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slasyf.f 26 kB

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  1. *> \brief \b SLASYF computes a partial factorization of a real symmetric matrix using the Bunch-Kaufman 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 SLASYF + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slasyf.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slasyf.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slasyf.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SLASYF( UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER INFO, KB, LDA, LDW, N, NB
  26. * ..
  27. * .. Array Arguments ..
  28. * INTEGER IPIV( * )
  29. * REAL A( LDA, * ), W( LDW, * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> SLASYF computes a partial factorization of a real symmetric matrix A
  39. *> using the Bunch-Kaufman diagonal pivoting method. The partial
  40. *> 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. *> SLASYF is an auxiliary routine called by SSYTRF. It uses blocked code
  52. *> (calling Level 3 BLAS) to update the submatrix A11 (if UPLO = 'U') or
  53. *> 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 REAL array, dimension (LDA,N)
  92. *> On entry, the symmetric matrix A. If UPLO = 'U', the leading
  93. *> n-by-n upper triangular part of A contains the upper
  94. *> triangular part of the matrix A, and the strictly lower
  95. *> triangular part of A is not referenced. If UPLO = 'L', the
  96. *> leading n-by-n lower triangular part of A contains the lower
  97. *> triangular part of the matrix A, and the strictly upper
  98. *> triangular part of A is not referenced.
  99. *> On exit, A contains details of the partial factorization.
  100. *> \endverbatim
  101. *>
  102. *> \param[in] LDA
  103. *> \verbatim
  104. *> LDA is INTEGER
  105. *> The leading dimension of the array A. LDA >= max(1,N).
  106. *> \endverbatim
  107. *>
  108. *> \param[out] IPIV
  109. *> \verbatim
  110. *> IPIV is INTEGER array, dimension (N)
  111. *> Details of the interchanges and the block structure of D.
  112. *>
  113. *> If UPLO = 'U':
  114. *> Only the last KB elements of IPIV are set.
  115. *>
  116. *> If IPIV(k) > 0, then rows and columns k and IPIV(k) were
  117. *> interchanged and D(k,k) is a 1-by-1 diagonal block.
  118. *>
  119. *> If IPIV(k) = IPIV(k-1) < 0, then rows and columns
  120. *> k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
  121. *> is a 2-by-2 diagonal block.
  122. *>
  123. *> If UPLO = 'L':
  124. *> Only the first KB elements of IPIV are set.
  125. *>
  126. *> If IPIV(k) > 0, then rows and columns k and IPIV(k) were
  127. *> interchanged and D(k,k) is a 1-by-1 diagonal block.
  128. *>
  129. *> If IPIV(k) = IPIV(k+1) < 0, then rows and columns
  130. *> k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1)
  131. *> is a 2-by-2 diagonal block.
  132. *> \endverbatim
  133. *>
  134. *> \param[out] W
  135. *> \verbatim
  136. *> W is REAL array, dimension (LDW,NB)
  137. *> \endverbatim
  138. *>
  139. *> \param[in] LDW
  140. *> \verbatim
  141. *> LDW is INTEGER
  142. *> The leading dimension of the array W. LDW >= max(1,N).
  143. *> \endverbatim
  144. *>
  145. *> \param[out] INFO
  146. *> \verbatim
  147. *> INFO is INTEGER
  148. *> = 0: successful exit
  149. *> > 0: if INFO = k, D(k,k) is exactly zero. The factorization
  150. *> has been completed, but the block diagonal matrix D is
  151. *> exactly singular.
  152. *> \endverbatim
  153. *
  154. * Authors:
  155. * ========
  156. *
  157. *> \author Univ. of Tennessee
  158. *> \author Univ. of California Berkeley
  159. *> \author Univ. of Colorado Denver
  160. *> \author NAG Ltd.
