667 lines
20 KiB
Fortran
667 lines
20 KiB
Fortran
*> \brief \b SLASYF computes a partial factorization of a real symmetric matrix, using the diagonal pivoting method.
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*
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* =========== DOCUMENTATION ===========
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*
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* Online html documentation available at
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* http://www.netlib.org/lapack/explore-html/
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*
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*> \htmlonly
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*> Download SLASYF + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slasyf.f">
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*> [TGZ]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slasyf.f">
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*> [ZIP]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slasyf.f">
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*> [TXT]</a>
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*> \endhtmlonly
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*
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* Definition:
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* ===========
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*
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* SUBROUTINE SLASYF( UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO )
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*
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* .. Scalar Arguments ..
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* CHARACTER UPLO
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* INTEGER INFO, KB, LDA, LDW, N, NB
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* ..
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* .. Array Arguments ..
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* INTEGER IPIV( * )
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* REAL A( LDA, * ), W( LDW, * )
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* ..
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*
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*
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*> \par Purpose:
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* =============
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*>
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*> \verbatim
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*>
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*> SLASYF computes a partial factorization of a real symmetric matrix A
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*> using the Bunch-Kaufman diagonal pivoting method. The partial
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*> factorization has the form:
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*>
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*> A = ( I U12 ) ( A11 0 ) ( I 0 ) if UPLO = 'U', or:
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*> ( 0 U22 ) ( 0 D ) ( U12**T U22**T )
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*>
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*> A = ( L11 0 ) ( D 0 ) ( L11**T L21**T ) if UPLO = 'L'
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*> ( L21 I ) ( 0 A22 ) ( 0 I )
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*>
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*> where the order of D is at most NB. The actual order is returned in
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*> the argument KB, and is either NB or NB-1, or N if N <= NB.
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*>
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*> SLASYF is an auxiliary routine called by SSYTRF. It uses blocked code
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*> (calling Level 3 BLAS) to update the submatrix A11 (if UPLO = 'U') or
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*> A22 (if UPLO = 'L').
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*> \endverbatim
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*
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* Arguments:
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* ==========
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*
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*> \param[in] UPLO
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*> \verbatim
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*> UPLO is CHARACTER*1
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*> Specifies whether the upper or lower triangular part of the
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*> symmetric matrix A is stored:
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*> = 'U': Upper triangular
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*> = 'L': Lower triangular
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*> \endverbatim
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*>
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*> \param[in] N
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*> \verbatim
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*> N is INTEGER
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*> The order of the matrix A. N >= 0.
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*> \endverbatim
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*>
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*> \param[in] NB
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*> \verbatim
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*> NB is INTEGER
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*> The maximum number of columns of the matrix A that should be
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*> factored. NB should be at least 2 to allow for 2-by-2 pivot
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*> blocks.
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*> \endverbatim
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*>
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*> \param[out] KB
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*> \verbatim
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*> KB is INTEGER
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*> The number of columns of A that were actually factored.
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*> KB is either NB-1 or NB, or N if N <= NB.
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*> \endverbatim
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*>
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*> \param[in,out] A
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*> \verbatim
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*> A is REAL array, dimension (LDA,N)
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*> On entry, the symmetric matrix A. If UPLO = 'U', the leading
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*> n-by-n upper triangular part of A contains the upper
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*> triangular part of the matrix A, and the strictly lower
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*> triangular part of A is not referenced. If UPLO = 'L', the
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*> leading n-by-n lower triangular part of A contains the lower
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*> triangular part of the matrix A, and the strictly upper
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*> triangular part of A is not referenced.
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*> On exit, A contains details of the partial factorization.
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*> \endverbatim
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*>
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*> \param[in] LDA
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*> \verbatim
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*> LDA is INTEGER
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*> The leading dimension of the array A. LDA >= max(1,N).
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*> \endverbatim
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*>
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*> \param[out] IPIV
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*> \verbatim
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*> IPIV is INTEGER array, dimension (N)
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*> Details of the interchanges and the block structure of D.
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*> If UPLO = 'U', only the last KB elements of IPIV are set;
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*> if UPLO = 'L', only the first KB elements are set.
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*>
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*> If IPIV(k) > 0, then rows and columns k and IPIV(k) were
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*> interchanged and D(k,k) is a 1-by-1 diagonal block.
