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- *> \brief \b SLASYF_RK computes a partial factorization of a real symmetric indefinite matrix using bounded Bunch-Kaufman (rook) diagonal pivoting method.
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download SLASYF_RK + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slasyf_rk.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slasyf_rk.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slasyf_rk.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE SLASYF_RK( UPLO, N, NB, KB, A, LDA, E, IPIV, W, LDW,
- * INFO )
- *
- * .. Scalar Arguments ..
- * CHARACTER UPLO
- * INTEGER INFO, KB, LDA, LDW, N, NB
- * ..
- * .. Array Arguments ..
- * INTEGER IPIV( * )
- * REAL A( LDA, * ), E( * ), W( LDW, * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *> SLASYF_RK computes a partial factorization of a real symmetric
- *> matrix A using the bounded Bunch-Kaufman (rook) diagonal
- *> pivoting method. The partial factorization has the form:
- *>
- *> A = ( I U12 ) ( A11 0 ) ( I 0 ) if UPLO = 'U', or:
- *> ( 0 U22 ) ( 0 D ) ( U12**T U22**T )
- *>
- *> A = ( L11 0 ) ( D 0 ) ( L11**T L21**T ) if UPLO = 'L',
- *> ( L21 I ) ( 0 A22 ) ( 0 I )
- *>
- *> where the order of D is at most NB. The actual order is returned in
- *> the argument KB, and is either NB or NB-1, or N if N <= NB.
- *>
- *> SLASYF_RK is an auxiliary routine called by SSYTRF_RK. It uses
- *> blocked code (calling Level 3 BLAS) to update the submatrix
- *> A11 (if UPLO = 'U') or A22 (if UPLO = 'L').
- *> \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] NB
- *> \verbatim
- *> NB is INTEGER
- *> The maximum number of columns of the matrix A that should be
- *> factored. NB should be at least 2 to allow for 2-by-2 pivot
- *> blocks.
- *> \endverbatim
- *>
- *> \param[out] KB
- *> \verbatim
- *> KB is INTEGER
- *> The number of columns of A that were actually factored.
- *> KB is either NB-1 or NB, or N if N <= NB.
- *> \endverbatim
- *>
- *> \param[in,out] A
- *> \verbatim
- *> A is REAL 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 REAL 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.
- *>
- *> 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 submatrix A(1:N,N-KB+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,N-KB+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 submatrix A(1:N,N-KB+1:N).
- *> If -IPIV(k-1) = k-1, no interchange occurred.
- *>
- *> c) In both cases a) and b) is 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 submatrix A(1:N,1:KB).
- *> 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 submatrix A(1:N,1:KB).
- *> 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 submatrix A(1:N,1:KB).
- *> If -IPIV(k+1) = k+1, no interchange occurred.
- *>
- *> c) In both cases a) and b) is always ABS( IPIV(k) ) >= k.
- *>
- *> d) NOTE: Any entry IPIV(k) is always NONZERO on output.
- *> \endverbatim
- *>
- *> \param[out] W
- *> \verbatim
- *> W is REAL array, dimension (LDW,NB)
- *> \endverbatim
- *>
- *> \param[in] LDW
- *> \verbatim
- *> LDW is INTEGER
- *> The leading dimension of the array W. LDW >= max(1,N).
- *> \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 singleSYcomputational
- *
- *> \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
- *>
- *> \endverbatim
- *
- * =====================================================================
- SUBROUTINE SLASYF_RK( UPLO, N, NB, KB, A, LDA, E, IPIV, W, LDW,
- $ 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, KB, LDA, LDW, N, NB
- * ..
- * .. Array Arguments ..
- INTEGER IPIV( * )
- REAL A( LDA, * ), E( * ), W( LDW, * )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- REAL ZERO, ONE
- PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
- REAL EIGHT, SEVTEN
- PARAMETER ( EIGHT = 8.0E+0, SEVTEN = 17.0E+0 )
- * ..
- * .. Local Scalars ..
- LOGICAL DONE
- INTEGER IMAX, ITEMP, J, JB, JJ, JMAX, K, KK, KW, KKW,
- $ KP, KSTEP, P, II
- REAL ABSAKK, ALPHA, COLMAX, D11, D12, D21, D22,
- $ STEMP, R1, ROWMAX, T, SFMIN
- * ..
- * .. External Functions ..
- LOGICAL LSAME
- INTEGER ISAMAX
- REAL SLAMCH
- EXTERNAL LSAME, ISAMAX, SLAMCH
- * ..
