summaryrefslogtreecommitdiff
path: root/SRC/sgbtrf.f
blob: 2572f37b796ba8180c8a9335e45cb169c5ecc6c4 (plain)
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
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
*> \brief \b SGBTRF
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download SGBTRF + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgbtrf.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgbtrf.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgbtrf.f">
*> [TXT]</a>
*> \endhtmlonly
*
*  Definition:
*  ===========
*
*       SUBROUTINE SGBTRF( M, N, KL, KU, AB, LDAB, IPIV, INFO )
*
*       .. Scalar Arguments ..
*       INTEGER            INFO, KL, KU, LDAB, M, N
*       ..
*       .. Array Arguments ..
*       INTEGER            IPIV( * )
*       REAL               AB( LDAB, * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> SGBTRF computes an LU factorization of a real m-by-n band matrix A
*> using partial pivoting with row interchanges.
*>
*> This is the blocked version of the algorithm, calling Level 3 BLAS.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] M
*> \verbatim
*>          M is INTEGER
*>          The number of rows of the matrix A.  M >= 0.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The number of columns of the matrix A.  N >= 0.
*> \endverbatim
*>
*> \param[in] KL
*> \verbatim
*>          KL is INTEGER
*>          The number of subdiagonals within the band of A.  KL >= 0.
*> \endverbatim
*>
*> \param[in] KU
*> \verbatim
*>          KU is INTEGER
*>          The number of superdiagonals within the band of A.  KU >= 0.
*> \endverbatim
*>
*> \param[in,out] AB
*> \verbatim
*>          AB is REAL array, dimension (LDAB,N)
*>          On entry, the matrix A in band storage, in rows KL+1 to
*>          2*KL+KU+1; rows 1 to KL of the array need not be set.
*>          The j-th column of A is stored in the j-th column of the
*>          array AB as follows:
*>          AB(kl+ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl)
*>
*>          On exit, details of the factorization: U is stored as an
*>          upper triangular band matrix with KL+KU superdiagonals in
*>          rows 1 to KL+KU+1, and the multipliers used during the
*>          factorization are stored in rows KL+KU+2 to 2*KL+KU+1.
*>          See below for further details.
*> \endverbatim
*>
*> \param[in] LDAB
*> \verbatim
*>          LDAB is INTEGER
*>          The leading dimension of the array AB.  LDAB >= 2*KL+KU+1.
*> \endverbatim
*>
*> \param[out] IPIV
*> \verbatim
*>          IPIV is INTEGER array, dimension (min(M,N))
*>          The pivot indices; for 1 <= i <= min(M,N), row i of the
*>          matrix was interchanged with row IPIV(i).
*> \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, U(i,i) is exactly zero. The factorization
*>               has been completed, but the factor U 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 December 2016
*
*> \ingroup realGBcomputational
*
*> \par Further Details:
*  =====================
*>
*> \verbatim
*>
*>  The band storage scheme is illustrated by the following example, when
*>  M = N = 6, KL = 2, KU = 1:
*>
*>  On entry:                       On exit:
*>
*>      *    *    *    +    +    +       *    *    *   u14  u25  u36
*>      *    *    +    +    +    +       *    *   u13  u24  u35  u46
*>      *   a12  a23  a34  a45  a56      *   u12  u23  u34  u45  u56
*>     a11  a22  a33  a44  a55  a66     u11  u22  u33  u44  u55  u66
*>     a21  a32  a43  a54  a65   *      m21  m32  m43  m54  m65   *
*>     a31  a42  a53  a64   *    *      m31  m42  m53  m64   *    *
*>
*>  Array elements marked * are not used by the routine; elements marked
*>  + need not be set on entry, but are required by the routine to store
*>  elements of U because of fill-in resulting from the row interchanges.
*> \endverbatim
*>
*  =====================================================================
      SUBROUTINE SGBTRF( M, N, KL, KU, AB, LDAB, IPIV, 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..--
*     December 2016
*
*     .. Scalar Arguments ..
      INTEGER            INFO, KL, KU, LDAB, M, N
*     ..
*     .. Array Arguments ..
