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dpstrf.c 28 kB

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  1. #include <math.h>
  2. #include <stdlib.h>
  3. #include <string.h>
  4. #include <stdio.h>
  5. #include <complex.h>
  6. #ifdef complex
  7. #undef complex
  8. #endif
  9. #ifdef I
  10. #undef I
  11. #endif
  12. #if defined(_WIN64)
  13. typedef long long BLASLONG;
  14. typedef unsigned long long BLASULONG;
  15. #else
  16. typedef long BLASLONG;
  17. typedef unsigned long BLASULONG;
  18. #endif
  19. #ifdef LAPACK_ILP64
  20. typedef BLASLONG blasint;
  21. #if defined(_WIN64)
  22. #define blasabs(x) llabs(x)
  23. #else
  24. #define blasabs(x) labs(x)
  25. #endif
  26. #else
  27. typedef int blasint;
  28. #define blasabs(x) abs(x)
  29. #endif
  30. typedef blasint integer;
  31. typedef unsigned int uinteger;
  32. typedef char *address;
  33. typedef short int shortint;
  34. typedef float real;
  35. typedef double doublereal;
  36. typedef struct { real r, i; } complex;
  37. typedef struct { doublereal r, i; } doublecomplex;
  38. #ifdef _MSC_VER
  39. static inline _Fcomplex Cf(complex *z) {_Fcomplex zz={z->r , z->i}; return zz;}
  40. static inline _Dcomplex Cd(doublecomplex *z) {_Dcomplex zz={z->r , z->i};return zz;}
  41. static inline _Fcomplex * _pCf(complex *z) {return (_Fcomplex*)z;}
  42. static inline _Dcomplex * _pCd(doublecomplex *z) {return (_Dcomplex*)z;}
  43. #else
  44. static inline _Complex float Cf(complex *z) {return z->r + z->i*_Complex_I;}
  45. static inline _Complex double Cd(doublecomplex *z) {return z->r + z->i*_Complex_I;}
  46. static inline _Complex float * _pCf(complex *z) {return (_Complex float*)z;}
  47. static inline _Complex double * _pCd(doublecomplex *z) {return (_Complex double*)z;}
  48. #endif
  49. #define pCf(z) (*_pCf(z))
  50. #define pCd(z) (*_pCd(z))
  51. typedef int logical;
  52. typedef short int shortlogical;
  53. typedef char logical1;
  54. typedef char integer1;
  55. #define TRUE_ (1)
  56. #define FALSE_ (0)
  57. /* Extern is for use with -E */
  58. #ifndef Extern
  59. #define Extern extern
  60. #endif
  61. /* I/O stuff */
  62. typedef int flag;
  63. typedef int ftnlen;
  64. typedef int ftnint;
  65. /*external read, write*/
  66. typedef struct
  67. { flag cierr;
  68. ftnint ciunit;
  69. flag ciend;
  70. char *cifmt;
  71. ftnint cirec;
  72. } cilist;
  73. /*internal read, write*/
  74. typedef struct
  75. { flag icierr;
  76. char *iciunit;
  77. flag iciend;
  78. char *icifmt;
  79. ftnint icirlen;
  80. ftnint icirnum;
  81. } icilist;
  82. /*open*/
  83. typedef struct
  84. { flag oerr;
  85. ftnint ounit;
  86. char *ofnm;
  87. ftnlen ofnmlen;
  88. char *osta;
  89. char *oacc;
  90. char *ofm;
  91. ftnint orl;
  92. char *oblnk;
  93. } olist;
  94. /*close*/
  95. typedef struct
  96. { flag cerr;
  97. ftnint cunit;
  98. char *csta;
  99. } cllist;
  100. /*rewind, backspace, endfile*/
  101. typedef struct
  102. { flag aerr;
  103. ftnint aunit;
  104. } alist;
  105. /* inquire */
  106. typedef struct
  107. { flag inerr;
  108. ftnint inunit;
  109. char *infile;
  110. ftnlen infilen;
  111. ftnint *inex; /*parameters in standard's order*/
  112. ftnint *inopen;
  113. ftnint *innum;
  114. ftnint *innamed;
  115. char *inname;
  116. ftnlen innamlen;
  117. char *inacc;
  118. ftnlen inacclen;
  119. char *inseq;
  120. ftnlen inseqlen;
  121. char *indir;
  122. ftnlen indirlen;
  123. char *infmt;
  124. ftnlen infmtlen;
  125. char *inform;
  126. ftnint informlen;
  127. char *inunf;
  128. ftnlen inunflen;
  129. ftnint *inrecl;
  130. ftnint *innrec;
  131. char *inblank;
  132. ftnlen inblanklen;
  133. } inlist;
  134. #define VOID void
  135. union Multitype { /* for multiple entry points */
  136. integer1 g;
  137. shortint h;
  138. integer i;
  139. /* longint j; */
  140. real r;
  141. doublereal d;
  142. complex c;
