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dlasyf_rk.f 31 kB

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  1. *> \brief \b DLASYF_RK computes a partial factorization of a real 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 DLASYF_RK + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlasyf_rk.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlasyf_rk.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlasyf_rk.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DLASYF_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. * DOUBLE PRECISION A( LDA, * ), E( * ), W( LDW, * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *> DLASYF_RK computes a partial factorization of a real 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. *> DLASYF_RK is an auxiliary routine called by DSYTRF_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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 doubleSYcomputational
  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 DLASYF_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. DOUBLE PRECISION A( LDA, * ), E( * ), W( LDW, * )
  274. * ..
  275. *
  276. * =====================================================================
  277. *
  278. * .. Parameters ..
  279. DOUBLE PRECISION ZERO, ONE
  280. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  281. DOUBLE PRECISION EIGHT, SEVTEN
  282. PARAMETER ( EIGHT = 8.0D+0, SEVTEN = 17.0D+0 )
  283. * ..
  284. * .. Local Scalars ..
  285. LOGICAL DONE
  286. INTEGER IMAX, ITEMP, J, JB, JJ, JMAX, K, KK, KW, KKW,
  287. $ KP, KSTEP, P, II
  288. DOUBLE PRECISION ABSAKK, ALPHA, COLMAX, D11, D12, D21, D22,
  289. $ DTEMP, R1, ROWMAX, T, SFMIN
  290. * ..
  291. * .. External Functions ..
  292. LOGICAL LSAME
  293. INTEGER IDAMAX
  294. DOUBLE PRECISION DLAMCH
  295. EXTERNAL LSAME, IDAMAX, DLAMCH
  296. * ..
  297. * .. External Subroutines ..
  298. EXTERNAL DCOPY, DGEMM, DGEMV, DSCAL, DSWAP
  299. * ..
  300. * .. Intrinsic Functions ..
  301. INTRINSIC ABS, MAX, MIN, SQRT
  302. * ..
  303. * .. Executable Statements ..
  304. *
  305. INFO = 0
  306. *
  307. * Initialize ALPHA for use in choosing pivot block size.
  308. *
  309. ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
  310. *
  311. * Compute machine safe minimum
  312. *
  313. SFMIN = DLAMCH( 'S' )
  314. *
  315. IF( LSAME( UPLO, 'U' ) ) THEN
  316. *
  317. * Factorize the trailing columns of A using the upper triangle
  318. * of A and working backwards, and compute the matrix W = U12*D
  319. * for use in updating A11
  320. *
  321. * Initialize the first entry of array E, where superdiagonal
  322. * elements of D are stored
  323. *
  324. E( 1 ) = ZERO
  325. *
  326. * K is the main loop index, decreasing from N in steps of 1 or 2
  327. *
  328. K = N
  329. 10 CONTINUE
  330. *
  331. * KW is the column of W which corresponds to column K of A
  332. *
  333. KW = NB + K - N
  334. *
  335. * Exit from loop
  336. *
  337. IF( ( K.LE.N-NB+1 .AND. NB.LT.N ) .OR. K.LT.1 )
  338. $ GO TO 30
  339. *
  340. KSTEP = 1
  341. P = K
  342. *
  343. * Copy column K of A to column KW of W and update it
  344. *
  345. CALL DCOPY( K, A( 1, K ), 1, W( 1, KW ), 1 )
  346. IF( K.LT.N )
  347. $ CALL DGEMV( 'No transpose', K, N-K, -ONE, A( 1, K+1 ),
  348. $ LDA, W( K, KW+1 ), LDW, ONE, W( 1, KW ), 1 )
  349. *
  350. * Determine rows and columns to be interchanged and whether
  351. * a 1-by-1 or 2-by-2 pivot block will be used
  352. *
  353. ABSAKK = ABS( W( K, KW ) )
  354. *
  355. * IMAX is the row-index of the largest off-diagonal element in
  356. * column K, and COLMAX is its absolute value.
