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dpstrf.c 24 kB

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  1. /* f2c.h -- Standard Fortran to C header file */
  2. /** barf [ba:rf] 2. "He suggested using FORTRAN, and everybody barfed."
  3. - From The Shogakukan DICTIONARY OF NEW ENGLISH (Second edition) */
  4. #ifndef F2C_INCLUDE
  5. #define F2C_INCLUDE
  6. #include <math.h>
  7. #include <stdlib.h>
  8. #include <string.h>
  9. #include <stdio.h>
  10. #include <complex.h>
  11. #ifdef complex
  12. #undef complex
  13. #endif
  14. #ifdef I
  15. #undef I
  16. #endif
  17. typedef int integer;
  18. typedef unsigned int uinteger;
  19. typedef char *address;
  20. typedef short int shortint;
  21. typedef float real;
  22. typedef double doublereal;
  23. typedef struct { real r, i; } complex;
  24. typedef struct { doublereal r, i; } doublecomplex;
  25. static inline _Complex float Cf(complex *z) {return z->r + z->i*_Complex_I;}
  26. static inline _Complex double Cd(doublecomplex *z) {return z->r + z->i*_Complex_I;}
  27. static inline _Complex float * _pCf(complex *z) {return (_Complex float*)z;}
  28. static inline _Complex double * _pCd(doublecomplex *z) {return (_Complex double*)z;}
  29. #define pCf(z) (*_pCf(z))
  30. #define pCd(z) (*_pCd(z))
  31. typedef int logical;
  32. typedef short int shortlogical;
  33. typedef char logical1;
  34. typedef char integer1;
  35. #define TRUE_ (1)
  36. #define FALSE_ (0)
  37. /* Extern is for use with -E */
  38. #ifndef Extern
  39. #define Extern extern
  40. #endif
  41. /* I/O stuff */
  42. typedef int flag;
  43. typedef int ftnlen;
  44. typedef int ftnint;
  45. /*external read, write*/
  46. typedef struct
  47. { flag cierr;
  48. ftnint ciunit;
  49. flag ciend;
  50. char *cifmt;
  51. ftnint cirec;
  52. } cilist;
  53. /*internal read, write*/
  54. typedef struct
  55. { flag icierr;
  56. char *iciunit;
  57. flag iciend;
  58. char *icifmt;
  59. ftnint icirlen;
  60. ftnint icirnum;
  61. } icilist;
  62. /*open*/
  63. typedef struct
  64. { flag oerr;
  65. ftnint ounit;
  66. char *ofnm;
  67. ftnlen ofnmlen;
  68. char *osta;
  69. char *oacc;
  70. char *ofm;
  71. ftnint orl;
  72. char *oblnk;
  73. } olist;
  74. /*close*/
  75. typedef struct
  76. { flag cerr;
  77. ftnint cunit;
  78. char *csta;
  79. } cllist;
  80. /*rewind, backspace, endfile*/
  81. typedef struct
  82. { flag aerr;
  83. ftnint aunit;
  84. } alist;
  85. /* inquire */
  86. typedef struct
  87. { flag inerr;
  88. ftnint inunit;
  89. char *infile;
  90. ftnlen infilen;
  91. ftnint *inex; /*parameters in standard's order*/
  92. ftnint *inopen;
  93. ftnint *innum;
  94. ftnint *innamed;
  95. char *inname;
  96. ftnlen innamlen;
  97. char *inacc;
  98. ftnlen inacclen;
  99. char *inseq;
  100. ftnlen inseqlen;
  101. char *indir;
  102. ftnlen indirlen;
  103. char *infmt;
  104. ftnlen infmtlen;
  105. char *inform;
  106. ftnint informlen;
  107. char *inunf;
  108. ftnlen inunflen;
  109. ftnint *inrecl;
  110. ftnint *innrec;
  111. char *inblank;
  112. ftnlen inblanklen;
  113. } inlist;
  114. #define VOID void
  115. union Multitype { /* for multiple entry points */
  116. integer1 g;
  117. shortint h;
  118. integer i;
  119. /* longint j; */
  120. real r;