  143. doublecomplex z;
  144. };
  145. typedef union Multitype Multitype;
  146. struct Vardesc { /* for Namelist */
  147. char *name;
  148. char *addr;
  149. ftnlen *dims;
  150. int type;
  151. };
  152. typedef struct Vardesc Vardesc;
  153. struct Namelist {
  154. char *name;
  155. Vardesc **vars;
  156. int nvars;
  157. };
  158. typedef struct Namelist Namelist;
  159. #define abs(x) ((x) >= 0 ? (x) : -(x))
  160. #define dabs(x) (fabs(x))
  161. #define f2cmin(a,b) ((a) <= (b) ? (a) : (b))
  162. #define f2cmax(a,b) ((a) >= (b) ? (a) : (b))
  163. #define dmin(a,b) (f2cmin(a,b))
  164. #define dmax(a,b) (f2cmax(a,b))
  165. #define bit_test(a,b) ((a) >> (b) & 1)
  166. #define bit_clear(a,b) ((a) & ~((uinteger)1 << (b)))
  167. #define bit_set(a,b) ((a) | ((uinteger)1 << (b)))
  168. #define abort_() { sig_die("Fortran abort routine called", 1); }
  169. #define c_abs(z) (cabsf(Cf(z)))
  170. #define c_cos(R,Z) { pCf(R)=ccos(Cf(Z)); }
  171. #ifdef _MSC_VER
  172. #define c_div(c, a, b) {Cf(c)._Val[0] = (Cf(a)._Val[0]/Cf(b)._Val[0]); Cf(c)._Val[1]=(Cf(a)._Val[1]/Cf(b)._Val[1]);}
  173. #define z_div(c, a, b) {Cd(c)._Val[0] = (Cd(a)._Val[0]/Cd(b)._Val[0]); Cd(c)._Val[1]=(Cd(a)._Val[1]/Cd(b)._Val[1]);}
  174. #else
  175. #define c_div(c, a, b) {pCf(c) = Cf(a)/Cf(b);}
  176. #define z_div(c, a, b) {pCd(c) = Cd(a)/Cd(b);}
  177. #endif
  178. #define c_exp(R, Z) {pCf(R) = cexpf(Cf(Z));}
  179. #define c_log(R, Z) {pCf(R) = clogf(Cf(Z));}
  180. #define c_sin(R, Z) {pCf(R) = csinf(Cf(Z));}
  181. //#define c_sqrt(R, Z) {*(R) = csqrtf(Cf(Z));}
  182. #define c_sqrt(R, Z) {pCf(R) = csqrtf(Cf(Z));}
  183. #define d_abs(x) (fabs(*(x)))
  184. #define d_acos(x) (acos(*(x)))
  185. #define d_asin(x) (asin(*(x)))
  186. #define d_atan(x) (atan(*(x)))
  187. #define d_atn2(x, y) (atan2(*(x),*(y)))
  188. #define d_cnjg(R, Z) { pCd(R) = conj(Cd(Z)); }
  189. #define r_cnjg(R, Z) { pCf(R) = conjf(Cf(Z)); }
  190. #define d_cos(x) (cos(*(x)))
  191. #define d_cosh(x) (cosh(*(x)))
  192. #define d_dim(__a, __b) ( *(__a) > *(__b) ? *(__a) - *(__b) : 0.0 )
  193. #define d_exp(x) (exp(*(x)))
  194. #define d_imag(z) (cimag(Cd(z)))
  195. #define r_imag(z) (cimagf(Cf(z)))
  196. #define d_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
  197. #define r_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
  198. #define d_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
  199. #define r_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
  200. #define d_log(x) (log(*(x)))
  201. #define d_mod(x, y) (fmod(*(x), *(y)))
  202. #define u_nint(__x) ((__x)>=0 ? floor((__x) + .5) : -floor(.5 - (__x)))
  203. #define d_nint(x) u_nint(*(x))
  204. #define u_sign(__a,__b) ((__b) >= 0 ? ((__a) >= 0 ? (__a) : -(__a)) : -((__a) >= 0 ? (__a) : -(__a)))
  205. #define d_sign(a,b) u_sign(*(a),*(b))
  206. #define r_sign(a,b) u_sign(*(a),*(b))
  207. #define d_sin(x) (sin(*(x)))
  208. #define d_sinh(x) (sinh(*(x)))
  209. #define d_sqrt(x) (sqrt(*(x)))
  210. #define d_tan(x) (tan(*(x)))
  211. #define d_tanh(x) (tanh(*(x)))
  212. #define i_abs(x) abs(*(x))
  213. #define i_dnnt(x) ((integer)u_nint(*(x)))
  214. #define i_len(s, n) (n)
  215. #define i_nint(x) ((integer)u_nint(*(x)))
  216. #define i_sign(a,b) ((integer)u_sign((integer)*(a),(integer)*(b)))
  217. #define pow_dd(ap, bp) ( pow(*(ap), *(bp)))
  218. #define pow_si(B,E) spow_ui(*(B),*(E))
  219. #define pow_ri(B,E) spow_ui(*(B),*(E))
  220. #define pow_di(B,E) dpow_ui(*(B),*(E))
  221. #define pow_zi(p, a, b) {pCd(p) = zpow_ui(Cd(a), *(b));}
  222. #define pow_ci(p, a, b) {pCf(p) = cpow_ui(Cf(a), *(b));}
  223. #define pow_zz(R,A,B) {pCd(R) = cpow(Cd(A),*(B));}
  224. #define s_cat(lpp, rpp, rnp, np, llp) { ftnlen i, nc, ll; char *f__rp, *lp; ll = (llp); lp = (lpp); for(i=0; i < (int)*(np); ++i) { nc = ll; if((rnp)[i] < nc) nc = (rnp)[i]; ll -= nc; f__rp = (rpp)[i]; while(--nc >= 0) *lp++ = *(f__rp)++; } while(--ll >= 0) *lp++ = ' '; }
