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dpstrf.c 25 kB

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  1. /* f2c.h -- Standard Fortran to C header file */
  2. /** barf [ba:rf] 2. "He suggested using FORTRAN, and everybody barfed."
  3. - From The Shogakukan DICTIONARY OF NEW ENGLISH (Second edition) */
  4. #ifndef F2C_INCLUDE
  5. #define F2C_INCLUDE
  6. #include <math.h>
  7. #include <stdlib.h>
  8. #include <string.h>
  9. #include <stdio.h>
  10. #include <complex.h>
  11. #ifdef complex
  12. #undef complex
  13. #endif
  14. #ifdef I
  15. #undef I
  16. #endif
  17. #if defined(_WIN64)
  18. typedef long long BLASLONG;
  19. typedef unsigned long long BLASULONG;
  20. #else
  21. typedef long BLASLONG;
  22. typedef unsigned long BLASULONG;
  23. #endif
  24. #ifdef LAPACK_ILP64
  25. typedef BLASLONG blasint;
  26. #if defined(_WIN64)
  27. #define blasabs(x) llabs(x)
  28. #else
  29. #define blasabs(x) labs(x)
  30. #endif
  31. #else
  32. typedef int blasint;
  33. #define blasabs(x) abs(x)
  34. #endif
  35. typedef blasint integer;
  36. typedef unsigned int uinteger;
  37. typedef char *address;
  38. typedef short int shortint;
  39. typedef float real;
  40. typedef double doublereal;
  41. typedef struct { real r, i; } complex;
  42. typedef struct { doublereal r, i; } doublecomplex;
  43. static inline _Complex float Cf(complex *z) {return z->r + z->i*_Complex_I;}
  44. static inline _Complex double Cd(doublecomplex *z) {return z->r + z->i*_Complex_I;}
  45. static inline _Complex float * _pCf(complex *z) {return (_Complex float*)z;}
  46. static inline _Complex double * _pCd(doublecomplex *z) {return (_Complex double*)z;}
  47. #define pCf(z) (*_pCf(z))
  48. #define pCd(z) (*_pCd(z))
  49. typedef int logical;
  50. typedef short int shortlogical;
  51. typedef char logical1;
  52. typedef char integer1;
  53. #define TRUE_ (1)
  54. #define FALSE_ (0)
  55. /* Extern is for use with -E */
  56. #ifndef Extern
  57. #define Extern extern
  58. #endif
  59. /* I/O stuff */
  60. typedef int flag;
  61. typedef int ftnlen;
  62. typedef int ftnint;
  63. /*external read, write*/
  64. typedef struct
  65. { flag cierr;
  66. ftnint ciunit;
  67. flag ciend;
  68. char *cifmt;
  69. ftnint cirec;
  70. } cilist;
  71. /*internal read, write*/
  72. typedef struct
  73. { flag icierr;
  74. char *iciunit;
  75. flag iciend;
  76. char *icifmt;
  77. ftnint icirlen;
  78. ftnint icirnum;
  79. } icilist;
  80. /*open*/
  81. typedef struct
  82. { flag oerr;
  83. ftnint ounit;
  84. char *ofnm;
  85. ftnlen ofnmlen;
  86. char *osta;
  87. char *oacc;
  88. char *ofm;
  89. ftnint orl;
  90. char *oblnk;
  91. } olist;
  92. /*close*/
  93. typedef struct
  94. { flag cerr;
  95. ftnint cunit;
  96. char *csta;
  97. } cllist;
  98. /*rewind, backspace, endfile*/
  99. typedef struct
  100. { flag aerr;
  101. ftnint aunit;
  102. } alist;
  103. /* inquire */
  104. typedef struct
  105. { flag inerr;
  106. ftnint inunit;
  107. char *infile;
  108. ftnlen infilen;
  109. ftnint *inex; /*parameters in standard's order*/
  110. ftnint *inopen;
  111. ftnint *innum;
  112. ftnint *innamed;
  113. char *inname;
  114. ftnlen innamlen;
  115. char *inacc;
  116. ftnlen inacclen;
  117. char *inseq;
  118. ftnlen inseqlen;
  119. char *indir;
  120. ftnlen indirlen;
  121. char *infmt;
  122. ftnlen infmtlen;
  123. char *inform;
