|
- *> \brief \b DSYTF2_RK computes the factorization of a real symmetric indefinite matrix using the bounded Bunch-Kaufman (rook) diagonal pivoting method (BLAS2 unblocked algorithm).
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download DSYTF2_RK + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsytf2_rk.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsytf2_rk.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsytf2_rk.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE DSYTF2_RK( UPLO, N, A, LDA, E, IPIV, INFO )
- *
- * .. Scalar Arguments ..
- * CHARACTER UPLO
- * INTEGER INFO, LDA, N
- * ..
- * .. Array Arguments ..
- * INTEGER IPIV( * )
- * DOUBLE PRECISION A( LDA, * ), E ( * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *> DSYTF2_RK computes the factorization of a real symmetric matrix A
- *> using the bounded Bunch-Kaufman (rook) diagonal pivoting method:
- *>
- *> A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T),
- *>
- *> where U (or L) is unit upper (or lower) triangular matrix,
- *> U**T (or L**T) is the transpose of U (or L), P is a permutation
- *> matrix, P**T is the transpose of P, and D is symmetric and block
- *> diagonal with 1-by-1 and 2-by-2 diagonal blocks.
- *>
- *> This is the unblocked version of the algorithm, calling Level 2 BLAS.
- *> For more information see Further Details section.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] UPLO
- *> \verbatim
- *> UPLO is CHARACTER*1
- *> Specifies whether the upper or lower triangular part of the
- *> symmetric matrix A is stored:
- *> = 'U': Upper triangular
- *> = 'L': Lower triangular
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The order of the matrix A. N >= 0.
- *> \endverbatim
- *>
- *> \param[in,out] A
- *> \verbatim
- *> A is DOUBLE PRECISION array, dimension (LDA,N)
- *> On entry, the symmetric matrix A.
- *> If UPLO = 'U': the leading N-by-N upper triangular part
- *> of A contains the upper triangular part of the matrix A,
- *> and the strictly lower triangular part of A is not
- *> referenced.
- *>
- *> If UPLO = 'L': the leading N-by-N lower triangular part
- *> of A contains the lower triangular part of the matrix A,
- *> and the strictly upper triangular part of A is not
- *> referenced.
- *>
- *> On exit, contains:
- *> a) ONLY diagonal elements of the symmetric block diagonal
- *> matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
- *> (superdiagonal (or subdiagonal) elements of D
- *> are stored on exit in array E), and
- *> b) If UPLO = 'U': factor U in the superdiagonal part of A.
- *> If UPLO = 'L': factor L in the subdiagonal part of A.
- *> \endverbatim
- *>
- *> \param[in] LDA
- *> \verbatim
- *> LDA is INTEGER
- *> The leading dimension of the array A. LDA >= max(1,N).
- *> \endverbatim
- *>
- *> \param[out] E
- *> \verbatim
- *> E is DOUBLE PRECISION array, dimension (N)
- *> On exit, contains the superdiagonal (or subdiagonal)
- *> elements of the symmetric block diagonal matrix D
- *> with 1-by-1 or 2-by-2 diagonal blocks, where
- *> If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) is set to 0;
- *> If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) is set to 0.
- *>
- *> NOTE: For 1-by-1 diagonal block D(k), where
- *> 1 <= k <= N, the element E(k) is set to 0 in both
- *> UPLO = 'U' or UPLO = 'L' cases.
- *> \endverbatim
- *>
- *> \param[out] IPIV
- *> \verbatim
- *> IPIV is INTEGER array, dimension (N)
- *> IPIV describes the permutation matrix P in the factorization
- *> of matrix A as follows. The absolute value of IPIV(k)
- *> represents the index of row and column that were
- *> interchanged with the k-th row and column. The value of UPLO
- *> describes the order in which the interchanges were applied.
- *> Also, the sign of IPIV represents the block structure of
- *> the symmetric block diagonal matrix D with 1-by-1 or 2-by-2
- *> diagonal blocks which correspond to 1 or 2 interchanges
- *> at each factorization step. For more info see Further
- *> Details section.
- *>
- *> If UPLO = 'U',
- *> ( in factorization order, k decreases from N to 1 ):
- *> a) A single positive entry IPIV(k) > 0 means:
- *> D(k,k) is a 1-by-1 diagonal block.
- *> If IPIV(k) != k, rows and columns k and IPIV(k) were
- *> interchanged in the matrix A(1:N,1:N);
- *> If IPIV(k) = k, no interchange occurred.
