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clasyf.f 27 kB

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  1. *> \brief \b CLASYF computes a partial factorization of a complex symmetric matrix using the Bunch-Kaufman diagonal pivoting method.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CLASYF + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/clasyf.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/clasyf.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/clasyf.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CLASYF( UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER INFO, KB, LDA, LDW, N, NB
  26. * ..
  27. * .. Array Arguments ..
  28. * INTEGER IPIV( * )
  29. * COMPLEX A( LDA, * ), W( LDW, * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> CLASYF computes a partial factorization of a complex symmetric matrix
  39. *> A using the Bunch-Kaufman diagonal pivoting method. The partial
  40. *> factorization has the form:
  41. *>
  42. *> A = ( I U12 ) ( A11 0 ) ( I 0 ) if UPLO = 'U', or:
  43. *> ( 0 U22 ) ( 0 D ) ( U12**T U22**T )
  44. *>
  45. *> A = ( L11 0 ) ( D 0 ) ( L11**T L21**T ) if UPLO = 'L'
  46. *> ( L21 I ) ( 0 A22 ) ( 0 I )
  47. *>
  48. *> where the order of D is at most NB. The actual order is returned in
  49. *> the argument KB, and is either NB or NB-1, or N if N <= NB.
  50. *> Note that U**T denotes the transpose of U.
  51. *>
  52. *> CLASYF is an auxiliary routine called by CSYTRF. It uses blocked code
  53. *> (calling Level 3 BLAS) to update the submatrix A11 (if UPLO = 'U') or
  54. *> A22 (if UPLO = 'L').
  55. *> \endverbatim
  56. *
  57. * Arguments:
  58. * ==========
  59. *
  60. *> \param[in] UPLO
  61. *> \verbatim
  62. *> UPLO is CHARACTER*1
  63. *> Specifies whether the upper or lower triangular part of the
  64. *> symmetric matrix A is stored:
  65. *> = 'U': Upper triangular
  66. *> = 'L': Lower triangular
  67. *> \endverbatim
  68. *>
  69. *> \param[in] N
  70. *> \verbatim
  71. *> N is INTEGER
  72. *> The order of the matrix A. N >= 0.
  73. *> \endverbatim
  74. *>
  75. *> \param[in] NB
  76. *> \verbatim
  77. *> NB is INTEGER
  78. *> The maximum number of columns of the matrix A that should be
  79. *> factored. NB should be at least 2 to allow for 2-by-2 pivot
  80. *> blocks.
  81. *> \endverbatim
  82. *>
  83. *> \param[out] KB
  84. *> \verbatim
  85. *> KB is INTEGER
  86. *> The number of columns of A that were actually factored.
  87. *> KB is either NB-1 or NB, or N if N <= NB.
  88. *> \endverbatim
  89. *>
  90. *> \param[in,out] A
  91. *> \verbatim
  92. *> A is COMPLEX array, dimension (LDA,N)
  93. *> On entry, the symmetric matrix A. If UPLO = 'U', the leading
  94. *> n-by-n upper triangular part of A contains the upper
  95. *> triangular part of the matrix A, and the strictly lower
  96. *> triangular part of A is not referenced. If UPLO = 'L', the
  97. *> leading n-by-n lower triangular part of A contains the lower
  98. *> triangular part of the matrix A, and the strictly upper
  99. *> triangular part of A is not referenced.
  100. *> On exit, A contains details of the partial factorization.
  101. *> \endverbatim
  102. *>
  103. *> \param[in] LDA
  104. *> \verbatim
  105. *> LDA is INTEGER
  106. *> The leading dimension of the array A. LDA >= max(1,N).
  107. *> \endverbatim
  108. *>
  109. *> \param[out] IPIV
  110. *> \verbatim
  111. *> IPIV is INTEGER array, dimension (N)
  112. *> Details of the interchanges and the block structure of D.
  113. *>
  114. *> If UPLO = 'U':
  115. *> Only the last KB elements of IPIV are set.
  116. *>
  117. *> If IPIV(k) > 0, then rows and columns k and IPIV(k) were
  118. *> interchanged and D(k,k) is a 1-by-1 diagonal block.
  119. *>
  120. *> If IPIV(k) = IPIV(k-1) < 0, then rows and columns
  121. *> k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
  122. *> is a 2-by-2 diagonal block.
