Annotation of rpl/lapack/lapack/dlasyf_aa.f, revision 1.2
1.1 bertrand 1: *> \brief \b DLASYF_AA
2: *
3: * =========== DOCUMENTATION ===========
4: *
5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
7: *
8: *> \htmlonly
9: *> Download DLASYF_AA + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlasyf_aa.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlasyf_aa.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlasyf_aa.f">
15: *> [TXT]</a>
16: *> \endhtmlonly
17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE DLASYF_AA( UPLO, J1, M, NB, A, LDA, IPIV,
22: * H, LDH, WORK, INFO )
23: *
24: * .. Scalar Arguments ..
25: * CHARACTER UPLO
26: * INTEGER J1, M, NB, LDA, LDH, INFO
27: * ..
28: * .. Array Arguments ..
29: * INTEGER IPIV( * )
30: * DOUBLE PRECISION A( LDA, * ), H( LDH, * ), WORK( * )
31: * ..
32: *
33: *
34: *> \par Purpose:
35: * =============
36: *>
37: *> \verbatim
38: *>
39: *> DLATRF_AA factorizes a panel of a real symmetric matrix A using
40: *> the Aasen's algorithm. The panel consists of a set of NB rows of A
41: *> when UPLO is U, or a set of NB columns when UPLO is L.
42: *>
43: *> In order to factorize the panel, the Aasen's algorithm requires the
44: *> last row, or column, of the previous panel. The first row, or column,
45: *> of A is set to be the first row, or column, of an identity matrix,
46: *> which is used to factorize the first panel.
47: *>
48: *> The resulting J-th row of U, or J-th column of L, is stored in the
49: *> (J-1)-th row, or column, of A (without the unit diagonals), while
50: *> the diagonal and subdiagonal of A are overwritten by those of T.
51: *>
52: *> \endverbatim
53: *
54: * Arguments:
55: * ==========
56: *
57: *> \param[in] UPLO
58: *> \verbatim
59: *> UPLO is CHARACTER*1
60: *> = 'U': Upper triangle of A is stored;
61: *> = 'L': Lower triangle of A is stored.
62: *> \endverbatim
63: *>
64: *> \param[in] J1
65: *> \verbatim
66: *> J1 is INTEGER
67: *> The location of the first row, or column, of the panel
68: *> within the submatrix of A, passed to this routine, e.g.,
69: *> when called by DSYTRF_AA, for the first panel, J1 is 1,
70: *> while for the remaining panels, J1 is 2.
71: *> \endverbatim
72: *>
73: *> \param[in] M
74: *> \verbatim
75: *> M is INTEGER
76: *> The dimension of the submatrix. M >= 0.
77: *> \endverbatim
78: *>
79: *> \param[in] NB
80: *> \verbatim
81: *> NB is INTEGER
82: *> The dimension of the panel to be facotorized.
83: *> \endverbatim
84: *>
85: *> \param[in,out] A
86: *> \verbatim
87: *> A is DOUBLE PRECISION array, dimension (LDA,M) for
88: *> the first panel, while dimension (LDA,M+1) for the
89: *> remaining panels.
90: *>
91: *> On entry, A contains the last row, or column, of
92: *> the previous panel, and the trailing submatrix of A
93: *> to be factorized, except for the first panel, only
94: *> the panel is passed.
95: *>
96: *> On exit, the leading panel is factorized.
97: *> \endverbatim
98: *>
99: *> \param[in] LDA
100: *> \verbatim
101: *> LDA is INTEGER
102: *> The leading dimension of the array A. LDA >= max(1,N).
103: *> \endverbatim
104: *>
105: *> \param[out] IPIV
106: *> \verbatim
107: *> IPIV is INTEGER array, dimension (N)
108: *> Details of the row and column interchanges,
109: *> the row and column k were interchanged with the row and
110: *> column IPIV(k).
