#include "blaswrap.h"
#include "f2c.h"
/* Subroutine */ int dsptrf_(char *uplo, integer *n, doublereal *ap, integer *
ipiv, integer *info)
{
/* -- LAPACK routine (version 3.0) --
Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
Courant Institute, Argonne National Lab, and Rice University
June 30, 1999
Purpose
=======
DSPTRF computes the factorization of a real symmetric matrix A stored
in packed format using the Bunch-Kaufman diagonal pivoting method:
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.
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.
AP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the symmetric matrix
A, packed columnwise in a linear array. The j-th column of A
is stored in the array AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
On exit, the block diagonal matrix D and the multipliers used
to obtain the factor U or L, stored as a packed triangular
matrix overwriting A (see below for further details).
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.
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
===============
5-96 - Based on modifications by J. Lewis, Boeing Computer Services
Company
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).
=====================================================================
Test the input parameters.
Parameter adjustments */
/* Table of constant values */
static integer c__1 = 1;
/* System generated locals */
integer i__1, i__2;
doublereal d__1, d__2, d__3;
/* Builtin functions */
double sqrt(doublereal);
/* Local variables */
static integer imax, jmax;
extern /* Subroutine */ int dspr_(char *, integer *, doublereal *,
doublereal *, integer *, doublereal *);
static integer i__, j, k;
static doublereal t, alpha;
extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *,
integer *);
extern logical lsame_(char *, char *);
extern /* Subroutine */ int dswap_(integer *, doublereal *, integer *,
doublereal *, integer *);
static integer kstep;
static logical upper;
static doublereal r1, d11, d12, d21, d22;
static integer kc, kk, kp;
static doublereal absakk, wk;
static integer kx;
extern integer idamax_(integer *, doublereal *, integer *);
extern /* Subroutine */ int xerbla_(char *, integer *);
static doublereal colmax, rowmax;
static integer knc, kpc, npp;
static doublereal wkm1, wkp1;
--ipiv;
--ap;
/* Function Body */
*info = 0;
upper = lsame_(uplo, "U");
if (! upper && ! lsame_(uplo, "L")) {
*info = -1;
} else if (*n < 0) {
*info = -2;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DSPTRF", &i__1);
return 0;
}
/* Initialize ALPHA for use in choosing pivot block size. */
alpha = (sqrt(17.) + 1.) / 8.;
if (upper) {
/* 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
1 or 2 */
k = *n;
kc = (*n - 1) * *n / 2 + 1;
L10:
knc = kc;
/* If K < 1, exit from loop */
if (k < 1) {
goto L110;
}
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 = (d__1 = ap[kc + k - 1], abs(d__1));
/* IMAX is the row-index of the largest off-diagonal element in
column K, and COLMAX is its absolute value */
if (k > 1) {
i__1 = k - 1;
imax = idamax_(&i__1, &ap[kc], &c__1);
colmax = (d__1 = ap[kc + imax - 1], abs(d__1));
} else {
colmax = 0.;
}
if (max(absakk,colmax) == 0.) {
/* Column K is zero: set INFO and continue */
if (*info == 0) {
*info = k;
}
kp = k;
} else {
if (absakk >= alpha * colmax) {
/* no interchange, use 1-by-1 pivot block */
kp = k;
} else {
/* JMAX is the column-index of the largest off-diagonal
