1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
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
|