375 lines
		
	
	
		
			11 KiB
		
	
	
	
		
			Fortran
		
	
	
	
			
		
		
	
	
			375 lines
		
	
	
		
			11 KiB
		
	
	
	
		
			Fortran
		
	
	
	
| *> \brief \b ZHETRS_3
 | |
| *
 | |
| *  =========== DOCUMENTATION ===========
 | |
| *
 | |
| * Online html documentation available at
 | |
| *            http://www.netlib.org/lapack/explore-html/
 | |
| *
 | |
| *> \htmlonly
 | |
| *> Download ZHETRS_3 + dependencies
 | |
| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhetrs_3.f">
 | |
| *> [TGZ]</a>
 | |
| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhetrs_3.f">
 | |
| *> [ZIP]</a>
 | |
| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhetrs_3.f">
 | |
| *> [TXT]</a>
 | |
| *> \endhtmlonly
 | |
| *
 | |
| *  Definition:
 | |
| *  ===========
 | |
| *
 | |
| *       SUBROUTINE ZHETRS_3( UPLO, N, NRHS, A, LDA, E, IPIV, B, LDB,
 | |
| *                            INFO )
 | |
| *
 | |
| *       .. Scalar Arguments ..
 | |
| *       CHARACTER          UPLO
 | |
| *       INTEGER            INFO, LDA, LDB, N, NRHS
 | |
| *       ..
 | |
| *       .. Array Arguments ..
 | |
| *       INTEGER            IPIV( * )
 | |
| *       COMPLEX*16         A( LDA, * ), B( LDB, * ), E( * )
 | |
| *       ..
 | |
| *
 | |
| *
 | |
| *> \par Purpose:
 | |
| *  =============
 | |
| *>
 | |
| *> \verbatim
 | |
| *> ZHETRS_3 solves a system of linear equations A * X = B with a complex
 | |
| *> Hermitian matrix A using the factorization computed
 | |
| *> by ZHETRF_RK or ZHETRF_BK:
 | |
| *>
 | |
| *>    A = P*U*D*(U**H)*(P**T) or A = P*L*D*(L**H)*(P**T),
 | |
| *>
 | |
| *> where U (or L) is unit upper (or lower) triangular matrix,
 | |
| *> U**H (or L**H) is the conjugate of U (or L), P is a permutation
 | |
| *> matrix, P**T is the transpose of P, and D is Hermitian and block
 | |
| *> diagonal with 1-by-1 and 2-by-2 diagonal blocks.
 | |
| *>
 | |
| *> This algorithm is using Level 3 BLAS.
 | |
| *> \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 = P*U*D*(U**H)*(P**T);
 | |
| *>          = 'L':  Lower triangular, form is A = P*L*D*(L**H)*(P**T).
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in] N
 | |
| *> \verbatim
 | |
| *>          N is INTEGER
 | |
| *>          The order of the matrix A.  N >= 0.
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in] NRHS
 | |
| *> \verbatim
 | |
| *>          NRHS is INTEGER
 | |
| *>          The number of right hand sides, i.e., the number of columns
 | |
| *>          of the matrix B.  NRHS >= 0.
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in] A
 | |
| *> \verbatim
 | |
| *>          A is COMPLEX*16 array, dimension (LDA,N)
 | |
| *>          Diagonal of the block diagonal matrix D and factors U or L
 | |
| *>          as computed by ZHETRF_RK and ZHETRF_BK:
 | |
| *>            a) ONLY diagonal elements of the Hermitian block diagonal
 | |
| *>               matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
 | |
| *>               (superdiagonal (or subdiagonal) elements of D
 | |
| *>                should be provided on entry in array E), and
 | |
| *>            b) If UPLO = 'U': factor U in the superdiagonal part of A.
 | |
| *>               If UPLO = 'L': factor L in the subdiagonal part of A.
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in] LDA
 | |
| *> \verbatim
 | |
| *>          LDA is INTEGER
 | |
| *>          The leading dimension of the array A.  LDA >= max(1,N).
