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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. *> \date November 2013
  164. *
  165. *> \ingroup complexSYcomputational
  166. *
  167. *> \par Contributors:
  168. * ==================
  169. *>
  170. *> \verbatim
  171. *>
  172. *> November 2013, Igor Kozachenko,
  173. *> Computer Science Division,
  174. *> University of California, Berkeley
  175. *> \endverbatim
  176. *
  177. * =====================================================================
  178. SUBROUTINE CLASYF( UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO )
  179. *
  180. * -- LAPACK computational routine (version 3.5.0) --
  181. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  182. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  183. * November 2013
  184. *
  185. * .. Scalar Arguments ..
  186. CHARACTER UPLO
  187. INTEGER INFO, KB, LDA, LDW, N, NB
  188. * ..
  189. * .. Array Arguments ..
  190. INTEGER IPIV( * )
  191. COMPLEX A( LDA, * ), W( LDW, * )
  192. * ..
  193. *
  194. * =====================================================================
  195. *
  196. * .. Parameters ..
  197. REAL ZERO, ONE
  198. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  199. REAL EIGHT, SEVTEN
  200. PARAMETER ( EIGHT = 8.0E+0, SEVTEN = 17.0E+0 )
  201. COMPLEX CONE
  202. PARAMETER ( CONE = ( 1.0E+0, 0.0E+0 ) )
  203. * ..
  204. * .. Local Scalars ..
  205. INTEGER IMAX, J, JB, JJ, JMAX, JP, K, KK, KKW, KP,
  206. $ KSTEP, KW
  207. REAL ABSAKK, ALPHA, COLMAX, ROWMAX
  208. COMPLEX D11, D21, D22, R1, T, Z
  209. * ..
  210. * .. External Functions ..
  211. LOGICAL LSAME
  212. INTEGER ICAMAX
  213. EXTERNAL LSAME, ICAMAX
  214. * ..
  215. * .. External Subroutines ..
  216. EXTERNAL CCOPY, CGEMM, CGEMV, CSCAL, CSWAP
  217. * ..
  218. * .. Intrinsic Functions ..
  219. INTRINSIC ABS, AIMAG, MAX, MIN, REAL, SQRT
  220. * ..
  221. * .. Statement Functions ..
  222. REAL CABS1
  223. * ..
  224. * .. Statement Function definitions ..
  225. CABS1( Z ) = ABS( REAL( Z ) ) + ABS( AIMAG( Z ) )
  226. * ..
  227. * .. Executable Statements ..
  228. *
  229. INFO = 0
  230. *
  231. * Initialize ALPHA for use in choosing pivot block size.
  232. *
  233. ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
  234. *
  235. IF( LSAME( UPLO, 'U' ) ) THEN
  236. *
  237. * Factorize the trailing columns of A using the upper triangle
  238. * of A and working backwards, and compute the matrix W = U12*D
  239. * for use in updating A11
  240. *
  241. * K is the main loop index, decreasing from N in steps of 1 or 2
  242. *
  243. * KW is the column of W which corresponds to column K of A
  244. *
  245. K = N
  246. 10 CONTINUE
  247. KW = NB + K - N
  248. *
  249. * Exit from loop
  250. *
  251. IF( ( K.LE.N-NB+1 .AND. NB.LT.N ) .OR. K.LT.1 )
  252. $ GO TO 30
  253. *
  254. * Copy column K of A to column KW of W and update it
  255. *
  256. CALL CCOPY( K, A( 1, K ), 1, W( 1, KW ), 1 )
  257. IF( K.LT.N )
  258. $ CALL CGEMV( 'No transpose', K, N-K, -CONE, A( 1, K+1 ), LDA,
  259. $ W( K, KW+1 ), LDW, CONE, W( 1, KW ), 1 )
  260. *
  261. KSTEP = 1
  262. *
  263. * Determine rows and columns to be interchanged and whether
  264. * a 1-by-1 or 2-by-2 pivot block will be used
  265. *
  266. ABSAKK = CABS1( W( K, KW ) )
  267. *
  268. * IMAX is the row-index of the largest off-diagonal element in
  269. * column K, and COLMAX is its absolute value.
