/* spstrf.f -- translated by f2c (version 20061008). You must link the resulting object file with libf2c: on Microsoft Windows system, link with libf2c.lib; on Linux or Unix systems, link with .../path/to/libf2c.a -lm or, if you install libf2c.a in a standard place, with -lf2c -lm -- in that order, at the end of the command line, as in cc *.o -lf2c -lm Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., http://www.netlib.org/f2c/libf2c.zip */ #include "f2c.h" #include "blaswrap.h" /* Table of constant values */ static integer c__1 = 1; static integer c_n1 = -1; static real c_b22 = -1.f; static real c_b24 = 1.f; /* Subroutine */ int spstrf_(char *uplo, integer *n, real *a, integer *lda, integer *piv, integer *rank, real *tol, real *work, integer *info) { /* System generated locals */ integer a_dim1, a_offset, i__1, i__2, i__3, i__4, i__5; real r__1; /* Builtin functions */ double sqrt(doublereal); /* Local variables */ integer i__, j, k, maxlocval, jb, nb; real ajj; integer pvt; extern logical lsame_(char *, char *); extern /* Subroutine */ int sscal_(integer *, real *, real *, integer *); integer itemp; extern /* Subroutine */ int sgemv_(char *, integer *, integer *, real *, real *, integer *, real *, integer *, real *, real *, integer *); real stemp; logical upper; extern /* Subroutine */ int sswap_(integer *, real *, integer *, real *, integer *); real sstop; extern /* Subroutine */ int ssyrk_(char *, char *, integer *, integer *, real *, real *, integer *, real *, real *, integer *), spstf2_(char *, integer *, real *, integer *, integer *, integer *, real *, real *, integer *); extern doublereal slamch_(char *); extern /* Subroutine */ int xerbla_(char *, integer *); extern integer ilaenv_(integer *, char *, char *, integer *, integer *, integer *, integer *); extern logical sisnan_(real *); extern integer smaxloc_(real *, integer *); /* -- LAPACK routine (version 3.2) -- */ /* Craig Lucas, University of Manchester / NAG Ltd. */ /* October, 2008 */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* Purpose */ /* ======= */ /* SPSTRF computes the Cholesky factorization with complete */ /* pivoting of a real symmetric positive semidefinite matrix A. */ /* The factorization has the form */ /* P' * A * P = U' * U , if UPLO = 'U', */ /* P' * A * P = L * L', if UPLO = 'L', */ /* where U is an upper triangular matrix and L is lower triangular, and */ /* P is stored as vector PIV. */ /* This algorithm does not attempt to check that A is positive */ /* semidefinite. This version of the algorithm calls level 3 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) REAL 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, if INFO = 0, the factor U or L from the Cholesky */ /* factorization as above. */ /* LDA (input) INTEGER */ /* The leading dimension of the array A. LDA >= max(1,N). */ /* PIV (output) INTEGER array, dimension (N) */ /* PIV is such that the nonzero entries are P( PIV(K), K ) = 1. */ /* RANK (output) INTEGER */ /* The rank of A given by the number of steps the algorithm */ /* completed. */ /* TOL (input) REAL */ /* User defined tolerance. If TOL < 0, then N*U*MAX( A(K,K) ) */ /* will be used. The algorithm terminates