- *>
- *> b) A pair of consecutive negative entries
- *> IPIV(k) < 0 and IPIV(k-1) < 0 means:
- *> D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
- *> (NOTE: negative entries in IPIV appear ONLY in pairs).
- *> 1) If -IPIV(k) != k, rows and columns
- *> k and -IPIV(k) were interchanged
- *> in the matrix A(1:N,1:N).
- *> If -IPIV(k) = k, no interchange occurred.
- *> 2) If -IPIV(k-1) != k-1, rows and columns
- *> k-1 and -IPIV(k-1) were interchanged
- *> in the matrix A(1:N,1:N).
- *> If -IPIV(k-1) = k-1, no interchange occurred.
- *>
- *> c) In both cases a) and b), always ABS( IPIV(k) ) <= k.
- *>
- *> d) NOTE: Any entry IPIV(k) is always NONZERO on output.
- *>
- *> If UPLO = 'L',
- *> ( in factorization order, k increases from 1 to N ):
- *> a) A single positive entry IPIV(k) > 0 means:
- *> D(k,k) is a 1-by-1 diagonal block.
- *> If IPIV(k) != k, rows and columns k and IPIV(k) were
- *> interchanged in the matrix A(1:N,1:N).
- *> If IPIV(k) = k, no interchange occurred.
- *>
- *> b) A pair of consecutive negative entries
- *> IPIV(k) < 0 and IPIV(k+1) < 0 means:
- *> D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
- *> (NOTE: negative entries in IPIV appear ONLY in pairs).
- *> 1) If -IPIV(k) != k, rows and columns
- *> k and -IPIV(k) were interchanged
- *> in the matrix A(1:N,1:N).
- *> If -IPIV(k) = k, no interchange occurred.
- *> 2) If -IPIV(k+1) != k+1, rows and columns
- *> k-1 and -IPIV(k-1) were interchanged
- *> in the matrix A(1:N,1:N).
- *> If -IPIV(k+1) = k+1, no interchange occurred.
- *>
- *> c) In both cases a) and b), always ABS( IPIV(k) ) >= k.
- *>
- *> d) NOTE: Any entry IPIV(k) is always NONZERO on output.
- *> \endverbatim
- *>
- *> \param[out] INFO
- *> \verbatim
- *> INFO is INTEGER
- *> = 0: successful exit
- *>
- *> < 0: If INFO = -k, the k-th argument had an illegal value
- *>
- *> > 0: If INFO = k, the matrix A is singular, because:
- *> If UPLO = 'U': column k in the upper
- *> triangular part of A contains all zeros.
- *> If UPLO = 'L': column k in the lower
- *> triangular part of A contains all zeros.
- *>
- *> Therefore D(k,k) is exactly zero, and superdiagonal
- *> elements of column k of U (or subdiagonal elements of
- *> column k of L ) are all zeros. The factorization has
- *> been completed, but the block diagonal matrix D is
- *> exactly singular, and division by zero will occur if
- *> it is used to solve a system of equations.
- *>
- *> NOTE: INFO only stores the first occurrence of
- *> a singularity, any subsequent occurrence of singularity
- *> is not stored in INFO even though the factorization
- *> always completes.
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \ingroup doubleSYcomputational
- *
- *> \par Further Details:
- * =====================
- *>
- *> \verbatim
- *> TODO: put further details
- *> \endverbatim
- *
- *> \par Contributors:
- * ==================
- *>
- *> \verbatim
- *>
- *> December 2016, Igor Kozachenko,
- *> Computer Science Division,
- *> University of California, Berkeley
- *>
- *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
- *> School of Mathematics,
- *> University of Manchester
- *>
- *> 01-01-96 - Based on modifications by
- *> J. Lewis, Boeing Computer Services Company
- *> A. Petitet, Computer Science Dept.,
- *> Univ. of Tenn., Knoxville abd , USA
- *> \endverbatim
- *
- * =====================================================================
- SUBROUTINE DSYTF2_RK( UPLO, N, A, LDA, E, IPIV, INFO )
- *
- * -- LAPACK computational routine --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- *
- * .. Scalar Arguments ..
- CHARACTER UPLO
- INTEGER INFO, LDA, N
- * ..
- * .. Array Arguments ..