  121. doublereal d;
  122. complex c;
  123. doublecomplex z;
  124. };
  125. typedef union Multitype Multitype;
  126. struct Vardesc { /* for Namelist */
  127. char *name;
  128. char *addr;
  129. ftnlen *dims;
  130. int type;
  131. };
  132. typedef struct Vardesc Vardesc;
  133. struct Namelist {
  134. char *name;
  135. Vardesc **vars;
  136. int nvars;
  137. };
  138. typedef struct Namelist Namelist;
  139. #define abs(x) ((x) >= 0 ? (x) : -(x))
  140. #define dabs(x) (fabs(x))
  141. #define f2cmin(a,b) ((a) <= (b) ? (a) : (b))
  142. #define f2cmax(a,b) ((a) >= (b) ? (a) : (b))
  143. #define dmin(a,b) (f2cmin(a,b))
  144. #define dmax(a,b) (f2cmax(a,b))
  145. #define bit_test(a,b) ((a) >> (b) & 1)
  146. #define bit_clear(a,b) ((a) & ~((uinteger)1 << (b)))
  147. #define bit_set(a,b) ((a) | ((uinteger)1 << (b)))
  148. #define abort_() { sig_die("Fortran abort routine called", 1); }
  149. #define c_abs(z) (cabsf(Cf(z)))
  150. #define c_cos(R,Z) { pCf(R)=ccos(Cf(Z)); }
  151. #define c_div(c, a, b) {pCf(c) = Cf(a)/Cf(b);}
  152. #define z_div(c, a, b) {pCd(c) = Cd(a)/Cd(b);}
  153. #define c_exp(R, Z) {pCf(R) = cexpf(Cf(Z));}
  154. #define c_log(R, Z) {pCf(R) = clogf(Cf(Z));}
  155. #define c_sin(R, Z) {pCf(R) = csinf(Cf(Z));}
  156. //#define c_sqrt(R, Z) {*(R) = csqrtf(Cf(Z));}
  157. #define c_sqrt(R, Z) {pCf(R) = csqrtf(Cf(Z));}
  158. #define d_abs(x) (fabs(*(x)))
  159. #define d_acos(x) (acos(*(x)))
  160. #define d_asin(x) (asin(*(x)))
  161. #define d_atan(x) (atan(*(x)))
  162. #define d_atn2(x, y) (atan2(*(x),*(y)))
  163. #define d_cnjg(R, Z) { pCd(R) = conj(Cd(Z)); }
  164. #define r_cnjg(R, Z) { pCf(R) = conj(Cf(Z)); }
  165. #define d_cos(x) (cos(*(x)))
  166. #define d_cosh(x) (cosh(*(x)))
  167. #define d_dim(__a, __b) ( *(__a) > *(__b) ? *(__a) - *(__b) : 0.0 )
  168. #define d_exp(x) (exp(*(x)))
  169. #define d_imag(z) (cimag(Cd(z)))
  170. #define r_imag(z) (cimag(Cf(z)))
  171. #define d_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
  172. #define r_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
  173. #define d_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
  174. #define r_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
  175. #define d_log(x) (log(*(x)))
  176. #define d_mod(x, y) (fmod(*(x), *(y)))
  177. #define u_nint(__x) ((__x)>=0 ? floor((__x) + .5) : -floor(.5 - (__x)))
  178. #define d_nint(x) u_nint(*(x))
  179. #define u_sign(__a,__b) ((__b) >= 0 ? ((__a) >= 0 ? (__a) : -(__a)) : -((__a) >= 0 ? (__a) : -(__a)))
  180. #define d_sign(a,b) u_sign(*(a),*(b))
  181. #define r_sign(a,b) u_sign(*(a),*(b))
  182. #define d_sin(x) (sin(*(x)))
  183. #define d_sinh(x) (sinh(*(x)))
  184. #define d_sqrt(x) (sqrt(*(x)))
  185. #define d_tan(x) (tan(*(x)))
  186. #define d_tanh(x) (tanh(*(x)))
  187. #define i_abs(x) abs(*(x))
  188. #define i_dnnt(x) ((integer)u_nint(*(x)))
  189. #define i_len(s, n) (n)
  190. #define i_nint(x) ((integer)u_nint(*(x)))
  191. #define i_sign(a,b) ((integer)u_sign((integer)*(a),(integer)*(b)))
  192. #define pow_dd(ap, bp) ( pow(*(ap), *(bp)))
  193. #define pow_si(B,E) spow_ui(*(B),*(E))
  194. #define pow_ri(B,E) spow_ui(*(B),*(E))
  195. #define pow_di(B,E) dpow_ui(*(B),*(E))
  196. #define pow_zi(p, a, b) {pCd(p) = zpow_ui(Cd(a), *(b));}
