SUBROUTINE DLASYF( UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO )
*
* -- LAPACK routine (version 3.1) --
* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
* November 2006
*
* .. Scalar Arguments ..
CHARACTER UPLO
INTEGER INFO, KB, LDA, LDW, N, NB
* ..
* .. Array Arguments ..
INTEGER IPIV( * )
DOUBLE PRECISION A( LDA, * ), W( LDW, * )
* ..
*
* Purpose
* =======
*
* DLASYF computes a partial factorization of a real symmetric matrix A
* using the Bunch-Kaufman diagonal pivoting method. The partial
* factorization has the form:
*
* A = ( I U12 ) ( A11 0 ) ( I 0 ) if UPLO = 'U', or:
* ( 0 U22 ) ( 0 D ) ( U12' U22' )
*
* A = ( L11 0 ) ( D 0 ) ( L11' L21' ) if UPLO = 'L'
* ( L21 I ) ( 0 A22 ) ( 0 I )
*
* where the order of D is at most NB. The actual order is returned in
* the argument KB, and is either NB or NB-1, or N if N <= NB.
*
* DLASYF is an auxiliary routine called by DSYTRF. It uses blocked code
* (calling Level 3 BLAS) to update the submatrix A11 (if UPLO = 'U') or
* A22 (if UPLO = 'L').
*
* Arguments
* =========
*
* UPLO (input) CHARACTER*1
* Specifies whether the upper or lower triangular part of the
* symmetric matrix A is stored:
* = 'U': Upper triangular
* = 'L': Lower triangular
*
* N (input) INTEGER
* The order of the matrix A. N >= 0.
*
* NB (input) INTEGER
* The maximum number of columns of the matrix A that should be
* factored. NB should be at least 2 to allow for 2-by-2 pivot
* blocks.
*
* KB (output) INTEGER
* The number of columns of A that were actually factored.
* KB is either NB-1 or NB, or N if N <= NB.
*
* 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, A contains details of the partial factorization.
*
* 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 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.
*
* W (workspace) DOUBLE PRECISION array, dimension (LDW,NB)
*
* LDW (input) INTEGER
* The leading dimension of the array W. LDW >= max(1,N).
*
* INFO (output) INTEGER
* = 0: successful exit
* > 0: if INFO = k, D(k,k) is exactly zero. The factorization
* has been completed, but the block diagonal matrix D is
* exactly singular.
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
DOUBLE PRECISION EIGHT, SEVTEN
PARAMETER ( EIGHT = 8.0D+0, SEVTEN = 17.0D+0 )
* ..
* .. Local Scalars ..
INTEGER IMAX, J, JB, JJ, JMAX, JP, K, KK, KKW, KP,
$ KSTEP, KW
DOUBLE PRECISION ABSAKK, ALPHA, COLMAX, D11, D21, D22, R1,
$ ROWMAX, T
* ..
* .. External Functions ..
LOGICAL LSAME
INTEGER IDAMAX
EXTERNAL LSAME, IDAMAX
* ..
* .. External Subroutines ..
EXTERNAL DCOPY, DGEMM, DGEMV, DSCAL, DSWAP
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, MAX, MIN, SQRT
* ..
* .. Executable Statements ..
*
INFO = 0
*
* Initialize ALPHA for use in choosing pivot block size.