- INTEGER IPIV( * )
- DOUBLE PRECISION A( LDA, * ), E( * )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- DOUBLE PRECISION ZERO, ONE
- PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
- DOUBLE PRECISION EIGHT, SEVTEN
- PARAMETER ( EIGHT = 8.0D+0, SEVTEN = 17.0D+0 )
- * ..
- * .. Local Scalars ..
- LOGICAL UPPER, DONE
- INTEGER I, IMAX, J, JMAX, ITEMP, K, KK, KP, KSTEP,
- $ P, II
- DOUBLE PRECISION ABSAKK, ALPHA, COLMAX, D11, D12, D21, D22,
- $ ROWMAX, DTEMP, T, WK, WKM1, WKP1, SFMIN
- * ..
- * .. External Functions ..
- LOGICAL LSAME
- INTEGER IDAMAX
- DOUBLE PRECISION DLAMCH
- EXTERNAL LSAME, IDAMAX, DLAMCH
- * ..
- * .. External Subroutines ..
- EXTERNAL DSCAL, DSWAP, DSYR, XERBLA
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC ABS, MAX, SQRT
- * ..
- * .. Executable Statements ..
- *
- * Test the input parameters.
- *
- INFO = 0
- UPPER = LSAME( UPLO, 'U' )
- IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
- INFO = -1
- ELSE IF( N.LT.0 ) THEN
- INFO = -2
- ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
- INFO = -4
- END IF
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'DSYTF2_RK', -INFO )
- RETURN
- END IF
- *
- * Initialize ALPHA for use in choosing pivot block size.
- *
- ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
- *
- * Compute machine safe minimum
- *
- SFMIN = DLAMCH( 'S' )
- *
- IF( UPPER ) THEN
- *
- * Factorize A as U*D*U**T using the upper triangle of A
- *
- * Initialize the first entry of array E, where superdiagonal
- * elements of D are stored
- *
- E( 1 ) = ZERO
- *
- * K is the main loop index, decreasing from N to 1 in steps of
- * 1 or 2
- *
- K = N
- 10 CONTINUE
- *
- * If K < 1, exit from loop
- *
- IF( K.LT.1 )
- $ GO TO 34
- KSTEP = 1
- P = K
- *
- * Determine rows and columns to be interchanged and whether
- * a 1-by-1 or 2-by-2 pivot block will be used
- *
- ABSAKK = ABS( A( K, K ) )
- *
- * IMAX is the row-index of the largest off-diagonal element in
- * column K, and COLMAX is its absolute value.
- * Determine both COLMAX and IMAX.
- *
- IF( K.GT.1 ) THEN
- IMAX = IDAMAX( K-1, A( 1, K ), 1 )
- COLMAX = ABS( A( IMAX, K ) )
- ELSE
- COLMAX = ZERO
- END IF
- *
- IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) ) THEN
- *
- * Column K is zero or underflow: set INFO and continue
- *
- IF( INFO.EQ.0 )
- $ INFO = K
- KP = K
- *
- * Set E( K ) to zero
- *
- IF( K.GT.1 )
- $ E( K ) = ZERO
- *
- ELSE
- *
- * Test for interchange
- *
- * Equivalent to testing for (used to handle NaN and Inf)
- * ABSAKK.GE.ALPHA*COLMAX
- *
- IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN
- *
- * no interchange,
- * use 1-by-1 pivot block
- *
- KP = K
- ELSE
- *
- DONE = .FALSE.
- *
- * Loop until pivot found
- *
- 12 CONTINUE
- *
- * Begin pivot search loop body
- *
- * JMAX is the column-index of the largest off-diagonal
- * element in row IMAX, and ROWMAX is its absolute value.
- * Determine both ROWMAX and JMAX.
- *
- IF( IMAX.NE.K ) THEN
- JMAX = IMAX + IDAMAX( K-IMAX, A( IMAX, IMAX+1 ),
- $ LDA )
- ROWMAX = ABS( A( IMAX, JMAX ) )
- ELSE
- ROWMAX = ZERO
- END IF
- *
- IF( IMAX.GT.1 ) THEN
- ITEMP = IDAMAX( IMAX-1, A( 1, IMAX ), 1 )
- DTEMP = ABS( A( ITEMP, IMAX ) )
- IF( DTEMP.GT.ROWMAX ) THEN
- ROWMAX = DTEMP
- JMAX = ITEMP
- END IF
- END IF
- *
- * Equivalent to testing for (used to handle NaN and Inf)
- * ABS( A( IMAX, IMAX ) ).GE.ALPHA*ROWMAX
- *
- IF( .NOT.( ABS( A( IMAX, IMAX ) ).LT.ALPHA*ROWMAX ) )
- $ THEN
- *
- * interchange rows and columns K and IMAX,
- * use 1-by-1 pivot block
- *
- KP = IMAX
- DONE = .TRUE.