  124. ftnint informlen;
  125. char *inunf;
  126. ftnlen inunflen;
  127. ftnint *inrecl;
  128. ftnint *innrec;
  129. char *inblank;
  130. ftnlen inblanklen;
  131. } inlist;
  132. #define VOID void
  133. union Multitype { /* for multiple entry points */
  134. integer1 g;
  135. shortint h;
  136. integer i;
  137. /* longint j; */
  138. real r;
  139. doublereal d;
  140. complex c;
  141. doublecomplex z;
  142. };
  143. typedef union Multitype Multitype;
  144. struct Vardesc { /* for Namelist */
  145. char *name;
  146. char *addr;
  147. ftnlen *dims;
  148. int type;
  149. };
  150. typedef struct Vardesc Vardesc;
  151. struct Namelist {
  152. char *name;
  153. Vardesc **vars;
  154. int nvars;
  155. };
  156. typedef struct Namelist Namelist;
  157. #define abs(x) ((x) >= 0 ? (x) : -(x))
  158. #define dabs(x) (fabs(x))
  159. #define f2cmin(a,b) ((a) <= (b) ? (a) : (b))
  160. #define f2cmax(a,b) ((a) >= (b) ? (a) : (b))
  161. #define dmin(a,b) (f2cmin(a,b))
  162. #define dmax(a,b) (f2cmax(a,b))
  163. #define bit_test(a,b) ((a) >> (b) & 1)
  164. #define bit_clear(a,b) ((a) & ~((uinteger)1 << (b)))
  165. #define bit_set(a,b) ((a) | ((uinteger)1 << (b)))
  166. #define abort_() { sig_die("Fortran abort routine called", 1); }
  167. #define c_abs(z) (cabsf(Cf(z)))
  168. #define c_cos(R,Z) { pCf(R)=ccos(Cf(Z)); }
  169. #define c_div(c, a, b) {pCf(c) = Cf(a)/Cf(b);}
  170. #define z_div(c, a, b) {pCd(c) = Cd(a)/Cd(b);}
  171. #define c_exp(R, Z) {pCf(R) = cexpf(Cf(Z));}
  172. #define c_log(R, Z) {pCf(R) = clogf(Cf(Z));}
  173. #define c_sin(R, Z) {pCf(R) = csinf(Cf(Z));}
  174. //#define c_sqrt(R, Z) {*(R) = csqrtf(Cf(Z));}
  175. #define c_sqrt(R, Z) {pCf(R) = csqrtf(Cf(Z));}
  176. #define d_abs(x) (fabs(*(x)))
  177. #define d_acos(x) (acos(*(x)))
  178. #define d_asin(x) (asin(*(x)))
  179. #define d_atan(x) (atan(*(x)))
  180. #define d_atn2(x, y) (atan2(*(x),*(y)))
  181. #define d_cnjg(R, Z) { pCd(R) = conj(Cd(Z)); }
  182. #define r_cnjg(R, Z) { pCf(R) = conj(Cf(Z)); }
  183. #define d_cos(x) (cos(*(x)))
  184. #define d_cosh(x) (cosh(*(x)))
  185. #define d_dim(__a, __b) ( *(__a) > *(__b) ? *(__a) - *(__b) : 0.0 )
  186. #define d_exp(x) (exp(*(x)))
  187. #define d_imag(z) (cimag(Cd(z)))
  188. #define r_imag(z) (cimag(Cf(z)))
  189. #define d_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
  190. #define r_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
  191. #define d_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
  192. #define r_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
  193. #define d_log(x) (log(*(x)))
  194. #define d_mod(x, y) (fmod(*(x), *(y)))
  195. #define u_nint(__x) ((__x)>=0 ? floor((__x) + .5) : -floor(.5 - (__x)))
  196. #define d_nint(x) u_nint(*(x))
  197. #define u_sign(__a,__b) ((__b) >= 0 ? ((__a) >= 0 ? (__a) : -(__a)) : -((__a) >= 0 ? (__a) : -(__a)))
  198. #define d_sign(a,b) u_sign(*(a),*(b))
  199. #define r_sign(a,b) u_sign(*(a),*(b))
  200. #define d_sin(x) (sin(*(x)))
  201. #define d_sinh(x) (sinh(*(x)))
  202. #define d_sqrt(x) (sqrt(*(x)))
  203. #define d_tan(x) (tan(*(x)))
  204. #define d_tanh(x) (tanh(*(x)))
  205. #define i_abs(x) abs(*(x))
  206. #define i_dnnt(x) ((integer)u_nint(*(x)))
  207. #define i_len(s, n) (n)
  208. #define i_nint(x) ((integer)u_nint(*(x)))
  209. #define i_sign(a,b) ((integer)u_sign((integer)*(a),(integer)*(b)))