*
ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT
*
IF( LSAME( UPLO, 'U' ) ) THEN
*
* Factorize the trailing columns of A using the upper triangle
* of A and working backwards, and compute the matrix W = U12*D
* for use in updating A11
*
* K is the main loop index, decreasing from N in steps of 1 or 2
*
* KW is the column of W which corresponds to column K of A
*
K = N
10 CONTINUE
KW = NB + K - N
*
* Exit from loop
*
IF( ( K.LE.N-NB+1 .AND. NB.LT.N ) .OR. K.LT.1 )
$ GO TO 30
*
* Copy column K of A to column KW of W and update it
*
CALL DCOPY( K, A( 1, K ), 1, W( 1, KW ), 1 )
IF( K.LT.N )
$ CALL DGEMV( 'No transpose', K, N-K, -ONE, A( 1, K+1 ), LDA,
$ W( K, KW+1 ), LDW, ONE, W( 1, KW ), 1 )
*
KSTEP = 1
*
* Determine rows and columns to be interchanged and whether
* a 1-by-1 or 2-by-2 pivot block will be used
*
ABSAKK = ABS( 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 = IDAMAX( K-1, W( 1, KW ), 1 )
COLMAX = ABS( W( IMAX, KW ) )
ELSE
COLMAX = ZERO
END IF
*
IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
*
* Column K is zero: set INFO and continue
*
IF( INFO.EQ.0 )
$ INFO = K
KP = K
ELSE
IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
*
* no interchange, use 1-by-1 pivot block
*
KP = K
ELSE
*
* Copy column IMAX to column KW-1 of W and update it
*
CALL DCOPY( IMAX, A( 1, IMAX ), 1, W( 1, KW-1 ), 1 )
CALL DCOPY( K-IMAX, A( IMAX, IMAX+1 ), LDA,
$ W( IMAX+1, KW-1 ), 1 )
IF( K.LT.N )
$ CALL DGEMV( 'No transpose', K, N-K, -ONE, A( 1, K+1 ),
$ LDA, W( IMAX, KW+1 ), LDW, ONE,
$ W( 1, KW-1 ), 1 )
*
* JMAX is the column-index of the largest off-diagonal
* element in row IMAX, and ROWMAX is its absolute value
*
JMAX = IMAX + IDAMAX( K-IMAX, W( IMAX+1, KW-1 ), 1 )
ROWMAX = ABS( W( JMAX, KW-1 ) )
IF( IMAX.GT.1 ) THEN
JMAX = IDAMAX( IMAX-1, W( 1, KW-1 ), 1 )
ROWMAX = MAX( ROWMAX, ABS( W( JMAX, KW-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, KW-1 ) ).GE.ALPHA*ROWMAX ) THEN
*
* interchange rows and columns K and IMAX, use 1-by-1
* pivot block
*
KP = IMAX
*
* copy column KW-1 of W to column KW
*
CALL DCOPY( K, W( 1, KW-1 ), 1, W( 1, KW ), 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
KKW = NB + KK - N
*
* Updated column KP is already stored in column KKW of W
*
IF( KP.NE.KK ) THEN
*
* Copy non-updated column KK to column KP
*
A( KP, K ) = A( KK, K )
CALL DCOPY( K-1-KP, A( KP+1, KK ), 1, A( KP, KP+1 ),
$ LDA )
CALL DCOPY( KP, A( 1, KK ), 1, A( 1, KP ), 1 )
*
* Interchange rows KK and KP in last KK columns of A and W
*
CALL DSWAP( N-KK+1, A( KK, KK ), LDA, A( KP, KK ), LDA )
CALL DSWAP( 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
*
* W(k) = U(k)*D(k)
*
* where U(k) is the k-th column of U
*
* Store U(k) in column k of A
*
CALL DCOPY( K, W( 1, KW ), 1, A( 1, K ), 1 )
R1 = ONE / A( K, K )
CALL DSCAL( K-1, R1, A( 1, K ), 1 )
ELSE
*
* 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)
*
* where U(k) and U(k-1) are the k-th and (k-1)-th columns
* of U
*
IF( K.GT.2 ) THEN
*
* Store U(k) and U(k-1) in columns k and k-1 of A
*
D21 = W( K-1, KW )
D11 = W( K, KW ) / D21
D22 = W( K-1, KW-1 ) / D21
T = ONE / ( D11*D22-ONE )
D21 = T / D21
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 ) )
20 CONTINUE
END IF
*