111: *> \endverbatim
112: *>
113: *> \param[in,out] H
114: *> \verbatim
115: *> H is DOUBLE PRECISION workspace, dimension (LDH,NB).
116: *>
117: *> \endverbatim
118: *>
119: *> \param[in] LDH
120: *> \verbatim
121: *> LDH is INTEGER
122: *> The leading dimension of the workspace H. LDH >= max(1,M).
123: *> \endverbatim
124: *>
125: *> \param[out] WORK
126: *> \verbatim
127: *> WORK is DOUBLE PRECISION workspace, dimension (M).
128: *> \endverbatim
129: *>
130: *> \param[out] INFO
131: *> \verbatim
132: *> INFO is INTEGER
133: *> = 0: successful exit
134: *> < 0: if INFO = -i, the i-th argument had an illegal value
135: *> > 0: if INFO = i, D(i,i) is exactly zero. The factorization
136: *> has been completed, but the block diagonal matrix D is
137: *> exactly singular, and division by zero will occur if it
138: *> is used to solve a system of equations.
139: *> \endverbatim
140: *
141: * Authors:
142: * ========
143: *
144: *> \author Univ. of Tennessee
145: *> \author Univ. of California Berkeley
146: *> \author Univ. of Colorado Denver
147: *> \author NAG Ltd.
148: *
149: *> \date December 2016
150: *
151: *> \ingroup doubleSYcomputational
152: *
153: * =====================================================================
154: SUBROUTINE DLASYF_AA( UPLO, J1, M, NB, A, LDA, IPIV,
155: $ H, LDH, WORK, INFO )
156: *
157: * -- LAPACK computational routine (version 3.7.0) --
158: * -- LAPACK is a software package provided by Univ. of Tennessee, --
159: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
160: * December 2016
161: *
162: IMPLICIT NONE
163: *
164: * .. Scalar Arguments ..
165: CHARACTER UPLO
166: INTEGER M, NB, J1, LDA, LDH, INFO
167: * ..
168: * .. Array Arguments ..
169: INTEGER IPIV( * )
170: DOUBLE PRECISION A( LDA, * ), H( LDH, * ), WORK( * )
171: * ..
172: *
173: * =====================================================================
174: * .. Parameters ..
175: DOUBLE PRECISION ZERO, ONE
176: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
177: *
178: * .. Local Scalars ..
179: INTEGER J, K, K1, I1, I2
180: DOUBLE PRECISION PIV, ALPHA
181: * ..
182: * .. External Functions ..
183: LOGICAL LSAME
184: INTEGER IDAMAX, ILAENV
185: EXTERNAL LSAME, ILAENV, IDAMAX
186: * ..
187: * .. External Subroutines ..
188: EXTERNAL XERBLA
189: * ..
190: * .. Intrinsic Functions ..
191: INTRINSIC MAX
192: * ..
193: * .. Executable Statements ..
194: *
195: INFO = 0
196: J = 1
197: *
198: * K1 is the first column of the panel to be factorized
199: * i.e., K1 is 2 for the first block column, and 1 for the rest of the blocks
200: *
201: K1 = (2-J1)+1
202: *
203: IF( LSAME( UPLO, 'U' ) ) THEN
204: *
205: * .....................................................
206: * Factorize A as U**T*D*U using the upper triangle of A
207: * .....................................................
