* (NOTE: 2-by-2 diagonal block U(k-1:k,k-1:k) is a UNIT
|
|
* block and not stored)
|
|
* A(k-1:k,k-1:k) := D(k-1:k,k-1:k) = W(k-1:k,kw-1:kw)
|
|
* A(1:k-2,k-1:k) := U(1:k-2,k:k-1:k) =
|
|
* = W(1:k-2,kw-1:kw) * ( D(k-1:k,k-1:k)**(-1) )
|
|
*
|
|
IF( K.GT.2 ) THEN
|
|
*
|
|
* Factor out the columns of the inverse of 2-by-2 pivot
|
|
* block D, so that each column contains 1, to reduce the
|
|
* number of FLOPS when we multiply panel
|
|
* ( W(kw-1) W(kw) ) by this inverse, i.e. by D**(-1).
|
|
*
|
|
* D**(-1) = ( d11 cj(d21) )**(-1) =
|
|
* ( d21 d22 )
|
|
*
|
|
* = 1/(d11*d22-|d21|**2) * ( ( d22) (-cj(d21) ) ) =
|
|
* ( (-d21) ( d11 ) )
|
|
*
|
|
* = 1/(|d21|**2) * 1/((d11/cj(d21))*(d22/d21)-1) *
|
|
*
|
|
* * ( d21*( d22/d21 ) conj(d21)*( - 1 ) ) =
|
|
* ( ( -1 ) ( d11/conj(d21) ) )
|
|
*
|
|
* = 1/(|d21|**2) * 1/(D22*D11-1) *
|
|
*
|
|
* * ( d21*( D11 ) conj(d21)*( -1 ) ) =
|
|
* ( ( -1 ) ( D22 ) )
|
|
*
|
|
* = (1/|d21|**2) * T * ( d21*( D11 ) conj(d21)*( -1 ) ) =
|
|
* ( ( -1 ) ( D22 ) )
|
|
*
|
|
* = ( (T/conj(d21))*( D11 ) (T/d21)*( -1 ) ) =
|
|
* ( ( -1 ) ( D22 ) )
|
|
*
|
|
* Handle division by a small number. (NOTE: order of
|
|
* operations is important)
|
|
*
|
|
* = ( T*(( D11 )/conj(D21)) T*(( -1 )/D21 ) )
|
|
* ( (( -1 ) ) (( D22 ) ) ),
|
|
*
|
|
* where D11 = d22/d21,
|
|
* D22 = d11/conj(d21),
|
|
* D21 = d21,
|
|
* T = 1/(D22*D11-1).
|
|
*
|
|
* (NOTE: No need to check for division by ZERO,
|
|
* since that was ensured earlier in pivot search:
|
|
* (a) d21 != 0 in 2x2 pivot case(4),
|
|
* since |d21| should be larger than |d11| and |d22|;
|
|
* (b) (D22*D11 - 1) != 0, since from (a),
|
|
* both |D11| < 1, |D22| < 1, hence |D22*D11| << 1.)
