OpenLibm/slatec/chifa.f
Viral B. Shah c977aa998f Add Makefile.extras to build libopenlibm-extras.
Replace amos with slatec
2012-12-31 16:37:05 -05:00

242 lines
7.3 KiB
Fortran

*DECK CHIFA
SUBROUTINE CHIFA (A, LDA, N, KPVT, INFO)
C***BEGIN PROLOGUE CHIFA
C***PURPOSE Factor a complex Hermitian matrix by elimination
C (symmetric pivoting).
C***LIBRARY SLATEC (LINPACK)
C***CATEGORY D2D1A
C***TYPE COMPLEX (SSIFA-S, DSIFA-D, CHIFA-C, CSIFA-C)
C***KEYWORDS HERMITIAN, LINEAR ALGEBRA, LINPACK, MATRIX FACTORIZATION
C***AUTHOR Bunch, J., (UCSD)
C***DESCRIPTION
C
C CHIFA factors a complex Hermitian matrix by elimination
C with symmetric pivoting.
C
C To solve A*X = B , follow CHIFA by CHISL.
C To compute INVERSE(A)*C , follow CHIFA by CHISL.
C To compute DETERMINANT(A) , follow CHIFA by CHIDI.
C To compute INERTIA(A) , follow CHIFA by CHIDI.
C To compute INVERSE(A) , follow CHIFA by CHIDI.
C
C On Entry
C
C A COMPLEX(LDA,N)
C the Hermitian matrix to be factored.
C Only the diagonal and upper triangle are used.
C
C LDA INTEGER
C the leading dimension of the array A .
C
C N INTEGER
C the order of the matrix A .
C
C On Return
C
C A a block diagonal matrix and the multipliers which
C were used to obtain it.
C The factorization can be written A = U*D*CTRANS(U)
C where U is a product of permutation and unit
C upper triangular matrices , CTRANS(U) is the
C conjugate transpose of U , and D is block diagonal
C with 1 by 1 and 2 by 2 blocks.
C
C KVPT INTEGER(N)
C an integer vector of pivot indices.
C
C INFO INTEGER
C = 0 normal value.
C = K if the K-th pivot block is singular. This is
C not an error condition for this subroutine,
C but it does indicate that CHISL or CHIDI may
C divide by zero if called.
C
C***REFERENCES J. J. Dongarra, J. R. Bunch, C. B. Moler, and G. W.
C Stewart, LINPACK Users' Guide, SIAM, 1979.
C***ROUTINES CALLED CAXPY, CSWAP, ICAMAX
C***REVISION HISTORY (YYMMDD)
C 780814 DATE WRITTEN
C 890531 Changed all specific intrinsics to generic. (WRB)
C 890831 Modified array declarations. (WRB)
C 891107 Modified routine equivalence list. (WRB)
C 891107 REVISION DATE from Version 3.2
C 891214 Prologue converted to Version 4.0 format. (BAB)
C 900326 Removed duplicate information from DESCRIPTION section.
C (WRB)
C 920501 Reformatted the REFERENCES section. (WRB)
C***END PROLOGUE CHIFA
INTEGER LDA,N,KPVT(*),INFO
COMPLEX A(LDA,*)
C
COMPLEX AK,AKM1,BK,BKM1,DENOM,MULK,MULKM1,T
REAL ABSAKK,ALPHA,COLMAX,ROWMAX
INTEGER IMAX,IMAXP1,J,JJ,JMAX,K,KM1,KM2,KSTEP,ICAMAX
LOGICAL SWAP
COMPLEX ZDUM
REAL CABS1
CABS1(ZDUM) = ABS(REAL(ZDUM)) + ABS(AIMAG(ZDUM))
C***FIRST EXECUTABLE STATEMENT CHIFA
C
C INITIALIZE
C
C ALPHA IS USED IN CHOOSING PIVOT BLOCK SIZE.
C
ALPHA = (1.0E0 + SQRT(17.0E0))/8.0E0
C
INFO = 0
C
C MAIN LOOP ON K, WHICH GOES FROM N TO 1.
C
K = N
10 CONTINUE
C
C LEAVE THE LOOP IF K=0 OR K=1.
C
IF (K .EQ. 0) GO TO 200
IF (K .GT. 1) GO TO 20
KPVT(1) = 1
IF (CABS1(A(1,1)) .EQ. 0.0E0) INFO = 1
GO TO 200
20 CONTINUE
C
C THIS SECTION OF CODE DETERMINES THE KIND OF
C ELIMINATION TO BE PERFORMED. WHEN IT IS COMPLETED,
C KSTEP WILL BE SET TO THE SIZE OF THE PIVOT BLOCK, AND
C SWAP WILL BE SET TO .TRUE. IF AN INTERCHANGE IS
C REQUIRED.
