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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
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