  123. *>
  124. *> If UPLO = 'L':
  125. *> Only the first KB elements of IPIV are set.
  126. *>
  127. *> If IPIV(k) > 0, then rows and columns k and IPIV(k) were
  128. *> interchanged and D(k,k) is a 1-by-1 diagonal block.
  129. *>
  130. *> If IPIV(k) = IPIV(k+1) < 0, then rows and columns
  131. *> k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1)
  132. *> is a 2-by-2 diagonal block.
  133. *> \endverbatim
  134. *>
  135. *> \param[out] W
  136. *> \verbatim
  137. *> W is COMPLEX array, dimension (LDW,NB)
  138. *> \endverbatim
  139. *>
  140. *> \param[in] LDW
  141. *> \verbatim
  142. *> LDW is INTEGER
  143. *> The leading dimension of the array W. LDW >= max(1,N).
  144. *> \endverbatim
  145. *>
  146. *> \param[out] INFO
  147. *> \verbatim
  148. *> INFO is INTEGER
  149. *> = 0: successful exit
  150. *> > 0: if INFO = k, D(k,k) is exactly zero. The factorization
  151. *> has been completed, but the block diagonal matrix D is
  152. *> exactly singular.
  153. *> \endverbatim
  154. *
  155. * Authors:
  156. * ========
  157. *
  158. *> \author Univ. of Tennessee
  159. *> \author Univ. of California Berkeley
  160. *> \author Univ. of Colorado Denver
  161. *> \author NAG Ltd.
  162. *
  163. *> \ingroup complexSYcomputational
  164. *
  165. *> \par Contributors:
  166. * ==================
  167. *>
  168. *> \verbatim
  169. *>
  170. *> November 2013, Igor Kozachenko,
  171. *> Computer Science Division,
  172. *> University of California, Berkeley
  173. *> \endverbatim
  174. *
  175. * =====================================================================
  176. SUBROUTINE CLASYF( UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO )
  177. *
  178. * -- LAPACK computational routine --
  179. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  180. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  181. *
  182. * .. Scalar Arguments ..
  183. CHARACTER UPLO
  184. INTEGER INFO, KB, LDA, LDW, N, NB
  185. * ..
  186. * .. Array Arguments ..
  187. INTEGER IPIV( * )
  188. COMPLEX A( LDA, * ), W( LDW, * )
  189. * ..
  190. *
  191. * =====================================================================
  192. *
  193. * .. Parameters ..
  194. REAL ZERO, ONE
  195. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  196. REAL EIGHT, SEVTEN
  197. PARAMETER ( EIGHT = 8.0E+0, SEVTEN = 17.0E+0 )
  198. COMPLEX CONE
  199. PARAMETER ( CONE = ( 1.0E+0, 0.0E+0 ) )
  200. * ..
  201. * .. Local Scalars ..
  202. INTEGER IMAX, J, JB, JJ, JMAX, JP, K, KK, KKW, KP,
  203. $ KSTEP, KW
  204. REAL ABSAKK, ALPHA, COLMAX, ROWMAX
  205. COMPLEX D11, D21, D22, R1, T, Z
  206. * ..
  207. * .. External Functions ..
  208. LOGICAL LSAME
  209. INTEGER ICAMAX
  210. EXTERNAL LSAME, ICAMAX
  211. * ..
  212. * .. External Subroutines ..
  213. EXTERNAL CCOPY, CGEMM, CGEMV, CSCAL, CSWAP
  214. * ..
  215. * .. Intrinsic Functions ..
  216. INTRINSIC ABS, AIMAG, MAX, MIN, REAL, SQRT
  217. * ..
  218. * .. Statement Functions ..
  219. REAL CABS1
  220. * ..
  221. * .. Statement Function definitions ..
  222. CABS1( Z ) = ABS( REAL( Z ) ) + ABS( AIMAG( Z ) )
  223. * ..
  224. * .. Executable Statements ..
  225. *
  226. INFO = 0
  227. *
  228. * Initialize ALPHA for use in choosing pivot block size.
