chifa.f 7.3 KB

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  1. *DECK CHIFA
  2. SUBROUTINE CHIFA (A, LDA, N, KPVT, INFO)
  3. C***BEGIN PROLOGUE CHIFA
  4. C***PURPOSE Factor a complex Hermitian matrix by elimination
  5. C (symmetric pivoting).
  6. C***LIBRARY SLATEC (LINPACK)
  7. C***CATEGORY D2D1A
  8. C***TYPE COMPLEX (SSIFA-S, DSIFA-D, CHIFA-C, CSIFA-C)
  9. C***KEYWORDS HERMITIAN, LINEAR ALGEBRA, LINPACK, MATRIX FACTORIZATION
  10. C***AUTHOR Bunch, J., (UCSD)
  11. C***DESCRIPTION
  12. C
  13. C CHIFA factors a complex Hermitian matrix by elimination
  14. C with symmetric pivoting.
  15. C
  16. C To solve A*X = B , follow CHIFA by CHISL.
  17. C To compute INVERSE(A)*C , follow CHIFA by CHISL.
  18. C To compute DETERMINANT(A) , follow CHIFA by CHIDI.
  19. C To compute INERTIA(A) , follow CHIFA by CHIDI.
  20. C To compute INVERSE(A) , follow CHIFA by CHIDI.
  21. C
  22. C On Entry
  23. C
  24. C A COMPLEX(LDA,N)
  25. C the Hermitian matrix to be factored.
  26. C Only the diagonal and upper triangle are used.
  27. C
  28. C LDA INTEGER
  29. C the leading dimension of the array A .
  30. C
  31. C N INTEGER
  32. C the order of the matrix A .
  33. C
  34. C On Return
  35. C
  36. C A a block diagonal matrix and the multipliers which
  37. C were used to obtain it.
  38. C The factorization can be written A = U*D*CTRANS(U)
  39. C where U is a product of permutation and unit
  40. C upper triangular matrices , CTRANS(U) is the
  41. C conjugate transpose of U , and D is block diagonal
  42. C with 1 by 1 and 2 by 2 blocks.
  43. C
  44. C KVPT INTEGER(N)
  45. C an integer vector of pivot indices.
  46. C
  47. C INFO INTEGER
  48. C = 0 normal value.
  49. C = K if the K-th pivot block is singular. This is
  50. C not an error condition for this subroutine,
  51. C but it does indicate that CHISL or CHIDI may
  52. C divide by zero if called.
  53. C
  54. C***REFERENCES J. J. Dongarra, J. R. Bunch, C. B. Moler, and G. W.
  55. C Stewart, LINPACK Users' Guide, SIAM, 1979.
  56. C***ROUTINES CALLED CAXPY, CSWAP, ICAMAX
  57. C***REVISION HISTORY (YYMMDD)
  58. C 780814 DATE WRITTEN
  59. C 890531 Changed all specific intrinsics to generic. (WRB)
  60. C 890831 Modified array declarations. (WRB)
  61. C 891107 Modified routine equivalence list. (WRB)
  62. C 891107 REVISION DATE from Version 3.2
  63. C 891214 Prologue converted to Version 4.0 format. (BAB)
  64. C 900326 Removed duplicate information from DESCRIPTION section.
  65. C (WRB)
  66. C 920501 Reformatted the REFERENCES section. (WRB)
  67. C***END PROLOGUE CHIFA
  68. INTEGER LDA,N,KPVT(*),INFO
  69. COMPLEX A(LDA,*)
  70. C
  71. COMPLEX AK,AKM1,BK,BKM1,DENOM,MULK,MULKM1,T
  72. REAL ABSAKK,ALPHA,COLMAX,ROWMAX
  73. INTEGER IMAX,IMAXP1,J,JJ,JMAX,K,KM1,KM2,KSTEP,ICAMAX
  74. LOGICAL SWAP
  75. COMPLEX ZDUM
  76. REAL CABS1
  77. CABS1(ZDUM) = ABS(REAL(ZDUM)) + ABS(AIMAG(ZDUM))
  78. C***FIRST EXECUTABLE STATEMENT CHIFA
  79. C
  80. C INITIALIZE
  81. C
  82. C ALPHA IS USED IN CHOOSING PIVOT BLOCK SIZE.
  83. C
  84. ALPHA = (1.0E0 + SQRT(17.0E0))/8.0E0
  85. C
  86. INFO = 0
  87. C
  88. C MAIN LOOP ON K, WHICH GOES FROM N TO 1.
  89. C
  90. K = N
  91. 10 CONTINUE
  92. C
  93. C LEAVE THE LOOP IF K=0 OR K=1.
  94. C
  95. IF (K .EQ. 0) GO TO 200
  96. IF (K .GT. 1) GO TO 20
  97. KPVT(1) = 1
  98. IF (CABS1(A(1,1)) .EQ. 0.0E0) INFO = 1
  99. GO TO 200
  100. 20 CONTINUE
  101. C
  102. C THIS SECTION OF CODE DETERMINES THE KIND OF
  103. C ELIMINATION TO BE PERFORMED. WHEN IT IS COMPLETED,
