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dsytf2_rook.f 25 kB

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  1. *> \brief \b DSYTF2_ROOK computes the factorization of a real symmetric indefinite matrix using the bounded Bunch-Kaufman ("rook") diagonal pivoting method (unblocked algorithm).
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DSYTF2_ROOK + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsytf2_rook.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsytf2_rook.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsytf2_rook.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DSYTF2_ROOK( UPLO, N, A, LDA, IPIV, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER INFO, LDA, N
  26. * ..
  27. * .. Array Arguments ..
  28. * INTEGER IPIV( * )
  29. * DOUBLE PRECISION A( LDA, * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> DSYTF2_ROOK computes the factorization of a real symmetric matrix A
  39. *> using the bounded Bunch-Kaufman ("rook") diagonal pivoting method:
  40. *>
  41. *> A = U*D*U**T or A = L*D*L**T
  42. *>
  43. *> where U (or L) is a product of permutation and unit upper (lower)
  44. *> triangular matrices, U**T is the transpose of U, and D is symmetric and
  45. *> block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
  46. *>
  47. *> This is the unblocked version of the algorithm, calling Level 2 BLAS.
  48. *> \endverbatim
  49. *
  50. * Arguments:
  51. * ==========
  52. *
  53. *> \param[in] UPLO
  54. *> \verbatim
  55. *> UPLO is CHARACTER*1
  56. *> Specifies whether the upper or lower triangular part of the
  57. *> symmetric matrix A is stored:
  58. *> = 'U': Upper triangular
  59. *> = 'L': Lower triangular
  60. *> \endverbatim
  61. *>
  62. *> \param[in] N
  63. *> \verbatim
  64. *> N is INTEGER
  65. *> The order of the matrix A. N >= 0.
  66. *> \endverbatim
  67. *>
  68. *> \param[in,out] A
  69. *> \verbatim
  70. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  71. *> On entry, the symmetric matrix A. If UPLO = 'U', the leading
  72. *> n-by-n upper triangular part of A contains the upper
  73. *> triangular part of the matrix A, and the strictly lower
  74. *> triangular part of A is not referenced. If UPLO = 'L', the
  75. *> leading n-by-n lower triangular part of A contains the lower
  76. *> triangular part of the matrix A, and the strictly upper
  77. *> triangular part of A is not referenced.
  78. *>
  79. *> On exit, the block diagonal matrix D and the multipliers used
  80. *> to obtain the factor U or L (see below for further details).
  81. *> \endverbatim
  82. *>
  83. *> \param[in] LDA
  84. *> \verbatim
  85. *> LDA is INTEGER
  86. *> The leading dimension of the array A. LDA >= max(1,N).
  87. *> \endverbatim
  88. *>
  89. *> \param[out] IPIV
  90. *> \verbatim
  91. *> IPIV is INTEGER array, dimension (N)
  92. *> Details of the interchanges and the block structure of D.
  93. *>
  94. *> If UPLO = 'U':
  95. *> If IPIV(k) > 0, then rows and columns k and IPIV(k)
  96. *> were interchanged and D(k,k) is a 1-by-1 diagonal block.
  97. *>
  98. *> If IPIV(k) < 0 and IPIV(k-1) < 0, then rows and
  99. *> columns k and -IPIV(k) were interchanged and rows and
  100. *> columns k-1 and -IPIV(k-1) were inerchaged,
  101. *> D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
  102. *>
  103. *> If UPLO = 'L':
  104. *> If IPIV(k) > 0, then rows and columns k and IPIV(k)
  105. *> were interchanged and D(k,k) is a 1-by-1 diagonal block.
  106. *>
  107. *> If IPIV(k) < 0 and IPIV(k+1) < 0, then rows and
  108. *> columns k and -IPIV(k) were interchanged and rows and
  109. *> columns k+1 and -IPIV(k+1) were inerchaged,
  110. *> D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
  111. *> \endverbatim
  112. *>
  113. *> \param[out] INFO
  114. *> \verbatim
  115. *> INFO is INTEGER
  116. *> = 0: successful exit
  117. *> < 0: if INFO = -k, the k-th argument had an illegal value
  118. *> > 0: if INFO = k, D(k,k) is exactly zero. The factorization
  119. *> has been completed, but the block diagonal matrix D is
  120. *> exactly singular, and division by zero will occur if it
  121. *> is used to solve a system of equations.