  270. * Determine both COLMAX and IMAX.
  271. *
  272. IF( K.GT.1 ) THEN
  273. IMAX = ICAMAX( K-1, W( 1, KW ), 1 )
  274. COLMAX = CABS1( W( IMAX, KW ) )
  275. ELSE
  276. COLMAX = ZERO
  277. END IF
  278. *
  279. IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
  280. *
  281. * Column K is zero or underflow: set INFO and continue
  282. *
  283. IF( INFO.EQ.0 )
  284. $ INFO = K
  285. KP = K
  286. ELSE
  287. IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
  288. *
  289. * no interchange, use 1-by-1 pivot block
  290. *
  291. KP = K
  292. ELSE
  293. *
  294. * Copy column IMAX to column KW-1 of W and update it
  295. *
  296. CALL CCOPY( IMAX, A( 1, IMAX ), 1, W( 1, KW-1 ), 1 )
  297. CALL CCOPY( K-IMAX, A( IMAX, IMAX+1 ), LDA,
  298. $ W( IMAX+1, KW-1 ), 1 )
  299. IF( K.LT.N )
  300. $ CALL CGEMV( 'No transpose', K, N-K, -CONE,
  301. $ A( 1, K+1 ), LDA, W( IMAX, KW+1 ), LDW,
  302. $ CONE, W( 1, KW-1 ), 1 )
  303. *
  304. * JMAX is the column-index of the largest off-diagonal
  305. * element in row IMAX, and ROWMAX is its absolute value
  306. *
  307. JMAX = IMAX + ICAMAX( K-IMAX, W( IMAX+1, KW-1 ), 1 )
  308. ROWMAX = CABS1( W( JMAX, KW-1 ) )
  309. IF( IMAX.GT.1 ) THEN
  310. JMAX = ICAMAX( IMAX-1, W( 1, KW-1 ), 1 )
  311. ROWMAX = MAX( ROWMAX, CABS1( W( JMAX, KW-1 ) ) )
  312. END IF
  313. *
  314. IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
  315. *
  316. * no interchange, use 1-by-1 pivot block
  317. *
  318. KP = K
  319. ELSE IF( CABS1( W( IMAX, KW-1 ) ).GE.ALPHA*ROWMAX ) THEN
  320. *
  321. * interchange rows and columns K and IMAX, use 1-by-1
  322. * pivot block
  323. *
  324. KP = IMAX
  325. *
  326. * copy column KW-1 of W to column KW of W
  327. *
  328. CALL CCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 )
  329. ELSE
  330. *
  331. * interchange rows and columns K-1 and IMAX, use 2-by-2
  332. * pivot block
  333. *
  334. KP = IMAX
  335. KSTEP = 2
  336. END IF
  337. END IF
  338. *
  339. * ============================================================
  340. *
  341. * KK is the column of A where pivoting step stopped
  342. *
  343. KK = K - KSTEP + 1
  344. *
  345. * KKW is the column of W which corresponds to column KK of A
  346. *
  347. KKW = NB + KK - N
  348. *
  349. * Interchange rows and columns KP and KK.
  350. * Updated column KP is already stored in column KKW of W.
  351. *
  352. IF( KP.NE.KK ) THEN
  353. *
  354. * Copy non-updated column KK to column KP of submatrix A
  355. * at step K. No need to copy element into column K
  356. * (or K and K-1 for 2-by-2 pivot) of A, since these columns
  357. * will be later overwritten.
  358. *
  359. A( KP, KP ) = A( KK, KK )
  360. CALL CCOPY( KK-1-KP, A( KP+1, KK ), 1, A( KP, KP+1 ),
  361. $ LDA )
  362. IF( KP.GT.1 )
  363. $ CALL CCOPY( KP-1, A( 1, KK ), 1, A( 1, KP ), 1 )
  364. *
  365. * Interchange rows KK and KP in last K+1 to N columns of A
  366. * (columns K (or K and K-1 for 2-by-2 pivot) of A will be
  367. * later overwritten). Interchange rows KK and KP
  368. * in last KKW to NB columns of W.
