Annotation of rpl/lapack/lapack/dpftrf.f, revision 1.6
1.1 bertrand 1: SUBROUTINE DPFTRF( TRANSR, UPLO, N, A, INFO )
2: *
1.6 ! bertrand 3: * -- LAPACK routine (version 3.3.1) --
1.1 bertrand 4: *
5: * -- Contributed by Fred Gustavson of the IBM Watson Research Center --
1.6 ! bertrand 6: * -- April 2011 --
1.1 bertrand 7: *
8: * -- LAPACK is a software package provided by Univ. of Tennessee, --
9: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
10: *
11: * ..
12: * .. Scalar Arguments ..
13: CHARACTER TRANSR, UPLO
14: INTEGER N, INFO
15: * ..
16: * .. Array Arguments ..
17: DOUBLE PRECISION A( 0: * )
18: *
19: * Purpose
20: * =======
21: *
22: * DPFTRF computes the Cholesky factorization of a real symmetric
23: * positive definite matrix A.
24: *
25: * The factorization has the form
26: * A = U**T * U, if UPLO = 'U', or
27: * A = L * L**T, if UPLO = 'L',
28: * where U is an upper triangular matrix and L is lower triangular.
29: *
30: * This is the block version of the algorithm, calling Level 3 BLAS.
31: *
32: * Arguments
33: * =========
34: *
1.4 bertrand 35: * TRANSR (input) CHARACTER*1
1.1 bertrand 36: * = 'N': The Normal TRANSR of RFP A is stored;
37: * = 'T': The Transpose TRANSR of RFP A is stored.
38: *
1.4 bertrand 39: * UPLO (input) CHARACTER*1
1.1 bertrand 40: * = 'U': Upper triangle of RFP A is stored;
41: * = 'L': Lower triangle of RFP A is stored.
42: *
43: * N (input) INTEGER
44: * The order of the matrix A. N >= 0.
45: *
46: * A (input/output) DOUBLE PRECISION array, dimension ( N*(N+1)/2 );
47: * On entry, the symmetric matrix A in RFP format. RFP format is
48: * described by TRANSR, UPLO, and N as follows: If TRANSR = 'N'
49: * then RFP A is (0:N,0:k-1) when N is even; k=N/2. RFP A is
50: * (0:N-1,0:k) when N is odd; k=N/2. IF TRANSR = 'T' then RFP is
51: * the transpose of RFP A as defined when
52: * TRANSR = 'N'. The contents of RFP A are defined by UPLO as
53: * follows: If UPLO = 'U' the RFP A contains the NT elements of
54: * upper packed A. If UPLO = 'L' the RFP A contains the elements
55: * of lower packed A. The LDA of RFP A is (N+1)/2 when TRANSR =
56: * 'T'. When TRANSR is 'N' the LDA is N+1 when N is even and N
57: * is odd. See the Note below for more details.
58: *
59: * On exit, if INFO = 0, the factor U or L from the Cholesky
60: * factorization RFP A = U**T*U or RFP A = L*L**T.
61: *
62: * INFO (output) INTEGER
63: * = 0: successful exit
64: * < 0: if INFO = -i, the i-th argument had an illegal value
65: * > 0: if INFO = i, the leading minor of order i is not
66: * positive definite, and the factorization could not be
67: * completed.
68: *
69: * Further Details
70: * ===============
71: *
72: * We first consider Rectangular Full Packed (RFP) Format when N is
73: * even. We give an example where N = 6.
74: *
75: * AP is Upper AP is Lower
76: *
77: * 00 01 02 03 04 05 00
78: * 11 12 13 14 15 10 11
79: * 22 23 24 25 20 21 22
80: * 33 34 35 30 31 32 33
81: * 44 45 40 41 42 43 44
82: * 55 50 51 52 53 54 55
83: *
84: *
85: * Let TRANSR = 'N'. RFP holds AP as follows:
86: * For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last
87: * three columns of AP upper. The lower triangle A(4:6,0:2) consists of
88: * the transpose of the first three columns of AP upper.
89: * For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first
90: * three columns of AP lower. The upper triangle A(0:2,0:2) consists of
91: * the transpose of the last three columns of AP lower.
92: * This covers the case N even and TRANSR = 'N'.
93: *
94: * RFP A RFP A
95: *
96: * 03 04 05 33 43 53
97: * 13 14 15 00 44 54
98: * 23 24 25 10 11 55
99: * 33 34 35 20 21 22
100: * 00 44 45 30 31 32
101: * 01 11 55 40 41 42
102: * 02 12 22 50 51 52
103: *
104: * Now let TRANSR = 'T'. RFP A in both UPLO cases is just the
105: * transpose of RFP A above. One therefore gets:
106: *
107: *
108: * RFP A RFP A
109: *
110: * 03 13 23 33 00 01 02 33 00 10 20 30 40 50
111: * 04 14 24 34 44 11 12 43 44 11 21 31 41 51
112: * 05 15 25 35 45 55 22 53 54 55 22 32 42 52
113: *
114: *
115: * We then consider Rectangular Full Packed (RFP) Format when N is
116: * odd. We give an example where N = 5.