208: *
209: 10 CONTINUE
210: IF ( J.GT.MIN(M, NB) )
211: $ GO TO 20
212: *
213: * K is the column to be factorized
214: * when being called from DSYTRF_AA,
215: * > for the first block column, J1 is 1, hence J1+J-1 is J,
216: * > for the rest of the columns, J1 is 2, and J1+J-1 is J+1,
217: *
218: K = J1+J-1
219: *
220: * H(J:N, J) := A(J, J:N) - H(J:N, 1:(J-1)) * L(J1:(J-1), J),
221: * where H(J:N, J) has been initialized to be A(J, J:N)
222: *
223: IF( K.GT.2 ) THEN
224: *
225: * K is the column to be factorized
226: * > for the first block column, K is J, skipping the first two
227: * columns
228: * > for the rest of the columns, K is J+1, skipping only the
229: * first column
230: *
231: CALL DGEMV( 'No transpose', M-J+1, J-K1,
232: $ -ONE, H( J, K1 ), LDH,
233: $ A( 1, J ), 1,
234: $ ONE, H( J, J ), 1 )
235: END IF
236: *
237: * Copy H(i:n, i) into WORK
238: *
239: CALL DCOPY( M-J+1, H( J, J ), 1, WORK( 1 ), 1 )
240: *
241: IF( J.GT.K1 ) THEN
242: *
243: * Compute WORK := WORK - L(J-1, J:N) * T(J-1,J),
244: * where A(J-1, J) stores T(J-1, J) and A(J-2, J:N) stores U(J-1, J:N)
245: *
246: ALPHA = -A( K-1, J )
247: CALL DAXPY( M-J+1, ALPHA, A( K-2, J ), LDA, WORK( 1 ), 1 )
248: END IF
249: *
250: * Set A(J, J) = T(J, J)
251: *
252: A( K, J ) = WORK( 1 )
253: *
254: IF( J.LT.M ) THEN
255: *
256: * Compute WORK(2:N) = T(J, J) L(J, (J+1):N)
257: * where A(J, J) stores T(J, J) and A(J-1, (J+1):N) stores U(J, (J+1):N)
258: *
259: IF( K.GT.1 ) THEN
260: ALPHA = -A( K, J )
261: CALL DAXPY( M-J, ALPHA, A( K-1, J+1 ), LDA,
262: $ WORK( 2 ), 1 )
263: ENDIF
264: *
265: * Find max(|WORK(2:n)|)
266: *
267: I2 = IDAMAX( M-J, WORK( 2 ), 1 ) + 1
268: PIV = WORK( I2 )
269: *
270: * Apply symmetric pivot
271: *
272: IF( (I2.NE.2) .AND. (PIV.NE.0) ) THEN
273: *
274: * Swap WORK(I1) and WORK(I2)
275: *
276: I1 = 2
277: WORK( I2 ) = WORK( I1 )
278: WORK( I1 ) = PIV
279: *
280: * Swap A(I1, I1+1:N) with A(I1+1:N, I2)
281: *
282: I1 = I1+J-1
283: I2 = I2+J-1
284: CALL DSWAP( I2-I1-1, A( J1+I1-1, I1+1 ), LDA,
285: $ A( J1+I1, I2 ), 1 )
286: *
287: * Swap A(I1, I2+1:N) with A(I2, I2+1:N)
288: *
289: CALL DSWAP( M-I2, A( J1+I1-1, I2+1 ), LDA,
290: $ A( J1+I2-1, I2+1 ), LDA )
291: *
292: * Swap A(I1, I1) with A(I2,I2)
293: *
294: PIV = A( I1+J1-1, I1 )
295: A( J1+I1-1, I1 ) = A( J1+I2-1, I2 )
296: A( J1+I2-1, I2 ) = PIV
297: *
298: * Swap H(I1, 1:J1) with H(I2, 1:J1)
299: *
300: CALL DSWAP( I1-1, H( I1, 1 ), LDH, H( I2, 1 ), LDH )
301: IPIV( I1 ) = I2
302: *
303: IF( I1.GT.(K1-1) ) THEN
304: *
305: * Swap L(1:I1-1, I1) with L(1:I1-1, I2),
306: * skipping the first column
307: *
308: CALL DSWAP( I1-K1+1, A( 1, I1 ), 1,
309: $ A( 1, I2 ), 1 )
310: END IF
311: ELSE
312: IPIV( J+1 ) = J+1
313: ENDIF
314: *
315: * Set A(J, J+1) = T(J, J+1)
316: *
317: A( K, J+1 ) = WORK( 2 )
318: IF( (A( K, J ).EQ.ZERO ) .AND.
