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ssytf2_rook.f 25 kB

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  1. *> \brief \b SSYTF2_ROOK computes the factorization of a real symmetric indefinite matrix using the bounded Bunch-Kaufman ("rook") diagonal pivoting method (unblocked algorithm).
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SSYTF2_ROOK + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/ssytf2_rook.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/ssytf2_rook.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/ssytf2_rook.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SSYTF2_ROOK( UPLO, N, A, LDA, IPIV, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER INFO, LDA, N
  26. * ..
  27. * .. Array Arguments ..
  28. * INTEGER IPIV( * )
  29. * REAL A( LDA, * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> SSYTF2_ROOK computes the factorization of a real symmetric matrix A
  39. *> using the bounded Bunch-Kaufman ("rook") diagonal pivoting method:
  40. *>
  41. *> A = U*D*U**T or A = L*D*L**T
  42. *>
  43. *> where U (or L) is a product of permutation and unit upper (lower)
  44. *> triangular matrices, U**T is the transpose of U, and D is symmetric and
  45. *> block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
  46. *>
  47. *> This is the unblocked version of the algorithm, calling Level 2 BLAS.
  48. *> \endverbatim
  49. *
  50. * Arguments:
  51. * ==========
  52. *
  53. *> \param[in] UPLO
  54. *> \verbatim
  55. *> UPLO is CHARACTER*1
  56. *> Specifies whether the upper or lower triangular part of the
  57. *> symmetric matrix A is stored:
  58. *> = 'U': Upper triangular
  59. *> = 'L': Lower triangular
  60. *> \endverbatim
  61. *>
  62. *> \param[in] N
  63. *> \verbatim
  64. *> N is INTEGER
  65. *> The order of the matrix A. N >= 0.
  66. *> \endverbatim
  67. *>
  68. *> \param[in,out] A
  69. *> \verbatim
  70. *> A is REAL array, dimension (LDA,N)
  71. *> On entry, the symmetric matrix A. If UPLO = 'U', the leading
  72. *> n-by-n upper triangular part of A contains the upper
  73. *> triangular part of the matrix A, and the strictly lower
  74. *> triangular part of A is not referenced. If UPLO = 'L', the
  75. *> leading n-by-n lower triangular part of A contains the lower
  76. *> triangular part of the matrix A, and the strictly upper
  77. *> triangular part of A is not referenced.
  78. *>
  79. *> On exit, the block diagonal matrix D and the multipliers used
  80. *> to obtain the factor U or L (see below for further details).
  81. *> \endverbatim
  82. *>
  83. *> \param[in] LDA
  84. *> \verbatim
  85. *> LDA is INTEGER
  86. *> The leading dimension of the array A. LDA >= max(1,N).
  87. *> \endverbatim
  88. *>
  89. *> \param[out] IPIV
  90. *> \verbatim
  91. *> IPIV is INTEGER array, dimension (N)
  92. *> Details of the interchanges and the block structure of D.
  93. *>
  94. *> If UPLO = 'U':
  95. *> If IPIV(k) > 0, then rows and columns k and IPIV(k)
  96. *> were interchanged and D(k,k) is a 1-by-1 diagonal block.
  97. *>
  98. *> If IPIV(k) < 0 and IPIV(k-1) < 0, then rows and
  99. *> columns k and -IPIV(k) were interchanged and rows and
  100. *> columns k-1 and -IPIV(k-1) were inerchaged,
  101. *> D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
  102. *>
  103. *> If UPLO = 'L':
  104. *> If IPIV(k) > 0, then rows and columns k and IPIV(k)
  105. *> were interchanged and D(k,k) is a 1-by-1 diagonal block.
  106. *>
  107. *> If IPIV(k) < 0 and IPIV(k+1) < 0, then rows and
  108. *> columns k and -IPIV(k) were interchanged and rows and
  109. *> columns k+1 and -IPIV(k+1) were inerchaged,
  110. *> D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
  111. *> \endverbatim
  112. *>
  113. *> \param[out] INFO
  114. *> \verbatim
  115. *> INFO is INTEGER
  116. *> = 0: successful exit
  117. *> < 0: if INFO = -k, the k-th argument had an illegal value
  118. *> > 0: if INFO = k, D(k,k) is exactly zero. The factorization
  119. *> has been completed, but the block diagonal matrix D is
  120. *> exactly singular, and division by zero will occur if it
  121. *> is used to solve a system of equations.
