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Diffstat (limited to '2.3-1/src/fortran/lapack/dpptrf.f')
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diff --git a/2.3-1/src/fortran/lapack/dpptrf.f b/2.3-1/src/fortran/lapack/dpptrf.f new file mode 100644 index 00000000..a5e2a596 --- /dev/null +++ b/2.3-1/src/fortran/lapack/dpptrf.f @@ -0,0 +1,177 @@ + SUBROUTINE DPPTRF( UPLO, N, AP, INFO ) +* +* -- LAPACK routine (version 3.1) -- +* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. +* November 2006 +* +* .. Scalar Arguments .. + CHARACTER UPLO + INTEGER INFO, N +* .. +* .. Array Arguments .. + DOUBLE PRECISION AP( * ) +* .. +* +* Purpose +* ======= +* +* DPPTRF computes the Cholesky factorization of a real symmetric +* positive definite matrix A stored in packed format. +* +* 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) INTEGER +* The order of the matrix A. N >= 0. +* +* AP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2) +* On entry, the upper or lower triangle of the symmetric matrix +* A, packed columnwise in a linear array. The j-th column of A +* is stored in the array AP as follows: +* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; +* if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. +* See below for further details. +* +* On exit, if INFO = 0, the triangular factor U or L from the +* Cholesky factorization A = U**T*U or A = L*L**T, in the same +* storage format as A. +* +* INFO (output) INTEGER +* = 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 packed storage scheme is illustrated by the following example +* when N = 4, UPLO = 'U': +* +* Two-dimensional storage of the symmetric matrix A: +* +* a11 a12 a13 a14 +* a22 a23 a24 +* a33 a34 (aij = aji) +* a44 +* +* Packed storage of the upper triangle of A: +* +* AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ] +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ONE, ZERO + PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) +* .. +* .. Local Scalars .. + LOGICAL UPPER + INTEGER J, JC, JJ + DOUBLE PRECISION AJJ +* .. +* .. External Functions .. + LOGICAL LSAME + DOUBLE PRECISION DDOT + EXTERNAL LSAME, DDOT +* .. +* .. External Subroutines .. + EXTERNAL DSCAL, DSPR, DTPSV, XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC SQRT +* .. +* .. 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 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'DPPTRF', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + IF( N.EQ.0 ) + $ RETURN +* + IF( UPPER ) THEN +* +* Compute the Cholesky factorization A = U'*U. +* + JJ = 0 + DO 10 J = 1, N + JC = JJ + 1 + JJ = JJ + J +* +* Compute elements 1:J-1 of column J. +* + IF( J.GT.1 ) + $ CALL DTPSV( 'Upper', 'Transpose', 'Non-unit', J-1, AP, + $ AP( JC ), 1 ) +* +* Compute U(J,J) and test for non-positive-definiteness. +* + AJJ = AP( JJ ) - DDOT( J-1, AP( JC ), 1, AP( JC ), 1 ) + IF( AJJ.LE.ZERO ) THEN + AP( JJ ) = AJJ + GO TO 30 + END IF + AP( JJ ) = SQRT( AJJ ) + 10 CONTINUE + ELSE +* +* Compute the Cholesky factorization A = L*L'. +* + JJ = 1 + DO 20 J = 1, N +* +* Compute L(J,J) and test for non-positive-definiteness. +* + AJJ = AP( JJ ) + IF( AJJ.LE.ZERO ) THEN + AP( JJ ) = AJJ + GO TO 30 + END IF + AJJ = SQRT( AJJ ) + AP( JJ ) = AJJ +* +* Compute elements J+1:N of column J and update the trailing +* submatrix. +* + IF( J.LT.N ) THEN + CALL DSCAL( N-J, ONE / AJJ, AP( JJ+1 ), 1 ) + CALL DSPR( 'Lower', N-J, -ONE, AP( JJ+1 ), 1, + $ AP( JJ+N-J+1 ) ) + JJ = JJ + N - J + 1 + END IF + 20 CONTINUE + END IF + GO TO 40 +* + 30 CONTINUE + INFO = J +* + 40 CONTINUE + RETURN +* +* End of DPPTRF +* + END |