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authorSiddhesh Wani2015-05-25 14:46:31 +0530
committerSiddhesh Wani2015-05-25 14:46:31 +0530
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+ 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