570 lines
16 KiB
C
570 lines
16 KiB
C
#include "blaswrap.h"
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#ifdef _cpluscplus
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extern "C" {
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#endif
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#include "f2c.h"
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/* Subroutine */ int dgbtrf_(integer *m, integer *n, integer *kl, integer *ku,
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doublereal *ab, integer *ldab, integer *ipiv, integer *info)
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{
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/* -- LAPACK routine (version 3.0) --
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Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
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Courant Institute, Argonne National Lab, and Rice University
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February 29, 1992
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Purpose
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=======
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DGBTRF computes an LU factorization of a real m-by-n band matrix A
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using partial pivoting with row interchanges.
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This is the blocked version of the algorithm, calling Level 3 BLAS.
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Arguments
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=========
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M (input) INTEGER
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The number of rows of the matrix A. M >= 0.
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N (input) INTEGER
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The number of columns of the matrix A. N >= 0.
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KL (input) INTEGER
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The number of subdiagonals within the band of A. KL >= 0.
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KU (input) INTEGER
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The number of superdiagonals within the band of A. KU >= 0.
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AB (input/output) DOUBLE PRECISION array, dimension (LDAB,N)
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On entry, the matrix A in band storage, in rows KL+1 to
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2*KL+KU+1; rows 1 to KL of the array need not be set.
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The j-th column of A is stored in the j-th column of the
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array AB as follows:
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AB(kl+ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl)
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On exit, details of the factorization: U is stored as an
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upper triangular band matrix with KL+KU superdiagonals in
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rows 1 to KL+KU+1, and the multipliers used during the
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factorization are stored in rows KL+KU+2 to 2*KL+KU+1.
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See below for further details.
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LDAB (input) INTEGER
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The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
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IPIV (output) INTEGER array, dimension (min(M,N))
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The pivot indices; for 1 <= i <= min(M,N), row i of the
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matrix was interchanged with row IPIV(i).
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INFO (output) INTEGER
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= 0: successful exit
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< 0: if INFO = -i, the i-th argument had an illegal value
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> 0: if INFO = +i, U(i,i) is exactly zero. The factorization
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has been completed, but the factor U is exactly
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singular, and division by zero will occur if it is used
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to solve a system of equations.
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Further Details
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===============
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The band storage scheme is illustrated by the following example, when
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M = N = 6, KL = 2, KU = 1:
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On entry: On exit:
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* * * + + + * * * u14 u25 u36
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* * + + + + * * u13 u24 u35 u46
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* a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
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a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
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a21 a32 a43 a54 a65 * m21 m32 m43 m54 m65 *
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a31 a42 a53 a64 * * m31 m42 m53 m64 * *
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Array elements marked * are not used by the routine; elements marked
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+ need not be set on entry, but are required by the routine to store
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elements of U because of fill-in resulting from the row interchanges.
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=====================================================================
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KV is the number of superdiagonals in the factor U, allowing for
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fill-in
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Parameter adjustments */
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/* Table of constant values */
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static integer c__1 = 1;
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static integer c__65 = 65;
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static doublereal c_b18 = -1.;
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static doublereal c_b31 = 1.;
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/* System generated locals */
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integer ab_dim1, ab_offset, i__1, i__2, i__3, i__4, i__5, i__6;
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doublereal d__1;
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/* Local variables */
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extern /* Subroutine */ int dger_(integer *, integer *, doublereal *,
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doublereal *, integer *, doublereal *, integer *, doublereal *,
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integer *);
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static doublereal temp;
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static integer i__, j;
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extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *,
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integer *), dgemm_(char *, char *, integer *, integer *, integer *
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, doublereal *, doublereal *, integer *, doublereal *, integer *,
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doublereal *, doublereal *, integer *), dcopy_(
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integer *, doublereal *, integer *, doublereal *, integer *),
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dswap_(integer *, doublereal *, integer *, doublereal *, integer *
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);
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static doublereal work13[4160] /* was [65][64] */, work31[4160]
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/* was [65][64] */;
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extern /* Subroutine */ int dtrsm_(char *, char *, char *, char *,
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integer *, integer *, doublereal *, doublereal *, integer *,
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doublereal *, integer *);
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static integer i2, i3, j2, j3, k2;
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extern /* Subroutine */ int dgbtf2_(integer *, integer *, integer *,
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integer *, doublereal *, integer *, integer *, integer *);
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static integer jb, nb, ii, jj, jm, ip, jp, km, ju, kv;
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extern integer idamax_(integer *, doublereal *, integer *);