- *
- * Equivalent to testing for ROWMAX .EQ. COLMAX,
- * used to handle NaN and Inf
- *
- ELSE IF( ( P.EQ.JMAX ).OR.( ROWMAX.LE.COLMAX ) ) THEN
- *
- * interchange rows and columns K+1 and IMAX,
- * use 2-by-2 pivot block
- *
- KP = IMAX
- KSTEP = 2
- DONE = .TRUE.
- ELSE
- *
- * Pivot NOT found, set variables and repeat
- *
- P = IMAX
- COLMAX = ROWMAX
- IMAX = JMAX
- END IF
- *
- * End pivot search loop body
- *
- IF( .NOT. DONE ) GOTO 12
- *
- END IF
- *
- * Swap TWO rows and TWO columns
- *
- * First swap
- *
- IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
- *
- * Interchange rows and column K and P in the leading
- * submatrix A(1:k,1:k) if we have a 2-by-2 pivot
- *
- IF( P.GT.1 )
- $ CALL DSWAP( P-1, A( 1, K ), 1, A( 1, P ), 1 )
- IF( P.LT.(K-1) )
- $ CALL DSWAP( K-P-1, A( P+1, K ), 1, A( P, P+1 ),
- $ LDA )
- T = A( K, K )
- A( K, K ) = A( P, P )
- A( P, P ) = T
- *
- * Convert upper triangle of A into U form by applying
- * the interchanges in columns k+1:N.
- *
- IF( K.LT.N )
- $ CALL DSWAP( N-K, A( K, K+1 ), LDA, A( P, K+1 ), LDA )
- *
- END IF
- *
- * Second swap
- *
- KK = K - KSTEP + 1
- IF( KP.NE.KK ) THEN
- *
- * Interchange rows and columns KK and KP in the leading
- * submatrix A(1:k,1:k)
- *
- IF( KP.GT.1 )
- $ CALL DSWAP( KP-1, A( 1, KK ), 1, A( 1, KP ), 1 )
- IF( ( KK.GT.1 ) .AND. ( KP.LT.(KK-1) ) )
- $ CALL DSWAP( KK-KP-1, A( KP+1, KK ), 1, A( KP, KP+1 ),
- $ LDA )
- T = A( KK, KK )
- A( KK, KK ) = A( KP, KP )
- A( KP, KP ) = T
- IF( KSTEP.EQ.2 ) THEN
- T = A( K-1, K )
- A( K-1, K ) = A( KP, K )
- A( KP, K ) = T
- END IF
- *
- * Convert upper triangle of A into U form by applying
- * the interchanges in columns k+1:N.
- *
- IF( K.LT.N )
- $ CALL DSWAP( N-K, A( KK, K+1 ), LDA, A( KP, K+1 ),
- $ LDA )
- *
- END IF
- *
- * Update the leading submatrix
- *
- IF( KSTEP.EQ.1 ) THEN
- *
- * 1-by-1 pivot block D(k): column k now holds
- *
- * W(k) = U(k)*D(k)
- *
- * where U(k) is the k-th column of U
- *
- IF( K.GT.1 ) THEN
- *
- * Perform a rank-1 update of A(1:k-1,1:k-1) and
- * store U(k) in column k
- *
- IF( ABS( A( K, K ) ).GE.SFMIN ) THEN
- *
- * Perform a rank-1 update of A(1:k-1,1:k-1) as
- * A := A - U(k)*D(k)*U(k)**T
- * = A - W(k)*1/D(k)*W(k)**T
- *
- D11 = ONE / A( K, K )
- CALL DSYR( UPLO, K-1, -D11, A( 1, K ), 1, A, LDA )
- *
- * Store U(k) in column k
- *
- CALL DSCAL( K-1, D11, A( 1, K ), 1 )
- ELSE
- *
- * Store L(k) in column K
- *
- D11 = A( K, K )
- DO 16 II = 1, K - 1
- A( II, K ) = A( II, K ) / D11
- 16 CONTINUE
- *
- * Perform a rank-1 update of A(k+1:n,k+1:n) as
- * A := A - U(k)*D(k)*U(k)**T
- * = A - W(k)*(1/D(k))*W(k)**T
- * = A - (W(k)/D(k))*(D(k))*(W(k)/D(K))**T
- *
- CALL DSYR( UPLO, K-1, -D11, A( 1, K ), 1, A, LDA )
- END IF
- *
