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zlasyf.f 27 kB

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  1. *> \brief \b ZLASYF 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 ZLASYF + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlasyf.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlasyf.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlasyf.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZLASYF( 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*16 A( LDA, * ), W( LDW, * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> ZLASYF 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. *> ZLASYF is an auxiliary routine called by ZSYTRF. 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*16 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*16 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 complex16SYcomputational
  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 ZLASYF( 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*16 A( LDA, * ), W( LDW, * )
  189. * ..
  190. *
  191. * =====================================================================
  192. *
  193. * .. Parameters ..
  194. DOUBLE PRECISION ZERO, ONE
  195. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  196. DOUBLE PRECISION EIGHT, SEVTEN
  197. PARAMETER ( EIGHT = 8.0D+0, SEVTEN = 17.0D+0 )
  198. COMPLEX*16 CONE
  199. PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) )
  200. * ..
  201. * .. Local Scalars ..
  202. INTEGER IMAX, J, JB, JJ, JMAX, JP, K, KK, KKW, KP,
  203. $ KSTEP, KW
  204. DOUBLE PRECISION ABSAKK, ALPHA, COLMAX, ROWMAX
  205. COMPLEX*16 D11, D21, D22, R1, T, Z
  206. * ..
  207. * .. External Functions ..
  208. LOGICAL LSAME
  209. INTEGER IZAMAX
  210. EXTERNAL LSAME, IZAMAX
  211. * ..
  212. * .. External Subroutines ..
  213. EXTERNAL ZCOPY, ZGEMM, ZGEMV, ZSCAL, ZSWAP
  214. * ..
  215. * .. Intrinsic Functions ..
  216. INTRINSIC ABS, DBLE, DIMAG, MAX, MIN, SQRT
  217. * ..
  218. * .. Statement Functions ..
  219. DOUBLE PRECISION CABS1
  220. * ..
  221. * .. Statement Function definitions ..
  222. CABS1( Z ) = ABS( DBLE( Z ) ) + ABS( DIMAG( 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 ZCOPY( K, A( 1, K ), 1, W( 1, KW ), 1 )
  254. IF( K.LT.N )
  255. $ CALL ZGEMV( '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. *
  267. IF( K.GT.1 ) THEN
  268. IMAX = IZAMAX( K-1, W( 1, KW ), 1 )
  269. COLMAX = CABS1( W( IMAX, KW ) )
  270. ELSE
  271. COLMAX = ZERO
  272. END IF
  273. *
  274. IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
  275. *
  276. * Column K is zero or underflow: set INFO and continue
  277. *
  278. IF( INFO.EQ.0 )
  279. $ INFO = K
  280. KP = K
  281. ELSE
  282. IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
  283. *
  284. * no interchange, use 1-by-1 pivot block
  285. *
  286. KP = K
  287. ELSE
  288. *
  289. * Copy column IMAX to column KW-1 of W and update it
  290. *
  291. CALL ZCOPY( IMAX, A( 1, IMAX ), 1, W( 1, KW-1 ), 1 )
  292. CALL ZCOPY( K-IMAX, A( IMAX, IMAX+1 ), LDA,
  293. $ W( IMAX+1, KW-1 ), 1 )
  294. IF( K.LT.N )
  295. $ CALL ZGEMV( 'No transpose', K, N-K, -CONE,
  296. $ A( 1, K+1 ), LDA, W( IMAX, KW+1 ), LDW,
  297. $ CONE, W( 1, KW-1 ), 1 )
  298. *
  299. * JMAX is the column-index of the largest off-diagonal
  300. * element in row IMAX, and ROWMAX is its absolute value
  301. *
  302. JMAX = IMAX + IZAMAX( K-IMAX, W( IMAX+1, KW-1 ), 1 )
  303. ROWMAX = CABS1( W( JMAX, KW-1 ) )
  304. IF( IMAX.GT.1 ) THEN
  305. JMAX = IZAMAX( IMAX-1, W( 1, KW-1 ), 1 )
  306. ROWMAX = MAX( ROWMAX, CABS1( W( JMAX, KW-1 ) ) )
  307. END IF
  308. *
  309. IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
  310. *
  311. * no interchange, use 1-by-1 pivot block
  312. *
  313. KP = K
  314. ELSE IF( CABS1( W( IMAX, KW-1 ) ).GE.ALPHA*ROWMAX ) THEN
  315. *
  316. * interchange rows and columns K and IMAX, use 1-by-1
  317. * pivot block
  318. *
  319. KP = IMAX
  320. *
  321. * copy column KW-1 of W to column KW of W
  322. *
  323. CALL ZCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 )
  324. ELSE
  325. *
  326. * interchange rows and columns K-1 and IMAX, use 2-by-2
  327. * pivot block
  328. *
  329. KP = IMAX
  330. KSTEP = 2
  331. END IF
  332. END IF
  333. *
  334. * ============================================================
  335. *
  336. * KK is the column of A where pivoting step stopped
  337. *
  338. KK = K - KSTEP + 1
  339. *
  340. * KKW is the column of W which corresponds to column KK of A
  341. *
  342. KKW = NB + KK - N
  343. *
  344. * Interchange rows and columns KP and KK.
