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csytrf_rk.f 16 kB

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  1. *> \brief \b CSYTRF_RK computes the factorization of a complex symmetric indefinite matrix using the bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS3 blocked algorithm).
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CSYTRF_RK + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/csytrf_rk.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/csytrf_rk.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/csytrf_rk.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CSYTRF_RK( UPLO, N, A, LDA, E, IPIV, WORK, LWORK,
  22. * INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER UPLO
  26. * INTEGER INFO, LDA, LWORK, N
  27. * ..
  28. * .. Array Arguments ..
  29. * INTEGER IPIV( * )
  30. * COMPLEX A( LDA, * ), E ( * ), WORK( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *> CSYTRF_RK computes the factorization of a complex symmetric matrix A
  39. *> using the bounded Bunch-Kaufman (rook) diagonal pivoting method:
  40. *>
  41. *> A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T),
  42. *>
  43. *> where U (or L) is unit upper (or lower) triangular matrix,
  44. *> U**T (or L**T) is the transpose of U (or L), P is a permutation
  45. *> matrix, P**T is the transpose of P, and D is symmetric and block
  46. *> diagonal with 1-by-1 and 2-by-2 diagonal blocks.
  47. *>
  48. *> This is the blocked version of the algorithm, calling Level 3 BLAS.
  49. *> For more information see Further Details section.
  50. *> \endverbatim
  51. *
  52. * Arguments:
  53. * ==========
  54. *
  55. *> \param[in] UPLO
  56. *> \verbatim
  57. *> UPLO is CHARACTER*1
  58. *> Specifies whether the upper or lower triangular part of the
  59. *> symmetric matrix A is stored:
  60. *> = 'U': Upper triangular
  61. *> = 'L': Lower triangular
  62. *> \endverbatim
  63. *>
  64. *> \param[in] N
  65. *> \verbatim
  66. *> N is INTEGER
  67. *> The order of the matrix A. N >= 0.
  68. *> \endverbatim
  69. *>
  70. *> \param[in,out] A
  71. *> \verbatim
  72. *> A is COMPLEX array, dimension (LDA,N)
  73. *> On entry, the symmetric matrix A.
  74. *> If UPLO = 'U': the leading N-by-N upper triangular part
  75. *> of A contains the upper triangular part of the matrix A,
  76. *> and the strictly lower triangular part of A is not
  77. *> referenced.
  78. *>
  79. *> If UPLO = 'L': the leading N-by-N lower triangular part
  80. *> of A contains the lower triangular part of the matrix A,
  81. *> and the strictly upper triangular part of A is not
  82. *> referenced.
  83. *>
  84. *> On exit, contains:
  85. *> a) ONLY diagonal elements of the symmetric block diagonal
  86. *> matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
  87. *> (superdiagonal (or subdiagonal) elements of D
  88. *> are stored on exit in array E), and
  89. *> b) If UPLO = 'U': factor U in the superdiagonal part of A.
  90. *> If UPLO = 'L': factor L in the subdiagonal part of A.
  91. *> \endverbatim
  92. *>
  93. *> \param[in] LDA
  94. *> \verbatim
  95. *> LDA is INTEGER
  96. *> The leading dimension of the array A. LDA >= max(1,N).
  97. *> \endverbatim
  98. *>
  99. *> \param[out] E
  100. *> \verbatim
  101. *> E is COMPLEX array, dimension (N)
  102. *> On exit, contains the superdiagonal (or subdiagonal)
  103. *> elements of the symmetric block diagonal matrix D
  104. *> with 1-by-1 or 2-by-2 diagonal blocks, where
  105. *> If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0;
  106. *> If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0.
  107. *>
  108. *> NOTE: For 1-by-1 diagonal block D(k), where
  109. *> 1 <= k <= N, the element E(k) is set to 0 in both
  110. *> UPLO = 'U' or UPLO = 'L' cases.
  111. *> \endverbatim
  112. *>
  113. *> \param[out] IPIV
  114. *> \verbatim
  115. *> IPIV is INTEGER array, dimension (N)
  116. *> IPIV describes the permutation matrix P in the factorization
  117. *> of matrix A as follows. The absolute value of IPIV(k)
  118. *> represents the index of row and column that were
  119. *> interchanged with the k-th row and column. The value of UPLO
  120. *> describes the order in which the interchanges were applied.
  121. *> Also, the sign of IPIV represents the block structure of
  122. *> the symmetric block diagonal matrix D with 1-by-1 or 2-by-2
  123. *> diagonal blocks which correspond to 1 or 2 interchanges
  124. *> at each factorization step. For more info see Further
  125. *> Details section.
  126. *>
  127. *> If UPLO = 'U',
  128. *> ( in factorization order, k decreases from N to 1 ):
  129. *> a) A single positive entry IPIV(k) > 0 means:
  130. *> D(k,k) is a 1-by-1 diagonal block.