  229. *
  230. ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
  231. *
  232. IF( LSAME( UPLO, 'U' ) ) THEN
  233. *
  234. * Factorize the trailing columns of A using the upper triangle
  235. * of A and working backwards, and compute the matrix W = U12*D
  236. * for use in updating A11
  237. *
  238. * K is the main loop index, decreasing from N in steps of 1 or 2
  239. *
  240. * KW is the column of W which corresponds to column K of A
  241. *
  242. K = N
  243. 10 CONTINUE
  244. KW = NB + K - N
  245. *
  246. * Exit from loop
  247. *
  248. IF( ( K.LE.N-NB+1 .AND. NB.LT.N ) .OR. K.LT.1 )
  249. $ GO TO 30
  250. *
  251. * Copy column K of A to column KW of W and update it
  252. *
  253. CALL CCOPY( K, A( 1, K ), 1, W( 1, KW ), 1 )
  254. IF( K.LT.N )
  255. $ CALL CGEMV( 'No transpose', K, N-K, -CONE, A( 1, K+1 ), LDA,
  256. $ W( K, KW+1 ), LDW, CONE, W( 1, KW ), 1 )
  257. *
  258. KSTEP = 1
  259. *
  260. * Determine rows and columns to be interchanged and whether
  261. * a 1-by-1 or 2-by-2 pivot block will be used
  262. *
  263. ABSAKK = CABS1( W( K, KW ) )
  264. *
  265. * IMAX is the row-index of the largest off-diagonal element in
  266. * column K, and COLMAX is its absolute value.
  267. * Determine both COLMAX and IMAX.
  268. *
  269. IF( K.GT.1 ) THEN
  270. IMAX = ICAMAX( K-1, W( 1, KW ), 1 )
  271. COLMAX = CABS1( W( IMAX, KW ) )
  272. ELSE
  273. COLMAX = ZERO
  274. END IF
  275. *
  276. IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
  277. *
  278. * Column K is zero or underflow: set INFO and continue
  279. *
  280. IF( INFO.EQ.0 )
  281. $ INFO = K
  282. KP = K
  283. ELSE
  284. IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
  285. *
  286. * no interchange, use 1-by-1 pivot block
  287. *
  288. KP = K
  289. ELSE
  290. *
  291. * Copy column IMAX to column KW-1 of W and update it
  292. *
  293. CALL CCOPY( IMAX, A( 1, IMAX ), 1, W( 1, KW-1 ), 1 )
  294. CALL CCOPY( K-IMAX, A( IMAX, IMAX+1 ), LDA,
  295. $ W( IMAX+1, KW-1 ), 1 )
  296. IF( K.LT.N )
  297. $ CALL CGEMV( 'No transpose', K, N-K, -CONE,
  298. $ A( 1, K+1 ), LDA, W( IMAX, KW+1 ), LDW,
  299. $ CONE, W( 1, KW-1 ), 1 )
  300. *
  301. * JMAX is the column-index of the largest off-diagonal
  302. * element in row IMAX, and ROWMAX is its absolute value
  303. *
  304. JMAX = IMAX + ICAMAX( K-IMAX, W( IMAX+1, KW-1 ), 1 )
  305. ROWMAX = CABS1( W( JMAX, KW-1 ) )
  306. IF( IMAX.GT.1 ) THEN
  307. JMAX = ICAMAX( IMAX-1, W( 1, KW-1 ), 1 )
  308. ROWMAX = MAX( ROWMAX, CABS1( W( JMAX, KW-1 ) ) )
  309. END IF
  310. *
  311. IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
  312. *
  313. * no interchange, use 1-by-1 pivot block
  314. *
  315. KP = K
  316. ELSE IF( CABS1( W( IMAX, KW-1 ) ).GE.ALPHA*ROWMAX ) THEN
  317. *
  318. * interchange rows and columns K and IMAX, use 1-by-1
  319. * pivot block
  320. *
  321. KP = IMAX
  322. *
  323. * copy column KW-1 of W to column KW of W
  324. *
  325. CALL CCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 )
  326. ELSE
  327. *
  328. * interchange rows and columns K-1 and IMAX, use 2-by-2
  329. * pivot block
  330. *
  331. KP = IMAX
  332. KSTEP = 2
  333. END IF
  334. END IF
  335. *
  336. * ============================================================
  337. *
  338. * KK is the column of A where pivoting step stopped
  339. *
  340. KK = K - KSTEP + 1
  341. *
  342. * KKW is the column of W which corresponds to column KK of A
  343. *
  344. KKW = NB + KK - N
  345. *
  346. * Interchange rows and columns KP and KK.
