1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
|
*> \brief \b DSYTRF_ROOK
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DSYTRF_ROOK + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsytrf_rook.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsytrf_rook.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsytrf_rook.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DSYTRF_ROOK( 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( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DSYTRF_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 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).
*> \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 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.
*>
*> 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 April 2012
*
*> \ingroup doubleSYcomputational
*
*> \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
*>
*> April 2012, 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 DSYTRF_ROOK( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
*
* -- LAPACK computational routine (version 3.6.1) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* April 2012
*
* .. Scalar Arguments ..
CHARACTER UPLO
INTEGER INFO, LDA, LWORK, N
* ..
* .. Array Arguments ..
INTEGER IPIV( * )
DOUBLE PRECISION 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 DLASYF_ROOK, DSYTF2_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, 'DSYTRF_ROOK', UPLO, N, -1, -1, -1 )
LWKOPT = MAX( 1, N*NB )
WORK( 1 ) = LWKOPT
END IF
*
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'DSYTRF_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, 'DSYTRF_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 DLASYF_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 DLASYF_ROOK( UPLO, K, NB, KB, A, LDA,
$ IPIV, WORK, LDWORK, IINFO )
ELSE
*
* Use unblocked code to factorize columns 1:k of A
*
CALL DSYTF2_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 DLASYF_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 DLASYF_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 DSYTF2_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 DSYTRF_ROOK
*
END
|