  131. *> If IPIV(k) != k, rows and columns k and IPIV(k) were
  132. *> interchanged in the matrix A(1:N,1:N);
  133. *> If IPIV(k) = k, no interchange occurred.
  134. *>
  135. *> b) A pair of consecutive negative entries
  136. *> IPIV(k) < 0 and IPIV(k-1) < 0 means:
  137. *> D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
  138. *> (NOTE: negative entries in IPIV appear ONLY in pairs).
  139. *> 1) If -IPIV(k) != k, rows and columns
  140. *> k and -IPIV(k) were interchanged
  141. *> in the matrix A(1:N,1:N).
  142. *> If -IPIV(k) = k, no interchange occurred.
  143. *> 2) If -IPIV(k-1) != k-1, rows and columns
  144. *> k-1 and -IPIV(k-1) were interchanged
  145. *> in the matrix A(1:N,1:N).
  146. *> If -IPIV(k-1) = k-1, no interchange occurred.
  147. *>
  148. *> c) In both cases a) and b), always ABS( IPIV(k) ) <= k.
  149. *>
  150. *> d) NOTE: Any entry IPIV(k) is always NONZERO on output.
  151. *>
  152. *> If UPLO = 'L',
  153. *> ( in factorization order, k increases from 1 to N ):
  154. *> a) A single positive entry IPIV(k) > 0 means:
  155. *> D(k,k) is a 1-by-1 diagonal block.
  156. *> If IPIV(k) != k, rows and columns k and IPIV(k) were
  157. *> interchanged in the matrix A(1:N,1:N).
  158. *> If IPIV(k) = k, no interchange occurred.
  159. *>
  160. *> b) A pair of consecutive negative entries
  161. *> IPIV(k) < 0 and IPIV(k+1) < 0 means:
  162. *> D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
  163. *> (NOTE: negative entries in IPIV appear ONLY in pairs).
  164. *> 1) If -IPIV(k) != k, rows and columns
  165. *> k and -IPIV(k) were interchanged
  166. *> in the matrix A(1:N,1:N).
  167. *> If -IPIV(k) = k, no interchange occurred.
  168. *> 2) If -IPIV(k+1) != k+1, rows and columns
  169. *> k-1 and -IPIV(k-1) were interchanged
  170. *> in the matrix A(1:N,1:N).
  171. *> If -IPIV(k+1) = k+1, no interchange occurred.
  172. *>
  173. *> c) In both cases a) and b), always ABS( IPIV(k) ) >= k.
  174. *>
  175. *> d) NOTE: Any entry IPIV(k) is always NONZERO on output.
  176. *> \endverbatim
  177. *>
  178. *> \param[out] WORK
  179. *> \verbatim
  180. *> WORK is COMPLEX array, dimension ( MAX(1,LWORK) ).
  181. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  182. *> \endverbatim
  183. *>
  184. *> \param[in] LWORK
  185. *> \verbatim
  186. *> LWORK is INTEGER
  187. *> The length of WORK. LWORK >=1. For best performance
  188. *> LWORK >= N*NB, where NB is the block size returned
  189. *> by ILAENV.
  190. *>
  191. *> If LWORK = -1, then a workspace query is assumed;
  192. *> the routine only calculates the optimal size of the WORK
  193. *> array, returns this value as the first entry of the WORK
  194. *> array, and no error message related to LWORK is issued
  195. *> by XERBLA.
  196. *> \endverbatim
  197. *>
  198. *> \param[out] INFO
  199. *> \verbatim
  200. *> INFO is INTEGER
  201. *> = 0: successful exit
  202. *>
  203. *> < 0: If INFO = -k, the k-th argument had an illegal value
  204. *>
  205. *> > 0: If INFO = k, the matrix A is singular, because:
  206. *> If UPLO = 'U': column k in the upper
  207. *> triangular part of A contains all zeros.
  208. *> If UPLO = 'L': column k in the lower
  209. *> triangular part of A contains all zeros.
  210. *>
  211. *> Therefore D(k,k) is exactly zero, and superdiagonal
  212. *> elements of column k of U (or subdiagonal elements of
  213. *> column k of L ) are all zeros. The factorization has
  214. *> been completed, but the block diagonal matrix D is
  215. *> exactly singular, and division by zero will occur if
  216. *> it is used to solve a system of equations.
  217. *>
  218. *> NOTE: INFO only stores the first occurrence of
  219. *> a singularity, any subsequent occurrence of singularity
  220. *> is not stored in INFO even though the factorization
  221. *> always completes.
  222. *> \endverbatim
  223. *
  224. * Authors:
  225. * ========
  226. *
  227. *> \author Univ. of Tennessee
  228. *> \author Univ. of California Berkeley
  229. *> \author Univ. of Colorado Denver
  230. *> \author NAG Ltd.