  369. *
  370. IF( K.LT.N )
  371. $ CALL CSWAP( N-K, A( KK, K+1 ), LDA, A( KP, K+1 ),
  372. $ LDA )
  373. CALL CSWAP( N-KK+1, W( KK, KKW ), LDW, W( KP, KKW ),
  374. $ LDW )
  375. END IF
  376. *
  377. IF( KSTEP.EQ.1 ) THEN
  378. *
  379. * 1-by-1 pivot block D(k): column kw of W now holds
  380. *
  381. * W(kw) = U(k)*D(k),
  382. *
  383. * where U(k) is the k-th column of U
  384. *
  385. * Store subdiag. elements of column U(k)
  386. * and 1-by-1 block D(k) in column k of A.
  387. * NOTE: Diagonal element U(k,k) is a UNIT element
  388. * and not stored.
  389. * A(k,k) := D(k,k) = W(k,kw)
  390. * A(1:k-1,k) := U(1:k-1,k) = W(1:k-1,kw)/D(k,k)
  391. *
  392. CALL CCOPY( K, W( 1, KW ), 1, A( 1, K ), 1 )
  393. R1 = CONE / A( K, K )
  394. CALL CSCAL( K-1, R1, A( 1, K ), 1 )
  395. *
  396. ELSE
  397. *
  398. * 2-by-2 pivot block D(k): columns kw and kw-1 of W now hold
  399. *
  400. * ( W(kw-1) W(kw) ) = ( U(k-1) U(k) )*D(k)
  401. *
  402. * where U(k) and U(k-1) are the k-th and (k-1)-th columns
  403. * of U
  404. *
  405. * Store U(1:k-2,k-1) and U(1:k-2,k) and 2-by-2
  406. * block D(k-1:k,k-1:k) in columns k-1 and k of A.
  407. * NOTE: 2-by-2 diagonal block U(k-1:k,k-1:k) is a UNIT
  408. * block and not stored.
  409. * A(k-1:k,k-1:k) := D(k-1:k,k-1:k) = W(k-1:k,kw-1:kw)
  410. * A(1:k-2,k-1:k) := U(1:k-2,k:k-1:k) =
  411. * = W(1:k-2,kw-1:kw) * ( D(k-1:k,k-1:k)**(-1) )
  412. *
  413. IF( K.GT.2 ) THEN
  414. *
  415. * Compose the columns of the inverse of 2-by-2 pivot
  416. * block D in the following way to reduce the number
  417. * of FLOPS when we myltiply panel ( W(kw-1) W(kw) ) by
  418. * this inverse
  419. *
  420. * D**(-1) = ( d11 d21 )**(-1) =
  421. * ( d21 d22 )
  422. *
  423. * = 1/(d11*d22-d21**2) * ( ( d22 ) (-d21 ) ) =
  424. * ( (-d21 ) ( d11 ) )
  425. *
  426. * = 1/d21 * 1/((d11/d21)*(d22/d21)-1) *
  427. *
  428. * * ( ( d22/d21 ) ( -1 ) ) =
  429. * ( ( -1 ) ( d11/d21 ) )
  430. *
  431. * = 1/d21 * 1/(D22*D11-1) * ( ( D11 ) ( -1 ) ) =
  432. * ( ( -1 ) ( D22 ) )
  433. *
  434. * = 1/d21 * T * ( ( D11 ) ( -1 ) )
  435. * ( ( -1 ) ( D22 ) )
  436. *
  437. * = D21 * ( ( D11 ) ( -1 ) )
  438. * ( ( -1 ) ( D22 ) )
  439. *
  440. D21 = W( K-1, KW )
  441. D11 = W( K, KW ) / D21
  442. D22 = W( K-1, KW-1 ) / D21
  443. T = CONE / ( D11*D22-CONE )
  444. *
  445. * Update elements in columns A(k-1) and A(k) as
  446. * dot products of rows of ( W(kw-1) W(kw) ) and columns
  447. * of D**(-1)
  448. *
  449. D21 = T / D21
  450. DO 20 J = 1, K - 2
  451. A( J, K-1 ) = D21*( D11*W( J, KW-1 )-W( J, KW ) )
  452. A( J, K ) = D21*( D22*W( J, KW )-W( J, KW-1 ) )
  453. 20 CONTINUE
  454. END IF
  455. *
  456. * Copy D(k) to A
  457. *
  458. A( K-1, K-1 ) = W( K-1, KW-1 )
  459. A( K-1, K ) = W( K-1, KW )
  460. A( K, K ) = W( K, KW )
  461. *
  462. END IF
  463. *
  464. END IF
  465. *
  466. * Store details of the interchanges in IPIV
