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clasyf_rk.f 31 kB

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  1. *> \brief \b CLASYF_RK computes a partial factorization of a complex symmetric indefinite matrix using bounded Bunch-Kaufman (rook) diagonal pivoting method.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CLASYF_RK + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/clasyf_rk.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/clasyf_rk.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/clasyf_rk.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CLASYF_RK( UPLO, N, NB, KB, A, LDA, E, IPIV, W, LDW,
  22. * INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER UPLO
  26. * INTEGER INFO, KB, LDA, LDW, N, NB
  27. * ..
  28. * .. Array Arguments ..
  29. * INTEGER IPIV( * )
  30. * COMPLEX A( LDA, * ), E( * ), W( LDW, * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *> CLASYF_RK computes a partial factorization of a complex symmetric
  39. *> matrix A using the bounded Bunch-Kaufman (rook) diagonal
  40. *> pivoting method. The partial 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. *>
  51. *> CLASYF_RK is an auxiliary routine called by CSYTRF_RK. It uses
  52. *> blocked code (calling Level 3 BLAS) to update the submatrix
  53. *> A11 (if UPLO = 'U') or A22 (if UPLO = 'L').
  54. *> \endverbatim
  55. *
  56. * Arguments:
  57. * ==========
  58. *
  59. *> \param[in] UPLO
  60. *> \verbatim
  61. *> UPLO is CHARACTER*1
  62. *> Specifies whether the upper or lower triangular part of the
  63. *> symmetric matrix A is stored:
  64. *> = 'U': Upper triangular
  65. *> = 'L': Lower triangular
  66. *> \endverbatim
  67. *>
  68. *> \param[in] N
  69. *> \verbatim
  70. *> N is INTEGER
  71. *> The order of the matrix A. N >= 0.
  72. *> \endverbatim
  73. *>
  74. *> \param[in] NB
  75. *> \verbatim
  76. *> NB is INTEGER
  77. *> The maximum number of columns of the matrix A that should be
  78. *> factored. NB should be at least 2 to allow for 2-by-2 pivot
  79. *> blocks.
  80. *> \endverbatim
  81. *>
  82. *> \param[out] KB
  83. *> \verbatim
  84. *> KB is INTEGER
  85. *> The number of columns of A that were actually factored.
  86. *> KB is either NB-1 or NB, or N if N <= NB.
  87. *> \endverbatim
  88. *>
  89. *> \param[in,out] A
  90. *> \verbatim
  91. *> A is COMPLEX array, dimension (LDA,N)
  92. *> On entry, the symmetric matrix A.
  93. *> If UPLO = 'U': the leading N-by-N upper triangular part
  94. *> of A contains the upper triangular part of the matrix A,
  95. *> and the strictly lower triangular part of A is not
  96. *> referenced.
  97. *>
  98. *> If UPLO = 'L': the leading N-by-N lower triangular part
  99. *> of A contains the lower triangular part of the matrix A,
  100. *> and the strictly upper triangular part of A is not
  101. *> referenced.
  102. *>
  103. *> On exit, contains:
  104. *> a) ONLY diagonal elements of the symmetric block diagonal
  105. *> matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
  106. *> (superdiagonal (or subdiagonal) elements of D
  107. *> are stored on exit in array E), and
  108. *> b) If UPLO = 'U': factor U in the superdiagonal part of A.
  109. *> If UPLO = 'L': factor L in the subdiagonal part of A.
  110. *> \endverbatim
  111. *>
  112. *> \param[in] LDA
  113. *> \verbatim
  114. *> LDA is INTEGER
  115. *> The leading dimension of the array A. LDA >= max(1,N).
  116. *> \endverbatim
  117. *>
  118. *> \param[out] E
  119. *> \verbatim
  120. *> E is COMPLEX array, dimension (N)
  121. *> On exit, contains the superdiagonal (or subdiagonal)
  122. *> elements of the symmetric block diagonal matrix D
  123. *> with 1-by-1 or 2-by-2 diagonal blocks, where
  124. *> If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0;
  125. *> If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0.
  126. *>
  127. *> NOTE: For 1-by-1 diagonal block D(k), where
  128. *> 1 <= k <= N, the element E(k) is set to 0 in both
  129. *> UPLO = 'U' or UPLO = 'L' cases.
  130. *> \endverbatim
  131. *>
  132. *> \param[out] IPIV
  133. *> \verbatim
  134. *> IPIV is INTEGER array, dimension (N)
  135. *> IPIV describes the permutation matrix P in the factorization
  136. *> of matrix A as follows. The absolute value of IPIV(k)
  137. *> represents the index of row and column that were
  138. *> interchanged with the k-th row and column. The value of UPLO
  139. *> describes the order in which the interchanges were applied.
