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dlasyf_aa.f 15 kB

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  1. *> \brief \b DLASYF_AA
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DLASYF_AA + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlasyf_aa.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlasyf_aa.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlasyf_aa.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DLASYF_AA( UPLO, J1, M, NB, A, LDA, IPIV,
  22. * H, LDH, WORK )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER UPLO
  26. * INTEGER J1, M, NB, LDA, LDH
  27. * ..
  28. * .. Array Arguments ..
  29. * INTEGER IPIV( * )
  30. * DOUBLE PRECISION A( LDA, * ), H( LDH, * ), WORK( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> DLATRF_AA factorizes a panel of a real symmetric matrix A using
  40. *> the Aasen's algorithm. The panel consists of a set of NB rows of A
  41. *> when UPLO is U, or a set of NB columns when UPLO is L.
  42. *>
  43. *> In order to factorize the panel, the Aasen's algorithm requires the
  44. *> last row, or column, of the previous panel. The first row, or column,
  45. *> of A is set to be the first row, or column, of an identity matrix,
  46. *> which is used to factorize the first panel.
  47. *>
  48. *> The resulting J-th row of U, or J-th column of L, is stored in the
  49. *> (J-1)-th row, or column, of A (without the unit diagonals), while
  50. *> the diagonal and subdiagonal of A are overwritten by those of T.
  51. *>
  52. *> \endverbatim
  53. *
  54. * Arguments:
  55. * ==========
  56. *
  57. *> \param[in] UPLO
  58. *> \verbatim
  59. *> UPLO is CHARACTER*1
  60. *> = 'U': Upper triangle of A is stored;
  61. *> = 'L': Lower triangle of A is stored.
  62. *> \endverbatim
  63. *>
  64. *> \param[in] J1
  65. *> \verbatim
  66. *> J1 is INTEGER
  67. *> The location of the first row, or column, of the panel
  68. *> within the submatrix of A, passed to this routine, e.g.,
  69. *> when called by DSYTRF_AA, for the first panel, J1 is 1,
  70. *> while for the remaining panels, J1 is 2.
  71. *> \endverbatim
  72. *>
  73. *> \param[in] M
  74. *> \verbatim
  75. *> M is INTEGER
  76. *> The dimension of the submatrix. M >= 0.
  77. *> \endverbatim
  78. *>
  79. *> \param[in] NB
  80. *> \verbatim
  81. *> NB is INTEGER
  82. *> The dimension of the panel to be facotorized.
  83. *> \endverbatim
  84. *>
  85. *> \param[in,out] A
  86. *> \verbatim
  87. *> A is DOUBLE PRECISION array, dimension (LDA,M) for
  88. *> the first panel, while dimension (LDA,M+1) for the
  89. *> remaining panels.
  90. *>
  91. *> On entry, A contains the last row, or column, of
  92. *> the previous panel, and the trailing submatrix of A
  93. *> to be factorized, except for the first panel, only
  94. *> the panel is passed.
  95. *>
  96. *> On exit, the leading panel is factorized.
  97. *> \endverbatim
  98. *>
  99. *> \param[in] LDA
  100. *> \verbatim
  101. *> LDA is INTEGER
  102. *> The leading dimension of the array A. LDA >= max(1,M).
  103. *> \endverbatim
  104. *>
  105. *> \param[out] IPIV
  106. *> \verbatim
  107. *> IPIV is INTEGER array, dimension (M)
  108. *> Details of the row and column interchanges,
  109. *> the row and column k were interchanged with the row and
  110. *> column IPIV(k).
  111. *> \endverbatim
  112. *>
  113. *> \param[in,out] H
  114. *> \verbatim
  115. *> H is DOUBLE PRECISION workspace, dimension (LDH,NB).
  116. *>
  117. *> \endverbatim
  118. *>
  119. *> \param[in] LDH
  120. *> \verbatim
  121. *> LDH is INTEGER
  122. *> The leading dimension of the workspace H. LDH >= max(1,M).