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*> If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
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*> columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
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*> is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
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*> IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
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*> interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
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*> \endverbatim
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*>
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*> \param[out] W
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*> \verbatim
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*> W is REAL array, dimension (LDW,NB)
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*> \endverbatim
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*>
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*> \param[in] LDW
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*> \verbatim
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*> LDW is INTEGER
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*> The leading dimension of the array W. LDW >= max(1,N).
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*> \endverbatim
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*>
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*> \param[out] INFO
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*> \verbatim
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*> INFO is INTEGER
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*> = 0: successful exit
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*> > 0: if INFO = k, D(k,k) is exactly zero. The factorization
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*> has been completed, but the block diagonal matrix D is
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*> exactly singular.
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*> \endverbatim
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*
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* Authors:
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* ========
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*
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \author NAG Ltd.
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*
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*> \date September 2012
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*
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*> \ingroup realSYcomputational
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*
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* =====================================================================
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SUBROUTINE SLASYF( UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO )
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*
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* -- LAPACK computational routine (version 3.4.2) --
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* -- LAPACK is a software package provided by Univ. of Tennessee, --
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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* September 2012
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*
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* .. Scalar Arguments ..
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CHARACTER UPLO
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INTEGER INFO, KB, LDA, LDW, N, NB
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* ..
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* .. Array Arguments ..
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INTEGER IPIV( * )
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REAL A( LDA, * ), W( LDW, * )
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* ..
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*
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* =====================================================================
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*
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* .. Parameters ..
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REAL ZERO, ONE
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PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
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REAL EIGHT, SEVTEN
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PARAMETER ( EIGHT = 8.0E+0, SEVTEN = 17.0E+0 )
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* ..
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* .. Local Scalars ..
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INTEGER IMAX, J, JB, JJ, JMAX, JP, K, KK, KKW, KP,
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$ KSTEP, KW
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REAL ABSAKK, ALPHA, COLMAX, D11, D21, D22, R1,
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$ ROWMAX, T
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* ..
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* .. External Functions ..
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LOGICAL LSAME
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INTEGER ISAMAX
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EXTERNAL LSAME, ISAMAX
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* ..
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* .. External Subroutines ..
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EXTERNAL SCOPY, SGEMM, SGEMV, SSCAL, SSWAP
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC ABS, MAX, MIN, SQRT
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* ..
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* .. Executable Statements ..
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*
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INFO = 0
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*
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* Initialize ALPHA for use in choosing pivot block size.
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*
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ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
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*
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IF( LSAME( UPLO, 'U' ) ) THEN
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*
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* Factorize the trailing columns of A using the upper triangle
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* of A and working backwards, and compute the matrix W = U12*D
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* for use in updating A11
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*
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* K is the main loop index, decreasing from N in steps of 1 or 2
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*
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* KW is the column of W which corresponds to column K of A
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*
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K = N
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10 CONTINUE
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KW = NB + K - N
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*
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* Exit from loop
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*
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IF( ( K.LE.N-NB+1 .AND. NB.LT.N ) .OR. K.LT.1 )
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$ GO TO 30
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*
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* Copy column K of A to column KW of W and update it
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*
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CALL SCOPY( K, A( 1, K ), 1, W( 1, KW ), 1 )
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IF( K.LT.N )
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$ CALL SGEMV( 'No transpose', K, N-K, -ONE, A( 1, K+1 ), LDA,
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$ W( K, KW+1 ), LDW, ONE, W( 1, KW ), 1 )
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*
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KSTEP = 1
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*
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* Determine rows and columns to be interchanged and whether
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* a 1-by-1 or 2-by-2 pivot block will be used
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*
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ABSAKK = ABS( W( K, KW ) )
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*
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* IMAX is the row-index of the largest off-diagonal element in
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* column K, and COLMAX is its absolute value
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*
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IF( K.GT.1 ) THEN
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IMAX = ISAMAX( K-1, W( 1, KW ), 1 )
