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Diffstat (limited to '2.3-1/src/fortran/lapack/dsytf2.f')
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diff --git a/2.3-1/src/fortran/lapack/dsytf2.f b/2.3-1/src/fortran/lapack/dsytf2.f new file mode 100644 index 00000000..d5234625 --- /dev/null +++ b/2.3-1/src/fortran/lapack/dsytf2.f @@ -0,0 +1,521 @@ + SUBROUTINE DSYTF2( UPLO, N, A, LDA, IPIV, INFO ) +* +* -- LAPACK routine (version 3.1) -- +* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. +* November 2006 +* +* .. Scalar Arguments .. + CHARACTER UPLO + INTEGER INFO, LDA, N +* .. +* .. Array Arguments .. + INTEGER IPIV( * ) + DOUBLE PRECISION A( LDA, * ) +* .. +* +* Purpose +* ======= +* +* DSYTF2 computes the factorization of a real symmetric matrix A using +* the Bunch-Kaufman diagonal pivoting method: +* +* A = U*D*U' or A = L*D*L' +* +* where U (or L) is a product of permutation and unit upper (lower) +* triangular matrices, U' is the transpose of U, and D is symmetric and +* block diagonal with 1-by-1 and 2-by-2 diagonal blocks. +* +* This is the unblocked version of the algorithm, calling Level 2 BLAS. +* +* Arguments +* ========= +* +* UPLO (input) CHARACTER*1 +* Specifies whether the upper or lower triangular part of the +* symmetric matrix A is stored: +* = 'U': Upper triangular +* = 'L': Lower triangular +* +* 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. +* +* INFO (output) INTEGER +* = 0: successful exit +* < 0: if INFO = -k, the k-th argument had an illegal value +* > 0: if INFO = k, D(k,k) 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 +* =============== +* +* 09-29-06 - patch from +* Bobby Cheng, MathWorks +* +* Replace l.204 and l.372 +* IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN +* by +* IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN +* +* 01-01-96 - Based on modifications by +* J. Lewis, Boeing Computer Services Company +* A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA +* 1-96 - Based on modifications by J. Lewis, Boeing Computer Services +* Company +* +* If UPLO = 'U', then A = U*D*U', 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', 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). +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ZERO, ONE + PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) + DOUBLE PRECISION EIGHT, SEVTEN + PARAMETER ( EIGHT = 8.0D+0, SEVTEN = 17.0D+0 ) +* .. +* .. Local Scalars .. + LOGICAL UPPER + INTEGER I, IMAX, J, JMAX, K, KK, KP, KSTEP + DOUBLE PRECISION ABSAKK, ALPHA, COLMAX, D11, D12, D21, D22, R1, + $ ROWMAX, T, WK, WKM1, WKP1 +* .. +* .. External Functions .. + LOGICAL LSAME, DISNAN + INTEGER IDAMAX + EXTERNAL LSAME, IDAMAX, DISNAN +* .. +* .. External Subroutines .. + EXTERNAL DSCAL, DSWAP, DSYR, XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC ABS, MAX, SQRT +* .. +* .. Executable Statements .. +* +* Test the input parameters. +* + INFO = 0 + UPPER = LSAME( UPLO, 'U' ) + 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 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'DSYTF2', -INFO ) + RETURN + END IF +* +* Initialize ALPHA for use in choosing pivot block size. +* + ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT +* + IF( UPPER ) THEN +* +* Factorize A as U*D*U' using the upper triangle of A +* +* K is the main loop index, decreasing from N to 1 in steps of +* 1 or 2 +* + K = N + 10 CONTINUE +* +* If K < 1, exit from loop +* + IF( K.LT.1 ) + $ GO TO 70 + KSTEP = 1 +* +* Determine rows and columns to be interchanged and whether +* a 1-by-1 or 2-by-2 pivot block will be used +* + ABSAKK = ABS( A( K, K ) ) +* +* IMAX is the row-index of the largest off-diagonal element in +* column K, and COLMAX is its absolute value +* + IF( K.GT.1 ) THEN + IMAX = IDAMAX( K-1, A( 1, K ), 1 ) + COLMAX = ABS( A( IMAX, K ) ) + ELSE + COLMAX = ZERO + END IF +* + IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN +* +* Column K is zero or contains a NaN: set INFO and continue +* + IF( INFO.EQ.0 ) + $ INFO = K + KP = K + ELSE + IF( ABSAKK.GE.ALPHA*COLMAX ) THEN +* +* no interchange, use 1-by-1 pivot block +* + KP = K + ELSE +* +* JMAX is the column-index of the largest off-diagonal +* element in row IMAX, and ROWMAX is its absolute value +* + JMAX = IMAX + IDAMAX( K-IMAX, A( IMAX, IMAX+1 ), LDA ) + ROWMAX = ABS( A( IMAX, JMAX ) ) + IF( IMAX.GT.1 ) THEN + JMAX = IDAMAX( IMAX-1, A( 1, IMAX ), 1 ) + ROWMAX = MAX( ROWMAX, ABS( A( JMAX, IMAX ) ) ) + END IF +* + IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN +* +* no interchange, use 1-by-1 pivot block +* + KP = K + ELSE IF( ABS( A( IMAX, IMAX ) ).GE.ALPHA*ROWMAX ) THEN +* +* interchange rows and columns K and IMAX, use 1-by-1 +* pivot block +* + KP = IMAX + ELSE +* +* interchange rows and columns K-1 and IMAX, use 2-by-2 +* pivot block +* + KP = IMAX + KSTEP = 2 + END IF + END IF +* + KK = K - KSTEP + 1 + IF( KP.NE.KK ) THEN +* +* Interchange rows and columns KK and KP in the leading +* submatrix A(1:k,1:k) +* + CALL DSWAP( KP-1, A( 1, KK ), 1, A( 1, KP ), 1 ) + CALL DSWAP( KK-KP-1, A( KP+1, KK ), 1, A( KP, KP+1 ), + $ LDA ) + T = A( KK, KK ) + A( KK, KK ) = A( KP, KP ) + A( KP, KP ) = T + IF( KSTEP.EQ.2 ) THEN + T = A( K-1, K ) + A( K-1, K ) = A( KP, K ) + A( KP, K ) = T + END IF + END IF +* +* Update the leading submatrix +* + IF( KSTEP.EQ.1 ) THEN +* +* 1-by-1 pivot block D(k): column k now holds +* +* W(k) = U(k)*D(k) +* +* where U(k) is the k-th column of U +* +* Perform a rank-1 update of A(1:k-1,1:k-1) as +* +* A := A - U(k)*D(k)*U(k)' = A - W(k)*1/D(k)*W(k)' +* + R1 = ONE / A( K, K ) + CALL DSYR( UPLO, K-1, -R1, A( 1, K ), 1, A, LDA ) +* +* Store U(k) in column k +* + CALL DSCAL( K-1, R1, A( 1, K ), 1 ) + ELSE +* +* 2-by-2 pivot block D(k): columns k and k-1 now hold +* +* ( W(k-1) W(k) ) = ( U(k-1) U(k) )*D(k) +* +* where U(k) and U(k-1) are the k-th and (k-1)-th columns +* of U +* +* Perform a rank-2 update of A(1:k-2,1:k-2) as +* +* A := A - ( U(k-1) U(k) )*D(k)*( U(k-1) U(k) )' +* = A - ( W(k-1) W(k) )*inv(D(k))*( W(k-1) W(k) )' +* + IF( K.GT.2 ) THEN +* + D12 = A( K-1, K ) + D22 = A( K-1, K-1 ) / D12 + D11 = A( K, K ) / D12 + T = ONE / ( D11*D22-ONE ) + D12 = T / D12 +* + DO 30 J = K - 2, 1, -1 + WKM1 = D12*( D11*A( J, K-1 )-A( J, K ) ) + WK = D12*( D22*A( J, K )-A( J, K-1 ) ) + DO 20 I = J, 1, -1 + A( I, J ) = A( I, J ) - A( I, K )*WK - + $ A( I, K-1 )*WKM1 + 20 CONTINUE + A( J, K ) = WK + A( J, K-1 ) = WKM1 + 30 CONTINUE +* + END IF +* + END IF + END IF +* +* Store details of the interchanges in IPIV +* + IF( KSTEP.EQ.1 ) THEN + IPIV( K ) = KP + ELSE + IPIV( K ) = -KP + IPIV( K-1 ) = -KP + END IF +* +* Decrease K and return to the start of the main loop +* + K = K - KSTEP + GO TO 10 +* + ELSE +* +* Factorize A as L*D*L' using the lower triangle of A +* +* K is the main loop index, increasing