summaryrefslogtreecommitdiff
path: root/src/lib/lapack/dsytf2.f
diff options
context:
space:
mode:
authorjofret2009-04-28 07:17:00 +0000
committerjofret2009-04-28 07:17:00 +0000
commit8c8d2f518968ce7057eec6aa5cd5aec8faab861a (patch)
tree3dd1788b71d6a3ce2b73d2d475a3133580e17530 /src/lib/lapack/dsytf2.f
parent9f652ffc16a310ac6641a9766c5b9e2671e0e9cb (diff)
downloadscilab2c-8c8d2f518968ce7057eec6aa5cd5aec8faab861a.tar.gz
scilab2c-8c8d2f518968ce7057eec6aa5cd5aec8faab861a.tar.bz2
scilab2c-8c8d2f518968ce7057eec6aa5cd5aec8faab861a.zip
Moving lapack to right place
Diffstat (limited to 'src/lib/lapack/dsytf2.f')
-rw-r--r--src/lib/lapack/dsytf2.f521
1 files changed, 0 insertions, 521 deletions
diff --git a/src/lib/lapack/dsytf2.f b/src/lib/lapack/dsytf2.f
deleted file mode 100644
index d5234625..00000000
--- a/src/lib/lapack/dsytf2.f
+++ /dev/null
@@ -1,521 +0,0 @@
- 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