Annotation of rpl/lapack/lapack/dpftrf.f, revision 1.16
1.7 bertrand 1: *> \brief \b DPFTRF
2: *
3: * =========== DOCUMENTATION ===========
1.1 bertrand 4: *
1.13 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.1 bertrand 7: *
1.7 bertrand 8: *> \htmlonly
1.13 bertrand 9: *> Download DPFTRF + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dpftrf.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dpftrf.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dpftrf.f">
1.7 bertrand 15: *> [TXT]</a>
1.13 bertrand 16: *> \endhtmlonly
1.7 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE DPFTRF( TRANSR, UPLO, N, A, INFO )
1.13 bertrand 22: *
1.7 bertrand 23: * .. Scalar Arguments ..
24: * CHARACTER TRANSR, UPLO
25: * INTEGER N, INFO
26: * ..
27: * .. Array Arguments ..
28: * DOUBLE PRECISION A( 0: * )
1.13 bertrand 29: *
1.7 bertrand 30: *
31: *> \par Purpose:
32: * =============
33: *>
34: *> \verbatim
35: *>
36: *> DPFTRF computes the Cholesky factorization of a real symmetric
37: *> positive definite matrix A.
38: *>
39: *> The factorization has the form
40: *> A = U**T * U, if UPLO = 'U', or
41: *> A = L * L**T, if UPLO = 'L',
42: *> where U is an upper triangular matrix and L is lower triangular.
43: *>
44: *> This is the block version of the algorithm, calling Level 3 BLAS.
45: *> \endverbatim
46: *
47: * Arguments:
48: * ==========
49: *
50: *> \param[in] TRANSR
51: *> \verbatim
52: *> TRANSR is CHARACTER*1
53: *> = 'N': The Normal TRANSR of RFP A is stored;
54: *> = 'T': The Transpose TRANSR of RFP A is stored.
55: *> \endverbatim
56: *>
57: *> \param[in] UPLO
58: *> \verbatim
59: *> UPLO is CHARACTER*1
60: *> = 'U': Upper triangle of RFP A is stored;
61: *> = 'L': Lower triangle of RFP A is stored.
62: *> \endverbatim
63: *>
64: *> \param[in] N
65: *> \verbatim
66: *> N is INTEGER
67: *> The order of the matrix A. N >= 0.
68: *> \endverbatim
69: *>
70: *> \param[in,out] A
71: *> \verbatim
72: *> A is DOUBLE PRECISION array, dimension ( N*(N+1)/2 );
73: *> On entry, the symmetric matrix A in RFP format. RFP format is
74: *> described by TRANSR, UPLO, and N as follows: If TRANSR = 'N'
75: *> then RFP A is (0:N,0:k-1) when N is even; k=N/2. RFP A is
76: *> (0:N-1,0:k) when N is odd; k=N/2. IF TRANSR = 'T' then RFP is
77: *> the transpose of RFP A as defined when
78: *> TRANSR = 'N'. The contents of RFP A are defined by UPLO as
79: *> follows: If UPLO = 'U' the RFP A contains the NT elements of
80: *> upper packed A. If UPLO = 'L' the RFP A contains the elements
81: *> of lower packed A. The LDA of RFP A is (N+1)/2 when TRANSR =
82: *> 'T'. When TRANSR is 'N' the LDA is N+1 when N is even and N
83: *> is odd. See the Note below for more details.
84: *>
85: *> On exit, if INFO = 0, the factor U or L from the Cholesky
86: *> factorization RFP A = U**T*U or RFP A = L*L**T.
87: *> \endverbatim
88: *>
89: *> \param[out] INFO
90: *> \verbatim
91: *> INFO is INTEGER
92: *> = 0: successful exit
93: *> < 0: if INFO = -i, the i-th argument had an illegal value
94: *> > 0: if INFO = i, the leading minor of order i is not
95: *> positive definite, and the factorization could not be
96: *> completed.
97: *> \endverbatim
98: *
99: * Authors:
100: * ========
101: *
1.13 bertrand 102: *> \author Univ. of Tennessee
103: *> \author Univ. of California Berkeley
104: *> \author Univ. of Colorado Denver
105: *> \author NAG Ltd.