  210. #define pow_dd(ap, bp) ( pow(*(ap), *(bp)))
  211. #define pow_si(B,E) spow_ui(*(B),*(E))
  212. #define pow_ri(B,E) spow_ui(*(B),*(E))
  213. #define pow_di(B,E) dpow_ui(*(B),*(E))
  214. #define pow_zi(p, a, b) {pCd(p) = zpow_ui(Cd(a), *(b));}
  215. #define pow_ci(p, a, b) {pCf(p) = cpow_ui(Cf(a), *(b));}
  216. #define pow_zz(R,A,B) {pCd(R) = cpow(Cd(A),*(B));}
  217. #define s_cat(lpp, rpp, rnp, np, llp) { ftnlen i, nc, ll; char *f__rp, *lp; ll = (llp); lp = (lpp); for(i=0; i < (int)*(np); ++i) { nc = ll; if((rnp)[i] < nc) nc = (rnp)[i]; ll -= nc; f__rp = (rpp)[i]; while(--nc >= 0) *lp++ = *(f__rp)++; } while(--ll >= 0) *lp++ = ' '; }
  218. #define s_cmp(a,b,c,d) ((integer)strncmp((a),(b),f2cmin((c),(d))))
  219. #define s_copy(A,B,C,D) { int __i,__m; for (__i=0, __m=f2cmin((C),(D)); __i<__m && (B)[__i] != 0; ++__i) (A)[__i] = (B)[__i]; }
  220. #define sig_die(s, kill) { exit(1); }
  221. #define s_stop(s, n) {exit(0);}
  222. static char junk[] = "\n@(#)LIBF77 VERSION 19990503\n";
  223. #define z_abs(z) (cabs(Cd(z)))
  224. #define z_exp(R, Z) {pCd(R) = cexp(Cd(Z));}
  225. #define z_sqrt(R, Z) {pCd(R) = csqrt(Cd(Z));}
  226. #define myexit_() break;
  227. #define mycycle() continue;
  228. #define myceiling(w) {ceil(w)}
  229. #define myhuge(w) {HUGE_VAL}
  230. //#define mymaxloc_(w,s,e,n) {if (sizeof(*(w)) == sizeof(double)) dmaxloc_((w),*(s),*(e),n); else dmaxloc_((w),*(s),*(e),n);}
  231. #define mymaxloc_(w,s,e,n) dmaxloc_(w,*(s),*(e),n)
  232. /* procedure parameter types for -A and -C++ */
  233. #define F2C_proc_par_types 1
  234. #ifdef __cplusplus
  235. typedef logical (*L_fp)(...);
  236. #else
  237. typedef logical (*L_fp)();
  238. #endif
  239. static float spow_ui(float x, integer n) {
  240. float pow=1.0; unsigned long int u;
  241. if(n != 0) {
  242. if(n < 0) n = -n, x = 1/x;
  243. for(u = n; ; ) {
  244. if(u & 01) pow *= x;
  245. if(u >>= 1) x *= x;
  246. else break;
  247. }
  248. }
  249. return pow;
  250. }
  251. static double dpow_ui(double x, integer n) {
  252. double pow=1.0; unsigned long int u;
  253. if(n != 0) {
  254. if(n < 0) n = -n, x = 1/x;
  255. for(u = n; ; ) {
  256. if(u & 01) pow *= x;
  257. if(u >>= 1) x *= x;
  258. else break;
  259. }
  260. }
  261. return pow;
  262. }
  263. static _Complex float cpow_ui(_Complex float x, integer n) {
  264. _Complex float pow=1.0; unsigned long int u;
  265. if(n != 0) {
  266. if(n < 0) n = -n, x = 1/x;
  267. for(u = n; ; ) {
  268. if(u & 01) pow *= x;
  269. if(u >>= 1) x *= x;
  270. else break;
  271. }
  272. }
  273. return pow;
  274. }
  275. static _Complex double zpow_ui(_Complex double x, integer n) {
  276. _Complex double pow=1.0; unsigned long int u;
  277. if(n != 0) {
  278. if(n < 0) n = -n, x = 1/x;
  279. for(u = n; ; ) {
  280. if(u & 01) pow *= x;
  281. if(u >>= 1) x *= x;
  282. else break;
  283. }
  284. }
  285. return pow;
  286. }
  287. static integer pow_ii(integer x, integer n) {
  288. integer pow; unsigned long int u;
  289. if (n <= 0) {
  290. if (n == 0 || x == 1) pow = 1;
  291. else if (x != -1) pow = x == 0 ? 1/x : 0;
  292. else n = -n;
  293. }
  294. if ((n > 0) || !(n == 0 || x == 1 || x != -1)) {
  295. u = n;
  296. for(pow = 1; ; ) {
  297. if(u & 01) pow *= x;
  298. if(u >>= 1) x *= x;
  299. else break;
  300. }
  301. }
  302. return pow;
  303. }
  304. static integer dmaxloc_(double *w, integer s, integer e, integer *n)
  305. {