  123. *> \endverbatim
  124. *>
  125. *> \param[out] WORK
  126. *> \verbatim
  127. *> WORK is DOUBLE PRECISION workspace, dimension (M).
  128. *> \endverbatim
  129. *>
  130. *
  131. * Authors:
  132. * ========
  133. *
  134. *> \author Univ. of Tennessee
  135. *> \author Univ. of California Berkeley
  136. *> \author Univ. of Colorado Denver
  137. *> \author NAG Ltd.
  138. *
  139. *> \date November 2017
  140. *
  141. *> \ingroup doubleSYcomputational
  142. *
  143. * =====================================================================
  144. SUBROUTINE DLASYF_AA( UPLO, J1, M, NB, A, LDA, IPIV,
  145. $ H, LDH, WORK )
  146. *
  147. * -- LAPACK computational routine (version 3.8.0) --
  148. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  149. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  150. * November 2017
  151. *
  152. IMPLICIT NONE
  153. *
  154. * .. Scalar Arguments ..
  155. CHARACTER UPLO
  156. INTEGER M, NB, J1, LDA, LDH
  157. * ..
  158. * .. Array Arguments ..
  159. INTEGER IPIV( * )
  160. DOUBLE PRECISION A( LDA, * ), H( LDH, * ), WORK( * )
  161. * ..
  162. *
  163. * =====================================================================
  164. * .. Parameters ..
  165. DOUBLE PRECISION ZERO, ONE
  166. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  167. *
  168. * .. Local Scalars ..
  169. INTEGER J, K, K1, I1, I2, MJ
  170. DOUBLE PRECISION PIV, ALPHA
  171. * ..
  172. * .. External Functions ..
  173. LOGICAL LSAME
  174. INTEGER IDAMAX, ILAENV
  175. EXTERNAL LSAME, ILAENV, IDAMAX
  176. * ..
  177. * .. External Subroutines ..
  178. EXTERNAL DGEMV, DAXPY, DCOPY, DSWAP, DSCAL, DLASET,
  179. $ XERBLA
  180. * ..
  181. * .. Intrinsic Functions ..
  182. INTRINSIC MAX
  183. * ..
  184. * .. Executable Statements ..
  185. *
  186. J = 1
  187. *
  188. * K1 is the first column of the panel to be factorized
  189. * i.e., K1 is 2 for the first block column, and 1 for the rest of the blocks
  190. *
  191. K1 = (2-J1)+1
  192. *
  193. IF( LSAME( UPLO, 'U' ) ) THEN
  194. *
  195. * .....................................................
  196. * Factorize A as U**T*D*U using the upper triangle of A
  197. * .....................................................
  198. *
  199. 10 CONTINUE
  200. IF ( J.GT.MIN(M, NB) )
  201. $ GO TO 20
  202. *
  203. * K is the column to be factorized
  204. * when being called from DSYTRF_AA,
  205. * > for the first block column, J1 is 1, hence J1+J-1 is J,
  206. * > for the rest of the columns, J1 is 2, and J1+J-1 is J+1,
  207. *