      INTEGER            IPIV( * )
      REAL               AB( LDAB, * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               ONE, ZERO
      PARAMETER          ( ONE = 1.0E+0, ZERO = 0.0E+0 )
      INTEGER            NBMAX, LDWORK
      PARAMETER          ( NBMAX = 64, LDWORK = NBMAX+1 )
*     ..
*     .. Local Scalars ..
      INTEGER            I, I2, I3, II, IP, J, J2, J3, JB, JJ, JM, JP,
     $                   JU, K2, KM, KV, NB, NW
      REAL               TEMP
*     ..
*     .. Local Arrays ..
      REAL               WORK13( LDWORK, NBMAX ),
     $                   WORK31( LDWORK, NBMAX )
*     ..
*     .. External Functions ..
      INTEGER            ILAENV, ISAMAX
      EXTERNAL           ILAENV, ISAMAX
*     ..
*     .. External Subroutines ..
      EXTERNAL           SCOPY, SGBTF2, SGEMM, SGER, SLASWP, SSCAL,
     $                   SSWAP, STRSM, XERBLA
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          MAX, MIN
*     ..
*     .. Executable Statements ..
*
*     KV is the number of superdiagonals in the factor U, allowing for
*     fill-in
*
      KV = KU + KL
*
*     Test the input parameters.
*
      INFO = 0
      IF( M.LT.0 ) THEN
         INFO = -1
      ELSE IF( N.LT.0 ) THEN
         INFO = -2
      ELSE IF( KL.LT.0 ) THEN
         INFO = -3
      ELSE IF( KU.LT.0 ) THEN
         INFO = -4
      ELSE IF( LDAB.LT.KL+KV+1 ) THEN
         INFO = -6
      END IF
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'SGBTRF', -INFO )
         RETURN
      END IF
*
*     Quick return if possible
*
      IF( M.EQ.0 .OR. N.EQ.0 )
     $   RETURN
*
*     Determine the block size for this environment
*
      NB = ILAENV( 1, 'SGBTRF', ' ', M, N, KL, KU )
*
*     The block size must not exceed the limit set by the size of the
*     local arrays WORK13 and WORK31.
*
      NB = MIN( NB, NBMAX )
*
      IF( NB.LE.1 .OR. NB.GT.KL ) THEN
*
*        Use unblocked code
*
         CALL SGBTF2( M, N, KL, KU, AB, LDAB, IPIV, INFO )
      ELSE
*
*        Use blocked code
*
*        Zero the superdiagonal elements of the work array WORK13
*
         DO 20 J = 1, NB
            DO 10 I = 1, J - 1
               WORK13( I, J ) = ZERO
   10       CONTINUE
   20    CONTINUE
*
*        Zero the subdiagonal elements of the work array WORK31
*
         DO 40 J = 1, NB
            DO 30 I = J + 1, NB
               WORK31( I, J ) = ZERO
   30       CONTINUE
   40    CONTINUE
*
*        Gaussian elimination with partial pivoting
*
*        Set fill-in elements in columns KU+2 to KV to zero
*
         DO 60 J = KU + 2, MIN( KV, N )
            DO 50 I = KV - J + 2, KL
               AB( I, J ) = ZERO
   50       CONTINUE
   60    CONTINUE
*
*        JU is the index of the last column affected by the current
*        stage of the factorization
*
         JU = 1
*
         DO 180 J = 1, MIN( M, N ), NB
            JB = MIN( NB, MIN( M, N )-J+1 )
*
*           The active part of the matrix is partitioned
*
*              A11   A12   A13
*              A21   A22   A23
*              A31   A32   A33
*
*           Here A11, A21 and A31 denote the current block of JB columns
*           which is about to be factorized. The number of rows in the
*           partitioning are JB, I2, I3 respectively, and the numbers
*           of columns are JB, J2, J3. The superdiagonal elements of A13
*           and the subdiagonal elements of A31 lie outside the band.
*
            I2 = MIN( KL-JB, M-J-JB+1 )
            I3 = MIN( JB, M-J-KL+1 )
*
*           J2 and J3 are computed after JU has been updated.