  197. #define pow_ci(p, a, b) {pCf(p) = cpow_ui(Cf(a), *(b));}
  198. #define pow_zz(R,A,B) {pCd(R) = cpow(Cd(A),*(B));}
  199. #define s_cat(lpp, rpp, rnp, np, llp) { ftnlen i, nc, ll; char *f__rp, *lp; ll = (llp); lp = (lpp); for(i=0; i < (int)*(np); ++i) { nc = ll; if((rnp)[i] < nc) nc = (rnp)[i]; ll -= nc; f__rp = (rpp)[i]; while(--nc >= 0) *lp++ = *(f__rp)++; } while(--ll >= 0) *lp++ = ' '; }
  200. #define s_cmp(a,b,c,d) ((integer)strncmp((a),(b),f2cmin((c),(d))))
  201. #define s_copy(A,B,C,D) { int __i,__m; for (__i=0, __m=f2cmin((C),(D)); __i<__m && (B)[__i] != 0; ++__i) (A)[__i] = (B)[__i]; }
  202. #define sig_die(s, kill) { exit(1); }
  203. #define s_stop(s, n) {exit(0);}
  204. static char junk[] = "\n@(#)LIBF77 VERSION 19990503\n";
  205. #define z_abs(z) (cabs(Cd(z)))
  206. #define z_exp(R, Z) {pCd(R) = cexp(Cd(Z));}
  207. #define z_sqrt(R, Z) {pCd(R) = csqrt(Cd(Z));}
  208. #define myexit_() break;
  209. #define mycycle() continue;
  210. #define myceiling(w) {ceil(w)}
  211. #define myhuge(w) {HUGE_VAL}
  212. //#define mymaxloc_(w,s,e,n) {if (sizeof(*(w)) == sizeof(double)) dmaxloc_((w),*(s),*(e),n); else dmaxloc_((w),*(s),*(e),n);}
  213. #define mymaxloc_(w,s,e,n) dmaxloc_(w,*(s),*(e),n)
  214. /* procedure parameter types for -A and -C++ */
  215. #define F2C_proc_par_types 1
  216. #ifdef __cplusplus
  217. typedef logical (*L_fp)(...);
  218. #else
  219. typedef logical (*L_fp)();
  220. #endif
  221. static float spow_ui(float x, integer n) {
  222. float pow=1.0; unsigned long int u;
  223. if(n != 0) {
  224. if(n < 0) n = -n, x = 1/x;
  225. for(u = n; ; ) {
  226. if(u & 01) pow *= x;
  227. if(u >>= 1) x *= x;
  228. else break;
  229. }
  230. }
  231. return pow;
  232. }
  233. static double dpow_ui(double x, integer n) {
  234. double pow=1.0; unsigned long int u;
  235. if(n != 0) {
  236. if(n < 0) n = -n, x = 1/x;
  237. for(u = n; ; ) {
  238. if(u & 01) pow *= x;
  239. if(u >>= 1) x *= x;
  240. else break;
  241. }
  242. }
  243. return pow;
  244. }
  245. static _Complex float cpow_ui(_Complex float x, integer n) {
  246. _Complex float pow=1.0; unsigned long int u;
  247. if(n != 0) {
  248. if(n < 0) n = -n, x = 1/x;
  249. for(u = n; ; ) {
  250. if(u & 01) pow *= x;
  251. if(u >>= 1) x *= x;
  252. else break;
  253. }
  254. }
  255. return pow;
  256. }
  257. static _Complex double zpow_ui(_Complex double x, integer n) {
  258. _Complex double pow=1.0; unsigned long int u;
  259. if(n != 0) {
  260. if(n < 0) n = -n, x = 1/x;
  261. for(u = n; ; ) {
  262. if(u & 01) pow *= x;
  263. if(u >>= 1) x *= x;
  264. else break;
  265. }
  266. }
  267. return pow;
  268. }
  269. static integer pow_ii(integer x, integer n) {
  270. integer pow; unsigned long int u;
  271. if (n <= 0) {
  272. if (n == 0 || x == 1) pow = 1;
  273. else if (x != -1) pow = x == 0 ? 1/x : 0;
  274. else n = -n;
  275. }
  276. if ((n > 0) || !(n == 0 || x == 1 || x != -1)) {
  277. u = n;
  278. for(pow = 1; ; ) {
  279. if(u & 01) pow *= x;
  280. if(u >>= 1) x *= x;
  281. else break;
  282. }
  283. }
  284. return pow;
  285. }
  286. static integer dmaxloc_(double *w, integer s, integer e, integer *n)
  287. {
  288. double m; integer i, mi;
  289. for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
  290. if (w[i-1]>m) mi=i ,m=w[i-1];