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in] E
 | |
| *> \verbatim
 | |
| *>          E is COMPLEX*16 array, dimension (N)
 | |
| *>          On entry, contains the superdiagonal (or subdiagonal)
 | |
| *>          elements of the Hermitian block diagonal matrix D
 | |
| *>          with 1-by-1 or 2-by-2 diagonal blocks, where
 | |
| *>          If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced;
 | |
| *>          If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced.
 | |
| *>
 | |
| *>          NOTE: For 1-by-1 diagonal block D(k), where
 | |
| *>          1 <= k <= N, the element E(k) is not referenced in both
 | |
| *>          UPLO = 'U' or UPLO = 'L' cases.
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in] IPIV
 | |
| *> \verbatim
 | |
| *>          IPIV is INTEGER array, dimension (N)
 | |
| *>          Details of the interchanges and the block structure of D
 | |
| *>          as determined by ZHETRF_RK or ZHETRF_BK.
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in,out] B
 | |
| *> \verbatim
 | |
| *>          B is COMPLEX*16 array, dimension (LDB,NRHS)
 | |
| *>          On entry, the right hand side matrix B.
 | |
| *>          On exit, the solution matrix X.
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in] LDB
 | |
| *> \verbatim
 | |
| *>          LDB is INTEGER
 | |
| *>          The leading dimension of the array B.  LDB >= max(1,N).
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[out] INFO
 | |
| *> \verbatim
 | |
| *>          INFO is INTEGER
 | |
| *>          = 0:  successful exit
 | |
| *>          < 0:  if INFO = -i, the i-th argument had an illegal value
 | |
| *> \endverbatim
 | |
| *
 | |
| *  Authors:
 | |
| *  ========
 | |
| *
 | |
| *> \author Univ. of Tennessee
 | |
| *> \author Univ. of California Berkeley
 | |
| *> \author Univ. of Colorado Denver
 | |
| *> \author NAG Ltd.
 | |
| *
 | |
| *> \date June 2017
 | |
| *
 | |
| *> \ingroup complex16HEcomputational
 | |
| *
 | |
| *> \par Contributors:
 | |
| *  ==================
 | |
| *>
 | |
| *> \verbatim
 | |
| *>
 | |
| *>  June 2017,  Igor Kozachenko,
 | |
| *>                  Computer Science Division,
 | |
| *>                  University of California, Berkeley
 | |
| *>
 | |
| *>  September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
 | |
| *>                  School of Mathematics,
 | |
| *>                  University of Manchester
 | |
| *>
 | |
| *> \endverbatim
 | |
| *
 | |
| *  =====================================================================
 | |
|       SUBROUTINE ZHETRS_3( UPLO, N, NRHS, A, LDA, E, IPIV, B, LDB,
 | |
|      $                     INFO )
 | |
| *
 | |
| *  -- LAPACK computational routine (version 3.7.1) --
 | |
| *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
 | |
| *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
 | |
| *     June 2017
 | |
| *
 | |
| *     .. Scalar Arguments ..
 | |
|       CHARACTER          UPLO
 | |
|       INTEGER            INFO, LDA, LDB, N, NRHS
 | |
| *     ..
 | |
| *     .. Array Arguments ..
 | |
|       INTEGER            IPIV( * )
 | |
|       COMPLEX*16         A( LDA, * ), B( LDB, * ), E( * )
 | |
| *     ..
 | |
| *
 | |
| *  =====================================================================
 | |
| *
 | |
| *     .. Parameters ..
 | |
|       COMPLEX*16         ONE
 | |
|       PARAMETER          ( ONE = ( 1.0D+0,0.0D+0 ) )
 | |
| *     ..
 | |
| *     .. Local Scalars ..