  306. double m; integer i, mi;
  307. for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
  308. if (w[i-1]>m) mi=i ,m=w[i-1];
  309. return mi-s+1;
  310. }
  311. static integer smaxloc_(float *w, integer s, integer e, integer *n)
  312. {
  313. float m; integer i, mi;
  314. for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
  315. if (w[i-1]>m) mi=i ,m=w[i-1];
  316. return mi-s+1;
  317. }
  318. static inline void cdotc_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
  319. integer n = *n_, incx = *incx_, incy = *incy_, i;
  320. _Complex float zdotc = 0.0;
  321. if (incx == 1 && incy == 1) {
  322. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  323. zdotc += conjf(Cf(&x[i])) * Cf(&y[i]);
  324. }
  325. } else {
  326. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  327. zdotc += conjf(Cf(&x[i*incx])) * Cf(&y[i*incy]);
  328. }
  329. }
  330. pCf(z) = zdotc;
  331. }
  332. static inline void zdotc_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
  333. integer n = *n_, incx = *incx_, incy = *incy_, i;
  334. _Complex double zdotc = 0.0;
  335. if (incx == 1 && incy == 1) {
  336. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  337. zdotc += conj(Cd(&x[i])) * Cd(&y[i]);
  338. }
  339. } else {
  340. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  341. zdotc += conj(Cd(&x[i*incx])) * Cd(&y[i*incy]);
  342. }
  343. }
  344. pCd(z) = zdotc;
  345. }
  346. static inline void cdotu_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
  347. integer n = *n_, incx = *incx_, incy = *incy_, i;
  348. _Complex float zdotc = 0.0;
  349. if (incx == 1 && incy == 1) {
  350. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  351. zdotc += Cf(&x[i]) * Cf(&y[i]);
  352. }
  353. } else {
  354. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  355. zdotc += Cf(&x[i*incx]) * Cf(&y[i*incy]);
  356. }
  357. }
  358. pCf(z) = zdotc;
  359. }
  360. static inline void zdotu_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
  361. integer n = *n_, incx = *incx_, incy = *incy_, i;
  362. _Complex double zdotc = 0.0;
  363. if (incx == 1 && incy == 1) {
  364. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  365. zdotc += Cd(&x[i]) * Cd(&y[i]);
  366. }
  367. } else {
  368. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  369. zdotc += Cd(&x[i*incx]) * Cd(&y[i*incy]);
  370. }
  371. }
  372. pCd(z) = zdotc;
  373. }
  374. #endif
  375. /* -- translated by f2c (version 20000121).
  376. You must link the resulting object file with the libraries:
  377. -lf2c -lm (in that order)
  378. */
  379. /* Table of constant values */
  380. static integer c__1 = 1;
  381. static integer c_n1 = -1;
  382. static doublereal c_b23 = -1.;
  383. static doublereal c_b25 = 1.;
  384. /* > \brief \b DPSTRF computes the Cholesky factorization with complete pivoting of a real symmetric positive
  385. semidefinite matrix. */
  386. /* =========== DOCUMENTATION =========== */
  387. /* Online html documentation available at */
  388. /* http://www.netlib.org/lapack/explore-html/ */
  389. /* > \htmlonly */
  390. /* > Download DPSTRF + dependencies */
  391. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dpstrf.
  392. f"> */
  393. /* > [TGZ]</a> */
  394. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dpstrf.
  395. f"> */
  396. /* > [ZIP]</a> */
  397. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dpstrf.