|
|
*
|
|
D21 = W( K-1, KW )
|
|
D11 = W( K, KW ) / DCONJG( D21 )
|
|
D22 = W( K-1, KW-1 ) / D21
|
|
T = ONE / ( DBLE( D11*D22 )-ONE )
|
|
*
|
|
* Update elements in columns A(k-1) and A(k) as
|
|
* dot products of rows of ( W(kw-1) W(kw) ) and columns
|
|
* of D**(-1)
|
|
*
|
|
DO 20 J = 1, K - 2
|
|
A( J, K-1 ) = T*( ( D11*W( J, KW-1 )-W( J, KW ) ) /
|
|
$ D21 )
|
|
A( J, K ) = T*( ( D22*W( J, KW )-W( J, KW-1 ) ) /
|
|
$ DCONJG( D21 ) )
|
|
20 CONTINUE
|
|
END IF
|
|
*
|
|
* Copy D(k) to A
|
|
*
|
|
A( K-1, K-1 ) = W( K-1, KW-1 )
|
|
A( K-1, K ) = W( K-1, KW )
|
|
A( K, K ) = W( K, KW )
|
|
*
|
|
* (2) Conjugate columns W(kw) and W(kw-1)
|
|
*
|
|
CALL ZLACGV( K-1, W( 1, KW ), 1 )
|
|
CALL ZLACGV( K-2, W( 1, KW-1 ), 1 )
|
|
*
|
|
END IF
|
|
*
|
|
END IF
|
|
*
|
|
* Store details of the interchanges in IPIV
|
|
*
|
|
IF( KSTEP.EQ.1 ) THEN
|
|
IPIV( K ) = KP
|
|
ELSE
|
|
IPIV( K ) = -P
|
|
IPIV( K-1 ) = -KP
|
|
END IF
|
|
*
|
|
* Decrease K and return to the start of the main loop
|
|
*
|
|
K = K - KSTEP
|
|
GO TO 10
|
|
*
|
|
30 CONTINUE
|
|
*
|
|
* Update the upper triangle of A11 (= A(1:k,1:k)) as
|
|
*
|
|
* A11 := A11 - U12*D*U12**H = A11 - U12*W**H
|
|
*
|
|
* computing blocks of NB columns at a time (note that conjg(W) is
|
|
* actually stored)
|
|
*
|
|
DO 50 J = ( ( K-1 ) / NB )*NB + 1, 1, -NB
|
|
JB = MIN( NB, K-J+1 )
|
|
*
|
|
* Update the upper triangle of the diagonal block
|
|
*
|
|
DO 40 JJ = J, J + JB - 1
|
|
A( JJ, JJ ) = DBLE( A( JJ, JJ ) )
|
|
CALL ZGEMV( 'No transpose', JJ-J+1, N-K, -CONE,
|
|
$ A( J, K+1 ), LDA, W( JJ, KW+1 ), LDW, CONE,
|
|
$ A( J, JJ ), 1 )
|
|
A( JJ, JJ ) = DBLE( A( JJ, JJ ) )
|
|
40 CONTINUE
|
|
*
|
|
* Update the rectangular superdiagonal block
|
|
*
|
|
IF( J.GE.2 )
|
|
$ CALL ZGEMM( 'No transpose', 'Transpose', J-1, JB, N-K,
|
|
$ -CONE, A( 1, K+1 ), LDA, W( J, KW+1 ), LDW,
|
|
$ CONE, A( 1, J ), LDA )
|
|
50 CONTINUE
|
|
*
|
|
* Put U12 in standard form by partially undoing the interchanges
|
|
* in of rows in columns k+1:n looping backwards from k+1 to n
|
|
*
|
|
J = K + 1
|
|
60 CONTINUE
|
|
*
|
|
* Undo the interchanges (if any) of rows J and JP2
|
|
* (or J and JP2, and J+1 and JP1) at each step J
|
|
*
|
|
KSTEP = 1
|
|
JP1 = 1
|
|
* (Here, J is a diagonal index)
|
|
JJ = J
|
|
JP2 = IPIV( J )
|
|
IF( JP2.LT.0 ) THEN
|
|
JP2 = -JP2
|
|
* (Here, J is a diagonal index)
|
|
J = J + 1
|
|
JP1 = -IPIV( J )
|
|
KSTEP = 2
|
|
END IF
|
|
* (NOTE: Here, J is used to determine row length. Length N-J+1
|
|
* of the rows to swap back doesn't include diagonal element)
|
|
J = J + 1
|
|
IF( JP2.NE.JJ .AND. J.LE.N )
|
|
$ CALL ZSWAP( N-J+1, A( JP2, J ), LDA, A( JJ, J ), LDA )
|
|
JJ = JJ + 1
|
|
IF( KSTEP.EQ.2 .AND. JP1.NE.JJ .AND. J.LE.N )
|
|
$ CALL ZSWAP( N-J+1, A( JP1, J ), LDA, A( JJ, J ), LDA )
|
|
IF( J.LT.N )
|
|
