#include "clapack.h" /* Subroutine */ int dsytf2_(char *uplo, integer *n, doublereal *a, integer * lda, integer *ipiv, integer *info) { /* -- LAPACK routine (version 3.1) -- Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. November 2006 Purpose ======= DSYTF2 computes the factorization of a real symmetric matrix A using the Bunch-Kaufman diagonal pivoting method: A = U*D*U' or A = L*D*L' where U (or L) is a product of permutation and unit upper (lower) triangular matrices, U' is the transpose of U, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. This is the unblocked version of the algorithm, calling Level 2 BLAS. 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. 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. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -k, the k-th argument had an illegal value > 0: if INFO = k, D(k,k) 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 =============== 09-29-06 - patch from Bobby Cheng, MathWorks Replace l.204 and l.372 IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN by IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN 01-01-96 - Based on modifications by J. Lewis, Boeing Computer Services Company A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA 1-96 - 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 a_dim1, a_offset, i__1, i__2; doublereal d__1, d__2, d__3; /* Builtin functions */ double sqrt(doublereal); /* Local variables */ static integer i__, j, k; static doublereal t, r1, d11, d12, d21, d22; static integer kk, kp; static doublereal wk, wkm1, wkp1; static integer imax, jmax; extern /* Subroutine */ int dsyr_(char *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *); static doublereal 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 absakk; extern integer idamax_(integer *, doublereal *, integer *); extern logical disnan_(doublereal *); extern /* Subroutine */ int xerbla_(char *, integer *); static doublereal colmax, rowmax; a_dim1 = *lda; a_offset = 1 + a_dim1; a -= a_offset; --ipiv; /* Function Body */ *info = 0; upper = lsame_(uplo, "U"); if (! upper && ! lsame_(uplo, "L")) { *info = -1; } else if (*n < 0) { *info = -2; } else if (*lda < max(1,*n)) { *info = -4; } if (*info != 0) { i__1 = -(*info); xerbla_("DSYTF2", &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; L10: /* If K < 1, exit from loop */ if (k < 1) { goto L70; } 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 = a[k + k * a_dim1], 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, &a[k * a_dim1 + 1], &c__1); colmax = (d__1 = a[imax + k * a_dim1], abs(d__1)); } else { colmax = 0.; } if (max(absakk,colmax) == 0. || disnan_(&absakk)) { /* Column K is zero or contains a NaN: 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 */ i__1 = k - imax; jmax = imax + idamax_(&i__1, &a[imax + (imax + 1) * a_dim1], lda); rowmax = (d__1 = a[imax + jmax * a_dim1], abs(d__1)); if (imax > 1) { i__1 = imax - 1; jmax = idamax_(&i__1, &a[imax * a_dim1 + 1], &c__1); /* Computing MAX */ d__2 = rowmax, d__3 = (d__1 = a[jmax + imax * a_dim1], 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 = a[imax + imax * a_dim1], 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 (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, &a[kk * a_dim1 + 1], &c__1, &a[kp * a_dim1 + 1], &c__1); i__1 = kk - kp - 1; dswap_(&i__1, &a[kp + 1 + kk * a_dim1], &c__1, &a[kp + (kp + 1) * a_dim1], lda); t = a[kk + kk * a_dim1]; a[kk + kk * a_dim1] = a[kp + kp * a_dim1]; a[kp + kp * a_dim1] = t; if (kstep == 2) { t = a[k - 1 + k * a_dim1]; a[k - 1 + k * a_dim1] = a[kp + k * a_dim1]; a[kp + k * a_dim1] = 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. / a[k + k * a_dim1]; i__1 = k - 1; d__1 = -r1; dsyr_(uplo, &i__1, &d__1, &a[k * a_dim1 + 1], &c__1, &a[ a_offset], lda); /* Store U(k) in column k */ i__1 = k - 1; dscal_(&i__1, &r1, &a[k * a_dim1 + 1], &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 = a[k - 1 + k * a_dim1]; d22 = a[k - 1 + (k - 1) * a_dim1] / d12; d11 = a[k + k * a_dim1] / d12; t = 1. / (d11 * d22 - 1.); d12 = t / d12; for (j = k - 2; j >= 1; --j) { wkm1 = d12 * (d11 * a[j + (k - 1) * a_dim1] - a[j + k * a_dim1]); wk = d12 * (d22 * a[j + k * a_dim1] - a[j + (k - 1) * a_dim1]); for (i__ = j; i__ >= 1; --i__) { a[i__ + j * a_dim1] = a[i__ + j * a_dim1] - a[i__ + k * a_dim1] * wk - a[i__ + (k - 1) * a_dim1] * wkm1; /* L20: */ } a[j + k * a_dim1] = wk; a[j + (k - 1) * a_dim1] = wkm1; /* L30: */ } } } } /* 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; 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; L40: /* If K > N, exit from loop */ if (k > *n) { goto L70; } 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 = a[k + k * a_dim1], 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, &a[k + 1 + k * a_dim1], &c__1); colmax = (d__1 = a[imax + k * a_dim1], abs(d__1)); } else { colmax = 0.; } if (max(absakk,colmax) == 0. || disnan_(&absakk)) { /* Column K is zero or contains a NaN: 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 */ i__1 = imax - k; jmax = k - 1 + idamax_(&i__1, &a[imax + k * a_dim1], lda); rowmax = (d__1 = a[imax + jmax * a_dim1], abs(d__1)); if (imax < *n) { i__1 = *n - imax; jmax = imax + idamax_(&i__1, &a[imax + 1 + imax * a_dim1], &c__1); /* Computing MAX */ d__2 = rowmax, d__3 = (d__1 = a[jmax + imax * a_dim1], 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 = a[imax + imax * a_dim1], 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 (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, &a[kp + 1 + kk * a_dim1], &c__1, &a[kp + 1 + kp * a_dim1], &c__1); } i__1 = kp - kk - 1; dswap_(&i__1, &a[kk + 1 + kk * a_dim1], &c__1, &a[kp + (kk + 1) * a_dim1], lda); t = a[kk + kk * a_dim1]; a[kk + kk * a_dim1] = a[kp + kp * a_dim1]; a[kp + kp * a_dim1] = t; if (kstep == 2) { t = a[k + 1 + k * a_dim1]; a[k + 1 + k * a_dim1] = a[kp + k * a_dim1]; a[kp + k * a_dim1] = 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)' */ d11 = 1. / a[k + k * a_dim1]; i__1 = *n - k; d__1 = -d11; dsyr_(uplo, &i__1, &d__1, &a[k + 1 + k * a_dim1], &c__1, & a[k + 1 + (k + 1) * a_dim1], lda); /* Store L(k) in column K */ i__1 = *n - k; dscal_(&i__1, &d11, &a[k + 1 + k * a_dim1], &c__1); } } else { /* 2-by-2 pivot block D(k) */ if (k < *n - 1) { /* Perform a rank-2 update of A(k+2:n,k+2:n) as A := A - ( (A(k) A(k+1))*D(k)**(-1) ) * (A(k) A(k+1))' where L(k) and L(k+1) are the k-th and (k+1)-th columns of L */ d21 = a[k + 1 + k * a_dim1]; d11 = a[k + 1 + (k + 1) * a_dim1] / d21; d22 = a[k + k * a_dim1] / d21; t = 1. / (d11 * d22 - 1.); d21 = t / d21; i__1 = *n; for (j = k + 2; j <= i__1; ++j) { wk = d21 * (d11 * a[j + k * a_dim1] - a[j + (k + 1) * a_dim1]); wkp1 = d21 * (d22 * a[j + (k + 1) * a_dim1] - a[j + k * a_dim1]); i__2 = *n; for (i__ = j; i__ <= i__2; ++i__) { a[i__ + j * a_dim1] = a[i__ + j * a_dim1] - a[i__ + k * a_dim1] * wk - a[i__ + (k + 1) * a_dim1] * wkp1; /* L50: */ } a[j + k * a_dim1] = wk; a[j + (k + 1) * a_dim1] = wkp1; /* L60: */ } } } } /* 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; goto L40; } L70: return 0; /* End of DSYTF2 */ } /* dsytf2_ */