  398. f"> */
  399. /* > [TXT]</a> */
  400. /* > \endhtmlonly */
  401. /* Definition: */
  402. /* =========== */
  403. /* SUBROUTINE DPSTRF( UPLO, N, A, LDA, PIV, RANK, TOL, WORK, INFO ) */
  404. /* DOUBLE PRECISION TOL */
  405. /* INTEGER INFO, LDA, N, RANK */
  406. /* CHARACTER UPLO */
  407. /* DOUBLE PRECISION A( LDA, * ), WORK( 2*N ) */
  408. /* INTEGER PIV( N ) */
  409. /* > \par Purpose: */
  410. /* ============= */
  411. /* > */
  412. /* > \verbatim */
  413. /* > */
  414. /* > DPSTRF computes the Cholesky factorization with complete */
  415. /* > pivoting of a real symmetric positive semidefinite matrix A. */
  416. /* > */
  417. /* > The factorization has the form */
  418. /* > P**T * A * P = U**T * U , if UPLO = 'U', */
  419. /* > P**T * A * P = L * L**T, if UPLO = 'L', */
  420. /* > where U is an upper triangular matrix and L is lower triangular, and */
  421. /* > P is stored as vector PIV. */
  422. /* > */
  423. /* > This algorithm does not attempt to check that A is positive */
  424. /* > semidefinite. This version of the algorithm calls level 3 BLAS. */
  425. /* > \endverbatim */
  426. /* Arguments: */
  427. /* ========== */
  428. /* > \param[in] UPLO */
  429. /* > \verbatim */
  430. /* > UPLO is CHARACTER*1 */
  431. /* > Specifies whether the upper or lower triangular part of the */
  432. /* > symmetric matrix A is stored. */
  433. /* > = 'U': Upper triangular */
  434. /* > = 'L': Lower triangular */
  435. /* > \endverbatim */
  436. /* > */
  437. /* > \param[in] N */
  438. /* > \verbatim */
  439. /* > N is INTEGER */
  440. /* > The order of the matrix A. N >= 0. */
  441. /* > \endverbatim */
  442. /* > */
  443. /* > \param[in,out] A */
  444. /* > \verbatim */
  445. /* > A is DOUBLE PRECISION array, dimension (LDA,N) */
  446. /* > On entry, the symmetric matrix A. If UPLO = 'U', the leading */
  447. /* > n by n upper triangular part of A contains the upper */
  448. /* > triangular part of the matrix A, and the strictly lower */
  449. /* > triangular part of A is not referenced. If UPLO = 'L', the */
  450. /* > leading n by n lower triangular part of A contains the lower */
  451. /* > triangular part of the matrix A, and the strictly upper */
  452. /* > triangular part of A is not referenced. */
  453. /* > */
  454. /* > On exit, if INFO = 0, the factor U or L from the Cholesky */
  455. /* > factorization as above. */
  456. /* > \endverbatim */
  457. /* > */
  458. /* > \param[in] LDA */
  459. /* > \verbatim */
  460. /* > LDA is INTEGER */
  461. /* > The leading dimension of the array A. LDA >= f2cmax(1,N). */
  462. /* > \endverbatim */
  463. /* > */
  464. /* > \param[out] PIV */
  465. /* > \verbatim */
  466. /* > PIV is INTEGER array, dimension (N) */
  467. /* > PIV is such that the nonzero entries are P( PIV(K), K ) = 1. */
  468. /* > \endverbatim */
  469. /* > */
  470. /* > \param[out] RANK */
  471. /* > \verbatim */
  472. /* > RANK is INTEGER */
  473. /* > The rank of A given by the number of steps the algorithm */
  474. /* > completed. */
  475. /* > \endverbatim */
  476. /* > */
  477. /* > \param[in] TOL */
  478. /* > \verbatim */
  479. /* > TOL is DOUBLE PRECISION */
  480. /* > User defined tolerance. If TOL < 0, then N*U*MAX( A(K,K) ) */
  481. /* > will be used. The algorithm terminates at the (K-1)st step */
  482. /* > if the pivot <= TOL. */
  483. /* > \endverbatim */
  484. /* > */
  485. /* > \param[out] WORK */
  486. /* > \verbatim */
