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Diffstat (limited to '2.3-1/src/fortran/lapack/dpotrs.f')
| -rw-r--r-- | 2.3-1/src/fortran/lapack/dpotrs.f | 132 |
1 files changed, 132 insertions, 0 deletions
diff --git a/2.3-1/src/fortran/lapack/dpotrs.f b/2.3-1/src/fortran/lapack/dpotrs.f new file mode 100644 index 00000000..0273655e --- /dev/null +++ b/2.3-1/src/fortran/lapack/dpotrs.f @@ -0,0 +1,132 @@ + SUBROUTINE DPOTRS( UPLO, N, NRHS, A, LDA, B, LDB, INFO ) +* +* -- LAPACK routine (version 3.1) -- +* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. +* November 2006 +* +* .. Scalar Arguments .. + CHARACTER UPLO + INTEGER INFO, LDA, LDB, N, NRHS +* .. +* .. Array Arguments .. + DOUBLE PRECISION A( LDA, * ), B( LDB, * ) +* .. +* +* Purpose +* ======= +* +* DPOTRS solves a system of linear equations A*X = B with a symmetric +* positive definite matrix A using the Cholesky factorization +* A = U**T*U or A = L*L**T computed by DPOTRF. +* +* Arguments +* ========= +* +* UPLO (input) CHARACTER*1 +* = 'U': Upper triangle of A is stored; +* = 'L': Lower triangle of A is stored. +* +* N (input) INTEGER +* The order of the matrix A. N >= 0. +* +* NRHS (input) INTEGER +* The number of right hand sides, i.e., the number of columns +* of the matrix B. NRHS >= 0. +* +* A (input) DOUBLE PRECISION array, dimension (LDA,N) +* The triangular factor U or L from the Cholesky factorization +* A = U**T*U or A = L*L**T, as computed by DPOTRF. +* +* LDA (input) INTEGER +* The leading dimension of the array A. LDA >= max(1,N). +* +* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS) +* On entry, the right hand side matrix B. +* On exit, the solution matrix X. +* +* LDB (input) INTEGER +* The leading dimension of the array B. LDB >= max(1,N). +* +* INFO (output) INTEGER +* = 0: successful exit +* < 0: if INFO = -i, the i-th argument had an illegal value +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ONE + PARAMETER ( ONE = 1.0D+0 ) +* .. +* .. Local Scalars .. + LOGICAL UPPER +* .. +* .. External Functions .. + LOGICAL LSAME + EXTERNAL LSAME +* .. +* .. External Subroutines .. + EXTERNAL DTRSM, XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC MAX +* .. +* .. Executable Statements .. +* +* Test the input parameters. +* + INFO = 0 + UPPER = LSAME( UPLO, 'U' ) + IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN + INFO = -1 + ELSE IF( N.LT.0 ) THEN + INFO = -2 + ELSE IF( NRHS.LT.0 ) THEN + INFO = -3 + ELSE IF( LDA.LT.MAX( 1, N ) ) THEN + INFO = -5 + ELSE IF( LDB.LT.MAX( 1, N ) ) THEN + INFO = -7 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'DPOTRS', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + IF( N.EQ.0 .OR. NRHS.EQ.0 ) + $ RETURN +* + IF( UPPER ) THEN +* +* Solve A*X = B where A = U'*U. +* +* Solve U'*X = B, overwriting B with X. +* + CALL DTRSM( 'Left', 'Upper', 'Transpose', 'Non-unit', N, NRHS, + $ ONE, A, LDA, B, LDB ) +* +* Solve U*X = B, overwriting B with X. +* + CALL DTRSM( 'Left', 'Upper', 'No transpose', 'Non-unit', N, + $ NRHS, ONE, A, LDA, B, LDB ) + ELSE +* +* Solve A*X = B where A = L*L'. +* +* Solve L*X = B, overwriting B with X. +* + CALL DTRSM( 'Left', 'Lower', 'No transpose', 'Non-unit', N, + $ NRHS, ONE, A, LDA, B, LDB ) +* +* Solve L'*X = B, overwriting B with X. +* + CALL DTRSM( 'Left', 'Lower', 'Transpose', 'Non-unit', N, NRHS, + $ ONE, A, LDA, B, LDB ) + END IF +* + RETURN +* +* End of DPOTRS +* + END |