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static integer nw;
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extern /* Subroutine */ int xerbla_(char *, integer *);
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extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
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integer *, integer *, ftnlen, ftnlen);
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extern /* Subroutine */ int dlaswp_(integer *, doublereal *, integer *,
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integer *, integer *, integer *, integer *);
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#define work13_ref(a_1,a_2) work13[(a_2)*65 + a_1 - 66]
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#define work31_ref(a_1,a_2) work31[(a_2)*65 + a_1 - 66]
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#define ab_ref(a_1,a_2) ab[(a_2)*ab_dim1 + a_1]
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ab_dim1 = *ldab;
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ab_offset = 1 + ab_dim1 * 1;
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ab -= ab_offset;
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--ipiv;
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/* Function Body */
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kv = *ku + *kl;
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/* Test the input parameters. */
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*info = 0;
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if (*m < 0) {
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*info = -1;
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} else if (*n < 0) {
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*info = -2;
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} else if (*kl < 0) {
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*info = -3;
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} else if (*ku < 0) {
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*info = -4;
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} else if (*ldab < *kl + kv + 1) {
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*info = -6;
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}
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if (*info != 0) {
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i__1 = -(*info);
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xerbla_("DGBTRF", &i__1);
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return 0;
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}
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/* Quick return if possible */
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if (*m == 0 || *n == 0) {
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return 0;
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}
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/* Determine the block size for this environment */
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nb = ilaenv_(&c__1, "DGBTRF", " ", m, n, kl, ku, (ftnlen)6, (ftnlen)1);
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/* The block size must not exceed the limit set by the size of the
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local arrays WORK13 and WORK31. */
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nb = min(nb,64);
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if (nb <= 1 || nb > *kl) {
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/* Use unblocked code */
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dgbtf2_(m, n, kl, ku, &ab[ab_offset], ldab, &ipiv[1], info);
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} else {
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/* Use blocked code
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Zero the superdiagonal elements of the work array WORK13 */
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i__1 = nb;
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for (j = 1; j <= i__1; ++j) {
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i__2 = j - 1;
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for (i__ = 1; i__ <= i__2; ++i__) {
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work13_ref(i__, j) = 0.;
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/* L10: */
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}
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/* L20: */
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}
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/* Zero the subdiagonal elements of the work array WORK31 */
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i__1 = nb;
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for (j = 1; j <= i__1; ++j) {
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i__2 = nb;
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for (i__ = j + 1; i__ <= i__2; ++i__) {
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work31_ref(i__, j) = 0.;
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/* L30: */
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}
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/* L40: */
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}
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/* Gaussian elimination with partial pivoting
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Set fill-in elements in columns KU+2 to KV to zero */
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i__1 = min(kv,*n);
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for (j = *ku + 2; j <= i__1; ++j) {
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i__2 = *kl;
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for (i__ = kv - j + 2; i__ <= i__2; ++i__) {
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ab_ref(i__, j) = 0.;
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/* L50: */
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}
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/* L60: */
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}
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/* JU is the index of the last column affected by the current
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stage of the factorization */
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ju = 1;
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i__1 = min(*m,*n);
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i__2 = nb;
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for (j = 1; i__2 < 0 ? j >= i__1 : j <= i__1; j += i__2) {
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/* Computing MIN */
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i__3 = nb, i__4 = min(*m,*n) - j + 1;
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jb = min(i__3,i__4);
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/* The active part of the matrix is partitioned
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A11 A12 A13
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A21 A22 A23
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A31 A32 A33
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Here A11, A21 and A31 denote the current block of JB columns
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which is about to be factorized. The number of rows in the
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partitioning are JB, I2, I3 respectively, and the numbers
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of columns are JB, J2, J3. The superdiagonal elements of A13
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and the subdiagonal elements of A31 lie outside the band.
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Computing MIN */
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i__3 = *kl - jb, i__4 = *m - j - jb + 1;
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i2 = min(i__3,i__4);
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/* Computing MIN */
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i__3 = jb, i__4 = *m - j - *kl + 1;
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i3 = min(i__3,i__4);
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/* J2 and J3 are computed after JU has been updated.
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Factorize the current block of JB columns */
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i__3 = j + jb - 1;
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for (jj = j; jj <= i__3; ++jj) {
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/* Set fill-in elements in column JJ+KV to zero */
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if (jj + kv <= *n) {
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i__4 = *kl;
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for (i__ = 1; i__ <= i__4; ++i__) {
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ab_ref(i__, jj + kv) = 0.;
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/* L70: */
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}
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}
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/* Find pivot and test for singularity. KM is the number of
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subdiagonal elements in the current column.