  122. *> \endverbatim
  123. *
  124. * Authors:
  125. * ========
  126. *
  127. *> \author Univ. of Tennessee
  128. *> \author Univ. of California Berkeley
  129. *> \author Univ. of Colorado Denver
  130. *> \author NAG Ltd.
  131. *
  132. *> \date November 2013
  133. *
  134. *> \ingroup doubleSYcomputational
  135. *
  136. *> \par Further Details:
  137. * =====================
  138. *>
  139. *> \verbatim
  140. *>
  141. *> If UPLO = 'U', then A = U*D*U**T, where
  142. *> U = P(n)*U(n)* ... *P(k)U(k)* ...,
  143. *> i.e., U is a product of terms P(k)*U(k), where k decreases from n to
  144. *> 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
  145. *> and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
  146. *> defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
  147. *> that if the diagonal block D(k) is of order s (s = 1 or 2), then
  148. *>
  149. *> ( I v 0 ) k-s
  150. *> U(k) = ( 0 I 0 ) s
  151. *> ( 0 0 I ) n-k
  152. *> k-s s n-k
  153. *>
  154. *> If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
  155. *> If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
  156. *> and A(k,k), and v overwrites A(1:k-2,k-1:k).
  157. *>
  158. *> If UPLO = 'L', then A = L*D*L**T, where
  159. *> L = P(1)*L(1)* ... *P(k)*L(k)* ...,
  160. *> i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
  161. *> n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
  162. *> and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
  163. *> defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
  164. *> that if the diagonal block D(k) is of order s (s = 1 or 2), then
  165. *>
  166. *> ( I 0 0 ) k-1
  167. *> L(k) = ( 0 I 0 ) s
  168. *> ( 0 v I ) n-k-s+1
  169. *> k-1 s n-k-s+1
  170. *>
  171. *> If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
  172. *> If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
  173. *> and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
  174. *> \endverbatim
  175. *
  176. *> \par Contributors:
  177. * ==================
  178. *>
  179. *> \verbatim
  180. *>
  181. *> November 2013, Igor Kozachenko,
  182. *> Computer Science Division,
  183. *> University of California, Berkeley
  184. *>
  185. *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
  186. *> School of Mathematics,
  187. *> University of Manchester
  188. *>
  189. *> 01-01-96 - Based on modifications by
  190. *> J. Lewis, Boeing Computer Services Company
  191. *> A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville abd , USA
  192. *> \endverbatim
  193. *
  194. * =====================================================================
  195. SUBROUTINE DSYTF2_ROOK( UPLO, N, A, LDA, IPIV, INFO )
  196. *
  197. * -- LAPACK computational routine (version 3.5.0) --
  198. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  199. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  200. * November 2013
  201. *
  202. * .. Scalar Arguments ..
  203. CHARACTER UPLO
  204. INTEGER INFO, LDA, N
  205. * ..
  206. * .. Array Arguments ..
  207. INTEGER IPIV( * )
  208. DOUBLE PRECISION A( LDA, * )
  209. * ..
  210. *
  211. * =====================================================================
  212. *
  213. * .. Parameters ..
  214. DOUBLE PRECISION ZERO, ONE
  215. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  216. DOUBLE PRECISION EIGHT, SEVTEN
  217. PARAMETER ( EIGHT = 8.0D+0, SEVTEN = 17.0D+0 )
  218. * ..
  219. * .. Local Scalars ..
  220. LOGICAL UPPER, DONE
  221. INTEGER I, IMAX, J, JMAX, ITEMP, K, KK, KP, KSTEP,
  222. $ P, II
  223. DOUBLE PRECISION ABSAKK, ALPHA, COLMAX, D11, D12, D21, D22,
  224. $ ROWMAX, DTEMP, T, WK, WKM1, WKP1, SFMIN
  225. * ..
  226. * .. External Functions ..
  227. LOGICAL LSAME
  228. INTEGER IDAMAX
  229. DOUBLE PRECISION DLAMCH
  230. EXTERNAL LSAME, IDAMAX, DLAMCH
  231. * ..
  232. * .. External Subroutines ..
  233. EXTERNAL DSCAL, DSWAP, DSYR, XERBLA
  234. * ..
  235. * .. Intrinsic Functions ..