at the (K-1)st step */ /* if the pivot <= TOL. */ /* WORK REAL array, dimension (2*N) */ /* Work space. */ /* INFO (output) INTEGER */ /* < 0: If INFO = -K, the K-th argument had an illegal value, */ /* = 0: algorithm completed successfully, and */ /* > 0: the matrix A is either rank deficient with computed rank */ /* as returned in RANK, or is indefinite. See Section 7 of */ /* LAPACK Working Note #161 for further information. */ /* ===================================================================== */ /* .. Parameters .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. External Functions .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. Executable Statements .. */ /* Test the input parameters. */ /* Parameter adjustments */ --work; --piv; a_dim1 = *lda; a_offset = 1 + a_dim1; a -= a_offset; /* 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_("SPSTRF", &i__1); return 0; } /* Quick return if possible */ if (*n == 0) { return 0; } /* Get block size */ nb = ilaenv_(&c__1, "SPOTRF", uplo, n, &c_n1, &c_n1, &c_n1); if (nb <= 1 || nb >= *n) { /* Use unblocked code */ spstf2_(uplo, n, &a[a_dim1 + 1], lda, &piv[1], rank, tol, &work[1], info); goto L200; } else { /* Initialize PIV */ i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { piv[i__] = i__; /* L100: */ } /* Compute stopping value */ pvt = 1; ajj = a[pvt + pvt * a_dim1]; i__1 = *n; for (i__ = 2; i__ <= i__1; ++i__) { if (a[i__ + i__ * a_dim1] > ajj) { pvt = i__; ajj = a[pvt + pvt * a_dim1]; } } if (ajj == 0.f || sisnan_(&ajj)) { *rank = 0; *info = 1; goto L200; } /* Compute stopping value if not supplied */ if (*tol < 0.f) { sstop = *n * slamch_("Epsilon") * ajj; } else { sstop = *tol; } if (upper) { /* Compute the Cholesky factorization P' * A * P = U' * U */ i__1 = *n; i__2 = nb; for (k = 1; i__2 < 0 ? k >= i__1 : k <= i__1; k += i__2) { /* Account for last block not being NB wide */ /* Computing MIN */ i__3 = nb, i__4 = *n - k + 1; jb = min(i__3,i__4); /* Set relevant part of first half of WORK to zero, */ /* holds dot products */ i__3 = *n; for (i__ = k; i__ <= i__3; ++i__) { work[i__] = 0.f; /* L110: */ } i__3 = k + jb - 1; for (j = k; j <= i__3; ++j) { /* Find pivot, test for exit, else swap rows and columns */ /* Update dot products, compute possible pivots which are */ /* stored in the second half of WORK */ i__4 = *n; for (i__ = j; i__ <= i__4; ++i__) { if (j > k) { /* Computing 2nd power */ r__1 = a[j - 1 + i__ * a_dim1]; work[i__] += r__1 * r__1; } work[*n + i__] = a[i__ + i__ * a_dim1] - work[i__]; /* L120: */ } if (j > 1) { maxlocval = (*n << 1) - (*n + j) + 1; itemp = smaxloc_(&work[*n + j], &maxlocval); pvt = itemp + j - 1; ajj = work[*n + pvt]; if (ajj <= sstop || sisnan_(&ajj)) { a[j + j * a_dim1] = ajj; goto L190; } } if (j != pvt) { /* Pivot OK, so can now swap pivot rows and columns */ a[pvt + pvt * a_dim1] = a[j + j * a_dim1]; i__4 = j - 1; sswap_(&i__4, &a[j * a_dim1 + 1], &c__1, &a[pvt * a_dim1 + 1], &c__1); if (pvt < *n) { i__4 = *n - pvt; sswap_(&i__4, &a[j + (pvt + 1) * a_dim1], lda, &a[ pvt + (pvt + 1) * a_dim1], lda); } i__4 = pvt - j - 1; sswap_(&i__4, &a[j + (j + 1) * a_dim1], lda, &a[j + 1 + pvt * a_dim1], &c__1); /* Swap