  231. *
  232. *> \ingroup hetrf_rk
  233. *
  234. *> \par Further Details:
  235. * =====================
  236. *>
  237. *> \verbatim
  238. *> TODO: put correct description
  239. *> \endverbatim
  240. *
  241. *> \par Contributors:
  242. * ==================
  243. *>
  244. *> \verbatim
  245. *>
  246. *> December 2016, Igor Kozachenko,
  247. *> Computer Science Division,
  248. *> University of California, Berkeley
  249. *>
  250. *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
  251. *> School of Mathematics,
  252. *> University of Manchester
  253. *>
  254. *> \endverbatim
  255. *
  256. * =====================================================================
  257. SUBROUTINE CSYTRF_RK( UPLO, N, A, LDA, E, IPIV, WORK, LWORK,
  258. $ INFO )
  259. *
  260. * -- LAPACK computational routine --
  261. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  262. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  263. *
  264. * .. Scalar Arguments ..
  265. CHARACTER UPLO
  266. INTEGER INFO, LDA, LWORK, N
  267. * ..
  268. * .. Array Arguments ..
  269. INTEGER IPIV( * )
  270. COMPLEX A( LDA, * ), E( * ), WORK( * )
  271. * ..
  272. *
  273. * =====================================================================
  274. *
  275. * .. Local Scalars ..
  276. LOGICAL LQUERY, UPPER
  277. INTEGER I, IINFO, IP, IWS, K, KB, LDWORK, LWKOPT,
  278. $ NB, NBMIN
  279. * ..
  280. * .. External Functions ..
  281. LOGICAL LSAME
  282. INTEGER ILAENV
  283. REAL SROUNDUP_LWORK
  284. EXTERNAL LSAME, ILAENV, SROUNDUP_LWORK
  285. * ..
  286. * .. External Subroutines ..
  287. EXTERNAL CLASYF_RK, CSYTF2_RK, CSWAP, XERBLA
  288. * ..
  289. * .. Intrinsic Functions ..
  290. INTRINSIC ABS, MAX
  291. * ..
  292. * .. Executable Statements ..
  293. *
  294. * Test the input parameters.
  295. *
  296. INFO = 0
  297. UPPER = LSAME( UPLO, 'U' )
  298. LQUERY = ( LWORK.EQ.-1 )
  299. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  300. INFO = -1
  301. ELSE IF( N.LT.0 ) THEN
  302. INFO = -2
  303. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  304. INFO = -4
  305. ELSE IF( LWORK.LT.1 .AND. .NOT.LQUERY ) THEN
  306. INFO = -8
  307. END IF
  308. *
  309. IF( INFO.EQ.0 ) THEN
  310. *
  311. * Determine the block size
  312. *
  313. NB = ILAENV( 1, 'CSYTRF_RK', UPLO, N, -1, -1, -1 )
  314. LWKOPT = MAX( 1, N*NB )
  315. WORK( 1 ) = SROUNDUP_LWORK(LWKOPT)
  316. END IF
  317. *
  318. IF( INFO.NE.0 ) THEN
  319. CALL XERBLA( 'CSYTRF_RK', -INFO )
  320. RETURN
  321. ELSE IF( LQUERY ) THEN
  322. RETURN
  323. END IF
  324. *
  325. NBMIN = 2
  326. LDWORK = N
  327. IF( NB.GT.1 .AND. NB.LT.N ) THEN
  328. IWS = LDWORK*NB
  329. IF( LWORK.LT.IWS ) THEN
  330. NB = MAX( LWORK / LDWORK, 1 )
  331. NBMIN = MAX( 2, ILAENV( 2, 'CSYTRF_RK',
  332. $ UPLO, N, -1, -1, -1 ) )
  333. END IF
  334. ELSE
  335. IWS = 1
  336. END IF
  337. IF( NB.LT.NBMIN )
  338. $ NB = N
  339. *
  340. IF( UPPER ) THEN
  341. *
  342. * Factorize A as U*D*U**T using the upper triangle of A
  343. *
  344. * K is the main loop index, decreasing from N to 1 in steps of
  345. * KB, where KB is the number of columns factorized by CLASYF_RK;
  346. * KB is either NB or NB-1, or K for the last block
  347. *
  348. K = N
  349. 10 CONTINUE
  350. *
  351. * If K < 1, exit from loop
  352. *
  353. IF( K.LT.1 )
  354. $ GO TO 15
  355. *
  356. IF( K.GT.NB ) THEN
  357. *
  358. * Factorize columns k-kb+1:k of A and use blocked code to
  359. * update columns 1:k-kb
  360. *
  361. CALL CLASYF_RK( UPLO, K, NB, KB, A, LDA, E,
  362. $ IPIV, WORK, LDWORK, IINFO )
  363. ELSE
  364. *
  365. * Use unblocked code to factorize columns 1:k of A
  366. *
  367. CALL CSYTF2_RK( UPLO, K, A, LDA, E, IPIV, IINFO )
  368. KB = K
  369. END IF
  370. *
  371. * Set INFO on the first occurrence of a zero pivot
  372. *
  373. IF( INFO.EQ.0 .AND. IINFO.GT.0 )
  374. $ INFO = IINFO
  375. *
  376. * No need to adjust IPIV
  377. *
  378. *
  379. * Apply permutations to the leading panel 1:k-1
  380. *
  381. * Read IPIV from the last block factored, i.e.