 | |
|       LOGICAL            UPPER
 | |
|       INTEGER            I, J, K, KP
 | |
|       DOUBLE PRECISION   S
 | |
|       COMPLEX*16         AK, AKM1, AKM1K, BK, BKM1, DENOM
 | |
| *     ..
 | |
| *     .. External Functions ..
 | |
|       LOGICAL            LSAME
 | |
|       EXTERNAL           LSAME
 | |
| *     ..
 | |
| *     .. External Subroutines ..
 | |
|       EXTERNAL           ZDSCAL, ZSWAP, ZTRSM, XERBLA
 | |
| *     ..
 | |
| *     .. Intrinsic Functions ..
 | |
|       INTRINSIC          ABS, DBLE, DCONJG, MAX
 | |
| *     ..
 | |
| *     .. Executable Statements ..
 | |
| *
 | |
|       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( NRHS.LT.0 ) THEN
 | |
|          INFO = -3
 | |
|       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
 | |
|          INFO = -5
 | |
|       ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
 | |
|          INFO = -9
 | |
|       END IF
 | |
|       IF( INFO.NE.0 ) THEN
 | |
|          CALL XERBLA( 'ZHETRS_3', -INFO )
 | |
|          RETURN
 | |
|       END IF
 | |
| *
 | |
| *     Quick return if possible
 | |
| *
 | |
|       IF( N.EQ.0 .OR. NRHS.EQ.0 )
 | |
|      $   RETURN
 | |
| *
 | |
|       IF( UPPER ) THEN
 | |
| *
 | |
| *        Begin Upper
 | |
| *
 | |
| *        Solve A*X = B, where A = U*D*U**H.
 | |
| *
 | |
| *        P**T * B
 | |
| *
 | |
| *        Interchange rows K and IPIV(K) of matrix B in the same order
 | |
| *        that the formation order of IPIV(I) vector for Upper case.
 | |
| *
 | |
| *        (We can do the simple loop over IPIV with decrement -1,
 | |
| *        since the ABS value of IPIV(I) represents the row index
 | |
| *        of the interchange with row i in both 1x1 and 2x2 pivot cases)
 | |
| *
 | |
|          DO K = N, 1, -1
 | |
|             KP = ABS( IPIV( K ) )
 | |
|             IF( KP.NE.K ) THEN
 | |
|                CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
 | |
|             END IF
 | |
|          END DO
 | |
| *
 | |
| *        Compute (U \P**T * B) -> B    [ (U \P**T * B) ]
 | |
| *
 | |
|          CALL ZTRSM( 'L', 'U', 'N', 'U', N, NRHS, ONE, A, LDA, B, LDB )
 | |
| *
 | |
| *        Compute D \ B -> B   [ D \ (U \P**T * B) ]
 | |
| *
 | |
|          I = N
 | |
|          DO WHILE ( I.GE.1 )
 | |
|             IF( IPIV( I ).GT.0 ) THEN
 | |
|                S = DBLE( ONE ) / DBLE( A( I, I ) )
 | |
|                CALL ZDSCAL( NRHS, S, B( I, 1 ), LDB )
 | |
|             ELSE IF ( I.GT.1 ) THEN
 | |
|                AKM1K = E( I )
 | |
|                AKM1 = A( I-1, I-1 ) / AKM1K
 | |
|                AK = A( I, I ) / DCONJG( AKM1K )
 | |
|                DENOM = AKM1*AK - ONE
 | |
|                DO J = 1, NRHS
 | |
|                   BKM1 = B( I-1, J ) / AKM1K
 | |
|                   BK = B( I, J ) / DCONJG( AKM1K )
 | |
|                   B( I-1, J ) = ( AK*BKM1-BK ) / DENOM
 | |
|                   B( I, J ) = ( AKM1*BK-BKM1 ) / DENOM
 | |
|                END DO
 | |
|                I = I - 1
 | |
|             END IF
 | |
|             I = I - 1
 | |
|          END DO
 | |
| *
 | |
| *        Compute (U**H \ B) -> B   [ U**H \ (D \ (U \P**T * B) ) ]
 | |
| *
 | |
|          CALL ZTRSM( 'L', 'U', 'C', 'U', N, NRHS, ONE, A, LDA, B, LDB )
 | |
| *
 | |
| *        P * B  [ P * (U**H \ (D \ (U \P**T * B) )) ]
 | |
| *
 | |
| *        Interchange rows K and IPIV(K) of matrix B in reverse order
 | |
