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- SUBROUTINE DLASYF( UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO )
-*
-* -- LAPACK routine (version 3.1) --
-* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
-* November 2006
-*
-* .. Scalar Arguments ..
- CHARACTER UPLO
- INTEGER INFO, KB, LDA, LDW, N, NB
-* ..
-* .. Array Arguments ..
- INTEGER IPIV( * )
- DOUBLE PRECISION A( LDA, * ), W( LDW, * )
-* ..
-*
-* Purpose
-* =======
-*
-* DLASYF computes a partial factorization of a real symmetric matrix A
-* using the Bunch-Kaufman diagonal pivoting method. The partial
-* factorization has the form:
-*
-* A = ( I U12 ) ( A11 0 ) ( I 0 ) if UPLO = 'U', or:
-* ( 0 U22 ) ( 0 D ) ( U12' U22' )
-*
-* A = ( L11 0 ) ( D 0 ) ( L11' L21' ) if UPLO = 'L'
-* ( L21 I ) ( 0 A22 ) ( 0 I )
-*
-* where the order of D is at most NB. The actual order is returned in
-* the argument KB, and is either NB or NB-1, or N if N <= NB.
-*
-* DLASYF is an auxiliary routine called by DSYTRF. It uses blocked code
-* (calling Level 3 BLAS) to update the submatrix A11 (if UPLO = 'U') or
-* A22 (if UPLO = 'L').
-*
-* 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.
-*
-* NB (input) INTEGER
-* The maximum number of columns of the matrix A that should be
-* factored. NB should be at least 2 to allow for 2-by-2 pivot
-* blocks.
-*
-* KB (output) INTEGER
-* The number of columns of A that were actually factored.
-* KB is either NB-1 or NB, or N if N <= NB.
-*
-* 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, A contains details of the partial factorization.
-*
-* 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 UPLO = 'U', only the last KB elements of IPIV are set;
-* if UPLO = 'L', only the first KB elements are set.
-*
-* 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.
-*
-* W (workspace) DOUBLE PRECISION array, dimension (LDW,NB)
-*
-* LDW (input) INTEGER
-* The leading dimension of the array W. LDW >= max(1,N).
-*
-* INFO (output) INTEGER
-* = 0: successful exit
-* > 0: if INFO = k, D(k,k) is exactly zero. The factorization
-* has been completed, but the block diagonal matrix D is
-* exactly singular.
-*
-* =====================================================================
-*
-* .. 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 ..
- INTEGER IMAX, J, JB, JJ, JMAX, JP, K, KK, KKW, KP,
- $ KSTEP, KW
- DOUBLE PRECISION ABSAKK, ALPHA, COLMAX, D11, D21, D22, R1,
- $ ROWMAX, T
-* ..
-* .. External Functions ..
- LOGICAL LSAME
- INTEGER IDAMAX
- EXTERNAL LSAME, IDAMAX
-* ..
-* .. External Subroutines ..
- EXTERNAL DCOPY, DGEMM, DGEMV, DSCAL, DSWAP
-* ..
-* .. Intrinsic Functions ..
- INTRINSIC ABS, MAX, MIN, SQRT
-* ..
-* .. Executable Statements ..
-*
- INFO = 0
-*
-* Initialize ALPHA for use in choosing pivot block size.