  140. *> Also, the sign of IPIV represents the block structure of
  141. *> the symmetric block diagonal matrix D with 1-by-1 or 2-by-2
  142. *> diagonal blocks which correspond to 1 or 2 interchanges
  143. *> at each factorization step.
  144. *>
  145. *> If UPLO = 'U',
  146. *> ( in factorization order, k decreases from N to 1 ):
  147. *> a) A single positive entry IPIV(k) > 0 means:
  148. *> D(k,k) is a 1-by-1 diagonal block.
  149. *> If IPIV(k) != k, rows and columns k and IPIV(k) were
  150. *> interchanged in the submatrix A(1:N,N-KB+1:N);
  151. *> If IPIV(k) = k, no interchange occurred.
  152. *>
  153. *>
  154. *> b) A pair of consecutive negative entries
  155. *> IPIV(k) < 0 and IPIV(k-1) < 0 means:
  156. *> D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
  157. *> (NOTE: negative entries in IPIV appear ONLY in pairs).
  158. *> 1) If -IPIV(k) != k, rows and columns
  159. *> k and -IPIV(k) were interchanged
  160. *> in the matrix A(1:N,N-KB+1:N).
  161. *> If -IPIV(k) = k, no interchange occurred.
  162. *> 2) If -IPIV(k-1) != k-1, rows and columns
  163. *> k-1 and -IPIV(k-1) were interchanged
  164. *> in the submatrix A(1:N,N-KB+1:N).
  165. *> If -IPIV(k-1) = k-1, no interchange occurred.
  166. *>
  167. *> c) In both cases a) and b) is always ABS( IPIV(k) ) <= k.
  168. *>
  169. *> d) NOTE: Any entry IPIV(k) is always NONZERO on output.
  170. *>
  171. *> If UPLO = 'L',
  172. *> ( in factorization order, k increases from 1 to N ):
  173. *> a) A single positive entry IPIV(k) > 0 means:
  174. *> D(k,k) is a 1-by-1 diagonal block.
  175. *> If IPIV(k) != k, rows and columns k and IPIV(k) were
  176. *> interchanged in the submatrix A(1:N,1:KB).
  177. *> If IPIV(k) = k, no interchange occurred.
  178. *>
  179. *> b) A pair of consecutive negative entries
  180. *> IPIV(k) < 0 and IPIV(k+1) < 0 means:
  181. *> D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
  182. *> (NOTE: negative entries in IPIV appear ONLY in pairs).
  183. *> 1) If -IPIV(k) != k, rows and columns
  184. *> k and -IPIV(k) were interchanged
  185. *> in the submatrix A(1:N,1:KB).
  186. *> If -IPIV(k) = k, no interchange occurred.
  187. *> 2) If -IPIV(k+1) != k+1, rows and columns
  188. *> k-1 and -IPIV(k-1) were interchanged
  189. *> in the submatrix A(1:N,1:KB).
  190. *> If -IPIV(k+1) = k+1, no interchange occurred.
  191. *>
  192. *> c) In both cases a) and b) is always ABS( IPIV(k) ) >= k.
  193. *>
  194. *> d) NOTE: Any entry IPIV(k) is always NONZERO on output.
  195. *> \endverbatim
  196. *>
  197. *> \param[out] W
  198. *> \verbatim
  199. *> W is COMPLEX array, dimension (LDW,NB)
  200. *> \endverbatim
  201. *>
  202. *> \param[in] LDW
  203. *> \verbatim
  204. *> LDW is INTEGER
  205. *> The leading dimension of the array W. LDW >= max(1,N).
  206. *> \endverbatim
  207. *>
  208. *> \param[out] INFO
  209. *> \verbatim
  210. *> INFO is INTEGER
  211. *> = 0: successful exit
  212. *>
  213. *> < 0: If INFO = -k, the k-th argument had an illegal value
  214. *>
  215. *> > 0: If INFO = k, the matrix A is singular, because:
  216. *> If UPLO = 'U': column k in the upper
  217. *> triangular part of A contains all zeros.
  218. *> If UPLO = 'L': column k in the lower
  219. *> triangular part of A contains all zeros.
  220. *>
  221. *> Therefore D(k,k) is exactly zero, and superdiagonal
  222. *> elements of column k of U (or subdiagonal elements of
  223. *> column k of L ) are all zeros. The factorization has
  224. *> been completed, but the block diagonal matrix D is
  225. *> exactly singular, and division by zero will occur if
  226. *> it is used to solve a system of equations.
  227. *>
  228. *> NOTE: INFO only stores the first occurrence of
  229. *> a singularity, any subsequent occurrence of singularity
  230. *> is not stored in INFO even though the factorization
  231. *> always completes.