$ GO TO 60
|
|
*
|
|
* Set KB to the number of columns factorized
|
|
*
|
|
KB = N - K
|
|
*
|
|
ELSE
|
|
*
|
|
* Factorize the leading columns of A using the lower triangle
|
|
* of A and working forwards, and compute the matrix W = L21*D
|
|
* for use in updating A22 (note that conjg(W) is actually stored)
|
|
*
|
|
* K is the main loop index, increasing from 1 in steps of 1 or 2
|
|
*
|
|
K = 1
|
|
70 CONTINUE
|
|
*
|
|
* Exit from loop
|
|
*
|
|
IF( ( K.GE.NB .AND. NB.LT.N ) .OR. K.GT.N )
|
|
$ GO TO 90
|
|
*
|
|
KSTEP = 1
|
|
P = K
|
|
*
|
|
* Copy column K of A to column K of W and update column K of W
|
|
*
|
|
W( K, K ) = DBLE( A( K, K ) )
|
|
IF( K.LT.N )
|
|
$ CALL ZCOPY( N-K, A( K+1, K ), 1, W( K+1, K ), 1 )
|
|
IF( K.GT.1 ) THEN
|
|
CALL ZGEMV( 'No transpose', N-K+1, K-1, -CONE, A( K, 1 ),
|
|
$ LDA, W( K, 1 ), LDW, CONE, W( K, K ), 1 )
|
|
W( K, K ) = DBLE( W( K, K ) )
|
|
END IF
|
|
*
|
|
* Determine rows and columns to be interchanged and whether
|
|
* a 1-by-1 or 2-by-2 pivot block will be used
|
|
*
|
|
ABSAKK = ABS( DBLE( W( K, K ) ) )
|
|
*
|
|
* IMAX is the row-index of the largest off-diagonal element in
|
|
* column K, and COLMAX is its absolute value.
|
|
* Determine both COLMAX and IMAX.
|
|
*
|
|
IF( K.LT.N ) THEN
|
|
IMAX = K + IZAMAX( N-K, W( K+1, K ), 1 )
|
|
COLMAX = CABS1( W( IMAX, K ) )
|
|
ELSE
|
|
COLMAX = ZERO
|
|
END IF
|
|
*
|
|
IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
|
|
*
|
|
* Column K is zero or underflow: set INFO and continue
|
|
*
|
|
IF( INFO.EQ.0 )
|
|
$ INFO = K
|
|
KP = K
|
|
A( K, K ) = DBLE( W( K, K ) )
|
|
IF( K.LT.N )
|
|
$ CALL ZCOPY( N-K, W( K+1, K ), 1, A( K+1, K ), 1 )
|
|
ELSE
|
|
*
|
|
* ============================================================
|
|
*
|
|
* BEGIN pivot search
|
|
*
|
|
* Case(1)
|
|
* Equivalent to testing for ABSAKK.GE.ALPHA*COLMAX
|
|
* (used to handle NaN and Inf)
|
|
*
|
|
IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN
|
|
*
|
|
* no interchange, use 1-by-1 pivot block
|
|
*
|
|
KP = K
|
|
*
|
|
ELSE
|
|
*
|
|
DONE = .FALSE.
|
|
*
|
|
* Loop until pivot found
|
|
*
|
|
72 CONTINUE
|
|
*
|
|
* BEGIN pivot search loop body
|
|
*
|
|
*
|
|
* Copy column IMAX to column k+1 of W and update it
|
|
*
|
|
CALL ZCOPY( IMAX-K, A( IMAX, K ), LDA, W( K, K+1 ), 1)
|
|
CALL ZLACGV( IMAX-K, W( K, K+1 ), 1 )
|
|
W( IMAX, K+1 ) = DBLE( A( IMAX, IMAX ) )
|
|
*
|
|
IF( IMAX.LT.N )
|
|
$ CALL ZCOPY( N-IMAX, A( IMAX+1, IMAX ), 1,
|
|
$ W( IMAX+1, K+1 ), 1 )
|
|
*
|
|
IF( K.GT.1 ) THEN
|
|
CALL ZGEMV( 'No transpose', N-K+1, K-1, -CONE,
|
|
$ A( K, 1 ), LDA, W( IMAX, 1 ), LDW,
|
|
$ CONE, W( K, K+1 ), 1 )
|
|
W( IMAX, K+1 ) = DBLE( W( IMAX, K+1 ) )
|
|
END IF
|
|
*
|
|
* JMAX is the column-index of the largest off-diagonal
|
|
* element in row IMAX, and ROWMAX is its absolute value.
