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authorjofret2009-04-28 07:17:00 +0000
committerjofret2009-04-28 07:17:00 +0000
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Moving lapack to right place
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- SUBROUTINE DPOTF2( UPLO, N, A, LDA, 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, N
-* ..
-* .. Array Arguments ..
- DOUBLE PRECISION A( LDA, * )
-* ..
-*
-* Purpose
-* =======
-*
-* DPOTF2 computes the Cholesky factorization of a real symmetric
-* positive definite matrix A.
-*
-* The factorization has the form
-* A = U' * U , if UPLO = 'U', or
-* A = L * L', if UPLO = 'L',
-* where U is an upper triangular matrix and L is lower triangular.
-*
-* This is the unblocked version of the algorithm, calling Level 2 BLAS.
-*
-* Arguments
-* =========
-*
-* UPLO (input) CHARACTER*1
-* Specifies whether the upper or lower triangular part of the
-* symmetric matrix A is stored.
-* = 'U': Upper triangular
-* = 'L': Lower triangular
-*
-* N (input) INTEGER
-* The order of the matrix A. N >= 0.
-*
-* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
-* On entry, the symmetric matrix A. If UPLO = 'U', the leading
-* n by n upper triangular part of A contains the upper
-* triangular part of the matrix A, and the strictly lower
-* triangular part of A is not referenced. If UPLO = 'L', the
-* leading n by n lower triangular part of A contains the lower
-* triangular part of the matrix A, and the strictly upper
-* triangular part of A is not referenced.
-*
-* On exit, if INFO = 0, the factor U or L from the Cholesky
-* factorization A = U'*U or A = L*L'.
-*
-* LDA (input) INTEGER
-* The leading dimension of the array A. LDA >= max(1,N).
-*
-* INFO (output) INTEGER
-* = 0: successful exit
-* < 0: if INFO = -k, the k-th argument had an illegal value
-* > 0: if INFO = k, the leading minor of order k is not
-* positive definite, and the factorization could not be
-* completed.
-*
-* =====================================================================
-*
-* .. Parameters ..
- DOUBLE PRECISION ONE, ZERO
- PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
-* ..
-* .. Local Scalars ..
- LOGICAL UPPER
- INTEGER J
- DOUBLE PRECISION AJJ
-* ..
-* .. External Functions ..
- LOGICAL LSAME
- DOUBLE PRECISION DDOT
- EXTERNAL LSAME, DDOT
-* ..
-* .. External Subroutines ..
- EXTERNAL DGEMV, DSCAL, XERBLA
-* ..
-* .. Intrinsic Functions ..
- INTRINSIC MAX, 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
- ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
- INFO = -4
- END IF
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'DPOTF2', -INFO )
- RETURN
- END IF
-*
-* Quick return if possible
-*
- IF( N.EQ.0 )
- $ RETURN
-*
- IF( UPPER ) THEN
-*
-* Compute the Cholesky factorization A = U'*U.
-*
- DO 10 J = 1, N
-*
-* Compute U(J,J) and test for non-positive-definiteness.
-*
- AJJ = A( J, J ) - DDOT( J-1, A( 1, J ), 1, A( 1, J ), 1 )
- IF( AJJ.LE.ZERO ) THEN
- A( J, J ) = AJJ
- GO TO 30
- END IF
- AJJ = SQRT( AJJ )
- A( J, J ) = AJJ
-*
-* Compute elements J+1:N of row J.
-*
- IF( J.LT.N ) THEN
- CALL DGEMV( 'Transpose', J-1, N-J, -ONE, A( 1, J+1 ),
- $ LDA, A( 1, J ), 1, ONE, A( J, J+1 ), LDA )
- CALL DSCAL( N-J, ONE / AJJ, A( J, J+1 ), LDA )
- END IF
- 10 CONTINUE
- ELSE
-*
-* Compute the Cholesky factorization A = L*L'.
-*
- DO 20 J = 1, N
-*
-* Compute L(J,J) and test for non-positive-definiteness.
-*
- AJJ = A( J, J ) - DDOT( J-1, A( J, 1 ), LDA, A( J, 1 ),
- $ LDA )
- IF( AJJ.LE.ZERO ) THEN
- A( J, J ) = AJJ
- GO TO 30
- END IF
- AJJ = SQRT( AJJ )
- A( J, J ) = AJJ
-*
-* Compute elements J+1:N of column J.
-*
- IF( J.LT.N ) THEN
- CALL DGEMV( 'No transpose', N-J, J-1, -ONE, A( J+1, 1 ),
- $ LDA, A( J, 1 ), LDA, ONE, A( J+1, J ), 1 )
- CALL DSCAL( N-J, ONE / AJJ, A( J+1, J ), 1 )
- END IF
- 20 CONTINUE
- END IF
- GO TO 40
-*
- 30 CONTINUE
- INFO = J
-*
- 40 CONTINUE
- RETURN
-*
-* End of DPOTF2
-*
- END