  467. *
  468. IF( KSTEP.EQ.1 ) THEN
  469. IPIV( K ) = KP
  470. ELSE
  471. IPIV( K ) = -KP
  472. IPIV( K-1 ) = -KP
  473. END IF
  474. *
  475. * Decrease K and return to the start of the main loop
  476. *
  477. K = K - KSTEP
  478. GO TO 10
  479. *
  480. 30 CONTINUE
  481. *
  482. * Update the upper triangle of A11 (= A(1:k,1:k)) as
  483. *
  484. * A11 := A11 - U12*D*U12**T = A11 - U12*W**T
  485. *
  486. * computing blocks of NB columns at a time
  487. *
  488. DO 50 J = ( ( K-1 ) / NB )*NB + 1, 1, -NB
  489. JB = MIN( NB, K-J+1 )
  490. *
  491. * Update the upper triangle of the diagonal block
  492. *
  493. DO 40 JJ = J, J + JB - 1
  494. CALL CGEMV( 'No transpose', JJ-J+1, N-K, -CONE,
  495. $ A( J, K+1 ), LDA, W( JJ, KW+1 ), LDW, CONE,
  496. $ A( J, JJ ), 1 )
  497. 40 CONTINUE
  498. *
  499. * Update the rectangular superdiagonal block
  500. *
  501. CALL CGEMM( 'No transpose', 'Transpose', J-1, JB, N-K,
  502. $ -CONE, A( 1, K+1 ), LDA, W( J, KW+1 ), LDW,
  503. $ CONE, A( 1, J ), LDA )
  504. 50 CONTINUE
  505. *
  506. * Put U12 in standard form by partially undoing the interchanges
  507. * in columns k+1:n looping backwards from k+1 to n
  508. *
  509. J = K + 1
  510. 60 CONTINUE
  511. *
  512. * Undo the interchanges (if any) of rows JJ and JP at each
  513. * step J
  514. *
  515. * (Here, J is a diagonal index)
  516. JJ = J
  517. JP = IPIV( J )
  518. IF( JP.LT.0 ) THEN
  519. JP = -JP
  520. * (Here, J is a diagonal index)
  521. J = J + 1
  522. END IF
  523. * (NOTE: Here, J is used to determine row length. Length N-J+1
  524. * of the rows to swap back doesn't include diagonal element)
  525. J = J + 1
  526. IF( JP.NE.JJ .AND. J.LE.N )
  527. $ CALL CSWAP( N-J+1, A( JP, J ), LDA, A( JJ, J ), LDA )
  528. IF( J.LT.N )
  529. $ GO TO 60
  530. *
  531. * Set KB to the number of columns factorized
  532. *
  533. KB = N - K
  534. *
  535. ELSE
  536. *
  537. * Factorize the leading columns of A using the lower triangle
  538. * of A and working forwards, and compute the matrix W = L21*D
  539. * for use in updating A22
  540. *
  541. * K is the main loop index, increasing from 1 in steps of 1 or 2
  542. *
  543. K = 1
  544. 70 CONTINUE
  545. *
  546. * Exit from loop
  547. *
  548. IF( ( K.GE.NB .AND. NB.LT.N ) .OR. K.GT.N )
  549. $ GO TO 90
  550. *
  551. * Copy column K of A to column K of W and update it
  552. *
  553. CALL CCOPY( N-K+1, A( K, K ), 1, W( K, K ), 1 )
  554. CALL CGEMV( 'No transpose', N-K+1, K-1, -CONE, A( K, 1 ), LDA,
  555. $ W( K, 1 ), LDW, CONE, W( K, K ), 1 )
  556. *
  557. KSTEP = 1
  558. *
  559. * Determine rows and columns to be interchanged and whether
  560. * a 1-by-1 or 2-by-2 pivot block will be used
  561. *
  562. ABSAKK = CABS1( W( K, K ) )
  563. *
  564. * IMAX is the row-index of the largest off-diagonal element in
  565. * column K, and COLMAX is its absolute value.