  236. INTRINSIC ABS, MAX, SQRT
  237. * ..
  238. * .. Executable Statements ..
  239. *
  240. * Test the input parameters.
  241. *
  242. INFO = 0
  243. UPPER = LSAME( UPLO, 'U' )
  244. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  245. INFO = -1
  246. ELSE IF( N.LT.0 ) THEN
  247. INFO = -2
  248. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  249. INFO = -4
  250. END IF
  251. IF( INFO.NE.0 ) THEN
  252. CALL XERBLA( 'DSYTF2_ROOK', -INFO )
  253. RETURN
  254. END IF
  255. *
  256. * Initialize ALPHA for use in choosing pivot block size.
  257. *
  258. ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
  259. *
  260. * Compute machine safe minimum
  261. *
  262. SFMIN = DLAMCH( 'S' )
  263. *
  264. IF( UPPER ) THEN
  265. *
  266. * Factorize A as U*D*U**T using the upper triangle of A
  267. *
  268. * K is the main loop index, decreasing from N to 1 in steps of
  269. * 1 or 2
  270. *
  271. K = N
  272. 10 CONTINUE
  273. *
  274. * If K < 1, exit from loop
  275. *
  276. IF( K.LT.1 )
  277. $ GO TO 70
  278. KSTEP = 1
  279. P = K
  280. *
  281. * Determine rows and columns to be interchanged and whether
  282. * a 1-by-1 or 2-by-2 pivot block will be used
  283. *
  284. ABSAKK = ABS( A( K, K ) )
  285. *
  286. * IMAX is the row-index of the largest off-diagonal element in
  287. * column K, and COLMAX is its absolute value.
  288. * Determine both COLMAX and IMAX.
  289. *
  290. IF( K.GT.1 ) THEN
  291. IMAX = IDAMAX( K-1, A( 1, K ), 1 )
  292. COLMAX = ABS( A( IMAX, K ) )
  293. ELSE
  294. COLMAX = ZERO
  295. END IF
  296. *
  297. IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) ) THEN
  298. *
  299. * Column K is zero or underflow: set INFO and continue
  300. *
  301. IF( INFO.EQ.0 )
  302. $ INFO = K
  303. KP = K
  304. ELSE
  305. *
  306. * Test for interchange
  307. *
  308. * Equivalent to testing for (used to handle NaN and Inf)
  309. * ABSAKK.GE.ALPHA*COLMAX
  310. *
  311. IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN
  312. *
  313. * no interchange,
  314. * use 1-by-1 pivot block
  315. *
  316. KP = K
  317. ELSE
  318. *
  319. DONE = .FALSE.
  320. *
  321. * Loop until pivot found
  322. *
  323. 12 CONTINUE
  324. *
  325. * Begin pivot search loop body
  326. *
  327. * JMAX is the column-index of the largest off-diagonal
  328. * element in row IMAX, and ROWMAX is its absolute value.
  329. * Determine both ROWMAX and JMAX.
  330. *
  331. IF( IMAX.NE.K ) THEN
  332. JMAX = IMAX + IDAMAX( K-IMAX, A( IMAX, IMAX+1 ),
  333. $ LDA )
  334. ROWMAX = ABS( A( IMAX, JMAX ) )
  335. ELSE
  336. ROWMAX = ZERO
  337. END IF
  338. *
  339. IF( IMAX.GT.1 ) THEN
  340. ITEMP = IDAMAX( IMAX-1, A( 1, IMAX ), 1 )
  341. DTEMP = ABS( A( ITEMP, IMAX ) )
  342. IF( DTEMP.GT.ROWMAX ) THEN
  343. ROWMAX = DTEMP
  344. JMAX = ITEMP
  345. END IF
  346. END IF
  347. *
  348. * Equivalent to testing for (used to handle NaN and Inf)