  161. *
  162. *> \ingroup realSYcomputational
  163. *
  164. *> \par Contributors:
  165. * ==================
  166. *>
  167. *> \verbatim
  168. *>
  169. *> November 2013, Igor Kozachenko,
  170. *> Computer Science Division,
  171. *> University of California, Berkeley
  172. *> \endverbatim
  173. *
  174. * =====================================================================
  175. SUBROUTINE SLASYF( UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO )
  176. *
  177. * -- LAPACK computational routine --
  178. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  179. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  180. *
  181. * .. Scalar Arguments ..
  182. CHARACTER UPLO
  183. INTEGER INFO, KB, LDA, LDW, N, NB
  184. * ..
  185. * .. Array Arguments ..
  186. INTEGER IPIV( * )
  187. REAL A( LDA, * ), W( LDW, * )
  188. * ..
  189. *
  190. * =====================================================================
  191. *
  192. * .. Parameters ..
  193. REAL ZERO, ONE
  194. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  195. REAL EIGHT, SEVTEN
  196. PARAMETER ( EIGHT = 8.0E+0, SEVTEN = 17.0E+0 )
  197. * ..
  198. * .. Local Scalars ..
  199. INTEGER IMAX, J, JB, JJ, JMAX, JP, K, KK, KKW, KP,
  200. $ KSTEP, KW
  201. REAL ABSAKK, ALPHA, COLMAX, D11, D21, D22, R1,
  202. $ ROWMAX, T
  203. * ..
  204. * .. External Functions ..
  205. LOGICAL LSAME
  206. INTEGER ISAMAX
  207. EXTERNAL LSAME, ISAMAX
  208. * ..
  209. * .. External Subroutines ..
  210. EXTERNAL SCOPY, SGEMM, SGEMV, SSCAL, SSWAP
  211. * ..
  212. * .. Intrinsic Functions ..
  213. INTRINSIC ABS, MAX, MIN, SQRT
  214. * ..
  215. * .. Executable Statements ..
  216. *
  217. INFO = 0
  218. *
  219. * Initialize ALPHA for use in choosing pivot block size.
  220. *
  221. ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
  222. *
  223. IF( LSAME( UPLO, 'U' ) ) THEN
  224. *
  225. * Factorize the trailing columns of A using the upper triangle
  226. * of A and working backwards, and compute the matrix W = U12*D
  227. * for use in updating A11
  228. *
  229. * K is the main loop index, decreasing from N in steps of 1 or 2
  230. *
  231. * KW is the column of W which corresponds to column K of A
  232. *
  233. K = N
  234. 10 CONTINUE
  235. KW = NB + K - N
  236. *
  237. * Exit from loop
  238. *
  239. IF( ( K.LE.N-NB+1 .AND. NB.LT.N ) .OR. K.LT.1 )
  240. $ GO TO 30
  241. *
  242. * Copy column K of A to column KW of W and update it
  243. *
  244. CALL SCOPY( K, A( 1, K ), 1, W( 1, KW ), 1 )
  245. IF( K.LT.N )
  246. $ CALL SGEMV( 'No transpose', K, N-K, -ONE, A( 1, K+1 ), LDA,
  247. $ W( K, KW+1 ), LDW, ONE, W( 1, KW ), 1 )
  248. *
  249. KSTEP = 1
  250. *
  251. * Determine rows and columns to be interchanged and whether
  252. * a 1-by-1 or 2-by-2 pivot block will be used
  253. *
  254. ABSAKK = ABS( W( K, KW ) )
  255. *
  256. * IMAX is the row-index of the largest off-diagonal element in
  257. * column K, and COLMAX is its absolute value.
  258. * Determine both COLMAX and IMAX.