  566. * Determine both COLMAX and IMAX.
  567. *
  568. IF( K.LT.N ) THEN
  569. IMAX = K + ICAMAX( N-K, W( K+1, K ), 1 )
  570. COLMAX = CABS1( W( IMAX, K ) )
  571. ELSE
  572. COLMAX = ZERO
  573. END IF
  574. *
  575. IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
  576. *
  577. * Column K is zero or underflow: set INFO and continue
  578. *
  579. IF( INFO.EQ.0 )
  580. $ INFO = K
  581. KP = K
  582. ELSE
  583. IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
  584. *
  585. * no interchange, use 1-by-1 pivot block
  586. *
  587. KP = K
  588. ELSE
  589. *
  590. * Copy column IMAX to column K+1 of W and update it
  591. *
  592. CALL CCOPY( IMAX-K, A( IMAX, K ), LDA, W( K, K+1 ), 1 )
  593. CALL CCOPY( N-IMAX+1, A( IMAX, IMAX ), 1, W( IMAX, K+1 ),
  594. $ 1 )
  595. CALL CGEMV( 'No transpose', N-K+1, K-1, -CONE, A( K, 1 ),
  596. $ LDA, W( IMAX, 1 ), LDW, CONE, W( K, K+1 ),
  597. $ 1 )
  598. *
  599. * JMAX is the column-index of the largest off-diagonal
  600. * element in row IMAX, and ROWMAX is its absolute value
  601. *
  602. JMAX = K - 1 + ICAMAX( IMAX-K, W( K, K+1 ), 1 )
  603. ROWMAX = CABS1( W( JMAX, K+1 ) )
  604. IF( IMAX.LT.N ) THEN
  605. JMAX = IMAX + ICAMAX( N-IMAX, W( IMAX+1, K+1 ), 1 )
  606. ROWMAX = MAX( ROWMAX, CABS1( W( JMAX, K+1 ) ) )
  607. END IF
  608. *
  609. IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
  610. *
  611. * no interchange, use 1-by-1 pivot block
  612. *
  613. KP = K
  614. ELSE IF( CABS1( W( IMAX, K+1 ) ).GE.ALPHA*ROWMAX ) THEN
  615. *
  616. * interchange rows and columns K and IMAX, use 1-by-1
  617. * pivot block
  618. *
  619. KP = IMAX
  620. *
  621. * copy column K+1 of W to column K of W
  622. *
  623. CALL CCOPY( N-K+1, W( K, K+1 ), 1, W( K, K ), 1 )
  624. ELSE
  625. *
  626. * interchange rows and columns K+1 and IMAX, use 2-by-2
  627. * pivot block
  628. *
  629. KP = IMAX
  630. KSTEP = 2
  631. END IF
  632. END IF
  633. *
  634. * ============================================================
  635. *
  636. * KK is the column of A where pivoting step stopped
  637. *
  638. KK = K + KSTEP - 1
  639. *
  640. * Interchange rows and columns KP and KK.
  641. * Updated column KP is already stored in column KK of W.
  642. *
  643. IF( KP.NE.KK ) THEN
  644. *
  645. * Copy non-updated column KK to column KP of submatrix A
  646. * at step K. No need to copy element into column K
  647. * (or K and K+1 for 2-by-2 pivot) of A, since these columns
  648. * will be later overwritten.