  349. * ABS( A( IMAX, IMAX ) ).GE.ALPHA*ROWMAX
  350. *
  351. IF( .NOT.( ABS( A( IMAX, IMAX ) ).LT.ALPHA*ROWMAX ) )
  352. $ THEN
  353. *
  354. * interchange rows and columns K and IMAX,
  355. * use 1-by-1 pivot block
  356. *
  357. KP = IMAX
  358. DONE = .TRUE.
  359. *
  360. * Equivalent to testing for ROWMAX .EQ. COLMAX,
  361. * used to handle NaN and Inf
  362. *
  363. ELSE IF( ( P.EQ.JMAX ).OR.( ROWMAX.LE.COLMAX ) ) THEN
  364. *
  365. * interchange rows and columns K+1 and IMAX,
  366. * use 2-by-2 pivot block
  367. *
  368. KP = IMAX
  369. KSTEP = 2
  370. DONE = .TRUE.
  371. ELSE
  372. *
  373. * Pivot NOT found, set variables and repeat
  374. *
  375. P = IMAX
  376. COLMAX = ROWMAX
  377. IMAX = JMAX
  378. END IF
  379. *
  380. * End pivot search loop body
  381. *
  382. IF( .NOT. DONE ) GOTO 12
  383. *
  384. END IF
  385. *
  386. * Swap TWO rows and TWO columns
  387. *
  388. * First swap
  389. *
  390. IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
  391. *
  392. * Interchange rows and column K and P in the leading
  393. * submatrix A(1:k,1:k) if we have a 2-by-2 pivot
  394. *
  395. IF( P.GT.1 )
  396. $ CALL DSWAP( P-1, A( 1, K ), 1, A( 1, P ), 1 )
  397. IF( P.LT.(K-1) )
  398. $ CALL DSWAP( K-P-1, A( P+1, K ), 1, A( P, P+1 ),
  399. $ LDA )
  400. T = A( K, K )
  401. A( K, K ) = A( P, P )
  402. A( P, P ) = T
  403. END IF
  404. *
  405. * Second swap
  406. *
  407. KK = K - KSTEP + 1
  408. IF( KP.NE.KK ) THEN
  409. *
  410. * Interchange rows and columns KK and KP in the leading
  411. * submatrix A(1:k,1:k)
  412. *
  413. IF( KP.GT.1 )
  414. $ CALL DSWAP( KP-1, A( 1, KK ), 1, A( 1, KP ), 1 )
  415. IF( ( KK.GT.1 ) .AND. ( KP.LT.(KK-1) ) )
  416. $ CALL DSWAP( KK-KP-1, A( KP+1, KK ), 1, A( KP, KP+1 ),
  417. $ LDA )
  418. T = A( KK, KK )
  419. A( KK, KK ) = A( KP, KP )
  420. A( KP, KP ) = T
  421. IF( KSTEP.EQ.2 ) THEN
  422. T = A( K-1, K )
  423. A( K-1, K ) = A( KP, K )
  424. A( KP, K ) = T
  425. END IF
  426. END IF
  427. *
  428. * Update the leading submatrix
  429. *
  430. IF( KSTEP.EQ.1 ) THEN
  431. *
  432. * 1-by-1 pivot block D(k): column k now holds
  433. *
  434. * W(k) = U(k)*D(k)
  435. *
  436. * where U(k) is the k-th column of U
  437. *
  438. IF( K.GT.1 ) THEN
  439. *
  440. * Perform a rank-1 update of A(1:k-1,1:k-1) and
  441. * store U(k) in column k
  442. *
  443. IF( ABS( A( K, K ) ).GE.SFMIN ) THEN
  444. *
  445. * Perform a rank-1 update of A(1:k-1,1:k-1) as
  446. * A := A - U(k)*D(k)*U(k)**T
  447. * = A - W(k)*1/D(k)*W(k)**T
  448. *
  449. D11 = ONE / A( K, K )
  450. CALL DSYR( UPLO, K-1, -D11, A( 1, K ), 1, A, LDA )
  451. *
  452. * Store U(k) in column k
  453. *
  454. CALL DSCAL( K-1, D11, A( 1, K ), 1 )
  455. ELSE
  456. *
  457. * Store L(k) in column K
  458. *
  459. D11 = A( K, K )
  460. DO 16 II = 1, K - 1
  461. A( II, K ) = A( II, K ) / D11
  462. 16 CONTINUE
  463. *
  464. * Perform a rank-1 update of A(k+1:n,k+1:n) as
  465. * A := A - U(k)*D(k)*U(k)**T
  466. * = A - W(k)*(1/D(k))*W(k)**T
  467. * = A - (W(k)/D(k))*(D(k))*(W(k)/D(K))**T
  468. *
  469. CALL DSYR( UPLO, K-1, -D11, A( 1, K ), 1, A, LDA )