  357. * Determine both COLMAX and IMAX.
  358. *
  359. IF( K.GT.1 ) THEN
  360. IMAX = IDAMAX( K-1, W( 1, KW ), 1 )
  361. COLMAX = ABS( W( IMAX, KW ) )
  362. ELSE
  363. COLMAX = ZERO
  364. END IF
  365. *
  366. IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
  367. *
  368. * Column K is zero or underflow: set INFO and continue
  369. *
  370. IF( INFO.EQ.0 )
  371. $ INFO = K
  372. KP = K
  373. CALL DCOPY( K, W( 1, KW ), 1, A( 1, K ), 1 )
  374. *
  375. * Set E( K ) to zero
  376. *
  377. IF( K.GT.1 )
  378. $ E( K ) = ZERO
  379. *
  380. ELSE
  381. *
  382. * ============================================================
  383. *
  384. * Test for interchange
  385. *
  386. * Equivalent to testing for ABSAKK.GE.ALPHA*COLMAX
  387. * (used to handle NaN and Inf)
  388. *
  389. IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN
  390. *
  391. * no interchange, use 1-by-1 pivot block
  392. *
  393. KP = K
  394. *
  395. ELSE
  396. *
  397. DONE = .FALSE.
  398. *
  399. * Loop until pivot found
  400. *
  401. 12 CONTINUE
  402. *
  403. * Begin pivot search loop body
  404. *
  405. *
  406. * Copy column IMAX to column KW-1 of W and update it
  407. *
  408. CALL DCOPY( IMAX, A( 1, IMAX ), 1, W( 1, KW-1 ), 1 )
  409. CALL DCOPY( K-IMAX, A( IMAX, IMAX+1 ), LDA,
  410. $ W( IMAX+1, KW-1 ), 1 )
  411. *
  412. IF( K.LT.N )
  413. $ CALL DGEMV( 'No transpose', K, N-K, -ONE,
  414. $ A( 1, K+1 ), LDA, W( IMAX, KW+1 ), LDW,
  415. $ ONE, W( 1, KW-1 ), 1 )
  416. *
  417. * JMAX is the column-index of the largest off-diagonal
  418. * element in row IMAX, and ROWMAX is its absolute value.
  419. * Determine both ROWMAX and JMAX.
  420. *
  421. IF( IMAX.NE.K ) THEN
  422. JMAX = IMAX + IDAMAX( K-IMAX, W( IMAX+1, KW-1 ),
  423. $ 1 )
  424. ROWMAX = ABS( W( JMAX, KW-1 ) )
  425. ELSE
  426. ROWMAX = ZERO
  427. END IF
  428. *
  429. IF( IMAX.GT.1 ) THEN
  430. ITEMP = IDAMAX( IMAX-1, W( 1, KW-1 ), 1 )
  431. DTEMP = ABS( W( ITEMP, KW-1 ) )
  432. IF( DTEMP.GT.ROWMAX ) THEN
  433. ROWMAX = DTEMP
  434. JMAX = ITEMP
  435. END IF
  436. END IF
  437. *
  438. * Equivalent to testing for
  439. * ABS( W( IMAX, KW-1 ) ).GE.ALPHA*ROWMAX
  440. * (used to handle NaN and Inf)