  232. *> \endverbatim
  233. *
  234. * Authors:
  235. * ========
  236. *
  237. *> \author Univ. of Tennessee
  238. *> \author Univ. of California Berkeley
  239. *> \author Univ. of Colorado Denver
  240. *> \author NAG Ltd.
  241. *
  242. *> \ingroup complexSYcomputational
  243. *
  244. *> \par Contributors:
  245. * ==================
  246. *>
  247. *> \verbatim
  248. *>
  249. *> December 2016, Igor Kozachenko,
  250. *> Computer Science Division,
  251. *> University of California, Berkeley
  252. *>
  253. *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
  254. *> School of Mathematics,
  255. *> University of Manchester
  256. *>
  257. *> \endverbatim
  258. *
  259. * =====================================================================
  260. SUBROUTINE CLASYF_RK( UPLO, N, NB, KB, A, LDA, E, IPIV, W, LDW,
  261. $ INFO )
  262. *
  263. * -- LAPACK computational routine --
  264. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  265. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  266. *
  267. * .. Scalar Arguments ..
  268. CHARACTER UPLO
  269. INTEGER INFO, KB, LDA, LDW, N, NB
  270. * ..
  271. * .. Array Arguments ..
  272. INTEGER IPIV( * )
  273. COMPLEX A( LDA, * ), E( * ), W( LDW, * )
  274. * ..
  275. *
  276. * =====================================================================
  277. *
  278. * .. Parameters ..
  279. REAL ZERO, ONE
  280. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  281. REAL EIGHT, SEVTEN
  282. PARAMETER ( EIGHT = 8.0E+0, SEVTEN = 17.0E+0 )
  283. COMPLEX CONE, CZERO
  284. PARAMETER ( CONE = ( 1.0E+0, 0.0E+0 ),
  285. $ CZERO = ( 0.0E+0, 0.0E+0 ) )
  286. * ..
  287. * .. Local Scalars ..
  288. LOGICAL DONE
  289. INTEGER IMAX, ITEMP, J, JB, JJ, JMAX, K, KK, KW, KKW,
  290. $ KP, KSTEP, P, II
  291. REAL ABSAKK, ALPHA, COLMAX, ROWMAX, SFMIN, STEMP
  292. COMPLEX D11, D12, D21, D22, R1, T, Z
  293. * ..
  294. * .. External Functions ..
  295. LOGICAL LSAME
  296. INTEGER ICAMAX
  297. REAL SLAMCH
  298. EXTERNAL LSAME, ICAMAX, SLAMCH
  299. * ..
  300. * .. External Subroutines ..
  301. EXTERNAL CCOPY, CGEMM, CGEMV, CSCAL, CSWAP
  302. * ..
  303. * .. Intrinsic Functions ..
  304. INTRINSIC ABS, AIMAG, MAX, MIN, REAL, SQRT
  305. * ..
  306. * .. Statement Functions ..
  307. REAL CABS1
  308. * ..
  309. * .. Statement Function definitions ..
  310. CABS1( Z ) = ABS( REAL( Z ) ) + ABS( AIMAG( Z ) )
  311. * ..
  312. * .. Executable Statements ..
  313. *
  314. INFO = 0
  315. *
  316. * Initialize ALPHA for use in choosing pivot block size.
  317. *
  318. ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
  319. *
  320. * Compute machine safe minimum
  321. *
  322. SFMIN = SLAMCH( 'S' )
  323. *
  324. IF( LSAME( UPLO, 'U' ) ) THEN
  325. *
  326. * Factorize the trailing columns of A using the upper triangle
  327. * of A and working backwards, and compute the matrix W = U12*D
  328. * for use in updating A11
  329. *
  330. * Initialize the first entry of array E, where superdiagonal
  331. * elements of D are stored
  332. *
  333. E( 1 ) = CZERO
  334. *
  335. * K is the main loop index, decreasing from N in steps of 1 or 2
  336. *
  337. K = N
  338. 10 CONTINUE
  339. *
  340. * KW is the column of W which corresponds to column K of A
  341. *
  342. KW = NB + K - N
  343. *
  344. * Exit from loop
  345. *
  346. IF( ( K.LE.N-NB+1 .AND. NB.LT.N ) .OR. K.LT.1 )
  347. $ GO TO 30
  348. *
  349. KSTEP = 1
  350. P = K
  351. *
  352. * Copy column K of A to column KW of W and update it
  353. *
  354. CALL CCOPY( K, A( 1, K ), 1, W( 1, KW ), 1 )
  355. IF( K.LT.N )
  356. $ CALL CGEMV( 'No transpose', K, N-K, -CONE, A( 1, K+1 ),
  357. $ LDA, W( K, KW+1 ), LDW, CONE, W( 1, KW ), 1 )
  358. *
  359. * Determine rows and columns to be interchanged and whether
  360. * a 1-by-1 or 2-by-2 pivot block will be used
  361. *
  362. ABSAKK = CABS1( W( K, KW ) )
  363. *
  364. * IMAX is the row-index of the largest off-diagonal element in
  365. * column K, and COLMAX is its absolute value.