  470. END IF
  471. END IF
  472. *
  473. ELSE
  474. *
  475. * 2-by-2 pivot block D(k): columns k and k-1 now hold
  476. *
  477. * ( W(k-1) W(k) ) = ( U(k-1) U(k) )*D(k)
  478. *
  479. * where U(k) and U(k-1) are the k-th and (k-1)-th columns
  480. * of U
  481. *
  482. * Perform a rank-2 update of A(1:k-2,1:k-2) as
  483. *
  484. * A := A - ( U(k-1) U(k) )*D(k)*( U(k-1) U(k) )**T
  485. * = A - ( ( A(k-1)A(k) )*inv(D(k)) ) * ( A(k-1)A(k) )**T
  486. *
  487. * and store L(k) and L(k+1) in columns k and k+1
  488. *
  489. IF( K.GT.2 ) THEN
  490. *
  491. D12 = A( K-1, K )
  492. D22 = A( K-1, K-1 ) / D12
  493. D11 = A( K, K ) / D12
  494. T = ONE / ( D11*D22-ONE )
  495. *
  496. DO 30 J = K - 2, 1, -1
  497. *
  498. WKM1 = T*( D11*A( J, K-1 )-A( J, K ) )
  499. WK = T*( D22*A( J, K )-A( J, K-1 ) )
  500. *
  501. DO 20 I = J, 1, -1
  502. A( I, J ) = A( I, J ) - (A( I, K ) / D12 )*WK -
  503. $ ( A( I, K-1 ) / D12 )*WKM1
  504. 20 CONTINUE
  505. *
  506. * Store U(k) and U(k-1) in cols k and k-1 for row J
  507. *
  508. A( J, K ) = WK / D12
  509. A( J, K-1 ) = WKM1 / D12
  510. *
  511. 30 CONTINUE
  512. *
  513. END IF
  514. *
  515. END IF
  516. END IF
  517. *
  518. * Store details of the interchanges in IPIV
  519. *
  520. IF( KSTEP.EQ.1 ) THEN
  521. IPIV( K ) = KP
  522. ELSE
  523. IPIV( K ) = -P
  524. IPIV( K-1 ) = -KP
  525. END IF
  526. *
  527. * Decrease K and return to the start of the main loop
  528. *
  529. K = K - KSTEP
  530. GO TO 10
  531. *
  532. ELSE
  533. *
  534. * Factorize A as L*D*L**T using the lower triangle of A
  535. *
  536. * K is the main loop index, increasing from 1 to N in steps of
  537. * 1 or 2
  538. *
  539. K = 1
  540. 40 CONTINUE
  541. *
  542. * If K > N, exit from loop
  543. *
  544. IF( K.GT.N )
  545. $ GO TO 70
  546. KSTEP = 1
  547. P = K
  548. *
  549. * Determine rows and columns to be interchanged and whether
  550. * a 1-by-1 or 2-by-2 pivot block will be used
  551. *
  552. ABSAKK = ABS( A( K, K ) )
  553. *
  554. * IMAX is the row-index of the largest off-diagonal element in
  555. * column K, and COLMAX is its absolute value.
  556. * Determine both COLMAX and IMAX.
  557. *
  558. IF( K.LT.N ) THEN
  559. IMAX = K + IDAMAX( N-K, A( K+1, K ), 1 )
  560. COLMAX = ABS( A( IMAX, K ) )
  561. ELSE
  562. COLMAX = ZERO
  563. END IF
  564. *
  565. IF( ( MAX( ABSAKK, COLMAX ).EQ.ZERO ) ) THEN
  566. *
  567. * Column K is zero or underflow: set INFO and continue
  568. *
  569. IF( INFO.EQ.0 )
  570. $ INFO = K
  571. KP = K
  572. ELSE
  573. *
  574. * Test for interchange
  575. *
  576. * Equivalent to testing for (used to handle NaN and Inf)
  577. * ABSAKK.GE.ALPHA*COLMAX
  578. *
  579. IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN
  580. *
  581. * no interchange, use 1-by-1 pivot block
  582. *
  583. KP = K
  584. ELSE
  585. *
  586. DONE = .FALSE.
  587. *
  588. * Loop until pivot found
  589. *
  590. 42 CONTINUE
  591. *
  592. * Begin pivot search loop body
  593. *
  594. * JMAX is the column-index of the largest off-diagonal
  595. * element in row IMAX, and ROWMAX is its absolute value.