  225. #define s_cmp(a,b,c,d) ((integer)strncmp((a),(b),f2cmin((c),(d))))
  226. #define s_copy(A,B,C,D) { int __i,__m; for (__i=0, __m=f2cmin((C),(D)); __i<__m && (B)[__i] != 0; ++__i) (A)[__i] = (B)[__i]; }
  227. #define sig_die(s, kill) { exit(1); }
  228. #define s_stop(s, n) {exit(0);}
  229. static char junk[] = "\n@(#)LIBF77 VERSION 19990503\n";
  230. #define z_abs(z) (cabs(Cd(z)))
  231. #define z_exp(R, Z) {pCd(R) = cexp(Cd(Z));}
  232. #define z_sqrt(R, Z) {pCd(R) = csqrt(Cd(Z));}
  233. #define myexit_() break;
  234. #define mycycle_() continue;
  235. #define myceiling_(w) {ceil(w)}
  236. #define myhuge_(w) {HUGE_VAL}
  237. //#define mymaxloc_(w,s,e,n) {if (sizeof(*(w)) == sizeof(double)) dmaxloc_((w),*(s),*(e),n); else dmaxloc_((w),*(s),*(e),n);}
  238. #define mymaxloc_(w,s,e,n) dmaxloc_(w,*(s),*(e),n)
  239. /* procedure parameter types for -A and -C++ */
  240. #define F2C_proc_par_types 1
  241. #ifdef __cplusplus
  242. typedef logical (*L_fp)(...);
  243. #else
  244. typedef logical (*L_fp)();
  245. #endif
  246. static float spow_ui(float x, integer n) {
  247. float pow=1.0; unsigned long int u;
  248. if(n != 0) {
  249. if(n < 0) n = -n, x = 1/x;
  250. for(u = n; ; ) {
  251. if(u & 01) pow *= x;
  252. if(u >>= 1) x *= x;
  253. else break;
  254. }
  255. }
  256. return pow;
  257. }
  258. static double dpow_ui(double x, integer n) {
  259. double pow=1.0; unsigned long int u;
  260. if(n != 0) {
  261. if(n < 0) n = -n, x = 1/x;
  262. for(u = n; ; ) {
  263. if(u & 01) pow *= x;
  264. if(u >>= 1) x *= x;
  265. else break;
  266. }
  267. }
  268. return pow;
  269. }
  270. #ifdef _MSC_VER
  271. static _Fcomplex cpow_ui(complex x, integer n) {
  272. complex pow={1.0,0.0}; unsigned long int u;
  273. if(n != 0) {
  274. if(n < 0) n = -n, x.r = 1/x.r, x.i=1/x.i;
  275. for(u = n; ; ) {
  276. if(u & 01) pow.r *= x.r, pow.i *= x.i;
  277. if(u >>= 1) x.r *= x.r, x.i *= x.i;
  278. else break;
  279. }
  280. }
  281. _Fcomplex p={pow.r, pow.i};
  282. return p;
  283. }
  284. #else
  285. static _Complex float cpow_ui(_Complex float x, integer n) {
  286. _Complex float pow=1.0; unsigned long int u;
  287. if(n != 0) {
  288. if(n < 0) n = -n, x = 1/x;
  289. for(u = n; ; ) {
  290. if(u & 01) pow *= x;
  291. if(u >>= 1) x *= x;
  292. else break;
  293. }
  294. }
  295. return pow;
  296. }
  297. #endif
  298. #ifdef _MSC_VER
  299. static _Dcomplex zpow_ui(_Dcomplex x, integer n) {
  300. _Dcomplex pow={1.0,0.0}; unsigned long int u;
  301. if(n != 0) {
  302. if(n < 0) n = -n, x._Val[0] = 1/x._Val[0], x._Val[1] =1/x._Val[1];
  303. for(u = n; ; ) {
  304. if(u & 01) pow._Val[0] *= x._Val[0], pow._Val[1] *= x._Val[1];
  305. if(u >>= 1) x._Val[0] *= x._Val[0], x._Val[1] *= x._Val[1];
  306. else break;
  307. }
  308. }
  309. _Dcomplex p = {pow._Val[0], pow._Val[1]};
  310. return p;
  311. }
  312. #else
  313. static _Complex double zpow_ui(_Complex double x, integer n) {
  314. _Complex double pow=1.0; unsigned long int u;
  315. if(n != 0) {
  316. if(n < 0) n = -n, x = 1/x;
  317. for(u = n; ; ) {
  318. if(u & 01) pow *= x;
  319. if(u >>= 1) x *= x;
  320. else break;
  321. }
  322. }
  323. return pow;
  324. }
  325. #endif
  326. static integer pow_ii(integer x, integer n) {
  327. integer pow; unsigned long int u;
  328. if (n <= 0) {
  329. if (n == 0 || x == 1) pow = 1;
  330. else if (x != -1) pow = x == 0 ? 1/x : 0;
  331. else n = -n;
  332. }
  333. if ((n > 0) || !(n == 0 || x == 1 || x != -1)) {
  334. u = n;
  335. for(pow = 1; ; ) {
  336. if(u & 01) pow *= x;
  337. if(u >>= 1) x *= x;
  338. else break;
  339. }
  340. }
  341. return pow;
  342. }
  343. static integer dmaxloc_(double *w, integer s, integer e, integer *n)
  344. {
  345. double m; integer i, mi;
  346. for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
  347. if (w[i-1]>m) mi=i ,m=w[i-1];