  208. K = J1+J-1
  209. IF( J.EQ.M ) THEN
  210. *
  211. * Only need to compute T(J, J)
  212. *
  213. MJ = 1
  214. ELSE
  215. MJ = M-J+1
  216. END IF
  217. *
  218. * H(J:M, J) := A(J, J:M) - H(J:M, 1:(J-1)) * L(J1:(J-1), J),
  219. * where H(J:M, J) has been initialized to be A(J, J:M)
  220. *
  221. IF( K.GT.2 ) THEN
  222. *
  223. * K is the column to be factorized
  224. * > for the first block column, K is J, skipping the first two
  225. * columns
  226. * > for the rest of the columns, K is J+1, skipping only the
  227. * first column
  228. *
  229. CALL DGEMV( 'No transpose', MJ, J-K1,
  230. $ -ONE, H( J, K1 ), LDH,
  231. $ A( 1, J ), 1,
  232. $ ONE, H( J, J ), 1 )
  233. END IF
  234. *
  235. * Copy H(i:M, i) into WORK
  236. *
  237. CALL DCOPY( MJ, H( J, J ), 1, WORK( 1 ), 1 )
  238. *
  239. IF( J.GT.K1 ) THEN
  240. *
  241. * Compute WORK := WORK - L(J-1, J:M) * T(J-1,J),
  242. * where A(J-1, J) stores T(J-1, J) and A(J-2, J:M) stores U(J-1, J:M)
  243. *
  244. ALPHA = -A( K-1, J )
  245. CALL DAXPY( MJ, ALPHA, A( K-2, J ), LDA, WORK( 1 ), 1 )
  246. END IF
  247. *
  248. * Set A(J, J) = T(J, J)
  249. *
  250. A( K, J ) = WORK( 1 )
  251. *
  252. IF( J.LT.M ) THEN
  253. *
  254. * Compute WORK(2:M) = T(J, J) L(J, (J+1):M)
  255. * where A(J, J) stores T(J, J) and A(J-1, (J+1):M) stores U(J, (J+1):M)
  256. *
  257. IF( K.GT.1 ) THEN
  258. ALPHA = -A( K, J )
  259. CALL DAXPY( M-J, ALPHA, A( K-1, J+1 ), LDA,
  260. $ WORK( 2 ), 1 )
  261. ENDIF
  262. *
  263. * Find max(|WORK(2:M)|)
  264. *
  265. I2 = IDAMAX( M-J, WORK( 2 ), 1 ) + 1
  266. PIV = WORK( I2 )
  267. *
  268. * Apply symmetric pivot
  269. *
  270. IF( (I2.NE.2) .AND. (PIV.NE.0) ) THEN
  271. *
  272. * Swap WORK(I1) and WORK(I2)
  273. *
  274. I1 = 2
  275. WORK( I2 ) = WORK( I1 )
  276. WORK( I1 ) = PIV
  277. *
  278. * Swap A(I1, I1+1:M) with A(I1+1:M, I2)
  279. *
  280. I1 = I1+J-1
  281. I2 = I2+J-1
  282. CALL DSWAP( I2-I1-1, A( J1+I1-1, I1+1 ), LDA,
  283. $ A( J1+I1, I2 ), 1 )
  284. *
  285. * Swap A(I1, I2+1:M) with A(I2, I2+1:M)
  286. *
  287. IF( I2.LT.M )
  288. $ CALL DSWAP( M-I2, A( J1+I1-1, I2+1 ), LDA,
  289. $ A( J1+I2-1, I2+1 ), LDA )
  290. *
  291. * Swap A(I1, I1) with A(I2,I2)
  292. *
  293. PIV = A( I1+J1-1, I1 )
  294. A( J1+I1-1, I1 ) = A( J1+I2-1, I2 )
  295. A( J1+I2-1, I2 ) = PIV
  296. *
  297. * Swap H(I1, 1:J1) with H(I2, 1:J1)
  298. *
  299. CALL DSWAP( I1-1, H( I1, 1 ), LDH, H( I2, 1 ), LDH )
  300. IPIV( I1 ) = I2
  301. *
  302. IF( I1.GT.(K1-1) ) THEN
  303. *
  304. * Swap L(1:I1-1, I1) with L(1:I1-1, I2),