319: $ ( (J.EQ.M) .OR. (A( K, J+1 ).EQ.ZERO))) THEN
320: IF(INFO .EQ. 0) THEN
321: INFO = J
322: ENDIF
323: END IF
324: *
325: IF( J.LT.NB ) THEN
326: *
327: * Copy A(J+1:N, J+1) into H(J:N, J),
328: *
329: CALL DCOPY( M-J, A( K+1, J+1 ), LDA,
330: $ H( J+1, J+1 ), 1 )
331: END IF
332: *
333: * Compute L(J+2, J+1) = WORK( 3:N ) / T(J, J+1),
334: * where A(J, J+1) = T(J, J+1) and A(J+2:N, J) = L(J+2:N, J+1)
335: *
336: IF( A( K, J+1 ).NE.ZERO ) THEN
337: ALPHA = ONE / A( K, J+1 )
338: CALL DCOPY( M-J-1, WORK( 3 ), 1, A( K, J+2 ), LDA )
339: CALL DSCAL( M-J-1, ALPHA, A( K, J+2 ), LDA )
340: ELSE
341: CALL DLASET( 'Full', 1, M-J-1, ZERO, ZERO,
342: $ A( K, J+2 ), LDA)
343: END IF
344: ELSE
345: IF( (A( K, J ).EQ.ZERO) .AND. (INFO.EQ.0) ) THEN
346: INFO = J
347: END IF
348: END IF
349: J = J + 1
350: GO TO 10
351: 20 CONTINUE
352: *
353: ELSE
354: *
355: * .....................................................
356: * Factorize A as L*D*L**T using the lower triangle of A
357: * .....................................................
358: *
359: 30 CONTINUE
360: IF( J.GT.MIN( M, NB ) )
361: $ GO TO 40
362: *
363: * K is the column to be factorized
364: * when being called from DSYTRF_AA,
365: * > for the first block column, J1 is 1, hence J1+J-1 is J,
366: * > for the rest of the columns, J1 is 2, and J1+J-1 is J+1,
367: *
368: K = J1+J-1
369: *
370: * H(J:N, J) := A(J:N, J) - H(J:N, 1:(J-1)) * L(J, J1:(J-1))^T,
371: * where H(J:N, J) has been initialized to be A(J:N, J)
372: *
373: IF( K.GT.2 ) THEN
374: *
375: * K is the column to be factorized
376: * > for the first block column, K is J, skipping the first two
377: * columns
378: * > for the rest of the columns, K is J+1, skipping only the
379: * first column
380: *
381: CALL DGEMV( 'No transpose', M-J+1, J-K1,
382: $ -ONE, H( J, K1 ), LDH,
383: $ A( J, 1 ), LDA,
384: $ ONE, H( J, J ), 1 )
385: END IF
386: *
387: * Copy H(J:N, J) into WORK
388: *
389: CALL DCOPY( M-J+1, H( J, J ), 1, WORK( 1 ), 1 )
390: *
391: IF( J.GT.K1 ) THEN
392: *
393: * Compute WORK := WORK - L(J:N, J-1) * T(J-1,J),
394: * where A(J-1, J) = T(J-1, J) and A(J, J-2) = L(J, J-1)
395: *
396: ALPHA = -A( J, K-1 )
397: CALL DAXPY( M-J+1, ALPHA, A( J, K-2 ), 1, WORK( 1 ), 1 )
398: END IF
399: *
400: * Set A(J, J) = T(J, J)
401: *
402: A( J, K ) = WORK( 1 )
403: *
404: IF( J.LT.M ) THEN
405: *
406: * Compute WORK(2:N) = T(J, J) L((J+1):N, J)