  382. * indices k-kb+1:k and apply row permutations to the
  383. * last k+1 colunms k+1:N after that block
  384. * (We can do the simple loop over IPIV with decrement -1,
  385. * since the ABS value of IPIV( I ) represents the row index
  386. * of the interchange with row i in both 1x1 and 2x2 pivot cases)
  387. *
  388. IF( K.LT.N ) THEN
  389. DO I = K, ( K - KB + 1 ), -1
  390. IP = ABS( IPIV( I ) )
  391. IF( IP.NE.I ) THEN
  392. CALL CSWAP( N-K, A( I, K+1 ), LDA,
  393. $ A( IP, K+1 ), LDA )
  394. END IF
  395. END DO
  396. END IF
  397. *
  398. * Decrease K and return to the start of the main loop
  399. *
  400. K = K - KB
  401. GO TO 10
  402. *
  403. * This label is the exit from main loop over K decreasing
  404. * from N to 1 in steps of KB
  405. *
  406. 15 CONTINUE
  407. *
  408. ELSE
  409. *
  410. * Factorize A as L*D*L**T using the lower triangle of A
  411. *
  412. * K is the main loop index, increasing from 1 to N in steps of
  413. * KB, where KB is the number of columns factorized by CLASYF_RK;
  414. * KB is either NB or NB-1, or N-K+1 for the last block
  415. *
  416. K = 1
  417. 20 CONTINUE
  418. *
  419. * If K > N, exit from loop
  420. *
  421. IF( K.GT.N )
  422. $ GO TO 35
  423. *
  424. IF( K.LE.N-NB ) THEN
  425. *
  426. * Factorize columns k:k+kb-1 of A and use blocked code to
  427. * update columns k+kb:n
  428. *
  429. CALL CLASYF_RK( UPLO, N-K+1, NB, KB, A( K, K ), LDA, E( K ),
  430. $ IPIV( K ), WORK, LDWORK, IINFO )
  431. ELSE
  432. *
  433. * Use unblocked code to factorize columns k:n of A
  434. *
  435. CALL CSYTF2_RK( UPLO, N-K+1, A( K, K ), LDA, E( K ),
  436. $ IPIV( K ), IINFO )
  437. KB = N - K + 1
  438. *
  439. END IF
  440. *
  441. * Set INFO on the first occurrence of a zero pivot
  442. *
  443. IF( INFO.EQ.0 .AND. IINFO.GT.0 )
  444. $ INFO = IINFO + K - 1
  445. *
  446. * Adjust IPIV
  447. *
  448. DO I = K, K + KB - 1
  449. IF( IPIV( I ).GT.0 ) THEN
  450. IPIV( I ) = IPIV( I ) + K - 1
  451. ELSE
  452. IPIV( I ) = IPIV( I ) - K + 1
  453. END IF
  454. END DO
  455. *
  456. * Apply permutations to the leading panel 1:k-1
  457. *
  458. * Read IPIV from the last block factored, i.e.
  459. * indices k:k+kb-1 and apply row permutations to the
  460. * first k-1 colunms 1:k-1 before that block
  461. * (We can do the simple loop over IPIV with increment 1,
  462. * since the ABS value of IPIV( I ) represents the row index
  463. * of the interchange with row i in both 1x1 and 2x2 pivot cases)
  464. *
  465. IF( K.GT.1 ) THEN
  466. DO I = K, ( K + KB - 1 ), 1
  467. IP = ABS( IPIV( I ) )
  468. IF( IP.NE.I ) THEN
  469. CALL CSWAP( K-1, A( I, 1 ), LDA,
  470. $ A( IP, 1 ), LDA )
  471. END IF
  472. END DO
  473. END IF
  474. *
  475. * Increase K and return to the start of the main loop
  476. *
  477. K = K + KB
  478. GO TO 20
  479. *
  480. * This label is the exit from main loop over K increasing
  481. * from 1 to N in steps of KB
  482. *
  483. 35 CONTINUE
  484. *
  485. * End Lower
  486. *
  487. END IF
  488. *
  489. WORK( 1 ) = SROUNDUP_LWORK(LWKOPT)
  490. RETURN
  491. *
  492. * End of CSYTRF_RK
  493. *
  494. END