  345. * Updated column KP is already stored in column KKW of W.
  346. *
  347. IF( KP.NE.KK ) THEN
  348. *
  349. * Copy non-updated column KK to column KP of submatrix A
  350. * at step K. No need to copy element into column K
  351. * (or K and K-1 for 2-by-2 pivot) of A, since these columns
  352. * will be later overwritten.
  353. *
  354. A( KP, KP ) = A( KK, KK )
  355. CALL ZCOPY( KK-1-KP, A( KP+1, KK ), 1, A( KP, KP+1 ),
  356. $ LDA )
  357. IF( KP.GT.1 )
  358. $ CALL ZCOPY( KP-1, A( 1, KK ), 1, A( 1, KP ), 1 )
  359. *
  360. * Interchange rows KK and KP in last K+1 to N columns of A
  361. * (columns K (or K and K-1 for 2-by-2 pivot) of A will be
  362. * later overwritten). Interchange rows KK and KP
  363. * in last KKW to NB columns of W.
  364. *
  365. IF( K.LT.N )
  366. $ CALL ZSWAP( N-K, A( KK, K+1 ), LDA, A( KP, K+1 ),
  367. $ LDA )
  368. CALL ZSWAP( N-KK+1, W( KK, KKW ), LDW, W( KP, KKW ),
  369. $ LDW )
  370. END IF
  371. *
  372. IF( KSTEP.EQ.1 ) THEN
  373. *
  374. * 1-by-1 pivot block D(k): column kw of W now holds
  375. *
  376. * W(kw) = U(k)*D(k),
  377. *
  378. * where U(k) is the k-th column of U
  379. *
  380. * Store subdiag. elements of column U(k)
  381. * and 1-by-1 block D(k) in column k of A.
  382. * NOTE: Diagonal element U(k,k) is a UNIT element
  383. * and not stored.
  384. * A(k,k) := D(k,k) = W(k,kw)
  385. * A(1:k-1,k) := U(1:k-1,k) = W(1:k-1,kw)/D(k,k)
  386. *
  387. CALL ZCOPY( K, W( 1, KW ), 1, A( 1, K ), 1 )
  388. R1 = CONE / A( K, K )
  389. CALL ZSCAL( K-1, R1, A( 1, K ), 1 )
  390. *
  391. ELSE
  392. *
  393. * 2-by-2 pivot block D(k): columns kw and kw-1 of W now hold
  394. *
  395. * ( W(kw-1) W(kw) ) = ( U(k-1) U(k) )*D(k)
  396. *
  397. * where U(k) and U(k-1) are the k-th and (k-1)-th columns
  398. * of U
  399. *
  400. * Store U(1:k-2,k-1) and U(1:k-2,k) and 2-by-2
  401. * block D(k-1:k,k-1:k) in columns k-1 and k of A.
  402. * NOTE: 2-by-2 diagonal block U(k-1:k,k-1:k) is a UNIT
  403. * block and not stored.