407: * where A(J, J) = T(J, J) and A((J+1):N, J-1) = L((J+1):N, J)
408: *
409: IF( K.GT.1 ) THEN
410: ALPHA = -A( J, K )
411: CALL DAXPY( M-J, ALPHA, A( J+1, K-1 ), 1,
412: $ WORK( 2 ), 1 )
413: ENDIF
414: *
415: * Find max(|WORK(2:n)|)
416: *
417: I2 = IDAMAX( M-J, WORK( 2 ), 1 ) + 1
418: PIV = WORK( I2 )
419: *
420: * Apply symmetric pivot
421: *
422: IF( (I2.NE.2) .AND. (PIV.NE.0) ) THEN
423: *
424: * Swap WORK(I1) and WORK(I2)
425: *
426: I1 = 2
427: WORK( I2 ) = WORK( I1 )
428: WORK( I1 ) = PIV
429: *
430: * Swap A(I1+1:N, I1) with A(I2, I1+1:N)
431: *
432: I1 = I1+J-1
433: I2 = I2+J-1
434: CALL DSWAP( I2-I1-1, A( I1+1, J1+I1-1 ), 1,
435: $ A( I2, J1+I1 ), LDA )
436: *
437: * Swap A(I2+1:N, I1) with A(I2+1:N, I2)
438: *
439: CALL DSWAP( M-I2, A( I2+1, J1+I1-1 ), 1,
440: $ A( I2+1, J1+I2-1 ), 1 )
441: *
442: * Swap A(I1, I1) with A(I2, I2)
443: *
444: PIV = A( I1, J1+I1-1 )
445: A( I1, J1+I1-1 ) = A( I2, J1+I2-1 )
446: A( I2, J1+I2-1 ) = PIV
447: *
448: * Swap H(I1, I1:J1) with H(I2, I2:J1)
449: *
450: CALL DSWAP( I1-1, H( I1, 1 ), LDH, H( I2, 1 ), LDH )
451: IPIV( I1 ) = I2
452: *
453: IF( I1.GT.(K1-1) ) THEN
454: *
455: * Swap L(1:I1-1, I1) with L(1:I1-1, I2),
456: * skipping the first column
457: *
458: CALL DSWAP( I1-K1+1, A( I1, 1 ), LDA,
459: $ A( I2, 1 ), LDA )
460: END IF
461: ELSE
462: IPIV( J+1 ) = J+1
463: ENDIF
464: *
465: * Set A(J+1, J) = T(J+1, J)
466: *
467: A( J+1, K ) = WORK( 2 )
468: IF( (A( J, K ).EQ.ZERO) .AND.
469: $ ( (J.EQ.M) .OR. (A( J+1, K ).EQ.ZERO)) ) THEN
470: IF (INFO .EQ. 0)
471: $ INFO = J
472: END IF
473: *
474: IF( J.LT.NB ) THEN
475: *
476: * Copy A(J+1:N, J+1) into H(J+1:N, J),
477: *
478: CALL DCOPY( M-J, A( J+1, K+1 ), 1,
479: $ H( J+1, J+1 ), 1 )
480: END IF
481: *
482: * Compute L(J+2, J+1) = WORK( 3:N ) / T(J, J+1),
483: * where A(J, J+1) = T(J, J+1) and A(J+2:N, J) = L(J+2:N, J+1)
484: *
485: IF( A( J+1, K ).NE.ZERO ) THEN
486: ALPHA = ONE / A( J+1, K )
487: CALL DCOPY( M-J-1, WORK( 3 ), 1, A( J+2, K ), 1 )
488: CALL DSCAL( M-J-1, ALPHA, A( J+2, K ), 1 )
489: ELSE
490: CALL DLASET( 'Full', M-J-1, 1, ZERO, ZERO,
491: $ A( J+2, K ), LDA )
492: END IF
493: ELSE
494: IF( (A( J, K ).EQ.ZERO) .AND. (INFO.EQ.0) ) THEN
495: INFO = J
496: END IF
497: END IF
498: J = J + 1
499: GO TO 30
500: 40 CONTINUE
501: END IF
502: RETURN
503: *
504: * End of DLASYF_AA
505: *
506: END
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