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Annotation of rpl/lapack/lapack/dposv.f, revision 1.7

1.1       bertrand    1:       SUBROUTINE DPOSV( UPLO, N, NRHS, A, LDA, B, LDB, INFO )
                      2: *
                      3: *  -- LAPACK driver routine (version 3.2) --
                      4: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
                      5: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
                      6: *     November 2006
                      7: *
                      8: *     .. Scalar Arguments ..
                      9:       CHARACTER          UPLO
                     10:       INTEGER            INFO, LDA, LDB, N, NRHS
                     11: *     ..
                     12: *     .. Array Arguments ..
                     13:       DOUBLE PRECISION   A( LDA, * ), B( LDB, * )
                     14: *     ..
                     15: *
                     16: *  Purpose
                     17: *  =======
                     18: *
                     19: *  DPOSV computes the solution to a real system of linear equations
                     20: *     A * X = B,
                     21: *  where A is an N-by-N symmetric positive definite matrix and X and B
                     22: *  are N-by-NRHS matrices.
                     23: *
                     24: *  The Cholesky decomposition is used to factor A as
                     25: *     A = U**T* U,  if UPLO = 'U', or
                     26: *     A = L * L**T,  if UPLO = 'L',
                     27: *  where U is an upper triangular matrix and L is a lower triangular
                     28: *  matrix.  The factored form of A is then used to solve the system of
                     29: *  equations A * X = B.
                     30: *
                     31: *  Arguments
                     32: *  =========
                     33: *
                     34: *  UPLO    (input) CHARACTER*1
                     35: *          = 'U':  Upper triangle of A is stored;
                     36: *          = 'L':  Lower triangle of A is stored.
                     37: *
                     38: *  N       (input) INTEGER
                     39: *          The number of linear equations, i.e., the order of the
                     40: *          matrix A.  N >= 0.
                     41: *
                     42: *  NRHS    (input) INTEGER
                     43: *          The number of right hand sides, i.e., the number of columns
                     44: *          of the matrix B.  NRHS >= 0.
                     45: *
                     46: *  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)
                     47: *          On entry, the symmetric matrix A.  If UPLO = 'U', the leading
                     48: *          N-by-N upper triangular part of A contains the upper
                     49: *          triangular part of the matrix A, and the strictly lower
                     50: *          triangular part of A is not referenced.  If UPLO = 'L', the
                     51: *          leading N-by-N lower triangular part of A contains the lower
                     52: *          triangular part of the matrix A, and the strictly upper
                     53: *          triangular part of A is not referenced.
                     54: *
                     55: *          On exit, if INFO = 0, the factor U or L from the Cholesky
                     56: *          factorization A = U**T*U or A = L*L**T.
                     57: *
                     58: *  LDA     (input) INTEGER
                     59: *          The leading dimension of the array A.  LDA >= max(1,N).
                     60: *
                     61: *  B       (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
                     62: *          On entry, the N-by-NRHS right hand side matrix B.
                     63: *          On exit, if INFO = 0, the N-by-NRHS solution matrix X.
                     64: *
                     65: *  LDB     (input) INTEGER
                     66: *          The leading dimension of the array B.  LDB >= max(1,N).
                     67: *
                     68: *  INFO    (output) INTEGER
                     69: *          = 0:  successful exit
                     70: *          < 0:  if INFO = -i, the i-th argument had an illegal value
                     71: *          > 0:  if INFO = i, the leading minor of order i of A is not
                     72: *                positive definite, so the factorization could not be
                     73: *                completed, and the solution has not been computed.
                     74: *
                     75: *  =====================================================================
                     76: *
                     77: *     .. External Functions ..
                     78:       LOGICAL            LSAME
                     79:       EXTERNAL           LSAME
                     80: *     ..
                     81: *     .. External Subroutines ..
                     82:       EXTERNAL           DPOTRF, DPOTRS, XERBLA
                     83: *     ..
                     84: *     .. Intrinsic Functions ..
                     85:       INTRINSIC          MAX
                     86: *     ..
                     87: *     .. Executable Statements ..
                     88: *
                     89: *     Test the input parameters.
                     90: *
                     91:       INFO = 0
                     92:       IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
                     93:          INFO = -1
                     94:       ELSE IF( N.LT.0 ) THEN
                     95:          INFO = -2
                     96:       ELSE IF( NRHS.LT.0 ) THEN
                     97:          INFO = -3
                     98:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
                     99:          INFO = -5
                    100:       ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
                    101:          INFO = -7
                    102:       END IF
                    103:       IF( INFO.NE.0 ) THEN
                    104:          CALL XERBLA( 'DPOSV ', -INFO )
                    105:          RETURN
                    106:       END IF
                    107: *
                    108: *     Compute the Cholesky factorization A = U'*U or A = L*L'.
                    109: *
                    110:       CALL DPOTRF( UPLO, N, A, LDA, INFO )
                    111:       IF( INFO.EQ.0 ) THEN
                    112: *
                    113: *        Solve the system A*X = B, overwriting B with X.
                    114: *
                    115:          CALL DPOTRS( UPLO, N, NRHS, A, LDA, B, LDB, INFO )
                    116: *
                    117:       END IF
                    118:       RETURN
                    119: *
                    120: *     End of DPOSV
                    121: *
                    122:       END