- * .. External Subroutines ..
- EXTERNAL SCOPY, SGEMM, SGEMV, SSCAL, SSWAP
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC ABS, MAX, MIN, SQRT
- * ..
- * .. Executable Statements ..
- *
- INFO = 0
- *
- * Initialize ALPHA for use in choosing pivot block size.
- *
- ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
- *
- * Compute machine safe minimum
- *
- SFMIN = SLAMCH( 'S' )
- *
- IF( LSAME( UPLO, 'U' ) ) THEN
- *
- * Factorize the trailing columns of A using the upper triangle
- * of A and working backwards, and compute the matrix W = U12*D
- * for use in updating A11
- *
- * 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 in steps of 1 or 2
- *
- K = N
- 10 CONTINUE
- *
- * KW is the column of W which corresponds to column K of A
- *
- KW = NB + K - N
- *
- * Exit from loop
- *
- IF( ( K.LE.N-NB+1 .AND. NB.LT.N ) .OR. K.LT.1 )
- $ GO TO 30
- *
- KSTEP = 1
- P = K
- *
- * Copy column K of A to column KW of W and update it
- *
- CALL SCOPY( K, A( 1, K ), 1, W( 1, KW ), 1 )
- IF( K.LT.N )
- $ CALL SGEMV( 'No transpose', K, N-K, -ONE, A( 1, K+1 ),
- $ LDA, W( K, KW+1 ), LDW, ONE, W( 1, KW ), 1 )
- *
- * Determine rows and columns to be interchanged and whether
- * a 1-by-1 or 2-by-2 pivot block will be used
- *
- ABSAKK = ABS( W( K, KW ) )
- *
- * 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 = ISAMAX( K-1, W( 1, KW ), 1 )
- COLMAX = ABS( W( IMAX, KW ) )
- 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
- CALL SCOPY( K, W( 1, KW ), 1, A( 1, K ), 1 )
- *
- * Set E( K ) to zero
- *
- IF( K.GT.1 )
- $ E( K ) = ZERO
- *
- ELSE
- *
- * ============================================================
- *
- * Test for interchange
- *
- * Equivalent to testing for ABSAKK.GE.ALPHA*COLMAX
- * (used to handle NaN and Inf)
- *
- 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
- *
- *
- * Copy column IMAX to column KW-1 of W and update it
- *
- CALL SCOPY( IMAX, A( 1, IMAX ), 1, W( 1, KW-1 ), 1 )
- CALL SCOPY( K-IMAX, A( IMAX, IMAX+1 ), LDA,
- $ W( IMAX+1, KW-1 ), 1 )
- *
- IF( K.LT.N )
- $ CALL SGEMV( 'No transpose', K, N-K, -ONE,
- $ A( 1, K+1 ), LDA, W( IMAX, KW+1 ), LDW,
- $ ONE, W( 1, KW-1 ), 1 )
- *
- * 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 + ISAMAX( K-IMAX, W( IMAX+1, KW-1 ),
- $ 1 )
- ROWMAX = ABS( W( JMAX, KW-1 ) )
- ELSE
- ROWMAX = ZERO
- END IF
- *
- IF( IMAX.GT.1 ) THEN
- ITEMP = ISAMAX( IMAX-1, W( 1, KW-1 ), 1 )
- STEMP = ABS( W( ITEMP, KW-1 ) )
- IF( STEMP.GT.ROWMAX ) THEN
- ROWMAX = STEMP
- JMAX = ITEMP
- END IF
- END IF
- *
- * Equivalent to testing for
- * ABS( W( IMAX, KW-1 ) ).GE.ALPHA*ROWMAX
- * (used to handle NaN and Inf)
- *
- IF( .NOT.(ABS( W( IMAX, KW-1 ) ).LT.ALPHA*ROWMAX ) )
- $ THEN
- *
- * interchange rows and columns K and IMAX,
- * use 1-by-1 pivot block
- *
- KP = IMAX
- *
- * copy column KW-1 of W to column KW of W
- *
- CALL SCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 )
- *
- 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 params and repeat
- *
- P = IMAX
- COLMAX = ROWMAX
- IMAX = JMAX
- *
- * Copy updated JMAXth (next IMAXth) column to Kth of W
- *
- CALL SCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 )
- *
- END IF
- *
- * End pivot search loop body
- *
- IF( .NOT. DONE ) GOTO 12
- *
- END IF
- *
- * ============================================================