  441. *
  442. IF( .NOT.(ABS( W( IMAX, KW-1 ) ).LT.ALPHA*ROWMAX ) )
  443. $ THEN
  444. *
  445. * interchange rows and columns K and IMAX,
  446. * use 1-by-1 pivot block
  447. *
  448. KP = IMAX
  449. *
  450. * copy column KW-1 of W to column KW of W
  451. *
  452. CALL DCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 )
  453. *
  454. DONE = .TRUE.
  455. *
  456. * Equivalent to testing for ROWMAX.EQ.COLMAX,
  457. * (used to handle NaN and Inf)
  458. *
  459. ELSE IF( ( P.EQ.JMAX ) .OR. ( ROWMAX.LE.COLMAX ) )
  460. $ THEN
  461. *
  462. * interchange rows and columns K-1 and IMAX,
  463. * use 2-by-2 pivot block
  464. *
  465. KP = IMAX
  466. KSTEP = 2
  467. DONE = .TRUE.
  468. ELSE
  469. *
  470. * Pivot not found: set params and repeat
  471. *
  472. P = IMAX
  473. COLMAX = ROWMAX
  474. IMAX = JMAX
  475. *
  476. * Copy updated JMAXth (next IMAXth) column to Kth of W
  477. *
  478. CALL DCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 )
  479. *
  480. END IF
  481. *
  482. * End pivot search loop body
  483. *
  484. IF( .NOT. DONE ) GOTO 12
  485. *
  486. END IF
  487. *
  488. * ============================================================
  489. *
  490. KK = K - KSTEP + 1
  491. *
  492. * KKW is the column of W which corresponds to column KK of A
  493. *
  494. KKW = NB + KK - N
  495. *
  496. IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
  497. *
  498. * Copy non-updated column K to column P
  499. *
  500. CALL DCOPY( K-P, A( P+1, K ), 1, A( P, P+1 ), LDA )
  501. CALL DCOPY( P, A( 1, K ), 1, A( 1, P ), 1 )
  502. *
  503. * Interchange rows K and P in last N-K+1 columns of A
  504. * and last N-K+2 columns of W
  505. *
  506. CALL DSWAP( N-K+1, A( K, K ), LDA, A( P, K ), LDA )
  507. CALL DSWAP( N-KK+1, W( K, KKW ), LDW, W( P, KKW ), LDW )
  508. END IF
  509. *
  510. * Updated column KP is already stored in column KKW of W
  511. *
  512. IF( KP.NE.KK ) THEN
  513. *
  514. * Copy non-updated column KK to column KP
  515. *
  516. A( KP, K ) = A( KK, K )
  517. CALL DCOPY( K-1-KP, A( KP+1, KK ), 1, A( KP, KP+1 ),
  518. $ LDA )
  519. CALL DCOPY( KP, A( 1, KK ), 1, A( 1, KP ), 1 )
  520. *
  521. * Interchange rows KK and KP in last N-KK+1 columns
  522. * of A and W
  523. *
  524. CALL DSWAP( N-KK+1, A( KK, KK ), LDA, A( KP, KK ), LDA )
  525. CALL DSWAP( N-KK+1, W( KK, KKW ), LDW, W( KP, KKW ),
  526. $ LDW )
  527. END IF
  528. *
  529. IF( KSTEP.EQ.1 ) THEN
  530. *
  531. * 1-by-1 pivot block D(k): column KW of W now holds
  532. *
  533. * W(k) = U(k)*D(k)
  534. *
  535. * where U(k) is the k-th column of U
  536. *
  537. * Store U(k) in column k of A
  538. *
  539. CALL DCOPY( K, W( 1, KW ), 1, A( 1, K ), 1 )
  540. IF( K.GT.1 ) THEN
  541. IF( ABS( A( K, K ) ).GE.SFMIN ) THEN
  542. R1 = ONE / A( K, K )
  543. CALL DSCAL( K-1, R1, A( 1, K ), 1 )
