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author | igor175 <igor175@8a072113-8704-0410-8d35-dd094bca7971> | 2011-12-07 08:07:17 +0000 |
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committer | igor175 <igor175@8a072113-8704-0410-8d35-dd094bca7971> | 2011-12-07 08:07:17 +0000 |
commit | 73c5ccf3f84d34457a49b29d06f6149024589abc (patch) | |
tree | 3d93a215d72a59bd8c6171c3b1778b1272f8a57d /SRC/ssytrf_rook.f | |
parent | 1c5642102bcdd43a47dfd6e03a57fb9c37fb138a (diff) | |
download | lapack-73c5ccf3f84d34457a49b29d06f6149024589abc.tar.gz lapack-73c5ccf3f84d34457a49b29d06f6149024589abc.tar.bz2 lapack-73c5ccf3f84d34457a49b29d06f6149024589abc.zip |
added standard precision (REAL) routines for 'rook' pivoting algorithm for symmetric indefinite matrices: slasyf_rook.f ssytri_rook.f ssytrs_rook.f ssytrf_rook.f ssysv_rook.f ssycon_rook.f ssytf2_rook.f
Diffstat (limited to 'SRC/ssytrf_rook.f')
-rw-r--r-- | SRC/ssytrf_rook.f | 393 |
1 files changed, 393 insertions, 0 deletions
diff --git a/SRC/ssytrf_rook.f b/SRC/ssytrf_rook.f new file mode 100644 index 00000000..bf60764c --- /dev/null +++ b/SRC/ssytrf_rook.f @@ -0,0 +1,393 @@ +*> \brief \b SSYTRF_ROOK +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download SSYTRF_ROOK + dependencies +*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/ssytrf_rook.f"> +*> [TGZ]</a> +*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/ssytrf_rook.f"> +*> [ZIP]</a> +*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/ssytrf_rook.f"> +*> [TXT]</a> +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE SSYTRF_ROOK( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO ) +* +* .. Scalar Arguments .. +* CHARACTER UPLO +* INTEGER INFO, LDA, LWORK, N +* .. +* .. Array Arguments .. +* INTEGER IPIV( * ) +* REAL A( LDA, * ), WORK( * ) +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> SSYTRF_ROOK computes the factorization of a real symmetric matrix A +*> using the bounded Bunch-Kaufman ("rook") diagonal pivoting method. +*> The form of the factorization is +*> +*> A = U*D*U**T or A = L*D*L**T +*> +*> where U (or L) is a product of permutation and unit upper (lower) +*> triangular matrices, and D is symmetric and block diagonal with +*> 1-by-1 and 2-by-2 diagonal blocks. +*> +*> This is the blocked version of the algorithm, calling Level 3 BLAS. +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] UPLO +*> \verbatim +*> UPLO is CHARACTER*1 +*> = 'U': Upper triangle of A is stored; +*> = 'L': Lower triangle of A is stored. +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The order of the matrix A. N >= 0. +*> \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, the block diagonal matrix D and the multipliers used +*> to obtain the factor U or L (see below for further details). +*> \endverbatim +*> +*> \param[in] LDA +*> \verbatim +*> LDA is INTEGER +*> The leading dimension of the array A. LDA >= max(1,N). +*> \endverbatim +*> +*> \param[out] IPIV +*> \verbatim +*> IPIV is INTEGER array, dimension (N) +*> Details of the interchanges and the block structure of D. +*> +*> If UPLO = 'U': +*> If IPIV(k) > 0, then rows and columns k and IPIV(k) +*> were interchanged and D(k,k) is a 1-by-1 diagonal block. +*> +*> If IPIV(k) < 0 and IPIV(k-1) < 0, then rows and +*> columns k and -IPIV(k) were interchanged and rows and +*> columns k-1 and -IPIV(k-1) were inerchaged, +*> D(k-1:k,k-1:k) is