from 1 to N in steps of +* 1 or 2 +* + K = 1 + 40 CONTINUE +* +* If K > N, exit from loop +* + IF( K.GT.N ) + $ GO TO 70 + KSTEP = 1 +* +* Determine rows and columns to be interchanged and whether +* a 1-by-1 or 2-by-2 pivot block will be used +* + ABSAKK = ABS( A( K, K ) ) +* +* IMAX is the row-index of the largest off-diagonal element in +* column K, and COLMAX is its absolute value +* + IF( K.LT.N ) THEN + IMAX = K + IDAMAX( N-K, A( K+1, K ), 1 ) + COLMAX = ABS( A( IMAX, K ) ) + ELSE + COLMAX = ZERO + END IF +* + IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN +* +* Column K is zero or contains a NaN: set INFO and continue +* + IF( INFO.EQ.0 ) + $ INFO = K + KP = K + ELSE + IF( ABSAKK.GE.ALPHA*COLMAX ) THEN +* +* no interchange, use 1-by-1 pivot block +* + KP = K + ELSE +* +* JMAX is the column-index of the largest off-diagonal +* element in row IMAX, and ROWMAX is its absolute value +* + JMAX = K - 1 + IDAMAX( IMAX-K, A( IMAX, K ), LDA ) + ROWMAX = ABS( A( IMAX, JMAX ) ) + IF( IMAX.LT.N ) THEN + JMAX = IMAX + IDAMAX( N-IMAX, A( IMAX+1, IMAX ), 1 ) + ROWMAX = MAX( ROWMAX, ABS( A( JMAX, IMAX ) ) ) + END IF +* + IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN +* +* no interchange, use 1-by-1 pivot block +* + KP = K + ELSE IF( ABS( A( IMAX, IMAX ) ).GE.ALPHA*ROWMAX ) THEN +* +* interchange rows and columns K and IMAX, use 1-by-1 +* pivot block +* + KP = IMAX + ELSE +* +* interchange rows and columns K+1 and IMAX, use 2-by-2 +* pivot block +* + KP = IMAX + KSTEP = 2 + END IF + END IF +* + KK = K + KSTEP - 1 + IF( KP.NE.KK ) THEN +* +* Interchange rows and columns KK and KP in the trailing +* submatrix A(k:n,k:n) +* + IF( KP.LT.N ) + $ CALL DSWAP( N-KP, A( KP+1, KK ), 1, A( KP+1, KP ), 1 ) + CALL DSWAP( KP-KK-1, A( KK+1, KK ), 1, A( KP, KK+1 ), + $ LDA ) + T = A( KK, KK ) + A( KK, KK ) = A( KP, KP ) + A( KP, KP ) = T + IF( KSTEP.EQ.2 ) THEN + T = A( K+1, K ) + A( K+1, K ) = A( KP, K ) + A( KP, K ) = T + END IF + END IF +* +* Update the trailing submatrix +* + IF( KSTEP.EQ.1 ) THEN +* +* 1-by-1 pivot block D(k): column k now holds +* +* W(k) = L(k)*D(k) +* +* where L(k) is the k-th column of L +* + IF( K.LT.N ) THEN +* +* Perform a rank-1 update of A(k+1:n,k+1:n) as +* +* A := A - L(k)*D(k)*L(k)' = A - W(k)*(1/D(k))*W(k)' +* + D11 = ONE / A( K, K ) + CALL DSYR( UPLO, N-K, -D11, A( K+1, K ), 1, + $ A( K+1, K+1 ), LDA ) +* +* Store L(k) in column K +* + CALL DSCAL( N-K, D11, A( K+1, K ), 1 ) + END IF + ELSE +* +* 2-by-2 pivot block D(k) +* + IF( K.LT.N-1 ) THEN +* +* Perform a rank-2 update of A(k+2:n,k+2:n) as +* +* A := A - ( (A(k) A(k+1))*D(k)**(-1) ) * (A(k) A(k+1))' +* +* where L(k) and L(k+1) are the k-th and (k+1)-th +* columns of L +* + D21 = A( K+1, K ) + D11 = A( K+1, K+1 ) / D21 + D22 = A( K, K ) / D21 + T = ONE / ( D11*D22-ONE ) + D21 = T / D21 +* + DO 60 J = K + 2, N +* + WK = D21*( D11*A( J, K )-A( J, K+1 ) ) + WKP1 = D21*( D22*A( J, K+1 )-A( J, K ) ) +* + DO 50 I = J, N + A( I, J ) = A( I, J ) - A( I, K )*WK - + $ A( I, K+1 )*WKP1 + 50 CONTINUE +* + A( J, K ) = WK + A( J, K+1 ) = WKP1 +* + 60 CONTINUE + END IF + END IF + END IF +* +* Store details of the interchanges in IPIV +* + IF( KSTEP.EQ.1 ) THEN + IPIV( K ) = KP + ELSE + IPIV( K ) = -KP + IPIV( K+1 ) = -KP + END IF +* +* Increase K and return to the start of the main loop +* + K = K + KSTEP + GO TO 40 +* + END IF +* + 70 CONTINUE +* + RETURN +* +* End of DSYTF2 +* + END |