  291. return mi-s+1;
  292. }
  293. static integer smaxloc_(float *w, integer s, integer e, integer *n)
  294. {
  295. float m; integer i, mi;
  296. for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
  297. if (w[i-1]>m) mi=i ,m=w[i-1];
  298. return mi-s+1;
  299. }
  300. static inline void cdotc_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
  301. integer n = *n_, incx = *incx_, incy = *incy_, i;
  302. _Complex float zdotc = 0.0;
  303. if (incx == 1 && incy == 1) {
  304. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  305. zdotc += conjf(Cf(&x[i])) * Cf(&y[i]);
  306. }
  307. } else {
  308. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  309. zdotc += conjf(Cf(&x[i*incx])) * Cf(&y[i*incy]);
  310. }
  311. }
  312. pCf(z) = zdotc;
  313. }
  314. static inline void zdotc_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
  315. integer n = *n_, incx = *incx_, incy = *incy_, i;
  316. _Complex double zdotc = 0.0;
  317. if (incx == 1 && incy == 1) {
  318. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  319. zdotc += conj(Cd(&x[i])) * Cd(&y[i]);
  320. }
  321. } else {
  322. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  323. zdotc += conj(Cd(&x[i*incx])) * Cd(&y[i*incy]);
  324. }
  325. }
  326. pCd(z) = zdotc;
  327. }
  328. static inline void cdotu_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
  329. integer n = *n_, incx = *incx_, incy = *incy_, i;
  330. _Complex float zdotc = 0.0;
  331. if (incx == 1 && incy == 1) {
  332. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  333. zdotc += Cf(&x[i]) * Cf(&y[i]);
  334. }
  335. } else {
  336. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  337. zdotc += Cf(&x[i*incx]) * Cf(&y[i*incy]);
  338. }
  339. }
  340. pCf(z) = zdotc;
  341. }
  342. static inline void zdotu_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
  343. integer n = *n_, incx = *incx_, incy = *incy_, i;
  344. _Complex double zdotc = 0.0;
  345. if (incx == 1 && incy == 1) {
  346. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  347. zdotc += Cd(&x[i]) * Cd(&y[i]);
  348. }
  349. } else {
  350. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  351. zdotc += Cd(&x[i*incx]) * Cd(&y[i*incy]);
  352. }
  353. }
  354. pCd(z) = zdotc;
  355. }
  356. #endif
  357. /* -- translated by f2c (version 20000121).
  358. You must link the resulting object file with the libraries:
  359. -lf2c -lm (in that order)
  360. */
  361. /* Table of constant values */
  362. static integer c__1 = 1;
  363. static integer c_n1 = -1;
  364. static doublereal c_b23 = -1.;
  365. static doublereal c_b25 = 1.;
  366. /* > \brief \b DPSTRF computes the Cholesky factorization with complete pivoting of a real symmetric positive
  367. semidefinite matrix. */
  368. /* =========== DOCUMENTATION =========== */
  369. /* Online html documentation available at */
  370. /* http://www.netlib.org/lapack/explore-html/ */
  371. /* > \htmlonly */
  372. /* > Download DPSTRF + dependencies */
  373. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dpstrf.
  374. f"> */
  375. /* > [TGZ]</a> */
  376. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dpstrf.
  377. f"> */
  378. /* > [ZIP]</a> */
  379. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dpstrf.