  348. return mi-s+1;
  349. }
  350. static integer smaxloc_(float *w, integer s, integer e, integer *n)
  351. {
  352. float m; integer i, mi;
  353. for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
  354. if (w[i-1]>m) mi=i ,m=w[i-1];
  355. return mi-s+1;
  356. }
  357. static inline void cdotc_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
  358. integer n = *n_, incx = *incx_, incy = *incy_, i;
  359. #ifdef _MSC_VER
  360. _Fcomplex zdotc = {0.0, 0.0};
  361. if (incx == 1 && incy == 1) {
  362. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  363. zdotc._Val[0] += conjf(Cf(&x[i]))._Val[0] * Cf(&y[i])._Val[0];
  364. zdotc._Val[1] += conjf(Cf(&x[i]))._Val[1] * Cf(&y[i])._Val[1];
  365. }
  366. } else {
  367. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  368. zdotc._Val[0] += conjf(Cf(&x[i*incx]))._Val[0] * Cf(&y[i*incy])._Val[0];
  369. zdotc._Val[1] += conjf(Cf(&x[i*incx]))._Val[1] * Cf(&y[i*incy])._Val[1];
  370. }
  371. }
  372. pCf(z) = zdotc;
  373. }
  374. #else
  375. _Complex float zdotc = 0.0;
  376. if (incx == 1 && incy == 1) {
  377. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  378. zdotc += conjf(Cf(&x[i])) * Cf(&y[i]);
  379. }
  380. } else {
  381. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  382. zdotc += conjf(Cf(&x[i*incx])) * Cf(&y[i*incy]);
  383. }
  384. }
  385. pCf(z) = zdotc;
  386. }
  387. #endif
  388. static inline void zdotc_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
  389. integer n = *n_, incx = *incx_, incy = *incy_, i;
  390. #ifdef _MSC_VER
  391. _Dcomplex zdotc = {0.0, 0.0};
  392. if (incx == 1 && incy == 1) {
  393. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  394. zdotc._Val[0] += conj(Cd(&x[i]))._Val[0] * Cd(&y[i])._Val[0];
  395. zdotc._Val[1] += conj(Cd(&x[i]))._Val[1] * Cd(&y[i])._Val[1];
  396. }
  397. } else {
  398. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  399. zdotc._Val[0] += conj(Cd(&x[i*incx]))._Val[0] * Cd(&y[i*incy])._Val[0];
  400. zdotc._Val[1] += conj(Cd(&x[i*incx]))._Val[1] * Cd(&y[i*incy])._Val[1];
  401. }
  402. }
  403. pCd(z) = zdotc;
  404. }
  405. #else
  406. _Complex double zdotc = 0.0;
  407. if (incx == 1 && incy == 1) {
  408. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  409. zdotc += conj(Cd(&x[i])) * Cd(&y[i]);
  410. }
  411. } else {
  412. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  413. zdotc += conj(Cd(&x[i*incx])) * Cd(&y[i*incy]);
  414. }
  415. }
  416. pCd(z) = zdotc;
  417. }
  418. #endif
  419. static inline void cdotu_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
  420. integer n = *n_, incx = *incx_, incy = *incy_, i;
  421. #ifdef _MSC_VER
  422. _Fcomplex zdotc = {0.0, 0.0};
  423. if (incx == 1 && incy == 1) {
  424. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  425. zdotc._Val[0] += Cf(&x[i])._Val[0] * Cf(&y[i])._Val[0];
  426. zdotc._Val[1] += Cf(&x[i])._Val[1] * Cf(&y[i])._Val[1];
  427. }
  428. } else {
  429. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  430. zdotc._Val[0] += Cf(&x[i*incx])._Val[0] * Cf(&y[i*incy])._Val[0];
  431. zdotc._Val[1] += Cf(&x[i*incx])._Val[1] * Cf(&y[i*incy])._Val[1];
  432. }
  433. }
  434. pCf(z) = zdotc;
  435. }
  436. #else
  437. _Complex float zdotc = 0.0;
  438. if (incx == 1 && incy == 1) {
  439. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  440. zdotc += Cf(&x[i]) * Cf(&y[i]);
  441. }
  442. } else {
  443. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  444. zdotc += Cf(&x[i*incx]) * Cf(&y[i*incy]);
  445. }
  446. }
  447. pCf(z) = zdotc;
  448. }
  449. #endif
  450. static inline void zdotu_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
  451. integer n = *n_, incx = *incx_, incy = *incy_, i;
  452. #ifdef _MSC_VER
  453. _Dcomplex zdotc = {0.0, 0.0};
  454. if (incx == 1 && incy == 1) {
  455. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  456. zdotc._Val[0] += Cd(&x[i])._Val[0] * Cd(&y[i])._Val[0];