- * Store the superdiagonal element of D in array E
- *
- E( K ) = ZERO
- *
- END IF
- *
- ELSE
- *
- * 2-by-2 pivot block D(k): columns k and k-1 now hold
- *
- * ( W(k-1) W(k) ) = ( U(k-1) U(k) )*D(k)
- *
- * where U(k) and U(k-1) are the k-th and (k-1)-th columns
- * of U
- *
- * Perform a rank-2 update of A(1:k-2,1:k-2) as
- *
- * A := A - ( U(k-1) U(k) )*D(k)*( U(k-1) U(k) )**T
- * = A - ( ( A(k-1)A(k) )*inv(D(k)) ) * ( A(k-1)A(k) )**T
- *
- * and store L(k) and L(k+1) in columns k and k+1
- *
- IF( K.GT.2 ) THEN
- *
- D12 = A( K-1, K )
- D22 = A( K-1, K-1 ) / D12
- D11 = A( K, K ) / D12
- T = ONE / ( D11*D22-ONE )
- *
- DO 30 J = K - 2, 1, -1
- *
- WKM1 = T*( D11*A( J, K-1 )-A( J, K ) )
- WK = T*( D22*A( J, K )-A( J, K-1 ) )
- *
- DO 20 I = J, 1, -1
- A( I, J ) = A( I, J ) - (A( I, K ) / D12 )*WK -
- $ ( A( I, K-1 ) / D12 )*WKM1
- 20 CONTINUE
- *
- * Store U(k) and U(k-1) in cols k and k-1 for row J
- *
- A( J, K ) = WK / D12
- A( J, K-1 ) = WKM1 / D12
- *
- 30 CONTINUE
- *
- END IF
- *
- * Copy superdiagonal elements of D(K) to E(K) and
- * ZERO out superdiagonal entry of A
- *
- E( K ) = A( K-1, K )
- E( K-1 ) = ZERO
- A( K-1, K ) = ZERO
- *
- END IF
- *
- * End column K is nonsingular
- *
- END IF
- *
- * Store details of the interchanges in IPIV
- *
- IF( KSTEP.EQ.1 ) THEN
- IPIV( K ) = KP
- ELSE
- IPIV( K ) = -P
- IPIV( K-1 ) = -KP
- END IF
- *
- * Decrease K and return to the start of the main loop
- *
- K = K - KSTEP
- GO TO 10
- *
- 34 CONTINUE
- *
- ELSE
- *
- * Factorize A as L*D*L**T using the lower triangle of A
- *
- * Initialize the unused last entry of the subdiagonal array E.
- *
- E( N ) = ZERO
- *
- * K is the main loop index, increasing from 1 to N in steps of
- * 1 or 2
- *
- K = 1
- 40 CONTINUE
- *
- * If K > N, exit from loop
- *
- IF( K.GT.N )
- $ GO TO 64
- KSTEP = 1
- P = K
- *
- * Determine rows and columns to be interchanged and whether
- * a 1-by-1 or 2-by-2 pivot block will be used
- *
- ABSAKK = ABS( A( K, K ) )
- *
- * IMAX is the row-index of the largest off-diagonal element in
- * column K, and COLMAX is its absolute value.
- * Determine both COLMAX and IMAX.
- *
- IF( K.LT.N ) THEN
- IMAX = K + IDAMAX( N-K, A( K+1, K ), 1 )
- COLMAX = ABS( A( IMAX, K ) )
- ELSE
- COLMAX = ZERO
- END IF
- *
- IF( ( MAX( ABSAKK, COLMAX ).EQ.ZERO ) ) THEN
- *
- * Column K is zero or underflow: set INFO and continue
- *
- IF( INFO.EQ.0 )
- $ INFO = K
- KP = K
- *
- * Set E( K ) to zero
- *
- IF( K.LT.N )
- $ E( K ) = ZERO
- *
- ELSE
- *
- * Test for interchange
- *
- * Equivalent to testing for (used to handle NaN and Inf)
- * ABSAKK.GE.ALPHA*COLMAX
- *
- IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN
- *
- * no interchange, use 1-by-1 pivot block
- *
- KP = K
- *
- ELSE
- *
- DONE = .FALSE.
