*> \brief \b DGBTRF * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGBTRF + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGBTRF( M, N, KL, KU, AB, LDAB, IPIV, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, KL, KU, LDAB, M, N * .. * .. Array Arguments .. * INTEGER IPIV( * ) * DOUBLE PRECISION AB( LDAB, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGBTRF computes an LU factorization of a real m-by-n band matrix A *> using partial pivoting with row interchanges. *> *> This is the blocked version of the algorithm, calling Level 3 BLAS. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] KL *> \verbatim *> KL is INTEGER *> The number of subdiagonals within the band of A. KL >= 0. *> \endverbatim *> *> \param[in] KU *> \verbatim *> KU is INTEGER *> The number of superdiagonals within the band of A. KU >= 0. *> \endverbatim *> *> \param[in,out] AB *> \verbatim *> AB is DOUBLE PRECISION array, dimension (LDAB,N) *> On entry, the matrix A in band storage, in rows KL+1 to *> 2*KL+KU+1; rows 1 to KL of the array need not be set. *> The j-th column of A is stored in the j-th column of the *> array AB as follows: *> AB(kl+ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl) *> *> On exit, details of the factorization: U is stored as an *> upper triangular band matrix with KL+KU superdiagonals in *> rows 1 to KL+KU+1, and the multipliers used during the *> factorization are stored in rows KL+KU+2 to 2*KL+KU+1. *> See below for further details. *> \endverbatim *> *> \param[in] LDAB *> \verbatim *> LDAB is INTEGER *> The leading dimension of the array AB. LDAB >= 2*KL+KU+1. *> \endverbatim *> *> \param[out] IPIV *> \verbatim *> IPIV is INTEGER array, dimension (min(M,N)) *> The pivot indices; for 1 <= i <= min(M,N), row i of the *> matrix was interchanged with row IPIV(i). *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> > 0: if INFO = +i, U(i,i) is exactly zero. The factorization *> has been completed, but the factor U is exactly *> singular, and division by zero will occur if it is used *> to solve a system of equations. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \ingroup doubleGBcomputational * *> \par Further Details: * ===================== *> *> \verbatim *> *> The band storage scheme is illustrated by the following example, when *> M = N = 6, KL = 2, KU = 1: *> *> On entry: On exit: *> *> * * * + + + * * * u14 u25 u36 *> * * + + + + * * u13 u24 u35 u46 *> * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56 *> a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66 *> a21 a32 a43 a54 a65 * m21 m32 m43 m54 m65 * *> a31 a42 a53 a64 * * m31 m42 m53 m64 * * *> *> Array elements marked * are not used by the routine; elements marked *> + need not be set on entry, but are required by the routine to store *> elements of U because of fill-in resulting from the row interchanges. *> \endverbatim *> * ===================================================================== SUBROUTINE DGBTRF( M, N, KL, KU, AB, LDAB, IPIV, INFO ) * * -- LAPACK computational routine -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * * .. Scalar Arguments .. INTEGER INFO, KL, KU, LDAB, M, N * .. * .. Array Arguments .. INTEGER IPIV( * ) DOUBLE PRECISION AB( LDAB, * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE, ZERO PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) INTEGER NBMAX, LDWORK PARAMETER ( NBMAX = 64, LDWORK = NBMAX+1 ) * .. * .. Local Scalars .. INTEGER I, I2, I3, II, IP, J, J2, J3, JB, JJ, JM, JP, \$ JU, K2, KM, KV, NB, NW DOUBLE