  404. * A(k-1:k,k-1:k) := D(k-1:k,k-1:k) = W(k-1:k,kw-1:kw)
  405. * A(1:k-2,k-1:k) := U(1:k-2,k:k-1:k) =
  406. * = W(1:k-2,kw-1:kw) * ( D(k-1:k,k-1:k)**(-1) )
  407. *
  408. IF( K.GT.2 ) THEN
  409. *
  410. * Compose the columns of the inverse of 2-by-2 pivot
  411. * block D in the following way to reduce the number
  412. * of FLOPS when we myltiply panel ( W(kw-1) W(kw) ) by
  413. * this inverse
  414. *
  415. * D**(-1) = ( d11 d21 )**(-1) =
  416. * ( d21 d22 )
  417. *
  418. * = 1/(d11*d22-d21**2) * ( ( d22 ) (-d21 ) ) =
  419. * ( (-d21 ) ( d11 ) )
  420. *
  421. * = 1/d21 * 1/((d11/d21)*(d22/d21)-1) *
  422. *
  423. * * ( ( d22/d21 ) ( -1 ) ) =
  424. * ( ( -1 ) ( d11/d21 ) )
  425. *
  426. * = 1/d21 * 1/(D22*D11-1) * ( ( D11 ) ( -1 ) ) =
  427. * ( ( -1 ) ( D22 ) )
  428. *
  429. * = 1/d21 * T * ( ( D11 ) ( -1 ) )
  430. * ( ( -1 ) ( D22 ) )
  431. *
  432. * = D21 * ( ( D11 ) ( -1 ) )
  433. * ( ( -1 ) ( D22 ) )
  434. *
  435. D21 = W( K-1, KW )
  436. D11 = W( K, KW ) / D21
  437. D22 = W( K-1, KW-1 ) / D21
  438. T = CONE / ( D11*D22-CONE )
  439. D21 = T / D21
  440. *
  441. * Update elements in columns A(k-1) and A(k) as
  442. * dot products of rows of ( W(kw-1) W(kw) ) and columns
  443. * of D**(-1)
  444. *
  445. DO 20 J = 1, K - 2
  446. A( J, K-1 ) = D21*( D11*W( J, KW-1 )-W( J, KW ) )
  447. A( J, K ) = D21*( D22*W( J, KW )-W( J, KW-1 ) )
  448. 20 CONTINUE
  449. END IF
  450. *
  451. * Copy D(k) to A
  452. *
  453. A( K-1, K-1 ) = W( K-1, KW-1 )
  454. A( K-1, K ) = W( K-1, KW )
  455. A( K, K ) = W( K, KW )
  456. *
  457. END IF
  458. *
  459. END IF
  460. *
  461. * Store details of the interchanges in IPIV
  462. *
  463. IF( KSTEP.EQ.1 ) THEN
  464. IPIV( K ) = KP
  465. ELSE
  466. IPIV( K ) = -KP
  467. IPIV( K-1 ) = -KP
  468. END IF
  469. *
  470. * Decrease K and return to the start of the main loop
  471. *
  472. K = K - KSTEP
  473. GO TO 10
  474. *
  475. 30 CONTINUE
  476. *
  477. * Update the upper triangle of A11 (= A(1:k,1:k)) as
  478. *
  479. * A11 := A11 - U12*D*U12**T = A11 - U12*W**T
  480. *
  481. * computing blocks of NB columns at a time
  482. *
  483. DO 50 J = ( ( K-1 ) / NB )*NB + 1, 1, -NB
  484. JB = MIN( NB, K-J+1 )
  485. *
  486. * Update the upper triangle of the diagonal block
  487. *
  488. DO 40 JJ = J, J + JB - 1
  489. CALL ZGEMV( 'No transpose', JJ-J+1, N-K, -CONE,
  490. $ A( J, K+1 ), LDA, W( JJ, KW+1 ), LDW, CONE,
  491. $ A( J, JJ ), 1 )
  492. 40 CONTINUE
  493. *
  494. * Update the rectangular superdiagonal block
  495. *
  496. CALL ZGEMM( 'No transpose', 'Transpose', J-1, JB, N-K,
  497. $ -CONE, A( 1, K+1 ), LDA, W( J, KW+1 ), LDW,
  498. $ CONE, A( 1, J ), LDA )
  499. 50 CONTINUE
  500. *
  501. * Put U12 in standard form by partially undoing the interchanges
  502. * in columns k+1:n looping backwards from k+1 to n
  503. *
  504. J = K + 1
  505. 60 CONTINUE
  506. *
  507. * Undo the interchanges (if any) of rows JJ and JP at each
  508. * step J
  509. *
  510. * (Here, J is a diagonal index)
  511. JJ = J
  512. JP = IPIV( J )
  513. IF( JP.LT.0 ) THEN
  514. JP = -JP
  515. * (Here, J is a diagonal index)
  516. J = J + 1
  517. END IF
  518. * (NOTE: Here, J is used to determine row length. Length N-J+1
  519. * of the rows to swap back doesn't include diagonal element)