| *        from the formation order of IPIV(I) vector for Upper case.
 | |
| *
 | |
| *        (We can do the simple loop over IPIV with increment 1,
 | |
| *        since the ABS value of IPIV(I) represents the row index
 | |
| *        of the interchange with row i in both 1x1 and 2x2 pivot cases)
 | |
| *
 | |
|          DO K = 1, N, 1
 | |
|             KP = ABS( IPIV( K ) )
 | |
|             IF( KP.NE.K ) THEN
 | |
|                CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
 | |
|             END IF
 | |
|          END DO
 | |
| *
 | |
|       ELSE
 | |
| *
 | |
| *        Begin Lower
 | |
| *
 | |
| *        Solve A*X = B, where A = L*D*L**H.
 | |
| *
 | |
| *        P**T * B
 | |
| *        Interchange rows K and IPIV(K) of matrix B in the same order
 | |
| *        that the formation order of IPIV(I) vector for Lower case.
 | |
| *
 | |
| *        (We can do the simple loop over IPIV with increment 1,
 | |
| *        since the ABS value of IPIV(I) represents the row index
 | |
| *        of the interchange with row i in both 1x1 and 2x2 pivot cases)
 | |
| *
 | |
|          DO K = 1, N, 1
 | |
|             KP = ABS( IPIV( K ) )
 | |
|             IF( KP.NE.K ) THEN
 | |
|                CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
 | |
|             END IF
 | |
|          END DO
 | |
| *
 | |
| *        Compute (L \P**T * B) -> B    [ (L \P**T * B) ]
 | |
| *
 | |
|          CALL ZTRSM( 'L', 'L', 'N', 'U', N, NRHS, ONE, A, LDA, B, LDB )
 | |
| *
 | |
| *        Compute D \ B -> B   [ D \ (L \P**T * B) ]
 | |
| *
 | |
|          I = 1
 | |
|          DO WHILE ( I.LE.N )
 | |
|             IF( IPIV( I ).GT.0 ) THEN
 | |
|                S = DBLE( ONE ) / DBLE( A( I, I ) )
 | |
|                CALL ZDSCAL( NRHS, S, B( I, 1 ), LDB )
 | |
|             ELSE IF( I.LT.N ) THEN
 | |
|                AKM1K = E( I )
 | |
|                AKM1 = A( I, I ) / DCONJG( AKM1K )
 | |
|                AK = A( I+1, I+1 ) / AKM1K
 | |
|                DENOM = AKM1*AK - ONE
 | |
|                DO  J = 1, NRHS
 | |
|                   BKM1 = B( I, J ) / DCONJG( AKM1K )
 | |
|                   BK = B( I+1, J ) / AKM1K
 | |
|                   B( I, J ) = ( AK*BKM1-BK ) / DENOM
 | |
|                   B( I+1, J ) = ( AKM1*BK-BKM1 ) / DENOM
 | |
|                END DO
 | |
|                I = I + 1
 | |
|             END IF
 | |
|             I = I + 1
 | |
|          END DO
 | |
| *
 | |
| *        Compute (L**H \ B) -> B   [ L**H \ (D \ (L \P**T * B) ) ]
 | |
| *
 | |
|          CALL ZTRSM('L', 'L', 'C', 'U', N, NRHS, ONE, A, LDA, B, LDB )
 | |
| *
 | |
| *        P * B  [ P * (L**H \ (D \ (L \P**T * B) )) ]
 | |
| *
 | |
| *        Interchange rows K and IPIV(K) of matrix B in reverse order
 | |
| *        from the formation order of IPIV(I) vector for Lower case.
 | |
| *
 | |
| *        (We can do the simple loop over IPIV with decrement -1,
 | |
| *        since the ABS value of IPIV(I) represents the row index
 | |
| *        of the interchange with row i in both 1x1 and 2x2 pivot cases)
 | |
| *
 | |
|          DO K = N, 1, -1
 | |
|             KP = ABS( IPIV( K ) )
 | |
|             IF( KP.NE.K ) THEN
 | |
|                CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
 | |
|             END IF
 | |
|          END DO
 | |
| *
 | |
| *        END Lower
 | |
| *
 | |
|       END IF
 | |
| *
 | |
|       RETURN
 | |
| *
 | |
| *     End of ZHETRS_3
 | |
| *
 | |
|       END
 |