  259. *
  260. IF( K.GT.1 ) THEN
  261. IMAX = ISAMAX( K-1, W( 1, KW ), 1 )
  262. COLMAX = ABS( W( IMAX, KW ) )
  263. ELSE
  264. COLMAX = ZERO
  265. END IF
  266. *
  267. IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
  268. *
  269. * Column K is zero or underflow: set INFO and continue
  270. *
  271. IF( INFO.EQ.0 )
  272. $ INFO = K
  273. KP = K
  274. ELSE
  275. IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
  276. *
  277. * no interchange, use 1-by-1 pivot block
  278. *
  279. KP = K
  280. ELSE
  281. *
  282. * Copy column IMAX to column KW-1 of W and update it
  283. *
  284. CALL SCOPY( IMAX, A( 1, IMAX ), 1, W( 1, KW-1 ), 1 )
  285. CALL SCOPY( K-IMAX, A( IMAX, IMAX+1 ), LDA,
  286. $ W( IMAX+1, KW-1 ), 1 )
  287. IF( K.LT.N )
  288. $ CALL SGEMV( 'No transpose', K, N-K, -ONE, A( 1, K+1 ),
  289. $ LDA, W( IMAX, KW+1 ), LDW, ONE,
  290. $ W( 1, KW-1 ), 1 )
  291. *
  292. * JMAX is the column-index of the largest off-diagonal
  293. * element in row IMAX, and ROWMAX is its absolute value
  294. *
  295. JMAX = IMAX + ISAMAX( K-IMAX, W( IMAX+1, KW-1 ), 1 )
  296. ROWMAX = ABS( W( JMAX, KW-1 ) )
  297. IF( IMAX.GT.1 ) THEN
  298. JMAX = ISAMAX( IMAX-1, W( 1, KW-1 ), 1 )
  299. ROWMAX = MAX( ROWMAX, ABS( W( JMAX, KW-1 ) ) )
  300. END IF
  301. *
  302. IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
  303. *
  304. * no interchange, use 1-by-1 pivot block
  305. *
  306. KP = K
  307. ELSE IF( ABS( W( IMAX, KW-1 ) ).GE.ALPHA*ROWMAX ) THEN
  308. *
  309. * interchange rows and columns K and IMAX, use 1-by-1
  310. * pivot block
  311. *
  312. KP = IMAX
  313. *
  314. * copy column KW-1 of W to column KW of W
  315. *
  316. CALL SCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 )
  317. ELSE
  318. *
  319. * interchange rows and columns K-1 and IMAX, use 2-by-2
  320. * pivot block
  321. *
  322. KP = IMAX
  323. KSTEP = 2
  324. END IF
  325. END IF
  326. *
  327. * ============================================================
  328. *
  329. * KK is the column of A where pivoting step stopped
  330. *
  331. KK = K - KSTEP + 1
  332. *
  333. * KKW is the column of W which corresponds to column KK of A
  334. *
  335. KKW = NB + KK - N
  336. *
  337. * Interchange rows and columns KP and KK.
  338. * Updated column KP is already stored in column KKW of W.
  339. *
  340. IF( KP.NE.KK ) THEN
  341. *
  342. * Copy non-updated column KK to column KP of submatrix A
  343. * at step K. No need to copy element into column K
  344. * (or K and K-1 for 2-by-2 pivot) of A, since these columns
  345. * will be later overwritten.
  346. *
  347. A( KP, KP ) = A( KK, KK )
  348. CALL SCOPY( KK-1-KP, A( KP+1, KK ), 1, A( KP, KP+1 ),
  349. $ LDA )
  350. IF( KP.GT.1 )
  351. $ CALL SCOPY( KP-1, A( 1, KK ), 1, A( 1, KP ), 1 )
  352. *
  353. * Interchange rows KK and KP in last K+1 to N columns of A
  354. * (columns K (or K and K-1 for 2-by-2 pivot) of A will be
  355. * later overwritten). Interchange rows KK and KP
  356. * in last KKW to NB columns of W.