  520. J = J + 1
  521. IF( JP.NE.JJ .AND. J.LE.N )
  522. $ CALL ZSWAP( N-J+1, A( JP, J ), LDA, A( JJ, J ), LDA )
  523. IF( J.LT.N )
  524. $ GO TO 60
  525. *
  526. * Set KB to the number of columns factorized
  527. *
  528. KB = N - K
  529. *
  530. ELSE
  531. *
  532. * Factorize the leading columns of A using the lower triangle
  533. * of A and working forwards, and compute the matrix W = L21*D
  534. * for use in updating A22
  535. *
  536. * K is the main loop index, increasing from 1 in steps of 1 or 2
  537. *
  538. K = 1
  539. 70 CONTINUE
  540. *
  541. * Exit from loop
  542. *
  543. IF( ( K.GE.NB .AND. NB.LT.N ) .OR. K.GT.N )
  544. $ GO TO 90
  545. *
  546. * Copy column K of A to column K of W and update it
  547. *
  548. CALL ZCOPY( N-K+1, A( K, K ), 1, W( K, K ), 1 )
  549. CALL ZGEMV( 'No transpose', N-K+1, K-1, -CONE, A( K, 1 ), LDA,
  550. $ W( K, 1 ), LDW, CONE, W( K, K ), 1 )
  551. *
  552. KSTEP = 1
  553. *
  554. * Determine rows and columns to be interchanged and whether
  555. * a 1-by-1 or 2-by-2 pivot block will be used
  556. *
  557. ABSAKK = CABS1( W( K, K ) )
  558. *
  559. * IMAX is the row-index of the largest off-diagonal element in
  560. *
  561. IF( K.LT.N ) THEN
  562. IMAX = K + IZAMAX( N-K, W( K+1, K ), 1 )
  563. COLMAX = CABS1( W( IMAX, K ) )
  564. ELSE
  565. COLMAX = ZERO
  566. END IF
  567. *
  568. IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
  569. *
  570. * Column K is zero or underflow: set INFO and continue
  571. *
  572. IF( INFO.EQ.0 )
  573. $ INFO = K
  574. KP = K
  575. ELSE
  576. IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
  577. *
  578. * no interchange, use 1-by-1 pivot block
  579. *
  580. KP = K
  581. ELSE
  582. *
  583. * Copy column IMAX to column K+1 of W and update it
  584. *
  585. CALL ZCOPY( IMAX-K, A( IMAX, K ), LDA, W( K, K+1 ), 1 )
  586. CALL ZCOPY( N-IMAX+1, A( IMAX, IMAX ), 1, W( IMAX, K+1 ),
  587. $ 1 )
  588. CALL ZGEMV( 'No transpose', N-K+1, K-1, -CONE, A( K, 1 ),
  589. $ LDA, W( IMAX, 1 ), LDW, CONE, W( K, K+1 ),
  590. $ 1 )
  591. *
  592. * JMAX is the column-index of the largest off-diagonal
  593. * element in row IMAX, and ROWMAX is its absolute value
  594. *
  595. JMAX = K - 1 + IZAMAX( IMAX-K, W( K, K+1 ), 1 )
  596. ROWMAX = CABS1( W( JMAX, K+1 ) )
  597. IF( IMAX.LT.N ) THEN
  598. JMAX = IMAX + IZAMAX( N-IMAX, W( IMAX+1, K+1 ), 1 )
  599. ROWMAX = MAX( ROWMAX, CABS1( W( JMAX, K+1 ) ) )
  600. END IF
  601. *
  602. IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
  603. *
  604. * no interchange, use 1-by-1 pivot block
  605. *
  606. KP = K
  607. ELSE IF( CABS1( W( IMAX, K+1 ) ).GE.ALPHA*ROWMAX ) THEN
  608. *
  609. * interchange rows and columns K and IMAX, use 1-by-1
  610. * pivot block
  611. *
  612. KP = IMAX
  613. *
  614. * copy column K+1 of W to column K of W
  615. *
  616. CALL ZCOPY( N-K+1, W( K, K+1 ), 1, W( K, K ), 1 )
  617. ELSE
  618. *
  619. * interchange rows and columns K+1 and IMAX, use 2-by-2
  620. * pivot block
  621. *
  622. KP = IMAX
  623. KSTEP = 2
  624. END IF
  625. END IF
  626. *
  627. * ============================================================
  628. *
  629. * KK is the column of A where pivoting step stopped
  630. *
  631. KK = K + KSTEP - 1
  632. *
  633. * Interchange rows and columns KP and KK.
