LAPACK.rar_LAPACK_visual c

/* -- Purpose ======= DPBTRF computes the Cholesky factorization of a real symmetric positive definite band matrix A. The factorization has the form A = U**T * U, if UPLO = 'U', or A = L * L**T, if UPLO = 'L', where U is an upper triangular matrix and L is lower triangular. Arguments ========= UPLO (input) CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. N (input) int The order of the matrix A. N >= 0. KD (input) int The number of superdiagonals of the matrix A if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KD >= 0. AB (input/output) DOUBLE PRECISION array, dimension (LDAB,N) On entry, the upper or lower triangle of the symmetric band matrix A, stored in the first KD+1 rows of the array. The j-th column of A is stored in the j-th column of the array AB as follows: if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd). On exit, if INFO = 0, the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T of the band matrix A, in the same storage format as A. LDAB (input) int The leading dimension of the array AB. LDAB >= KD+1. INFO (output) int = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the leading minor of order i is not positive definite, and the factorization could not be completed. Further Details =============== The band storage scheme is illustrated by the following example, when N = 6, KD = 2, and UPLO = 'U': On entry: On exit: * * a13 a24 a35 a46 * * 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 Similarly, if UPLO = 'L' the format of A is as follows: On entry: On exit: a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66 a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 * a31 a42 a53 a64 * * l31 l42 l53 l64 * * Array elements marked * are not used by the routine. Contributed by Peter Mayes and Giuseppe Radicati, IBM ECSEC, Rome, March 23, 1989 ===================================================================== Test the input parameters. */ /* Note: nb = ilaenv_(&c__1, "DPBTRF", uplo, n, kd, &c_n1, &c_n1, (ftnlen)6, ( ftnlen)1); is modified to be nb = 32; */ #include "stdafx.h" #include "ZMath.h" #include "CLAPACK_FACTORY.h" int CLAPACK_FACTORY::dpbtrf_(char *uplo, int *n, int *kd, double *ab, int *ldab, int *info) { static int c__1 = 1; static int c_n1 = -1; static double c_b18 = 1.; static double c_b21 = -1.; static int c__33 = 33; /* System generated locals */ int ab_dim1, ab_offset, i__1, i__2, i__3, i__4; /* Local variables */ static double work[1056] /* was [33][32] */; static int i__, j; //extern /* Subroutine */ int dgemm_(char *, char *, int *, int *, // int *, double *, double *, int *, double *, // int *, double *, double *, int *); //extern logical lsame_(char *, char *); //extern /* Subroutine */ int dtrsm_(char *, char *, char *, char *, // int *, int *, double *, double *, int *, // double *, int *); static int i2, i3; //extern /* Subroutine */ int dsyrk_(char *, char *, int *, int *, // double *, double *, int *, double *, double *, // int *), dpbtf2_(char *, int *, int *, // double *, int *, int *), dpotf2_(char *, // int *, double *, int *, int *); static int ib, nb, ii, jj; //extern /* Subroutine */ int xerbla_(char *, int *); //extern int ilaenv_(int *, char *, char *, int *, int *, // int *, int *, ftnlen, ftnlen); #define work_ref(a_1,a_2) work[(a_2)*33 + a_1 - 34] #define ab_ref(a_1,a_2) ab[(a_2)*ab_dim1 + a_1] ab_dim1 = *ldab; ab_offset = 1 + ab_dim1 * 1; ab -= ab_offset; /* Function Body */ *info = 0; if (! lsame_(uplo, "U") && ! lsame_(uplo, "L")) { *info = -1; } else if (*n < 0) { *info = -2; } else if (*kd < 0) { *info = -3; } else if (*ldab < *kd + 1) { *info = -5; } if (*info != 0) { i__1 = -(*info); xerbla_("DPBTRF", &i__1); return 0; } /* Quick return if possible */ if (*n == 0) { return 0; } /* Determine the block size for this environment */ /* nb = ilaenv_(&c__1, "DPBTRF", uplo, n, kd, &c_n1, &c_n1, (ftnlen)6, ( ftnlen)1); */ nb = 32; /* The block size must not exceed the semi-bandwidth KD, and must not exceed the limit set by the size of the local array WORK. */ nb = CZMath::zMin(nb,32); if (nb <= 1 || nb > *kd) { /* Use unblocked code */ dpbtf2_(uplo, n, kd, &ab[ab_offset], ldab, info); } else { /* Use blocked code */ if (lsame_(uplo, "U")) { /* Compute the Cholesky factorization of a symmetric band matrix, given the upper triangle of the matrix in band storage. Zero the upper triangle of the work array. */ i__1 = nb; for (j = 1; j <= i__1; ++j) { i__2 = j - 1; for (i__ = 1; i__ <= i__2; ++i__) { work_ref(i__, j) = 0.; /* L10: */ } /* L20: */ } /* Process the band matrix one diagonal block at a time. */ i__1 = *n; i__2 = nb; for (i__ = 1; i__2 < 0 ? i__ >= i__1 : i__ <= i__1; i__ += i__2) { /* Computing MIN */ i__3 = nb, i__4 = *n - i__ + 1; ib = CZMath::zMin(i__3,i__4); /* Factorize the diagonal block */ i__3 = *ldab - 1; dpotf2_(uplo, &ib, &ab_ref(*kd + 1, i__), &i__3, &ii); if (ii != 0) { *info = i__ + ii - 1; goto L150; } if (i__ + ib <= *n) { /* Update the relevant part of the trailing submatrix. If A11 denotes the diagonal block which has just been factorized, then we need to update the remaining blocks in the diagram: A11 A12 A13 A22 A23 A33 The numbers of rows and columns in the partitioning are IB, I2, I3 respectively. The blocks A12, A22 and A23 are empty if IB = KD. The upper triangle of A13 lies outside the band. Computing MIN */ i__3 = *kd - ib, i__4 = *n - i__ - ib + 1; i2 = CZMath::zMin(i__3,i__4); /* Computing MIN */ i__3 = ib, i__4 = *n - i__ - *kd + 1; i3 = CZMath::zMin(i__3,i__4); if (i2 > 0) { /* Update A12 */ i__3 = *ldab - 1; i__4 = *ldab - 1; dtrsm_("Left", "Upper", "Transpose", "Non-unit", &ib, &i2, &c_b18, &ab_ref(*kd + 1, i__), &i__3, & ab_ref(*kd + 1 - ib, i__ + ib), &i__4); /* Update A22 */ i__3 = *ldab - 1; i__4 = *ldab - 1; dsyrk_("Upper", "Transpose", &i2, &ib, &c_b21, & ab_ref(*kd + 1 - ib, i__ + ib), &i__3, &c_b18, &ab_ref(*kd + 1, i__ + ib), &i__4); } if (i3 > 0) { /* Copy the lower