  366. * Determine both COLMAX and IMAX.
  367. *
  368. IF( K.GT.1 ) THEN
  369. IMAX = ICAMAX( K-1, W( 1, KW ), 1 )
  370. COLMAX = CABS1( W( IMAX, KW ) )
  371. ELSE
  372. COLMAX = ZERO
  373. END IF
  374. *
  375. IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
  376. *
  377. * Column K is zero or underflow: set INFO and continue
  378. *
  379. IF( INFO.EQ.0 )
  380. $ INFO = K
  381. KP = K
  382. CALL CCOPY( K, W( 1, KW ), 1, A( 1, K ), 1 )
  383. *
  384. * Set E( K ) to zero
  385. *
  386. IF( K.GT.1 )
  387. $ E( K ) = CZERO
  388. *
  389. ELSE
  390. *
  391. * ============================================================
  392. *
  393. * Test for interchange
  394. *
  395. * Equivalent to testing for ABSAKK.GE.ALPHA*COLMAX
  396. * (used to handle NaN and Inf)
  397. *
  398. IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN
  399. *
  400. * no interchange, use 1-by-1 pivot block
  401. *
  402. KP = K
  403. *
  404. ELSE
  405. *
  406. DONE = .FALSE.
  407. *
  408. * Loop until pivot found
  409. *
  410. 12 CONTINUE
  411. *
  412. * Begin pivot search loop body
  413. *
  414. *
  415. * Copy column IMAX to column KW-1 of W and update it
  416. *
  417. CALL CCOPY( IMAX, A( 1, IMAX ), 1, W( 1, KW-1 ), 1 )
  418. CALL CCOPY( K-IMAX, A( IMAX, IMAX+1 ), LDA,
  419. $ W( IMAX+1, KW-1 ), 1 )
  420. *
  421. IF( K.LT.N )
  422. $ CALL CGEMV( 'No transpose', K, N-K, -CONE,
  423. $ A( 1, K+1 ), LDA, W( IMAX, KW+1 ), LDW,
  424. $ CONE, W( 1, KW-1 ), 1 )
  425. *
  426. * JMAX is the column-index of the largest off-diagonal
  427. * element in row IMAX, and ROWMAX is its absolute value.
  428. * Determine both ROWMAX and JMAX.
  429. *
  430. IF( IMAX.NE.K ) THEN
  431. JMAX = IMAX + ICAMAX( K-IMAX, W( IMAX+1, KW-1 ),
  432. $ 1 )
  433. ROWMAX = CABS1( W( JMAX, KW-1 ) )
  434. ELSE
  435. ROWMAX = ZERO
  436. END IF
  437. *
  438. IF( IMAX.GT.1 ) THEN
  439. ITEMP = ICAMAX( IMAX-1, W( 1, KW-1 ), 1 )
  440. STEMP = CABS1( W( ITEMP, KW-1 ) )
  441. IF( STEMP.GT.ROWMAX ) THEN
  442. ROWMAX = STEMP
  443. JMAX = ITEMP
  444. END IF
  445. END IF
  446. *
  447. * Equivalent to testing for
  448. * CABS1( W( IMAX, KW-1 ) ).GE.ALPHA*ROWMAX
  449. * (used to handle NaN and Inf)
  450. *
  451. IF( .NOT.(CABS1( W( IMAX, KW-1 ) ).LT.ALPHA*ROWMAX ) )
  452. $ THEN
  453. *
  454. * interchange rows and columns K and IMAX,
  455. * use 1-by-1 pivot block
  456. *
  457. KP = IMAX
  458. *
  459. * copy column KW-1 of W to column KW of W
  460. *
  461. CALL CCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 )
  462. *
  463. DONE = .TRUE.
  464. *
  465. * Equivalent to testing for ROWMAX.EQ.COLMAX,
  466. * (used to handle NaN and Inf)