-*
- ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
-*
- IF( LSAME( UPLO, 'U' ) ) THEN
-*
-* Factorize the trailing columns of A using the upper triangle
-* of A and working backwards, and compute the matrix W = U12*D
-* for use in updating A11
-*
-* K is the main loop index, decreasing from N in steps of 1 or 2
-*
-* KW is the column of W which corresponds to column K of A
-*
- K = N
- 10 CONTINUE
- KW = NB + K - N
-*
-* Exit from loop
-*
- IF( ( K.LE.N-NB+1 .AND. NB.LT.N ) .OR. K.LT.1 )
- $ GO TO 30
-*
-* Copy column K of A to column KW of W and update it
-*
- CALL DCOPY( K, A( 1, K ), 1, W( 1, KW ), 1 )
- IF( K.LT.N )
- $ CALL DGEMV( 'No transpose', K, N-K, -ONE, A( 1, K+1 ), LDA,
- $ W( K, KW+1 ), LDW, ONE, W( 1, KW ), 1 )
-*
- 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( W( K, KW ) )
-*
-* 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, W( 1, KW ), 1 )
- COLMAX = ABS( W( IMAX, KW ) )
- ELSE
- COLMAX = ZERO
- END IF
-*
- IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
-*
-* Column K is zero: 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
-*
-* Copy column IMAX to column KW-1 of W and update it
-*
- CALL DCOPY( IMAX, A( 1, IMAX ), 1, W( 1, KW-1 ), 1 )
- CALL DCOPY( K-IMAX, A( IMAX, IMAX+1 ), LDA,
- $ W( IMAX+1, KW-1 ), 1 )
- IF( K.LT.N )
- $ CALL DGEMV( 'No transpose', K, N-K, -ONE, A( 1, K+1 ),
- $ LDA, W( IMAX, KW+1 ), LDW, ONE,
- $ W( 1, KW-1 ), 1 )
-*
-* 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, W( IMAX+1, KW-1 ), 1 )
- ROWMAX = ABS( W( JMAX, KW-1 ) )
- IF( IMAX.GT.1 ) THEN
- JMAX = IDAMAX( IMAX-1, W( 1, KW-1 ), 1 )
- ROWMAX = MAX( ROWMAX, ABS( W( JMAX, KW-1 ) ) )
- END IF
-*
- IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
-*
-* no interchange, use 1-by-1 pivot block
-*
- KP = K
- ELSE IF( ABS( W( IMAX, KW-1 ) ).GE.ALPHA*ROWMAX ) THEN
-*
-* interchange rows and columns K and IMAX, use 1-by-1
-* pivot block
-*
- KP = IMAX
-*
-* copy column KW-1 of W to column KW
-*
- CALL DCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 )
- 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
- KKW = NB + KK - N
-*
-* Updated column KP is already stored in column KKW of W
-*
- IF( KP.NE.KK ) THEN
-*
-* Copy non-updated column KK to column KP
-*
- A( KP, K ) = A( KK, K )
- CALL DCOPY( K-1-KP, A( KP+1, KK ), 1, A( KP, KP+1 ),
- $ LDA )
- CALL DCOPY( KP, A( 1, KK ), 1, A( 1, KP ), 1 )
-*
-* Interchange rows KK and KP in last KK columns of A and W
-*
- CALL DSWAP( N-KK+1, A( KK, KK ), LDA, A( KP, KK ), LDA )
- CALL DSWAP( N-KK+1, W( KK, KKW ), LDW, W( KP, KKW ),
- $ LDW )
- END IF
-*
- IF( KSTEP.EQ.1 ) THEN
-*
-* 1-by-1 pivot block D(k): column KW of W now holds
-*
-* W(k) = U(k)*D(k)
-*
-* where U(k) is the k-th column of U
-*
-* Store U(k) in column k of A
-*
- CALL DCOPY( K, W( 1, KW ), 1, A( 1, K ), 1 )
- R1 = ONE / A( K, K )
- CALL DSCAL( K-1, R1, A( 1, K ), 1 )
- ELSE
-*
-* 2-by-2 pivot block D(k): columns KW and KW-1 of W 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
