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323 lines
9.7 KiB
C
323 lines
9.7 KiB
C
#include "clapack.h"
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/* Subroutine */ int dsytrf_(char *uplo, integer *n, doublereal *a, integer *
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lda, integer *ipiv, doublereal *work, integer *lwork, integer *info)
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{
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/* -- LAPACK routine (version 3.0) --
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Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
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Courant Institute, Argonne National Lab, and Rice University
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June 30, 1999
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Purpose
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=======
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DSYTRF computes the factorization of a real symmetric matrix A using
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the Bunch-Kaufman diagonal pivoting method. The form of the
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factorization is
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A = U*D*U**T or A = L*D*L**T
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where U (or L) is a product of permutation and unit upper (lower)
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triangular matrices, and D is symmetric and block diagonal with
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1-by-1 and 2-by-2 diagonal blocks.
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This is the blocked version of the algorithm, calling Level 3 BLAS.
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Arguments
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=========
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UPLO (input) CHARACTER*1
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= 'U': Upper triangle of A is stored;
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= 'L': Lower triangle of A is stored.
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N (input) INTEGER
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The order of the matrix A. N >= 0.
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A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
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On entry, the symmetric matrix A. If UPLO = 'U', the leading
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N-by-N upper triangular part of A contains the upper
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triangular part of the matrix A, and the strictly lower
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triangular part of A is not referenced. If UPLO = 'L', the
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leading N-by-N lower triangular part of A contains the lower
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triangular part of the matrix A, and the strictly upper
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triangular part of A is not referenced.
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On exit, the block diagonal matrix D and the multipliers used
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to obtain the factor U or L (see below for further details).
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LDA (input) INTEGER
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The leading dimension of the array A. LDA >= max(1,N).
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IPIV (output) INTEGER array, dimension (N)
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Details of the interchanges and the block structure of D.
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If IPIV(k) > 0, then rows and columns k and IPIV(k) were
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interchanged and D(k,k) is a 1-by-1 diagonal block.
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If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and
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columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)
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is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) =
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IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were
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interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
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WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK)
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On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
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LWORK (input) INTEGER
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The length of WORK. LWORK >=1. For best performance
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LWORK >= N*NB, where NB is the block size returned by ILAENV.
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If LWORK = -1, then a workspace query is assumed; the routine
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only calculates the optimal size of the WORK array, returns
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this value as the first entry of the WORK array, and no error
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message related to LWORK is issued by XERBLA.
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INFO (output) INTEGER
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= 0: successful exit
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< 0: if INFO = -i, the i-th argument had an illegal value
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> 0: if INFO = i, D(i,i) is exactly zero. The factorization
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has been completed, but the block diagonal matrix D is
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exactly singular, and division by zero will occur if it
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is used to solve a system of equations.
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Further Details
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===============
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If UPLO = 'U', then A = U*D*U', where
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U = P(n)*U(n)* ... *P(k)U(k)* ...,
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i.e., U is a product of terms P(k)*U(k), where k decreases from n to
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1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
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and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
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defined by IPIV(k), and U(k) is a unit upper triangular matrix, such
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that if the diagonal block D(k) is of order s (s = 1 or 2), then
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( I v 0 ) k-s
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U(k) = ( 0 I 0 ) s
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( 0 0 I ) n-k
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k-s s n-k
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If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).
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If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),
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and A(k,k), and v overwrites A(1:k-2,k-1:k).
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If UPLO = 'L', then A = L*D*L', where
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L = P(1)*L(1)* ... *P(k)*L(k)* ...,
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i.e., L is a product of terms P(k)*L(k), where k increases from 1 to
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n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
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and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as
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defined by IPIV(k), and L(k) is a unit lower triangular matrix, such
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that if the diagonal block D(k) is of order s (s = 1 or 2), then
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( I 0 0 ) k-1
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L(k) = ( 0 I 0 ) s
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( 0 v I ) n-k-s+1
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k-1 s n-k-s+1
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If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).
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If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),
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and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).
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=====================================================================
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Test the input parameters.
