You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
361 lines
11 KiB
361 lines
11 KiB
2 years ago
|
*> \brief \b SSYTRF
|
||
|
*
|
||
|
* =========== DOCUMENTATION ===========
|
||
|
*
|
||
|
* Online html documentation available at
|
||
|
* http://www.netlib.org/lapack/explore-html/
|
||
|
*
|
||
|
*> \htmlonly
|
||
|
*> Download SSYTRF + dependencies
|
||
|
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/ssytrf.f">
|
||
|
*> [TGZ]</a>
|
||
|
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/ssytrf.f">
|
||
|
*> [ZIP]</a>
|
||
|
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/ssytrf.f">
|
||
|
*> [TXT]</a>
|
||
|
*> \endhtmlonly
|
||
|
*
|
||
|
* Definition:
|
||
|
* ===========
|
||
|
*
|
||
|
* SUBROUTINE SSYTRF( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
|
||
|
*
|
||
|
* .. Scalar Arguments ..
|
||
|
* CHARACTER UPLO
|
||
|
* INTEGER INFO, LDA, LWORK, N
|
||
|
* ..
|
||
|
* .. Array Arguments ..
|
||
|
* INTEGER IPIV( * )
|
||
|
* REAL A( LDA, * ), WORK( * )
|
||
|
* ..
|
||
|
*
|
||
|
*
|
||
|
*> \par Purpose:
|
||
|
* =============
|
||
|
*>
|
||
|
*> \verbatim
|
||
|
*>
|
||
|
*> SSYTRF computes the factorization of a real symmetric matrix A using
|
||
|
*> the Bunch-Kaufman diagonal pivoting method. The form of the
|
||
|
*> factorization is
|
||
|
*>
|
||
|
*> A = U**T*D*U or A = L*D*L**T
|
||
|
*>
|
||
|
*> where U (or L) is a product of permutation and unit upper (lower)
|
||
|
*> triangular matrices, and D is symmetric and block diagonal with
|
||
|
*> 1-by-1 and 2-by-2 diagonal blocks.
|
||
|
*>
|
||
|
*> This is the blocked version of the algorithm, calling Level 3 BLAS.
|
||
|
*> \endverbatim
|
||
|
*
|
||
|
* Arguments:
|
||
|
* ==========
|
||
|
*
|
||
|
*> \param[in] UPLO
|
||
|
*> \verbatim
|
||
|
*> UPLO is CHARACTER*1
|
||
|
*> = 'U': Upper triangle of A is stored;
|
||
|
*> = 'L': Lower triangle of A is stored.
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[in] N
|
||
|
*> \verbatim
|
||
|
*> N is INTEGER
|
||
|
*> The order of the matrix A. N >= 0.
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[in,out] A
|
||
|
*> \verbatim
|
||
|
*> A is REAL 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).
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[in] LDA
|
||
|
*> \verbatim
|
||
|
*> LDA is INTEGER
|
||
|
*> The leading dimension of the array A. LDA >= max(1,N).
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[out] IPIV
|
||
|
*> \verbatim
|
||
|
*> IPIV is 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.
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[out] WORK
|
||
|
*> \verbatim
|
||
|
*> WORK is REAL array, dimension (MAX(1,LWORK))
|
||
|
*> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[in] LWORK
|
||
|
*> \verbatim
|
||
|
*> LWORK is INTEGER
|
||
|
*> The length of WORK. LWORK >=1. For best performance
|
||
|
*> LWORK >= N*NB, where NB is the block size returned by ILAENV.
|
||
|
*>
|
||
|
*> If LWORK = -1, then a workspace query is assumed; the routine
|
||
|
*> only calculates the optimal size of the WORK array, returns
|
||
|
*> this value as the first entry of the WORK array, and no error
|
||
|
*> message related to LWORK is issued by XERBLA.