  634. * Updated column KP is already stored in column KK of W.
  635. *
  636. IF( KP.NE.KK ) THEN
  637. *
  638. * Copy non-updated column KK to column KP of submatrix A
  639. * at step K. No need to copy element into column K
  640. * (or K and K+1 for 2-by-2 pivot) of A, since these columns
  641. * will be later overwritten.
  642. *
  643. A( KP, KP ) = A( KK, KK )
  644. CALL ZCOPY( KP-KK-1, A( KK+1, KK ), 1, A( KP, KK+1 ),
  645. $ LDA )
  646. IF( KP.LT.N )
  647. $ CALL ZCOPY( N-KP, A( KP+1, KK ), 1, A( KP+1, KP ), 1 )
  648. *
  649. * Interchange rows KK and KP in first K-1 columns of A
  650. * (columns K (or K and K+1 for 2-by-2 pivot) of A will be
  651. * later overwritten). Interchange rows KK and KP
  652. * in first KK columns of W.
  653. *
  654. IF( K.GT.1 )
  655. $ CALL ZSWAP( K-1, A( KK, 1 ), LDA, A( KP, 1 ), LDA )
  656. CALL ZSWAP( KK, W( KK, 1 ), LDW, W( KP, 1 ), LDW )
  657. END IF
  658. *
  659. IF( KSTEP.EQ.1 ) THEN
  660. *
  661. * 1-by-1 pivot block D(k): column k of W now holds
  662. *
  663. * W(k) = L(k)*D(k),
  664. *
  665. * where L(k) is the k-th column of L
  666. *
  667. * Store subdiag. elements of column L(k)
  668. * and 1-by-1 block D(k) in column k of A.
  669. * (NOTE: Diagonal element L(k,k) is a UNIT element
  670. * and not stored)
  671. * A(k,k) := D(k,k) = W(k,k)
  672. * A(k+1:N,k) := L(k+1:N,k) = W(k+1:N,k)/D(k,k)
  673. *
  674. CALL ZCOPY( N-K+1, W( K, K ), 1, A( K, K ), 1 )
  675. IF( K.LT.N ) THEN
  676. R1 = CONE / A( K, K )
  677. CALL ZSCAL( N-K, R1, A( K+1, K ), 1 )
  678. END IF
  679. *
  680. ELSE
  681. *
  682. * 2-by-2 pivot block D(k): columns k and k+1 of W now hold
  683. *
  684. * ( W(k) W(k+1) ) = ( L(k) L(k+1) )*D(k)
  685. *
  686. * where L(k) and L(k+1) are the k-th and (k+1)-th columns
  687. * of L
  688. *
  689. * Store L(k+2:N,k) and L(k+2:N,k+1) and 2-by-2
  690. * block D(k:k+1,k:k+1) in columns k and k+1 of A.