117: *
118: * AP is Upper AP is Lower
119: *
120: * 00 01 02 03 04 00
121: * 11 12 13 14 10 11
122: * 22 23 24 20 21 22
123: * 33 34 30 31 32 33
124: * 44 40 41 42 43 44
125: *
126: *
127: * Let TRANSR = 'N'. RFP holds AP as follows:
128: * For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last
129: * three columns of AP upper. The lower triangle A(3:4,0:1) consists of
130: * the transpose of the first two columns of AP upper.
131: * For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first
132: * three columns of AP lower. The upper triangle A(0:1,1:2) consists of
133: * the transpose of the last two columns of AP lower.
134: * This covers the case N odd and TRANSR = 'N'.
135: *
136: * RFP A RFP A
137: *
138: * 02 03 04 00 33 43
139: * 12 13 14 10 11 44
140: * 22 23 24 20 21 22
141: * 00 33 34 30 31 32
142: * 01 11 44 40 41 42
143: *
144: * Now let TRANSR = 'T'. RFP A in both UPLO cases is just the
145: * transpose of RFP A above. One therefore gets:
146: *
147: * RFP A RFP A
148: *
149: * 02 12 22 00 01 00 10 20 30 40 50
150: * 03 13 23 33 11 33 11 21 31 41 51
151: * 04 14 24 34 44 43 44 22 32 42 52
152: *
153: * =====================================================================
154: *
155: * .. Parameters ..
156: DOUBLE PRECISION ONE
157: PARAMETER ( ONE = 1.0D+0 )
158: * ..
159: * .. Local Scalars ..
160: LOGICAL LOWER, NISODD, NORMALTRANSR
161: INTEGER N1, N2, K
162: * ..
163: * .. External Functions ..
164: LOGICAL LSAME
165: EXTERNAL LSAME
166: * ..
167: * .. External Subroutines ..
168: EXTERNAL XERBLA, DSYRK, DPOTRF, DTRSM
169: * ..
170: * .. Intrinsic Functions ..
171: INTRINSIC MOD
172: * ..
173: * .. Executable Statements ..
174: *
175: * Test the input parameters.
176: *
177: INFO = 0
178: NORMALTRANSR = LSAME( TRANSR, 'N' )
179: LOWER = LSAME( UPLO, 'L' )
180: IF( .NOT.NORMALTRANSR .AND. .NOT.LSAME( TRANSR, 'T' ) ) THEN
181: INFO = -1
182: ELSE IF( .NOT.LOWER .AND. .NOT.LSAME( UPLO, 'U' ) ) THEN
183: INFO = -2
184: ELSE IF( N.LT.0 ) THEN
185: INFO = -3
186: END IF
187: IF( INFO.NE.0 ) THEN
188: CALL XERBLA( 'DPFTRF', -INFO )
189: RETURN
190: END IF
191: *
192: * Quick return if possible
193: *
194: IF( N.EQ.0 )
1.6 ! bertrand 195: $ RETURN
1.1 bertrand 196: *
197: * If N is odd, set NISODD = .TRUE.
198: * If N is even, set K = N/2 and NISODD = .FALSE.
199: *
200: IF( MOD( N, 2 ).EQ.0 ) THEN
201: K = N / 2
202: NISODD = .FALSE.
203: ELSE
204: NISODD = .TRUE.