* Copy D(k) to A
*
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
*
IF( KSTEP.EQ.1 ) THEN
IPIV( K ) = KP
ELSE
IPIV( K ) = -KP
IPIV( K-1 ) = -KP
END IF
*
* Decrease K and return to the start of the main loop
*
K = K - KSTEP
GO TO 10
*
30 CONTINUE
*
* Update the upper triangle of A11 (= A(1:k,1:k)) as
*
* A11 := A11 - U12*D*U12' = A11 - U12*W'
*
* computing blocks of NB columns at a time
*
DO 50 J = ( ( K-1 ) / NB )*NB + 1, 1, -NB
JB = MIN( NB, K-J+1 )
*
* Update the upper triangle of the diagonal block
*
DO 40 JJ = J, J + JB - 1
CALL DGEMV( 'No transpose', JJ-J+1, N-K, -ONE,
$ A( J, K+1 ), LDA, W( JJ, KW+1 ), LDW, ONE,
$ A( J, JJ ), 1 )
40 CONTINUE
*
* Update the rectangular superdiagonal block
*
CALL DGEMM( 'No transpose', 'Transpose', J-1, JB, N-K, -ONE,
$ A( 1, K+1 ), LDA, W( J, KW+1 ), LDW, ONE,
$ A( 1, J ), LDA )
50 CONTINUE
*
* Put U12 in standard form by partially undoing the interchanges
* in columns k+1:n
*
J = K + 1
60 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.LE.N )
$ CALL DSWAP( N-J+1, A( JP, J ), LDA, A( JJ, J ), LDA )
IF( J.LE.N )
$ GO TO 60
*
* Set KB to the number of columns factorized
*
KB = N - K
*
ELSE
*
* Factorize the leading columns of A using the lower triangle
* of A and working forwards, and compute the matrix W = L21*D
* for use in updating A22
*
* K is the main loop index, increasing from 1 in steps of 1 or 2
*
K = 1
70 CONTINUE
*
* Exit from loop
*
IF( ( K.GE.NB .AND. NB.LT.N ) .OR. K.GT.N )
$ GO TO 90
*
* Copy column K of A to column K of W and update it
*
CALL DCOPY( N-K+1, A( K, K ), 1, W( K, K ), 1 )
CALL DGEMV( 'No transpose', N-K+1, K-1, -ONE, A( K, 1 ), LDA,
$ W( K, 1 ), LDW, ONE, W( K, K ), 1 )
*
KSTEP = 1
*
* Determine rows and columns to be interchanged and whether
* a 1-by-1 or 2-by-2 pivot block will be used
*
ABSAKK = ABS( 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 + IDAMAX( N-K, W( K+1, K ), 1 )
COLMAX = ABS( W( IMAX, K ) )
ELSE
COLMAX = ZERO
END IF
*
IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
*
* Column K is zero: set INFO and continue
*
IF( INFO.EQ.0 )
$ INFO = K
KP = K
ELSE
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 DCOPY( IMAX-K, A( IMAX, K ), LDA, W( K, K+1 ), 1 )
CALL DCOPY( N-IMAX+1, A( IMAX, IMAX ), 1, W( IMAX, K+1 ),
$ 1 )
CALL DGEMV( '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 + IDAMAX( IMAX-K, W( K, K+1 ), 1 )
ROWMAX = ABS( W( JMAX, K+1 ) )
IF( IMAX.LT.N ) THEN
JMAX = IMAX + IDAMAX( 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 DCOPY( 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 DCOPY( KP-K-1, A( K+1, KK ), 1, A( KP, K+1 ), LDA )
CALL DCOPY( 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 DSWAP( KK, A( KK, 1 ), LDA, A( KP, 1 ), LDA )
CALL DSWAP( 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 DCOPY( N-K+1, W( K, K ), 1, A( K, K ), 1 )
IF( K.LT.N ) THEN
R1 = ONE / A( K, K )
CALL DSCAL( 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' = A22 - L21*W'
*
* 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 DGEMV( '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 DGEMM( '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 DSWAP( 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 DLASYF
*
END