  380. f"> */
  381. /* > [TXT]</a> */
  382. /* > \endhtmlonly */
  383. /* Definition: */
  384. /* =========== */
  385. /* SUBROUTINE DPSTRF( UPLO, N, A, LDA, PIV, RANK, TOL, WORK, INFO ) */
  386. /* DOUBLE PRECISION TOL */
  387. /* INTEGER INFO, LDA, N, RANK */
  388. /* CHARACTER UPLO */
  389. /* DOUBLE PRECISION A( LDA, * ), WORK( 2*N ) */
  390. /* INTEGER PIV( N ) */
  391. /* > \par Purpose: */
  392. /* ============= */
  393. /* > */
  394. /* > \verbatim */
  395. /* > */
  396. /* > DPSTRF computes the Cholesky factorization with complete */
  397. /* > pivoting of a real symmetric positive semidefinite matrix A. */
  398. /* > */
  399. /* > The factorization has the form */
  400. /* > P**T * A * P = U**T * U , if UPLO = 'U', */
  401. /* > P**T * A * P = L * L**T, if UPLO = 'L', */
  402. /* > where U is an upper triangular matrix and L is lower triangular, and */
  403. /* > P is stored as vector PIV. */
  404. /* > */
  405. /* > This algorithm does not attempt to check that A is positive */
  406. /* > semidefinite. This version of the algorithm calls level 3 BLAS. */
  407. /* > \endverbatim */
  408. /* Arguments: */
  409. /* ========== */
  410. /* > \param[in] UPLO */
  411. /* > \verbatim */
  412. /* > UPLO is CHARACTER*1 */
  413. /* > Specifies whether the upper or lower triangular part of the */
  414. /* > symmetric matrix A is stored. */
  415. /* > = 'U': Upper triangular */
  416. /* > = 'L': Lower triangular */
  417. /* > \endverbatim */
  418. /* > */
  419. /* > \param[in] N */
  420. /* > \verbatim */
  421. /* > N is INTEGER */
  422. /* > The order of the matrix A. N >= 0. */
  423. /* > \endverbatim */
  424. /* > */
  425. /* > \param[in,out] A */
  426. /* > \verbatim */
  427. /* > A is DOUBLE PRECISION array, dimension (LDA,N) */
  428. /* > On entry, the symmetric matrix A. If UPLO = 'U', the leading */
  429. /* > n by n upper triangular part of A contains the upper */
  430. /* > triangular part of the matrix A, and the strictly lower */
  431. /* > triangular part of A is not referenced. If UPLO = 'L', the */
  432. /* > leading n by n lower triangular part of A contains the lower */
  433. /* > triangular part of the matrix A, and the strictly upper */
  434. /* > triangular part of A is not referenced. */
  435. /* > */
  436. /* > On exit, if INFO = 0, the factor U or L from the Cholesky */
  437. /* > factorization as above. */
  438. /* > \endverbatim */
  439. /* > */
  440. /* > \param[in] LDA */
  441. /* > \verbatim */
  442. /* > LDA is INTEGER */
  443. /* > The leading dimension of the array A. LDA >= f2cmax(1,N). */
  444. /* > \endverbatim */
  445. /* > */
  446. /* > \param[out] PIV */
  447. /* > \verbatim */
  448. /* > PIV is INTEGER array, dimension (N) */
  449. /* > PIV is such that the nonzero entries are P( PIV(K), K ) = 1. */
  450. /* > \endverbatim */
  451. /* > */
  452. /* > \param[out] RANK */
  453. /* > \verbatim */
  454. /* > RANK is INTEGER */
  455. /* > The rank of A given by the number of steps the algorithm */
  456. /* > completed. */
  457. /* > \endverbatim */
  458. /* > */
  459. /* > \param[in] TOL */
  460. /* > \verbatim */
  461. /* > TOL is DOUBLE PRECISION */
  462. /* > User defined tolerance. If TOL < 0, then N*U*MAX( A(K,K) ) */
  463. /* > will be used. The algorithm terminates at the (K-1)st step */
  464. /* > if the pivot <= TOL. */
  465. /* > \endverbatim */
  466. /* > */
  467. /* > \param[out] WORK */
  468. /* > \verbatim */