  357. *
  358. IF( K.LT.N )
  359. $ CALL SSWAP( N-K, A( KK, K+1 ), LDA, A( KP, K+1 ),
  360. $ LDA )
  361. CALL SSWAP( N-KK+1, W( KK, KKW ), LDW, W( KP, KKW ),
  362. $ LDW )
  363. END IF
  364. *
  365. IF( KSTEP.EQ.1 ) THEN
  366. *
  367. * 1-by-1 pivot block D(k): column kw of W now holds
  368. *
  369. * W(kw) = U(k)*D(k),
  370. *
  371. * where U(k) is the k-th column of U
  372. *
  373. * Store subdiag. elements of column U(k)
  374. * and 1-by-1 block D(k) in column k of A.
  375. * NOTE: Diagonal element U(k,k) is a UNIT element
  376. * and not stored.
  377. * A(k,k) := D(k,k) = W(k,kw)
  378. * A(1:k-1,k) := U(1:k-1,k) = W(1:k-1,kw)/D(k,k)
  379. *
  380. CALL SCOPY( K, W( 1, KW ), 1, A( 1, K ), 1 )
  381. R1 = ONE / A( K, K )
  382. CALL SSCAL( K-1, R1, A( 1, K ), 1 )
  383. *
  384. ELSE
  385. *
  386. * 2-by-2 pivot block D(k): columns kw and kw-1 of W now hold
  387. *
  388. * ( W(kw-1) W(kw) ) = ( U(k-1) U(k) )*D(k)
  389. *
  390. * where U(k) and U(k-1) are the k-th and (k-1)-th columns
  391. * of U
  392. *
  393. * Store U(1:k-2,k-1) and U(1:k-2,k) and 2-by-2
  394. * block D(k-1:k,k-1:k) in columns k-1 and k of A.
  395. * NOTE: 2-by-2 diagonal block U(k-1:k,k-1:k) is a UNIT
  396. * block and not stored.
  397. * A(k-1:k,k-1:k) := D(k-1:k,k-1:k) = W(k-1:k,kw-1:kw)
  398. * A(1:k-2,k-1:k) := U(1:k-2,k:k-1:k) =
  399. * = W(1:k-2,kw-1:kw) * ( D(k-1:k,k-1:k)**(-1) )
  400. *
  401. IF( K.GT.2 ) THEN
  402. *
  403. * Compose the columns of the inverse of 2-by-2 pivot
  404. * block D in the following way to reduce the number
  405. * of FLOPS when we myltiply panel ( W(kw-1) W(kw) ) by
  406. * this inverse
  407. *
  408. * D**(-1) = ( d11 d21 )**(-1) =
  409. * ( d21 d22 )
  410. *
  411. * = 1/(d11*d22-d21**2) * ( ( d22 ) (-d21 ) ) =
  412. * ( (-d21 ) ( d11 ) )
  413. *
  414. * = 1/d21 * 1/((d11/d21)*(d22/d21)-1) *
  415. *
  416. * * ( ( d22/d21 ) ( -1 ) ) =
  417. * ( ( -1 ) ( d11/d21 ) )
  418. *
  419. * = 1/d21 * 1/(D22*D11-1) * ( ( D11 ) ( -1 ) ) =
  420. * ( ( -1 ) ( D22 ) )
  421. *
  422. * = 1/d21 * T * ( ( D11 ) ( -1 ) )
  423. * ( ( -1 ) ( D22 ) )
  424. *
  425. * = D21 * ( ( D11 ) ( -1 ) )
  426. * ( ( -1 ) ( D22 ) )
  427. *
  428. D21 = W( K-1, KW )
  429. D11 = W( K, KW ) / D21
  430. D22 = W( K-1, KW-1 ) / D21
  431. T = ONE / ( D11*D22-ONE )
  432. D21 = T / D21
  433. *
  434. * Update elements in columns A(k-1) and A(k) as
  435. * dot products of rows of ( W(kw-1) W(kw) ) and columns
  436. * of D**(-1)
  437. *
  438. DO 20 J = 1, K - 2
  439. A( J, K-1 ) = D21*( D11*W( J, KW-1 )-W( J, KW ) )
  440. A( J, K ) = D21*( D22*W( J, KW )-W( J, KW-1 ) )
  441. 20 CONTINUE
  442. END IF
  443. *
  444. * Copy D(k) to A
  445. *
  446. A( K-1, K-1 ) = W( K-1, KW-1 )
  447. A( K-1, K ) = W( K-1, KW )
  448. A( K, K ) = W( K, KW )
  449. *
  450. END IF
  451. *
  452. END IF
  453. *
  454. * Store details of the interchanges in IPIV