  347. * Updated column KP is already stored in column KKW of W.
  348. *
  349. IF( KP.NE.KK ) THEN
  350. *
  351. * Copy non-updated column KK to column KP of submatrix A
  352. * at step K. No need to copy element into column K
  353. * (or K and K-1 for 2-by-2 pivot) of A, since these columns
  354. * will be later overwritten.
  355. *
  356. A( KP, KP ) = A( KK, KK )
  357. CALL CCOPY( KK-1-KP, A( KP+1, KK ), 1, A( KP, KP+1 ),
  358. $ LDA )
  359. IF( KP.GT.1 )
  360. $ CALL CCOPY( KP-1, A( 1, KK ), 1, A( 1, KP ), 1 )
  361. *
  362. * Interchange rows KK and KP in last K+1 to N columns of A
  363. * (columns K (or K and K-1 for 2-by-2 pivot) of A will be
  364. * later overwritten). Interchange rows KK and KP
  365. * in last KKW to NB columns of W.
  366. *
  367. IF( K.LT.N )
  368. $ CALL CSWAP( N-K, A( KK, K+1 ), LDA, A( KP, K+1 ),
  369. $ LDA )
  370. CALL CSWAP( N-KK+1, W( KK, KKW ), LDW, W( KP, KKW ),
  371. $ LDW )
  372. END IF
  373. *
  374. IF( KSTEP.EQ.1 ) THEN
  375. *
  376. * 1-by-1 pivot block D(k): column kw of W now holds
  377. *
  378. * W(kw) = U(k)*D(k),
  379. *
  380. * where U(k) is the k-th column of U
  381. *
  382. * Store subdiag. elements of column U(k)
  383. * and 1-by-1 block D(k) in column k of A.
  384. * NOTE: Diagonal element U(k,k) is a UNIT element
  385. * and not stored.
  386. * A(k,k) := D(k,k) = W(k,kw)
  387. * A(1:k-1,k) := U(1:k-1,k) = W(1:k-1,kw)/D(k,k)
  388. *
  389. CALL CCOPY( K, W( 1, KW ), 1, A( 1, K ), 1 )
  390. R1 = CONE / A( K, K )
  391. CALL CSCAL( K-1, R1, A( 1, K ), 1 )
  392. *
  393. ELSE
  394. *
  395. * 2-by-2 pivot block D(k): columns kw and kw-1 of W now hold
  396. *
  397. * ( W(kw-1) W(kw) ) = ( U(k-1) U(k) )*D(k)
  398. *
  399. * where U(k) and U(k-1) are the k-th and (k-1)-th columns
  400. * of U
  401. *
  402. * Store U(1:k-2,k-1) and U(1:k-2,k) and 2-by-2
  403. * block D(k-1:k,k-1:k) in columns k-1 and k of A.
  404. * NOTE: 2-by-2 diagonal block U(k-1:k,k-1:k) is a UNIT
  405. * block and not stored.