  467. *
  468. ELSE IF( ( P.EQ.JMAX ) .OR. ( ROWMAX.LE.COLMAX ) )
  469. $ THEN
  470. *
  471. * interchange rows and columns K-1 and IMAX,
  472. * use 2-by-2 pivot block
  473. *
  474. KP = IMAX
  475. KSTEP = 2
  476. DONE = .TRUE.
  477. ELSE
  478. *
  479. * Pivot not found: set params and repeat
  480. *
  481. P = IMAX
  482. COLMAX = ROWMAX
  483. IMAX = JMAX
  484. *
  485. * Copy updated JMAXth (next IMAXth) column to Kth of W
  486. *
  487. CALL CCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 )
  488. *
  489. END IF
  490. *
  491. * End pivot search loop body
  492. *
  493. IF( .NOT. DONE ) GOTO 12
  494. *
  495. END IF
  496. *
  497. * ============================================================
  498. *
  499. KK = K - KSTEP + 1
  500. *
  501. * KKW is the column of W which corresponds to column KK of A
  502. *
  503. KKW = NB + KK - N
  504. *
  505. IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
  506. *
  507. * Copy non-updated column K to column P
  508. *
  509. CALL CCOPY( K-P, A( P+1, K ), 1, A( P, P+1 ), LDA )
  510. CALL CCOPY( P, A( 1, K ), 1, A( 1, P ), 1 )
  511. *
  512. * Interchange rows K and P in last N-K+1 columns of A
  513. * and last N-K+2 columns of W
  514. *
  515. CALL CSWAP( N-K+1, A( K, K ), LDA, A( P, K ), LDA )
  516. CALL CSWAP( N-KK+1, W( K, KKW ), LDW, W( P, KKW ), LDW )
  517. END IF
  518. *
  519. * Updated column KP is already stored in column KKW of W
  520. *
  521. IF( KP.NE.KK ) THEN
  522. *
  523. * Copy non-updated column KK to column KP
  524. *
  525. A( KP, K ) = A( KK, K )
  526. CALL CCOPY( K-1-KP, A( KP+1, KK ), 1, A( KP, KP+1 ),
  527. $ LDA )
  528. CALL CCOPY( KP, A( 1, KK ), 1, A( 1, KP ), 1 )
  529. *
  530. * Interchange rows KK and KP in last N-KK+1 columns
  531. * of A and W
  532. *
  533. CALL CSWAP( N-KK+1, A( KK, KK ), LDA, A( KP, KK ), LDA )
  534. CALL CSWAP( N-KK+1, W( KK, KKW ), LDW, W( KP, KKW ),
  535. $ LDW )
  536. END IF
  537. *
  538. IF( KSTEP.EQ.1 ) THEN
  539. *
  540. * 1-by-1 pivot block D(k): column KW of W now holds
  541. *
  542. * W(k) = U(k)*D(k)
  543. *
  544. * where U(k) is the k-th column of U
  545. *
  546. * Store U(k) in column k of A
  547. *
  548. CALL CCOPY( K, W( 1, KW ), 1, A( 1, K ), 1 )
  549. IF( K.GT.1 ) THEN
  550. IF( CABS1( A( K, K ) ).GE.SFMIN ) THEN
  551. R1 = CONE / A( K, K )
  552. CALL CSCAL( K-1, R1, A( 1, K ), 1 )
  553. ELSE IF( A( K, K ).NE.CZERO ) THEN
  554. DO 14 II = 1, K - 1
  555. A( II, K ) = A( II, K ) / A( K, K )
  556. 14 CONTINUE
  557. END IF
  558. *
  559. * Store the superdiagonal element of D in array E
  560. *
  561. E( K ) = CZERO
  562. *
  563. END IF
  564. *
  565. ELSE
  566. *
  567. * 2-by-2 pivot block D(k): columns KW and KW-1 of W now
  568. * hold
  569. *
  570. * ( W(k-1) W(k) ) = ( U(k-1) U(k) )*D(k)
  571. *
  572. * where U(k) and U(k-1) are the k-th and (k-1)-th columns
  573. * of U
  574. *
  575. IF( K.GT.2 ) THEN
  576. *
  577. * Store U(k) and U(k-1) in columns k and k-1 of A
  578. *
  579. D12 = W( K-1, KW )
  580. D11 = W( K, KW ) / D12
  581. D22 = W( K-1, KW-1 ) / D12
  582. T = CONE / ( D11*D22-CONE )
  583. DO 20 J = 1, K - 2
  584. A( J, K-1 ) = T*( (D11*W( J, KW-1 )-W( J, KW ) ) /
  585. $ D12 )
  586. A( J, K ) = T*( ( D22*W( J, KW )-W( J, KW-1 ) ) /
  587. $ D12 )
  588. 20 CONTINUE
  589. END IF
  590. *
  591. * Copy diagonal elements of D(K) to A,
  592. * copy superdiagonal element of D(K) to E(K) and