- *
- * Loop until pivot found
- *
- 42 CONTINUE
- *
- * Begin pivot search loop body
- *
- * JMAX is the column-index of the largest off-diagonal
- * element in row IMAX, and ROWMAX is its absolute value.
- * Determine both ROWMAX and JMAX.
- *
- IF( IMAX.NE.K ) THEN
- JMAX = K - 1 + IDAMAX( IMAX-K, A( IMAX, K ), LDA )
- ROWMAX = ABS( A( IMAX, JMAX ) )
- ELSE
- ROWMAX = ZERO
- END IF
- *
- IF( IMAX.LT.N ) THEN
- ITEMP = IMAX + IDAMAX( N-IMAX, A( IMAX+1, IMAX ),
- $ 1 )
- DTEMP = ABS( A( ITEMP, IMAX ) )
- IF( DTEMP.GT.ROWMAX ) THEN
- ROWMAX = DTEMP
- JMAX = ITEMP
- END IF
- END IF
- *
- * Equivalent to testing for (used to handle NaN and Inf)
- * ABS( A( IMAX, IMAX ) ).GE.ALPHA*ROWMAX
- *
- IF( .NOT.( ABS( A( IMAX, IMAX ) ).LT.ALPHA*ROWMAX ) )
- $ THEN
- *
- * interchange rows and columns K and IMAX,
- * use 1-by-1 pivot block
- *
- KP = IMAX
- DONE = .TRUE.
- *
- * Equivalent to testing for ROWMAX .EQ. COLMAX,
- * used to handle NaN and Inf
- *
- ELSE IF( ( P.EQ.JMAX ).OR.( ROWMAX.LE.COLMAX ) ) THEN
- *
- * interchange rows and columns K+1 and IMAX,
- * use 2-by-2 pivot block
- *
- KP = IMAX
- KSTEP = 2
- DONE = .TRUE.
- ELSE
- *
- * Pivot NOT found, set variables and repeat
- *
- P = IMAX
- COLMAX = ROWMAX
- IMAX = JMAX
- END IF
- *
- * End pivot search loop body
- *
- IF( .NOT. DONE ) GOTO 42
- *
- END IF
- *
- * Swap TWO rows and TWO columns
- *
- * First swap
- *
- IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
- *
- * Interchange rows and column K and P in the trailing
- * submatrix A(k:n,k:n) if we have a 2-by-2 pivot
- *
- IF( P.LT.N )
- $ CALL DSWAP( N-P, A( P+1, K ), 1, A( P+1, P ), 1 )
- IF( P.GT.(K+1) )
- $ CALL DSWAP( P-K-1, A( K+1, K ), 1, A( P, K+1 ), LDA )
- T = A( K, K )
- A( K, K ) = A( P, P )
- A( P, P ) = T
- *
- * Convert lower triangle of A into L form by applying
- * the interchanges in columns 1:k-1.
- *
- IF ( K.GT.1 )
- $ CALL DSWAP( K-1, A( K, 1 ), LDA, A( P, 1 ), LDA )
- *
- END IF
- *
- * Second swap
- *
- KK = K + KSTEP - 1
- IF( KP.NE.KK ) THEN
- *
- * Interchange rows and columns KK and KP in the trailing
- * submatrix A(k:n,k:n)
- *
- IF( KP.LT.N )
- $ CALL DSWAP( N-KP, A( KP+1, KK ), 1, A( KP+1, KP ), 1 )
- IF( ( KK.LT.N ) .AND. ( KP.GT.(KK+1) ) )
- $ CALL DSWAP( KP-KK-1, A( KK+1, KK ), 1, A( KP, KK+1 ),
- $ LDA )
- T = A( KK, KK )
- A( KK, KK ) = A( KP, KP )
- A( KP, KP ) = T
- IF( KSTEP.EQ.2 ) THEN
- T = A( K+1, K )
- A( K+1, K ) = A( KP, K )
- A( KP, K ) = T
- END IF
- *
- * Convert lower triangle of A into L form by applying
- * the interchanges in columns 1:k-1.