  406. * A(k-1:k,k-1:k) := D(k-1:k,k-1:k) = W(k-1:k,kw-1:kw)
  407. * A(1:k-2,k-1:k) := U(1:k-2,k:k-1:k) =
  408. * = W(1:k-2,kw-1:kw) * ( D(k-1:k,k-1:k)**(-1) )
  409. *
  410. IF( K.GT.2 ) THEN
  411. *
  412. * Compose the columns of the inverse of 2-by-2 pivot
  413. * block D in the following way to reduce the number
  414. * of FLOPS when we myltiply panel ( W(kw-1) W(kw) ) by
  415. * this inverse
  416. *
  417. * D**(-1) = ( d11 d21 )**(-1) =
  418. * ( d21 d22 )
  419. *
  420. * = 1/(d11*d22-d21**2) * ( ( d22 ) (-d21 ) ) =
  421. * ( (-d21 ) ( d11 ) )
  422. *
  423. * = 1/d21 * 1/((d11/d21)*(d22/d21)-1) *
  424. *
  425. * * ( ( d22/d21 ) ( -1 ) ) =
  426. * ( ( -1 ) ( d11/d21 ) )
  427. *
  428. * = 1/d21 * 1/(D22*D11-1) * ( ( D11 ) ( -1 ) ) =
  429. * ( ( -1 ) ( D22 ) )
  430. *
  431. * = 1/d21 * T * ( ( D11 ) ( -1 ) )
  432. * ( ( -1 ) ( D22 ) )
  433. *
  434. * = D21 * ( ( D11 ) ( -1 ) )
  435. * ( ( -1 ) ( D22 ) )
  436. *
  437. D21 = W( K-1, KW )
  438. D11 = W( K, KW ) / D21
  439. D22 = W( K-1, KW-1 ) / D21
  440. T = CONE / ( D11*D22-CONE )
  441. *
  442. * Update elements in columns A(k-1) and A(k) as
  443. * dot products of rows of ( W(kw-1) W(kw) ) and columns
  444. * of D**(-1)
  445. *
  446. D21 = T / D21
  447. DO 20 J = 1, K - 2
  448. A( J, K-1 ) = D21*( D11*W( J, KW-1 )-W( J, KW ) )
  449. A( J, K ) = D21*( D22*W( J, KW )-W( J, KW-1 ) )
  450. 20 CONTINUE
  451. END IF
  452. *
  453. * Copy D(k) to A
  454. *
  455. A( K-1, K-1 ) = W( K-1, KW-1 )
  456. A( K-1, K ) = W( K-1, KW )
  457. A( K, K ) = W( K, KW )
  458. *
  459. END IF
  460. *
  461. END IF
  462. *
  463. * Store details of the interchanges in IPIV
  464. *
  465. IF( KSTEP.EQ.1 ) THEN
  466. IPIV( K ) = KP
  467. ELSE
  468. IPIV( K ) = -KP
  469. IPIV( K-1 ) = -KP
  470. END IF
  471. *
  472. * Decrease K and return to the start of the main loop
  473. *
  474. K = K - KSTEP
  475. GO TO 10
  476. *
  477. 30 CONTINUE
  478. *
  479. * Update the upper triangle of A11 (= A(1:k,1:k)) as
  480. *
  481. * A11 := A11 - U12*D*U12**T = A11 - U12*W**T
  482. *
  483. * computing blocks of NB columns at a time
  484. *
  485. DO 50 J = ( ( K-1 ) / NB )*NB + 1, 1, -NB
  486. JB = MIN( NB, K-J+1 )
  487. *
  488. * Update the upper triangle of the diagonal block
  489. *
  490. DO 40 JJ = J, J + JB - 1
  491. CALL CGEMV( 'No transpose', JJ-J+1, N-K, -CONE,
  492. $ A( J, K+1 ), LDA, W( JJ, KW+1 ), LDW, CONE,
  493. $ A( J, JJ ), 1 )
  494. 40 CONTINUE
  495. *
  496. * Update the rectangular superdiagonal block
  497. *
  498. CALL CGEMM( 'No transpose', 'Transpose', J-1, JB, N-K,
  499. $ -CONE, A( 1, K+1 ), LDA, W( J, KW+1 ), LDW,
  500. $ CONE, A( 1, J ), LDA )
  501. 50 CONTINUE
  502. *
  503. * Put U12 in standard form by partially undoing the interchanges
  504. * in columns k+1:n looping backwards from k+1 to n
  505. *
  506. J = K + 1
  507. 60 CONTINUE
  508. *
  509. * Undo the interchanges (if any) of rows JJ and JP at each
  510. * step J
  511. *
  512. * (Here, J is a diagonal index)
  513. JJ = J
  514. JP = IPIV( J )
  515. IF( JP.LT.0 ) THEN
  516. JP = -JP
  517. * (Here, J is a diagonal index)
  518. J = J + 1
  519. END IF
  520. * (NOTE: Here, J is used to determine row length. Length N-J+1
  521. * of the rows to swap back doesn't include diagonal element)
  522. J = J + 1
  523. IF( JP.NE.JJ .AND. J.LE.N )