  544. ELSE IF( A( K, K ).NE.ZERO ) THEN
  545. DO 14 II = 1, K - 1
  546. A( II, K ) = A( II, K ) / A( K, K )
  547. 14 CONTINUE
  548. END IF
  549. *
  550. * Store the superdiagonal element of D in array E
  551. *
  552. E( K ) = ZERO
  553. *
  554. END IF
  555. *
  556. ELSE
  557. *
  558. * 2-by-2 pivot block D(k): columns KW and KW-1 of W now
  559. * hold
  560. *
  561. * ( W(k-1) W(k) ) = ( U(k-1) U(k) )*D(k)
  562. *
  563. * where U(k) and U(k-1) are the k-th and (k-1)-th columns
  564. * of U
  565. *
  566. IF( K.GT.2 ) THEN
  567. *
  568. * Store U(k) and U(k-1) in columns k and k-1 of A
  569. *
  570. D12 = W( K-1, KW )
  571. D11 = W( K, KW ) / D12
  572. D22 = W( K-1, KW-1 ) / D12
  573. T = ONE / ( D11*D22-ONE )
  574. DO 20 J = 1, K - 2
  575. A( J, K-1 ) = T*( (D11*W( J, KW-1 )-W( J, KW ) ) /
  576. $ D12 )
  577. A( J, K ) = T*( ( D22*W( J, KW )-W( J, KW-1 ) ) /
  578. $ D12 )
  579. 20 CONTINUE
  580. END IF
  581. *
  582. * Copy diagonal elements of D(K) to A,
  583. * copy superdiagonal element of D(K) to E(K) and
  584. * ZERO out superdiagonal entry of A
  585. *
  586. A( K-1, K-1 ) = W( K-1, KW-1 )
  587. A( K-1, K ) = ZERO
  588. A( K, K ) = W( K, KW )
  589. E( K ) = W( K-1, KW )
  590. E( K-1 ) = ZERO
  591. *
  592. END IF
  593. *
  594. * End column K is nonsingular
  595. *
  596. END IF
  597. *
  598. * Store details of the interchanges in IPIV
  599. *
  600. IF( KSTEP.EQ.1 ) THEN
  601. IPIV( K ) = KP
  602. ELSE
  603. IPIV( K ) = -P
  604. IPIV( K-1 ) = -KP
  605. END IF
  606. *
  607. * Decrease K and return to the start of the main loop
  608. *
  609. K = K - KSTEP
  610. GO TO 10
  611. *
  612. 30 CONTINUE
  613. *
  614. * Update the upper triangle of A11 (= A(1:k,1:k)) as
  615. *
  616. * A11 := A11 - U12*D*U12**T = A11 - U12*W**T
  617. *
  618. * computing blocks of NB columns at a time
  619. *
  620. DO 50 J = ( ( K-1 ) / NB )*NB + 1, 1, -NB
  621. JB = MIN( NB, K-J+1 )
  622. *
  623. * Update the upper triangle of the diagonal block
  624. *
  625. DO 40 JJ = J, J + JB - 1
  626. CALL DGEMV( 'No transpose', JJ-J+1, N-K, -ONE,
  627. $ A( J, K+1 ), LDA, W( JJ, KW+1 ), LDW, ONE,
  628. $ A( J, JJ ), 1 )
  629. 40 CONTINUE
  630. *
  631. * Update the rectangular superdiagonal block
  632. *
  633. IF( J.GE.2 )
  634. $ CALL DGEMM( 'No transpose', 'Transpose', J-1, JB,
  635. $ N-K, -ONE, A( 1, K+1 ), LDA, W( J, KW+1 ),
  636. $ LDW, ONE, A( 1, J ), LDA )
  637. 50 CONTINUE
  638. *
  639. * Set KB to the number of columns factorized
  640. *
  641. KB = N - K
  642. *
  643. ELSE
  644. *
  645. * Factorize the leading columns of A using the lower triangle
  646. * of A and working forwards, and compute the matrix W = L21*D
  647. * for use in updating A22
  648. *
  649. * Initialize the unused last entry of the subdiagonal array E.