  104. C KSTEP WILL BE SET TO THE SIZE OF THE PIVOT BLOCK, AND
  105. C SWAP WILL BE SET TO .TRUE. IF AN INTERCHANGE IS
  106. C REQUIRED.
  107. C
  108. KM1 = K - 1
  109. ABSAKK = CABS1(A(K,K))
  110. C
  111. C DETERMINE THE LARGEST OFF-DIAGONAL ELEMENT IN
  112. C COLUMN K.
  113. C
  114. IMAX = ICAMAX(K-1,A(1,K),1)
  115. COLMAX = CABS1(A(IMAX,K))
  116. IF (ABSAKK .LT. ALPHA*COLMAX) GO TO 30
  117. KSTEP = 1
  118. SWAP = .FALSE.
  119. GO TO 90
  120. 30 CONTINUE
  121. C
  122. C DETERMINE THE LARGEST OFF-DIAGONAL ELEMENT IN
  123. C ROW IMAX.
  124. C
  125. ROWMAX = 0.0E0
  126. IMAXP1 = IMAX + 1
  127. DO 40 J = IMAXP1, K
  128. ROWMAX = MAX(ROWMAX,CABS1(A(IMAX,J)))
  129. 40 CONTINUE
  130. IF (IMAX .EQ. 1) GO TO 50
  131. JMAX = ICAMAX(IMAX-1,A(1,IMAX),1)
  132. ROWMAX = MAX(ROWMAX,CABS1(A(JMAX,IMAX)))
  133. 50 CONTINUE
  134. IF (CABS1(A(IMAX,IMAX)) .LT. ALPHA*ROWMAX) GO TO 60
  135. KSTEP = 1
  136. SWAP = .TRUE.
  137. GO TO 80
  138. 60 CONTINUE
  139. IF (ABSAKK .LT. ALPHA*COLMAX*(COLMAX/ROWMAX)) GO TO 70
  140. KSTEP = 1
  141. SWAP = .FALSE.
  142. GO TO 80
  143. 70 CONTINUE
  144. KSTEP = 2
  145. SWAP = IMAX .NE. KM1
  146. 80 CONTINUE
  147. 90 CONTINUE
  148. IF (MAX(ABSAKK,COLMAX) .NE. 0.0E0) GO TO 100
  149. C
  150. C COLUMN K IS ZERO. SET INFO AND ITERATE THE LOOP.
  151. C
  152. KPVT(K) = K
  153. INFO = K
  154. GO TO 190
  155. 100 CONTINUE
  156. IF (KSTEP .EQ. 2) GO TO 140
  157. C
  158. C 1 X 1 PIVOT BLOCK.
  159. C
  160. IF (.NOT.SWAP) GO TO 120
  161. C
  162. C PERFORM AN INTERCHANGE.
  163. C
  164. CALL CSWAP(IMAX,A(1,IMAX),1,A(1,K),1)
  165. DO 110 JJ = IMAX, K
  166. J = K + IMAX - JJ
  167. T = CONJG(A(J,K))
  168. A(J,K) = CONJG(A(IMAX,J))
  169. A(IMAX,J) = T
  170. 110 CONTINUE
  171. 120 CONTINUE
  172. C
  173. C PERFORM THE ELIMINATION.
  174. C
  175. DO 130 JJ = 1, KM1
  176. J = K - JJ
  177. MULK = -A(J,K)/A(K,K)
  178. T = CONJG(MULK)
  179. CALL CAXPY(J,T,A(1,K),1,A(1,J),1)
  180. A(J,J) = CMPLX(REAL(A(J,J)),0.0E0)
  181. A(J,K) = MULK
  182. 130 CONTINUE
  183. C
  184. C SET THE PIVOT ARRAY.
  185. C
  186. KPVT(K) = K
  187. IF (SWAP) KPVT(K) = IMAX
  188. GO TO 190
  189. 140 CONTINUE
  190. C
  191. C 2 X 2 PIVOT BLOCK.
  192. C
  193. IF (.NOT.SWAP) GO TO 160
  194. C
  195. C PERFORM AN INTERCHANGE.
  196. C
  197. CALL CSWAP(IMAX,A(1,IMAX),1,A(1,K-1),1)
  198. DO 150 JJ = IMAX, KM1
  199. J = KM1 + IMAX - JJ
  200. T = CONJG(A(J,K-1))
  201. A(J,K-1) = CONJG(A(IMAX,J))
  202. A(IMAX,J) = T
  203. 150 CONTINUE
  204. T = A(K-1,K)
  205. A(K-1,K) = A(IMAX,K)
  206. A(IMAX,K) = T
  207. 160 CONTINUE
  208. C
  209. C PERFORM THE ELIMINATION.
  210. C
  211. KM2 = K - 2
  212. IF (KM2 .EQ. 0) GO TO 180
  213. AK = A(K,K)/A(K-1,K)
  214. AKM1 = A(K-1,K-1)/CONJG(A(K-1,K))
  215. DENOM = 1.0E0 - AK*AKM1
  216. DO 170 JJ = 1, KM2
  217. J = KM1 - JJ
  218. BK = A(J,K)/A(K-1,K)
  219. BKM1 = A(J,K-1)/CONJG(A(K-1,K))
  220. MULK = (AKM1*BK - BKM1)/DENOM
  221. MULKM1 = (AK*BKM1 - BK)/DENOM
  222. T = CONJG(MULK)
  223. CALL CAXPY(J,T,A(1,K),1,A(1,J),1)
  224. T = CONJG(MULKM1)
  225. CALL CAXPY(J,T,A(1,K-1),1,A(1,J),1)
  226. A(J,K) = MULK
  227. A(J,K-1) = MULKM1
  228. A(J,J) = CMPLX(REAL(A(J,J)),0.0E0)
  229. 170 CONTINUE
  230. 180 CONTINUE
  231. C
  232. C SET THE PIVOT ARRAY.
  233. C
  234. KPVT(K) = 1 - K
  235. IF (SWAP) KPVT(K) = -IMAX
  236. KPVT(K-1) = KPVT(K)
  237. 190 CONTINUE
  238. K = K - KSTEP
  239. GO TO 10
  240. 200 CONTINUE
  241. RETURN
  242. END