  524. $ CALL CSWAP( N-J+1, A( JP, J ), LDA, A( JJ, J ), LDA )
  525. IF( J.LT.N )
  526. $ GO TO 60
  527. *
  528. * Set KB to the number of columns factorized
  529. *
  530. KB = N - K
  531. *
  532. ELSE
  533. *
  534. * Factorize the leading columns of A using the lower triangle
  535. * of A and working forwards, and compute the matrix W = L21*D
  536. * for use in updating A22
  537. *
  538. * K is the main loop index, increasing from 1 in steps of 1 or 2
  539. *
  540. K = 1
  541. 70 CONTINUE
  542. *
  543. * Exit from loop
  544. *
  545. IF( ( K.GE.NB .AND. NB.LT.N ) .OR. K.GT.N )
  546. $ GO TO 90
  547. *
  548. * Copy column K of A to column K of W and update it
  549. *
  550. CALL CCOPY( N-K+1, A( K, K ), 1, W( K, K ), 1 )
  551. CALL CGEMV( 'No transpose', N-K+1, K-1, -CONE, A( K, 1 ), LDA,
  552. $ W( K, 1 ), LDW, CONE, W( K, K ), 1 )
  553. *
  554. KSTEP = 1
  555. *
  556. * Determine rows and columns to be interchanged and whether
  557. * a 1-by-1 or 2-by-2 pivot block will be used
  558. *
  559. ABSAKK = CABS1( W( K, K ) )
  560. *
  561. * IMAX is the row-index of the largest off-diagonal element in
  562. * column K, and COLMAX is its absolute value.
  563. * Determine both COLMAX and IMAX.
  564. *
  565. IF( K.LT.N ) THEN
  566. IMAX = K + ICAMAX( N-K, W( K+1, K ), 1 )
  567. COLMAX = CABS1( W( IMAX, K ) )
  568. ELSE
  569. COLMAX = ZERO
  570. END IF
  571. *
  572. IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
  573. *
  574. * Column K is zero or underflow: set INFO and continue
  575. *
  576. IF( INFO.EQ.0 )
  577. $ INFO = K
  578. KP = K
  579. ELSE
  580. IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
  581. *
  582. * no interchange, use 1-by-1 pivot block
  583. *
  584. KP = K
  585. ELSE
  586. *
  587. * Copy column IMAX to column K+1 of W and update it
  588. *
  589. CALL CCOPY( IMAX-K, A( IMAX, K ), LDA, W( K, K+1 ), 1 )
  590. CALL CCOPY( N-IMAX+1, A( IMAX, IMAX ), 1, W( IMAX, K+1 ),
  591. $ 1 )
  592. CALL CGEMV( 'No transpose', N-K+1, K-1, -CONE, A( K, 1 ),
  593. $ LDA, W( IMAX, 1 ), LDW, CONE, W( K, K+1 ),
  594. $ 1 )
  595. *
  596. * JMAX is the column-index of the largest off-diagonal
  597. * element in row IMAX, and ROWMAX is its absolute value
  598. *
  599. JMAX = K - 1 + ICAMAX( IMAX-K, W( K, K+1 ), 1 )
  600. ROWMAX = CABS1( W( JMAX, K+1 ) )
  601. IF( IMAX.LT.N ) THEN
  602. JMAX = IMAX + ICAMAX( N-IMAX, W( IMAX+1, K+1 ), 1 )
  603. ROWMAX = MAX( ROWMAX, CABS1( W( JMAX, K+1 ) ) )
  604. END IF
  605. *
  606. IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
  607. *
  608. * no interchange, use 1-by-1 pivot block
  609. *
  610. KP = K
  611. ELSE IF( CABS1( W( IMAX, K+1 ) ).GE.ALPHA*ROWMAX ) THEN
  612. *
  613. * interchange rows and columns K and IMAX, use 1-by-1
  614. * pivot block
  615. *
  616. KP = IMAX
  617. *
  618. * copy column K+1 of W to column K of W
  619. *
  620. CALL CCOPY( N-K+1, W( K, K+1 ), 1, W( K, K ), 1 )
  621. ELSE
  622. *
  623. * interchange rows and columns K+1 and IMAX, use 2-by-2
  624. * pivot block
  625. *
  626. KP = IMAX
  627. KSTEP = 2
  628. END IF
  629. END IF
  630. *
  631. * ============================================================
  632. *
  633. * KK is the column of A where pivoting step stopped
  634. *
  635. KK = K + KSTEP - 1
  636. *
  637. * Interchange rows and columns KP and KK.