  122. *> \endverbatim
  123. *
  124. * Authors:
  125. * ========
  126. *
  127. *> \author Univ. of Tennessee
  128. *> \author Univ. of California Berkeley
  129. *> \author Univ. of Colorado Denver
  130. *> \author NAG Ltd.
  131. *
  132. *> \ingroup realSYcomputational
  133. *
  134. *> \par Further Details:
  135. * =====================
  136. *>
  137. *> \verbatim
  138. *>
  139. *> If UPLO = 'U', then A = U*D*U**T, where
  140. *> U = P(n)*U(n)* ... *P(k)U(k)* ...,
  141. *> i.e., U is a product of terms P(k)*U(k), where k decreases from n to
  142. *> 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
  143. *> and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
  144. *> defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
  145. *> that if the diagonal block D(k) is of order s (s = 1 or 2), then
  146. *>
  147. *> ( I v 0 ) k-s
  148. *> U(k) = ( 0 I 0 ) s
  149. *> ( 0 0 I ) n-k
  150. *> k-s s n-k
  151. *>
  152. *> If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
  153. *> If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
  154. *> and A(k,k), and v overwrites A(1:k-2,k-1:k).
  155. *>
  156. *> If UPLO = 'L', then A = L*D*L**T, where
  157. *> L = P(1)*L(1)* ... *P(k)*L(k)* ...,
  158. *> i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
  159. *> n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
  160. *> and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
  161. *> defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
  162. *> that if the diagonal block D(k) is of order s (s = 1 or 2), then
  163. *>
  164. *> ( I 0 0 ) k-1
  165. *> L(k) = ( 0 I 0 ) s
  166. *> ( 0 v I ) n-k-s+1
  167. *> k-1 s n-k-s+1
  168. *>
  169. *> If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
  170. *> If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
  171. *> and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
  172. *> \endverbatim
  173. *
  174. *> \par Contributors:
  175. * ==================
  176. *>
  177. *> \verbatim
  178. *>
  179. *> November 2013, Igor Kozachenko,
  180. *> Computer Science Division,
  181. *> University of California, Berkeley
  182. *>
  183. *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
  184. *> School of Mathematics,
  185. *> University of Manchester
  186. *>
  187. *> 01-01-96 - Based on modifications by
  188. *> J. Lewis, Boeing Computer Services Company
  189. *> A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville abd , USA
  190. *> \endverbatim
  191. *
  192. * =====================================================================
  193. SUBROUTINE SSYTF2_ROOK( UPLO, N, A, LDA, IPIV, INFO )
  194. *
  195. * -- LAPACK computational routine --
  196. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  197. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  198. *
  199. * .. Scalar Arguments ..
  200. CHARACTER UPLO
  201. INTEGER INFO, LDA, N
  202. * ..
  203. * .. Array Arguments ..
  204. INTEGER IPIV( * )
  205. REAL A( LDA, * )
  206. * ..
  207. *
  208. * =====================================================================
  209. *
  210. * .. Parameters ..
  211. REAL ZERO, ONE
  212. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  213. REAL EIGHT, SEVTEN
  214. PARAMETER ( EIGHT = 8.0E+0, SEVTEN = 17.0E+0 )
  215. * ..
  216. * .. Local Scalars ..
  217. LOGICAL UPPER, DONE
  218. INTEGER I, IMAX, J, JMAX, ITEMP, K, KK, KP, KSTEP,
  219. $ P, II
  220. REAL ABSAKK, ALPHA, COLMAX, D11, D12, D21, D22,
  221. $ ROWMAX, STEMP, T, WK, WKM1, WKP1, SFMIN
  222. * ..
  223. * .. External Functions ..
  224. LOGICAL LSAME
  225. INTEGER ISAMAX
  226. REAL SLAMCH
  227. EXTERNAL LSAME, ISAMAX, SLAMCH
  228. * ..
  229. * .. External Subroutines ..
  230. EXTERNAL SSCAL, SSWAP, SSYR, XERBLA
  231. * ..
  232. * .. Intrinsic Functions ..
  233. INTRINSIC ABS, MAX, SQRT
  234. * ..
  235. * .. Executable Statements ..