  457. zdotc._Val[1] += Cd(&x[i])._Val[1] * Cd(&y[i])._Val[1];
  458. }
  459. } else {
  460. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  461. zdotc._Val[0] += Cd(&x[i*incx])._Val[0] * Cd(&y[i*incy])._Val[0];
  462. zdotc._Val[1] += Cd(&x[i*incx])._Val[1] * Cd(&y[i*incy])._Val[1];
  463. }
  464. }
  465. pCd(z) = zdotc;
  466. }
  467. #else
  468. _Complex double zdotc = 0.0;
  469. if (incx == 1 && incy == 1) {
  470. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  471. zdotc += Cd(&x[i]) * Cd(&y[i]);
  472. }
  473. } else {
  474. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  475. zdotc += Cd(&x[i*incx]) * Cd(&y[i*incy]);
  476. }
  477. }
  478. pCd(z) = zdotc;
  479. }
  480. #endif
  481. /* -- translated by f2c (version 20000121).
  482. You must link the resulting object file with the libraries:
  483. -lf2c -lm (in that order)
  484. */
  485. /* Table of constant values */
  486. static integer c__1 = 1;
  487. static integer c_n1 = -1;
  488. static doublereal c_b23 = -1.;
  489. static doublereal c_b25 = 1.;
  490. /* > \brief \b DPSTRF computes the Cholesky factorization with complete pivoting of a real symmetric positive
  491. semidefinite matrix. */
  492. /* =========== DOCUMENTATION =========== */
  493. /* Online html documentation available at */
  494. /* http://www.netlib.org/lapack/explore-html/ */
  495. /* > \htmlonly */
  496. /* > Download DPSTRF + dependencies */
  497. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dpstrf.
  498. f"> */
  499. /* > [TGZ]</a> */
  500. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dpstrf.
  501. f"> */
  502. /* > [ZIP]</a> */
  503. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dpstrf.
  504. f"> */
  505. /* > [TXT]</a> */
  506. /* > \endhtmlonly */
  507. /* Definition: */
  508. /* =========== */
  509. /* SUBROUTINE DPSTRF( UPLO, N, A, LDA, PIV, RANK, TOL, WORK, INFO ) */
  510. /* DOUBLE PRECISION TOL */
  511. /* INTEGER INFO, LDA, N, RANK */
  512. /* CHARACTER UPLO */
  513. /* DOUBLE PRECISION A( LDA, * ), WORK( 2*N ) */
  514. /* INTEGER PIV( N ) */
  515. /* > \par Purpose: */
  516. /* ============= */
  517. /* > */
  518. /* > \verbatim */
  519. /* > */
  520. /* > DPSTRF computes the Cholesky factorization with complete */
  521. /* > pivoting of a real symmetric positive semidefinite matrix A. */
  522. /* > */
  523. /* > The factorization has the form */
  524. /* > P**T * A * P = U**T * U , if UPLO = 'U', */
  525. /* > P**T * A * P = L * L**T, if UPLO = 'L', */
  526. /* > where U is an upper triangular matrix and L is lower triangular, and */
  527. /* > P is stored as vector PIV. */
  528. /* > */
  529. /* > This algorithm does not attempt to check that A is positive */
  530. /* > semidefinite. This version of the algorithm calls level 3 BLAS. */
  531. /* > \endverbatim */
  532. /* Arguments: */
  533. /* ========== */
  534. /* > \param[in] UPLO */
  535. /* > \verbatim */
  536. /* > UPLO is CHARACTER*1 */
  537. /* > Specifies whether the upper or lower triangular part of the */
  538. /* > symmetric matrix A is stored. */
  539. /* > = 'U': Upper triangular */
  540. /* > = 'L': Lower triangular */
  541. /* > \endverbatim */
  542. /* > */
  543. /* > \param[in] N */
  544. /* > \verbatim */
  545. /* > N is INTEGER */
  546. /* > The order of the matrix A. N >= 0. */
  547. /* > \endverbatim */
  548. /* > */
  549. /* > \param[in,out] A */
  550. /* > \verbatim */
  551. /* > A is DOUBLE PRECISION array, dimension (LDA,N) */
  552. /* > On entry, the symmetric matrix A. If UPLO = 'U', the leading */
  553. /* > n by n upper triangular part of A contains the upper */
  554. /* > triangular part of the matrix A, and the strictly lower */
  555. /* > triangular part of A is not referenced. If UPLO = 'L', the */
  556. /* > leading n by n lower triangular part of A contains the lower */
