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Diffstat (limited to 'SRC/dsytrf.f')
| -rw-r--r-- | SRC/dsytrf.f | 289 |
1 files changed, 180 insertions, 109 deletions
diff --git a/SRC/dsytrf.f b/SRC/dsytrf.f index 1f0ad3c3..21be2e6c 100644 --- a/SRC/dsytrf.f +++ b/SRC/dsytrf.f @@ -1,9 +1,187 @@ +*> \brief \b DSYTRF +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +* Definition +* ========== +* +* SUBROUTINE DSYTRF( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO ) +* +* .. Scalar Arguments .. +* CHARACTER UPLO +* INTEGER INFO, LDA, LWORK, N +* .. +* .. Array Arguments .. +* INTEGER IPIV( * ) +* DOUBLE PRECISION A( LDA, * ), WORK( * ) +* .. +* +* Purpose +* ======= +* +*>\details \b Purpose: +*>\verbatim +*> +*> DSYTRF computes the factorization of a real symmetric matrix A using +*> the Bunch-Kaufman 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 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. +*> \endverbatim +*> \verbatim +*> 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 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 UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and +*> columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) +*> is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) = +*> IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were +*> interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. +*> \endverbatim +*> +*> \param[out] WORK +*> \verbatim +*> WORK is DOUBLE PRECISION 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. +*> \endverbatim +*> \verbatim +*> 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 doubleSYcomputational +* +* +* Further Details +* =============== +*>\details \b Further \b 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 +*> +* ===================================================================== SUBROUTINE DSYTRF( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO ) * -* -- LAPACK routine (version 3.3.1) -- +* -- LAPACK computational routine (version 3.3.1) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- -* -- April 2011 -- +* November 2011 * * .. Scalar Arguments .. CHARACTER UPLO @@ -14,113 +192,6 @@ DOUBLE PRECISION A( LDA, * ), WORK( * ) * .. * -* Purpose -* ======= -* -* DSYTRF computes the factorization of a real symmetric matrix A using -* the Bunch-Kaufman 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. -* -* Arguments -* ========= -* -* UPLO (input) CHARACTER*1 -* = 'U': Upper triangle of A is stored; -* = 'L': Lower triangle of A is stored. -* -* N (input) INTEGER -* The order of the matrix A. N >= 0. -* -* A (input/output) 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, the block diagonal matrix D and the multipliers used -* to obtain the factor U or L (see below for further details). -* -* LDA (input) INTEGER -* The leading dimension of the array A. LDA >= max(1,N). -* -* IPIV (output) INTEGER array, dimension (N) -* Details of the interchanges and the block structure of D. -* 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 UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and -* columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) -* is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) = -* IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were -* interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. -* -* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) -* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. -* -* LWORK (input) 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. -* -* INFO (output) 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. -* -* Further Details -* =============== -* -* 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). -* * ===================================================================== * * .. Local Scalars .. |