  236. *
  237. * Test the input parameters.
  238. *
  239. INFO = 0
  240. UPPER = LSAME( UPLO, 'U' )
  241. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  242. INFO = -1
  243. ELSE IF( N.LT.0 ) THEN
  244. INFO = -2
  245. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  246. INFO = -4
  247. END IF
  248. IF( INFO.NE.0 ) THEN
  249. CALL XERBLA( 'SSYTF2_ROOK', -INFO )
  250. RETURN
  251. END IF
  252. *
  253. * Initialize ALPHA for use in choosing pivot block size.
  254. *
  255. ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
  256. *
  257. * Compute machine safe minimum
  258. *
  259. SFMIN = SLAMCH( 'S' )
  260. *
  261. IF( UPPER ) THEN
  262. *
  263. * Factorize A as U*D*U**T using the upper triangle of A
  264. *
  265. * K is the main loop index, decreasing from N to 1 in steps of
  266. * 1 or 2
  267. *
  268. K = N
  269. 10 CONTINUE
  270. *
  271. * If K < 1, exit from loop
  272. *
  273. IF( K.LT.1 )
  274. $ GO TO 70
  275. KSTEP = 1
  276. P = K
  277. *
  278. * Determine rows and columns to be interchanged and whether
  279. * a 1-by-1 or 2-by-2 pivot block will be used
  280. *
  281. ABSAKK = ABS( A( K, K ) )
  282. *
  283. * IMAX is the row-index of the largest off-diagonal element in
  284. * column K, and COLMAX is its absolute value.
  285. * Determine both COLMAX and IMAX.
  286. *
  287. IF( K.GT.1 ) THEN
  288. IMAX = ISAMAX( K-1, A( 1, K ), 1 )
  289. COLMAX = ABS( A( IMAX, K ) )
  290. ELSE
  291. COLMAX = ZERO
  292. END IF
  293. *
  294. IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) ) THEN
  295. *
  296. * Column K is zero or underflow: set INFO and continue
  297. *
  298. IF( INFO.EQ.0 )
  299. $ INFO = K
  300. KP = K
  301. ELSE
  302. *
  303. * Test for interchange
  304. *
  305. * Equivalent to testing for (used to handle NaN and Inf)
  306. * ABSAKK.GE.ALPHA*COLMAX
  307. *
  308. IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN
  309. *
  310. * no interchange,
  311. * use 1-by-1 pivot block
  312. *
  313. KP = K
  314. ELSE
  315. *
  316. DONE = .FALSE.
  317. *
  318. * Loop until pivot found
  319. *
  320. 12 CONTINUE
  321. *
  322. * Begin pivot search loop body
  323. *
  324. * JMAX is the column-index of the largest off-diagonal
  325. * element in row IMAX, and ROWMAX is its absolute value.
  326. * Determine both ROWMAX and JMAX.
  327. *
  328. IF( IMAX.NE.K ) THEN
  329. JMAX = IMAX + ISAMAX( K-IMAX, A( IMAX, IMAX+1 ),
  330. $ LDA )
  331. ROWMAX = ABS( A( IMAX, JMAX ) )
  332. ELSE
  333. ROWMAX = ZERO
  334. END IF
  335. *
  336. IF( IMAX.GT.1 ) THEN
  337. ITEMP = ISAMAX( IMAX-1, A( 1, IMAX ), 1 )
  338. STEMP = ABS( A( ITEMP, IMAX ) )
  339. IF( STEMP.GT.ROWMAX ) THEN
  340. ROWMAX = STEMP
  341. JMAX = ITEMP
  342. END IF
  343. END IF
  344. *
  345. * Equivalent to testing for (used to handle NaN and Inf)