  455. *
  456. IF( KSTEP.EQ.1 ) THEN
  457. IPIV( K ) = KP
  458. ELSE
  459. IPIV( K ) = -KP
  460. IPIV( K-1 ) = -KP
  461. END IF
  462. *
  463. * Decrease K and return to the start of the main loop
  464. *
  465. K = K - KSTEP
  466. GO TO 10
  467. *
  468. 30 CONTINUE
  469. *
  470. * Update the upper triangle of A11 (= A(1:k,1:k)) as
  471. *
  472. * A11 := A11 - U12*D*U12**T = A11 - U12*W**T
  473. *
  474. * computing blocks of NB columns at a time
  475. *
  476. DO 50 J = ( ( K-1 ) / NB )*NB + 1, 1, -NB
  477. JB = MIN( NB, K-J+1 )
  478. *
  479. * Update the upper triangle of the diagonal block
  480. *
  481. DO 40 JJ = J, J + JB - 1
  482. CALL SGEMV( 'No transpose', JJ-J+1, N-K, -ONE,
  483. $ A( J, K+1 ), LDA, W( JJ, KW+1 ), LDW, ONE,
  484. $ A( J, JJ ), 1 )
  485. 40 CONTINUE
  486. *
  487. * Update the rectangular superdiagonal block
  488. *
  489. CALL SGEMM( 'No transpose', 'Transpose', J-1, JB, N-K, -ONE,
  490. $ A( 1, K+1 ), LDA, W( J, KW+1 ), LDW, ONE,
  491. $ A( 1, J ), LDA )
  492. 50 CONTINUE
  493. *
  494. * Put U12 in standard form by partially undoing the interchanges
  495. * in columns k+1:n looping backwards from k+1 to n
  496. *
  497. J = K + 1
  498. 60 CONTINUE
  499. *
  500. * Undo the interchanges (if any) of rows JJ and JP at each
  501. * step J
  502. *
  503. * (Here, J is a diagonal index)
  504. JJ = J
  505. JP = IPIV( J )
  506. IF( JP.LT.0 ) THEN
  507. JP = -JP
  508. * (Here, J is a diagonal index)
  509. J = J + 1
  510. END IF
  511. * (NOTE: Here, J is used to determine row length. Length N-J+1
  512. * of the rows to swap back doesn't include diagonal element)
  513. J = J + 1
  514. IF( JP.NE.JJ .AND. J.LE.N )
  515. $ CALL SSWAP( N-J+1, A( JP, J ), LDA, A( JJ, J ), LDA )
  516. IF( J.LT.N )
  517. $ GO TO 60
  518. *
  519. * Set KB to the number of columns factorized
  520. *
  521. KB = N - K
  522. *
  523. ELSE
  524. *
  525. * Factorize the leading columns of A using the lower triangle
  526. * of A and working forwards, and compute the matrix W = L21*D
  527. * for use in updating A22
  528. *
  529. * K is the main loop index, increasing from 1 in steps of 1 or 2
  530. *
  531. K = 1
  532. 70 CONTINUE
  533. *
  534. * Exit from loop
  535. *
  536. IF( ( K.GE.NB .AND. NB.LT.N ) .OR. K.GT.N )
  537. $ GO TO 90
  538. *
  539. * Copy column K of A to column K of W and update it
  540. *
  541. CALL SCOPY( N-K+1, A( K, K ), 1, W( K, K ), 1 )
  542. CALL SGEMV( 'No transpose', N-K+1, K-1, -ONE, A( K, 1 ), LDA,
  543. $ W( K, 1 ), LDW, ONE, W( K, K ), 1 )
  544. *
  545. KSTEP = 1
  546. *
  547. * Determine rows and columns to be interchanged and whether
  548. * a 1-by-1 or 2-by-2 pivot block will be used
  549. *
  550. ABSAKK = ABS( W( K, K ) )
  551. *
  552. * IMAX is the row-index of the largest off-diagonal element in
  553. * column K, and COLMAX is its absolute value.