  649. *
  650. A( KP, KP ) = A( KK, KK )
  651. CALL CCOPY( KP-KK-1, A( KK+1, KK ), 1, A( KP, KK+1 ),
  652. $ LDA )
  653. IF( KP.LT.N )
  654. $ CALL CCOPY( N-KP, A( KP+1, KK ), 1, A( KP+1, KP ), 1 )
  655. *
  656. * Interchange rows KK and KP in first K-1 columns of A
  657. * (columns K (or K and K+1 for 2-by-2 pivot) of A will be
  658. * later overwritten). Interchange rows KK and KP
  659. * in first KK columns of W.
  660. *
  661. IF( K.GT.1 )
  662. $ CALL CSWAP( K-1, A( KK, 1 ), LDA, A( KP, 1 ), LDA )
  663. CALL CSWAP( KK, W( KK, 1 ), LDW, W( KP, 1 ), LDW )
  664. END IF
  665. *
  666. IF( KSTEP.EQ.1 ) THEN
  667. *
  668. * 1-by-1 pivot block D(k): column k of W now holds
  669. *
  670. * W(k) = L(k)*D(k),
  671. *
  672. * where L(k) is the k-th column of L
  673. *
  674. * Store subdiag. elements of column L(k)
  675. * and 1-by-1 block D(k) in column k of A.
  676. * (NOTE: Diagonal element L(k,k) is a UNIT element
  677. * and not stored)
  678. * A(k,k) := D(k,k) = W(k,k)
  679. * A(k+1:N,k) := L(k+1:N,k) = W(k+1:N,k)/D(k,k)
  680. *
  681. CALL CCOPY( N-K+1, W( K, K ), 1, A( K, K ), 1 )
  682. IF( K.LT.N ) THEN
  683. R1 = CONE / A( K, K )
  684. CALL CSCAL( N-K, R1, A( K+1, K ), 1 )
  685. END IF
  686. *
  687. ELSE
  688. *
  689. * 2-by-2 pivot block D(k): columns k and k+1 of W now hold
  690. *
  691. * ( W(k) W(k+1) ) = ( L(k) L(k+1) )*D(k)
  692. *
  693. * where L(k) and L(k+1) are the k-th and (k+1)-th columns
  694. * of L
  695. *
  696. * Store L(k+2:N,k) and L(k+2:N,k+1) and 2-by-2
  697. * block D(k:k+1,k:k+1) in columns k and k+1 of A.
  698. * (NOTE: 2-by-2 diagonal block L(k:k+1,k:k+1) is a UNIT
  699. * block and not stored)
  700. * A(k:k+1,k:k+1) := D(k:k+1,k:k+1) = W(k:k+1,k:k+1)
  701. * A(k+2:N,k:k+1) := L(k+2:N,k:k+1) =
  702. * = W(k+2:N,k:k+1) * ( D(k:k+1,k:k+1)**(-1) )
  703. *
  704. IF( K.LT.N-1 ) THEN
  705. *
  706. * Compose the columns of the inverse of 2-by-2 pivot
  707. * block D in the following way to reduce the number
  708. * of FLOPS when we myltiply panel ( W(k) W(k+1) ) by
  709. * this inverse
  710. *
  711. * D**(-1) = ( d11 d21 )**(-1) =
  712. * ( d21 d22 )
  713. *
  714. * = 1/(d11*d22-d21**2) * ( ( d22 ) (-d21 ) ) =
  715. * ( (-d21 ) ( d11 ) )
  716. *
  717. * = 1/d21 * 1/((d11/d21)*(d22/d21)-1) *
  718. *
  719. * * ( ( d22/d21 ) ( -1 ) ) =
  720. * ( ( -1 ) ( d11/d21 ) )
  721. *
  722. * = 1/d21 * 1/(D22*D11-1) * ( ( D11 ) ( -1 ) ) =
  723. * ( ( -1 ) ( D22 ) )
  724. *
  725. * = 1/d21 * T * ( ( D11 ) ( -1 ) )
  726. * ( ( -1 ) ( D22 ) )
  727. *
  728. * = D21 * ( ( D11 ) ( -1 ) )
  729. * ( ( -1 ) ( D22 ) )
  730. *
  731. D21 = W( K+1, K )