  596. * Determine both ROWMAX and JMAX.
  597. *
  598. IF( IMAX.NE.K ) THEN
  599. JMAX = K - 1 + IDAMAX( IMAX-K, A( IMAX, K ), LDA )
  600. ROWMAX = ABS( A( IMAX, JMAX ) )
  601. ELSE
  602. ROWMAX = ZERO
  603. END IF
  604. *
  605. IF( IMAX.LT.N ) THEN
  606. ITEMP = IMAX + IDAMAX( N-IMAX, A( IMAX+1, IMAX ),
  607. $ 1 )
  608. DTEMP = ABS( A( ITEMP, IMAX ) )
  609. IF( DTEMP.GT.ROWMAX ) THEN
  610. ROWMAX = DTEMP
  611. JMAX = ITEMP
  612. END IF
  613. END IF
  614. *
  615. * Equivalent to testing for (used to handle NaN and Inf)
  616. * ABS( A( IMAX, IMAX ) ).GE.ALPHA*ROWMAX
  617. *
  618. IF( .NOT.( ABS( A( IMAX, IMAX ) ).LT.ALPHA*ROWMAX ) )
  619. $ THEN
  620. *
  621. * interchange rows and columns K and IMAX,
  622. * use 1-by-1 pivot block
  623. *
  624. KP = IMAX
  625. DONE = .TRUE.
  626. *
  627. * Equivalent to testing for ROWMAX .EQ. COLMAX,
  628. * used to handle NaN and Inf
  629. *
  630. ELSE IF( ( P.EQ.JMAX ).OR.( ROWMAX.LE.COLMAX ) ) THEN
  631. *
  632. * interchange rows and columns K+1 and IMAX,
  633. * use 2-by-2 pivot block
  634. *
  635. KP = IMAX
  636. KSTEP = 2
  637. DONE = .TRUE.
  638. ELSE
  639. *
  640. * Pivot NOT found, set variables and repeat
  641. *
  642. P = IMAX
  643. COLMAX = ROWMAX
  644. IMAX = JMAX
  645. END IF
  646. *
  647. * End pivot search loop body
  648. *
  649. IF( .NOT. DONE ) GOTO 42
  650. *
  651. END IF
  652. *
  653. * Swap TWO rows and TWO columns
  654. *
  655. * First swap
  656. *
  657. IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
  658. *
  659. * Interchange rows and column K and P in the trailing
  660. * submatrix A(k:n,k:n) if we have a 2-by-2 pivot
  661. *
  662. IF( P.LT.N )
  663. $ CALL DSWAP( N-P, A( P+1, K ), 1, A( P+1, P ), 1 )
  664. IF( P.GT.(K+1) )
  665. $ CALL DSWAP( P-K-1, A( K+1, K ), 1, A( P, K+1 ), LDA )
  666. T = A( K, K )
  667. A( K, K ) = A( P, P )
  668. A( P, P ) = T
  669. END IF
  670. *
  671. * Second swap
  672. *
  673. KK = K + KSTEP - 1
  674. IF( KP.NE.KK ) THEN
  675. *
  676. * Interchange rows and columns KK and KP in the trailing
  677. * submatrix A(k:n,k:n)
  678. *
  679. IF( KP.LT.N )
  680. $ CALL DSWAP( N-KP, A( KP+1, KK ), 1, A( KP+1, KP ), 1 )
  681. IF( ( KK.LT.N ) .AND. ( KP.GT.(KK+1) ) )
  682. $ CALL DSWAP( KP-KK-1, A( KK+1, KK ), 1, A( KP, KK+1 ),
  683. $ LDA )
  684. T = A( KK, KK )
  685. A( KK, KK ) = A( KP, KP )
  686. A( KP, KP ) = T
  687. IF( KSTEP.EQ.2 ) THEN
  688. T = A( K+1, K )
  689. A( K+1, K ) = A( KP, K )
  690. A( KP, K ) = T
  691. END IF
  692. END IF
  693. *
  694. * Update the trailing submatrix
  695. *
  696. IF( KSTEP.EQ.1 ) THEN
  697. *
  698. * 1-by-1 pivot block D(k): column k now holds
  699. *
  700. * W(k) = L(k)*D(k)
  701. *