-*
- IF( K.GT.2 ) THEN
-*
-* Store U(k) and U(k-1) in columns k and k-1 of A
-*
- D21 = W( K-1, KW )
- D11 = W( K, KW ) / D21
- D22 = W( K-1, KW-1 ) / D21
- T = ONE / ( D11*D22-ONE )
- D21 = T / D21
- DO 20 J = 1, K - 2
- A( J, K-1 ) = D21*( D11*W( J, KW-1 )-W( J, KW ) )
- A( J, K ) = D21*( D22*W( J, KW )-W( J, KW-1 ) )
- 20 CONTINUE
- END IF
-*
-* Copy D(k) to A
-*
- A( K-1, K-1 ) = W( K-1, KW-1 )
- A( K-1, K ) = W( K-1, KW )
- A( K, K ) = W( K, KW )
- 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
-*
- 30 CONTINUE
-*
-* Update the upper triangle of A11 (= A(1:k,1:k)) as
-*
-* A11 := A11 - U12*D*U12' = A11 - U12*W'
-*
-* computing blocks of NB columns at a time
-*
- DO 50 J = ( ( K-1 ) / NB )*NB + 1, 1, -NB
- JB = MIN( NB, K-J+1 )
-*
-* Update the upper triangle of the diagonal block
-*
- DO 40 JJ = J, J + JB - 1
- CALL DGEMV( 'No transpose', JJ-J+1, N-K, -ONE,
- $ A( J, K+1 ), LDA, W( JJ, KW+1 ), LDW, ONE,
- $ A( J, JJ ), 1 )
- 40 CONTINUE
-*
-* Update the rectangular superdiagonal block
-*
- CALL DGEMM( 'No transpose', 'Transpose', J-1, JB, N-K, -ONE,
- $ A( 1, K+1 ), LDA, W( J, KW+1 ), LDW, ONE,
- $ A( 1, J ), LDA )
- 50 CONTINUE
-*
-* Put U12 in standard form by partially undoing the interchanges
-* in columns k+1:n
-*
- J = K + 1
- 60 CONTINUE
- JJ = J
- JP = IPIV( J )
- IF( JP.LT.0 ) THEN
- JP = -JP
- J = J + 1
- END IF
- J = J + 1
- IF( JP.NE.JJ .AND. J.LE.N )
- $ CALL DSWAP( N-J+1, A( JP, J ), LDA, A( JJ, J ), LDA )
- IF( J.LE.N )
- $ GO TO 60
-*
-* Set KB to the number of columns factorized
-*
- KB = N - K
-*
- ELSE
-*
-* Factorize the leading columns of A using the lower triangle
-* of A and working forwards, and compute the matrix W = L21*D
-* for use in updating A22
-*
-* K is the main loop index, increasing from 1 in steps of 1 or 2
-*
- K = 1
- 70 CONTINUE
-*
-* Exit from loop
-*
- IF( ( K.GE.NB .AND. NB.LT.N ) .OR. K.GT.N )
- $ GO TO 90
-*
-* Copy column K of A to column K of W and update it
-*
- CALL DCOPY( N-K+1, A( K, K ), 1, W( K, K ), 1 )
- CALL DGEMV( 'No transpose', N-K+1, K-1, -ONE, A( K, 1 ), LDA,
- $ W( K, 1 ), LDW, ONE, W( K, K ), 1 )
-*
- 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( W( 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, W( K+1, K ), 1 )
- COLMAX = ABS( W( IMAX, K ) )
- ELSE
- COLMAX = ZERO
- END IF
-*
- IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
-*
-* Column K is zero: 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
-*
-* Copy column IMAX to column K+1 of W and update it
-*
- CALL DCOPY( IMAX-K, A( IMAX, K ), LDA, W( K, K+1 ), 1 )
- CALL DCOPY( N-IMAX+1, A( IMAX, IMAX ), 1, W( IMAX, K+1 ),
- $ 1 )
- CALL DGEMV( 'No transpose', N-K+1, K-1, -ONE, A( K, 1 ),
- $ LDA, W( IMAX, 1 ), LDW, ONE, W( K, K+1 ), 1 )
-*
-* 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, W( K, K+1 ), 1 )
- ROWMAX = ABS( W( JMAX, K+1 ) )
- IF( IMAX.LT.N ) THEN
- JMAX = IMAX + IDAMAX( N-IMAX, W( IMAX+1, K+1 ), 1 )
- ROWMAX = MAX( ROWMAX, ABS( W( JMAX, K+1 ) ) )