1.7 bertrand 106: *
107: *> \ingroup doubleOTHERcomputational
108: *
109: *> \par Further Details:
110: * =====================
111: *>
112: *> \verbatim
113: *>
114: *> We first consider Rectangular Full Packed (RFP) Format when N is
115: *> even. We give an example where N = 6.
116: *>
117: *> AP is Upper AP is Lower
118: *>
119: *> 00 01 02 03 04 05 00
120: *> 11 12 13 14 15 10 11
121: *> 22 23 24 25 20 21 22
122: *> 33 34 35 30 31 32 33
123: *> 44 45 40 41 42 43 44
124: *> 55 50 51 52 53 54 55
125: *>
126: *>
127: *> Let TRANSR = 'N'. RFP holds AP as follows:
128: *> For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last
129: *> three columns of AP upper. The lower triangle A(4:6,0:2) consists of
130: *> the transpose of the first three columns of AP upper.
131: *> For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first
132: *> three columns of AP lower. The upper triangle A(0:2,0:2) consists of
133: *> the transpose of the last three columns of AP lower.
134: *> This covers the case N even and TRANSR = 'N'.
135: *>
136: *> RFP A RFP A
137: *>
138: *> 03 04 05 33 43 53
139: *> 13 14 15 00 44 54
140: *> 23 24 25 10 11 55
141: *> 33 34 35 20 21 22
142: *> 00 44 45 30 31 32
143: *> 01 11 55 40 41 42
144: *> 02 12 22 50 51 52
145: *>
146: *> Now let TRANSR = 'T'. RFP A in both UPLO cases is just the
147: *> transpose of RFP A above. One therefore gets:
148: *>
149: *>
150: *> RFP A RFP A
151: *>
152: *> 03 13 23 33 00 01 02 33 00 10 20 30 40 50
153: *> 04 14 24 34 44 11 12 43 44 11 21 31 41 51
154: *> 05 15 25 35 45 55 22 53 54 55 22 32 42 52
155: *>
156: *>
157: *> We then consider Rectangular Full Packed (RFP) Format when N is
158: *> odd. We give an example where N = 5.
159: *>
160: *> AP is Upper AP is Lower
161: *>
162: *> 00 01 02 03 04 00
163: *> 11 12 13 14 10 11
164: *> 22 23 24 20 21 22
165: *> 33 34 30 31 32 33
166: *> 44 40 41 42 43 44
167: *>
168: *>
169: *> Let TRANSR = 'N'. RFP holds AP as follows:
170: *> For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last
171: *> three columns of AP upper. The lower triangle A(3:4,0:1) consists of
172: *> the transpose of the first two columns of AP upper.
173: *> For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first
174: *> three columns of AP lower. The upper triangle A(0:1,1:2) consists of
175: *> the transpose of the last two columns of AP lower.
176: *> This covers the case N odd and TRANSR = 'N'.
177: *>
178: *> RFP A RFP A
179: *>
180: *> 02 03 04 00 33 43
181: *> 12 13 14 10 11 44
182: *> 22 23 24 20 21 22
183: *> 00 33 34 30 31 32
184: *> 01 11 44 40 41 42
185: *>
186: *> Now let TRANSR = 'T'. RFP A in both UPLO cases is just the
187: *> transpose of RFP A above. One therefore gets:
188: *>
189: *> RFP A RFP A
190: *>
191: *> 02 12 22 00 01 00 10 20 30 40 50
192: *> 03 13 23 33 11 33 11 21 31 41 51
193: *> 04 14 24 34 44 43 44 22 32 42 52
194: *> \endverbatim
195: *>
196: * =====================================================================
197: SUBROUTINE DPFTRF( TRANSR, UPLO, N, A, INFO )
1.1 bertrand 198: *
1.16 ! bertrand 199: * -- LAPACK computational routine --
1.1 bertrand 200: * -- LAPACK is a software package provided by Univ. of Tennessee, --
201: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
202: *
203: * .. Scalar Arguments ..
204: CHARACTER TRANSR, UPLO
205: INTEGER N, INFO
206: * ..