  702. * where L(k) is the k-th column of L
  703. *
  704. IF( K.LT.N ) THEN
  705. *
  706. * Perform a rank-1 update of A(k+1:n,k+1:n) and
  707. * store L(k) in column k
  708. *
  709. IF( ABS( A( K, K ) ).GE.SFMIN ) THEN
  710. *
  711. * Perform a rank-1 update of A(k+1:n,k+1:n) as
  712. * A := A - L(k)*D(k)*L(k)**T
  713. * = A - W(k)*(1/D(k))*W(k)**T
  714. *
  715. D11 = ONE / A( K, K )
  716. CALL DSYR( UPLO, N-K, -D11, A( K+1, K ), 1,
  717. $ A( K+1, K+1 ), LDA )
  718. *
  719. * Store L(k) in column k
  720. *
  721. CALL DSCAL( N-K, D11, A( K+1, K ), 1 )
  722. ELSE
  723. *
  724. * Store L(k) in column k
  725. *
  726. D11 = A( K, K )
  727. DO 46 II = K + 1, N
  728. A( II, K ) = A( II, K ) / D11
  729. 46 CONTINUE
  730. *
  731. * Perform a rank-1 update of A(k+1:n,k+1:n) as
  732. * A := A - L(k)*D(k)*L(k)**T
  733. * = A - W(k)*(1/D(k))*W(k)**T
  734. * = A - (W(k)/D(k))*(D(k))*(W(k)/D(K))**T
  735. *
  736. CALL DSYR( UPLO, N-K, -D11, A( K+1, K ), 1,
  737. $ A( K+1, K+1 ), LDA )
  738. END IF
  739. END IF
  740. *
  741. ELSE
  742. *
  743. * 2-by-2 pivot block D(k): columns k and k+1 now hold
  744. *
  745. * ( W(k) W(k+1) ) = ( L(k) L(k+1) )*D(k)
  746. *
  747. * where L(k) and L(k+1) are the k-th and (k+1)-th columns
  748. * of L
  749. *
  750. *
  751. * Perform a rank-2 update of A(k+2:n,k+2:n) as
  752. *
  753. * A := A - ( L(k) L(k+1) ) * D(k) * ( L(k) L(k+1) )**T
  754. * = A - ( ( A(k)A(k+1) )*inv(D(k) ) * ( A(k)A(k+1) )**T
  755. *
  756. * and store L(k) and L(k+1) in columns k and k+1
  757. *
  758. IF( K.LT.N-1 ) THEN
  759. *
  760. D21 = A( K+1, K )
  761. D11 = A( K+1, K+1 ) / D21
  762. D22 = A( K, K ) / D21
  763. T = ONE / ( D11*D22-ONE )
  764. *
  765. DO 60 J = K + 2, N
  766. *
  767. * Compute D21 * ( W(k)W(k+1) ) * inv(D(k)) for row J
  768. *
  769. WK = T*( D11*A( J, K )-A( J, K+1 ) )
  770. WKP1 = T*( D22*A( J, K+1 )-A( J, K ) )
  771. *
  772. * Perform a rank-2 update of A(k+2:n,k+2:n)
  773. *
  774. DO 50 I = J, N
  775. A( I, J ) = A( I, J ) - ( A( I, K ) / D21 )*WK -
  776. $ ( A( I, K+1 ) / D21 )*WKP1
  777. 50 CONTINUE
  778. *
  779. * Store L(k) and L(k+1) in cols k and k+1 for row J
  780. *
  781. A( J, K ) = WK / D21
  782. A( J, K+1 ) = WKP1 / D21
  783. *
  784. 60 CONTINUE
  785. *
  786. END IF
  787. *
  788. END IF
  789. END IF
  790. *
  791. * Store details of the interchanges in IPIV
  792. *
  793. IF( KSTEP.EQ.1 ) THEN
  794. IPIV( K ) = KP
  795. ELSE
  796. IPIV( K ) = -P
  797. IPIV( K+1 ) = -KP
  798. END IF
  799. *
  800. * Increase K and return to the start of the main loop
  801. *
  802. K = K + KSTEP
  803. GO TO 40
  804. *
  805. END IF
  806. *
  807. 70 CONTINUE
  808. *
  809. RETURN
  810. *
  811. * End of DSYTF2_ROOK
  812. *
  813. END