element in row IMAX, and ROWMAX is its absolute value */
rowmax = 0.;
jmax = imax;
kx = imax * (imax + 1) / 2 + imax;
i__1 = k;
for (j = imax + 1; j <= i__1; ++j) {
if ((d__1 = ap[kx], abs(d__1)) > rowmax) {
rowmax = (d__1 = ap[kx], abs(d__1));
jmax = j;
}
kx += j;
/* L20: */
}
kpc = (imax - 1) * imax / 2 + 1;
if (imax > 1) {
i__1 = imax - 1;
jmax = idamax_(&i__1, &ap[kpc], &c__1);
/* Computing MAX */
d__2 = rowmax, d__3 = (d__1 = ap[kpc + jmax - 1], abs(
d__1));
rowmax = max(d__2,d__3);
}
if (absakk >= alpha * colmax * (colmax / rowmax)) {
/* no interchange, use 1-by-1 pivot block */
kp = k;
} else if ((d__1 = ap[kpc + imax - 1], abs(d__1)) >= alpha *
rowmax) {
/* interchange rows and columns K and IMAX, use 1-by-1
pivot block */
kp = imax;
} else {
/* interchange rows and columns K-1 and IMAX, use 2-by-2
pivot block */
kp = imax;
kstep = 2;
}
}
kk = k - kstep + 1;
if (kstep == 2) {
knc = knc - k + 1;
}
if (kp != kk) {
/* Interchange rows and columns KK and KP in the leading
submatrix A(1:k,1:k) */
i__1 = kp - 1;
dswap_(&i__1, &ap[knc], &c__1, &ap[kpc], &c__1);
kx = kpc + kp - 1;
i__1 = kk - 1;
for (j = kp + 1; j <= i__1; ++j) {
kx = kx + j - 1;
t = ap[knc + j - 1];
ap[knc + j - 1] = ap[kx];
ap[kx] = t;
/* L30: */
}
t = ap[knc + kk - 1];
ap[knc + kk - 1] = ap[kpc + kp - 1];
ap[kpc + kp - 1] = t;
if (kstep == 2) {
t = ap[kc + k - 2];
ap[kc + k - 2] = ap[kc + kp - 1];
ap[kc + kp - 1] = t;
}
}
/* Update the leading submatrix */
if (kstep == 1) {
/* 1-by-1 pivot block D(k): column k now holds
W(k) = U(k)*D(k)
where U(k) is the k-th column of U
Perform a rank-1 update of A(1:k-1,1:k-1) as
A := A - U(k)*D(k)*U(k)' = A - W(k)*1/D(k)*W(k)' */
r1 = 1. / ap[kc + k - 1];
i__1 = k - 1;
d__1 = -r1;
dspr_(uplo, &i__1, &d__1, &ap[kc], &c__1, &ap[1]);
/* Store U(k) in column k */
i__1 = k - 1;
dscal_(&i__1, &r1, &ap[kc], &c__1);
} else {
/* 2-by-2 pivot block D(k): columns k and k-1 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
Perform a rank-2 update of A(1:k-2,1:k-2) as
A := A - ( U(k-1) U(k) )*D(k)*( U(k-1) U(k) )'
= A - ( W(k-1) W(k) )*inv(D(k))*( W(k-1) W(k) )' */
if (k > 2) {
d12 = ap[k - 1 + (k - 1) * k / 2];
d22 = ap[k - 1 + (k - 2) * (k - 1) / 2] / d12;
d11 = ap[k + (k - 1) * k / 2] / d12;
t = 1. / (d11 * d22 - 1.);
d12 = t / d12;
for (j = k - 2; j >= 1; --j) {
wkm1 = d12 * (d11 * ap[j + (k - 2) * (k - 1) / 2] -
ap[j + (k - 1) * k / 2]);
wk = d12 * (d22 * ap[j + (k - 1) * k / 2] - ap[j + (k
- 2) * (k - 1) / 2]);
for (i__ = j; i__ >= 1; --i__) {
ap[i__ + (j - 1) * j / 2] = ap[i__ + (j - 1) * j /
2] - ap[i__ + (k - 1) * k / 2] * wk - ap[
i__ + (k - 2) * (k - 1) / 2] * wkm1;
/* L40: */
}
ap[j + (k - 1) * k / 2] = wk;
ap[j + (k - 2) * (k - 1) / 2] = wkm1;
/* L50: */
}
}
}
}
/* Store details of the interchanges in IPIV */
if (kstep == 1) {
ipiv[k] = kp;
} else {
ipiv[k] = -kp;
ipiv[k - 1] = -kp;
}
/* Decrease K and return to the start of the main loop */
k -= kstep;
kc = knc - k;
goto L10;
} 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
1 or 2 */
k = 1;
kc = 1;
npp = *n * (*n + 1) / 2;
L60:
knc = kc;
/* If K > N, exit from loop */
if (k > *n) {
goto L110;
}
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 = (d__1 = ap[kc], abs(d__1));
/* IMAX is the row-index of the largest off-diagonal element in
column K, and COLMAX is its absolute value */
if (k < *n) {
i__1 = *n - k;
imax = k + idamax_(&i__1, &ap[kc + 1], &c__1);
colmax = (d__1 = ap[kc + imax - k], abs(d__1));
} else {
colmax = 0.;
}
if (max(absakk,colmax) == 0.) {