a 2-by-2 diagonal block. +*> +*> If UPLO = 'L': +*> If IPIV(k) > 0, then rows and columns k and IPIV(k) +*> were interchanged and D(k,k) is a 1-by-1 diagonal block. +*> +*> If IPIV(k) < 0 and IPIV(k+1) < 0, then rows and +*> columns k and -IPIV(k) were interchanged and rows and +*> columns k+1 and -IPIV(k+1) were inerchaged, +*> D(k:k+1,k:k+1) is a 2-by-2 diagonal block. +*> \endverbatim +*> +*> \param[out] WORK +*> \verbatim +*> WORK is REAL array, dimension (MAX(1,LWORK)). +*> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. +*> \endverbatim +*> +*> \param[in] LWORK +*> \verbatim +*> LWORK is INTEGER +*> The length of WORK. LWORK >=1. For best performance +*> LWORK >= N*NB, where NB is the block size returned by ILAENV. +*> +*> If LWORK = -1, then a workspace query is assumed; the routine +*> only calculates the optimal size of the WORK array, returns +*> this value as the first entry of the WORK array, and no error +*> message related to LWORK is issued by XERBLA. +*> \endverbatim +*> +*> \param[out] INFO +*> \verbatim +*> INFO is INTEGER +*> = 0: successful exit +*> < 0: if INFO = -i, the i-th argument had an illegal value +*> > 0: if INFO = i, D(i,i) is exactly zero. 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. +*> \endverbatim +* +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \date November 2011 +* +*> \ingroup realSYcomputational +* +*> \par Further Details: +* ===================== +*> +*> \verbatim +*> +*> If UPLO = 'U', then A = U*D*U**T, where +*> U = P(n)*U(n)* ... *P(k)U(k)* ..., +*> i.e., U is a product of terms P(k)*U(k), where k decreases from n to +*> 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 +*> and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as +*> defined by IPIV(k), and U(k) is a unit upper triangular matrix, such +*> that if the diagonal block D(k) is of order s (s = 1 or 2), then +*> +*> ( I v 0 ) k-s +*> U(k) = ( 0 I 0 ) s +*> ( 0 0 I ) n-k +*> k-s s n-k +*> +*> If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k). +*> If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k), +*> and A(k,k), and v overwrites A(1:k-2,k-1:k). +*> +*> If UPLO = 'L', then A = L*D*L**T, where +*> L = P(1)*L(1)* ... *P(k)*L(k)* ..., +*> i.e., L is a product of terms P(k)*L(k), where k increases from 1 to +*> n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 +*> and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as +*> defined by IPIV(k), and L(k) is a unit lower triangular matrix, such +*> that if the diagonal block D(k) is of order s (s = 1 or 2), then +*> +*> ( I 0 0 ) k-1 +*> L(k) = ( 0 I 0 ) s +*> ( 0 v I ) n-k-s+1 +*> k-1 s n-k-s+1 +*> +*> If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k). +*> If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k), +*> and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1). +*> \endverbatim +* +*> \par Contributors: +* ================== +*> +*> \verbatim +*> +*> November 2011, 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 SSYTRF_ROOK( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO ) +* +* -- LAPACK computational routine (version 3.4.0) -- +* -- LAPACK is a software package provided by Univ. of Tennessee, -- +* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- +* November 2011 +* +* .. Scalar Arguments .. + CHARACTER UPLO + INTEGER INFO, LDA, LWORK, N +* .. +* .. Array Arguments .. + INTEGER IPIV( * ) + REAL A( LDA, * ), WORK( * ) +* .. +* +* ===================================================================== +* +* .. Local Scalars .. + LOGICAL LQUERY, UPPER + INTEGER IINFO, IWS, J, K, KB, LDWORK, LWKOPT, NB, NBMIN +* .. +* .. External Functions .. + LOGICAL LSAME + INTEGER ILAENV + EXTERNAL LSAME, ILAENV +* .. +* .. External Subroutines .. + EXTERNAL SLASYF_ROOK, SSYTF2_ROOK, XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC MAX +* .. +* .. Executable Statements .. +* +* Test the input parameters. +* + INFO = 0 + UPPER = LSAME( UPLO, 'U' ) + LQUERY = ( LWORK.EQ.-1 ) + 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 + ELSE IF( LWORK.LT.1 .AND. .NOT.LQUERY ) THEN + INFO = -7 + END IF +* + IF( INFO.EQ.0 ) THEN +* +* Determine the block size +* + NB = ILAENV( 1, 'SSYTRF_ROOK', UPLO, N, -1, -1, -1 ) + LWKOPT = N*NB + WORK( 1 ) = LWKOPT + END IF +* + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'SSYTRF_ROOK', -INFO ) + RETURN + ELSE IF( LQUERY ) THEN + RETURN + END IF +* + NBMIN = 2 + LDWORK = N + IF( NB.GT.1 .AND. NB.LT.N ) THEN + IWS = LDWORK*NB + IF( LWORK.LT.IWS ) THEN + NB = MAX( LWORK / LDWORK, 1 ) + NBMIN = MAX( 2, ILAENV( 2, 'SSYTRF_ROOK', + $ UPLO, N, -1, -1, -1 ) ) + END IF + ELSE + IWS = 1 + END IF + IF( NB.LT.NBMIN ) + $ NB = N +* + IF( UPPER ) THEN +* +* Factorize A as U*D*U**T using the upper triangle of A +* +* K is the main loop index, decreasing from N to 1 in steps of +* KB, where KB is the number of columns factorized by SLASYF_ROOK; +* KB is either NB or NB-1, or K for the last block +* + K = N + 10 CONTINUE +* +* If K < 1, exit from loop +* + IF( K.LT.1 ) + $ GO TO 40 +* + IF( K.GT.NB ) THEN +* +* Factorize columns k-kb+1:k of A and use blocked code to +* update columns 1:k-kb +* + CALL SLASYF_ROOK( UPLO, K, NB, KB, A, LDA, + $ IPIV, WORK, LDWORK, IINFO ) + ELSE +* +* Use unblocked code to factorize columns 1:k of A +* + CALL SSYTF2_ROOK( UPLO, K, A, LDA, IPIV, IINFO ) + KB = K + END IF +* +* Set INFO on the first occurrence of a zero pivot +* + IF( INFO.EQ.0 .AND. IINFO.GT.0 ) + $ INFO = IINFO +* +* No need to adjust IPIV +* +* Decrease K and return to the start of the main loop +* + K = K - KB + GO TO 10 +* + ELSE +* +* Factorize A as L*D*L**T using the lower triangle of A +* +* K is the main loop index, increasing from 1 to N in steps of +* KB, where KB is the number of columns factorized by SLASYF_ROOK; +* KB is either NB or NB-1, or N-K+1 for the last block +* + K = 1 + 20 CONTINUE +* +* If K > N, exit from loop +* + IF( K.GT.N ) + $ GO TO 40 +* + IF( K.LE.N-NB ) THEN +* +* Factorize columns k:k+kb-1 of A and use blocked code to +* update columns k+kb:n +* + CALL SLASYF_ROOK( UPLO, N-K+1, NB, KB, A( K, K ), LDA, + $ IPIV( K ), WORK, LDWORK, IINFO ) + ELSE +* +* Use unblocked code to factorize columns k:n of A +* + CALL SSYTF2_ROOK( UPLO, N-K+1, A( K, K ), LDA, IPIV( K ), + $ IINFO ) + KB = N - K + 1 + END IF +* +* Set INFO on the first occurrence of a zero pivot +* + IF( INFO.EQ.0 .AND. IINFO.GT.0 ) + $ INFO = IINFO + K - 1 +* +* Adjust IPIV +* + DO 30 J = K, K + KB - 1 + IF( IPIV( J ).GT.0 ) THEN + IPIV( J ) = IPIV( J ) + K - 1 + ELSE + IPIV( J ) = IPIV( J ) - K + 1 + END IF + 30 CONTINUE +* +* Increase K and return to the start of the main loop +* + K = K + KB + GO TO 20 +* + END IF +* + 40 CONTINUE + WORK( 1 ) = LWKOPT + RETURN +* +* End of SSYTRF_ROOK +* + END |