- *
- KK = K - KSTEP + 1
- *
- * KKW is the column of W which corresponds to column KK of A
- *
- KKW = NB + KK - N
- *
- IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
- *
- * Copy non-updated column K to column P
- *
- CALL SCOPY( K-P, A( P+1, K ), 1, A( P, P+1 ), LDA )
- CALL SCOPY( P, A( 1, K ), 1, A( 1, P ), 1 )
- *
- * Interchange rows K and P in last N-K+1 columns of A
- * and last N-K+2 columns of W
- *
- CALL SSWAP( N-K+1, A( K, K ), LDA, A( P, K ), LDA )
- CALL SSWAP( N-KK+1, W( K, KKW ), LDW, W( P, KKW ), LDW )
- END IF
- *
- * Updated column KP is already stored in column KKW of W
- *
- IF( KP.NE.KK ) THEN
- *
- * Copy non-updated column KK to column KP
- *
- A( KP, K ) = A( KK, K )
- CALL SCOPY( K-1-KP, A( KP+1, KK ), 1, A( KP, KP+1 ),
- $ LDA )
- CALL SCOPY( KP, A( 1, KK ), 1, A( 1, KP ), 1 )
- *
- * Interchange rows KK and KP in last N-KK+1 columns
- * of A and W
- *
- CALL SSWAP( N-KK+1, A( KK, KK ), LDA, A( KP, KK ), LDA )
- CALL SSWAP( N-KK+1, W( KK, KKW ), LDW, W( KP, KKW ),
- $ LDW )
- END IF
- *
- IF( KSTEP.EQ.1 ) THEN
- *
- * 1-by-1 pivot block D(k): column KW of W now holds
- *
- * W(k) = U(k)*D(k)
- *
- * where U(k) is the k-th column of U
- *
- * Store U(k) in column k of A
- *
- CALL SCOPY( K, W( 1, KW ), 1, A( 1, K ), 1 )
- IF( K.GT.1 ) THEN
- IF( ABS( A( K, K ) ).GE.SFMIN ) THEN
- R1 = ONE / A( K, K )
- CALL SSCAL( K-1, R1, A( 1, K ), 1 )
- ELSE IF( A( K, K ).NE.ZERO ) THEN
- DO 14 II = 1, K - 1
- A( II, K ) = A( II, K ) / A( K, K )
- 14 CONTINUE
- 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 KW and KW-1 of W 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
- *
- IF( K.GT.2 ) THEN
- *
- * Store U(k) and U(k-1) in columns k and k-1 of A
- *
- D12 = W( K-1, KW )
- D11 = W( K, KW ) / D12
- D22 = W( K-1, KW-1 ) / D12
- T = ONE / ( D11*D22-ONE )
- DO 20 J = 1, K - 2
- A( J, K-1 ) = T*( (D11*W( J, KW-1 )-W( J, KW ) ) /
- $ D12 )
- A( J, K ) = T*( ( D22*W( J, KW )-W( J, KW-1 ) ) /
- $ D12 )
- 20 CONTINUE
- END IF
- *
- * Copy diagonal elements of D(K) to A,
- * copy superdiagonal element of D(K) to E(K) and
- * ZERO out superdiagonal entry of A
- *
- A( K-1, K-1 ) = W( K-1, KW-1 )
- A( K-1, K ) = ZERO
- A( K, K ) = W( K, KW )
- E( K ) = W( K-1, KW )
- E( K-1 ) = 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
- *
- 30 CONTINUE
- *
- * Update the upper triangle of A11 (= A(1:k,1:k)) as
- *
- * A11 := A11 - U12*D*U12**T = A11 - U12*W**T
- *
- * computing blocks of NB columns at a time
- *
- DO 50 J = ( ( K-1 ) / NB )*NB + 1, 1, -NB
- JB = MIN( NB, K-J+1 )
- *
- * Update the upper triangle of the diagonal block
- *
- DO 40 JJ = J, J + JB - 1
- CALL SGEMV( 'No transpose', JJ-J+1, N-K, -ONE,
- $ A( J, K+1 ), LDA, W( JJ, KW+1 ), LDW, ONE,
- $ A( J, JJ ), 1 )
- 40 CONTINUE
- *
- * Update the rectangular superdiagonal block
- *
- IF( J.GE.2 )
- $ CALL SGEMM( 'No transpose', 'Transpose', J-1, JB,
- $ N-K, -ONE, A( 1, K+1 ), LDA, W( J, KW+1 ),
- $ LDW, ONE, A( 1, J ), LDA )
- 50 CONTINUE
- *
- * Set KB to the number of columns factorized
- *
- KB = N - K
- *
- ELSE
- *
- * Factorize the leading columns of A using the lower triangle
- * of A and working forwards, and compute the matrix W = L21*D
- * for use in updating A22
- *
- * Initialize the unused last entry of the subdiagonal array E.
