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authorjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
committerjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
commitbaba851215b44ac3b60b9248eb02bcce7eb76247 (patch)
tree8c0f5c006875532a30d4409f5e94b0f310ff00a7 /SRC/dsytrf.f
Move LAPACK trunk into position.
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+ SUBROUTINE DSYTRF( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, LDA, LWORK, N
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * )
+ DOUBLE PRECISION A( LDA, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DSYTRF computes the factorization of a real symmetric matrix A using
+* the Bunch-Kaufman diagonal pivoting method. The form of the
+* factorization is
+*
+* A = U*D*U**T 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.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* = 'U': Upper triangle of A is stored;
+* = 'L': Lower triangle of A is stored.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* 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, the block diagonal matrix D and the multipliers used
+* to obtain the factor U or L (see below for further details).
+*
+* 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 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.
+*
+* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) 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.
+*
+* INFO (output) 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.
+*
+* Further Details
+* ===============
+*
+* If UPLO = 'U', then A = U*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', 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).
+*
+* =====================================================================
+*
+* .. 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 DLASYF, DSYTF2, 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, 'DSYTRF', UPLO, N, -1, -1, -1 )
+ LWKOPT = N*NB
+ WORK( 1 ) = LWKOPT
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DSYTRF', -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, 'DSYTRF', 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*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 DLASYF;
+* 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 DLASYF( UPLO, K, NB, KB, A, LDA, IPIV, WORK, LDWORK,
+ $ IINFO )
+ ELSE
+*
+* Use unblocked code to factorize columns 1:k of A
+*
+ CALL DSYTF2( 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' 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 DLASYF;
+* 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 DLASYF( 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 DSYTF2( 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 DSYTRF
+*
+ END