PRECISION TEMP * .. * .. Local Arrays .. DOUBLE PRECISION WORK13( LDWORK, NBMAX ), \$ WORK31( LDWORK, NBMAX ) * .. * .. External Functions .. INTEGER IDAMAX, ILAENV EXTERNAL IDAMAX, ILAENV * .. * .. External Subroutines .. EXTERNAL DCOPY, DGBTF2, DGEMM, DGER, DLASWP, DSCAL, \$ DSWAP, DTRSM, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. Executable Statements .. * * KV is the number of superdiagonals in the factor U, allowing for * fill-in * KV = KU + KL * * Test the input parameters. * INFO = 0 IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( KL.LT.0 ) THEN INFO = -3 ELSE IF( KU.LT.0 ) THEN INFO = -4 ELSE IF( LDAB.LT.KL+KV+1 ) THEN INFO = -6 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGBTRF', -INFO ) RETURN END IF * * Quick return if possible * IF( M.EQ.0 .OR. N.EQ.0 ) \$ RETURN * * Determine the block size for this environment * NB = ILAENV( 1, 'DGBTRF', ' ', M, N, KL, KU ) * * The block size must not exceed the limit set by the size of the * local arrays WORK13 and WORK31. * NB = MIN( NB, NBMAX ) * IF( NB.LE.1 .OR. NB.GT.KL ) THEN * * Use unblocked code * CALL DGBTF2( M, N, KL, KU, AB, LDAB, IPIV, INFO ) ELSE * * Use blocked code * * Zero the superdiagonal elements of the work array WORK13 * DO 20 J = 1, NB DO 10 I = 1, J - 1 WORK13( I, J ) = ZERO 10 CONTINUE 20 CONTINUE * * Zero the subdiagonal elements of the work array WORK31 * DO 40 J = 1, NB DO 30 I = J + 1, NB WORK31( I, J ) = ZERO 30 CONTINUE 40 CONTINUE * * Gaussian elimination with partial pivoting * * Set fill-in elements in columns KU+2 to KV to zero * DO 60 J = KU + 2, MIN( KV, N ) DO 50 I = KV - J + 2, KL AB( I, J ) = ZERO 50 CONTINUE 60 CONTINUE * * JU is the index of the last column affected by the current * stage of the factorization * JU = 1 * DO 180 J = 1, MIN( M, N ), NB JB = MIN( NB, MIN( M, N )-J+1 ) * * The active part of the matrix is partitioned * * A11 A12 A13 * A21 A22 A23 * A31 A32 A33 * * Here A11, A21 and A31 denote the current block of JB columns * which is about to be factorized. The number of rows in the * partitioning are JB, I2, I3 respectively, and the numbers * of columns are JB, J2, J3. The superdiagonal elements of A13 * and the subdiagonal elements of A31 lie outside the band. * I2 = MIN( KL-JB, M-J-JB+1 ) I3 = MIN( JB, M-J-KL+1 ) * * J2 and J3 are computed after JU has been updated. * * Factorize the current block of JB columns * DO 80 JJ = J, J + JB - 1 * * Set fill-in elements in column JJ+KV to zero * IF( JJ+KV.LE.N ) THEN DO 70 I = 1, KL AB( I, JJ+KV ) = ZERO 70 CONTINUE END IF * * Find pivot and test for singularity. KM is the number of * subdiagonal elements in the current column. * KM = MIN( KL, M-JJ ) JP = IDAMAX( KM+1, AB( KV+1, JJ ), 1 ) IPIV( JJ ) = JP + JJ - J IF( AB( KV+JP, JJ ).NE.ZERO ) THEN JU = MAX( JU, MIN( JJ+KU+JP-1, N ) ) IF( JP.NE.1 ) THEN * * Apply interchange to columns J to J+JB-1 * IF( JP+JJ-1.LT.J+KL ) THEN * CALL DSWAP( JB, AB( KV+1+JJ-J, J ), LDAB-1, \$ AB( KV+JP+JJ-J, J ), LDAB-1 ) ELSE * * The interchange affects columns J to JJ-1 of A31 * which are stored in the work array WORK31 * CALL DSWAP( JJ-J, AB( KV+1+JJ-J, J ), LDAB-1, \$ WORK31( JP+JJ-J-KL, 1 ), LDWORK ) CALL DSWAP( J+JB-JJ, AB( KV+1, JJ ), LDAB-1, \$ AB( KV+JP, JJ ), LDAB-1 ) END IF END IF * * Compute multipliers * CALL DSCAL( KM, ONE / AB( KV+1, JJ ), AB( KV+2, JJ ), \$ 1 ) * * Update trailing submatrix within the band and within * the current block. JM is the index of the last column * which needs to be updated. * JM = MIN( JU, J+JB-1 ) IF( JM.GT.JJ ) \$ CALL DGER( KM, JM-JJ, -ONE, AB( KV+2, JJ ), 1, \$ AB( KV, JJ+1 ), LDAB-1, \$ AB( KV+1, JJ+1 ), LDAB-1 ) ELSE * * If pivot is zero, set INFO to the index of the pivot * unless a zero pivot has already been found. * IF( INFO.EQ.0 ) \$ INFO = JJ END IF * * Copy current column of A31 into the work array WORK31 * NW = MIN( JJ-J+1, I3 ) IF( NW.GT.0 ) \$ CALL DCOPY( NW, AB( KV+KL+1-JJ+J, JJ ), 1, \$ WORK31( 1, JJ-J+1 ), 1 ) 80 CONTINUE IF( J+JB.LE.N ) THEN * * Apply the row interchanges to the other blocks. * J2 = MIN( JU-J+1, KV ) - JB J3 = MAX( 0, JU-J-KV+1 ) * * Use DLASWP to apply the row interchanges to A12, A22, and * A32. * CALL DLASWP( J2, AB( KV+1-JB, J+JB ), LDAB-1, 1, JB, \$ IPIV( J ), 1 ) * * Adjust the pivot indices. * DO 90 I = J, J + JB - 1 IPIV( I ) = IPIV( I ) + J - 1 90 CONTINUE * * Apply the row interchanges to A13, A23, and A33 * columnwise. * K2 = J - 1 + JB + J2 DO 110 I = 1, J3 JJ = K2 + I DO 100 II = J + I - 1, J + JB - 1 IP = IPIV( II ) IF( IP.NE.II ) THEN TEMP = AB( KV+1+II-JJ, JJ ) AB( KV+1+II-JJ, JJ ) = AB( KV+1+IP-JJ, JJ ) AB( KV+1+IP-JJ, JJ ) = TEMP END IF 100 CONTINUE 110 CONTINUE * * Update the relevant part of the trailing submatrix * IF( J2.GT.0 ) THEN * * Update A12 * CALL DTRSM( 'Left', 'Lower', 'No transpose', 'Unit', \$ JB, J2, ONE, AB( KV+1, J ), LDAB-1, \$ AB( KV+1-JB, J+JB ), LDAB-1 ) * IF( I2.GT.0 ) THEN * * Update A22 * CALL DGEMM( 'No transpose', 'No transpose', I2, J2, \$ JB, -ONE, AB( KV+1+JB, J ), LDAB-1, \$ AB( KV+1-JB, J+JB ), LDAB-1, ONE, \$ AB( KV+1, J+JB ), LDAB-1 ) END IF * IF( I3.GT.0 ) THEN * * Update A32 * CALL DGEMM( 'No transpose', 'No transpose', I3, J2, \$ JB, -ONE, WORK31, LDWORK, \$ AB( KV+1-JB, J+JB ), LDAB-1, ONE, \$ AB( KV+KL+1-JB, J+JB ), LDAB-1 ) END IF END IF * IF( J3.GT.0 ) THEN * * Copy the lower triangle of A13 into the work array * WORK13 * DO 130 JJ = 1, J3 DO 120 II = JJ, JB WORK13( II, JJ ) = AB( II-JJ+1, JJ+J+KV-1 ) 120 CONTINUE 130 CONTINUE * * Update A13 in the work array * CALL DTRSM( 'Left', 'Lower', 'No transpose', 'Unit', \$ JB, J3, ONE, AB( KV+1, J ), LDAB-1, \$ WORK13, LDWORK ) * IF( I2.GT.0 ) THEN * * Update A23 * CALL DGEMM( 'No transpose', 'No transpose', I2, J3, \$ JB, -ONE, AB( KV+1+JB, J ), LDAB-1, \$ WORK13, LDWORK, ONE, AB( 1+JB, J+KV ), \$ LDAB-1 ) END IF * IF( I3.GT.0 ) THEN * * Update A33 * CALL DGEMM( 'No transpose', 'No transpose', I3, J3, \$ JB, -ONE, WORK31, LDWORK, WORK13, \$ LDWORK, ONE, AB( 1+KL, J+KV ), LDAB-1 ) END IF * * Copy the lower triangle of A13 back into place * DO 150 JJ = 1, J3 DO 140 II = JJ, JB AB( II-JJ+1, JJ+J+KV-1 ) = WORK13( II, JJ ) 140 CONTINUE 150 CONTINUE END IF ELSE * * Adjust the pivot indices. * DO 160 I = J, J + JB - 1 IPIV( I ) = IPIV( I ) + J - 1 160 CONTINUE END IF * * Partially undo the interchanges in the current block to * restore the upper triangular form of A31 and copy the upper * triangle of A31 back into place * DO 170 JJ = J + JB - 1, J, -1 JP = IPIV( JJ ) - JJ + 1 IF( JP.NE.1 ) THEN * * Apply interchange to columns J to JJ-1 * IF( JP+JJ-1.LT.J+KL ) THEN * * The interchange does not affect A31 * CALL DSWAP( JJ-J, AB( KV+1+JJ-J, J ), LDAB-1, \$ AB( KV+JP+JJ-J, J ), LDAB-1 ) ELSE * * The interchange does affect A31 * CALL DSWAP( JJ-J, AB( KV+1+JJ-J, J ), LDAB-1, \$ WORK31( JP+JJ-J-KL, 1 ), LDWORK ) END IF END IF * * Copy the current column of A31 back into place * NW = MIN( I3, JJ-J+1 ) IF( NW.GT.0 ) \$ CALL DCOPY( NW, WORK31( 1, JJ-J+1 ), 1, \$ AB( KV+KL+1-JJ+J, JJ ), 1 ) 170 CONTINUE 180 CONTINUE END IF * RETURN * * End of DGBTRF * END