- *
- E( N ) = ZERO
- *
- * K is the main loop index, increasing from 1 in steps of 1 or 2
- *
- K = 1
- 70 CONTINUE
- *
- * Exit from loop
- *
- IF( ( K.GE.NB .AND. NB.LT.N ) .OR. K.GT.N )
- $ GO TO 90
- *
- KSTEP = 1
- P = K
- *
- * Copy column K of A to column K of W and update it
- *
- CALL SCOPY( N-K+1, A( K, K ), 1, W( K, K ), 1 )
- IF( K.GT.1 )
- $ CALL SGEMV( 'No transpose', N-K+1, K-1, -ONE, A( K, 1 ),
- $ LDA, W( K, 1 ), LDW, ONE, W( K, K ), 1 )
- *
- * Determine rows and columns to be interchanged and whether
- * a 1-by-1 or 2-by-2 pivot block will be used
- *
- ABSAKK = ABS( W( 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 + ISAMAX( N-K, W( K+1, K ), 1 )
- COLMAX = ABS( W( 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
- CALL SCOPY( N-K+1, W( K, K ), 1, A( K, K ), 1 )
- *
- * Set E( K ) to zero
- *
- IF( K.LT.N )
- $ E( K ) = ZERO
- *
- ELSE
- *
- * ============================================================
- *
- * Test for interchange
- *
- * Equivalent to testing for ABSAKK.GE.ALPHA*COLMAX
- * (used to handle NaN and Inf)
- *
- IF( .NOT.( ABSAKK.LT.ALPHA*COLMAX ) ) THEN
- *
- * no interchange, use 1-by-1 pivot block
- *
- KP = K
- *
- ELSE
- *
- DONE = .FALSE.
- *
- * Loop until pivot found
- *
- 72 CONTINUE
- *
- * Begin pivot search loop body
- *
- *
- * Copy column IMAX to column K+1 of W and update it
- *
- CALL SCOPY( IMAX-K, A( IMAX, K ), LDA, W( K, K+1 ), 1)
- CALL SCOPY( N-IMAX+1, A( IMAX, IMAX ), 1,
- $ W( IMAX, K+1 ), 1 )
- IF( K.GT.1 )
- $ CALL SGEMV( 'No transpose', N-K+1, K-1, -ONE,
- $ A( K, 1 ), LDA, W( IMAX, 1 ), LDW,
- $ ONE, W( K, K+1 ), 1 )
- *
- * 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 + ISAMAX( IMAX-K, W( K, K+1 ), 1 )
- ROWMAX = ABS( W( JMAX, K+1 ) )
- ELSE
- ROWMAX = ZERO
- END IF
- *
- IF( IMAX.LT.N ) THEN
- ITEMP = IMAX + ISAMAX( N-IMAX, W( IMAX+1, K+1 ), 1)
- STEMP = ABS( W( ITEMP, K+1 ) )
- IF( STEMP.GT.ROWMAX ) THEN
- ROWMAX = STEMP
- JMAX = ITEMP
- END IF
- END IF
- *
- * Equivalent to testing for
- * ABS( W( IMAX, K+1 ) ).GE.ALPHA*ROWMAX
- * (used to handle NaN and Inf)
- *
- IF( .NOT.( ABS( W( IMAX, K+1 ) ).LT.ALPHA*ROWMAX ) )
- $ THEN
- *
- * interchange rows and columns K and IMAX,
- * use 1-by-1 pivot block
- *
- KP = IMAX
- *
- * copy column K+1 of W to column K of W
- *
- CALL SCOPY( N-K+1, W( K, K+1 ), 1, W( K, K ), 1 )
- *
- 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 params and repeat
- *
- P = IMAX
- COLMAX = ROWMAX
- IMAX = JMAX
- *
- * Copy updated JMAXth (next IMAXth) column to Kth of W
- *
- CALL SCOPY( N-K+1, W( K, K+1 ), 1, W( K, K ), 1 )
- *
- END IF
- *
- * End pivot search loop body
- *
- IF( .NOT. DONE ) GOTO 72
- *
- END IF
- *
- * ============================================================
- *
- KK = K + KSTEP - 1
- *
- IF( ( KSTEP.EQ.2 ) .AND. ( P.NE.K ) ) THEN
- *
- * Copy non-updated column K to column P