|
|
* Determine both ROWMAX and JMAX.
|
|
*
|
|
IF( IMAX.NE.K ) THEN
|
|
JMAX = K - 1 + IZAMAX( IMAX-K, W( K, K+1 ), 1 )
|
|
ROWMAX = CABS1( W( JMAX, K+1 ) )
|
|
ELSE
|
|
ROWMAX = ZERO
|
|
END IF
|
|
*
|
|
IF( IMAX.LT.N ) THEN
|
|
ITEMP = IMAX + IZAMAX( N-IMAX, W( IMAX+1, K+1 ), 1)
|
|
DTEMP = CABS1( W( ITEMP, K+1 ) )
|
|
IF( DTEMP.GT.ROWMAX ) THEN
|
|
ROWMAX = DTEMP
|
|
JMAX = ITEMP
|
|
END IF
|
|
END IF
|
|
*
|
|
* Case(2)
|
|
* Equivalent to testing for
|
|
* ABS( REAL( W( IMAX,K+1 ) ) ).GE.ALPHA*ROWMAX
|
|
* (used to handle NaN and Inf)
|
|
*
|
|
IF( .NOT.( ABS( DBLE( W( IMAX,K+1 ) ) )
|
|
$ .LT.ALPHA*ROWMAX ) ) THEN
|
|
*
|
|
* interchange rows and columns K and IMAX,
|
|
* use 1-by-1 pivot block
|
|
*
|
|
KP = IMAX
|
|
*
|
|
* copy column K+1 of W to column K of W
|
|
*
|
|
CALL ZCOPY( N-K+1, W( K, K+1 ), 1, W( K, K ), 1 )
|
|
*
|
|
DONE = .TRUE.
|
|
*
|
|
* Case(3)
|
|
* Equivalent to testing for ROWMAX.EQ.COLMAX,
|
|
* (used to handle NaN and Inf)
|
|
*
|
|
ELSE IF( ( P.EQ.JMAX ) .OR. ( ROWMAX.LE.COLMAX ) )
|
|
$ THEN
|
|
*
|
|
* interchange rows and columns K+1 and IMAX,
|
|
* use 2-by-2 pivot block
|
|
*
|
|
KP = IMAX
|
|
KSTEP = 2
|
|
DONE = .TRUE.
|
|
*
|
|
* Case(4)
|
|
ELSE
|
|
*
|
|
* Pivot not found: set params and repeat
|
|
*
|
|
P = IMAX
|
|
COLMAX = ROWMAX
|
|
IMAX = JMAX
|
|
*
|
|
* Copy updated JMAXth (next IMAXth) column to Kth of W
|
|
*
|
|
CALL ZCOPY( N-K+1, W( K, K+1 ), 1, W( K, K ), 1 )
|
|
*
|
|
END IF
|
|
*
|
|
*
|
|
* End pivot search loop body
|
|
*
|
|
IF( .NOT.DONE ) GOTO 72
|
|
*
|
|
END IF
|
|
*
|
|
* END pivot search
|
|
*
|
|
* ============================================================
|
|
*
|
|
* KK is the column of A where pivoting step stopped
|
|
*
|
|
KK = K + KSTEP - 1
|
|
*
|
|
* Interchange rows and columns P and K (only for 2-by-2 pivot).
|
|
* Updated column P is already stored in column K of W.
|
|
*
|
|
IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
|
|
*
|
|
* Copy non-updated column KK-1 to column P of submatrix A
|
|
* at step K. No need to copy element into columns
|
|
* K and K+1 of A for 2-by-2 pivot, since these columns
|
|
* will be later overwritten.
|
|
*
|
|
A( P, P ) = DBLE( A( K, K ) )
|
|
CALL ZCOPY( P-K-1, A( K+1, K ), 1, A( P, K+1 ), LDA )
|
|
CALL ZLACGV( P-K-1, A( P, K+1 ), LDA )
|
|
IF( P.LT.N )
|
|
$ CALL ZCOPY( N-P, A( P+1, K ), 1, A( P+1, P ), 1 )
|
|
*
|
|
* Interchange rows K and P in first K-1 columns of A
|
|
* (columns K and K+1 of A for 2-by-2 pivot will be
|
|
* later overwritten). Interchange rows K and P
|
|
* in first KK columns of W.
