--- rpl/lapack/lapack/zlasyf.f 2012/12/14 14:22:52 1.13 +++ rpl/lapack/lapack/zlasyf.f 2014/01/27 09:24:36 1.14 @@ -1,25 +1,25 @@ -*> \brief \b ZLASYF computes a partial factorization of a complex symmetric matrix, using the diagonal pivoting method. +*> \brief \b ZLASYF computes a partial factorization of a complex symmetric matrix using the Bunch-Kaufman diagonal pivoting method. * * =========== DOCUMENTATION =========== * -* Online html documentation available at -* http://www.netlib.org/lapack/explore-html/ +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ * *> \htmlonly -*> Download ZLASYF + dependencies -*> -*> [TGZ] -*> -*> [ZIP] -*> +*> Download ZLASYF + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> *> [TXT] -*> \endhtmlonly +*> \endhtmlonly * * Definition: * =========== * * SUBROUTINE ZLASYF( UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO ) -* +* * .. Scalar Arguments .. * CHARACTER UPLO * INTEGER INFO, KB, LDA, LDW, N, NB @@ -28,7 +28,7 @@ * INTEGER IPIV( * ) * COMPLEX*16 A( LDA, * ), W( LDW, * ) * .. -* +* * *> \par Purpose: * ============= @@ -110,16 +110,26 @@ *> \verbatim *> IPIV is 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. +*> If UPLO = 'U': +*> Only the last KB elements of IPIV 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 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': +*> Only the first KB elements of IPIV 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 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. *> \endverbatim *> *> \param[out] W @@ -145,22 +155,32 @@ * Authors: * ======== * -*> \author Univ. of Tennessee -*> \author Univ. of California Berkeley -*> \author Univ. of Colorado Denver -*> \author NAG Ltd. +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. * -*> \date September 2012 +*> \date November 2013 * *> \ingroup complex16SYcomputational * +*> \par Contributors: +* ================== +*> +*> \verbatim +*> +*> November 2013, Igor Kozachenko, +*> Computer Science Division, +*> University of California, Berkeley +*> \endverbatim +* * ===================================================================== SUBROUTINE ZLASYF( UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO ) * -* -- LAPACK computational routine (version 3.4.2) -- +* -- LAPACK computational routine (version 3.5.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- -* September 2012 +* November 2013 * * .. Scalar Arguments .. CHARACTER UPLO @@ -246,7 +266,7 @@ ABSAKK = CABS1( 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 = IZAMAX( K-1, W( 1, KW ), 1 ) @@ -257,7 +277,7 @@ * IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN * -* Column K is zero: set INFO and continue +* Column K is zero or underflow: set INFO and continue * IF( INFO.EQ.0 ) $ INFO = K @@ -302,7 +322,7 @@ * KP = IMAX * -* copy column KW-1 of W to column KW +* copy column KW-1 of W to column KW of W * CALL ZCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 1 ) ELSE @@ -315,59 +335,117 @@ END IF END IF * +* ============================================================ +* +* KK is the column of A where pivoting step stopped +* KK = K - KSTEP + 1 +* +* KKW is the column of W which corresponds to column KK of A +* KKW = NB + KK - N * -* Updated column KP is already stored in column KKW of W +* Interchange rows and columns KP and KK. +* Updated column KP is already stored in column KKW of W. * IF( KP.NE.KK ) THEN * -* Copy non-updated column KK to column KP +* Copy non-updated column KK to column KP of submatrix A +* at step K. No need to copy element into column K +* (or K and K-1 for 2-by-2 pivot) of A, since these columns +* will be later overwritten. * - A( KP, K ) = A( KK, K ) - CALL ZCOPY( K-1-KP, A( KP+1, KK ), 1, A( KP, KP+1 ), + A( KP, KP ) = A( KK, KK ) + CALL ZCOPY( KK-1-KP, A( KP+1, KK ), 1, A( KP, KP+1 ), $ LDA ) - CALL ZCOPY( KP, A( 1, KK ), 1, A( 1, KP ), 1 ) + IF( KP.GT.1 ) + $ CALL ZCOPY( KP-1, A( 1, KK ), 1, A( 1, KP ), 1 ) * -* Interchange rows KK and KP in last KK columns of A and W +* Interchange rows KK and KP in last K+1 to N columns of A +* (columns K (or K and K-1 for 2-by-2 pivot) of A will be +* later overwritten). Interchange rows KK and KP +* in last KKW to NB columns of W. * - CALL ZSWAP( N-KK+1, A( KK, KK ), LDA, A( KP, KK ), LDA ) + IF( K.LT.N ) + $ CALL ZSWAP( N-K, A( KK, K+1 ), LDA, A( KP, K+1 ), + $ LDA ) CALL ZSWAP( 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 +* 1-by-1 pivot block D(k): column kw of W now holds * -* W(k) = U(k)*D(k) +* W(kw) = U(k)*D(k), * * where U(k) is the k-th column of U * -* Store U(k) in column k of A +* Store subdiag. elements of column U(k) +* and 1-by-1 block D(k) in column k of A. +* NOTE: Diagonal element U(k,k) is a UNIT element +* and not stored. +* A(k,k) := D(k,k) = W(k,kw) +* A(1:k-1,k) := U(1:k-1,k) = W(1:k-1,kw)/D(k,k) * CALL ZCOPY( K, W( 1, KW ), 1, A( 1, K ), 1 ) R1 = CONE / A( K, K ) CALL ZSCAL( K-1, R1, A( 1, K ), 1 ) +* ELSE * -* 2-by-2 pivot block D(k): columns KW and KW-1 of W now -* hold +* 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) +* ( W(kw-1) W(kw) ) = ( 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 * +* Store U(1:k-2,k-1) and U(1:k-2,k) and 2-by-2 +* block D(k-1:k,k-1:k) in columns k-1 and k of A. +* NOTE: 2-by-2 diagonal block U(k-1:k,k-1:k) is a UNIT +* block and not stored. +* A(k-1:k,k-1:k) := D(k-1:k,k-1:k) = W(k-1:k,kw-1:kw) +* A(1:k-2,k-1:k) := U(1:k-2,k:k-1:k) = +* = W(1:k-2,kw-1:kw) * ( D(k-1:k,k-1:k)**(-1) ) +* IF( K.GT.2 ) THEN * -* Store U(k) and U(k-1) in columns k and k-1 of A +* Compose the columns of the inverse of 2-by-2 pivot +* block D in the following way to reduce the number +* of FLOPS when we myltiply panel ( W(kw-1) W(kw) ) by +* this inverse +* +* D**(-1) = ( d11 d21 )**(-1) = +* ( d21 d22 ) +* +* = 1/(d11*d22-d21**2) * ( ( d22 ) (-d21 ) ) = +* ( (-d21 ) ( d11 ) ) +* +* = 1/d21 * 1/((d11/d21)*(d22/d21)-1) * +* +* * ( ( d22/d21 ) ( -1 ) ) = +* ( ( -1 ) ( d11/d21 ) ) +* +* = 1/d21 * 1/(D22*D11-1) * ( ( D11 ) ( -1 ) ) = +* ( ( -1 ) ( D22 ) ) +* +* = 1/d21 * T * ( ( D11 ) ( -1 ) ) +* ( ( -1 ) ( D22 ) ) +* +* = D21 * ( ( D11 ) ( -1 ) ) +* ( ( -1 ) ( D22 ) ) * D21 = W( K-1, KW ) D11 = W( K, KW ) / D21 D22 = W( K-1, KW-1 ) / D21 T = CONE / ( D11*D22-CONE ) D21 = T / D21 +* +* Update elements in columns A(k-1) and A(k) as +* dot products of rows of ( W(kw-1) W(kw) ) and columns +* of D**(-1) +* 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 ) ) @@ -379,7 +457,9 @@ 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 @@ -423,20 +503,28 @@ 50 CONTINUE * * Put U12 in standard form by partially undoing the interchanges -* in columns k+1:n +* in columns k+1:n looping backwards from k+1 to n * J = K + 1 60 CONTINUE - JJ = J - JP = IPIV( J ) - IF( JP.LT.0 ) THEN - JP = -JP +* +* Undo the interchanges (if any) of rows JJ and JP at each +* step J +* +* (Here, J is a diagonal index) + JJ = J + JP = IPIV( J ) + IF( JP.LT.0 ) THEN + JP = -JP +* (Here, J is a diagonal index) + J = J + 1 + END IF +* (NOTE: Here, J is used to determine row length. Length N-J+1 +* of the rows to swap back doesn't include diagonal element) J = J + 1 - END IF - J = J + 1 - IF( JP.NE.JJ .AND. J.LE.N ) - $ CALL ZSWAP( N-J+1, A( JP, J ), LDA, A( JJ, J ), LDA ) - IF( J.LE.N ) + IF( JP.NE.JJ .AND. J.LE.N ) + $ CALL ZSWAP( N-J+1, A( JP, J ), LDA, A( JJ, J ), LDA ) + IF( J.LT.N ) $ GO TO 60 * * Set KB to the number of columns factorized @@ -473,7 +561,7 @@ ABSAKK = CABS1( 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 + IZAMAX( N-K, W( K+1, K ), 1 ) @@ -484,7 +572,7 @@ * IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN * -* Column K is zero: set INFO and continue +* Column K is zero or underflow: set INFO and continue * IF( INFO.EQ.0 ) $ INFO = K @@ -528,7 +616,7 @@ * KP = IMAX * -* copy column K+1 of W to column K +* copy column K+1 of W to column K of W * CALL ZCOPY( N-K+1, W( K, K+1 ), 1, W( K, K ), 1 ) ELSE @@ -541,21 +629,35 @@ END IF END IF * +* ============================================================ +* +* KK is the column of A where pivoting step stopped +* KK = K + KSTEP - 1 * -* Updated column KP is already stored in column KK of W +* Interchange rows and columns KP and KK. +* Updated column KP is already stored in column KK of W. * IF( KP.NE.KK ) THEN * -* Copy non-updated column KK to column KP +* Copy non-updated column KK to column KP of submatrix A +* at step K. No need to copy element into column K +* (or K and K+1 for 2-by-2 pivot) of A, since these columns +* will be later overwritten. * - A( KP, K ) = A( KK, K ) - CALL ZCOPY( KP-K-1, A( K+1, KK ), 1, A( KP, K+1 ), LDA ) - CALL ZCOPY( N-KP+1, A( KP, KK ), 1, A( KP, KP ), 1 ) + A( KP, KP ) = A( KK, KK ) + CALL ZCOPY( KP-KK-1, A( KK+1, KK ), 1, A( KP, KK+1 ), + $ LDA ) + IF( KP.LT.N ) + $ CALL ZCOPY( N-KP, A( KP+1, KK ), 1, A( KP+1, KP ), 1 ) * -* Interchange rows KK and KP in first KK columns of A and W +* Interchange rows KK and KP in first K-1 columns of A +* (columns K (or K and K+1 for 2-by-2 pivot) of A will be +* later overwritten). Interchange rows KK and KP +* in first KK columns of W. * - CALL ZSWAP( KK, A( KK, 1 ), LDA, A( KP, 1 ), LDA ) + IF( K.GT.1 ) + $ CALL ZSWAP( K-1, A( KK, 1 ), LDA, A( KP, 1 ), LDA ) CALL ZSWAP( KK, W( KK, 1 ), LDW, W( KP, 1 ), LDW ) END IF * @@ -563,17 +665,23 @@ * * 1-by-1 pivot block D(k): column k of W now holds * -* W(k) = L(k)*D(k) +* W(k) = L(k)*D(k), * * where L(k) is the k-th column of L * -* Store L(k) in column k of A +* Store subdiag. elements of column L(k) +* and 1-by-1 block D(k) in column k of A. +* (NOTE: Diagonal element L(k,k) is a UNIT element +* and not stored) +* A(k,k) := D(k,k) = W(k,k) +* A(k+1:N,k) := L(k+1:N,k) = W(k+1:N,k)/D(k,k) * CALL ZCOPY( N-K+1, W( K, K ), 1, A( K, K ), 1 ) IF( K.LT.N ) THEN R1 = CONE / A( K, K ) CALL ZSCAL( 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 @@ -583,15 +691,51 @@ * where L(k) and L(k+1) are the k-th and (k+1)-th columns * of L * +* Store L(k+2:N,k) and L(k+2:N,k+1) and 2-by-2 +* block D(k:k+1,k:k+1) in columns k and k+1 of A. +* (NOTE: 2-by-2 diagonal block L(k:k+1,k:k+1) is a UNIT +* block and not stored) +* A(k:k+1,k:k+1) := D(k:k+1,k:k+1) = W(k:k+1,k:k+1) +* A(k+2:N,k:k+1) := L(k+2:N,k:k+1) = +* = W(k+2:N,k:k+1) * ( D(k:k+1,k:k+1)**(-1) ) +* IF( K.LT.N-1 ) THEN * -* Store L(k) and L(k+1) in columns k and k+1 of A +* Compose the columns of the inverse of 2-by-2 pivot +* block D in the following way to reduce the number +* of FLOPS when we myltiply panel ( W(k) W(k+1) ) by +* this inverse +* +* D**(-1) = ( d11 d21 )**(-1) = +* ( d21 d22 ) +* +* = 1/(d11*d22-d21**2) * ( ( d22 ) (-d21 ) ) = +* ( (-d21 ) ( d11 ) ) +* +* = 1/d21 * 1/((d11/d21)*(d22/d21)-1) * +* +* * ( ( d22/d21 ) ( -1 ) ) = +* ( ( -1 ) ( d11/d21 ) ) +* +* = 1/d21 * 1/(D22*D11-1) * ( ( D11 ) ( -1 ) ) = +* ( ( -1 ) ( D22 ) ) +* +* = 1/d21 * T * ( ( D11 ) ( -1 ) ) +* ( ( -1 ) ( D22 ) ) +* +* = D21 * ( ( D11 ) ( -1 ) ) +* ( ( -1 ) ( D22 ) ) * D21 = W( K+1, K ) D11 = W( K+1, K+1 ) / D21 D22 = W( K, K ) / D21 T = CONE / ( D11*D22-CONE ) D21 = T / D21 +* +* Update elements in columns A(k) and A(k+1) as +* dot products of rows of ( W(k) W(k+1) ) and columns +* of D**(-1) +* 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 ) ) @@ -603,7 +747,9 @@ 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 @@ -648,20 +794,28 @@ 110 CONTINUE * * Put L21 in standard form by partially undoing the interchanges -* in columns 1:k-1 +* of rows in columns 1:k-1 looping backwards from k-1 to 1 * J = K - 1 120 CONTINUE - JJ = J - JP = IPIV( J ) - IF( JP.LT.0 ) THEN - JP = -JP +* +* Undo the interchanges (if any) of rows JJ and JP at each +* step J +* +* (Here, J is a diagonal index) + JJ = J + JP = IPIV( J ) + IF( JP.LT.0 ) THEN + JP = -JP +* (Here, J is a diagonal index) + J = J - 1 + END IF +* (NOTE: Here, J is used to determine row length. Length J +* of the rows to swap back doesn't include diagonal element) J = J - 1 - END IF - J = J - 1 - IF( JP.NE.JJ .AND. J.GE.1 ) - $ CALL ZSWAP( J, A( JP, 1 ), LDA, A( JJ, 1 ), LDA ) - IF( J.GE.1 ) + IF( JP.NE.JJ .AND. J.GE.1 ) + $ CALL ZSWAP( J, A( JP, 1 ), LDA, A( JJ, 1 ), LDA ) + IF( J.GT.1 ) $ GO TO 120 * * Set KB to the number of columns factorized