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[out] INFO
|
||
|
*> \verbatim
|
||
|
*> INFO is INTEGER
|
||
|
*> = 0: successful exit
|
||
|
*> < 0: if INFO = -i, the i-th argument had an illegal value
|
||
|
*> > 0: if INFO = i, D(i,i) 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.
|
||
|
*> \endverbatim
|
||
|
*
|
||
|
* Authors:
|
||
|
* ========
|
||
|
*
|
||
|
*> \author Univ. of Tennessee
|
||
|
*> \author Univ. of California Berkeley
|
||
|
*> \author Univ. of Colorado Denver
|
||
|
*> \author NAG Ltd.
|
||
|
*
|
||
|
*> \ingroup realSYcomputational
|
||
|
*
|
||
|
*> \par Further Details:
|
||
|
* =====================
|
||
|
*>
|
||
|
*> \verbatim
|
||
|
*>
|
||
|
*> If UPLO = 'U', then A = U**T*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**T, 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).
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
* =====================================================================
|
||
|
SUBROUTINE SSYTRF( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
|
||
|
*
|
||
|
* -- LAPACK computational routine --
|
||
|
* -- LAPACK is a software package provided by Univ. of Tennessee, --
|
||
|
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
||
|
*
|
||
|
* .. Scalar Arguments ..
|
||
|
CHARACTER UPLO
|
||
|
INTEGER INFO, LDA, LWORK, N
|
||
|
* ..
|
||
|
* .. Array Arguments ..
|
||
|
INTEGER IPIV( * )
|
||
|
REAL A( LDA, * ), WORK( * )
|
||
|
* ..
|
||
|
*
|
||
|
* =====================================================================
|
||
|
*
|
||
|
* .. Local Scalars ..
|
||
|
LOGICAL LQUERY, UPPER
|
||
|
INTEGER IINFO, IWS, J, K, KB, LDWORK, LWKOPT, NB, NBMIN
|
||
|
* ..
|
||
|
* .. External Functions ..
|
||
|
LOGICAL LSAME
|
||
|
INTEGER ILAENV
|
||
|
EXTERNAL LSAME, ILAENV
|
||
|
* ..
|
||
|
* .. External Subroutines ..
|
||
|
EXTERNAL SLASYF, SSYTF2, XERBLA
|
||
|
* ..
|
||
|
* .. Intrinsic Functions ..
|
||
|
INTRINSIC MAX
|
||
|
* ..
|
||
|
* .. Executable Statements ..
|
||
|
*
|
||
|
* Test the input parameters.
|
||
|
*
|
||
|
INFO = 0
|
||
|
UPPER = LSAME( UPLO, 'U' )
|
||
|
LQUERY = ( LWORK.EQ.-1 )
|
||
|
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
|
||
|
ELSE IF( LWORK.LT.1 .AND. .NOT.LQUERY ) THEN
|
||
|
INFO = -7
|
||
|
END IF
|
||
|
*
|
||
|
IF( INFO.EQ.0 ) THEN
|
||
|
*
|
||
|
* Determine the block size
|
||
|
*
|
||
|
NB = ILAENV( 1, 'SSYTRF', UPLO, N, -1, -1, -1 )
|
||
|
LWKOPT = N*NB
|
||
|
WORK( 1 ) = LWKOPT
|
||
|
END IF
|
||
|
*
|
||
|
IF( INFO.NE.0 ) THEN
|
||
|
CALL XERBLA( 'SSYTRF', -INFO )
|
||
|
RETURN
|
||
|
ELSE IF( LQUERY ) THEN
|
||
|
RETURN
|
||
|
END IF
|
||
|
*
|
||
|
NBMIN = 2
|
||
|
LDWORK = N
|
||
|
IF( NB.GT.1 .AND. NB.LT.N ) THEN
|
||
|
IWS = LDWORK*NB
|
||
|
IF( LWORK.LT.IWS ) THEN
|
||
|