  557. /* > triangular part of the matrix A, and the strictly upper */
  558. /* > triangular part of A is not referenced. */
  559. /* > */
  560. /* > On exit, if INFO = 0, the factor U or L from the Cholesky */
  561. /* > factorization as above. */
  562. /* > \endverbatim */
  563. /* > */
  564. /* > \param[in] LDA */
  565. /* > \verbatim */
  566. /* > LDA is INTEGER */
  567. /* > The leading dimension of the array A. LDA >= f2cmax(1,N). */
  568. /* > \endverbatim */
  569. /* > */
  570. /* > \param[out] PIV */
  571. /* > \verbatim */
  572. /* > PIV is INTEGER array, dimension (N) */
  573. /* > PIV is such that the nonzero entries are P( PIV(K), K ) = 1. */
  574. /* > \endverbatim */
  575. /* > */
  576. /* > \param[out] RANK */
  577. /* > \verbatim */
  578. /* > RANK is INTEGER */
  579. /* > The rank of A given by the number of steps the algorithm */
  580. /* > completed. */
  581. /* > \endverbatim */
  582. /* > */
  583. /* > \param[in] TOL */
  584. /* > \verbatim */
  585. /* > TOL is DOUBLE PRECISION */
  586. /* > User defined tolerance. If TOL < 0, then N*U*MAX( A(K,K) ) */
  587. /* > will be used. The algorithm terminates at the (K-1)st step */
  588. /* > if the pivot <= TOL. */
  589. /* > \endverbatim */
  590. /* > */
  591. /* > \param[out] WORK */
  592. /* > \verbatim */
  593. /* > WORK is DOUBLE PRECISION array, dimension (2*N) */
  594. /* > Work space. */
  595. /* > \endverbatim */
  596. /* > */
  597. /* > \param[out] INFO */
  598. /* > \verbatim */
  599. /* > INFO is INTEGER */
  600. /* > < 0: If INFO = -K, the K-th argument had an illegal value, */
  601. /* > = 0: algorithm completed successfully, and */
  602. /* > > 0: the matrix A is either rank deficient with computed rank */
  603. /* > as returned in RANK, or is not positive semidefinite. See */
  604. /* > Section 7 of LAPACK Working Note #161 for further */
  605. /* > information. */
  606. /* > \endverbatim */
  607. /* Authors: */
  608. /* ======== */
  609. /* > \author Univ. of Tennessee */
  610. /* > \author Univ. of California Berkeley */
  611. /* > \author Univ. of Colorado Denver */
  612. /* > \author NAG Ltd. */
  613. /* > \date December 2016 */
  614. /* > \ingroup doubleOTHERcomputational */
  615. /* ===================================================================== */
  616. /* Subroutine */ int dpstrf_(char *uplo, integer *n, doublereal *a, integer *
  617. lda, integer *piv, integer *rank, doublereal *tol, doublereal *work,
  618. integer *info)
  619. {
  620. /* System generated locals */
  621. integer a_dim1, a_offset, i__1, i__2, i__3, i__4, i__5;
  622. doublereal d__1;
  623. /* Local variables */
  624. integer i__, j, k;
  625. extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *,
  626. integer *);
  627. extern logical lsame_(char *, char *);
  628. extern /* Subroutine */ int dgemv_(char *, integer *, integer *,
  629. doublereal *, doublereal *, integer *, doublereal *, integer *,
  630. doublereal *, doublereal *, integer *);
  631. doublereal dtemp;
  632. integer itemp;
  633. extern /* Subroutine */ int dswap_(integer *, doublereal *, integer *,
  634. doublereal *, integer *);
  635. doublereal dstop;
  636. logical upper;
  637. extern /* Subroutine */ int dsyrk_(char *, char *, integer *, integer *,
  638. doublereal *, doublereal *, integer *, doublereal *, doublereal *,
  639. integer *), dpstf2_(char *, integer *,
  640. doublereal *, integer *, integer *, integer *, doublereal *,
  641. doublereal *, integer *);
  642. integer jb, nb;
  643. extern doublereal dlamch_(char *);
  644. extern logical disnan_(doublereal *);
  645. extern /* Subroutine */ int xerbla_(char *, integer *, ftnlen);
  646. extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
  647. integer *, integer *, ftnlen, ftnlen);
  648. doublereal ajj;
  649. integer pvt;
  650. /* -- LAPACK computational routine (version 3.7.0) -- */