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Computing MIN */
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i__4 = *kl, i__5 = *m - jj;
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km = min(i__4,i__5);
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i__4 = km + 1;
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jp = idamax_(&i__4, &ab_ref(kv + 1, jj), &c__1);
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ipiv[jj] = jp + jj - j;
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if (ab_ref(kv + jp, jj) != 0.) {
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/* Computing MAX
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Computing MIN */
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i__6 = jj + *ku + jp - 1;
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i__4 = ju, i__5 = min(i__6,*n);
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ju = max(i__4,i__5);
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if (jp != 1) {
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/* Apply interchange to columns J to J+JB-1 */
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if (jp + jj - 1 < j + *kl) {
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i__4 = *ldab - 1;
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i__5 = *ldab - 1;
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dswap_(&jb, &ab_ref(kv + 1 + jj - j, j), &i__4, &
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ab_ref(kv + jp + jj - j, j), &i__5);
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} else {
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/* The interchange affects columns J to JJ-1 of A31
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which are stored in the work array WORK31 */
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i__4 = jj - j;
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i__5 = *ldab - 1;
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dswap_(&i__4, &ab_ref(kv + 1 + jj - j, j), &i__5,
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&work31_ref(jp + jj - j - *kl, 1), &c__65)
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;
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i__4 = j + jb - jj;
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i__5 = *ldab - 1;
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i__6 = *ldab - 1;
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dswap_(&i__4, &ab_ref(kv + 1, jj), &i__5, &ab_ref(
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kv + jp, jj), &i__6);
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}
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}
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/* Compute multipliers */
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d__1 = 1. / ab_ref(kv + 1, jj);
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dscal_(&km, &d__1, &ab_ref(kv + 2, jj), &c__1);
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/* Update trailing submatrix within the band and within
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the current block. JM is the index of the last column
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which needs to be updated.
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Computing MIN */
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i__4 = ju, i__5 = j + jb - 1;
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jm = min(i__4,i__5);
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if (jm > jj) {
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i__4 = jm - jj;
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i__5 = *ldab - 1;
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i__6 = *ldab - 1;
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dger_(&km, &i__4, &c_b18, &ab_ref(kv + 2, jj), &c__1,
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&ab_ref(kv, jj + 1), &i__5, &ab_ref(kv + 1,
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jj + 1), &i__6);
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}
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} else {
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/* If pivot is zero, set INFO to the index of the pivot
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unless a zero pivot has already been found. */
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if (*info == 0) {
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*info = jj;
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}
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}
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/* Copy current column of A31 into the work array WORK31
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Computing MIN */
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i__4 = jj - j + 1;
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nw = min(i__4,i3);
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if (nw > 0) {
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dcopy_(&nw, &ab_ref(kv + *kl + 1 - jj + j, jj), &c__1, &
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work31_ref(1, jj - j + 1), &c__1);
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}
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/* L80: */
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}
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if (j + jb <= *n) {
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/* Apply the row interchanges to the other blocks.
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Computing MIN */
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i__3 = ju - j + 1;
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j2 = min(i__3,kv) - jb;
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/* Computing MAX */
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i__3 = 0, i__4 = ju - j - kv + 1;
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j3 = max(i__3,i__4);
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/* Use DLASWP to apply the row interchanges to A12, A22, and
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A32. */
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i__3 = *ldab - 1;
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dlaswp_(&j2, &ab_ref(kv + 1 - jb, j + jb), &i__3, &c__1, &jb,
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&ipiv[j], &c__1);
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/* Adjust the pivot indices. */
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i__3 = j + jb - 1;
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for (i__ = j; i__ <= i__3; ++i__) {
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ipiv[i__] = ipiv[i__] + j - 1;
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/* L90: */
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}
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/* Apply the row interchanges to A13, A23, and A33
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columnwise. */
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k2 = j - 1 + jb + j2;
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i__3 = j3;
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for (i__ = 1; i__ <= i__3; ++i__) {
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jj = k2 + i__;
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i__4 = j + jb - 1;
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for (ii = j + i__ - 1; ii <= i__4; ++ii) {