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COLMAX = ABS( W( IMAX, KW ) )
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ELSE
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COLMAX = ZERO
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END IF
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*
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IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
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*
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* Column K is zero: set INFO and continue
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*
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IF( INFO.EQ.0 )
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$ INFO = K
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KP = K
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ELSE
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IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
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*
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* no interchange, use 1-by-1 pivot block
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*
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KP = K
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ELSE
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*
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* Copy column IMAX to column KW-1 of W and update it
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*
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CALL SCOPY( IMAX, A( 1, IMAX ), 1, W( 1, KW-1 ), 1 )
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CALL SCOPY( K-IMAX, A( IMAX, IMAX+1 ), LDA,
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$ W( IMAX+1, KW-1 ), 1 )
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IF( K.LT.N )
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$ CALL SGEMV( 'No transpose', K, N-K, -ONE, A( 1, K+1 ),
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$ LDA, W( IMAX, KW+1 ), LDW, ONE,
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$ W( 1, KW-1 ), 1 )
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*
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* JMAX is the column-index of the largest off-diagonal
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* element in row IMAX, and ROWMAX is its absolute value
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*
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JMAX = IMAX + ISAMAX( K-IMAX, W( IMAX+1, KW-1 ), 1 )
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ROWMAX = ABS( W( JMAX, KW-1 ) )
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IF( IMAX.GT.1 ) THEN
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JMAX = ISAMAX( IMAX-1, W( 1, KW-1 ), 1 )
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ROWMAX = MAX( ROWMAX, ABS( W( JMAX, KW-1 ) ) )
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END IF
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*
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IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
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*
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* no interchange, use 1-by-1 pivot block
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*
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KP = K
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ELSE IF( ABS( W( IMAX, KW-1 ) ).GE.ALPHA*ROWMAX ) THEN
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*
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* interchange rows and columns K and IMAX, use 1-by-1
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* pivot block
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*
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KP = IMAX
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*
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* copy column KW-1 of W to column KW
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*
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CALL SCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 )
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ELSE
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*
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* interchange rows and columns K-1 and IMAX, use 2-by-2
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* pivot block
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*
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KP = IMAX
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KSTEP = 2
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END IF
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END IF
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*
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KK = K - KSTEP + 1
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KKW = NB + KK - N
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*
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* Updated column KP is already stored in column KKW of W
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*
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IF( KP.NE.KK ) THEN
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*
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* Copy non-updated column KK to column KP
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*
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A( KP, K ) = A( KK, K )
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CALL SCOPY( K-1-KP, A( KP+1, KK ), 1, A( KP, KP+1 ),
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$ LDA )
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CALL SCOPY( KP, A( 1, KK ), 1, A( 1, KP ), 1 )
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*
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* Interchange rows KK and KP in last KK columns of A and W
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*
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CALL SSWAP( N-KK+1, A( KK, KK ), LDA, A( KP, KK ), LDA )
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CALL SSWAP( N-KK+1, W( KK, KKW ), LDW, W( KP, KKW ),
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$ LDW )
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END IF
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*
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IF( KSTEP.EQ.1 ) THEN
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*
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* 1-by-1 pivot block D(k): column KW of W now holds
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*
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* W(k) = U(k)*D(k)
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*
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* where U(k) is the k-th column of U
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*
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* Store U(k) in column k of A
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*
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CALL SCOPY( K, W( 1, KW ), 1, A( 1, K ), 1 )
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R1 = ONE / A( K, K )
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CALL SSCAL( K-1, R1, A( 1, K ), 1 )
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ELSE
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*
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* 2-by-2 pivot block D(k): columns KW and KW-1 of W now
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* hold
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*
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* ( W(k-1) W(k) ) = ( U(k-1) U(k) )*D(k)
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*
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* where U(k) and U(k-1) are the k-th and (k-1)-th columns
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* of U
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*
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IF( K.GT.2 ) THEN
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*
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* Store U(k) and U(k-1) in columns k and k-1 of A
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*
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D21 = W( K-1, KW )
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D11 = W( K, KW ) / D21
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D22 = W( K-1, KW-1 ) / D21
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T = ONE / ( D11*D22-ONE )
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D21 = T / D21
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DO 20 J = 1, K - 2
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A( J, K-1 ) = D21*( D11*W( J, KW-1 )-W( J, KW ) )
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A( J, K ) = D21*( D22*W( J, KW )-W( J, KW-1 ) )
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20 CONTINUE
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END IF
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*
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* Copy D(k) to A
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*
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A( K-1, K-1 ) = W( K-1, KW-1 )