  469. /* > WORK is DOUBLE PRECISION array, dimension (2*N) */
  470. /* > Work space. */
  471. /* > \endverbatim */
  472. /* > */
  473. /* > \param[out] INFO */
  474. /* > \verbatim */
  475. /* > INFO is INTEGER */
  476. /* > < 0: If INFO = -K, the K-th argument had an illegal value, */
  477. /* > = 0: algorithm completed successfully, and */
  478. /* > > 0: the matrix A is either rank deficient with computed rank */
  479. /* > as returned in RANK, or is not positive semidefinite. See */
  480. /* > Section 7 of LAPACK Working Note #161 for further */
  481. /* > information. */
  482. /* > \endverbatim */
  483. /* Authors: */
  484. /* ======== */
  485. /* > \author Univ. of Tennessee */
  486. /* > \author Univ. of California Berkeley */
  487. /* > \author Univ. of Colorado Denver */
  488. /* > \author NAG Ltd. */
  489. /* > \date December 2016 */
  490. /* > \ingroup doubleOTHERcomputational */
  491. /* ===================================================================== */
  492. /* Subroutine */ int dpstrf_(char *uplo, integer *n, doublereal *a, integer *
  493. lda, integer *piv, integer *rank, doublereal *tol, doublereal *work,
  494. integer *info)
  495. {
  496. /* System generated locals */
  497. integer a_dim1, a_offset, i__1, i__2, i__3, i__4, i__5;
  498. doublereal d__1;
  499. /* Local variables */
  500. integer i__, j, k;
  501. extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *,
  502. integer *);
  503. extern logical lsame_(char *, char *);
  504. extern /* Subroutine */ int dgemv_(char *, integer *, integer *,
  505. doublereal *, doublereal *, integer *, doublereal *, integer *,
  506. doublereal *, doublereal *, integer *);
  507. doublereal dtemp;
  508. integer itemp;
  509. extern /* Subroutine */ int dswap_(integer *, doublereal *, integer *,
  510. doublereal *, integer *);
  511. doublereal dstop;
  512. logical upper;
  513. extern /* Subroutine */ int dsyrk_(char *, char *, integer *, integer *,
  514. doublereal *, doublereal *, integer *, doublereal *, doublereal *,
  515. integer *), dpstf2_(char *, integer *,
  516. doublereal *, integer *, integer *, integer *, doublereal *,
  517. doublereal *, integer *);
  518. integer jb, nb;
  519. extern doublereal dlamch_(char *);
  520. extern logical disnan_(doublereal *);
  521. extern /* Subroutine */ int xerbla_(char *, integer *, ftnlen);
  522. extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
  523. integer *, integer *, ftnlen, ftnlen);
  524. doublereal ajj;
  525. integer pvt;
  526. /* -- LAPACK computational routine (version 3.7.0) -- */
  527. /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
  528. /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
  529. /* December 2016 */
  530. /* ===================================================================== */
  531. /* Test the input parameters. */
  532. /* Parameter adjustments */
  533. --work;
  534. --piv;
  535. a_dim1 = *lda;
  536. a_offset = 1 + a_dim1 * 1;
  537. a -= a_offset;
  538. /* Function Body */
  539. *info = 0;
  540. upper = lsame_(uplo, "U");
  541. if (! upper && ! lsame_(uplo, "L")) {
  542. *info = -1;
  543. } else if (*n < 0) {
  544. *info = -2;
  545. } else if (*lda < f2cmax(1,*n)) {
  546. *info = -4;
  547. }
  548. if (*info != 0) {
  549. i__1 = -(*info);
  550. xerbla_("DPSTRF", &i__1, (ftnlen)6);
  551. return 0;
  552. }
  553. /* Quick return if possible */
  554. if (*n == 0) {
  555. return 0;
  556. }