  346. * ABS( A( IMAX, IMAX ) ).GE.ALPHA*ROWMAX
  347. *
  348. IF( .NOT.( ABS( A( IMAX, IMAX ) ).LT.ALPHA*ROWMAX ) )
  349. $ THEN
  350. *
  351. * interchange rows and columns K and IMAX,
  352. * use 1-by-1 pivot block
  353. *
  354. KP = IMAX
  355. DONE = .TRUE.
  356. *
  357. * Equivalent to testing for ROWMAX .EQ. COLMAX,
  358. * used to handle NaN and Inf
  359. *
  360. ELSE IF( ( P.EQ.JMAX ).OR.( ROWMAX.LE.COLMAX ) ) THEN
  361. *
  362. * interchange rows and columns K+1 and IMAX,
  363. * use 2-by-2 pivot block
  364. *
  365. KP = IMAX
  366. KSTEP = 2
  367. DONE = .TRUE.
  368. ELSE
  369. *
  370. * Pivot NOT found, set variables and repeat
  371. *
  372. P = IMAX
  373. COLMAX = ROWMAX
  374. IMAX = JMAX
  375. END IF
  376. *
  377. * End pivot search loop body
  378. *
  379. IF( .NOT. DONE ) GOTO 12
  380. *
  381. END IF
  382. *
  383. * Swap TWO rows and TWO columns
  384. *
  385. * First swap
  386. *
  387. IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
  388. *
  389. * Interchange rows and column K and P in the leading
  390. * submatrix A(1:k,1:k) if we have a 2-by-2 pivot
  391. *
  392. IF( P.GT.1 )
  393. $ CALL SSWAP( P-1, A( 1, K ), 1, A( 1, P ), 1 )
  394. IF( P.LT.(K-1) )
  395. $ CALL SSWAP( K-P-1, A( P+1, K ), 1, A( P, P+1 ),
  396. $ LDA )
  397. T = A( K, K )
  398. A( K, K ) = A( P, P )
  399. A( P, P ) = T
  400. END IF
  401. *
  402. * Second swap
  403. *
  404. KK = K - KSTEP + 1
  405. IF( KP.NE.KK ) THEN
  406. *
  407. * Interchange rows and columns KK and KP in the leading
  408. * submatrix A(1:k,1:k)
  409. *
  410. IF( KP.GT.1 )
  411. $ CALL SSWAP( KP-1, A( 1, KK ), 1, A( 1, KP ), 1 )
  412. IF( ( KK.GT.1 ) .AND. ( KP.LT.(KK-1) ) )
  413. $ CALL SSWAP( KK-KP-1, A( KP+1, KK ), 1, A( KP, KP+1 ),
  414. $ LDA )
  415. T = A( KK, KK )
  416. A( KK, KK ) = A( KP, KP )
  417. A( KP, KP ) = T
  418. IF( KSTEP.EQ.2 ) THEN
  419. T = A( K-1, K )
  420. A( K-1, K ) = A( KP, K )
  421. A( KP, K ) = T
  422. END IF
  423. END IF
  424. *
  425. * Update the leading submatrix
  426. *
  427. IF( KSTEP.EQ.1 ) THEN
  428. *
  429. * 1-by-1 pivot block D(k): column k now holds
  430. *
  431. * W(k) = U(k)*D(k)
  432. *
  433. * where U(k) is the k-th column of U
  434. *
  435. IF( K.GT.1 ) THEN
  436. *
  437. * Perform a rank-1 update of A(1:k-1,1:k-1) and
  438. * store U(k) in column k
  439. *
  440. IF( ABS( A( K, K ) ).GE.SFMIN ) THEN
  441. *
  442. * Perform a rank-1 update of A(1:k-1,1:k-1) as
  443. * A := A - U(k)*D(k)*U(k)**T
  444. * = A - W(k)*1/D(k)*W(k)**T
  445. *
  446. D11 = ONE / A( K, K )
  447. CALL SSYR( UPLO, K-1, -D11, A( 1, K ), 1, A, LDA )
  448. *
  449. * Store U(k) in column k
  450. *
  451. CALL SSCAL( K-1, D11, A( 1, K ), 1 )
  452. ELSE
  453. *
  454. * Store L(k) in column K
  455. *
  456. D11 = A( K, K )
  457. DO 16 II = 1, K - 1
  458. A( II, K ) = A( II, K ) / D11
  459. 16 CONTINUE
  460. *
  461. * Perform a rank-1 update of A(k+1:n,k+1:n) as
  462. * A := A - U(k)*D(k)*U(k)**T
  463. * = A - W(k)*(1/D(k))*W(k)**T
  464. * = A - (W(k)/D(k))*(D(k))*(W(k)/D(K))**T
  465. *
  466. CALL SSYR( UPLO, K-1, -D11, A( 1, K ), 1, A, LDA )