  651. /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
  652. /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
  653. /* December 2016 */
  654. /* ===================================================================== */
  655. /* Test the input parameters. */
  656. /* Parameter adjustments */
  657. --work;
  658. --piv;
  659. a_dim1 = *lda;
  660. a_offset = 1 + a_dim1 * 1;
  661. a -= a_offset;
  662. /* Function Body */
  663. *info = 0;
  664. upper = lsame_(uplo, "U");
  665. if (! upper && ! lsame_(uplo, "L")) {
  666. *info = -1;
  667. } else if (*n < 0) {
  668. *info = -2;
  669. } else if (*lda < f2cmax(1,*n)) {
  670. *info = -4;
  671. }
  672. if (*info != 0) {
  673. i__1 = -(*info);
  674. xerbla_("DPSTRF", &i__1, (ftnlen)6);
  675. return 0;
  676. }
  677. /* Quick return if possible */
  678. if (*n == 0) {
  679. return 0;
  680. }
  681. /* Get block size */
  682. nb = ilaenv_(&c__1, "DPOTRF", uplo, n, &c_n1, &c_n1, &c_n1, (ftnlen)6, (
  683. ftnlen)1);
  684. if (nb <= 1 || nb >= *n) {
  685. /* Use unblocked code */
  686. dpstf2_(uplo, n, &a[a_dim1 + 1], lda, &piv[1], rank, tol, &work[1],
  687. info);
  688. goto L200;
  689. } else {
  690. /* Initialize PIV */
  691. i__1 = *n;
  692. for (i__ = 1; i__ <= i__1; ++i__) {
  693. piv[i__] = i__;
  694. /* L100: */
  695. }
  696. /* Compute stopping value */
  697. pvt = 1;
  698. ajj = a[pvt + pvt * a_dim1];
  699. i__1 = *n;
  700. for (i__ = 2; i__ <= i__1; ++i__) {
  701. if (a[i__ + i__ * a_dim1] > ajj) {
  702. pvt = i__;
  703. ajj = a[pvt + pvt * a_dim1];
  704. }
  705. }
  706. if (ajj <= 0. || disnan_(&ajj)) {
  707. *rank = 0;
  708. *info = 1;
  709. goto L200;
  710. }
  711. /* Compute stopping value if not supplied */
  712. if (*tol < 0.) {
  713. dstop = *n * dlamch_("Epsilon") * ajj;
  714. } else {
  715. dstop = *tol;
  716. }
  717. if (upper) {
  718. /* Compute the Cholesky factorization P**T * A * P = U**T * U */
  719. i__1 = *n;
  720. i__2 = nb;
  721. for (k = 1; i__2 < 0 ? k >= i__1 : k <= i__1; k += i__2) {
  722. /* Account for last block not being NB wide */
  723. /* Computing MIN */
  724. i__3 = nb, i__4 = *n - k + 1;
  725. jb = f2cmin(i__3,i__4);
  726. /* Set relevant part of first half of WORK to zero, */
  727. /* holds dot products */
  728. i__3 = *n;
  729. for (i__ = k; i__ <= i__3; ++i__) {
  730. work[i__] = 0.;
  731. /* L110: */
  732. }
  733. i__3 = k + jb - 1;
  734. for (j = k; j <= i__3; ++j) {
  735. /* Find pivot, test for exit, else swap rows and columns */
  736. /* Update dot products, compute possible pivots which are */
  737. /* stored in the second half of WORK */
  738. i__4 = *n;
  739. for (i__ = j; i__ <= i__4; ++i__) {
  740. if (j > k) {
  741. /* Computing 2nd power */
  742. d__1 = a[j - 1 + i__ * a_dim1];
  743. work[i__] += d__1 * d__1;
  744. }
  745. work[*n + i__] = a[i__ + i__ * a_dim1] - work[i__];
  746. /* L120: */
  747. }
  748. if (j > 1) {
  749. i__4 = *n + j;
  750. i__5 = *n << 1;
  751. itemp = mymaxloc_(&work[1], &i__4, &i__5, &c__1);
  752. pvt = itemp + j - 1;
  753. ajj = work[*n + pvt];
  754. if (ajj <= dstop || disnan_(&ajj)) {
  755. a[j + j * a_dim1] = ajj;
  756. goto L190;
  757. }
  758. }
  759. if (j != pvt) {
  760. /* Pivot OK, so can now swap pivot rows and columns */
  761. a[pvt + pvt * a_dim1] = a[j + j * a_dim1];
  762. i__4 = j - 1;
  763. dswap_(&i__4, &a[j * a_dim1 + 1], &c__1, &a[pvt *
  764. a_dim1 + 1], &c__1);
  765. if (pvt < *n) {
  766. i__4 = *n - pvt;
  767. dswap_(&i__4, &a[j + (pvt + 1) * a_dim1], lda, &a[
  768. pvt + (pvt + 1) * a_dim1], lda);
  769. }
  770. i__4 = pvt - j - 1;
  771. dswap_(&i__4, &a[j + (j + 1) * a_dim1], lda, &a[j + 1
  772. + pvt * a_dim1], &c__1);
  773. /* Swap dot products and PIV */
  774. dtemp = work[j];
  775. work[j] = work[pvt];
  776. work[pvt] = dtemp;
  777. itemp = piv[pvt];
  778. piv[pvt] = piv[j];
  779. piv[j] = itemp;