/* Column K is zero: set INFO and continue */
if (*info == 0) {
*info = k;
}
kp = k;
} else {
if (absakk >= alpha * colmax) {
/* no interchange, use 1-by-1 pivot block */
kp = k;
} else {
/* JMAX is the column-index of the largest off-diagonal
element in row IMAX, and ROWMAX is its absolute value */
rowmax = 0.;
kx = kc + imax - k;
i__1 = imax - 1;
for (j = k; j <= i__1; ++j) {
if ((d__1 = ap[kx], abs(d__1)) > rowmax) {
rowmax = (d__1 = ap[kx], abs(d__1));
jmax = j;
}
kx = kx + *n - j;
/* L70: */
}
kpc = npp - (*n - imax + 1) * (*n - imax + 2) / 2 + 1;
if (imax < *n) {
i__1 = *n - imax;
jmax = imax + idamax_(&i__1, &ap[kpc + 1], &c__1);
/* Computing MAX */
d__2 = rowmax, d__3 = (d__1 = ap[kpc + jmax - imax], abs(
d__1));
rowmax = max(d__2,d__3);
}
if (absakk >= alpha * colmax * (colmax / rowmax)) {
/* no interchange, use 1-by-1 pivot block */
kp = k;
} else if ((d__1 = ap[kpc], abs(d__1)) >= alpha * rowmax) {
/* interchange rows and columns K and IMAX, use 1-by-1
pivot block */
kp = imax;
} else {
/* interchange rows and columns K+1 and IMAX, use 2-by-2
pivot block */
kp = imax;
kstep = 2;
}
}
kk = k + kstep - 1;
if (kstep == 2) {
knc = knc + *n - k + 1;
}
if (kp != kk) {
/* Interchange rows and columns KK and KP in the trailing
submatrix A(k:n,k:n) */
if (kp < *n) {
i__1 = *n - kp;
dswap_(&i__1, &ap[knc + kp - kk + 1], &c__1, &ap[kpc + 1],
&c__1);
}
kx = knc + kp - kk;
i__1 = kp - 1;
for (j = kk + 1; j <= i__1; ++j) {
kx = kx + *n - j + 1;
t = ap[knc + j - kk];
ap[knc + j - kk] = ap[kx];
ap[kx] = t;
/* L80: */
}
t = ap[knc];
ap[knc] = ap[kpc];
ap[kpc] = t;
if (kstep == 2) {
t = ap[kc + 1];
ap[kc + 1] = ap[kc + kp - k];
ap[kc + kp - k] = t;
}
}
/* Update the trailing submatrix */
if (kstep == 1) {
/* 1-by-1 pivot block D(k): column k now holds
W(k) = L(k)*D(k)
where L(k) is the k-th column of L */
if (k < *n) {
/* Perform a rank-1 update of A(k+1:n,k+1:n) as
A := A - L(k)*D(k)*L(k)' = A - W(k)*(1/D(k))*W(k)' */
r1 = 1. / ap[kc];
i__1 = *n - k;
d__1 = -r1;
dspr_(uplo, &i__1, &d__1, &ap[kc + 1], &c__1, &ap[kc + *n
- k + 1]);
/* Store L(k) in column K */
i__1 = *n - k;
dscal_(&i__1, &r1, &ap[kc + 1], &c__1);
}
} else {
/* 2-by-2 pivot block D(k): columns K and K+1 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 < *n - 1) {
/* Perform a rank-2 update of A(k+2:n,k+2:n) as
A := A - ( L(k) L(k+1) )*D(k)*( L(k) L(k+1) )'
= A - ( W(k) W(k+1) )*inv(D(k))*( W(k) W(k+1) )' */
d21 = ap[k + 1 + (k - 1) * ((*n << 1) - k) / 2];
d11 = ap[k + 1 + k * ((*n << 1) - k - 1) / 2] / d21;
d22 = ap[k + (k - 1) * ((*n << 1) - k) / 2] / d21;
t = 1. / (d11 * d22 - 1.);
d21 = t / d21;
i__1 = *n;
for (j = k + 2; j <= i__1; ++j) {
wk = d21 * (d11 * ap[j + (k - 1) * ((*n << 1) - k) /
2] - ap[j + k * ((*n << 1) - k - 1) / 2]);
wkp1 = d21 * (d22 * ap[j + k * ((*n << 1) - k - 1) /
2] - ap[j + (k - 1) * ((*n << 1) - k) / 2]);
i__2 = *n;
for (i__ = j; i__ <= i__2; ++i__) {
ap[i__ + (j - 1) * ((*n << 1) - j) / 2] = ap[i__
+ (j - 1) * ((*n << 1) - j) / 2] - ap[i__
+ (k - 1) * ((*n << 1) - k) / 2] * wk -
ap[i__ + k * ((*n << 1) - k - 1) / 2] *
wkp1;
/* L90: */
}
ap[j + (k - 1) * ((*n << 1) - k) / 2] = wk;
ap[j + k * ((*n << 1) - k - 1) / 2] = wkp1;
/* L100: */
}
}
}
}
/* Store details of the interchanges in IPIV */
if (kstep == 1) {
ipiv[k] = kp;
} else {
ipiv[k] = -kp;
ipiv[k + 1] = -kp;
}
/* Increase K and return to the start of the main loop */
k += kstep;
kc = knc + *n - k + 2;
goto L60;
}
L110:
return 0;
/* End of DSPTRF */
} /* dsptrf_ */