207: * .. Array Arguments ..
208: DOUBLE PRECISION A( 0: * )
209: *
210: * =====================================================================
211: *
212: * .. Parameters ..
213: DOUBLE PRECISION ONE
214: PARAMETER ( ONE = 1.0D+0 )
215: * ..
216: * .. Local Scalars ..
217: LOGICAL LOWER, NISODD, NORMALTRANSR
218: INTEGER N1, N2, K
219: * ..
220: * .. External Functions ..
221: LOGICAL LSAME
222: EXTERNAL LSAME
223: * ..
224: * .. External Subroutines ..
225: EXTERNAL XERBLA, DSYRK, DPOTRF, DTRSM
226: * ..
227: * .. Intrinsic Functions ..
228: INTRINSIC MOD
229: * ..
230: * .. Executable Statements ..
231: *
232: * Test the input parameters.
233: *
234: INFO = 0
235: NORMALTRANSR = LSAME( TRANSR, 'N' )
236: LOWER = LSAME( UPLO, 'L' )
237: IF( .NOT.NORMALTRANSR .AND. .NOT.LSAME( TRANSR, 'T' ) ) THEN
238: INFO = -1
239: ELSE IF( .NOT.LOWER .AND. .NOT.LSAME( UPLO, 'U' ) ) THEN
240: INFO = -2
241: ELSE IF( N.LT.0 ) THEN
242: INFO = -3
243: END IF
244: IF( INFO.NE.0 ) THEN
245: CALL XERBLA( 'DPFTRF', -INFO )
246: RETURN
247: END IF
248: *
249: * Quick return if possible
250: *
251: IF( N.EQ.0 )
1.6 bertrand 252: $ RETURN
1.1 bertrand 253: *
254: * If N is odd, set NISODD = .TRUE.
255: * If N is even, set K = N/2 and NISODD = .FALSE.
256: *
257: IF( MOD( N, 2 ).EQ.0 ) THEN
258: K = N / 2
259: NISODD = .FALSE.
260: ELSE
261: NISODD = .TRUE.
262: END IF
263: *
264: * Set N1 and N2 depending on LOWER
265: *
266: IF( LOWER ) THEN
267: N2 = N / 2
268: N1 = N - N2
269: ELSE
270: N1 = N / 2
271: N2 = N - N1
272: END IF
273: *
274: * start execution: there are eight cases
275: *
276: IF( NISODD ) THEN
277: *
278: * N is odd
279: *
280: IF( NORMALTRANSR ) THEN
281: *
282: * N is odd and TRANSR = 'N'
283: *
284: IF( LOWER ) THEN
285: *
286: * SRPA for LOWER, NORMAL and N is odd ( a(0:n-1,0:n1-1) )
287: * T1 -> a(0,0), T2 -> a(0,1), S -> a(n1,0)
288: * T1 -> a(0), T2 -> a(n), S -> a(n1)
289: *
290: CALL DPOTRF( 'L', N1, A( 0 ), N, INFO )
291: IF( INFO.GT.0 )
1.6 bertrand 292: $ RETURN
1.1 bertrand 293: CALL DTRSM( 'R', 'L', 'T', 'N', N2, N1, ONE, A( 0 ), N,
1.6 bertrand 294: $ A( N1 ), N )
1.1 bertrand 295: CALL DSYRK( 'U', 'N', N2, N1, -ONE, A( N1 ), N, ONE,
1.6 bertrand 296: $ A( N ), N )
1.1 bertrand 297: CALL DPOTRF( 'U', N2, A( N ), N, INFO )
298: IF( INFO.GT.0 )
1.6 bertrand 299: $ INFO = INFO + N1
1.1 bertrand 300: *
301: ELSE
302: *
303: * SRPA for UPPER, NORMAL and N is odd ( a(0:n-1,0:n2-1)