  305. * skipping the first column
  306. *
  307. CALL DSWAP( I1-K1+1, A( 1, I1 ), 1,
  308. $ A( 1, I2 ), 1 )
  309. END IF
  310. ELSE
  311. IPIV( J+1 ) = J+1
  312. ENDIF
  313. *
  314. * Set A(J, J+1) = T(J, J+1)
  315. *
  316. A( K, J+1 ) = WORK( 2 )
  317. *
  318. IF( J.LT.NB ) THEN
  319. *
  320. * Copy A(J+1:M, J+1) into H(J:M, J),
  321. *
  322. CALL DCOPY( M-J, A( K+1, J+1 ), LDA,
  323. $ H( J+1, J+1 ), 1 )
  324. END IF
  325. *
  326. * Compute L(J+2, J+1) = WORK( 3:M ) / T(J, J+1),
  327. * where A(J, J+1) = T(J, J+1) and A(J+2:M, J) = L(J+2:M, J+1)
  328. *
  329. IF( J.LT.(M-1) ) THEN
  330. IF( A( K, J+1 ).NE.ZERO ) THEN
  331. ALPHA = ONE / A( K, J+1 )
  332. CALL DCOPY( M-J-1, WORK( 3 ), 1, A( K, J+2 ), LDA )
  333. CALL DSCAL( M-J-1, ALPHA, A( K, J+2 ), LDA )
  334. ELSE
  335. CALL DLASET( 'Full', 1, M-J-1, ZERO, ZERO,
  336. $ A( K, J+2 ), LDA)
  337. END IF
  338. END IF
  339. END IF
  340. J = J + 1
  341. GO TO 10
  342. 20 CONTINUE
  343. *
  344. ELSE
  345. *
  346. * .....................................................
  347. * Factorize A as L*D*L**T using the lower triangle of A
  348. * .....................................................
  349. *
  350. 30 CONTINUE
  351. IF( J.GT.MIN( M, NB ) )
  352. $ GO TO 40
  353. *
  354. * K is the column to be factorized
  355. * when being called from DSYTRF_AA,
  356. * > for the first block column, J1 is 1, hence J1+J-1 is J,
  357. * > for the rest of the columns, J1 is 2, and J1+J-1 is J+1,
  358. *
  359. K = J1+J-1
  360. IF( J.EQ.M ) THEN
  361. *
  362. * Only need to compute T(J, J)
  363. *
  364. MJ = 1
  365. ELSE
  366. MJ = M-J+1
  367. END IF
  368. *
  369. * H(J:M, J) := A(J:M, J) - H(J:M, 1:(J-1)) * L(J, J1:(J-1))^T,
  370. * where H(J:M, J) has been initialized to be A(J:M, J)
  371. *
  372. IF( K.GT.2 ) THEN
  373. *
  374. * K is the column to be factorized
  375. * > for the first block column, K is J, skipping the first two
  376. * columns
  377. * > for the rest of the columns, K is J+1, skipping only the
  378. * first column
  379. *
  380. CALL DGEMV( 'No transpose', MJ, J-K1,
  381. $ -ONE, H( J, K1 ), LDH,
  382. $ A( J, 1 ), LDA,
  383. $ ONE, H( J, J ), 1 )
  384. END IF
  385. *
  386. * Copy H(J:M, J) into WORK
  387. *
  388. CALL DCOPY( MJ, H( J, J ), 1, WORK( 1 ), 1 )
  389. *
  390. IF( J.GT.K1 ) THEN
  391. *
  392. * Compute WORK := WORK - L(J:M, J-1) * T(J-1,J),
  393. * where A(J-1, J) = T(J-1, J) and A(J, J-2) = L(J, J-1)
  394. *
  395. ALPHA = -A( J, K-1 )
  396. CALL DAXPY( MJ, ALPHA, A( J, K-2 ), 1, WORK( 1 ), 1 )
