dynare/mex/sources/libslicot/MB01ND.f

250 lines
8.1 KiB
Fortran

SUBROUTINE MB01ND( UPLO, N, ALPHA, X, INCX, Y, INCY, A, LDA )
C
C SLICOT RELEASE 5.0.
C
C Copyright (c) 2002-2009 NICONET e.V.
C
C This program is free software: you can redistribute it and/or
C modify it under the terms of the GNU General Public License as
C published by the Free Software Foundation, either version 2 of
C the License, or (at your option) any later version.
C
C This program is distributed in the hope that it will be useful,
C but WITHOUT ANY WARRANTY; without even the implied warranty of
C MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
C GNU General Public License for more details.
C
C You should have received a copy of the GNU General Public License
C along with this program. If not, see
C <http://www.gnu.org/licenses/>.
C
C PURPOSE
C
C To perform the skew-symmetric rank 2 operation
C
C A := alpha*x*y' - alpha*y*x' + A,
C
C where alpha is a scalar, x and y are vectors of length n and A is
C an n-by-n skew-symmetric matrix.
C
C This is a modified version of the vanilla implemented BLAS
C routine DSYR2 written by Jack Dongarra, Jeremy Du Croz,
C Sven Hammarling, and Richard Hanson.
C
C ARGUMENTS
C
C Mode Parameters
C
C UPLO CHARACTER*1
C Specifies whether the upper or lower triangular part of
C the array A is to be referenced as follows:
C = 'U': only the strictly upper triangular part of A is to
C be referenced;
C = 'L': only the strictly lower triangular part of A is to
C be referenced.
C
C Input/Output Parameters
C
C N (input) INTEGER
C The order of the matrix A. N >= 0.
C
C ALPHA (input) DOUBLE PRECISION
C The scalar alpha. If alpha is zero X and Y are not
C referenced.
C
C X (input) DOUBLE PRECISION array, dimension
C ( 1 + ( N - 1 )*abs( INCX ) ).
C On entry, elements 1, INCX+1, .., ( N - 1 )*INCX + 1 of
C this array must contain the elements of the vector X.
C
C INCX (input) INTEGER
C The increment for the elements of X. IF INCX < 0 then the
C elements of X are accessed in reversed order. INCX <> 0.
C
C Y (input) DOUBLE PRECISION array, dimension
C ( 1 + ( N - 1 )*abs( INCY ) ).
C On entry, elements 1, INCY+1, .., ( N - 1 )*INCY + 1 of
C this array must contain the elements of the vector Y.
C
C INCY (input) INTEGER
C The increment for the elements of Y. IF INCY < 0 then the
C elements of Y are accessed in reversed order. INCY <> 0.
C
C A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
C On entry with UPLO = 'U', the leading N-by-N part of this
C array must contain the strictly upper triangular part of
C the matrix A. The lower triangular part of this array is
C not referenced.
C On entry with UPLO = 'L', the leading N-by-N part of this
C array must contain the strictly lower triangular part of
C the matrix A. The upper triangular part of this array is
C not referenced.
C On exit with UPLO = 'U', the leading N-by-N part of this
C array contains the strictly upper triangular part of the
C updated matrix A.
C On exit with UPLO = 'L', the leading N-by-N part of this
C array contains the strictly lower triangular part of the
C updated matrix A.
C
C LDA INTEGER
C The leading dimension of the array A. LDA >= MAX(1,N)
C
C NUMERICAL ASPECTS
C
C Though being almost identical with the vanilla implementation
C of the BLAS routine DSYR2 the performance of this routine could
C be significantly lower in the case of vendor supplied, highly
C optimized BLAS.
C
C CONTRIBUTORS
C
C D. Kressner, Technical Univ. Berlin, Germany, and
C P. Benner, Technical Univ. Chemnitz, Germany, December 2003.
C
C REVISIONS
C
C V. Sima, May 2008 (SLICOT version of the HAPACK routine DSKR2).
C
C KEYWORDS
C
C Elementary matrix operations.
C
C ******************************************************************
C
C .. Parameters ..
DOUBLE PRECISION ZERO
PARAMETER ( ZERO = 0.0D+0 )
C .. Scalar Arguments ..
DOUBLE PRECISION ALPHA
INTEGER INCX, INCY, LDA, N
CHARACTER UPLO
C .. Array Arguments ..