304: * T1 -> a(n1+1,0), T2 -> a(n1,0), S -> a(0,0)
305: * T1 -> a(n2), T2 -> a(n1), S -> a(0)
306: *
307: CALL DPOTRF( 'L', N1, A( N2 ), N, INFO )
308: IF( INFO.GT.0 )
1.6 bertrand 309: $ RETURN
1.1 bertrand 310: CALL DTRSM( 'L', 'L', 'N', 'N', N1, N2, ONE, A( N2 ), N,
1.6 bertrand 311: $ A( 0 ), N )
1.1 bertrand 312: CALL DSYRK( 'U', 'T', N2, N1, -ONE, A( 0 ), N, ONE,
1.6 bertrand 313: $ A( N1 ), N )
1.1 bertrand 314: CALL DPOTRF( 'U', N2, A( N1 ), N, INFO )
315: IF( INFO.GT.0 )
1.6 bertrand 316: $ INFO = INFO + N1
1.1 bertrand 317: *
318: END IF
319: *
320: ELSE
321: *
322: * N is odd and TRANSR = 'T'
323: *
324: IF( LOWER ) THEN
325: *
326: * SRPA for LOWER, TRANSPOSE and N is odd
327: * T1 -> A(0,0) , T2 -> A(1,0) , S -> A(0,n1)
328: * T1 -> a(0+0) , T2 -> a(1+0) , S -> a(0+n1*n1); lda=n1
329: *
330: CALL DPOTRF( 'U', N1, A( 0 ), N1, INFO )
331: IF( INFO.GT.0 )
1.6 bertrand 332: $ RETURN
1.1 bertrand 333: CALL DTRSM( 'L', 'U', 'T', 'N', N1, N2, ONE, A( 0 ), N1,
1.6 bertrand 334: $ A( N1*N1 ), N1 )
1.1 bertrand 335: CALL DSYRK( 'L', 'T', N2, N1, -ONE, A( N1*N1 ), N1, ONE,
1.6 bertrand 336: $ A( 1 ), N1 )
1.1 bertrand 337: CALL DPOTRF( 'L', N2, A( 1 ), N1, INFO )
338: IF( INFO.GT.0 )
1.6 bertrand 339: $ INFO = INFO + N1
1.1 bertrand 340: *
341: ELSE
342: *
343: * SRPA for UPPER, TRANSPOSE and N is odd
344: * T1 -> A(0,n1+1), T2 -> A(0,n1), S -> A(0,0)
345: * T1 -> a(n2*n2), T2 -> a(n1*n2), S -> a(0); lda = n2
346: *
347: CALL DPOTRF( 'U', N1, A( N2*N2 ), N2, INFO )
348: IF( INFO.GT.0 )
1.6 bertrand 349: $ RETURN
1.1 bertrand 350: CALL DTRSM( 'R', 'U', 'N', 'N', N2, N1, ONE, A( N2*N2 ),
1.6 bertrand 351: $ N2, A( 0 ), N2 )
1.1 bertrand 352: CALL DSYRK( 'L', 'N', N2, N1, -ONE, A( 0 ), N2, ONE,
1.6 bertrand 353: $ A( N1*N2 ), N2 )
1.1 bertrand 354: CALL DPOTRF( 'L', N2, A( N1*N2 ), N2, INFO )
355: IF( INFO.GT.0 )
1.6 bertrand 356: $ INFO = INFO + N1
1.1 bertrand 357: *
358: END IF
359: *
360: END IF
361: *
362: ELSE
363: *
364: * N is even
365: *
366: IF( NORMALTRANSR ) THEN
367: *
368: * N is even and TRANSR = 'N'
369: *
370: IF( LOWER ) THEN
371: *
372: * SRPA for LOWER, NORMAL, and N is even ( a(0:n,0:k-1) )
373: * T1 -> a(1,0), T2 -> a(0,0), S -> a(k+1,0)
374: * T1 -> a(1), T2 -> a(0), S -> a(k+1)
375: *
376: CALL DPOTRF( 'L', K, A( 1 ), N+1, INFO )
377: IF( INFO.GT.0 )
1.6 bertrand 378: $ RETURN
1.1 bertrand 379: CALL DTRSM( 'R', 'L', 'T', 'N', K, K, ONE, A( 1 ), N+1,