  638. * Updated column KP is already stored in column KK of W.
  639. *
  640. IF( KP.NE.KK ) THEN
  641. *
  642. * Copy non-updated column KK to column KP of submatrix A
  643. * at step K. No need to copy element into column K
  644. * (or K and K+1 for 2-by-2 pivot) of A, since these columns
  645. * will be later overwritten.
  646. *
  647. A( KP, KP ) = A( KK, KK )
  648. CALL CCOPY( KP-KK-1, A( KK+1, KK ), 1, A( KP, KK+1 ),
  649. $ LDA )
  650. IF( KP.LT.N )
  651. $ CALL CCOPY( N-KP, A( KP+1, KK ), 1, A( KP+1, KP ), 1 )
  652. *
  653. * Interchange rows KK and KP in first K-1 columns of A
  654. * (columns K (or K and K+1 for 2-by-2 pivot) of A will be
  655. * later overwritten). Interchange rows KK and KP
  656. * in first KK columns of W.
  657. *
  658. IF( K.GT.1 )
  659. $ CALL CSWAP( K-1, A( KK, 1 ), LDA, A( KP, 1 ), LDA )
  660. CALL CSWAP( KK, W( KK, 1 ), LDW, W( KP, 1 ), LDW )
  661. END IF
  662. *
  663. IF( KSTEP.EQ.1 ) THEN
  664. *
  665. * 1-by-1 pivot block D(k): column k of W now holds
  666. *
  667. * W(k) = L(k)*D(k),
  668. *
  669. * where L(k) is the k-th column of L
  670. *
  671. * Store subdiag. elements of column L(k)
  672. * and 1-by-1 block D(k) in column k of A.
  673. * (NOTE: Diagonal element L(k,k) is a UNIT element
  674. * and not stored)
  675. * A(k,k) := D(k,k) = W(k,k)
  676. * A(k+1:N,k) := L(k+1:N,k) = W(k+1:N,k)/D(k,k)
  677. *
  678. CALL CCOPY( N-K+1, W( K, K ), 1, A( K, K ), 1 )
  679. IF( K.LT.N ) THEN
  680. R1 = CONE / A( K, K )
  681. CALL CSCAL( N-K, R1, A( K+1, K ), 1 )
  682. END IF
  683. *
  684. ELSE
  685. *
  686. * 2-by-2 pivot block D(k): columns k and k+1 of W now hold
  687. *
  688. * ( W(k) W(k+1) ) = ( L(k) L(k+1) )*D(k)
  689. *
  690. * where L(k) and L(k+1) are the k-th and (k+1)-th columns
  691. * of L
  692. *
  693. * Store L(k+2:N,k) and L(k+2:N,k+1) and 2-by-2
  694. * block D(k:k+1,k:k+1) in columns k and k+1 of A.
  695. * (NOTE: 2-by-2 diagonal block L(k:k+1,k:k+1) is a UNIT
  696. * block and not stored)
  697. * A(k:k+1,k:k+1) := D(k:k+1,k:k+1) = W(k:k+1,k:k+1)
  698. * A(k+2:N,k:k+1) := L(k+2:N,k:k+1) =
  699. * = W(k+2:N,k:k+1) * ( D(k:k+1,k:k+1)**(-1) )
  700. *
  701. IF( K.LT.N-1 ) THEN
  702. *
  703. * Compose the columns of the inverse of 2-by-2 pivot
  704. * block D in the following way to reduce the number
  705. * of FLOPS when we myltiply panel ( W(k) W(k+1) ) by
  706. * this inverse
  707. *
  708. * D**(-1) = ( d11 d21 )**(-1) =
  709. * ( d21 d22 )
  710. *
  711. * = 1/(d11*d22-d21**2) * ( ( d22 ) (-d21 ) ) =
  712. * ( (-d21 ) ( d11 ) )
  713. *
  714. * = 1/d21 * 1/((d11/d21)*(d22/d21)-1) *
  715. *
  716. * * ( ( d22/d21 ) ( -1 ) ) =
  717. * ( ( -1 ) ( d11/d21 ) )
  718. *
  719. * = 1/d21 * 1/(D22*D11-1) * ( ( D11 ) ( -1 ) ) =
  720. * ( ( -1 ) ( D22 ) )
  721. *