  650. *
  651. E( N ) = ZERO
  652. *
  653. * K is the main loop index, increasing from 1 in steps of 1 or 2
  654. *
  655. K = 1
  656. 70 CONTINUE
  657. *
  658. * Exit from loop
  659. *
  660. IF( ( K.GE.NB .AND. NB.LT.N ) .OR. K.GT.N )
  661. $ GO TO 90
  662. *
  663. KSTEP = 1
  664. P = K
  665. *
  666. * Copy column K of A to column K of W and update it
  667. *
  668. CALL DCOPY( N-K+1, A( K, K ), 1, W( K, K ), 1 )
  669. IF( K.GT.1 )
  670. $ CALL DGEMV( 'No transpose', N-K+1, K-1, -ONE, A( K, 1 ),
  671. $ LDA, W( K, 1 ), LDW, ONE, W( K, K ), 1 )
  672. *
  673. * Determine rows and columns to be interchanged and whether
  674. * a 1-by-1 or 2-by-2 pivot block will be used
  675. *
  676. ABSAKK = ABS( W( K, K ) )
  677. *
  678. * IMAX is the row-index of the largest off-diagonal element in
  679. * column K, and COLMAX is its absolute value.
  680. * Determine both COLMAX and IMAX.
  681. *
  682. IF( K.LT.N ) THEN
  683. IMAX = K + IDAMAX( N-K, W( K+1, K ), 1 )
  684. COLMAX = ABS( W( IMAX, K ) )
  685. ELSE
  686. COLMAX = ZERO
  687. END IF
  688. *
  689. IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
  690. *
  691. * Column K is zero or underflow: set INFO and continue
  692. *
  693. IF( INFO.EQ.0 )
  694. $ INFO = K
  695. KP = K
  696. CALL DCOPY( N-K+1, W( K, K ), 1, A( K, K ), 1 )
  697. *
  698. * Set E( K ) to zero
  699. *
  700. IF( K.LT.N )
  701. $ E( K ) = ZERO
  702. *
  703. ELSE
  704. *
  705. * ============================================================
  706. *
  707. * Test for interchange
  708. *
  709. * Equivalent to testing for ABSAKK.GE.ALPHA*COLMAX
  710. * (used to handle NaN and Inf)
  711. *
  712. IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN
  713. *
  714. * no interchange, use 1-by-1 pivot block
  715. *
  716. KP = K
  717. *
  718. ELSE
  719. *
  720. DONE = .FALSE.
  721. *
  722. * Loop until pivot found
  723. *
  724. 72 CONTINUE
  725. *
  726. * Begin pivot search loop body
  727. *
  728. *
  729. * Copy column IMAX to column K+1 of W and update it
  730. *
  731. CALL DCOPY( IMAX-K, A( IMAX, K ), LDA, W( K, K+1 ), 1)
  732. CALL DCOPY( N-IMAX+1, A( IMAX, IMAX ), 1,
  733. $ W( IMAX, K+1 ), 1 )
  734. IF( K.GT.1 )
  735. $ CALL DGEMV( 'No transpose', N-K+1, K-1, -ONE,
  736. $ A( K, 1 ), LDA, W( IMAX, 1 ), LDW,
  737. $ ONE, W( K, K+1 ), 1 )
  738. *
  739. * JMAX is the column-index of the largest off-diagonal
  740. * element in row IMAX, and ROWMAX is its absolute value.
  741. * Determine both ROWMAX and JMAX.
  742. *
  743. IF( IMAX.NE.K ) THEN
  744. JMAX = K - 1 + IDAMAX( IMAX-K, W( K, K+1 ), 1 )
  745. ROWMAX = ABS( W( JMAX, K+1 ) )
  746. ELSE
  747. ROWMAX = ZERO
  748. END IF
  749. *
  750. IF( IMAX.LT.N ) THEN
  751. ITEMP = IMAX + IDAMAX( N-IMAX, W( IMAX+1, K+1 ), 1)
  752. DTEMP = ABS( W( ITEMP, K+1 ) )
  753. IF( DTEMP.GT.ROWMAX ) THEN
  754. ROWMAX = DTEMP
  755. JMAX = ITEMP
  756. END IF
  757. END IF
  758. *
  759. * Equivalent to testing for
  760. * ABS( W( IMAX, K+1 ) ).GE.ALPHA*ROWMAX
  761. * (used to handle NaN and Inf)
