csptrf.f

famous linear algebra library (LAPACK) ports to windows

*
*              1-by-1 pivot block D(k): column k now holds
*
*              W(k) = U(k)*D(k)
*
*              where U(k) is the k-th column of U
*
*              Perform a rank-1 update of A(1:k-1,1:k-1) as
*
*              A := A - U(k)*D(k)*U(k)' = A - W(k)*1/D(k)*W(k)'
*
               R1 = CONE / AP( KC+K-1 )
               CALL CSPR( UPLO, K-1, -R1, AP( KC ), 1, AP )
*
*              Store U(k) in column k
*
               CALL CSCAL( K-1, R1, AP( KC ), 1 )
            ELSE
*
*              2-by-2 pivot block D(k): columns k and k-1 now hold
*
*              ( W(k-1) W(k) ) = ( U(k-1) U(k) )*D(k)
*
*              where U(k) and U(k-1) are the k-th and (k-1)-th columns
*              of U
*
*              Perform a rank-2 update of A(1:k-2,1:k-2) as
*
*              A := A - ( U(k-1) U(k) )*D(k)*( U(k-1) U(k) )'
*                 = A - ( W(k-1) W(k) )*inv(D(k))*( W(k-1) W(k) )'
*
               IF( K.GT.2 ) THEN
*
                  D12 = AP( K-1+( K-1 )*K / 2 )
                  D22 = AP( K-1+( K-2 )*( K-1 ) / 2 ) / D12
                  D11 = AP( K+( K-1 )*K / 2 ) / D12
                  T = CONE / ( D11*D22-CONE )
                  D12 = T / D12
*
                  DO 50 J = K - 2, 1, -1
                     WKM1 = D12*( D11*AP( J+( K-2 )*( K-1 ) / 2 )-
     $                      AP( J+( K-1 )*K / 2 ) )
                     WK = D12*( D22*AP( J+( K-1 )*K / 2 )-
     $                    AP( J+( K-2 )*( K-1 ) / 2 ) )
                     DO 40 I = J, 1, -1
                        AP( I+( J-1 )*J / 2 ) = AP( I+( J-1 )*J / 2 ) -
     $                     AP( I+( K-1 )*K / 2 )*WK -
     $                     AP( I+( K-2 )*( K-1 ) / 2 )*WKM1
   40                CONTINUE
                     AP( J+( K-1 )*K / 2 ) = WK
                     AP( J+( K-2 )*( K-1 ) / 2 ) = WKM1
   50             CONTINUE
*
               END IF
            END IF
         END IF
*
*        Store details of the interchanges in IPIV
*
         IF( KSTEP.EQ.1 ) THEN
            IPIV( K ) = KP
         ELSE
            IPIV( K ) = -KP
            IPIV( K-1 ) = -KP
         END IF
*
*        Decrease K and return to the start of the main loop
*
         K = K - KSTEP
         KC = KNC - K
         GO TO 10
*
      ELSE
*
*        Factorize A as L*D*L' using the lower triangle of A
*
*        K is the main loop index, increasing from 1 to N in steps of
*        1 or 2
*
         K = 1
         KC = 1
         NPP = N*( N+1 ) / 2
   60    CONTINUE
         KNC = KC
*
*        If K > N, exit from loop
*
         IF( K.GT.N )
     $      GO TO 110
         KSTEP = 1
*
*        Determine rows and columns to be interchanged and whether
*        a 1-by-1 or 2-by-2 pivot block will be used
*
         ABSAKK = CABS1( AP( KC ) )
*
*        IMAX is the row-index of the largest off-diagonal element in
*        column K, and COLMAX is its absolute value
*
         IF( K.LT.N ) THEN
            IMAX = K + ICAMAX( N-K, AP( KC+1 ), 1 )
            COLMAX = CABS1( AP( KC+IMAX-K ) )
         ELSE
            COLMAX = ZERO
         END IF
*
         IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN
*
*           Column K is zero: set INFO and continue
*
            IF( INFO.EQ.0 )
     $         INFO = K
            KP = K
         ELSE
            IF( ABSAKK.GE.ALPHA*COLMAX ) THEN
*
*              no interchange, use 1-by-1 pivot block
*
               KP = K
            ELSE
*
*              JMAX is the column-index of the largest off-diagonal
*              element in row IMAX, and ROWMAX is its absolute value
*
               ROWMAX = ZERO
               KX = KC + IMAX - K
               DO 70 J = K, IMAX - 1
                  IF( CABS1( AP( KX ) ).GT.ROWMAX ) THEN
                     ROWMAX = CABS1( AP( KX ) )
                     JMAX = J
                  END IF
                  KX = KX + N - J
   70          CONTINUE
               KPC = NPP - ( N-IMAX+1 )*( N-IMAX+2 ) / 2 + 1
               IF( IMAX.LT.N ) THEN
                  JMAX = IMAX + ICAMAX( N-IMAX, AP( KPC+1 ), 1 )
                  ROWMAX = MAX( ROWMAX, CABS1( AP( KPC+JMAX-IMAX ) ) )