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Parameter adjustments */
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/* Table of constant values */
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static integer c__1 = 1;
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static integer c_n1 = -1;
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static integer c__2 = 2;
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/* System generated locals */
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integer a_dim1, a_offset, i__1, i__2;
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/* Local variables */
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static integer j, k;
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extern logical lsame_(char *, char *);
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static integer nbmin, iinfo;
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static logical upper;
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extern /* Subroutine */ int dsytf2_(char *, integer *, doublereal *,
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integer *, integer *, integer *);
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static integer kb, nb;
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extern /* Subroutine */ int xerbla_(char *, integer *);
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extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
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integer *, integer *, ftnlen, ftnlen);
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extern /* Subroutine */ int dlasyf_(char *, integer *, integer *, integer
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*, doublereal *, integer *, integer *, doublereal *, integer *,
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integer *);
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static integer ldwork, lwkopt;
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static logical lquery;
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static integer iws;
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#define a_ref(a_1,a_2) a[(a_2)*a_dim1 + a_1]
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a_dim1 = *lda;
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a_offset = 1 + a_dim1 * 1;
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a -= a_offset;
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--ipiv;
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--work;
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/* Function Body */
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*info = 0;
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upper = lsame_(uplo, "U");
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lquery = *lwork == -1;
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if (! upper && ! lsame_(uplo, "L")) {
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*info = -1;
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} else if (*n < 0) {
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*info = -2;
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} else if (*lda < max(1,*n)) {
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*info = -4;
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} else if (*lwork < 1 && ! lquery) {
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*info = -7;
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}
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if (*info == 0) {
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/* Determine the block size */
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nb = ilaenv_(&c__1, "DSYTRF", uplo, n, &c_n1, &c_n1, &c_n1, (ftnlen)6,
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(ftnlen)1);
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lwkopt = *n * nb;
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work[1] = (doublereal) lwkopt;
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}
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if (*info != 0) {
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i__1 = -(*info);
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xerbla_("DSYTRF", &i__1);
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return 0;
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} else if (lquery) {
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return 0;
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}
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nbmin = 2;
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ldwork = *n;
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if (nb > 1 && nb < *n) {
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iws = ldwork * nb;
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if (*lwork < iws) {
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/* Computing MAX */
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i__1 = *lwork / ldwork;
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nb = max(i__1,1);
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/* Computing MAX */
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i__1 = 2, i__2 = ilaenv_(&c__2, "DSYTRF", uplo, n, &c_n1, &c_n1, &
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c_n1, (ftnlen)6, (ftnlen)1);
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nbmin = max(i__1,i__2);
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}
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} else {
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iws = 1;
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}
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if (nb < nbmin) {
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nb = *n;
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}
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if (upper) {
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/* Factorize A as U*D*U' using the upper triangle of A
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K is the main loop index, decreasing from N to 1 in steps of
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KB, where KB is the number of columns factorized by DLASYF;
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KB is either NB or NB-1, or K for the last block */
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k = *n;
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L10:
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/* If K < 1, exit from loop */
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if (k < 1) {
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goto L40;
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}
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if (k > nb) {
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/* Factorize columns k-kb+1:k of A and use blocked code to
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update columns 1:k-kb */
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dlasyf_(uplo, &k, &nb, &kb, &a[a_offset], lda, &ipiv[1], &work[1],
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&ldwork, &iinfo);
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} else {
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/* Use unblocked code to factorize columns 1:k of A */
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dsytf2_(uplo, &k, &a[a_offset], lda, &ipiv[1], &iinfo);
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kb = k;
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}
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/* Set INFO on the first occurrence of a zero pivot */
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if (*info == 0 && iinfo > 0) {
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*info = iinfo;
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}
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/* Decrease K and return to the start of the main loop */
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k -= kb;
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goto L10;
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} else {
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/* Factorize A as L*D*L' using the lower triangle of A
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K is the main loop index, increasing from 1 to N in steps of
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KB, where KB is the number of columns factorized by DLASYF;
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KB is either NB or NB-1, or N-K+1 for the last block */
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k = 1;
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L20:
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/* If K > N, exit from loop */
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if (k > *n) {
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goto L40;
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}
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if (k <= *n - nb) {
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/* Factorize columns k:k+kb-1 of A and use blocked code to
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update columns k+kb:n */
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i__1 = *n - k + 1;
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dlasyf_(uplo, &i__1, &nb, &kb, &a_ref(k, k), lda, &ipiv[k], &work[
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1], &ldwork, &iinfo);
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} else {
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/* Use unblocked code to factorize columns k:n of A */
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i__1 = *n - k + 1;
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dsytf2_(uplo, &i__1, &a_ref(k, k), lda, &ipiv[k], &iinfo);
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kb = *n - k + 1;
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}
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/* Set INFO on the first occurrence of a zero pivot */
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if (*info == 0 && iinfo > 0) {
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*info = iinfo + k - 1;
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}
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/* Adjust IPIV */
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i__1 = k + kb - 1;
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for (j = k; j <= i__1; ++j) {
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if (ipiv[j] > 0) {
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ipiv[j] = ipiv[j] + k - 1;
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} else {
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ipiv[j] = ipiv[j] - k + 1;
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}
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/* L30: */
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}
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/* Increase K and return to the start of the main loop */
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k += kb;
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goto L20;
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}
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L40:
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work[1] = (doublereal) lwkopt;
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return 0;
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/* End of DSYTRF */
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} /* dsytrf_ */
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#undef a_ref
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