205: END IF
206: *
207: * Set N1 and N2 depending on LOWER
208: *
209: IF( LOWER ) THEN
210: N2 = N / 2
211: N1 = N - N2
212: ELSE
213: N1 = N / 2
214: N2 = N - N1
215: END IF
216: *
217: * start execution: there are eight cases
218: *
219: IF( NISODD ) THEN
220: *
221: * N is odd
222: *
223: IF( NORMALTRANSR ) THEN
224: *
225: * N is odd and TRANSR = 'N'
226: *
227: IF( LOWER ) THEN
228: *
229: * SRPA for LOWER, NORMAL and N is odd ( a(0:n-1,0:n1-1) )
230: * T1 -> a(0,0), T2 -> a(0,1), S -> a(n1,0)
231: * T1 -> a(0), T2 -> a(n), S -> a(n1)
232: *
233: CALL DPOTRF( 'L', N1, A( 0 ), N, INFO )
234: IF( INFO.GT.0 )
1.6 ! bertrand 235: $ RETURN
1.1 bertrand 236: CALL DTRSM( 'R', 'L', 'T', 'N', N2, N1, ONE, A( 0 ), N,
1.6 ! bertrand 237: $ A( N1 ), N )
1.1 bertrand 238: CALL DSYRK( 'U', 'N', N2, N1, -ONE, A( N1 ), N, ONE,
1.6 ! bertrand 239: $ A( N ), N )
1.1 bertrand 240: CALL DPOTRF( 'U', N2, A( N ), N, INFO )
241: IF( INFO.GT.0 )
1.6 ! bertrand 242: $ INFO = INFO + N1
1.1 bertrand 243: *
244: ELSE
245: *
246: * SRPA for UPPER, NORMAL and N is odd ( a(0:n-1,0:n2-1)
247: * T1 -> a(n1+1,0), T2 -> a(n1,0), S -> a(0,0)
248: * T1 -> a(n2), T2 -> a(n1), S -> a(0)
249: *
250: CALL DPOTRF( 'L', N1, A( N2 ), N, INFO )
251: IF( INFO.GT.0 )
1.6 ! bertrand 252: $ RETURN
1.1 bertrand 253: CALL DTRSM( 'L', 'L', 'N', 'N', N1, N2, ONE, A( N2 ), N,
1.6 ! bertrand 254: $ A( 0 ), N )
1.1 bertrand 255: CALL DSYRK( 'U', 'T', N2, N1, -ONE, A( 0 ), N, ONE,
1.6 ! bertrand 256: $ A( N1 ), N )
1.1 bertrand 257: CALL DPOTRF( 'U', N2, A( N1 ), N, INFO )
258: IF( INFO.GT.0 )
1.6 ! bertrand 259: $ INFO = INFO + N1
1.1 bertrand 260: *
261: END IF
262: *
263: ELSE
264: *
265: * N is odd and TRANSR = 'T'
266: *
267: IF( LOWER ) THEN
268: *
269: * SRPA for LOWER, TRANSPOSE and N is odd
270: * T1 -> A(0,0) , T2 -> A(1,0) , S -> A(0,n1)
271: * T1 -> a(0+0) , T2 -> a(1+0) , S -> a(0+n1*n1); lda=n1
272: *
273: CALL DPOTRF( 'U', N1, A( 0 ), N1, INFO )
274: IF( INFO.GT.0 )
1.6 ! bertrand 275: $ RETURN
1.1 bertrand 276: CALL DTRSM( 'L', 'U', 'T', 'N', N1, N2, ONE, A( 0 ), N1,
1.6 ! bertrand 277: $ A( N1*N1 ), N1 )
1.1 bertrand 278: CALL DSYRK( 'L', 'T', N2, N1, -ONE, A( N1*N1 ), N1, ONE,
1.6 ! bertrand 279: $ A( 1 ), N1 )
1.1 bertrand 280: CALL DPOTRF( 'L', N2, A( 1 ), N1, INFO )
281: IF( INFO.GT.0 )
1.6 ! bertrand 282: $ INFO = INFO + N1
1.1 bertrand 283: *
284: ELSE
285: *
286: * SRPA for UPPER, TRANSPOSE and N is odd
287: * T1 -> A(0,n1+1), T2 -> A(0,n1), S -> A(0,0)
288: * T1 -> a(n2*n2), T2 -> a(n1*n2), S -> a(0); lda = n2
289: *
290: CALL DPOTRF( 'U', N1, A( N2*N2 ), N2, INFO )
291: IF( INFO.GT.0 )
1.6 ! bertrand 292: $ RETURN
1.1 bertrand 293: CALL DTRSM( 'R', 'U', 'N', 'N', N2, N1, ONE, A( N2*N2 ),
1.6 ! bertrand 294: $ N2, A( 0 ), N2 )
1.1 bertrand 295: CALL DSYRK( 'L', 'N', N2, N1, -ONE, A( 0 ), N2, ONE,
1.6 ! bertrand 296: $ A( N1*N2 ), N2 )
1.1 bertrand 297: CALL DPOTRF( 'L', N2, A( N1*N2 ), N2, INFO )
298: IF( INFO.GT.0 )
1.6 ! bertrand 299: $ INFO = INFO + N1
1.1 bertrand 300: *