               END IF
*
               IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN
*
*                 no interchange, use 1-by-1 pivot block
*
                  KP = K
               ELSE IF( CABS1( AP( KPC ) ).GE.ALPHA*ROWMAX ) THEN
*
*                 interchange rows and columns K and IMAX, use 1-by-1
*                 pivot block
*
                  KP = IMAX
               ELSE
*
*                 interchange rows and columns K+1 and IMAX, use 2-by-2
*                 pivot block
*
                  KP = IMAX
                  KSTEP = 2
               END IF
            END IF
*
            KK = K + KSTEP - 1
            IF( KSTEP.EQ.2 )
     $         KNC = KNC + N - K + 1
            IF( KP.NE.KK ) THEN
*
*              Interchange rows and columns KK and KP in the trailing
*              submatrix A(k:n,k:n)
*
               IF( KP.LT.N )
     $            CALL CSWAP( N-KP, AP( KNC+KP-KK+1 ), 1, AP( KPC+1 ),
     $                        1 )
               KX = KNC + KP - KK
               DO 80 J = KK + 1, KP - 1
                  KX = KX + N - J + 1
                  T = AP( KNC+J-KK )
                  AP( KNC+J-KK ) = AP( KX )
                  AP( KX ) = T
   80          CONTINUE
               T = AP( KNC )
               AP( KNC ) = AP( KPC )
               AP( KPC ) = T
               IF( KSTEP.EQ.2 ) THEN
                  T = AP( KC+1 )
                  AP( KC+1 ) = AP( KC+KP-K )
                  AP( KC+KP-K ) = T
               END IF
            END IF
*
*           Update the trailing submatrix
*
            IF( KSTEP.EQ.1 ) THEN
*
*              1-by-1 pivot block D(k): column k now holds
*
*              W(k) = L(k)*D(k)
*
*              where L(k) is the k-th column of L
*
               IF( K.LT.N ) THEN
*
*                 Perform a rank-1 update of A(k+1:n,k+1:n) as
*
*                 A := A - L(k)*D(k)*L(k)' = A - W(k)*(1/D(k))*W(k)'
*
                  R1 = CONE / AP( KC )
                  CALL CSPR( UPLO, N-K, -R1, AP( KC+1 ), 1,
     $                       AP( KC+N-K+1 ) )
*
*                 Store L(k) in column K
*
                  CALL CSCAL( N-K, R1, AP( KC+1 ), 1 )
               END IF
            ELSE
*
*              2-by-2 pivot block D(k): columns K and K+1 now hold
*
*              ( W(k) W(k+1) ) = ( L(k) L(k+1) )*D(k)
*
*              where L(k) and L(k+1) are the k-th and (k+1)-th columns
*              of L
*
               IF( K.LT.N-1 ) THEN
*
*                 Perform a rank-2 update of A(k+2:n,k+2:n) as
*
*                 A := A - ( L(k) L(k+1) )*D(k)*( L(k) L(k+1) )'
*                    = A - ( W(k) W(k+1) )*inv(D(k))*( W(k) W(k+1) )'
*
*                 where L(k) and L(k+1) are the k-th and (k+1)-th
*                 columns of L
*
                  D21 = AP( K+1+( K-1 )*( 2*N-K ) / 2 )
                  D11 = AP( K+1+K*( 2*N-K-1 ) / 2 ) / D21
                  D22 = AP( K+( K-1 )*( 2*N-K ) / 2 ) / D21
                  T = CONE / ( D11*D22-CONE )
                  D21 = T / D21
*
                  DO 100 J = K + 2, N
                     WK = D21*( D11*AP( J+( K-1 )*( 2*N-K ) / 2 )-
     $                    AP( J+K*( 2*N-K-1 ) / 2 ) )
                     WKP1 = D21*( D22*AP( J+K*( 2*N-K-1 ) / 2 )-
     $                      AP( J+( K-1 )*( 2*N-K ) / 2 ) )
                     DO 90 I = J, N
                        AP( I+( J-1 )*( 2*N-J ) / 2 ) = AP( I+( J-1 )*
     $                     ( 2*N-J ) / 2 ) - AP( I+( K-1 )*( 2*N-K ) /
     $                     2 )*WK - AP( I+K*( 2*N-K-1 ) / 2 )*WKP1
   90                CONTINUE
                     AP( J+( K-1 )*( 2*N-K ) / 2 ) = WK
                     AP( J+K*( 2*N-K-1 ) / 2 ) = WKP1
  100             CONTINUE
               END IF
            END IF
         END IF
*
*        Store details of the interchanges in IPIV
*
         IF( KSTEP.EQ.1 ) THEN
            IPIV( K ) = KP
         ELSE
            IPIV( K ) = -KP
            IPIV( K+1 ) = -KP
         END IF
*
*        Increase K and return to the start of the main loop
*
         K = K + KSTEP
         KC = KNC + N - K + 2
         GO TO 60
*
      END IF
*
  110 CONTINUE
      RETURN
*
*     End of CSPTRF
*
      END