|
|
*
|
|
IF( K.GT.1 )
|
|
$ CALL ZSWAP( K-1, A( K, 1 ), LDA, A( P, 1 ), LDA )
|
|
CALL ZSWAP( KK, W( K, 1 ), LDW, W( P, 1 ), LDW )
|
|
END IF
|
|
*
|
|
* Interchange rows and columns KP and KK.
|
|
* Updated column KP is already stored in column KK of W.
|
|
*
|
|
IF( KP.NE.KK ) THEN
|
|
*
|
|
* Copy non-updated column KK to column KP of submatrix A
|
|
* at step K. No need to copy element into column K
|
|
* (or K and K+1 for 2-by-2 pivot) of A, since these columns
|
|
* will be later overwritten.
|
|
*
|
|
A( KP, KP ) = DBLE( A( KK, KK ) )
|
|
CALL ZCOPY( KP-KK-1, A( KK+1, KK ), 1, A( KP, KK+1 ),
|
|
$ LDA )
|
|
CALL ZLACGV( KP-KK-1, A( KP, KK+1 ), LDA )
|
|
IF( KP.LT.N )
|
|
$ CALL ZCOPY( N-KP, A( KP+1, KK ), 1, A( KP+1, KP ), 1 )
|
|
*
|
|
* Interchange rows KK and KP in first K-1 columns of A
|
|
* (column K (or K and K+1 for 2-by-2 pivot) of A will be
|
|
* later overwritten). Interchange rows KK and KP
|
|
* in first KK columns of W.
|
|
*
|
|
IF( K.GT.1 )
|
|
$ CALL ZSWAP( K-1, A( KK, 1 ), LDA, A( KP, 1 ), LDA )
|
|
CALL ZSWAP( KK, W( KK, 1 ), LDW, W( KP, 1 ), LDW )
|
|
END IF
|
|
*
|
|
IF( KSTEP.EQ.1 ) THEN
|
|
*
|
|
* 1-by-1 pivot block D(k): column k of W now holds
|
|
*
|
|
* W(k) = L(k)*D(k),
|
|
*
|
|
* where L(k) is the k-th column of L
|
|
*
|
|
* (1) Store subdiag. elements of column L(k)
|
|
* and 1-by-1 block D(k) in column k of A.
|
|
* (NOTE: Diagonal element L(k,k) is a UNIT element
|
|
* and not stored)
|
|
* A(k,k) := D(k,k) = W(k,k)
|
|
* A(k+1:N,k) := L(k+1:N,k) = W(k+1:N,k)/D(k,k)
|
|
*
|
|
* (NOTE: No need to use for Hermitian matrix
|
|
* A( K, K ) = REAL( W( K, K) ) to separately copy diagonal
|
|
* element D(k,k) from W (potentially saves only one load))
|
|
CALL ZCOPY( N-K+1, W( K, K ), 1, A( K, K ), 1 )
|
|
IF( K.LT.N ) THEN
|
|
*
|
|
* (NOTE: No need to check if A(k,k) is NOT ZERO,
|
|
* since that was ensured earlier in pivot search:
|
|
* case A(k,k) = 0 falls into 2x2 pivot case(3))
|
|
*
|
|
* Handle division by a small number
|
|
*
|
|
T = DBLE( A( K, K ) )
|
|
IF( ABS( T ).GE.SFMIN ) THEN
|
|
R1 = ONE / T
|
|
CALL ZDSCAL( N-K, R1, A( K+1, K ), 1 )
|
|
ELSE
|
|
DO 74 II = K + 1, N
|
|
A( II, K ) = A( II, K ) / T
|
|
74 CONTINUE
|
|
END IF
|
|
*
|
|
* (2) Conjugate column W(k)
|
|
*
|
|
CALL ZLACGV( N-K, W( K+1, K ), 1 )
|
|
END IF
|
|
*
|
|
ELSE
|
|
*
|
|
* 2-by-2 pivot block D(k): columns k and k+1 of W 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
|
|
*
|
|
* (1) Store L(k+2:N,k) and L(k+2:N,k+1) and 2-by-2
|
|
* block D(k:k+1,k:k+1) in columns k and k+1 of A.