301: END IF
302: *
303: END IF
304: *
305: ELSE
306: *
307: * N is even
308: *
309: IF( NORMALTRANSR ) THEN
310: *
311: * N is even and TRANSR = 'N'
312: *
313: IF( LOWER ) THEN
314: *
315: * SRPA for LOWER, NORMAL, and N is even ( a(0:n,0:k-1) )
316: * T1 -> a(1,0), T2 -> a(0,0), S -> a(k+1,0)
317: * T1 -> a(1), T2 -> a(0), S -> a(k+1)
318: *
319: CALL DPOTRF( 'L', K, A( 1 ), N+1, INFO )
320: IF( INFO.GT.0 )
1.6 ! bertrand 321: $ RETURN
1.1 bertrand 322: CALL DTRSM( 'R', 'L', 'T', 'N', K, K, ONE, A( 1 ), N+1,
1.6 ! bertrand 323: $ A( K+1 ), N+1 )
1.1 bertrand 324: CALL DSYRK( 'U', 'N', K, K, -ONE, A( K+1 ), N+1, ONE,
1.6 ! bertrand 325: $ A( 0 ), N+1 )
1.1 bertrand 326: CALL DPOTRF( 'U', K, A( 0 ), N+1, INFO )
327: IF( INFO.GT.0 )
1.6 ! bertrand 328: $ INFO = INFO + K
1.1 bertrand 329: *
330: ELSE
331: *
332: * SRPA for UPPER, NORMAL, and N is even ( a(0:n,0:k-1) )
333: * T1 -> a(k+1,0) , T2 -> a(k,0), S -> a(0,0)
334: * T1 -> a(k+1), T2 -> a(k), S -> a(0)
335: *
336: CALL DPOTRF( 'L', K, A( K+1 ), N+1, INFO )
337: IF( INFO.GT.0 )
1.6 ! bertrand 338: $ RETURN
1.1 bertrand 339: CALL DTRSM( 'L', 'L', 'N', 'N', K, K, ONE, A( K+1 ),
1.6 ! bertrand 340: $ N+1, A( 0 ), N+1 )
1.1 bertrand 341: CALL DSYRK( 'U', 'T', K, K, -ONE, A( 0 ), N+1, ONE,
1.6 ! bertrand 342: $ A( K ), N+1 )
1.1 bertrand 343: CALL DPOTRF( 'U', K, A( K ), N+1, INFO )
344: IF( INFO.GT.0 )
1.6 ! bertrand 345: $ INFO = INFO + K
1.1 bertrand 346: *
347: END IF
348: *
349: ELSE
350: *
351: * N is even and TRANSR = 'T'
352: *
353: IF( LOWER ) THEN
354: *
355: * SRPA for LOWER, TRANSPOSE and N is even (see paper)
356: * T1 -> B(0,1), T2 -> B(0,0), S -> B(0,k+1)
357: * T1 -> a(0+k), T2 -> a(0+0), S -> a(0+k*(k+1)); lda=k
358: *
359: CALL DPOTRF( 'U', K, A( 0+K ), K, INFO )
360: IF( INFO.GT.0 )
1.6 ! bertrand 361: $ RETURN
1.1 bertrand 362: CALL DTRSM( 'L', 'U', 'T', 'N', K, K, ONE, A( K ), N1,
1.6 ! bertrand 363: $ A( K*( K+1 ) ), K )
1.1 bertrand 364: CALL DSYRK( 'L', 'T', K, K, -ONE, A( K*( K+1 ) ), K, ONE,
1.6 ! bertrand 365: $ A( 0 ), K )
1.1 bertrand 366: CALL DPOTRF( 'L', K, A( 0 ), K, INFO )
367: IF( INFO.GT.0 )
1.6 ! bertrand 368: $ INFO = INFO + K
1.1 bertrand 369: *
370: ELSE
371: *
372: * SRPA for UPPER, TRANSPOSE and N is even (see paper)
373: * T1 -> B(0,k+1), T2 -> B(0,k), S -> B(0,0)
374: * T1 -> a(0+k*(k+1)), T2 -> a(0+k*k), S -> a(0+0)); lda=k
375: *
376: CALL DPOTRF( 'U', K, A( K*( K+1 ) ), K, INFO )
377: IF( INFO.GT.0 )
1.6 ! bertrand 378: $ RETURN
1.1 bertrand 379: CALL DTRSM( 'R', 'U', 'N', 'N', K, K, ONE,
1.6 ! bertrand 380: $ A( K*( K+1 ) ), K, A( 0 ), K )
1.1 bertrand 381: CALL DSYRK( 'L', 'N', K, K, -ONE, A( 0 ), K, ONE,
1.6 ! bertrand 382: $ A( K*K ), K )
1.1 bertrand 383: CALL DPOTRF( 'L', K, A( K*K ), K, INFO )
384: IF( INFO.GT.0 )
1.6 ! bertrand 385: $ INFO = INFO + K
1.1 bertrand 386: *
387: END IF
388: *
389: END IF
390: *
391: END IF
392: *
393: RETURN
394: *
395: * End of DPFTRF
396: *
397: END
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