  554. * Determine both COLMAX and IMAX.
  555. *
  556. IF( K.LT.N ) THEN
  557. IMAX = K + ISAMAX( N-K, W( K+1, K ), 1 )
  558. COLMAX = ABS( W( IMAX, K ) )
  559. ELSE
  560. COLMAX = ZERO
  561. END IF
  562. *
  563. IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
  564. *
  565. * Column K is zero or underflow: set INFO and continue
  566. *
  567. IF( INFO.EQ.0 )
  568. $ INFO = K
  569. KP = K
  570. ELSE
  571. IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
  572. *
  573. * no interchange, use 1-by-1 pivot block
  574. *
  575. KP = K
  576. ELSE
  577. *
  578. * Copy column IMAX to column K+1 of W and update it
  579. *
  580. CALL SCOPY( IMAX-K, A( IMAX, K ), LDA, W( K, K+1 ), 1 )
  581. CALL SCOPY( N-IMAX+1, A( IMAX, IMAX ), 1, W( IMAX, K+1 ),
  582. $ 1 )
  583. CALL SGEMV( 'No transpose', N-K+1, K-1, -ONE, A( K, 1 ),
  584. $ LDA, W( IMAX, 1 ), LDW, ONE, W( K, K+1 ), 1 )
  585. *
  586. * JMAX is the column-index of the largest off-diagonal
  587. * element in row IMAX, and ROWMAX is its absolute value
  588. *
  589. JMAX = K - 1 + ISAMAX( IMAX-K, W( K, K+1 ), 1 )
  590. ROWMAX = ABS( W( JMAX, K+1 ) )
  591. IF( IMAX.LT.N ) THEN
  592. JMAX = IMAX + ISAMAX( N-IMAX, W( IMAX+1, K+1 ), 1 )
  593. ROWMAX = MAX( ROWMAX, ABS( W( JMAX, K+1 ) ) )
  594. END IF
  595. *
  596. IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
  597. *
  598. * no interchange, use 1-by-1 pivot block
  599. *
  600. KP = K
  601. ELSE IF( ABS( W( IMAX, K+1 ) ).GE.ALPHA*ROWMAX ) THEN
  602. *
  603. * interchange rows and columns K and IMAX, use 1-by-1
  604. * pivot block
  605. *
  606. KP = IMAX
  607. *
  608. * copy column K+1 of W to column K of W
  609. *
  610. CALL SCOPY( N-K+1, W( K, K+1 ), 1, W( K, K ), 1 )
  611. ELSE
  612. *
  613. * interchange rows and columns K+1 and IMAX, use 2-by-2
  614. * pivot block
  615. *
  616. KP = IMAX
  617. KSTEP = 2
  618. END IF
  619. END IF
  620. *
  621. * ============================================================
  622. *
  623. * KK is the column of A where pivoting step stopped
  624. *
  625. KK = K + KSTEP - 1
  626. *
  627. * Interchange rows and columns KP and KK.
  628. * Updated column KP is already stored in column KK of W.
  629. *
  630. IF( KP.NE.KK ) THEN
  631. *
  632. * Copy non-updated column KK to column KP of submatrix A
  633. * at step K. No need to copy element into column K
  634. * (or K and K+1 for 2-by-2 pivot) of A, since these columns
  635. * will be later overwritten.
