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author | Julie <julie@cs.utk.edu> | 2016-11-15 20:39:35 -0800 |
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committer | Julie <julie@cs.utk.edu> | 2016-11-15 20:39:35 -0800 |
commit | ead2c73f1a6dad1342bf32987c0b2f2eaf61f18a (patch) | |
tree | b82e9ad49e12960ad410a418d03d68adc7e2e653 /SRC/slasyf_rk.f | |
parent | 39698bc46ca55081ebd94c81c5c95771c9f125cd (diff) | |
download | lapack-ead2c73f1a6dad1342bf32987c0b2f2eaf61f18a.tar.gz lapack-ead2c73f1a6dad1342bf32987c0b2f2eaf61f18a.tar.bz2 lapack-ead2c73f1a6dad1342bf32987c0b2f2eaf61f18a.zip |
Added (S,D,C,Z) (SY,HE) routines, drivers for new rook code
Close #82
Added routines for new factorization code for symmetric indefinite
( or Hermitian indefinite ) matrices with bounded Bunch-Kaufman
( rook ) pivoting algorithm.
New more efficient storage format for factors U ( or L ),
block-diagonal matrix D, and pivoting information stored in IPIV:
factor L is stored explicitly in lower triangle of A;
diagonal of D is stored on the diagonal of A;
subdiagonal elements of D are stored in array E;
IPIV format is the same as in *_ROOK routines, but differs
from SY Bunch-Kaufman routines (e.g. *SYTRF).
The factorization output of these new rook _RK routines is not
compatible
with the existing _ROOK routines and vice versa. This new factorization
format is designed in such a way, that there is a possibility in the
future
to write new Bunch-Kaufman routines that conform to this new
factorization format.
Then the future Bunch-Kaufman routines could share solver
*TRS_3,inversion *TRI_3
and condition estimator *CON_3.
To convert between the factorization formats in both ways the following
routines
are developed:
CONVERSION ROUTINES BETWEEN FACTORIZATION FORMATS
DOUBLE PRECISION (symmetric indefinite matrices):
new file: SRC/dsyconvf.f
new file: SRC/dsyconvf_rook.f
REAL (symmetric indefinite matrices):
new file: SRC/csyconvf.f
new file: SRC/csyconvf_rook.f
COMPLEX*16 (symmetric indefinite and Hermitian indefinite matrices):
new file: SRC/zsyconvf.f
new file: SRC/zsyconvf_rook.f
COMPLEX (symmetric indefinite and Hermitian indefinite matrices):
new file: SRC/ssyconvf.f
new file: SRC/ssyconvf_rook.f
*SYCONVF routine converts between old Bunch-Kaufman storage format (
denote (L1,D1,IPIV1) )
that is used by *SYTRF and new rook storage format ( denote (L2,D2,
IPIV2))
that is used by *SYTRF_RK
*SYCONVF_ROOK routine between old rook storage format ( denote
(L1,D1,IPIV2) )
that is used by *SYTRF_ROOK and new rook storage format ( denote
(L2,D2, IPIV2))
that is used by *SYTRF_RK
ROUTINES AND DRIVERS
DOUBLE PRECISION (symmetric indefinite matrices):
new file: SRC/dsytf2_rk.f BLAS2 unblocked factorization
new file: SRC/dlasyf_rk.f BLAS3 auxiliary blocked partial
factorization
new file: SRC/dsytrf_rk.f BLAS3 blocked factorization
new file: SRC/dsytrs_3.f BLAS3 solver
new file: SRC/dsycon_3.f BLAS3 condition number estimator
new file: SRC/dsytri_3.f BLAS3 inversion, sets the size of work array
and calls *sytri_3x
new file: SRC/dsytri_3x.f BLAS3 auxiliary inversion, actually
computes blocked inversion
new file: SRC/dsysv_rk.f BLAS3 solver driver
REAL (symmetric indefinite matrices):
new file: SRC/ssytf2_rk.f BLAS2 unblocked factorization
new file: SRC/slasyf_rk.f BLAS3 auxiliary blocked partial
factorization
new file: SRC/ssytrf_rk.f BLAS3 blocked factorization
new file: SRC/ssytrs_3.f BLAS3 solver
new file: SRC/ssycon_3.f BLAS3 condition number estimator
new file: SRC/ssytri_3.f BLAS3 inversion, sets the size of work array
and calls *sytri_3x
new file: SRC/ssytri_3x.f BLAS3 auxiliary inversion, actually
computes blocked inversion
new file: SRC/ssysv_rk.f BLAS3 solver driver
COMPLEX*16 (symmetric indefinite matrices):
new file: SRC/zsytf2_rk.f BLAS2 unblocked factorization
new file: SRC/zlasyf_rk.f BLAS3 auxiliary blocked partial
factorization
new file: SRC/zsytrf_rk.f BLAS3 blocked factorization
new file: SRC/zsytrs_3.f BLAS3 solver
new file: SRC/zsycon_3.f BLAS3 condition number estimator
new file: SRC/zsytri_3.f BLAS3 inversion, sets the size of work array
and calls *sytri_3x
new file: SRC/zsytri_3x.f BLAS3 auxiliary inversion, actually
computes blocked inversion
new file: SRC/zsysv_rk.f BLAS3 solver driver
COMPLEX*16 (Hermitian indefinite matrices):
new file: SRC/zhetf2_rk.f BLAS2 unblocked factorization