  593. * ZERO out superdiagonal entry of A
  594. *
  595. A( K-1, K-1 ) = W( K-1, KW-1 )
  596. A( K-1, K ) = CZERO
  597. A( K, K ) = W( K, KW )
  598. E( K ) = W( K-1, KW )
  599. E( K-1 ) = CZERO
  600. *
  601. END IF
  602. *
  603. * End column K is nonsingular
  604. *
  605. END IF
  606. *
  607. * Store details of the interchanges in IPIV
  608. *
  609. IF( KSTEP.EQ.1 ) THEN
  610. IPIV( K ) = KP
  611. ELSE
  612. IPIV( K ) = -P
  613. IPIV( K-1 ) = -KP
  614. END IF
  615. *
  616. * Decrease K and return to the start of the main loop
  617. *
  618. K = K - KSTEP
  619. GO TO 10
  620. *
  621. 30 CONTINUE
  622. *
  623. * Update the upper triangle of A11 (= A(1:k,1:k)) as
  624. *
  625. * A11 := A11 - U12*D*U12**T = A11 - U12*W**T
  626. *
  627. * computing blocks of NB columns at a time
  628. *
  629. DO 50 J = ( ( K-1 ) / NB )*NB + 1, 1, -NB
  630. JB = MIN( NB, K-J+1 )
  631. *
  632. * Update the upper triangle of the diagonal block
  633. *
  634. DO 40 JJ = J, J + JB - 1
  635. CALL CGEMV( 'No transpose', JJ-J+1, N-K, -CONE,
  636. $ A( J, K+1 ), LDA, W( JJ, KW+1 ), LDW, CONE,
  637. $ A( J, JJ ), 1 )
  638. 40 CONTINUE
  639. *
  640. * Update the rectangular superdiagonal block
  641. *
  642. IF( J.GE.2 )
  643. $ CALL CGEMM( 'No transpose', 'Transpose', J-1, JB,
  644. $ N-K, -CONE, A( 1, K+1 ), LDA, W( J, KW+1 ),
  645. $ LDW, CONE, A( 1, J ), LDA )
  646. 50 CONTINUE
  647. *
  648. * Set KB to the number of columns factorized
  649. *
  650. KB = N - K
  651. *
  652. ELSE
  653. *
  654. * Factorize the leading columns of A using the lower triangle
  655. * of A and working forwards, and compute the matrix W = L21*D
  656. * for use in updating A22
  657. *
  658. * Initialize the unused last entry of the subdiagonal array E.
  659. *
  660. E( N ) = CZERO
  661. *
  662. * K is the main loop index, increasing from 1 in steps of 1 or 2
  663. *
  664. K = 1
  665. 70 CONTINUE
  666. *
  667. * Exit from loop
  668. *
  669. IF( ( K.GE.NB .AND. NB.LT.N ) .OR. K.GT.N )
  670. $ GO TO 90
  671. *
  672. KSTEP = 1
  673. P = K
  674. *
  675. * Copy column K of A to column K of W and update it
  676. *
  677. CALL CCOPY( N-K+1, A( K, K ), 1, W( K, K ), 1 )
  678. IF( K.GT.1 )
  679. $ CALL CGEMV( 'No transpose', N-K+1, K-1, -CONE, A( K, 1 ),
  680. $ LDA, W( K, 1 ), LDW, CONE, W( K, K ), 1 )
  681. *
  682. * Determine rows and columns to be interchanged and whether
  683. * a 1-by-1 or 2-by-2 pivot block will be used
  684. *
  685. ABSAKK = CABS1( W( K, K ) )
  686. *
  687. * IMAX is the row-index of the largest off-diagonal element in
  688. * column K, and COLMAX is its absolute value.
  689. * Determine both COLMAX and IMAX.
  690. *
  691. IF( K.LT.N ) THEN
  692. IMAX = K + ICAMAX( N-K, W( K+1, K ), 1 )
  693. COLMAX = CABS1( W( IMAX, K ) )
  694. ELSE
  695. COLMAX = ZERO
  696. END IF
  697. *
  698. IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
  699. *
  700. * Column K is zero or underflow: set INFO and continue
  701. *
  702. IF( INFO.EQ.0 )
  703. $ INFO = K
  704. KP = K
  705. CALL CCOPY( N-K+1, W( K, K ), 1, A( K, K ), 1 )
  706. *
  707. * Set E( K ) to zero
  708. *
  709. IF( K.LT.N )
  710. $ E( K ) = CZERO
  711. *
  712. ELSE
  713. *
  714. * ============================================================
  715. *
  716. * Test for interchange
  717. *
  718. * Equivalent to testing for ABSAKK.GE.ALPHA*COLMAX
  719. * (used to handle NaN and Inf)
