--- rpl/lapack/lapack/dpstf2.f 2011/07/22 07:38:10 1.5 +++ rpl/lapack/lapack/dpstf2.f 2011/11/21 20:43:02 1.6 @@ -1,8 +1,149 @@ +*> \brief \b DPSTF2 +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download DPSTF2 + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE DPSTF2( UPLO, N, A, LDA, PIV, RANK, TOL, WORK, INFO ) +* +* .. Scalar Arguments .. +* DOUBLE PRECISION TOL +* INTEGER INFO, LDA, N, RANK +* CHARACTER UPLO +* .. +* .. Array Arguments .. +* DOUBLE PRECISION A( LDA, * ), WORK( 2*N ) +* INTEGER PIV( N ) +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> DPSTF2 computes the Cholesky factorization with complete +*> pivoting of a real symmetric positive semidefinite matrix A. +*> +*> The factorization has the form +*> P**T * A * P = U**T * U , if UPLO = 'U', +*> P**T * A * P = L * L**T, if UPLO = 'L', +*> where U is an upper triangular matrix and L is lower triangular, and +*> P is stored as vector PIV. +*> +*> This algorithm does not attempt to check that A is positive +*> semidefinite. This version of the algorithm calls level 2 BLAS. +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] UPLO +*> \verbatim +*> UPLO is CHARACTER*1 +*> Specifies whether the upper or lower triangular part of the +*> symmetric matrix A is stored. +*> = 'U': Upper triangular +*> = 'L': Lower triangular +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The order of the matrix A. N >= 0. +*> \endverbatim +*> +*> \param[in,out] A +*> \verbatim +*> A is 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 as above. +*> \endverbatim +*> +*> \param[out] PIV +*> \verbatim +*> PIV is INTEGER array, dimension (N) +*> PIV is such that the nonzero entries are P( PIV(K), K ) = 1. +*> \endverbatim +*> +*> \param[out] RANK +*> \verbatim +*> RANK is INTEGER +*> The rank of A given by the number of steps the algorithm +*> completed. +*> \endverbatim +*> +*> \param[in] TOL +*> \verbatim +*> TOL is DOUBLE PRECISION +*> User defined tolerance. If TOL < 0, then N*U*MAX( A( K,K ) ) +*> will be used. The algorithm terminates at the (K-1)st step +*> if the pivot <= TOL. +*> \endverbatim +*> +*> \param[in] LDA +*> \verbatim +*> LDA is INTEGER +*> The leading dimension of the array A. LDA >= max(1,N). +*> \endverbatim +*> +*> \param[out] WORK +*> \verbatim +*> WORK is DOUBLE PRECISION array, dimension (2*N) +*> Work space. +*> \endverbatim +*> +*> \param[out] INFO +*> \verbatim +*> INFO is INTEGER +*> < 0: If INFO = -K, the K-th argument had an illegal value, +*> = 0: algorithm completed successfully, and +*> > 0: the matrix A is either rank deficient with computed rank +*> as returned in RANK, or is indefinite. See Section 7 of +*> LAPACK Working Note #161 for further information. +*> \endverbatim +* +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \date November 2011 +* +*> \ingroup doubleOTHERcomputational +* +* ===================================================================== SUBROUTINE DPSTF2( UPLO, N, A, LDA, PIV, RANK, TOL, WORK, INFO ) * -* -- LAPACK PROTOTYPE routine (version 3.2.2) -- -* Craig Lucas, University of Manchester / NAG Ltd. -* October, 2008 +* -- LAPACK computational routine (version 3.4.0) -- +* -- LAPACK is a software package provided by Univ. of Tennessee, -- +* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- +* November 2011 * * .. Scalar Arguments .. DOUBLE PRECISION TOL @@ -14,70 +155,6 @@ INTEGER PIV( N ) * .. * -* Purpose -* ======= -* -* DPSTF2 computes the Cholesky factorization with complete -* pivoting of a real symmetric positive semidefinite matrix A. -* -* The factorization has the form -* P**T * A * P = U**T * U , if UPLO = 'U', -* P**T * A * P = L * L**T, if UPLO = 'L', -* where U is an upper triangular matrix and L is lower triangular, and -* P is stored as vector PIV. -* -* This algorithm does not attempt to check that A is positive -* semidefinite. This version of the algorithm calls 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 as above. -* -* PIV (output) INTEGER array, dimension (N) -* PIV is such that the nonzero entries are P( PIV(K), K ) = 1. -* -* RANK (output) INTEGER -* The rank of A given by the number of steps the algorithm -* completed. -* -* TOL (input) DOUBLE PRECISION -* User defined tolerance. If TOL < 0, then N*U*MAX( A( K,K ) ) -* will be used. The algorithm terminates at the (K-1)st step -* if the pivot <= TOL. -* -* LDA (input) INTEGER -* The leading dimension of the array A. LDA >= max(1,N). -* -* WORK (workspace) DOUBLE PRECISION array, dimension (2*N) -* Work space. -* -* INFO (output) INTEGER -* < 0: If INFO = -K, the K-th argument had an illegal value, -* = 0: algorithm completed successfully, and -* > 0: the matrix A is either rank deficient with computed rank -* as returned in RANK, or is indefinite. See Section 7 of -* LAPACK Working Note #161 for further information. -* * ===================================================================== * * .. Parameters ..