  397. END IF
  398. *
  399. * Set A(J, J) = T(J, J)
  400. *
  401. A( J, K ) = WORK( 1 )
  402. *
  403. IF( J.LT.M ) THEN
  404. *
  405. * Compute WORK(2:M) = T(J, J) L((J+1):M, J)
  406. * where A(J, J) = T(J, J) and A((J+1):M, J-1) = L((J+1):M, J)
  407. *
  408. IF( K.GT.1 ) THEN
  409. ALPHA = -A( J, K )
  410. CALL DAXPY( M-J, ALPHA, A( J+1, K-1 ), 1,
  411. $ WORK( 2 ), 1 )
  412. ENDIF
  413. *
  414. * Find max(|WORK(2:M)|)
  415. *
  416. I2 = IDAMAX( M-J, WORK( 2 ), 1 ) + 1
  417. PIV = WORK( I2 )
  418. *
  419. * Apply symmetric pivot
  420. *
  421. IF( (I2.NE.2) .AND. (PIV.NE.0) ) THEN
  422. *
  423. * Swap WORK(I1) and WORK(I2)
  424. *
  425. I1 = 2
  426. WORK( I2 ) = WORK( I1 )
  427. WORK( I1 ) = PIV
  428. *
  429. * Swap A(I1+1:M, I1) with A(I2, I1+1:M)
  430. *
  431. I1 = I1+J-1
  432. I2 = I2+J-1
  433. CALL DSWAP( I2-I1-1, A( I1+1, J1+I1-1 ), 1,
  434. $ A( I2, J1+I1 ), LDA )
  435. *
  436. * Swap A(I2+1:M, I1) with A(I2+1:M, I2)
  437. *
  438. IF( I2.LT.M )
  439. $ CALL DSWAP( M-I2, A( I2+1, J1+I1-1 ), 1,
  440. $ A( I2+1, J1+I2-1 ), 1 )
  441. *
  442. * Swap A(I1, I1) with A(I2, I2)
  443. *
  444. PIV = A( I1, J1+I1-1 )
  445. A( I1, J1+I1-1 ) = A( I2, J1+I2-1 )
  446. A( I2, J1+I2-1 ) = PIV
  447. *
  448. * Swap H(I1, I1:J1) with H(I2, I2:J1)
  449. *
  450. CALL DSWAP( I1-1, H( I1, 1 ), LDH, H( I2, 1 ), LDH )
  451. IPIV( I1 ) = I2
  452. *
  453. IF( I1.GT.(K1-1) ) THEN
  454. *
  455. * Swap L(1:I1-1, I1) with L(1:I1-1, I2),
  456. * skipping the first column
  457. *
  458. CALL DSWAP( I1-K1+1, A( I1, 1 ), LDA,
  459. $ A( I2, 1 ), LDA )
  460. END IF
  461. ELSE
  462. IPIV( J+1 ) = J+1
  463. ENDIF
  464. *
  465. * Set A(J+1, J) = T(J+1, J)
  466. *
  467. A( J+1, K ) = WORK( 2 )
  468. *
  469. IF( J.LT.NB ) THEN
  470. *
  471. * Copy A(J+1:M, J+1) into H(J+1:M, J),
  472. *
  473. CALL DCOPY( M-J, A( J+1, K+1 ), 1,
  474. $ H( J+1, J+1 ), 1 )
  475. END IF
  476. *
  477. * Compute L(J+2, J+1) = WORK( 3:M ) / T(J, J+1),
  478. * where A(J, J+1) = T(J, J+1) and A(J+2:M, J) = L(J+2:M, J+1)
  479. *
  480. IF( J.LT.(M-1) ) THEN
  481. IF( A( J+1, K ).NE.ZERO ) THEN
  482. ALPHA = ONE / A( J+1, K )
  483. CALL DCOPY( M-J-1, WORK( 3 ), 1, A( J+2, K ), 1 )
  484. CALL DSCAL( M-J-1, ALPHA, A( J+2, K ), 1 )
  485. ELSE
  486. CALL DLASET( 'Full', M-J-1, 1, ZERO, ZERO,
  487. $ A( J+2, K ), LDA )
  488. END IF
  489. END IF
  490. END IF
  491. J = J + 1
  492. GO TO 30
  493. 40 CONTINUE
  494. END IF
  495. RETURN
  496. *
  497. * End of DLASYF_AA
  498. *
  499. END