  636. *
  637. A( KP, KP ) = A( KK, KK )
  638. CALL SCOPY( KP-KK-1, A( KK+1, KK ), 1, A( KP, KK+1 ),
  639. $ LDA )
  640. IF( KP.LT.N )
  641. $ CALL SCOPY( N-KP, A( KP+1, KK ), 1, A( KP+1, KP ), 1 )
  642. *
  643. * Interchange rows KK and KP in first K-1 columns of A
  644. * (columns K (or K and K+1 for 2-by-2 pivot) of A will be
  645. * later overwritten). Interchange rows KK and KP
  646. * in first KK columns of W.
  647. *
  648. IF( K.GT.1 )
  649. $ CALL SSWAP( K-1, A( KK, 1 ), LDA, A( KP, 1 ), LDA )
  650. CALL SSWAP( KK, W( KK, 1 ), LDW, W( KP, 1 ), LDW )
  651. END IF
  652. *
  653. IF( KSTEP.EQ.1 ) THEN
  654. *
  655. * 1-by-1 pivot block D(k): column k of W now holds
  656. *
  657. * W(k) = L(k)*D(k),
  658. *
  659. * where L(k) is the k-th column of L
  660. *
  661. * Store subdiag. elements of column L(k)
  662. * and 1-by-1 block D(k) in column k of A.
  663. * (NOTE: Diagonal element L(k,k) is a UNIT element
  664. * and not stored)
  665. * A(k,k) := D(k,k) = W(k,k)
  666. * A(k+1:N,k) := L(k+1:N,k) = W(k+1:N,k)/D(k,k)
  667. *
  668. CALL SCOPY( N-K+1, W( K, K ), 1, A( K, K ), 1 )
  669. IF( K.LT.N ) THEN
  670. R1 = ONE / A( K, K )
  671. CALL SSCAL( N-K, R1, A( K+1, K ), 1 )
  672. END IF
  673. *
  674. ELSE
  675. *
  676. * 2-by-2 pivot block D(k): columns k and k+1 of W now hold
  677. *
  678. * ( W(k) W(k+1) ) = ( L(k) L(k+1) )*D(k)
  679. *
  680. * where L(k) and L(k+1) are the k-th and (k+1)-th columns
  681. * of L
  682. *
  683. * Store L(k+2:N,k) and L(k+2:N,k+1) and 2-by-2
  684. * block D(k:k+1,k:k+1) in columns k and k+1 of A.
  685. * (NOTE: 2-by-2 diagonal block L(k:k+1,k:k+1) is a UNIT
  686. * block and not stored)
  687. * A(k:k+1,k:k+1) := D(k:k+1,k:k+1) = W(k:k+1,k:k+1)
  688. * A(k+2:N,k:k+1) := L(k+2:N,k:k+1) =
  689. * = W(k+2:N,k:k+1) * ( D(k:k+1,k:k+1)**(-1) )
  690. *
  691. IF( K.LT.N-1 ) THEN
  692. *
  693. * Compose the columns of the inverse of 2-by-2 pivot
  694. * block D in the following way to reduce the number
  695. * of FLOPS when we myltiply panel ( W(k) W(k+1) ) by
  696. * this inverse
  697. *
  698. * D**(-1) = ( d11 d21 )**(-1) =
  699. * ( d21 d22 )
  700. *
  701. * = 1/(d11*d22-d21**2) * ( ( d22 ) (-d21 ) ) =
  702. * ( (-d21 ) ( d11 ) )
  703. *
  704. * = 1/d21 * 1/((d11/d21)*(d22/d21)-1) *
  705. *
  706. * * ( ( d22/d21 ) ( -1 ) ) =
  707. * ( ( -1 ) ( d11/d21 ) )
  708. *
  709. * = 1/d21 * 1/(D22*D11-1) * ( ( D11 ) ( -1 ) ) =
  710. * ( ( -1 ) ( D22 ) )
  711. *
  712. * = 1/d21 * T * ( ( D11 ) ( -1 ) )
  713. * ( ( -1 ) ( D22 ) )
  714. *
  715. * = D21 * ( ( D11 ) ( -1 ) )
  716. * ( ( -1 ) ( D22 ) )
  717. *
  718. D21 = W( K+1, K )