  467. END IF
  468. END IF
  469. *
  470. ELSE
  471. *
  472. * 2-by-2 pivot block D(k): columns k and k-1 now hold
  473. *
  474. * ( W(k-1) W(k) ) = ( U(k-1) U(k) )*D(k)
  475. *
  476. * where U(k) and U(k-1) are the k-th and (k-1)-th columns
  477. * of U
  478. *
  479. * Perform a rank-2 update of A(1:k-2,1:k-2) as
  480. *
  481. * A := A - ( U(k-1) U(k) )*D(k)*( U(k-1) U(k) )**T
  482. * = A - ( ( A(k-1)A(k) )*inv(D(k)) ) * ( A(k-1)A(k) )**T
  483. *
  484. * and store L(k) and L(k+1) in columns k and k+1
  485. *
  486. IF( K.GT.2 ) THEN
  487. *
  488. D12 = A( K-1, K )
  489. D22 = A( K-1, K-1 ) / D12
  490. D11 = A( K, K ) / D12
  491. T = ONE / ( D11*D22-ONE )
  492. *
  493. DO 30 J = K - 2, 1, -1
  494. *
  495. WKM1 = T*( D11*A( J, K-1 )-A( J, K ) )
  496. WK = T*( D22*A( J, K )-A( J, K-1 ) )
  497. *
  498. DO 20 I = J, 1, -1
  499. A( I, J ) = A( I, J ) - (A( I, K ) / D12 )*WK -
  500. $ ( A( I, K-1 ) / D12 )*WKM1
  501. 20 CONTINUE
  502. *
  503. * Store U(k) and U(k-1) in cols k and k-1 for row J
  504. *
  505. A( J, K ) = WK / D12
  506. A( J, K-1 ) = WKM1 / D12
  507. *
  508. 30 CONTINUE
  509. *
  510. END IF
  511. *
  512. END IF
  513. END IF
  514. *
  515. * Store details of the interchanges in IPIV
  516. *
  517. IF( KSTEP.EQ.1 ) THEN
  518. IPIV( K ) = KP
  519. ELSE
  520. IPIV( K ) = -P
  521. IPIV( K-1 ) = -KP
  522. END IF
  523. *
  524. * Decrease K and return to the start of the main loop
  525. *
  526. K = K - KSTEP
  527. GO TO 10
  528. *
  529. ELSE
  530. *
  531. * Factorize A as L*D*L**T using the lower triangle of A
  532. *
  533. * K is the main loop index, increasing from 1 to N in steps of
  534. * 1 or 2
  535. *
  536. K = 1
  537. 40 CONTINUE
  538. *
  539. * If K > N, exit from loop
  540. *
  541. IF( K.GT.N )
  542. $ GO TO 70
  543. KSTEP = 1
  544. P = K
  545. *
  546. * Determine rows and columns to be interchanged and whether
  547. * a 1-by-1 or 2-by-2 pivot block will be used
  548. *
  549. ABSAKK = ABS( A( K, K ) )
  550. *
  551. * IMAX is the row-index of the largest off-diagonal element in
  552. * column K, and COLMAX is its absolute value.
  553. * Determine both COLMAX and IMAX.
  554. *
  555. IF( K.LT.N ) THEN
  556. IMAX = K + ISAMAX( N-K, A( K+1, K ), 1 )
  557. COLMAX = ABS( A( IMAX, K ) )
  558. ELSE
  559. COLMAX = ZERO
  560. END IF
  561. *
  562. IF( ( MAX( ABSAKK, COLMAX ).EQ.ZERO ) ) THEN
  563. *
  564. * Column K is zero or underflow: set INFO and continue
  565. *
  566. IF( INFO.EQ.0 )
  567. $ INFO = K
  568. KP = K
  569. ELSE
  570. *
  571. * Test for interchange
  572. *
  573. * Equivalent to testing for (used to handle NaN and Inf)
  574. * ABSAKK.GE.ALPHA*COLMAX
  575. *
  576. IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN
  577. *
  578. * no interchange, use 1-by-1 pivot block
  579. *
  580. KP = K
  581. ELSE
  582. *
  583. DONE = .FALSE.
  584. *
  585. * Loop until pivot found
  586. *
  587. 42 CONTINUE
  588. *
  589. * Begin pivot search loop body
  590. *
  591. * JMAX is the column-index of the largest off-diagonal
  592. * element in row IMAX, and ROWMAX is its absolute value.