- END IF
-*
- IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
-*
-* no interchange, use 1-by-1 pivot block
-*
- KP = K
- ELSE IF( ABS( W( IMAX, K+1 ) ).GE.ALPHA*ROWMAX ) THEN
-*
-* interchange rows and columns K and IMAX, use 1-by-1
-* pivot block
-*
- KP = IMAX
-*
-* copy column K+1 of W to column K
-*
- CALL DCOPY( N-K+1, W( K, K+1 ), 1, W( K, K ), 1 )
- 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
-*
-* Updated column KP is already stored in column KK of W
-*
- IF( KP.NE.KK ) THEN
-*
-* Copy non-updated column KK to column KP
-*
- A( KP, K ) = A( KK, K )
- CALL DCOPY( KP-K-1, A( K+1, KK ), 1, A( KP, K+1 ), LDA )
- CALL DCOPY( N-KP+1, A( KP, KK ), 1, A( KP, KP ), 1 )
-*
-* Interchange rows KK and KP in first KK columns of A and W
-*
- CALL DSWAP( KK, A( KK, 1 ), LDA, A( KP, 1 ), LDA )
- CALL DSWAP( KK, W( KK, 1 ), LDW, W( KP, 1 ), LDW )
- END IF
-*
- IF( KSTEP.EQ.1 ) THEN
-*
-* 1-by-1 pivot block D(k): column k of W now holds
-*
-* W(k) = L(k)*D(k)
-*
-* where L(k) is the k-th column of L
-*
-* Store L(k) in column k of A
-*
- CALL DCOPY( N-K+1, W( K, K ), 1, A( K, K ), 1 )
- IF( K.LT.N ) THEN
- R1 = ONE / A( K, K )
- CALL DSCAL( N-K, R1, A( K+1, K ), 1 )
- END IF
- ELSE
-*
-* 2-by-2 pivot block D(k): columns k and k+1 of W now hold
-*
-* ( W(k) W(k+1) ) = ( L(k) L(k+1) )*D(k)
-*
-* where L(k) and L(k+1) are the k-th and (k+1)-th columns
-* of L
-*
- IF( K.LT.N-1 ) THEN
-*
-* Store L(k) and L(k+1) in columns k and k+1 of A
-*
- D21 = W( K+1, K )
- D11 = W( K+1, K+1 ) / D21
- D22 = W( K, K ) / D21
- T = ONE / ( D11*D22-ONE )
- D21 = T / D21
- DO 80 J = K + 2, N
- A( J, K ) = D21*( D11*W( J, K )-W( J, K+1 ) )
- A( J, K+1 ) = D21*( D22*W( J, K+1 )-W( J, K ) )
- 80 CONTINUE
- END IF
-*
-* Copy D(k) to A
-*
- A( K, K ) = W( K, K )
- A( K+1, K ) = W( K+1, K )
- A( K+1, K+1 ) = W( K+1, K+1 )
- 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 70
-*
- 90 CONTINUE
-*
-* Update the lower triangle of A22 (= A(k:n,k:n)) as
-*
-* A22 := A22 - L21*D*L21' = A22 - L21*W'
-*
-* computing blocks of NB columns at a time
-*
- DO 110 J = K, N, NB
- JB = MIN( NB, N-J+1 )
-*
-* Update the lower triangle of the diagonal block
-*
- DO 100 JJ = J, J + JB - 1
- CALL DGEMV( 'No transpose', J+JB-JJ, K-1, -ONE,
- $ A( JJ, 1 ), LDA, W( JJ, 1 ), LDW, ONE,
- $ A( JJ, JJ ), 1 )
- 100 CONTINUE
-*
-* Update the rectangular subdiagonal block
-*
- IF( J+JB.LE.N )
- $ CALL DGEMM( 'No transpose', 'Transpose', N-J-JB+1, JB,
- $ K-1, -ONE, A( J+JB, 1 ), LDA, W( J, 1 ), LDW,
- $ ONE, A( J+JB, J ), LDA )
- 110 CONTINUE
-*
-* Put L21 in standard form by partially undoing the interchanges
-* in columns 1:k-1
-*
- J = K - 1
- 120 CONTINUE
- JJ = J
- JP = IPIV( J )
- IF( JP.LT.0 ) THEN
- JP = -JP
- J = J - 1
- END IF
- J = J - 1
- IF( JP.NE.JJ .AND. J.GE.1 )
- $ CALL DSWAP( J, A( JP, 1 ), LDA, A( JJ, 1 ), LDA )
- IF( J.GE.1 )
- $ GO TO 120
-*
-* Set KB to the number of columns factorized
-*
- KB = K - 1
-*
- END IF
- RETURN
-*
-* End of DLASYF
-*
- END