numeric-linalg
Educational material on the SciPy implementation of numerical linear algebra algorithms
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| lapack/SRC/dlasyf_aa.f | 14543B | -rw-r--r-- |
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*> \brief \b DLASYF_AA * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DLASYF_AA + dependencies *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlasyf_aa.f"> *> [TGZ]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlasyf_aa.f"> *> [ZIP]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlasyf_aa.f"> *> [TXT]</a> *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DLASYF_AA( UPLO, J1, M, NB, A, LDA, IPIV, * H, LDH, WORK ) * * .. Scalar Arguments .. * CHARACTER UPLO * INTEGER J1, M, NB, LDA, LDH * .. * .. Array Arguments .. * INTEGER IPIV( * ) * DOUBLE PRECISION A( LDA, * ), H( LDH, * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DLATRF_AA factorizes a panel of a real symmetric matrix A using *> the Aasen's algorithm. The panel consists of a set of NB rows of A *> when UPLO is U, or a set of NB columns when UPLO is L. *> *> In order to factorize the panel, the Aasen's algorithm requires the *> last row, or column, of the previous panel. The first row, or column, *> of A is set to be the first row, or column, of an identity matrix, *> which is used to factorize the first panel. *> *> The resulting J-th row of U, or J-th column of L, is stored in the *> (J-1)-th row, or column, of A (without the unit diagonals), while *> the diagonal and subdiagonal of A are overwritten by those of T. *> *> \endverbatim * * Arguments: * ========== * *> \param[in] UPLO *> \verbatim *> UPLO is CHARACTER*1 *> = 'U': Upper triangle of A is stored; *> = 'L': Lower triangle of A is stored. *> \endverbatim *> *> \param[in] J1 *> \verbatim *> J1 is INTEGER *> The location of the first row, or column, of the panel *> within the submatrix of A, passed to this routine, e.g., *> when called by DSYTRF_AA, for the first panel, J1 is 1, *> while for the remaining panels, J1 is 2. *> \endverbatim *> *> \param[in] M *> \verbatim *> M is INTEGER *> The dimension of the submatrix. M >= 0. *> \endverbatim *> *> \param[in] NB *> \verbatim *> NB is INTEGER *> The dimension of the panel to be facotorized. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,M) for *> the first panel, while dimension (LDA,M+1) for the *> remaining panels. *> *> On entry, A contains the last row, or column, of *> the previous panel, and the trailing submatrix of A *> to be factorized, except for the first panel, only *> the panel is passed. *> *> On exit, the leading panel is factorized. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[out] IPIV *> \verbatim *> IPIV is INTEGER array, dimension (M) *> Details of the row and column interchanges, *> the row and column k were interchanged with the row and *> column IPIV(k). *> \endverbatim *> *> \param[in,out] H *> \verbatim *> H is DOUBLE PRECISION workspace, dimension (LDH,NB). *> *> \endverbatim *> *> \param[in] LDH *> \verbatim *> LDH is INTEGER *> The leading dimension of the workspace H. LDH >= max(1,M). *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION workspace, dimension (M). *> \endverbatim *> * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \ingroup lahef_aa * * ===================================================================== SUBROUTINE DLASYF_AA( UPLO, J1, M, NB, A, LDA, IPIV, $ H, LDH, WORK ) * * -- LAPACK computational routine -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * IMPLICIT NONE * * .. Scalar Arguments .. CHARACTER UPLO INTEGER M, NB, J1, LDA, LDH * .. * .. Array Arguments .. INTEGER IPIV( * ) DOUBLE PRECISION A( LDA, * ), H( LDH, * ), WORK( * ) * .. * * ===================================================================== * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) * * .. Local Scalars .. INTEGER J, K, K1, I1, I2, MJ DOUBLE PRECISION PIV, ALPHA * .. * .. External Functions .. LOGICAL LSAME INTEGER IDAMAX, ILAENV EXTERNAL LSAME, ILAENV, IDAMAX * .. * .. External Subroutines .. EXTERNAL DGEMV, DAXPY, DCOPY, DSWAP, DSCAL, $ DLASET, $ XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX * .. * .. Executable Statements .. * J = 1 * * K1 is the first column of the panel to be factorized * i.e., K1 is 2 for the first block column, and 1 for the rest of the blocks * K1 = (2-J1)+1 * IF( LSAME( UPLO, 'U' ) ) THEN * * ..................................................... * Factorize A as U**T*D*U using the upper triangle of A * ..................................................... * 10 CONTINUE IF ( J.GT.MIN(M, NB) ) $ GO TO 20 * * K is the column to be factorized * when being called from DSYTRF_AA, * > for the first block column, J1 is 1, hence J1+J-1 is J, * > for the rest of the columns, J1 is 2, and J1+J-1 is J+1, * K = J1+J-1 IF( J.EQ.M ) THEN * * Only need to compute T(J, J) * MJ = 1 ELSE MJ = M-J+1 END IF * * H(J:M, J) := A(J, J:M) - H(J:M, 1:(J-1)) * L(J1:(J-1), J), * where H(J:M, J) has been initialized to be A(J, J:M) * IF( K.GT.2 ) THEN * * K is the column to be factorized * > for the first block column, K is J, skipping the first two * columns * > for the rest of the columns, K is J+1, skipping only the * first column * CALL DGEMV( 'No transpose', MJ, J-K1, $ -ONE, H( J, K1 ), LDH, $ A( 1, J ), 1, $ ONE, H( J, J ), 1 ) END IF * * Copy H(i:M, i) into WORK * CALL DCOPY( MJ, H( J, J ), 1, WORK( 1 ), 1 ) * IF( J.GT.K1 ) THEN * * Compute WORK := WORK - L(J-1, J:M) * T(J-1,J), * where A(J-1, J) stores T(J-1, J) and A(J-2, J:M) stores U(J-1, J:M) * ALPHA = -A( K-1, J ) CALL DAXPY( MJ, ALPHA, A( K-2, J ), LDA, WORK( 1 ), 1 ) END IF * * Set A(J, J) = T(J, J) * A( K, J ) = WORK( 1 ) * IF( J.LT.M ) THEN * * Compute WORK(2:M) = T(J, J) L(J, (J+1):M) * where A(J, J) stores T(J, J) and A(J-1, (J+1):M) stores U(J, (J+1):M) * IF( K.GT.1 ) THEN ALPHA = -A( K, J ) CALL DAXPY( M-J, ALPHA, A( K-1, J+1 ), LDA, $ WORK( 2 ), 1 ) ENDIF * * Find max(|WORK(2:M)|) * I2 = IDAMAX( M-J, WORK( 2 ), 1 ) + 1 PIV = WORK( I2 ) * * Apply symmetric pivot * IF( (I2.NE.2) .AND. (PIV.NE.0) ) THEN * * Swap WORK(I1) and WORK(I2) * I1 = 2 WORK( I2 ) = WORK( I1 ) WORK( I1 ) = PIV * * Swap A(I1, I1+1:M) with A(I1+1:M, I2) * I1 = I1+J-1 I2 = I2+J-1 CALL DSWAP( I2-I1-1, A( J1+I1-1, I1+1 ), LDA, $ A( J1+I1, I2 ), 1 ) * * Swap A(I1, I2+1:M) with A(I2, I2+1:M) * IF( I2.LT.M ) $ CALL DSWAP( M-I2, A( J1+I1-1, I2+1 ), LDA, $ A( J1+I2-1, I2+1 ), LDA ) * * Swap A(I1, I1) with A(I2,I2) * PIV = A( I1+J1-1, I1 ) A( J1+I1-1, I1 ) = A( J1+I2-1, I2 ) A( J1+I2-1, I2 ) = PIV * * Swap H(I1, 1:J1) with H(I2, 1:J1) * CALL DSWAP( I1-1, H( I1, 1 ), LDH, H( I2, 1 ), LDH ) IPIV( I1 ) = I2 * IF( I1.GT.(K1-1) ) THEN * * Swap L(1:I1-1, I1) with L(1:I1-1, I2), * skipping the first column * CALL DSWAP( I1-K1+1, A( 1, I1 ), 1, $ A( 1, I2 ), 1 ) END IF ELSE IPIV( J+1 ) = J+1 ENDIF * * Set A(J, J+1) = T(J, J+1) * A( K, J+1 ) = WORK( 2 ) * IF( J.LT.NB ) THEN * * Copy A(J+1:M, J+1) into H(J:M, J), * CALL DCOPY( M-J, A( K+1, J+1 ), LDA, $ H( J+1, J+1 ), 1 ) END IF * * Compute L(J+2, J+1) = WORK( 3:M ) / T(J, J+1), * where A(J, J+1) = T(J, J+1) and A(J+2:M, J) = L(J+2:M, J+1) * IF( J.LT.