*
*           Factorize the current block of JB columns
*
            DO 80 JJ = J, J + JB - 1
*
*              Set fill-in elements in column JJ+KV to zero
*
               IF( JJ+KV.LE.N ) THEN
                  DO 70 I = 1, KL
                     AB( I, JJ+KV ) = ZERO
   70             CONTINUE
               END IF
*
*              Find pivot and test for singularity. KM is the number of
*              subdiagonal elements in the current column.
*
               KM = MIN( KL, M-JJ )
               JP = ISAMAX( KM+1, AB( KV+1, JJ ), 1 )
               IPIV( JJ ) = JP + JJ - J
               IF( AB( KV+JP, JJ ).NE.ZERO ) THEN
                  JU = MAX( JU, MIN( JJ+KU+JP-1, N ) )
                  IF( JP.NE.1 ) THEN
*
*                    Apply interchange to columns J to J+JB-1
*
                     IF( JP+JJ-1.LT.J+KL ) THEN
*
                        CALL SSWAP( JB, AB( KV+1+JJ-J, J ), LDAB-1,
     $                              AB( KV+JP+JJ-J, J ), LDAB-1 )
                     ELSE
*
*                       The interchange affects columns J to JJ-1 of A31
*                       which are stored in the work array WORK31
*
                        CALL SSWAP( JJ-J, AB( KV+1+JJ-J, J ), LDAB-1,
     $                              WORK31( JP+JJ-J-KL, 1 ), LDWORK )
                        CALL SSWAP( J+JB-JJ, AB( KV+1, JJ ), LDAB-1,
     $                              AB( KV+JP, JJ ), LDAB-1 )
                     END IF
                  END IF
*
*                 Compute multipliers
*
                  CALL SSCAL( KM, ONE / AB( KV+1, JJ ), AB( KV+2, JJ ),
     $                        1 )
*
*                 Update trailing submatrix within the band and within
*                 the current block. JM is the index of the last column
*                 which needs to be updated.
*
                  JM = MIN( JU, J+JB-1 )
                  IF( JM.GT.JJ )
     $               CALL SGER( KM, JM-JJ, -ONE, AB( KV+2, JJ ), 1,
     $                          AB( KV, JJ+1 ), LDAB-1,
     $                          AB( KV+1, JJ+1 ), LDAB-1 )
               ELSE
*
*                 If pivot is zero, set INFO to the index of the pivot
*                 unless a zero pivot has already been found.
*
                  IF( INFO.EQ.0 )
     $               INFO = JJ
               END IF
*
*              Copy current column of A31 into the work array WORK31
*
               NW = MIN( JJ-J+1, I3 )
               IF( NW.GT.0 )
     $            CALL SCOPY( NW, AB( KV+KL+1-JJ+J, JJ ), 1,
     $                        WORK31( 1, JJ-J+1 ), 1 )
   80       CONTINUE
            IF( J+JB.LE.N ) THEN
*
*              Apply the row interchanges to the other blocks.
*
               J2 = MIN( JU-J+1, KV ) - JB
               J3 = MAX( 0, JU-J-KV+1 )
*
*              Use SLASWP to apply the row interchanges to A12, A22, and
*              A32.
*
               CALL SLASWP( J2, AB( KV+1-JB, J+JB ), LDAB-1, 1, JB,
     $                      IPIV( J ), 1 )
*
*              Adjust the pivot indices.
*
               DO 90 I = J, J + JB - 1
                  IPIV( I ) = IPIV( I ) + J - 1
   90          CONTINUE
*
*              Apply the row interchanges to A13, A23, and A33
*              columnwise.