- *
- IF ( K.GT.1 )
- $ CALL DSWAP( K-1, A( KK, 1 ), LDA, A( KP, 1 ), LDA )
- *
- END IF
- *
- * Update the trailing submatrix
- *
- IF( KSTEP.EQ.1 ) THEN
- *
- * 1-by-1 pivot block D(k): column k now holds
- *
- * W(k) = L(k)*D(k)
- *
- * where L(k) is the k-th column of L
- *
- IF( K.LT.N ) THEN
- *
- * Perform a rank-1 update of A(k+1:n,k+1:n) and
- * store L(k) in column k
- *
- IF( ABS( A( K, K ) ).GE.SFMIN ) THEN
- *
- * Perform a rank-1 update of A(k+1:n,k+1:n) as
- * A := A - L(k)*D(k)*L(k)**T
- * = A - W(k)*(1/D(k))*W(k)**T
- *
- D11 = ONE / A( K, K )
- CALL DSYR( UPLO, N-K, -D11, A( K+1, K ), 1,
- $ A( K+1, K+1 ), LDA )
- *
- * Store L(k) in column k
- *
- CALL DSCAL( N-K, D11, A( K+1, K ), 1 )
- ELSE
- *
- * Store L(k) in column k
- *
- D11 = A( K, K )
- DO 46 II = K + 1, N
- A( II, K ) = A( II, K ) / D11
- 46 CONTINUE
- *
- * Perform a rank-1 update of A(k+1:n,k+1:n) as
- * A := A - L(k)*D(k)*L(k)**T
- * = A - W(k)*(1/D(k))*W(k)**T
- * = A - (W(k)/D(k))*(D(k))*(W(k)/D(K))**T
- *
- CALL DSYR( UPLO, N-K, -D11, A( K+1, K ), 1,
- $ A( K+1, K+1 ), LDA )
- END IF
- *
- * Store the subdiagonal element of D in array E
- *
- E( K ) = ZERO
- *
- END IF
- *
- ELSE
- *
- * 2-by-2 pivot block D(k): columns k and k+1 now hold
- *
- * ( W(k) W(k+1) ) = ( L(k) L(k+1) )*D(k)
- *
- * where L(k) and L(k+1) are the k-th and (k+1)-th columns
- * of L
- *
- *
- * Perform a rank-2 update of A(k+2:n,k+2:n) as
- *
- * A := A - ( L(k) L(k+1) ) * D(k) * ( L(k) L(k+1) )**T
- * = A - ( ( A(k)A(k+1) )*inv(D(k) ) * ( A(k)A(k+1) )**T
- *
- * and store L(k) and L(k+1) in columns k and k+1
- *
- IF( K.LT.N-1 ) THEN
- *
- D21 = A( K+1, K )
- D11 = A( K+1, K+1 ) / D21
- D22 = A( K, K ) / D21
- T = ONE / ( D11*D22-ONE )
- *
- DO 60 J = K + 2, N
- *
- * Compute D21 * ( W(k)W(k+1) ) * inv(D(k)) for row J
- *
- WK = T*( D11*A( J, K )-A( J, K+1 ) )
- WKP1 = T*( D22*A( J, K+1 )-A( J, K ) )
- *
- * Perform a rank-2 update of A(k+2:n,k+2:n)
- *
- DO 50 I = J, N
- A( I, J ) = A( I, J ) - ( A( I, K ) / D21 )*WK -
- $ ( A( I, K+1 ) / D21 )*WKP1
- 50 CONTINUE
- *
- * Store L(k) and L(k+1) in cols k and k+1 for row J
- *
- A( J, K ) = WK / D21
- A( J, K+1 ) = WKP1 / D21
- *
- 60 CONTINUE
- *
- END IF
- *
- * Copy subdiagonal elements of D(K) to E(K) and
- * ZERO out subdiagonal entry of A
- *
- E( K ) = A( K+1, K )
- E( K+1 ) = ZERO
- A( K+1, K ) = ZERO
- *
- END IF
- *
- * End column K is nonsingular
- *
- END IF
- *
- * Store details of the interchanges in IPIV
- *
- IF( KSTEP.EQ.1 ) THEN
- IPIV( K ) = KP
- ELSE
- IPIV( K ) = -P
- IPIV( K+1 ) = -KP
- END IF
- *
- * Increase K and return to the start of the main loop
- *
- K = K + KSTEP
- GO TO 40
- *
- 64 CONTINUE
- *
- END IF
- *
- RETURN
- *
- * End of DSYTF2_RK
- *
- END
|