new file: SRC/zlahef_rk.f BLAS3 auxiliary blocked partial
factorization
new file: SRC/zhetrf_rk.f BLAS3 blocked factorization
new file: SRC/zhetrs_3.f BLAS3 solver
new file: SRC/zhecon_3.f BLAS3 condition number estimator
new file: SRC/zhetri_3.f BLAS3 inversion, sets the size of work array
and calls *sytri_3x
new file: SRC/zhetri_3x.f BLAS3 auxiliary inversion, actually
computes blocked inversion
new file: SRC/zhesv_rk.f BLAS3 solver driver
COMPLEX (symmetric indefinite matrices):
new file: SRC/csytf2_rk.f BLAS2 unblocked factorization
new file: SRC/clasyf_rk.f BLAS3 auxiliary blocked partial
factorization
new file: SRC/csytrf_rk.f BLAS3 blocked factorization
new file: SRC/csytrs_3.f BLAS3 solver
new file: SRC/csycon_3.f BLAS3 condition number estimator
new file: SRC/csytri_3.f BLAS3 inversion, sets the size of work array
and calls *sytri_3x
new file: SRC/csytri_3x.f BLAS3 auxiliary inversion, actually
computes blocked inversion
new file: SRC/csysv_rk.f BLAS3 solver driver
COMPLEX (Hermitian indefinite matrices):
new file: SRC/chetf2_rk.f BLAS2 unblocked factorization
new file: SRC/clahef_rk.f BLAS3 auxiliary blocked partial
factorization
new file: SRC/chetrf_rk.f BLAS3 blocked factorization
new file: SRC/chetrs_3.f BLAS3 solver
new file: SRC/checon_3.f BLAS3 condition number estimator
new file: SRC/chetri_3.f BLAS3 inversion, sets the size of work array
and calls *sytri_3x
new file: SRC/chetri_3x.f BLAS3 auxiliary inversion, actually
computes blocked inversion
new file: SRC/chesv_rk.f BLAS3 solver driver
MISC
modified: SRC/CMakeLists.txt
modified: SRC/Makefile
TEST CODE
modified: TESTING/LIN/CMakeLists.txt
modified: TESTING/LIN/Makefile
modified: TESTING/LIN/aladhd.f
modified: TESTING/LIN/alaerh.f
modified: TESTING/LIN/alahd.f
DOUBLE PRECISION (symmetric indefinite matrices):
modified: TESTING/LIN/dchkaa.f
modified: TESTING/LIN/derrsy.f
modified: TESTING/LIN/derrsyx.f
modified: TESTING/LIN/derrvx.f
modified: TESTING/LIN/derrvxx.f
modified: TESTING/dtest.in
new file: TESTING/LIN/dchksy_rk.f
new file: TESTING/LIN/ddrvsy_rk.f
new file: TESTING/LIN/dsyt01_3.f
REAL (symmetric indefinite matrices):
modified: TESTING/LIN/schkaa.f
modified: TESTING/LIN/serrsy.f
modified: TESTING/LIN/serrsyx.f
modified: TESTING/LIN/serrvx.f
modified: TESTING/LIN/serrvxx.f
modified: TESTING/stest.in
new file: TESTING/LIN/schksy_rk.f
new file: TESTING/LIN/sdrvsy_rk.f
new file: TESTING/LIN/ssyt01_3.f
COMPLEX*16 (symmetric indefinite and Hermitian indefinite matrices):
modified: TESTING/LIN/zchkaa.f
modified: TESTING/LIN/zerrsy.f
modified: TESTING/LIN/zerrsyx.f
modified: TESTING/LIN/zerrhe.f
modified: TESTING/LIN/zerrhex.f
modified: TESTING/LIN/zerrvx.f
modified: TESTING/LIN/zerrvxx.f
modified: TESTING/ztest.in
new file: TESTING/LIN/zchksy_rk.f
new file: TESTING/LIN/zdrvsy_rk.f
new file: TESTING/LIN/zsyt01_3.f
new file: TESTING/LIN/zchkhe_rk.f
new file: TESTING/LIN/zdrvhe_rk.f
new file: TESTING/LIN/zhet01_3.f
COMPLEX (symmetric indefinite and Hermitian indefinite matrices):
modified: TESTING/LIN/cchkaa.f
modified: TESTING/LIN/cerrsy.f
modified: TESTING/LIN/cerrsyx.f
modified: TESTING/LIN/cerrhe.f
modified: TESTING/LIN/cerrhex.f
modified: TESTING/LIN/cerrvx.f
modified: TESTING/LIN/cerrvxx.f
modified: TESTING/ctest.in
new file: TESTING/LIN/cchksy_rk.f
new file: TESTING/LIN/cdrvsy_rk.f
new file: TESTING/LIN/csyt01_3.f
new file: TESTING/LIN/cchkhe_rk.f
new file: TESTING/LIN/cdrvhe_rk.f
new file: TESTING/LIN/chet01_3.f
Diffstat (limited to 'SRC/slasyf_rk.f')
-rw-r--r-- | SRC/slasyf_rk.f | 965 |
1 files changed, 965 insertions, 0 deletions
diff --git a/SRC/slasyf_rk.f b/SRC/slasyf_rk.f new file mode 100644 index 00000000..d3c73f98 --- /dev/null +++ b/SRC/slasyf_rk.f @@ -0,0 +1,965 @@ +*> \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. +* +*> \date November 2016 +* +*> \ingroup singleSYcomputational +* +*> \par Contributors: +* ================== +*> +*> \verbatim +*> +*> November 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 (version 3.7.0) -- +* -- LAPACK is a software package provided by Univ. of Tennessee, -- +* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- +* November 2016 +* +* .. 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 +* +* Initilize 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 +* +* Initilize 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 |