  487. /* > WORK is DOUBLE PRECISION array, dimension (2*N) */
  488. /* > Work space. */
  489. /* > \endverbatim */
  490. /* > */
  491. /* > \param[out] INFO */
  492. /* > \verbatim */
  493. /* > INFO is INTEGER */
  494. /* > < 0: If INFO = -K, the K-th argument had an illegal value, */
  495. /* > = 0: algorithm completed successfully, and */
  496. /* > > 0: the matrix A is either rank deficient with computed rank */
  497. /* > as returned in RANK, or is not positive semidefinite. See */
  498. /* > Section 7 of LAPACK Working Note #161 for further */
  499. /* > information. */
  500. /* > \endverbatim */
  501. /* Authors: */
  502. /* ======== */
  503. /* > \author Univ. of Tennessee */
  504. /* > \author Univ. of California Berkeley */
  505. /* > \author Univ. of Colorado Denver */
  506. /* > \author NAG Ltd. */
  507. /* > \date December 2016 */
  508. /* > \ingroup doubleOTHERcomputational */
  509. /* ===================================================================== */
  510. /* Subroutine */ int dpstrf_(char *uplo, integer *n, doublereal *a, integer *
  511. lda, integer *piv, integer *rank, doublereal *tol, doublereal *work,
  512. integer *info)
  513. {
  514. /* System generated locals */
  515. integer a_dim1, a_offset, i__1, i__2, i__3, i__4, i__5;
  516. doublereal d__1;
  517. /* Local variables */
  518. integer i__, j, k;
  519. extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *,
  520. integer *);
  521. extern logical lsame_(char *, char *);
  522. extern /* Subroutine */ int dgemv_(char *, integer *, integer *,
  523. doublereal *, doublereal *, integer *, doublereal *, integer *,
  524. doublereal *, doublereal *, integer *);
  525. doublereal dtemp;
  526. integer itemp;
  527. extern /* Subroutine */ int dswap_(integer *, doublereal *, integer *,
  528. doublereal *, integer *);
  529. doublereal dstop;
  530. logical upper;
  531. extern /* Subroutine */ int dsyrk_(char *, char *, integer *, integer *,
  532. doublereal *, doublereal *, integer *, doublereal *, doublereal *,
  533. integer *), dpstf2_(char *, integer *,
  534. doublereal *, integer *, integer *, integer *, doublereal *,
  535. doublereal *, integer *);
  536. integer jb, nb;
  537. extern doublereal dlamch_(char *);
  538. extern logical disnan_(doublereal *);
  539. extern /* Subroutine */ int xerbla_(char *, integer *, ftnlen);
  540. extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
  541. integer *, integer *, ftnlen, ftnlen);
  542. doublereal ajj;
  543. integer pvt;
  544. /* -- LAPACK computational routine (version 3.7.0) -- */
  545. /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
  546. /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
  547. /* December 2016 */
  548. /* ===================================================================== */
  549. /* Test the input parameters. */
  550. /* Parameter adjustments */
  551. --work;
  552. --piv;
  553. a_dim1 = *lda;
  554. a_offset = 1 + a_dim1 * 1;
  555. a -= a_offset;
  556. /* Function Body */
  557. *info = 0;
  558. upper = lsame_(uplo, "U");
  559. if (! upper && ! lsame_(uplo, "L")) {
  560. *info = -1;
  561. } else if (*n < 0) {
  562. *info = -2;
  563. } else if (*lda < f2cmax(1,*n)) {
  564. *info = -4;
  565. }
  566. if (*info != 0) {
  567. i__1 = -(*info);
  568. xerbla_("DPSTRF", &i__1, (ftnlen)6);
  569. return 0;
  570. }
  571. /* Quick return if possible */
  572. if (*n == 0) {
  573. return 0;
  574. }
