Return to dposv.f CVS log

Up to [local] / rpl / lapack / lapack

Cohérence

    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