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ip = ipiv[ii];
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if (ip != ii) {
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temp = ab_ref(kv + 1 + ii - jj, jj);
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ab_ref(kv + 1 + ii - jj, jj) = ab_ref(kv + 1 + ip
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- jj, jj);
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ab_ref(kv + 1 + ip - jj, jj) = temp;
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}
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/* L100: */
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}
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/* L110: */
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}
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/* Update the relevant part of the trailing submatrix */
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if (j2 > 0) {
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/* Update A12 */
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i__3 = *ldab - 1;
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i__4 = *ldab - 1;
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dtrsm_("Left", "Lower", "No transpose", "Unit", &jb, &j2,
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&c_b31, &ab_ref(kv + 1, j), &i__3, &ab_ref(kv + 1
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- jb, j + jb), &i__4);
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if (i2 > 0) {
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/* Update A22 */
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i__3 = *ldab - 1;
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i__4 = *ldab - 1;
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i__5 = *ldab - 1;
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dgemm_("No transpose", "No transpose", &i2, &j2, &jb,
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&c_b18, &ab_ref(kv + 1 + jb, j), &i__3, &
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ab_ref(kv + 1 - jb, j + jb), &i__4, &c_b31, &
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ab_ref(kv + 1, j + jb), &i__5);
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}
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if (i3 > 0) {
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/* Update A32 */
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i__3 = *ldab - 1;
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i__4 = *ldab - 1;
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dgemm_("No transpose", "No transpose", &i3, &j2, &jb,
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&c_b18, work31, &c__65, &ab_ref(kv + 1 - jb,
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j + jb), &i__3, &c_b31, &ab_ref(kv + *kl + 1
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- jb, j + jb), &i__4);
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}
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}
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if (j3 > 0) {
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/* Copy the lower triangle of A13 into the work array
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WORK13 */
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i__3 = j3;
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for (jj = 1; jj <= i__3; ++jj) {
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i__4 = jb;
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for (ii = jj; ii <= i__4; ++ii) {
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work13_ref(ii, jj) = ab_ref(ii - jj + 1, jj + j +
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kv - 1);
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/* L120: */
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}
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/* L130: */
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}
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/* Update A13 in the work array */
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i__3 = *ldab - 1;
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dtrsm_("Left", "Lower", "No transpose", "Unit", &jb, &j3,
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&c_b31, &ab_ref(kv + 1, j), &i__3, work13, &c__65);
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if (i2 > 0) {
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/* Update A23 */
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i__3 = *ldab - 1;
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i__4 = *ldab - 1;
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dgemm_("No transpose", "No transpose", &i2, &j3, &jb,
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&c_b18, &ab_ref(kv + 1 + jb, j), &i__3,
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work13, &c__65, &c_b31, &ab_ref(jb + 1, j +
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kv), &i__4);
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}
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if (i3 > 0) {
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/* Update A33 */
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i__3 = *ldab - 1;
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dgemm_("No transpose", "No transpose", &i3, &j3, &jb,
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&c_b18, work31, &c__65, work13, &c__65, &
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c_b31, &ab_ref(*kl + 1, j + kv), &i__3);
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}
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/* Copy the lower triangle of A13 back into place */
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i__3 = j3;
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for (jj = 1; jj <= i__3; ++jj) {
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i__4 = jb;
|
|
for (ii = jj; ii <= i__4; ++ii) {
|
|
ab_ref(ii - jj + 1, jj + j + kv - 1) = work13_ref(
|
|
ii, jj);
|
|
/* L140: */
|
|
}
|
|
/* L150: */
|
|
}
|
|
}
|
|
} else {
|
|
|
|
/* Adjust the pivot indices. */
|
|
|
|
i__3 = j + jb - 1;
|
|
for (i__ = j; i__ <= i__3; ++i__) {
|
|
ipiv[i__] = ipiv[i__] + j - 1;
|
|
/* L160: */
|
|
}
|
|
}
|
|
|
|
/* 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 */
|
|
|
|
i__3 = j;
|
|
for (jj = j + jb - 1; jj >= i__3; --jj) {
|
|
jp = ipiv[jj] - jj + 1;
|
|
if (jp != 1) {
|
|
|
|
/* Apply interchange to columns J to JJ-1 */
|
|
|
|
if (jp + jj - 1 < j + *kl) {
|
|
|
|
/* The interchange does not affect A31 */
|
|
|
|
i__4 = jj - j;
|
|
i__5 = *ldab - 1;
|
|
i__6 = *ldab - 1;
|
|
dswap_(&i__4, &ab_ref(kv + 1 + jj - j, j), &i__5, &
|
|
ab_ref(kv + jp + jj - j, j), &i__6);
|
|
} else {
|
|
|
|
/* The interchange does affect A31 */
|
|
|
|
i__4 = jj - j;
|
|
i__5 = *ldab - 1;
|
|
dswap_(&i__4, &ab_ref(kv + 1 + jj - j, j), &i__5, &
|
|
work31_ref(jp + jj - j - *kl, 1), &c__65);
|
|
}
|
|
}
|
|
|
|
/* Copy the current column of A31 back into place
|
|
|
|
Computing MIN */
|
|
i__4 = i3, i__5 = jj - j + 1;
|
|
nw = min(i__4,i__5);
|
|
if (nw > 0) {
|
|
dcopy_(&nw, &work31_ref(1, jj - j + 1), &c__1, &ab_ref(kv
|
|
+ *kl + 1 - jj + j, jj), &c__1);
|
|
}
|
|
/* L170: */
|
|
}
|
|
/* L180: */
|
|
}
|
|
}
|
|
|
|
return 0;
|
|
|
|
/* End of DGBTRF */
|
|
|
|
} /* dgbtrf_ */
|
|
|
|
#undef ab_ref
|
|
#undef work31_ref
|
|
#undef work13_ref
|
|
|
|
|
|
#ifdef _cpluscplus
|
|
}
|
|
#endif
|