  593. * Determine both ROWMAX and JMAX.
  594. *
  595. IF( IMAX.NE.K ) THEN
  596. JMAX = K - 1 + ISAMAX( IMAX-K, A( IMAX, K ), LDA )
  597. ROWMAX = ABS( A( IMAX, JMAX ) )
  598. ELSE
  599. ROWMAX = ZERO
  600. END IF
  601. *
  602. IF( IMAX.LT.N ) THEN
  603. ITEMP = IMAX + ISAMAX( N-IMAX, A( IMAX+1, IMAX ),
  604. $ 1 )
  605. STEMP = ABS( A( ITEMP, IMAX ) )
  606. IF( STEMP.GT.ROWMAX ) THEN
  607. ROWMAX = STEMP
  608. JMAX = ITEMP
  609. END IF
  610. END IF
  611. *
  612. * Equivalent to testing for (used to handle NaN and Inf)
  613. * ABS( A( IMAX, IMAX ) ).GE.ALPHA*ROWMAX
  614. *
  615. IF( .NOT.( ABS( A( IMAX, IMAX ) ).LT.ALPHA*ROWMAX ) )
  616. $ THEN
  617. *
  618. * interchange rows and columns K and IMAX,
  619. * use 1-by-1 pivot block
  620. *
  621. KP = IMAX
  622. DONE = .TRUE.
  623. *
  624. * Equivalent to testing for ROWMAX .EQ. COLMAX,
  625. * used to handle NaN and Inf
  626. *
  627. ELSE IF( ( P.EQ.JMAX ).OR.( ROWMAX.LE.COLMAX ) ) THEN
  628. *
  629. * interchange rows and columns K+1 and IMAX,
  630. * use 2-by-2 pivot block
  631. *
  632. KP = IMAX
  633. KSTEP = 2
  634. DONE = .TRUE.
  635. ELSE
  636. *
  637. * Pivot NOT found, set variables and repeat
  638. *
  639. P = IMAX
  640. COLMAX = ROWMAX
  641. IMAX = JMAX
  642. END IF
  643. *
  644. * End pivot search loop body
  645. *
  646. IF( .NOT. DONE ) GOTO 42
  647. *
  648. END IF
  649. *
  650. * Swap TWO rows and TWO columns
  651. *
  652. * First swap
  653. *
  654. IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
  655. *
  656. * Interchange rows and column K and P in the trailing
  657. * submatrix A(k:n,k:n) if we have a 2-by-2 pivot
  658. *
  659. IF( P.LT.N )
  660. $ CALL SSWAP( N-P, A( P+1, K ), 1, A( P+1, P ), 1 )
  661. IF( P.GT.(K+1) )
  662. $ CALL SSWAP( P-K-1, A( K+1, K ), 1, A( P, K+1 ), LDA )
  663. T = A( K, K )
  664. A( K, K ) = A( P, P )
  665. A( P, P ) = T
  666. END IF
  667. *
  668. * Second swap
  669. *
  670. KK = K + KSTEP - 1
  671. IF( KP.NE.KK ) THEN
  672. *
  673. * Interchange rows and columns KK and KP in the trailing
  674. * submatrix A(k:n,k:n)
  675. *
  676. IF( KP.LT.N )
  677. $ CALL SSWAP( N-KP, A( KP+1, KK ), 1, A( KP+1, KP ), 1 )
  678. IF( ( KK.LT.N ) .AND. ( KP.GT.(KK+1) ) )
  679. $ CALL SSWAP( KP-KK-1, A( KK+1, KK ), 1, A( KP, KK+1 ),
  680. $ LDA )
  681. T = A( KK, KK )
  682. A( KK, KK ) = A( KP, KP )
  683. A( KP, KP ) = T
  684. IF( KSTEP.EQ.2 ) THEN
  685. T = A( K+1, K )
  686. A( K+1, K ) = A( KP, K )
  687. A( KP, K ) = T
  688. END IF
  689. END IF
  690. *
  691. * Update the trailing submatrix
  692. *
  693. IF( KSTEP.EQ.1 ) THEN
  694. *
  695. * 1-by-1 pivot block D(k): column k now holds
  696. *
  697. * W(k) = L(k)*D(k)
  698. *