  732. D11 = W( K+1, K+1 ) / D21
  733. D22 = W( K, K ) / D21
  734. T = CONE / ( D11*D22-CONE )
  735. D21 = T / D21
  736. *
  737. * Update elements in columns A(k) and A(k+1) as
  738. * dot products of rows of ( W(k) W(k+1) ) and columns
  739. * of D**(-1)
  740. *
  741. DO 80 J = K + 2, N
  742. A( J, K ) = D21*( D11*W( J, K )-W( J, K+1 ) )
  743. A( J, K+1 ) = D21*( D22*W( J, K+1 )-W( J, K ) )
  744. 80 CONTINUE
  745. END IF
  746. *
  747. * Copy D(k) to A
  748. *
  749. A( K, K ) = W( K, K )
  750. A( K+1, K ) = W( K+1, K )
  751. A( K+1, K+1 ) = W( K+1, K+1 )
  752. *
  753. END IF
  754. *
  755. END IF
  756. *
  757. * Store details of the interchanges in IPIV
  758. *
  759. IF( KSTEP.EQ.1 ) THEN
  760. IPIV( K ) = KP
  761. ELSE
  762. IPIV( K ) = -KP
  763. IPIV( K+1 ) = -KP
  764. END IF
  765. *
  766. * Increase K and return to the start of the main loop
  767. *
  768. K = K + KSTEP
  769. GO TO 70
  770. *
  771. 90 CONTINUE
  772. *
  773. * Update the lower triangle of A22 (= A(k:n,k:n)) as
  774. *
  775. * A22 := A22 - L21*D*L21**T = A22 - L21*W**T
  776. *
  777. * computing blocks of NB columns at a time
  778. *
  779. DO 110 J = K, N, NB
  780. JB = MIN( NB, N-J+1 )
  781. *
  782. * Update the lower triangle of the diagonal block
  783. *
  784. DO 100 JJ = J, J + JB - 1
  785. CALL CGEMV( 'No transpose', J+JB-JJ, K-1, -CONE,
  786. $ A( JJ, 1 ), LDA, W( JJ, 1 ), LDW, CONE,
  787. $ A( JJ, JJ ), 1 )
  788. 100 CONTINUE
  789. *
  790. * Update the rectangular subdiagonal block
  791. *
  792. IF( J+JB.LE.N )
  793. $ CALL CGEMM( 'No transpose', 'Transpose', N-J-JB+1, JB,
  794. $ K-1, -CONE, A( J+JB, 1 ), LDA, W( J, 1 ),
  795. $ LDW, CONE, A( J+JB, J ), LDA )
  796. 110 CONTINUE
  797. *
  798. * Put L21 in standard form by partially undoing the interchanges
  799. * of rows in columns 1:k-1 looping backwards from k-1 to 1
  800. *
  801. J = K - 1
  802. 120 CONTINUE
  803. *
  804. * Undo the interchanges (if any) of rows JJ and JP at each
  805. * step J
  806. *
  807. * (Here, J is a diagonal index)
  808. JJ = J
  809. JP = IPIV( J )
  810. IF( JP.LT.0 ) THEN
  811. JP = -JP
  812. * (Here, J is a diagonal index)
  813. J = J - 1
  814. END IF
  815. * (NOTE: Here, J is used to determine row length. Length J
  816. * of the rows to swap back doesn't include diagonal element)
  817. J = J - 1
  818. IF( JP.NE.JJ .AND. J.GE.1 )
  819. $ CALL CSWAP( J, A( JP, 1 ), LDA, A( JJ, 1 ), LDA )
  820. IF( J.GT.1 )
  821. $ GO TO 120
  822. *
  823. * Set KB to the number of columns factorized
  824. *
  825. KB = K - 1
  826. *
  827. END IF
  828. RETURN
  829. *
  830. * End of CLASYF
  831. *
  832. END