  575. /* Get block size */
  576. nb = ilaenv_(&c__1, "DPOTRF", uplo, n, &c_n1, &c_n1, &c_n1, (ftnlen)6, (
  577. ftnlen)1);
  578. if (nb <= 1 || nb >= *n) {
  579. /* Use unblocked code */
  580. dpstf2_(uplo, n, &a[a_dim1 + 1], lda, &piv[1], rank, tol, &work[1],
  581. info);
  582. goto L200;
  583. } else {
  584. /* Initialize PIV */
  585. i__1 = *n;
  586. for (i__ = 1; i__ <= i__1; ++i__) {
  587. piv[i__] = i__;
  588. /* L100: */
  589. }
  590. /* Compute stopping value */
  591. pvt = 1;
  592. ajj = a[pvt + pvt * a_dim1];
  593. i__1 = *n;
  594. for (i__ = 2; i__ <= i__1; ++i__) {
  595. if (a[i__ + i__ * a_dim1] > ajj) {
  596. pvt = i__;
  597. ajj = a[pvt + pvt * a_dim1];
  598. }
  599. }
  600. if (ajj <= 0. || disnan_(&ajj)) {
  601. *rank = 0;
  602. *info = 1;
  603. goto L200;
  604. }
  605. /* Compute stopping value if not supplied */
  606. if (*tol < 0.) {
  607. dstop = *n * dlamch_("Epsilon") * ajj;
  608. } else {
  609. dstop = *tol;
  610. }
  611. if (upper) {
  612. /* Compute the Cholesky factorization P**T * A * P = U**T * U */
  613. i__1 = *n;
  614. i__2 = nb;
  615. for (k = 1; i__2 < 0 ? k >= i__1 : k <= i__1; k += i__2) {
  616. /* Account for last block not being NB wide */
  617. /* Computing MIN */
  618. i__3 = nb, i__4 = *n - k + 1;
  619. jb = f2cmin(i__3,i__4);
  620. /* Set relevant part of first half of WORK to zero, */
  621. /* holds dot products */
  622. i__3 = *n;
  623. for (i__ = k; i__ <= i__3; ++i__) {
  624. work[i__] = 0.;
  625. /* L110: */
  626. }
  627. i__3 = k + jb - 1;
  628. for (j = k; j <= i__3; ++j) {
  629. /* Find pivot, test for exit, else swap rows and columns */
  630. /* Update dot products, compute possible pivots which are */
  631. /* stored in the second half of WORK */
  632. i__4 = *n;
  633. for (i__ = j; i__ <= i__4; ++i__) {
  634. if (j > k) {
  635. /* Computing 2nd power */
  636. d__1 = a[j - 1 + i__ * a_dim1];
  637. work[i__] += d__1 * d__1;
  638. }
  639. work[*n + i__] = a[i__ + i__ * a_dim1] - work[i__];
  640. /* L120: */
  641. }
  642. if (j > 1) {
  643. i__4 = *n + j;
  644. i__5 = *n << 1;
  645. itemp = mymaxloc_(&work[1], &i__4, &i__5, &c__1);
  646. pvt = itemp + j - 1;
  647. ajj = work[*n + pvt];
  648. if (ajj <= dstop || disnan_(&ajj)) {
  649. a[j + j * a_dim1] = ajj;
  650. goto L190;
  651. }
  652. }
  653. if (j != pvt) {
  654. /* Pivot OK, so can now swap pivot rows and columns */
  655. a[pvt + pvt * a_dim1] = a[j + j * a_dim1];
  656. i__4 = j - 1;
  657. dswap_(&i__4, &a[j * a_dim1 + 1], &c__1, &a[pvt *
  658. a_dim1 + 1], &c__1);
  659. if (pvt < *n) {
  660. i__4 = *n - pvt;
  661. dswap_(&i__4, &a[j + (pvt + 1) * a_dim1], lda, &a[
  662. pvt + (pvt + 1) * a_dim1], lda);
  663. }
  664. i__4 = pvt - j - 1;
  665. dswap_(&i__4, &a[j + (j + 1) * a_dim1], lda, &a[j + 1
  666. + pvt * a_dim1], &c__1);
  667. /* Swap dot products and PIV */
  668. dtemp = work[j];
  669. work[j] = work[pvt];
  670. work[pvt] = dtemp;
  671. itemp = piv[pvt];
  672. piv[pvt] = piv[j];
  673. piv[j] = itemp;
  674. }
  675. ajj = sqrt(ajj);
  676. a[j + j * a_dim1] = ajj;
  677. /* Compute elements J+1:N of row J. */
  678. if (j < *n) {
  679. i__4 = j - k;
  680. i__5 = *n - j;
  681. dgemv_("Trans", &i__4, &i__5, &c_b23, &a[k + (j + 1) *
  682. a_dim1], lda, &a[k + j * a_dim1], &c__1, &
  683. c_b25, &a[j + (j + 1) * a_dim1], lda);
  684. i__4 = *n - j;
  685. d__1 = 1. / ajj;
  686. dscal_(&i__4, &d__1, &a[j + (j + 1) * a_dim1], lda);