  699. * where L(k) is the k-th column of L
  700. *
  701. IF( K.LT.N ) THEN
  702. *
  703. * Perform a rank-1 update of A(k+1:n,k+1:n) and
  704. * store L(k) in column k
  705. *
  706. IF( ABS( A( K, K ) ).GE.SFMIN ) THEN
  707. *
  708. * Perform a rank-1 update of A(k+1:n,k+1:n) as
  709. * A := A - L(k)*D(k)*L(k)**T
  710. * = A - W(k)*(1/D(k))*W(k)**T
  711. *
  712. D11 = ONE / A( K, K )
  713. CALL SSYR( UPLO, N-K, -D11, A( K+1, K ), 1,
  714. $ A( K+1, K+1 ), LDA )
  715. *
  716. * Store L(k) in column k
  717. *
  718. CALL SSCAL( N-K, D11, A( K+1, K ), 1 )
  719. ELSE
  720. *
  721. * Store L(k) in column k
  722. *
  723. D11 = A( K, K )
  724. DO 46 II = K + 1, N
  725. A( II, K ) = A( II, K ) / D11
  726. 46 CONTINUE
  727. *
  728. * Perform a rank-1 update of A(k+1:n,k+1:n) as
  729. * A := A - L(k)*D(k)*L(k)**T
  730. * = A - W(k)*(1/D(k))*W(k)**T
  731. * = A - (W(k)/D(k))*(D(k))*(W(k)/D(K))**T
  732. *
  733. CALL SSYR( UPLO, N-K, -D11, A( K+1, K ), 1,
  734. $ A( K+1, K+1 ), LDA )
  735. END IF
  736. END IF
  737. *
  738. ELSE
  739. *
  740. * 2-by-2 pivot block D(k): columns k and k+1 now hold
  741. *
  742. * ( W(k) W(k+1) ) = ( L(k) L(k+1) )*D(k)
  743. *
  744. * where L(k) and L(k+1) are the k-th and (k+1)-th columns
  745. * of L
  746. *
  747. *
  748. * Perform a rank-2 update of A(k+2:n,k+2:n) as
  749. *
  750. * A := A - ( L(k) L(k+1) ) * D(k) * ( L(k) L(k+1) )**T
  751. * = A - ( ( A(k)A(k+1) )*inv(D(k) ) * ( A(k)A(k+1) )**T
  752. *
  753. * and store L(k) and L(k+1) in columns k and k+1
  754. *
  755. IF( K.LT.N-1 ) THEN
  756. *
  757. D21 = A( K+1, K )
  758. D11 = A( K+1, K+1 ) / D21
  759. D22 = A( K, K ) / D21
  760. T = ONE / ( D11*D22-ONE )
  761. *
  762. DO 60 J = K + 2, N
  763. *
  764. * Compute D21 * ( W(k)W(k+1) ) * inv(D(k)) for row J
  765. *
  766. WK = T*( D11*A( J, K )-A( J, K+1 ) )
  767. WKP1 = T*( D22*A( J, K+1 )-A( J, K ) )
  768. *
  769. * Perform a rank-2 update of A(k+2:n,k+2:n)
  770. *
  771. DO 50 I = J, N
  772. A( I, J ) = A( I, J ) - ( A( I, K ) / D21 )*WK -
  773. $ ( A( I, K+1 ) / D21 )*WKP1
  774. 50 CONTINUE
  775. *
  776. * Store L(k) and L(k+1) in cols k and k+1 for row J
  777. *
  778. A( J, K ) = WK / D21
  779. A( J, K+1 ) = WKP1 / D21
  780. *
  781. 60 CONTINUE
  782. *
  783. END IF
  784. *
  785. END IF
  786. END IF
  787. *
  788. * Store details of the interchanges in IPIV
  789. *
  790. IF( KSTEP.EQ.1 ) THEN
  791. IPIV( K ) = KP
  792. ELSE
  793. IPIV( K ) = -P
  794. IPIV( K+1 ) = -KP
  795. END IF
  796. *
  797. * Increase K and return to the start of the main loop
  798. *
  799. K = K + KSTEP
  800. GO TO 40
  801. *
  802. END IF
  803. *
  804. 70 CONTINUE
  805. *
  806. RETURN
  807. *
  808. * End of SSYTF2_ROOK
  809. *
  810. END