(M-1) ) THEN IF( A( K, J+1 ).NE.ZERO ) THEN ALPHA = ONE / A( K, J+1 ) CALL DCOPY( M-J-1, WORK( 3 ), 1, A( K, J+2 ), LDA ) CALL DSCAL( M-J-1, ALPHA, A( K, J+2 ), LDA ) ELSE CALL DLASET( 'Full', 1, M-J-1, ZERO, ZERO, $ A( K, J+2 ), LDA) END IF END IF END IF J = J + 1 GO TO 10 20 CONTINUE * ELSE * * ..................................................... * Factorize A as L*D*L**T using the lower triangle of A * ..................................................... * 30 CONTINUE IF( J.GT.MIN( M, NB ) ) $ GO TO 40 * * K is the column to be factorized * when being called from DSYTRF_AA, * > for the first block column, J1 is 1, hence J1+J-1 is J, * > for the rest of the columns, J1 is 2, and J1+J-1 is J+1, * K = J1+J-1 IF( J.EQ.M ) THEN * * Only need to compute T(J, J) * MJ = 1 ELSE MJ = M-J+1 END IF * * H(J:M, J) := A(J:M, J) - H(J:M, 1:(J-1)) * L(J, J1:(J-1))^T, * where H(J:M, J) has been initialized to be A(J:M, J) * IF( K.GT.2 ) THEN * * K is the column to be factorized * > for the first block column, K is J, skipping the first two * columns * > for the rest of the columns, K is J+1, skipping only the * first column * CALL DGEMV( 'No transpose', MJ, J-K1, $ -ONE, H( J, K1 ), LDH, $ A( J, 1 ), LDA, $ ONE, H( J, J ), 1 ) END IF * * Copy H(J:M, J) into WORK * CALL DCOPY( MJ, H( J, J ), 1, WORK( 1 ), 1 ) * IF( J.GT.K1 ) THEN * * Compute WORK := WORK - L(J:M, J-1) * T(J-1,J), * where A(J-1, J) = T(J-1, J) and A(J, J-2) = L(J, J-1) * ALPHA = -A( J, K-1 ) CALL DAXPY( MJ, ALPHA, A( J, K-2 ), 1, WORK( 1 ), 1 ) END IF * * Set A(J, J) = T(J, J) * A( J, K ) = WORK( 1 ) * IF( J.LT.M ) THEN * * Compute WORK(2:M) = T(J, J) L((J+1):M, J) * where A(J, J) = T(J, J) and A((J+1):M, J-1) = L((J+1):M, J) * IF( K.GT.1 ) THEN ALPHA = -A( J, K ) CALL DAXPY( M-J, ALPHA, A( J+1, K-1 ), 1, $ WORK( 2 ), 1 ) ENDIF * * Find max(|WORK(2:M)|) * I2 = IDAMAX( M-J, WORK( 2 ), 1 ) + 1 PIV = WORK( I2 ) * * Apply symmetric pivot * IF( (I2.NE.2) .AND. (PIV.NE.0) ) THEN * * Swap WORK(I1) and WORK(I2) * I1 = 2 WORK( I2 ) = WORK( I1 ) WORK( I1 ) = PIV * * Swap A(I1+1:M, I1) with A(I2, I1+1:M) * I1 = I1+J-1 I2 = I2+J-1 CALL DSWAP( I2-I1-1, A( I1+1, J1+I1-1 ), 1, $ A( I2, J1+I1 ), LDA ) * * Swap A(I2+1:M, I1) with A(I2+1:M, I2) * IF( I2.LT.M ) $ CALL DSWAP( M-I2, A( I2+1, J1+I1-1 ), 1, $ A( I2+1, J1+I2-1 ), 1 ) * * Swap A(I1, I1) with A(I2, I2) * PIV = A( I1, J1+I1-1 ) A( I1, J1+I1-1 ) = A( I2, J1+I2-1 ) A( I2, J1+I2-1 ) = PIV * * Swap H(I1, I1:J1) with H(I2, I2:J1) * CALL DSWAP( I1-1, H( I1, 1 ), LDH, H( I2, 1 ), LDH ) IPIV( I1 ) = I2 * IF( I1.GT.(K1-1) ) THEN * * Swap L(1:I1-1, I1) with L(1:I1-1, I2), * skipping the first column * CALL DSWAP( I1-K1+1, A( I1, 1 ), LDA, $ A( I2, 1 ), LDA ) END IF ELSE IPIV( J+1 ) = J+1 ENDIF * * Set A(J+1, J) = T(J+1, J) * A( J+1, K ) = WORK( 2 ) * IF( J.LT.NB ) THEN * * Copy A(J+1:M, J+1) into H(J+1:M, J), * CALL DCOPY( M-J, A( J+1, K+1 ), 1, $ H( J+1, J+1 ), 1 ) END IF * * Compute L(J+2, J+1) = WORK( 3:M ) / T(J, J+1), * where A(J, J+1) = T(J, J+1) and A(J+2:M, J) = L(J+2:M, J+1) * IF( J.LT.(M-1) ) THEN IF( A( J+1, K ).NE.ZERO ) THEN ALPHA = ONE / A( J+1, K ) CALL DCOPY( M-J-1, WORK( 3 ), 1, A( J+2, K ), 1 ) CALL DSCAL( M-J-1, ALPHA, A( J+2, K ), 1 ) ELSE CALL DLASET( 'Full', M-J-1, 1, ZERO, ZERO, $ A( J+2, K ), LDA ) END IF END IF END IF J = J + 1 GO TO 30 40 CONTINUE END IF RETURN * * End of DLASYF_AA * END