  722. * = 1/d21 * T * ( ( D11 ) ( -1 ) )
  723. * ( ( -1 ) ( D22 ) )
  724. *
  725. * = D21 * ( ( D11 ) ( -1 ) )
  726. * ( ( -1 ) ( D22 ) )
  727. *
  728. D21 = W( K+1, K )
  729. D11 = W( K+1, K+1 ) / D21
  730. D22 = W( K, K ) / D21
  731. T = CONE / ( D11*D22-CONE )
  732. D21 = T / D21
  733. *
  734. * Update elements in columns A(k) and A(k+1) as
  735. * dot products of rows of ( W(k) W(k+1) ) and columns
  736. * of D**(-1)
  737. *
  738. DO 80 J = K + 2, N
  739. A( J, K ) = D21*( D11*W( J, K )-W( J, K+1 ) )
  740. A( J, K+1 ) = D21*( D22*W( J, K+1 )-W( J, K ) )
  741. 80 CONTINUE
  742. END IF
  743. *
  744. * Copy D(k) to A
  745. *
  746. A( K, K ) = W( K, K )
  747. A( K+1, K ) = W( K+1, K )
  748. A( K+1, K+1 ) = W( K+1, K+1 )
  749. *
  750. END IF
  751. *
  752. END IF
  753. *
  754. * Store details of the interchanges in IPIV
  755. *
  756. IF( KSTEP.EQ.1 ) THEN
  757. IPIV( K ) = KP
  758. ELSE
  759. IPIV( K ) = -KP
  760. IPIV( K+1 ) = -KP
  761. END IF
  762. *
  763. * Increase K and return to the start of the main loop
  764. *
  765. K = K + KSTEP
  766. GO TO 70
  767. *
  768. 90 CONTINUE
  769. *
  770. * Update the lower triangle of A22 (= A(k:n,k:n)) as
  771. *
  772. * A22 := A22 - L21*D*L21**T = A22 - L21*W**T
  773. *
  774. * computing blocks of NB columns at a time
  775. *
  776. DO 110 J = K, N, NB
  777. JB = MIN( NB, N-J+1 )
  778. *
  779. * Update the lower triangle of the diagonal block
  780. *
  781. DO 100 JJ = J, J + JB - 1
  782. CALL CGEMV( 'No transpose', J+JB-JJ, K-1, -CONE,
  783. $ A( JJ, 1 ), LDA, W( JJ, 1 ), LDW, CONE,
  784. $ A( JJ, JJ ), 1 )
  785. 100 CONTINUE
  786. *
  787. * Update the rectangular subdiagonal block
  788. *
  789. IF( J+JB.LE.N )
  790. $ CALL CGEMM( 'No transpose', 'Transpose', N-J-JB+1, JB,
  791. $ K-1, -CONE, A( J+JB, 1 ), LDA, W( J, 1 ),
  792. $ LDW, CONE, A( J+JB, J ), LDA )
  793. 110 CONTINUE
  794. *
  795. * Put L21 in standard form by partially undoing the interchanges
  796. * of rows in columns 1:k-1 looping backwards from k-1 to 1
  797. *
  798. J = K - 1
  799. 120 CONTINUE
  800. *
  801. * Undo the interchanges (if any) of rows JJ and JP at each
  802. * step J
  803. *
  804. * (Here, J is a diagonal index)
  805. JJ = J
  806. JP = IPIV( J )
  807. IF( JP.LT.0 ) THEN
  808. JP = -JP
  809. * (Here, J is a diagonal index)
  810. J = J - 1
  811. END IF
  812. * (NOTE: Here, J is used to determine row length. Length J
  813. * of the rows to swap back doesn't include diagonal element)
  814. J = J - 1
  815. IF( JP.NE.JJ .AND. J.GE.1 )
  816. $ CALL CSWAP( J, A( JP, 1 ), LDA, A( JJ, 1 ), LDA )
  817. IF( J.GT.1 )
  818. $ GO TO 120
  819. *
  820. * Set KB to the number of columns factorized
  821. *
  822. KB = K - 1
  823. *
  824. END IF
  825. RETURN
  826. *
  827. * End of CLASYF
  828. *
  829. END