dot products and PIV */ stemp = work[j]; work[j] = work[pvt]; work[pvt] = stemp; itemp = piv[pvt]; piv[pvt] = piv[j]; piv[j] = itemp; } ajj = sqrt(ajj); a[j + j * a_dim1] = ajj; /* Compute elements J+1:N of row J. */ if (j < *n) { i__4 = j - k; i__5 = *n - j; sgemv_("Trans", &i__4, &i__5, &c_b22, &a[k + (j + 1) * a_dim1], lda, &a[k + j * a_dim1], &c__1, & c_b24, &a[j + (j + 1) * a_dim1], lda); i__4 = *n - j; r__1 = 1.f / ajj; sscal_(&i__4, &r__1, &a[j + (j + 1) * a_dim1], lda); } /* L130: */ } /* Update trailing matrix, J already incremented */ if (k + jb <= *n) { i__3 = *n - j + 1; ssyrk_("Upper", "Trans", &i__3, &jb, &c_b22, &a[k + j * a_dim1], lda, &c_b24, &a[j + j * a_dim1], lda); } /* L140: */ } } else { /* Compute the Cholesky factorization P' * A * P = L * L' */ i__2 = *n; i__1 = nb; for (k = 1; i__1 < 0 ? k >= i__2 : k <= i__2; k += i__1) { /* Account for last block not being NB wide */ /* Computing MIN */ i__3 = nb, i__4 = *n - k + 1; jb = min(i__3,i__4); /* Set relevant part of first half of WORK to zero, */ /* holds dot products */ i__3 = *n; for (i__ = k; i__ <= i__3; ++i__) { work[i__] = 0.f; /* L150: */ } i__3 = k + jb - 1; for (j = k; j <= i__3; ++j) { /* Find pivot, test for exit, else swap rows and columns */ /* Update dot products, compute possible pivots which are */ /* stored in the second half of WORK */ i__4 = *n; for (i__ = j; i__ <= i__4; ++i__) { if (j > k) { /* Computing 2nd power */ r__1 = a[i__ + (j - 1) * a_dim1]; work[i__] += r__1 * r__1; } work[*n + i__] = a[i__ + i__ * a_dim1] - work[i__]; /* L160: */ } if (j > 1) { maxlocval = (*n << 1) - (*n + j) + 1; itemp = smaxloc_(&work[*n + j], &maxlocval); pvt = itemp + j - 1; ajj = work[*n + pvt]; if (ajj <= sstop || sisnan_(&ajj)) { a[j + j * a_dim1] = ajj; goto L190; } } if (j != pvt) { /* Pivot OK, so can now swap pivot rows and columns */ a[pvt + pvt * a_dim1] = a[j + j * a_dim1]; i__4 = j - 1; sswap_(&i__4, &a[j + a_dim1], lda, &a[pvt + a_dim1], lda); if (pvt < *n) { i__4 = *n - pvt; sswap_(&i__4, &a[pvt + 1 + j * a_dim1], &c__1, &a[ pvt + 1 + pvt * a_dim1], &c__1); } i__4 = pvt - j - 1; sswap_(&i__4, &a[j + 1 + j * a_dim1], &c__1, &a[pvt + (j + 1) * a_dim1], lda); /* Swap dot products and PIV */ stemp = work[j]; work[j] = work[pvt]; work[pvt] = stemp; itemp = piv[pvt]; piv[pvt] = piv[j]; piv[j] = itemp; } ajj = sqrt(ajj); a[j + j * a_dim1] = ajj; /* Compute elements J+1:N of column J. */ if (j < *n) { i__4 = *n - j; i__5 = j - k; sgemv_("No Trans", &i__4, &i__5, &c_b22, &a[j + 1 + k * a_dim1], lda, &a[j + k * a_dim1], lda, & c_b24, &a[j + 1 + j * a_dim1], &c__1); i__4 = *n - j; r__1 = 1.f / ajj; sscal_(&i__4, &r__1, &a[j + 1 + j * a_dim1], &c__1); } /* L170: */ } /* Update trailing matrix, J already incremented */ if (k + jb <= *n) { i__3 = *n - j + 1; ssyrk_("Lower", "No Trans", &i__3, &jb, &c_b22, &a[j + k * a_dim1], lda, &c_b24, &a[j + j * a_dim1], lda); } /* L180: */ } } } /* Ran to completion, A has full rank */ *rank = *n; goto L200; L190: /* Rank is the number of steps completed. Set INFO = 1 to signal */ /* that the factorization cannot be used to solve a system. */ *rank = j - 1; *info = 1; L200: return 0; /* End of SPSTRF */ } /* spstrf_ */