|
|
* NOTE: 2-by-2 diagonal block L(k:k+1,k:k+1) is a UNIT
|
|
* block and not stored.
|
|
* A(k:k+1,k:k+1) := D(k:k+1,k:k+1) = W(k:k+1,k:k+1)
|
|
* A(k+2:N,k:k+1) := L(k+2:N,k:k+1) =
|
|
* = W(k+2:N,k:k+1) * ( D(k:k+1,k:k+1)**(-1) )
|
|
*
|
|
IF( K.LT.N-1 ) THEN
|
|
*
|
|
* Factor out the columns of the inverse of 2-by-2 pivot
|
|
* block D, so that each column contains 1, to reduce the
|
|
* number of FLOPS when we multiply panel
|
|
* ( W(kw-1) W(kw) ) by this inverse, i.e. by D**(-1).
|
|
*
|
|
* D**(-1) = ( d11 cj(d21) )**(-1) =
|
|
* ( d21 d22 )
|
|
*
|
|
* = 1/(d11*d22-|d21|**2) * ( ( d22) (-cj(d21) ) ) =
|
|
* ( (-d21) ( d11 ) )
|
|
*
|
|
* = 1/(|d21|**2) * 1/((d11/cj(d21))*(d22/d21)-1) *
|
|
*
|
|
* * ( d21*( d22/d21 ) conj(d21)*( - 1 ) ) =
|
|
* ( ( -1 ) ( d11/conj(d21) ) )
|
|
*
|
|
* = 1/(|d21|**2) * 1/(D22*D11-1) *
|
|
*
|
|
* * ( d21*( D11 ) conj(d21)*( -1 ) ) =
|
|
* ( ( -1 ) ( D22 ) )
|
|
*
|
|
* = (1/|d21|**2) * T * ( d21*( D11 ) conj(d21)*( -1 ) ) =
|
|
* ( ( -1 ) ( D22 ) )
|
|
*
|
|
* = ( (T/conj(d21))*( D11 ) (T/d21)*( -1 ) ) =
|
|
* ( ( -1 ) ( D22 ) )
|
|
*
|
|
* Handle division by a small number. (NOTE: order of
|
|
* operations is important)
|
|
*
|
|
* = ( T*(( D11 )/conj(D21)) T*(( -1 )/D21 ) )
|
|
* ( (( -1 ) ) (( D22 ) ) ),
|
|
*
|
|
* where D11 = d22/d21,
|
|
* D22 = d11/conj(d21),
|
|
* D21 = d21,
|
|
* T = 1/(D22*D11-1).
|
|
*
|
|
* (NOTE: No need to check for division by ZERO,
|
|
* since that was ensured earlier in pivot search:
|
|
* (a) d21 != 0 in 2x2 pivot case(4),
|
|
* since |d21| should be larger than |d11| and |d22|;
|
|
* (b) (D22*D11 - 1) != 0, since from (a),
|
|
* both |D11| < 1, |D22| < 1, hence |D22*D11| << 1.)