  719. D11 = W( K+1, K+1 ) / D21
  720. D22 = W( K, K ) / D21
  721. T = ONE / ( D11*D22-ONE )
  722. D21 = T / D21
  723. *
  724. * Update elements in columns A(k) and A(k+1) as
  725. * dot products of rows of ( W(k) W(k+1) ) and columns
  726. * of D**(-1)
  727. *
  728. DO 80 J = K + 2, N
  729. A( J, K ) = D21*( D11*W( J, K )-W( J, K+1 ) )
  730. A( J, K+1 ) = D21*( D22*W( J, K+1 )-W( J, K ) )
  731. 80 CONTINUE
  732. END IF
  733. *
  734. * Copy D(k) to A
  735. *
  736. A( K, K ) = W( K, K )
  737. A( K+1, K ) = W( K+1, K )
  738. A( K+1, K+1 ) = W( K+1, K+1 )
  739. *
  740. END IF
  741. *
  742. END IF
  743. *
  744. * Store details of the interchanges in IPIV
  745. *
  746. IF( KSTEP.EQ.1 ) THEN
  747. IPIV( K ) = KP
  748. ELSE
  749. IPIV( K ) = -KP
  750. IPIV( K+1 ) = -KP
  751. END IF
  752. *
  753. * Increase K and return to the start of the main loop
  754. *
  755. K = K + KSTEP
  756. GO TO 70
  757. *
  758. 90 CONTINUE
  759. *
  760. * Update the lower triangle of A22 (= A(k:n,k:n)) as
  761. *
  762. * A22 := A22 - L21*D*L21**T = A22 - L21*W**T
  763. *
  764. * computing blocks of NB columns at a time
  765. *
  766. DO 110 J = K, N, NB
  767. JB = MIN( NB, N-J+1 )
  768. *
  769. * Update the lower triangle of the diagonal block
  770. *
  771. DO 100 JJ = J, J + JB - 1
  772. CALL SGEMV( 'No transpose', J+JB-JJ, K-1, -ONE,
  773. $ A( JJ, 1 ), LDA, W( JJ, 1 ), LDW, ONE,
  774. $ A( JJ, JJ ), 1 )
  775. 100 CONTINUE
  776. *
  777. * Update the rectangular subdiagonal block
  778. *
  779. IF( J+JB.LE.N )
  780. $ CALL SGEMM( 'No transpose', 'Transpose', N-J-JB+1, JB,
  781. $ K-1, -ONE, A( J+JB, 1 ), LDA, W( J, 1 ), LDW,
  782. $ ONE, A( J+JB, J ), LDA )
  783. 110 CONTINUE
  784. *
  785. * Put L21 in standard form by partially undoing the interchanges
  786. * of rows in columns 1:k-1 looping backwards from k-1 to 1
  787. *
  788. J = K - 1
  789. 120 CONTINUE
  790. *
  791. * Undo the interchanges (if any) of rows JJ and JP at each
  792. * step J
  793. *
  794. * (Here, J is a diagonal index)
  795. JJ = J
  796. JP = IPIV( J )
  797. IF( JP.LT.0 ) THEN
  798. JP = -JP
  799. * (Here, J is a diagonal index)
  800. J = J - 1
  801. END IF
  802. * (NOTE: Here, J is used to determine row length. Length J
  803. * of the rows to swap back doesn't include diagonal element)
  804. J = J - 1
  805. IF( JP.NE.JJ .AND. J.GE.1 )
  806. $ CALL SSWAP( J, A( JP, 1 ), LDA, A( JJ, 1 ), LDA )
  807. IF( J.GT.1 )
  808. $ GO TO 120
  809. *
  810. * Set KB to the number of columns factorized
  811. *
  812. KB = K - 1
  813. *
  814. END IF
  815. RETURN
  816. *
  817. * End of SLASYF
  818. *
  819. END