- *
- CALL SCOPY( P-K, A( K, K ), 1, A( P, K ), LDA )
- CALL SCOPY( N-P+1, A( P, K ), 1, A( P, P ), 1 )
- *
- * Interchange rows K and P in first K columns of A
- * and first K+1 columns of W
- *
- CALL SSWAP( K, A( K, 1 ), LDA, A( P, 1 ), LDA )
- CALL SSWAP( KK, W( K, 1 ), LDW, W( P, 1 ), LDW )
- END IF
- *
- * Updated column KP is already stored in column KK of W
- *
- IF( KP.NE.KK ) THEN
- *
- * Copy non-updated column KK to column KP
- *
- A( KP, K ) = A( KK, K )
- CALL SCOPY( KP-K-1, A( K+1, KK ), 1, A( KP, K+1 ), LDA )
- CALL SCOPY( N-KP+1, A( KP, KK ), 1, A( KP, KP ), 1 )
- *
- * Interchange rows KK and KP in first KK columns of A and W
- *
- CALL SSWAP( KK, A( KK, 1 ), LDA, A( KP, 1 ), LDA )
- CALL SSWAP( KK, W( KK, 1 ), LDW, W( KP, 1 ), LDW )
- END IF
- *
- IF( KSTEP.EQ.1 ) THEN
- *
- * 1-by-1 pivot block D(k): column k of W now holds
- *
- * W(k) = L(k)*D(k)
- *
- * where L(k) is the k-th column of L
- *
- * Store L(k) in column k of A
- *
- CALL SCOPY( N-K+1, W( K, K ), 1, A( K, K ), 1 )
- IF( K.LT.N ) THEN
- IF( ABS( A( K, K ) ).GE.SFMIN ) THEN
- R1 = ONE / A( K, K )
- CALL SSCAL( N-K, R1, A( K+1, K ), 1 )
- ELSE IF( A( K, K ).NE.ZERO ) THEN
- DO 74 II = K + 1, N
- A( II, K ) = A( II, K ) / A( K, K )
- 74 CONTINUE
- 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 of W 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
- *
- IF( K.LT.N-1 ) THEN
- *
- * Store L(k) and L(k+1) in columns k and k+1 of A
- *
- D21 = W( K+1, K )
- D11 = W( K+1, K+1 ) / D21
- D22 = W( K, K ) / D21
- T = ONE / ( D11*D22-ONE )
- DO 80 J = K + 2, N
- A( J, K ) = T*( ( D11*W( J, K )-W( J, K+1 ) ) /
- $ D21 )
- A( J, K+1 ) = T*( ( D22*W( J, K+1 )-W( J, K ) ) /
- $ D21 )
- 80 CONTINUE
- END IF
- *
- * Copy diagonal elements of D(K) to A,
- * copy subdiagonal element of D(K) to E(K) and
- * ZERO out subdiagonal entry of A
- *
- A( K, K ) = W( K, K )
- A( K+1, K ) = ZERO
- A( K+1, K+1 ) = W( K+1, K+1 )
- E( K ) = W( K+1, K )
- E( K+1 ) = 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 70
- *
- 90 CONTINUE
- *
- * Update the lower triangle of A22 (= A(k:n,k:n)) as
- *
- * A22 := A22 - L21*D*L21**T = A22 - L21*W**T
- *
- * computing blocks of NB columns at a time
- *
- DO 110 J = K, N, NB
- JB = MIN( NB, N-J+1 )
- *
- * Update the lower triangle of the diagonal block
- *
- DO 100 JJ = J, J + JB - 1
- CALL SGEMV( 'No transpose', J+JB-JJ, K-1, -ONE,
- $ A( JJ, 1 ), LDA, W( JJ, 1 ), LDW, ONE,
- $ A( JJ, JJ ), 1 )
- 100 CONTINUE
- *
- * Update the rectangular subdiagonal block
- *
- IF( J+JB.LE.N )
- $ CALL SGEMM( 'No transpose', 'Transpose', N-J-JB+1, JB,
- $ K-1, -ONE, A( J+JB, 1 ), LDA, W( J, 1 ),
- $ LDW, ONE, A( J+JB, J ), LDA )
- 110 CONTINUE
- *
- * Set KB to the number of columns factorized
- *
- KB = K - 1
- *
- END IF
- *
- RETURN
- *
- * End of SLASYF_RK
- *
- END
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