  780. }
  781. ajj = sqrt(ajj);
  782. a[j + j * a_dim1] = ajj;
  783. /* Compute elements J+1:N of row J. */
  784. if (j < *n) {
  785. i__4 = j - k;
  786. i__5 = *n - j;
  787. dgemv_("Trans", &i__4, &i__5, &c_b23, &a[k + (j + 1) *
  788. a_dim1], lda, &a[k + j * a_dim1], &c__1, &
  789. c_b25, &a[j + (j + 1) * a_dim1], lda);
  790. i__4 = *n - j;
  791. d__1 = 1. / ajj;
  792. dscal_(&i__4, &d__1, &a[j + (j + 1) * a_dim1], lda);
  793. }
  794. /* L130: */
  795. }
  796. /* Update trailing matrix, J already incremented */
  797. if (k + jb <= *n) {
  798. i__3 = *n - j + 1;
  799. dsyrk_("Upper", "Trans", &i__3, &jb, &c_b23, &a[k + j *
  800. a_dim1], lda, &c_b25, &a[j + j * a_dim1], lda);
  801. }
  802. /* L140: */
  803. }
  804. } else {
  805. /* Compute the Cholesky factorization P**T * A * P = L * L**T */
  806. i__2 = *n;
  807. i__1 = nb;
  808. for (k = 1; i__1 < 0 ? k >= i__2 : k <= i__2; k += i__1) {
  809. /* Account for last block not being NB wide */
  810. /* Computing MIN */
  811. i__3 = nb, i__4 = *n - k + 1;
  812. jb = f2cmin(i__3,i__4);
  813. /* Set relevant part of first half of WORK to zero, */
  814. /* holds dot products */
  815. i__3 = *n;
  816. for (i__ = k; i__ <= i__3; ++i__) {
  817. work[i__] = 0.;
  818. /* L150: */
  819. }
  820. i__3 = k + jb - 1;
  821. for (j = k; j <= i__3; ++j) {
  822. /* Find pivot, test for exit, else swap rows and columns */
  823. /* Update dot products, compute possible pivots which are */
  824. /* stored in the second half of WORK */
  825. i__4 = *n;
  826. for (i__ = j; i__ <= i__4; ++i__) {
  827. if (j > k) {
  828. /* Computing 2nd power */
  829. d__1 = a[i__ + (j - 1) * a_dim1];
  830. work[i__] += d__1 * d__1;
  831. }
  832. work[*n + i__] = a[i__ + i__ * a_dim1] - work[i__];
  833. /* L160: */
  834. }
  835. if (j > 1) {
  836. i__4 = *n + j;
  837. i__5 = *n << 1;
  838. itemp = mymaxloc_(&work[1], &i__4, &i__5, &c__1);
  839. pvt = itemp + j - 1;
  840. ajj = work[*n + pvt];
  841. if (ajj <= dstop || disnan_(&ajj)) {
  842. a[j + j * a_dim1] = ajj;
  843. goto L190;
  844. }
  845. }
  846. if (j != pvt) {
  847. /* Pivot OK, so can now swap pivot rows and columns */
  848. a[pvt + pvt * a_dim1] = a[j + j * a_dim1];
  849. i__4 = j - 1;
  850. dswap_(&i__4, &a[j + a_dim1], lda, &a[pvt + a_dim1],
  851. lda);
  852. if (pvt < *n) {
  853. i__4 = *n - pvt;
  854. dswap_(&i__4, &a[pvt + 1 + j * a_dim1], &c__1, &a[
  855. pvt + 1 + pvt * a_dim1], &c__1);
  856. }
  857. i__4 = pvt - j - 1;
  858. dswap_(&i__4, &a[j + 1 + j * a_dim1], &c__1, &a[pvt +
  859. (j + 1) * a_dim1], lda);
  860. /* Swap dot products and PIV */
  861. dtemp = work[j];
  862. work[j] = work[pvt];
  863. work[pvt] = dtemp;
  864. itemp = piv[pvt];
  865. piv[pvt] = piv[j];
  866. piv[j] = itemp;
  867. }
  868. ajj = sqrt(ajj);
  869. a[j + j * a_dim1] = ajj;
  870. /* Compute elements J+1:N of column J. */
  871. if (j < *n) {
  872. i__4 = *n - j;
  873. i__5 = j - k;
  874. dgemv_("No Trans", &i__4, &i__5, &c_b23, &a[j + 1 + k
  875. * a_dim1], lda, &a[j + k * a_dim1], lda, &
  876. c_b25, &a[j + 1 + j * a_dim1], &c__1);
  877. i__4 = *n - j;
  878. d__1 = 1. / ajj;
  879. dscal_(&i__4, &d__1, &a[j + 1 + j * a_dim1], &c__1);
  880. }
  881. /* L170: */
  882. }
  883. /* Update trailing matrix, J already incremented */
  884. if (k + jb <= *n) {
  885. i__3 = *n - j + 1;
  886. dsyrk_("Lower", "No Trans", &i__3, &jb, &c_b23, &a[j + k *
  887. a_dim1], lda, &c_b25, &a[j + j * a_dim1], lda);
  888. }
  889. /* L180: */
  890. }
  891. }
  892. }
  893. /* Ran to completion, A has full rank */
  894. *rank = *n;
  895. goto L200;
  896. L190:
  897. /* Rank is the number of steps completed. Set INFO = 1 to signal */
  898. /* that the factorization cannot be used to solve a system. */
  899. *rank = j - 1;
  900. *info = 1;
  901. L200:
  902. return 0;
  903. /* End of DPSTRF */
  904. } /* dpstrf_ */