1.6 bertrand 380: $ A( K+1 ), N+1 )
1.1 bertrand 381: CALL DSYRK( 'U', 'N', K, K, -ONE, A( K+1 ), N+1, ONE,
1.6 bertrand 382: $ A( 0 ), N+1 )
1.1 bertrand 383: CALL DPOTRF( 'U', K, A( 0 ), N+1, INFO )
384: IF( INFO.GT.0 )
1.6 bertrand 385: $ INFO = INFO + K
1.1 bertrand 386: *
387: ELSE
388: *
389: * SRPA for UPPER, NORMAL, and N is even ( a(0:n,0:k-1) )
390: * T1 -> a(k+1,0) , T2 -> a(k,0), S -> a(0,0)
391: * T1 -> a(k+1), T2 -> a(k), S -> a(0)
392: *
393: CALL DPOTRF( 'L', K, A( K+1 ), N+1, INFO )
394: IF( INFO.GT.0 )
1.6 bertrand 395: $ RETURN
1.1 bertrand 396: CALL DTRSM( 'L', 'L', 'N', 'N', K, K, ONE, A( K+1 ),
1.6 bertrand 397: $ N+1, A( 0 ), N+1 )
1.1 bertrand 398: CALL DSYRK( 'U', 'T', K, K, -ONE, A( 0 ), N+1, ONE,
1.6 bertrand 399: $ A( K ), N+1 )
1.1 bertrand 400: CALL DPOTRF( 'U', K, A( K ), N+1, INFO )
401: IF( INFO.GT.0 )
1.6 bertrand 402: $ INFO = INFO + K
1.1 bertrand 403: *
404: END IF
405: *
406: ELSE
407: *
408: * N is even and TRANSR = 'T'
409: *
410: IF( LOWER ) THEN
411: *
412: * SRPA for LOWER, TRANSPOSE and N is even (see paper)
413: * T1 -> B(0,1), T2 -> B(0,0), S -> B(0,k+1)
414: * T1 -> a(0+k), T2 -> a(0+0), S -> a(0+k*(k+1)); lda=k
415: *
416: CALL DPOTRF( 'U', K, A( 0+K ), K, INFO )
417: IF( INFO.GT.0 )
1.6 bertrand 418: $ RETURN
1.1 bertrand 419: CALL DTRSM( 'L', 'U', 'T', 'N', K, K, ONE, A( K ), N1,
1.6 bertrand 420: $ A( K*( K+1 ) ), K )
1.1 bertrand 421: CALL DSYRK( 'L', 'T', K, K, -ONE, A( K*( K+1 ) ), K, ONE,
1.6 bertrand 422: $ A( 0 ), K )
1.1 bertrand 423: CALL DPOTRF( 'L', K, A( 0 ), K, INFO )
424: IF( INFO.GT.0 )
1.6 bertrand 425: $ INFO = INFO + K
1.1 bertrand 426: *
427: ELSE
428: *
429: * SRPA for UPPER, TRANSPOSE and N is even (see paper)
430: * T1 -> B(0,k+1), T2 -> B(0,k), S -> B(0,0)
431: * T1 -> a(0+k*(k+1)), T2 -> a(0+k*k), S -> a(0+0)); lda=k
432: *
433: CALL DPOTRF( 'U', K, A( K*( K+1 ) ), K, INFO )
434: IF( INFO.GT.0 )
1.6 bertrand 435: $ RETURN
1.1 bertrand 436: CALL DTRSM( 'R', 'U', 'N', 'N', K, K, ONE,
1.6 bertrand 437: $ A( K*( K+1 ) ), K, A( 0 ), K )
1.1 bertrand 438: CALL DSYRK( 'L', 'N', K, K, -ONE, A( 0 ), K, ONE,
1.6 bertrand 439: $ A( K*K ), K )
1.1 bertrand 440: CALL DPOTRF( 'L', K, A( K*K ), K, INFO )
441: IF( INFO.GT.0 )
1.6 bertrand 442: $ INFO = INFO + K
1.1 bertrand 443: *
444: END IF
445: *
446: END IF
447: *
448: END IF
449: *
450: RETURN
451: *
452: * End of DPFTRF
453: *
454: END
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