C
KM1 = K - 1
ABSAKK = CABS1(A(K,K))
C
C DETERMINE THE LARGEST OFF-DIAGONAL ELEMENT IN
C COLUMN K.
C
IMAX = ICAMAX(K-1,A(1,K),1)
COLMAX = CABS1(A(IMAX,K))
IF (ABSAKK .LT. ALPHA*COLMAX) GO TO 30
KSTEP = 1
SWAP = .FALSE.
GO TO 90
30 CONTINUE
C
C DETERMINE THE LARGEST OFF-DIAGONAL ELEMENT IN
C ROW IMAX.
C
ROWMAX = 0.0E0
IMAXP1 = IMAX + 1
DO 40 J = IMAXP1, K
ROWMAX = MAX(ROWMAX,CABS1(A(IMAX,J)))
40 CONTINUE
IF (IMAX .EQ. 1) GO TO 50
JMAX = ICAMAX(IMAX-1,A(1,IMAX),1)
ROWMAX = MAX(ROWMAX,CABS1(A(JMAX,IMAX)))
50 CONTINUE
IF (CABS1(A(IMAX,IMAX)) .LT. ALPHA*ROWMAX) GO TO 60
KSTEP = 1
SWAP = .TRUE.
GO TO 80
60 CONTINUE
IF (ABSAKK .LT. ALPHA*COLMAX*(COLMAX/ROWMAX)) GO TO 70
KSTEP = 1
SWAP = .FALSE.
GO TO 80
70 CONTINUE
KSTEP = 2
SWAP = IMAX .NE. KM1
80 CONTINUE
90 CONTINUE
IF (MAX(ABSAKK,COLMAX) .NE. 0.0E0) GO TO 100
C
C COLUMN K IS ZERO. SET INFO AND ITERATE THE LOOP.
C
KPVT(K) = K
INFO = K
GO TO 190
100 CONTINUE
IF (KSTEP .EQ. 2) GO TO 140
C
C 1 X 1 PIVOT BLOCK.
C
IF (.NOT.SWAP) GO TO 120
C
C PERFORM AN INTERCHANGE.
C
CALL CSWAP(IMAX,A(1,IMAX),1,A(1,K),1)
DO 110 JJ = IMAX, K
J = K + IMAX - JJ
T = CONJG(A(J,K))
A(J,K) = CONJG(A(IMAX,J))
A(IMAX,J) = T
110 CONTINUE
120 CONTINUE
C
C PERFORM THE ELIMINATION.
C
DO 130 JJ = 1, KM1
J = K - JJ
MULK = -A(J,K)/A(K,K)
T = CONJG(MULK)
CALL CAXPY(J,T,A(1,K),1,A(1,J),1)
A(J,J) = CMPLX(REAL(A(J,J)),0.0E0)
A(J,K) = MULK
130 CONTINUE
C
C SET THE PIVOT ARRAY.
C
KPVT(K) = K
IF (SWAP) KPVT(K) = IMAX
GO TO 190
140 CONTINUE
C
C 2 X 2 PIVOT BLOCK.
C
IF (.NOT.SWAP) GO TO 160
C
C PERFORM AN INTERCHANGE.
C
CALL CSWAP(IMAX,A(1,IMAX),1,A(1,K-1),1)
DO 150 JJ = IMAX, KM1
J = KM1 + IMAX - JJ
T = CONJG(A(J,K-1))
A(J,K-1) = CONJG(A(IMAX,J))
A(IMAX,J) = T
150 CONTINUE
T = A(K-1,K)
A(K-1,K) = A(IMAX,K)
A(IMAX,K) = T
160 CONTINUE
C
C PERFORM THE ELIMINATION.
C
KM2 = K - 2
IF (KM2 .EQ. 0) GO TO 180
AK = A(K,K)/A(K-1,K)
AKM1 = A(K-1,K-1)/CONJG(A(K-1,K))
DENOM = 1.0E0 - AK*AKM1
DO 170 JJ = 1, KM2
J = KM1 - JJ
BK = A(J,K)/A(K-1,K)
BKM1 = A(J,K-1)/CONJG(A(K-1,K))
MULK = (AKM1*BK - BKM1)/DENOM
MULKM1 = (AK*BKM1 - BK)/DENOM
T = CONJG(MULK)
CALL CAXPY(J,T,A(1,K),1,A(1,J),1)
T = CONJG(MULKM1)
CALL CAXPY(J,T,A(1,K-1),1,A(1,J),1)
A(J,K) = MULK
A(J,K-1) = MULKM1
A(J,J) = CMPLX(REAL(A(J,J)),0.0E0)
170 CONTINUE
180 CONTINUE
C
C SET THE PIVOT ARRAY.
C
KPVT(K) = 1 - K
IF (SWAP) KPVT(K) = -IMAX
KPVT(K-1) = KPVT(K)
190 CONTINUE
K = K - KSTEP
GO TO 10
200 CONTINUE
RETURN
END