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A( K-1, K ) = W( K-1, KW )
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A( K, K ) = W( K, KW )
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END IF
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END IF
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*
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* Store details of the interchanges in IPIV
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*
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IF( KSTEP.EQ.1 ) THEN
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IPIV( K ) = KP
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ELSE
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IPIV( K ) = -KP
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IPIV( K-1 ) = -KP
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END IF
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*
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* Decrease K and return to the start of the main loop
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*
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K = K - KSTEP
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GO TO 10
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*
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30 CONTINUE
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*
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* Update the upper triangle of A11 (= A(1:k,1:k)) as
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*
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* A11 := A11 - U12*D*U12**T = A11 - U12*W**T
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*
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* computing blocks of NB columns at a time
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*
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DO 50 J = ( ( K-1 ) / NB )*NB + 1, 1, -NB
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JB = MIN( NB, K-J+1 )
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*
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* Update the upper triangle of the diagonal block
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*
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DO 40 JJ = J, J + JB - 1
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CALL SGEMV( 'No transpose', JJ-J+1, N-K, -ONE,
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$ A( J, K+1 ), LDA, W( JJ, KW+1 ), LDW, ONE,
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$ A( J, JJ ), 1 )
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40 CONTINUE
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*
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* Update the rectangular superdiagonal block
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*
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CALL SGEMM( 'No transpose', 'Transpose', J-1, JB, N-K, -ONE,
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$ A( 1, K+1 ), LDA, W( J, KW+1 ), LDW, ONE,
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$ A( 1, J ), LDA )
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50 CONTINUE
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*
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* Put U12 in standard form by partially undoing the interchanges
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* in columns k+1:n
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*
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J = K + 1
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60 CONTINUE
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JJ = J
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JP = IPIV( J )
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IF( JP.LT.0 ) THEN
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JP = -JP
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J = J + 1
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END IF
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J = J + 1
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IF( JP.NE.JJ .AND. J.LE.N )
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$ CALL SSWAP( N-J+1, A( JP, J ), LDA, A( JJ, J ), LDA )
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IF( J.LE.N )
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$ GO TO 60
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*
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* Set KB to the number of columns factorized
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*
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KB = N - K
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*
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ELSE
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*
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* Factorize the leading columns of A using the lower triangle
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* of A and working forwards, and compute the matrix W = L21*D
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* for use in updating A22
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*
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* K is the main loop index, increasing from 1 in steps of 1 or 2
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*
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K = 1
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70 CONTINUE
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*
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* Exit from loop
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*
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IF( ( K.GE.NB .AND. NB.LT.N ) .OR. K.GT.N )
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$ GO TO 90
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*
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* Copy column K of A to column K of W and update it
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*
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CALL SCOPY( N-K+1, A( K, K ), 1, W( K, K ), 1 )
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CALL SGEMV( 'No transpose', N-K+1, K-1, -ONE, A( K, 1 ), LDA,
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$ W( K, 1 ), LDW, ONE, W( K, K ), 1 )
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*
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KSTEP = 1
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*
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* Determine rows and columns to be interchanged and whether
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* a 1-by-1 or 2-by-2 pivot block will be used
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*
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ABSAKK = ABS( W( K, K ) )
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*
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* IMAX is the row-index of the largest off-diagonal element in
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* column K, and COLMAX is its absolute value
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*
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IF( K.LT.N ) THEN
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IMAX = K + ISAMAX( N-K, W( K+1, K ), 1 )
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COLMAX = ABS( W( IMAX, K ) )
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ELSE
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COLMAX = ZERO
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END IF
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*
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IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
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*
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* Column K is zero: set INFO and continue
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*
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IF( INFO.EQ.0 )
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$ INFO = K
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KP = K
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ELSE
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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 SCOPY( IMAX-K, A( IMAX, K ), LDA, W( K, K+1 ), 1 )
|
|
CALL SCOPY( N-IMAX+1, A( IMAX, IMAX ), 1, W( IMAX, K+1 ),
|
|
$ 1 )
|
|
CALL SGEMV( '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 + ISAMAX( IMAX-K, W( K, K+1 ), 1 )
|
|
ROWMAX = ABS( W( JMAX, K+1 ) )
|
|
IF( IMAX.LT.N ) THEN
|
|
JMAX = IMAX + ISAMAX( 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 SCOPY( 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 SCOPY( KP-K-1, A( K+1, KK ), 1, A( KP, K+1 ), LDA )
|
|
CALL SCOPY( 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 SSWAP( KK, A( KK, 1 ), LDA, A( KP, 1 ), LDA )
|
|
CALL SSWAP( 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 SCOPY( N-K+1, W( K, K ), 1, A( K, K ), 1 )
|
|
IF( K.LT.N ) THEN
|
|
R1 = ONE / A( K, K )
|
|
CALL SSCAL( 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**T = A22 - L21*W**T
|
|
*
|
|
* 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 SGEMV( '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 SGEMM( '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 SSWAP( 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 SLASYF
|
|
*
|
|
END
|