*
               K2 = J - 1 + JB + J2
               DO 110 I = 1, J3
                  JJ = K2 + I
                  DO 100 II = J + I - 1, J + JB - 1
                     IP = IPIV( II )
                     IF( IP.NE.II ) THEN
                        TEMP = AB( KV+1+II-JJ, JJ )
                        AB( KV+1+II-JJ, JJ ) = AB( KV+1+IP-JJ, JJ )
                        AB( KV+1+IP-JJ, JJ ) = TEMP
                     END IF
  100             CONTINUE
  110          CONTINUE
*
*              Update the relevant part of the trailing submatrix
*
               IF( J2.GT.0 ) THEN
*
*                 Update A12
*
                  CALL STRSM( 'Left', 'Lower', 'No transpose', 'Unit',
     $                        JB, J2, ONE, AB( KV+1, J ), LDAB-1,
     $                        AB( KV+1-JB, J+JB ), LDAB-1 )
*
                  IF( I2.GT.0 ) THEN
*
*                    Update A22
*
                     CALL SGEMM( 'No transpose', 'No transpose', I2, J2,
     $                           JB, -ONE, AB( KV+1+JB, J ), LDAB-1,
     $                           AB( KV+1-JB, J+JB ), LDAB-1, ONE,
     $                           AB( KV+1, J+JB ), LDAB-1 )
                  END IF
*
                  IF( I3.GT.0 ) THEN
*
*                    Update A32
*
                     CALL SGEMM( 'No transpose', 'No transpose', I3, J2,
     $                           JB, -ONE, WORK31, LDWORK,
     $                           AB( KV+1-JB, J+JB ), LDAB-1, ONE,
     $                           AB( KV+KL+1-JB, J+JB ), LDAB-1 )
                  END IF
               END IF
*
               IF( J3.GT.0 ) THEN
*
*                 Copy the lower triangle of A13 into the work array
*                 WORK13
*
                  DO 130 JJ = 1, J3
                     DO 120 II = JJ, JB
                        WORK13( II, JJ ) = AB( II-JJ+1, JJ+J+KV-1 )
  120                CONTINUE
  130             CONTINUE
*
*                 Update A13 in the work array
*
                  CALL STRSM( 'Left', 'Lower', 'No transpose', 'Unit',
     $                        JB, J3, ONE, AB( KV+1, J ), LDAB-1,
     $                        WORK13, LDWORK )
*
                  IF( I2.GT.0 ) THEN
*
*                    Update A23
*
                     CALL SGEMM( 'No transpose', 'No transpose', I2, J3,
     $                           JB, -ONE, AB( KV+1+JB, J ), LDAB-1,
     $                           WORK13, LDWORK, ONE, AB( 1+JB, J+KV ),
     $                           LDAB-1 )
                  END IF
*
                  IF( I3.GT.0 ) THEN
*
*                    Update A33
*
                     CALL SGEMM( 'No transpose', 'No transpose', I3, J3,
     $                           JB, -ONE, WORK31, LDWORK, WORK13,
     $                           LDWORK, ONE, AB( 1+KL, J+KV ), LDAB-1 )
                  END IF
*
*                 Copy the lower triangle of A13 back into place
*
                  DO 150 JJ = 1, J3
                     DO 140 II = JJ, JB
                        AB( II-JJ+1, JJ+J+KV-1 ) = WORK13( II, JJ )
  140                CONTINUE
  150             CONTINUE
               END IF
            ELSE
*
*              Adjust the pivot indices.
*
               DO 160 I = J, J + JB - 1
                  IPIV( I ) = IPIV( I ) + J - 1
  160          CONTINUE
            END IF
*
*           Partially undo the interchanges in the current block to
*           restore the upper triangular form of A31 and copy the upper
*           triangle of A31 back into place
*
            DO 170 JJ = J + JB - 1, J, -1
               JP = IPIV( JJ ) - JJ + 1
               IF( JP.NE.1 ) THEN
*
*                 Apply interchange to columns J to JJ-1
*
                  IF( JP+JJ-1.LT.J+KL ) THEN
*
*                    The interchange does not affect A31
*
                     CALL SSWAP( JJ-J, AB( KV+1+JJ-J, J ), LDAB-1,
     $                           AB( KV+JP+JJ-J, J ), LDAB-1 )
                  ELSE
*
*                    The interchange does affect A31
*
                     CALL SSWAP( JJ-J, AB( KV+1+JJ-J, J ), LDAB-1,
     $                           WORK31( JP+JJ-J-KL, 1 ), LDWORK )
                  END IF
               END IF
*
*              Copy the current column of A31 back into place
*
               NW = MIN( I3, JJ-J+1 )
               IF( NW.GT.0 )
     $            CALL SCOPY( NW, WORK31( 1, JJ-J+1 ), 1,
     $                        AB( KV+KL+1-JJ+J, JJ ), 1 )
  170       CONTINUE
  180    CONTINUE
      END IF
*
      RETURN
*
*     End of SGBTRF
*
      END