  557. /* Get block size */
  558. nb = ilaenv_(&c__1, "DPOTRF", uplo, n, &c_n1, &c_n1, &c_n1, (ftnlen)6, (
  559. ftnlen)1);
  560. if (nb <= 1 || nb >= *n) {
  561. /* Use unblocked code */
  562. dpstf2_(uplo, n, &a[a_dim1 + 1], lda, &piv[1], rank, tol, &work[1],
  563. info);
  564. goto L200;
  565. } else {
  566. /* Initialize PIV */
  567. i__1 = *n;
  568. for (i__ = 1; i__ <= i__1; ++i__) {
  569. piv[i__] = i__;
  570. /* L100: */
  571. }
  572. /* Compute stopping value */
  573. pvt = 1;
  574. ajj = a[pvt + pvt * a_dim1];
  575. i__1 = *n;
  576. for (i__ = 2; i__ <= i__1; ++i__) {
  577. if (a[i__ + i__ * a_dim1] > ajj) {
  578. pvt = i__;
  579. ajj = a[pvt + pvt * a_dim1];
  580. }
  581. }
  582. if (ajj <= 0. || disnan_(&ajj)) {
  583. *rank = 0;
  584. *info = 1;
  585. goto L200;
  586. }
  587. /* Compute stopping value if not supplied */
  588. if (*tol < 0.) {
  589. dstop = *n * dlamch_("Epsilon") * ajj;
  590. } else {
  591. dstop = *tol;
  592. }
  593. if (upper) {
  594. /* Compute the Cholesky factorization P**T * A * P = U**T * U */
  595. i__1 = *n;
  596. i__2 = nb;
  597. for (k = 1; i__2 < 0 ? k >= i__1 : k <= i__1; k += i__2) {
  598. /* Account for last block not being NB wide */
  599. /* Computing MIN */
  600. i__3 = nb, i__4 = *n - k + 1;
  601. jb = f2cmin(i__3,i__4);
  602. /* Set relevant part of first half of WORK to zero, */
  603. /* holds dot products */
  604. i__3 = *n;
  605. for (i__ = k; i__ <= i__3; ++i__) {
  606. work[i__] = 0.;
  607. /* L110: */
  608. }
  609. i__3 = k + jb - 1;
  610. for (j = k; j <= i__3; ++j) {
  611. /* Find pivot, test for exit, else swap rows and columns */
  612. /* Update dot products, compute possible pivots which are */
  613. /* stored in the second half of WORK */
  614. i__4 = *n;
  615. for (i__ = j; i__ <= i__4; ++i__) {
  616. if (j > k) {
  617. /* Computing 2nd power */
  618. d__1 = a[j - 1 + i__ * a_dim1];
  619. work[i__] += d__1 * d__1;
  620. }
  621. work[*n + i__] = a[i__ + i__ * a_dim1] - work[i__];
  622. /* L120: */
  623. }
  624. if (j > 1) {
  625. i__4 = *n + j;
  626. i__5 = *n << 1;
  627. itemp = mymaxloc_(&work[1], &i__4, &i__5, &c__1);
  628. pvt = itemp + j - 1;
  629. ajj = work[*n + pvt];
  630. if (ajj <= dstop || disnan_(&ajj)) {
  631. a[j + j * a_dim1] = ajj;
  632. goto L190;
  633. }
  634. }
  635. if (j != pvt) {
  636. /* Pivot OK, so can now swap pivot rows and columns */
  637. a[pvt + pvt * a_dim1] = a[j + j * a_dim1];
  638. i__4 = j - 1;
  639. dswap_(&i__4, &a[j * a_dim1 + 1], &c__1, &a[pvt *
  640. a_dim1 + 1], &c__1);
  641. if (pvt < *n) {
  642. i__4 = *n - pvt;
  643. dswap_(&i__4, &a[j + (pvt + 1) * a_dim1], lda, &a[
  644. pvt + (pvt + 1) * a_dim1], lda);
  645. }
  646. i__4 = pvt - j - 1;
  647. dswap_(&i__4, &a[j + (j + 1) * a_dim1], lda, &a[j + 1
  648. + pvt * a_dim1], &c__1);
  649. /* Swap dot products and PIV */
  650. dtemp = work[j];
  651. work[j] = work[pvt];
  652. work[pvt] = dtemp;
  653. itemp = piv[pvt];
  654. piv[pvt] = piv[j];
  655. piv[j] = itemp;
  656. }
  657. ajj = sqrt(ajj);
  658. a[j + j * a_dim1] = ajj;
  659. /* Compute elements J+1:N of row J. */
  660. if (j < *n) {
  661. i__4 = j - k;
  662. i__5 = *n - j;
  663. dgemv_("Trans", &i__4, &i__5, &c_b23, &a[k + (j + 1) *
  664. a_dim1], lda, &a[k + j * a_dim1], &c__1, &
  665. c_b25, &a[j + (j + 1) * a_dim1], lda);
  666. i__4 = *n - j;
  667. d__1 = 1. / ajj;
  668. dscal_(&i__4, &d__1, &a[j + (j + 1) * a_dim1], lda);