  687. }
  688. /* L130: */
  689. }
  690. /* Update trailing matrix, J already incremented */
  691. if (k + jb <= *n) {
  692. i__3 = *n - j + 1;
  693. dsyrk_("Upper", "Trans", &i__3, &jb, &c_b23, &a[k + j *
  694. a_dim1], lda, &c_b25, &a[j + j * a_dim1], lda);
  695. }
  696. /* L140: */
  697. }
  698. } else {
  699. /* Compute the Cholesky factorization P**T * A * P = L * L**T */
  700. i__2 = *n;
  701. i__1 = nb;
  702. for (k = 1; i__1 < 0 ? k >= i__2 : k <= i__2; k += i__1) {
  703. /* Account for last block not being NB wide */
  704. /* Computing MIN */
  705. i__3 = nb, i__4 = *n - k + 1;
  706. jb = f2cmin(i__3,i__4);
  707. /* Set relevant part of first half of WORK to zero, */
  708. /* holds dot products */
  709. i__3 = *n;
  710. for (i__ = k; i__ <= i__3; ++i__) {
  711. work[i__] = 0.;
  712. /* L150: */
  713. }
  714. i__3 = k + jb - 1;
  715. for (j = k; j <= i__3; ++j) {
  716. /* Find pivot, test for exit, else swap rows and columns */
  717. /* Update dot products, compute possible pivots which are */
  718. /* stored in the second half of WORK */
  719. i__4 = *n;
  720. for (i__ = j; i__ <= i__4; ++i__) {
  721. if (j > k) {
  722. /* Computing 2nd power */
  723. d__1 = a[i__ + (j - 1) * a_dim1];
  724. work[i__] += d__1 * d__1;
  725. }
  726. work[*n + i__] = a[i__ + i__ * a_dim1] - work[i__];
  727. /* L160: */
  728. }
  729. if (j > 1) {
  730. i__4 = *n + j;
  731. i__5 = *n << 1;
  732. itemp = mymaxloc_(&work[1], &i__4, &i__5, &c__1);
  733. pvt = itemp + j - 1;
  734. ajj = work[*n + pvt];
  735. if (ajj <= dstop || disnan_(&ajj)) {
  736. a[j + j * a_dim1] = ajj;
  737. goto L190;
  738. }
  739. }
  740. if (j != pvt) {
  741. /* Pivot OK, so can now swap pivot rows and columns */
  742. a[pvt + pvt * a_dim1] = a[j + j * a_dim1];
  743. i__4 = j - 1;
  744. dswap_(&i__4, &a[j + a_dim1], lda, &a[pvt + a_dim1],
  745. lda);
  746. if (pvt < *n) {
  747. i__4 = *n - pvt;
  748. dswap_(&i__4, &a[pvt + 1 + j * a_dim1], &c__1, &a[
  749. pvt + 1 + pvt * a_dim1], &c__1);
  750. }
  751. i__4 = pvt - j - 1;
  752. dswap_(&i__4, &a[j + 1 + j * a_dim1], &c__1, &a[pvt +
  753. (j + 1) * a_dim1], lda);
  754. /* Swap dot products and PIV */
  755. dtemp = work[j];
  756. work[j] = work[pvt];
  757. work[pvt] = dtemp;
  758. itemp = piv[pvt];
  759. piv[pvt] = piv[j];
  760. piv[j] = itemp;
  761. }
  762. ajj = sqrt(ajj);
  763. a[j + j * a_dim1] = ajj;
  764. /* Compute elements J+1:N of column J. */
  765. if (j < *n) {
  766. i__4 = *n - j;
  767. i__5 = j - k;
  768. dgemv_("No Trans", &i__4, &i__5, &c_b23, &a[j + 1 + k
  769. * a_dim1], lda, &a[j + k * a_dim1], lda, &
  770. c_b25, &a[j + 1 + j * a_dim1], &c__1);
  771. i__4 = *n - j;
  772. d__1 = 1. / ajj;
  773. dscal_(&i__4, &d__1, &a[j + 1 + j * a_dim1], &c__1);
  774. }
  775. /* L170: */
  776. }
  777. /* Update trailing matrix, J already incremented */
  778. if (k + jb <= *n) {
  779. i__3 = *n - j + 1;
  780. dsyrk_("Lower", "No Trans", &i__3, &jb, &c_b23, &a[j + k *
  781. a_dim1], lda, &c_b25, &a[j + j * a_dim1], lda);
  782. }
  783. /* L180: */
  784. }
  785. }
  786. }
  787. /* Ran to completion, A has full rank */
  788. *rank = *n;
  789. goto L200;
  790. L190:
  791. /* Rank is the number of steps completed. Set INFO = 1 to signal */
  792. /* that the factorization cannot be used to solve a system. */
  793. *rank = j - 1;
  794. *info = 1;
  795. L200:
  796. return 0;
  797. /* End of DPSTRF */
  798. } /* dpstrf_ */