|
|
*
|
|
D21 = W( K+1, K )
|
|
D11 = W( K+1, K+1 ) / D21
|
|
D22 = W( K, K ) / DCONJG( D21 )
|
|
T = ONE / ( DBLE( D11*D22 )-ONE )
|
|
*
|
|
* Update elements in columns A(k) and A(k+1) as
|
|
* dot products of rows of ( W(k) W(k+1) ) and columns
|
|
* of D**(-1)
|
|
*
|
|
DO 80 J = K + 2, N
|
|
A( J, K ) = T*( ( D11*W( J, K )-W( J, K+1 ) ) /
|
|
$ DCONJG( D21 ) )
|
|
A( J, K+1 ) = T*( ( D22*W( J, K+1 )-W( J, K ) ) /
|
|
$ D21 )
|
|
80 CONTINUE
|
|
END IF
|
|
*
|
|
* Copy D(k) to A
|
|
*
|
|
A( K, K ) = W( K, K )
|
|
A( K+1, K ) = W( K+1, K )
|
|
A( K+1, K+1 ) = W( K+1, K+1 )
|
|
*
|
|
* (2) Conjugate columns W(k) and W(k+1)
|
|
*
|
|
CALL ZLACGV( N-K, W( K+1, K ), 1 )
|
|
CALL ZLACGV( N-K-1, W( K+2, K+1 ), 1 )
|
|
*
|
|
END IF
|
|
*
|
|
END IF
|
|
*
|
|
* Store details of the interchanges in IPIV
|
|
*
|
|
IF( KSTEP.EQ.1 ) THEN
|
|
IPIV( K ) = KP
|
|
ELSE
|
|
IPIV( K ) = -P
|
|
IPIV( K+1 ) = -KP
|
|
END IF
|
|
*
|
|
* Increase K and return to the start of the main loop
|
|
*
|
|
K = K + KSTEP
|
|
GO TO 70
|
|
*
|
|
90 CONTINUE
|
|
*
|
|
* Update the lower triangle of A22 (= A(k:n,k:n)) as
|
|
*
|
|
* A22 := A22 - L21*D*L21**H = A22 - L21*W**H
|
|
*
|
|
* computing blocks of NB columns at a time (note that conjg(W) is
|
|
* actually stored)
|
|
*
|
|
DO 110 J = K, N, NB
|
|
JB = MIN( NB, N-J+1 )
|
|
*
|
|
* Update the lower triangle of the diagonal block
|
|
*
|
|
DO 100 JJ = J, J + JB - 1
|
|
A( JJ, JJ ) = DBLE( A( JJ, JJ ) )
|
|
CALL ZGEMV( 'No transpose', J+JB-JJ, K-1, -CONE,
|
|
$ A( JJ, 1 ), LDA, W( JJ, 1 ), LDW, CONE,
|
|
$ A( JJ, JJ ), 1 )
|
|
A( JJ, JJ ) = DBLE( A( JJ, JJ ) )
|
|
100 CONTINUE
|
|
*
|
|
* Update the rectangular subdiagonal block
|
|
*
|
|
IF( J+JB.LE.N )
|
|
$ CALL ZGEMM( 'No transpose', 'Transpose', N-J-JB+1, JB,
|
|
$ K-1, -CONE, A( J+JB, 1 ), LDA, W( J, 1 ),
|
|
$ LDW, CONE, A( J+JB, J ), LDA )
|
|
110 CONTINUE
|
|
*
|
|
* Put L21 in standard form by partially undoing the interchanges
|
|
* of rows in columns 1:k-1 looping backwards from k-1 to 1
|
|
*
|
|
J = K - 1
|
|
120 CONTINUE
|
|
*
|
|
* Undo the interchanges (if any) of rows J and JP2
|
|
* (or J and JP2, and J-1 and JP1) at each step J
|
|
*
|
|
KSTEP = 1
|
|
JP1 = 1
|
|
* (Here, J is a diagonal index)
|
|
JJ = J
|
|
JP2 = IPIV( J )
|
|
IF( JP2.LT.0 ) THEN
|
|
JP2 = -JP2
|
|
* (Here, J is a diagonal index)
|
|
J = J - 1
|
|
JP1 = -IPIV( J )
|
|
KSTEP = 2
|
|
END IF
|
|
* (NOTE: Here, J is used to determine row length. Length J
|
|
* of the rows to swap back doesn't include diagonal element)
|
|
J = J - 1
|
|
IF( JP2.NE.JJ .AND. J.GE.1 )
|
|
$ CALL ZSWAP( J, A( JP2, 1 ), LDA, A( JJ, 1 ), LDA )
|
|
JJ = JJ -1
|
|
IF( KSTEP.EQ.2 .AND. JP1.NE.JJ .AND. J.GE.1 )
|
|
$ CALL ZSWAP( J, A( JP1, 1 ), LDA, A( JJ, 1 ), LDA )
|
|
IF( J.GT.1 )
|
|
$ GO TO 120
|
|
*
|
|
* Set KB to the number of columns factorized
|
|
*
|
|
KB = K - 1
|
|
*
|
|
END IF
|
|
RETURN
|
|
*
|
|
* End of ZLAHEF_ROOK
|
|
*
|
|
END
|