  669. }
  670. /* L130: */
  671. }
  672. /* Update trailing matrix, J already incremented */
  673. if (k + jb <= *n) {
  674. i__3 = *n - j + 1;
  675. dsyrk_("Upper", "Trans", &i__3, &jb, &c_b23, &a[k + j *
  676. a_dim1], lda, &c_b25, &a[j + j * a_dim1], lda);
  677. }
  678. /* L140: */
  679. }
  680. } else {
  681. /* Compute the Cholesky factorization P**T * A * P = L * L**T */
  682. i__2 = *n;
  683. i__1 = nb;
  684. for (k = 1; i__1 < 0 ? k >= i__2 : k <= i__2; k += i__1) {
  685. /* Account for last block not being NB wide */
  686. /* Computing MIN */
  687. i__3 = nb, i__4 = *n - k + 1;
  688. jb = f2cmin(i__3,i__4);
  689. /* Set relevant part of first half of WORK to zero, */
  690. /* holds dot products */
  691. i__3 = *n;
  692. for (i__ = k; i__ <= i__3; ++i__) {
  693. work[i__] = 0.;
  694. /* L150: */
  695. }
  696. i__3 = k + jb - 1;
  697. for (j = k; j <= i__3; ++j) {
  698. /* Find pivot, test for exit, else swap rows and columns */
  699. /* Update dot products, compute possible pivots which are */
  700. /* stored in the second half of WORK */
  701. i__4 = *n;
  702. for (i__ = j; i__ <= i__4; ++i__) {
  703. if (j > k) {
  704. /* Computing 2nd power */
  705. d__1 = a[i__ + (j - 1) * a_dim1];
  706. work[i__] += d__1 * d__1;
  707. }
  708. work[*n + i__] = a[i__ + i__ * a_dim1] - work[i__];
  709. /* L160: */
  710. }
  711. if (j > 1) {
  712. i__4 = *n + j;
  713. i__5 = *n << 1;
  714. itemp = mymaxloc_(&work[1], &i__4, &i__5, &c__1);
  715. pvt = itemp + j - 1;
  716. ajj = work[*n + pvt];
  717. if (ajj <= dstop || disnan_(&ajj)) {
  718. a[j + j * a_dim1] = ajj;
  719. goto L190;
  720. }
  721. }
  722. if (j != pvt) {
  723. /* Pivot OK, so can now swap pivot rows and columns */
  724. a[pvt + pvt * a_dim1] = a[j + j * a_dim1];
  725. i__4 = j - 1;
  726. dswap_(&i__4, &a[j + a_dim1], lda, &a[pvt + a_dim1],
  727. lda);
  728. if (pvt < *n) {
  729. i__4 = *n - pvt;
  730. dswap_(&i__4, &a[pvt + 1 + j * a_dim1], &c__1, &a[
  731. pvt + 1 + pvt * a_dim1], &c__1);
  732. }
  733. i__4 = pvt - j - 1;
  734. dswap_(&i__4, &a[j + 1 + j * a_dim1], &c__1, &a[pvt +
  735. (j + 1) * a_dim1], lda);
  736. /* Swap dot products and PIV */
  737. dtemp = work[j];
  738. work[j] = work[pvt];
  739. work[pvt] = dtemp;
  740. itemp = piv[pvt];
  741. piv[pvt] = piv[j];
  742. piv[j] = itemp;
  743. }
  744. ajj = sqrt(ajj);
  745. a[j + j * a_dim1] = ajj;
  746. /* Compute elements J+1:N of column J. */
  747. if (j < *n) {
  748. i__4 = *n - j;
  749. i__5 = j - k;
  750. dgemv_("No Trans", &i__4, &i__5, &c_b23, &a[j + 1 + k
  751. * a_dim1], lda, &a[j + k * a_dim1], lda, &
  752. c_b25, &a[j + 1 + j * a_dim1], &c__1);
  753. i__4 = *n - j;
  754. d__1 = 1. / ajj;
  755. dscal_(&i__4, &d__1, &a[j + 1 + j * a_dim1], &c__1);
  756. }
  757. /* L170: */
  758. }
  759. /* Update trailing matrix, J already incremented */
  760. if (k + jb <= *n) {
  761. i__3 = *n - j + 1;
  762. dsyrk_("Lower", "No Trans", &i__3, &jb, &c_b23, &a[j + k *
  763. a_dim1], lda, &c_b25, &a[j + j * a_dim1], lda);
  764. }
  765. /* L180: */
  766. }
  767. }
  768. }
  769. /* Ran to completion, A has full rank */
  770. *rank = *n;
  771. goto L200;
  772. L190:
  773. /* Rank is the number of steps completed. Set INFO = 1 to signal */
  774. /* that the factorization cannot be used to solve a system. */
  775. *rank = j - 1;
  776. *info = 1;
  777. L200:
  778. return 0;
  779. /* End of DPSTRF */
  780. } /* dpstrf_ */