  720. *
  721. IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN
  722. *
  723. * no interchange, use 1-by-1 pivot block
  724. *
  725. KP = K
  726. *
  727. ELSE
  728. *
  729. DONE = .FALSE.
  730. *
  731. * Loop until pivot found
  732. *
  733. 72 CONTINUE
  734. *
  735. * Begin pivot search loop body
  736. *
  737. *
  738. * Copy column IMAX to column K+1 of W and update it
  739. *
  740. CALL CCOPY( IMAX-K, A( IMAX, K ), LDA, W( K, K+1 ), 1)
  741. CALL CCOPY( N-IMAX+1, A( IMAX, IMAX ), 1,
  742. $ W( IMAX, K+1 ), 1 )
  743. IF( K.GT.1 )
  744. $ CALL CGEMV( 'No transpose', N-K+1, K-1, -CONE,
  745. $ A( K, 1 ), LDA, W( IMAX, 1 ), LDW,
  746. $ CONE, W( K, K+1 ), 1 )
  747. *
  748. * JMAX is the column-index of the largest off-diagonal
  749. * element in row IMAX, and ROWMAX is its absolute value.
  750. * Determine both ROWMAX and JMAX.
  751. *
  752. IF( IMAX.NE.K ) THEN
  753. JMAX = K - 1 + ICAMAX( IMAX-K, W( K, K+1 ), 1 )
  754. ROWMAX = CABS1( W( JMAX, K+1 ) )
  755. ELSE
  756. ROWMAX = ZERO
  757. END IF
  758. *
  759. IF( IMAX.LT.N ) THEN
  760. ITEMP = IMAX + ICAMAX( N-IMAX, W( IMAX+1, K+1 ), 1)
  761. STEMP = CABS1( W( ITEMP, K+1 ) )
  762. IF( STEMP.GT.ROWMAX ) THEN
  763. ROWMAX = STEMP
  764. JMAX = ITEMP
  765. END IF
  766. END IF
  767. *
  768. * Equivalent to testing for
  769. * CABS1( W( IMAX, K+1 ) ).GE.ALPHA*ROWMAX
  770. * (used to handle NaN and Inf)
  771. *
  772. IF( .NOT.( CABS1( W( IMAX, K+1 ) ).LT.ALPHA*ROWMAX ) )
  773. $ THEN
  774. *
  775. * interchange rows and columns K and IMAX,
  776. * use 1-by-1 pivot block
  777. *
  778. KP = IMAX
  779. *
  780. * copy column K+1 of W to column K of W
  781. *
  782. CALL CCOPY( N-K+1, W( K, K+1 ), 1, W( K, K ), 1 )
  783. *
  784. DONE = .TRUE.
  785. *
  786. * Equivalent to testing for ROWMAX.EQ.COLMAX,
  787. * (used to handle NaN and Inf)
  788. *
  789. ELSE IF( ( P.EQ.JMAX ) .OR. ( ROWMAX.LE.COLMAX ) )
  790. $ THEN
  791. *
  792. * interchange rows and columns K+1 and IMAX,
  793. * use 2-by-2 pivot block
  794. *
  795. KP = IMAX
  796. KSTEP = 2
  797. DONE = .TRUE.
  798. ELSE
  799. *
  800. * Pivot not found: set params and repeat
  801. *
  802. P = IMAX
  803. COLMAX = ROWMAX
  804. IMAX = JMAX
  805. *
  806. * Copy updated JMAXth (next IMAXth) column to Kth of W
  807. *
  808. CALL CCOPY( N-K+1, W( K, K+1 ), 1, W( K, K ), 1 )
  809. *
  810. END IF
  811. *
  812. * End pivot search loop body
  813. *
  814. IF( .NOT. DONE ) GOTO 72
  815. *
  816. END IF
  817. *
  818. * ============================================================
  819. *
  820. KK = K + KSTEP - 1
  821. *
  822. IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
  823. *
  824. * Copy non-updated column K to column P
  825. *
  826. CALL CCOPY( P-K, A( K, K ), 1, A( P, K ), LDA )
  827. CALL CCOPY( N-P+1, A( P, K ), 1, A( P, P ), 1 )
  828. *
  829. * Interchange rows K and P in first K columns of A
  830. * and first K+1 columns of W
  831. *
  832. CALL CSWAP( K, A( K, 1 ), LDA, A( P, 1 ), LDA )
  833. CALL CSWAP( KK, W( K, 1 ), LDW, W( P, 1 ), LDW )
  834. END IF
  835. *
  836. * Updated column KP is already stored in column KK of W
  837. *
  838. IF( KP.NE.KK ) THEN
  839. *
  840. * Copy non-updated column KK to column KP
  841. *
  842. A( KP, K ) = A( KK, K )
  843. CALL CCOPY( KP-K-1, A( K+1, KK ), 1, A( KP, K+1 ), LDA )