DOUBLE PRECISION A( LDA, * ), X( * ), Y( * )
C .. Local Scalars ..
DOUBLE PRECISION TEMP1, TEMP2
INTEGER I, INFO, IX, IY, J, JX, JY, KX, KY
C .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
C .. External Subroutines ..
EXTERNAL XERBLA
C .. Intrinsic Functions ..
INTRINSIC MAX
C
C .. Executable Statements ..
C
C Test the input parameters.
C
INFO = 0
IF ( .NOT.LSAME( UPLO, 'U' ).AND.
$ .NOT.LSAME( UPLO, 'L' ) )THEN
INFO = 1
ELSE IF ( N.LT.0 )THEN
INFO = 2
ELSE IF ( INCX.EQ.0 )THEN
INFO = 5
ELSE IF ( INCY.EQ.0 )THEN
INFO = 7
ELSE IF ( LDA.LT.MAX( 1, N ) )THEN
INFO = 9
END IF
C
IF ( INFO.NE.0 )THEN
CALL XERBLA( 'MB01ND', INFO )
RETURN
END IF
C
C Quick return if possible.
C
IF ( ( N.EQ.0 ).OR.( ALPHA.EQ.ZERO ) )
$ RETURN
C
C Set up the start points in X and Y if the increments are not both
C unity.
C
IF ( ( INCX.NE.1 ).OR.( INCY.NE.1 ) )THEN
IF ( INCX.GT.0 )THEN
KX = 1
ELSE
KX = 1 - ( N - 1 )*INCX
END IF
IF ( INCY.GT.0 )THEN
KY = 1
ELSE
KY = 1 - ( N - 1 )*INCY
END IF
JX = KX
JY = KY
END IF
C
C Start the operations. In this version the elements of A are
C accessed sequentially with one pass through the triangular part
C of A.
C
IF ( LSAME( UPLO, 'U' ) )THEN
C
C Form A when A is stored in the upper triangle.
C
IF ( ( INCX.EQ.1 ).AND.( INCY.EQ.1 ) )THEN
DO 20 J = 2, N
IF ( ( X(J).NE.ZERO ).OR.( Y(J).NE.ZERO ) )THEN
TEMP1 = ALPHA*Y(J)
TEMP2 = ALPHA*X(J)
DO 10 I = 1, J-1
A(I,J) = A(I,J) + X(I)*TEMP1 - Y(I)*TEMP2
10 CONTINUE
END IF
20 CONTINUE
ELSE
DO 40 J = 2, N
IF ( ( X(JX).NE.ZERO ).OR.( Y(JY).NE.ZERO ) )THEN
TEMP1 = ALPHA*Y(JY)
TEMP2 = ALPHA*X(JX)
IX = KX
IY = KY
DO 30 I = 1, J-1
A(I,J) = A(I,J) + X(IX)*TEMP1 - Y(IY)*TEMP2
IX = IX + INCX
IY = IY + INCY
30 CONTINUE
END IF
JX = JX + INCX
JY = JY + INCY
40 CONTINUE
END IF
ELSE
C
C Form A when A is stored in the lower triangle.
C
IF ( ( INCX.EQ.1 ).AND.( INCY.EQ.1 ) )THEN
DO 60 J = 1, N-1
IF ( ( X(J).NE.ZERO ).OR.( Y(J).NE.ZERO ) )THEN
TEMP1 = ALPHA*Y(J)
TEMP2 = ALPHA*X(J)
DO 50 I = J+1, N
A(I,J) = A(I,J) + X(I)*TEMP1 - Y(I)*TEMP2
50 CONTINUE
END IF
60 CONTINUE
ELSE
DO 80 J = 1, N-1
IF ( ( X(JX).NE.ZERO ).OR.( Y(JY).NE.ZERO ) )THEN
TEMP1 = ALPHA*Y(JY)
TEMP2 = ALPHA*X(JX)
IX = JX
IY = JY
DO 70 I = J+1, N
A(I,J) = A(I,J) + X(IX)*TEMP1 - Y(IY)*TEMP2
IX = IX + INCX
IY = IY + INCY
70 CONTINUE
END IF
JX = JX + INCX
JY = JY + INCY
80 CONTINUE
END IF
END IF
RETURN
C *** Last line of MB01ND ***
END