  762. *
  763. IF( .NOT.( ABS( W( IMAX, K+1 ) ).LT.ALPHA*ROWMAX ) )
  764. $ THEN
  765. *
  766. * interchange rows and columns K and IMAX,
  767. * use 1-by-1 pivot block
  768. *
  769. KP = IMAX
  770. *
  771. * copy column K+1 of W to column K of W
  772. *
  773. CALL DCOPY( N-K+1, W( K, K+1 ), 1, W( K, K ), 1 )
  774. *
  775. DONE = .TRUE.
  776. *
  777. * Equivalent to testing for ROWMAX.EQ.COLMAX,
  778. * (used to handle NaN and Inf)
  779. *
  780. ELSE IF( ( P.EQ.JMAX ) .OR. ( ROWMAX.LE.COLMAX ) )
  781. $ THEN
  782. *
  783. * interchange rows and columns K+1 and IMAX,
  784. * use 2-by-2 pivot block
  785. *
  786. KP = IMAX
  787. KSTEP = 2
  788. DONE = .TRUE.
  789. ELSE
  790. *
  791. * Pivot not found: set params and repeat
  792. *
  793. P = IMAX
  794. COLMAX = ROWMAX
  795. IMAX = JMAX
  796. *
  797. * Copy updated JMAXth (next IMAXth) column to Kth of W
  798. *
  799. CALL DCOPY( N-K+1, W( K, K+1 ), 1, W( K, K ), 1 )
  800. *
  801. END IF
  802. *
  803. * End pivot search loop body
  804. *
  805. IF( .NOT. DONE ) GOTO 72
  806. *
  807. END IF
  808. *
  809. * ============================================================
  810. *
  811. KK = K + KSTEP - 1
  812. *
  813. IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
  814. *
  815. * Copy non-updated column K to column P
  816. *
  817. CALL DCOPY( P-K, A( K, K ), 1, A( P, K ), LDA )
  818. CALL DCOPY( N-P+1, A( P, K ), 1, A( P, P ), 1 )
  819. *
  820. * Interchange rows K and P in first K columns of A
  821. * and first K+1 columns of W
  822. *
  823. CALL DSWAP( K, A( K, 1 ), LDA, A( P, 1 ), LDA )
  824. CALL DSWAP( KK, W( K, 1 ), LDW, W( P, 1 ), LDW )
  825. END IF
  826. *
  827. * Updated column KP is already stored in column KK of W
  828. *
  829. IF( KP.NE.KK ) THEN
  830. *
  831. * Copy non-updated column KK to column KP
  832. *
  833. A( KP, K ) = A( KK, K )
  834. CALL DCOPY( KP-K-1, A( K+1, KK ), 1, A( KP, K+1 ), LDA )
  835. CALL DCOPY( N-KP+1, A( KP, KK ), 1, A( KP, KP ), 1 )
  836. *
  837. * Interchange rows KK and KP in first KK columns of A and W
  838. *
  839. CALL DSWAP( KK, A( KK, 1 ), LDA, A( KP, 1 ), LDA )
  840. CALL DSWAP( KK, W( KK, 1 ), LDW, W( KP, 1 ), LDW )
  841. END IF
  842. *
  843. IF( KSTEP.EQ.1 ) THEN
  844. *
  845. * 1-by-1 pivot block D(k): column k of W now holds
  846. *
  847. * W(k) = L(k)*D(k)
  848. *
  849. * where L(k) is the k-th column of L
  850. *
  851. * Store L(k) in column k of A
  852. *
  853. CALL DCOPY( N-K+1, W( K, K ), 1, A( K, K ), 1 )
  854. IF( K.LT.N ) THEN
  855. IF( ABS( A( K, K ) ).GE.SFMIN ) THEN
  856. R1 = ONE / A( K, K )
