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+ 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