NB = MAX( LWORK / LDWORK, 1 )
|
||
|
NBMIN = MAX( 2, ILAENV( 2, 'SSYTRF', UPLO, N, -1, -1, -1 ) )
|
||
|
END IF
|
||
|
ELSE
|
||
|
IWS = 1
|
||
|
END IF
|
||
|
IF( NB.LT.NBMIN )
|
||
|
$ NB = N
|
||
|
*
|
||
|
IF( UPPER ) THEN
|
||
|
*
|
||
|
* Factorize A as U**T*D*U using the upper triangle of A
|
||
|
*
|
||
|
* K is the main loop index, decreasing from N to 1 in steps of
|
||
|
* KB, where KB is the number of columns factorized by SLASYF;
|
||
|
* KB is either NB or NB-1, or K for the last block
|
||
|
*
|
||
|
K = N
|
||
|
10 CONTINUE
|
||
|
*
|
||
|
* If K < 1, exit from loop
|
||
|
*
|
||
|
IF( K.LT.1 )
|
||
|
$ GO TO 40
|
||
|
*
|
||
|
IF( K.GT.NB ) THEN
|
||
|
*
|
||
|
* Factorize columns k-kb+1:k of A and use blocked code to
|
||
|
* update columns 1:k-kb
|
||
|
*
|
||
|
CALL SLASYF( UPLO, K, NB, KB, A, LDA, IPIV, WORK, LDWORK,
|
||
|
$ IINFO )
|
||
|
ELSE
|
||
|
*
|
||
|
* Use unblocked code to factorize columns 1:k of A
|
||
|
*
|
||
|
CALL SSYTF2( UPLO, K, A, LDA, IPIV, IINFO )
|
||
|
KB = K
|
||
|
END IF
|
||
|
*
|
||
|
* Set INFO on the first occurrence of a zero pivot
|
||
|
*
|
||
|
IF( INFO.EQ.0 .AND. IINFO.GT.0 )
|
||
|
$ INFO = IINFO
|
||
|
*
|
||
|
* Decrease K and return to the start of the main loop
|
||
|
*
|
||
|
K = K - KB
|
||
|
GO TO 10
|
||
|
*
|
||
|
ELSE
|
||
|
*
|
||
|
* Factorize A as L*D*L**T using the lower triangle of A
|
||
|
*
|
||
|
* K is the main loop index, increasing from 1 to N in steps of
|
||
|
* KB, where KB is the number of columns factorized by SLASYF;
|
||
|
* KB is either NB or NB-1, or N-K+1 for the last block
|
||
|
*
|
||
|
K = 1
|
||
|
20 CONTINUE
|
||
|
*
|
||
|
* If K > N, exit from loop
|
||
|
*
|
||
|
IF( K.GT.N )
|
||
|
$ GO TO 40
|
||
|
*
|
||
|
IF( K.LE.N-NB ) THEN
|
||
|
*
|
||
|
* Factorize columns k:k+kb-1 of A and use blocked code to
|
||
|
* update columns k+kb:n
|
||
|
*
|
||
|
CALL SLASYF( UPLO, N-K+1, NB, KB, A( K, K ), LDA, IPIV( K ),
|
||
|
$ WORK, LDWORK, IINFO )
|
||
|
ELSE
|
||
|
*
|
||
|
* Use unblocked code to factorize columns k:n of A
|
||
|
*
|
||
|
CALL SSYTF2( UPLO, N-K+1, A( K, K ), LDA, IPIV( K ), IINFO )
|
||
|
KB = N - K + 1
|
||
|
END IF
|
||
|
*
|
||
|
* Set INFO on the first occurrence of a zero pivot
|
||
|
*
|
||
|
IF( INFO.EQ.0 .AND. IINFO.GT.0 )
|
||
|
$ INFO = IINFO + K - 1
|
||
|
*
|
||
|
* Adjust IPIV
|
||
|
*
|
||
|
DO 30 J = K, K + KB - 1
|
||
|
IF( IPIV( J ).GT.0 ) THEN
|
||
|
IPIV( J ) = IPIV( J ) + K - 1
|
||
|
ELSE
|
||
|
IPIV( J ) = IPIV( J ) - K + 1
|
||
|
END IF
|
||
|
30 CONTINUE
|
||
|
*
|
||
|
* Increase K and return to the start of the main loop
|
||
|
*
|
||
|
K = K + KB
|
||
|
GO TO 20
|
||
|
*
|
||
|
END IF
|
||
|
*
|
||
|
40 CONTINUE
|
||
|
WORK( 1 ) = LWKOPT
|
||
|
RETURN
|
||
|
*
|
||
|
* End of SSYTRF
|
||
|
*
|
||
|
END
|