subroutine cchex(r,ldr,p,k,l,z,ldz,nz,c,s,job)
integer ldr,p,k,l,ldz,nz,job
complex r(ldr,1),z(ldz,1),s(1)
real c(1)
c
c cchex updates the cholesky factorization
c
c a = ctrans(r)*r
c
c of a positive definite matrix a of order p under diagonal
c permutations of the form
c
c trans(e)*a*e
c
c where e is a permutation matrix. specifically, given
c an upper triangular matrix r and a permutation matrix
c e (which is specified by k, l, and job), cchex determines
c a unitary matrix u such that
c
c u*r*e = rr,
c
c where rr is upper triangular. at the users option, the
c transformation u will be multiplied into the array z.
c if a = ctrans(x)*x, so that r is the triangular part of the
c qr factorization of x, then rr is the triangular part of the
c qr factorization of x*e, i.e. x with its columns permuted.
c for a less terse description of what cchex does and how
c it may be applied, see the linpack guide.
c
c the matrix q is determined as the product u(l-k)*...*u(1)
c of plane rotations of the form
c
c ( c(i) s(i) )
c ( ) ,
c ( -conjg(s(i)) c(i) )
c
c where c(i) is real, the rows these rotations operate on
c are described below.
c
c there are two types of permutations, which are determined
c by the value of job.
c
c 1. right circular shift (job = 1).
c
c the columns are rearranged in the following order.
c
c 1,...,k-1,l,k,k+1,...,l-1,l+1,...,p.
c
c u is the product of l-k rotations u(i), where u(i)
c acts in the (l-i,l-i+1)-plane.
c
c 2. left circular shift (job = 2).
c the columns are rearranged in the following order
c
c 1,...,k-1,k+1,k+2,...,l,k,l+1,...,p.
c
c u is the product of l-k rotations u(i), where u(i)
c acts in the (k+i-1,k+i)-plane.
c
c on entry
c
c r complex(ldr,p), where ldr.ge.p.
c r contains the upper triangular factor
c that is to be updated. elements of r
c below the diagonal are not referenced.
c
c ldr integer.
c ldr is the leading dimension of the array r.
c
c p integer.
c p is the order of the matrix r.
c
c k integer.
c k is the first column to be permuted.
c
c l integer.
c l is the last column to be permuted.
c l must be strictly greater than k.
c
c z complex(ldz,nz), where ldz.ge.p.
c z is an array of nz p-vectors into which the
c transformation u is multiplied. z is
c not referenced if nz = 0.
c
c ldz integer.
c ldz is the leading dimension of the array z.
c
c nz integer.
c nz is the number of columns of the matrix z.
c
c job integer.
c job determines the type of permutation.
c job = 1 right circular shift.
c job = 2 left circular shift.
c
c on return
c
c r contains the updated factor.
c
c z contains the updated matrix z.
c
c c real(p).
c c contains the cosines of the transforming rotations.
c
c s complex(p).
c s contains the sines of the transforming rotations.
c
c linpack. this version dated 08/14/78 .
c g.w. stewart, university of maryland, argonne national lab.
c
c cchex uses the following functions and subroutines.
c
c extended blas crotg
c fortran min0
c
integer i,ii,il,iu,j,jj,km1,kp1,lmk,lm1
complex rjp1j,t
c
c initialize
c
km1 = k - 1
kp1 = k + 1
lmk = l - k
lm1 = l - 1
c
c perform the appropriate task.
c
go to (10,130), job
c
c right circular shift.
c
10 continue
c
c reorder the columns.
c
do 20 i = 1, l
ii = l - i + 1
s(i) = r(ii,l)
20 continue
do 40 jj = k, lm1
j = lm1 - jj + k
do 30 i = 1, j
r(i,j+1) = r(i,j)
30 continue
r(j+1,j+1) = (0.0e0,0.0e0)
40 continue
if (k .eq. 1) go to 60
do 50 i = 1, km1
ii = l - i + 1
r(i,k) = s(ii)
50 continue
60 continue
c
c calculate the rotations.
c
t = s(1)
do 70 i = 1, lmk
call crotg(s(i+1),t,c(i),s(i))
t = s(i+1)
70 continue
r(k,k) = t
do 90 j = kp1, p
il = max0(1,l-j+1)
do 80 ii = il, lmk
i = l - ii
t = c(ii)*r(i,j) + s(ii)*r(i+1,j)
r(i+1,j) = c(ii)*r(i+1,j) - conjg(s(ii))*r(i,j)
r(i,j) = t
80 continue
90 continue
c
c if required, apply the transformations to z.
c
if (nz .lt. 1) go to 120
do 110 j = 1, nz
do 100 ii = 1, lmk
i = l - ii
t = c(ii)*z(i,j) + s(ii)*z(i+1,j)
z(i+1,j) = c(ii)*z(i+1,j) - conjg(s(ii))*z(i,j)
z(i,j) = t
100 continue
110 continue
120 continue
go to 260
c
c left circular shift
c
130 continue
c
c reorder the columns
c
do 140 i = 1, k
ii = lmk + i
s(ii) = r(i,k)
140 continue
do 160 j = k, lm1
do 150 i = 1, j
r(i,j) = r(i,j+1)
150 continue
jj = j - km1
s(jj) = r(j+1,j+1)
160 continue
do 170 i = 1, k
ii = lmk + i
r(i,l) = s(ii)
170 continue
do 180 i = kp1, l
r(i,l) = (0.0e0,0.0e0)
180 continue
c
c reduction loop.
c
do 220 j = k, p
if (j .eq. k) go to 200
c
c apply the rotations.
c
iu = min0(j-1,l-1)
do 190 i = k, iu
ii = i - k + 1
t = c(ii)*r(i,j) + s(ii)*r(i+1,j)
r(i+1,j) = c(ii)*r(i+1,j) - conjg(s(ii))*r(i,j)
r(i,j) = t
190 continue
200 continue
if (j .ge. l) go to 210
jj = j - k + 1
t = s(jj)
call crotg(r(j,j),t,c(jj),s(jj))
210 continue
220 continue
c
c apply the rotations to z.
c
if (nz .lt. 1) go to 250
do 240 j = 1, nz
do 230 i = k, lm1
ii = i - km1
t = c(ii)*z(i,j) + s(ii)*z(i+1,j)
z(i+1,j) = c(ii)*z(i+1,j) - conjg(s(ii))*z(i,j)
z(i,j) = t
230 continue
240 continue
250 continue
260 continue
return
end