  857. CALL DSCAL( N-K, R1, A( K+1, K ), 1 )
  858. ELSE IF( A( K, K ).NE.ZERO ) THEN
  859. DO 74 II = K + 1, N
  860. A( II, K ) = A( II, K ) / A( K, K )
  861. 74 CONTINUE
  862. END IF
  863. *
  864. * Store the subdiagonal element of D in array E
  865. *
  866. E( K ) = ZERO
  867. *
  868. END IF
  869. *
  870. ELSE
  871. *
  872. * 2-by-2 pivot block D(k): columns k and k+1 of W now hold
  873. *
  874. * ( W(k) W(k+1) ) = ( L(k) L(k+1) )*D(k)
  875. *
  876. * where L(k) and L(k+1) are the k-th and (k+1)-th columns
  877. * of L
  878. *
  879. IF( K.LT.N-1 ) THEN
  880. *
  881. * Store L(k) and L(k+1) in columns k and k+1 of A
  882. *
  883. D21 = W( K+1, K )
  884. D11 = W( K+1, K+1 ) / D21
  885. D22 = W( K, K ) / D21
  886. T = ONE / ( D11*D22-ONE )
  887. DO 80 J = K + 2, N
  888. A( J, K ) = T*( ( D11*W( J, K )-W( J, K+1 ) ) /
  889. $ D21 )
  890. A( J, K+1 ) = T*( ( D22*W( J, K+1 )-W( J, K ) ) /
  891. $ D21 )
  892. 80 CONTINUE
  893. END IF
  894. *
  895. * Copy diagonal elements of D(K) to A,
  896. * copy subdiagonal element of D(K) to E(K) and
  897. * ZERO out subdiagonal entry of A
  898. *
  899. A( K, K ) = W( K, K )
  900. A( K+1, K ) = ZERO
  901. A( K+1, K+1 ) = W( K+1, K+1 )
  902. E( K ) = W( K+1, K )
  903. E( K+1 ) = ZERO
  904. *
  905. END IF
  906. *
  907. * End column K is nonsingular
  908. *
  909. END IF
  910. *
  911. * Store details of the interchanges in IPIV
  912. *
  913. IF( KSTEP.EQ.1 ) THEN
  914. IPIV( K ) = KP
  915. ELSE
  916. IPIV( K ) = -P
  917. IPIV( K+1 ) = -KP
  918. END IF
  919. *
  920. * Increase K and return to the start of the main loop
  921. *
  922. K = K + KSTEP
  923. GO TO 70
  924. *
  925. 90 CONTINUE
  926. *
  927. * Update the lower triangle of A22 (= A(k:n,k:n)) as
  928. *
  929. * A22 := A22 - L21*D*L21**T = A22 - L21*W**T
  930. *
  931. * computing blocks of NB columns at a time
  932. *
  933. DO 110 J = K, N, NB
  934. JB = MIN( NB, N-J+1 )
  935. *
  936. * Update the lower triangle of the diagonal block
  937. *
  938. DO 100 JJ = J, J + JB - 1
  939. CALL DGEMV( 'No transpose', J+JB-JJ, K-1, -ONE,
  940. $ A( JJ, 1 ), LDA, W( JJ, 1 ), LDW, ONE,
  941. $ A( JJ, JJ ), 1 )
  942. 100 CONTINUE
  943. *
  944. * Update the rectangular subdiagonal block
  945. *
  946. IF( J+JB.LE.N )
  947. $ CALL DGEMM( 'No transpose', 'Transpose', N-J-JB+1, JB,
  948. $ K-1, -ONE, A( J+JB, 1 ), LDA, W( J, 1 ),
  949. $ LDW, ONE, A( J+JB, J ), LDA )
  950. 110 CONTINUE
  951. *
  952. * Set KB to the number of columns factorized
  953. *
  954. KB = K - 1
  955. *
  956. END IF
  957. *
  958. RETURN
  959. *
  960. * End of DLASYF_RK
  961. *
  962. END