  844. CALL CCOPY( N-KP+1, A( KP, KK ), 1, A( KP, KP ), 1 )
  845. *
  846. * Interchange rows KK and KP in first KK columns of A and W
  847. *
  848. CALL CSWAP( KK, A( KK, 1 ), LDA, A( KP, 1 ), LDA )
  849. CALL CSWAP( KK, W( KK, 1 ), LDW, W( KP, 1 ), LDW )
  850. END IF
  851. *
  852. IF( KSTEP.EQ.1 ) THEN
  853. *
  854. * 1-by-1 pivot block D(k): column k of W now holds
  855. *
  856. * W(k) = L(k)*D(k)
  857. *
  858. * where L(k) is the k-th column of L
  859. *
  860. * Store L(k) in column k of A
  861. *
  862. CALL CCOPY( N-K+1, W( K, K ), 1, A( K, K ), 1 )
  863. IF( K.LT.N ) THEN
  864. IF( CABS1( A( K, K ) ).GE.SFMIN ) THEN
  865. R1 = CONE / A( K, K )
  866. CALL CSCAL( N-K, R1, A( K+1, K ), 1 )
  867. ELSE IF( A( K, K ).NE.CZERO ) THEN
  868. DO 74 II = K + 1, N
  869. A( II, K ) = A( II, K ) / A( K, K )
  870. 74 CONTINUE
  871. END IF
  872. *
  873. * Store the subdiagonal element of D in array E
  874. *
  875. E( K ) = CZERO
  876. *
  877. END IF
  878. *
  879. ELSE
  880. *
  881. * 2-by-2 pivot block D(k): columns k and k+1 of W now hold
  882. *
  883. * ( W(k) W(k+1) ) = ( L(k) L(k+1) )*D(k)
  884. *
  885. * where L(k) and L(k+1) are the k-th and (k+1)-th columns
  886. * of L
  887. *
  888. IF( K.LT.N-1 ) THEN
  889. *
  890. * Store L(k) and L(k+1) in columns k and k+1 of A
  891. *
  892. D21 = W( K+1, K )
  893. D11 = W( K+1, K+1 ) / D21
  894. D22 = W( K, K ) / D21
  895. T = CONE / ( D11*D22-CONE )
  896. DO 80 J = K + 2, N
  897. A( J, K ) = T*( ( D11*W( J, K )-W( J, K+1 ) ) /
  898. $ D21 )
  899. A( J, K+1 ) = T*( ( D22*W( J, K+1 )-W( J, K ) ) /
  900. $ D21 )
  901. 80 CONTINUE
  902. END IF
  903. *
  904. * Copy diagonal elements of D(K) to A,
  905. * copy subdiagonal element of D(K) to E(K) and
  906. * ZERO out subdiagonal entry of A
  907. *
  908. A( K, K ) = W( K, K )
  909. A( K+1, K ) = CZERO
  910. A( K+1, K+1 ) = W( K+1, K+1 )
  911. E( K ) = W( K+1, K )
  912. E( K+1 ) = CZERO
  913. *
  914. END IF
  915. *
  916. * End column K is nonsingular
  917. *
  918. END IF
  919. *
  920. * Store details of the interchanges in IPIV
  921. *
  922. IF( KSTEP.EQ.1 ) THEN
  923. IPIV( K ) = KP
  924. ELSE
  925. IPIV( K ) = -P
  926. IPIV( K+1 ) = -KP
  927. END IF
  928. *
  929. * Increase K and return to the start of the main loop
  930. *
  931. K = K + KSTEP
  932. GO TO 70
  933. *
  934. 90 CONTINUE
  935. *
  936. * Update the lower triangle of A22 (= A(k:n,k:n)) as
  937. *
  938. * A22 := A22 - L21*D*L21**T = A22 - L21*W**T
  939. *
  940. * computing blocks of NB columns at a time
  941. *
  942. DO 110 J = K, N, NB
  943. JB = MIN( NB, N-J+1 )
  944. *
  945. * Update the lower triangle of the diagonal block
  946. *
  947. DO 100 JJ = J, J + JB - 1
  948. CALL CGEMV( 'No transpose', J+JB-JJ, K-1, -CONE,
  949. $ A( JJ, 1 ), LDA, W( JJ, 1 ), LDW, CONE,
  950. $ A( JJ, JJ ), 1 )
  951. 100 CONTINUE
  952. *
  953. * Update the rectangular subdiagonal block
  954. *
  955. IF( J+JB.LE.N )
  956. $ CALL CGEMM( 'No transpose', 'Transpose', N-J-JB+1, JB,
  957. $ K-1, -CONE, A( J+JB, 1 ), LDA, W( J, 1 ),
  958. $ LDW, CONE, A( J+JB, J ), LDA )
  959. 110 CONTINUE
  960. *
  961. * Set KB to the number of columns factorized
  962. *
  963. KB = K - 1
  964. *
  965. END IF
  966. *
  967. RETURN
  968. *
  969. * End of CLASYF_RK
  970. *
  971. END