  691. * (NOTE: 2-by-2 diagonal block L(k:k+1,k:k+1) is a UNIT
  692. * block and not stored)
  693. * A(k:k+1,k:k+1) := D(k:k+1,k:k+1) = W(k:k+1,k:k+1)
  694. * A(k+2:N,k:k+1) := L(k+2:N,k:k+1) =
  695. * = W(k+2:N,k:k+1) * ( D(k:k+1,k:k+1)**(-1) )
  696. *
  697. IF( K.LT.N-1 ) THEN
  698. *
  699. * Compose the columns of the inverse of 2-by-2 pivot
  700. * block D in the following way to reduce the number
  701. * of FLOPS when we myltiply panel ( W(k) W(k+1) ) by
  702. * this inverse
  703. *
  704. * D**(-1) = ( d11 d21 )**(-1) =
  705. * ( d21 d22 )
  706. *
  707. * = 1/(d11*d22-d21**2) * ( ( d22 ) (-d21 ) ) =
  708. * ( (-d21 ) ( d11 ) )
  709. *
  710. * = 1/d21 * 1/((d11/d21)*(d22/d21)-1) *
  711. *
  712. * * ( ( d22/d21 ) ( -1 ) ) =
  713. * ( ( -1 ) ( d11/d21 ) )
  714. *
  715. * = 1/d21 * 1/(D22*D11-1) * ( ( D11 ) ( -1 ) ) =
  716. * ( ( -1 ) ( D22 ) )
  717. *
  718. * = 1/d21 * T * ( ( D11 ) ( -1 ) )
  719. * ( ( -1 ) ( D22 ) )
  720. *
  721. * = D21 * ( ( D11 ) ( -1 ) )
  722. * ( ( -1 ) ( D22 ) )
  723. *
  724. D21 = W( K+1, K )
  725. D11 = W( K+1, K+1 ) / D21
  726. D22 = W( K, K ) / D21
  727. T = CONE / ( D11*D22-CONE )
  728. D21 = T / D21
  729. *
  730. * Update elements in columns A(k) and A(k+1) as
  731. * dot products of rows of ( W(k) W(k+1) ) and columns
  732. * of D**(-1)
  733. *
  734. DO 80 J = K + 2, N
  735. A( J, K ) = D21*( D11*W( J, K )-W( J, K+1 ) )
  736. A( J, K+1 ) = D21*( D22*W( J, K+1 )-W( J, K ) )
  737. 80 CONTINUE
  738. END IF
  739. *
  740. * Copy D(k) to A
  741. *
  742. A( K, K ) = W( K, K )
  743. A( K+1, K ) = W( K+1, K )
  744. A( K+1, K+1 ) = W( K+1, K+1 )
  745. *
  746. END IF
  747. *
  748. END IF
  749. *
  750. * Store details of the interchanges in IPIV
  751. *
  752. IF( KSTEP.EQ.1 ) THEN
  753. IPIV( K ) = KP
  754. ELSE
  755. IPIV( K ) = -KP
  756. IPIV( K+1 ) = -KP
  757. END IF
  758. *
  759. * Increase K and return to the start of the main loop
  760. *
  761. K = K + KSTEP
  762. GO TO 70
  763. *
  764. 90 CONTINUE
  765. *
  766. * Update the lower triangle of A22 (= A(k:n,k:n)) as
  767. *
  768. * A22 := A22 - L21*D*L21**T = A22 - L21*W**T
  769. *
  770. * computing blocks of NB columns at a time
  771. *
  772. DO 110 J = K, N, NB
  773. JB = MIN( NB, N-J+1 )
  774. *
  775. * Update the lower triangle of the diagonal block
  776. *
  777. DO 100 JJ = J, J + JB - 1
  778. CALL ZGEMV( 'No transpose', J+JB-JJ, K-1, -CONE,
  779. $ A( JJ, 1 ), LDA, W( JJ, 1 ), LDW, CONE,
  780. $ A( JJ, JJ ), 1 )
  781. 100 CONTINUE
  782. *
  783. * Update the rectangular subdiagonal block
  784. *
  785. IF( J+JB.LE.N )
  786. $ CALL ZGEMM( 'No transpose', 'Transpose', N-J-JB+1, JB,
  787. $ K-1, -CONE, A( J+JB, 1 ), LDA, W( J, 1 ),
  788. $ LDW, CONE, A( J+JB, J ), LDA )
  789. 110 CONTINUE
  790. *
  791. * Put L21 in standard form by partially undoing the interchanges
  792. * of rows in columns 1:k-1 looping backwards from k-1 to 1
  793. *
  794. J = K - 1
  795. 120 CONTINUE
  796. *
  797. * Undo the interchanges (if any) of rows JJ and JP at each
  798. * step J
  799. *
  800. * (Here, J is a diagonal index)
  801. JJ = J
  802. JP = IPIV( J )
  803. IF( JP.LT.0 ) THEN
  804. JP = -JP
  805. * (Here, J is a diagonal index)
  806. J = J - 1
  807. END IF
  808. * (NOTE: Here, J is used to determine row length. Length J
  809. * of the rows to swap back doesn't include diagonal element)
  810. J = J - 1
  811. IF( JP.NE.JJ .AND. J.GE.1 )
  812. $ CALL ZSWAP( J, A( JP, 1 ), LDA, A( JJ, 1 ), LDA )
  813. IF( J.GT.1 )
  814. $ GO TO 120
  815. *
  816. * Set KB to the number of columns factorized
  817. *
  818. KB = K - 1
  819. *
  820. END IF
  821. RETURN
  822. *
  823. * End of ZLASYF
  824. *
  825. END