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version 1.12, 2016/08/27 15:34:36
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*> \brief \b DPSTRF |
*> \brief \b DPSTRF computes the Cholesky factorization with complete pivoting of a real symmetric positive semidefinite matrix. |
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* |
* |
* |
* =========== DOCUMENTATION =========== |
* =========== DOCUMENTATION =========== |
* |
* |
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*> < 0: If INFO = -K, the K-th argument had an illegal value, |
*> < 0: If INFO = -K, the K-th argument had an illegal value, |
*> = 0: algorithm completed successfully, and |
*> = 0: algorithm completed successfully, and |
*> > 0: the matrix A is either rank deficient with computed rank |
*> > 0: the matrix A is either rank deficient with computed rank |
*> as returned in RANK, or is indefinite. See Section 7 of |
*> as returned in RANK, or is not positive semidefinite. See |
*> LAPACK Working Note #161 for further information. |
*> Section 7 of LAPACK Working Note #161 for further |
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*> information. |
*> \endverbatim |
*> \endverbatim |
* |
* |
* Authors: |
* Authors: |
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*> \author Univ. of Colorado Denver |
*> \author Univ. of Colorado Denver |
*> \author NAG Ltd. |
*> \author NAG Ltd. |
* |
* |
*> \date November 2011 |
*> \date November 2015 |
* |
* |
*> \ingroup doubleOTHERcomputational |
*> \ingroup doubleOTHERcomputational |
* |
* |
* ===================================================================== |
* ===================================================================== |
SUBROUTINE DPSTRF( UPLO, N, A, LDA, PIV, RANK, TOL, WORK, INFO ) |
SUBROUTINE DPSTRF( UPLO, N, A, LDA, PIV, RANK, TOL, WORK, INFO ) |
* |
* |
* -- LAPACK computational routine (version 3.4.0) -- |
* -- LAPACK computational routine (version 3.6.0) -- |
* -- LAPACK is a software package provided by Univ. of Tennessee, -- |
* -- LAPACK is a software package provided by Univ. of Tennessee, -- |
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- |
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- |
* November 2011 |
* November 2015 |
* |
* |
* .. Scalar Arguments .. |
* .. Scalar Arguments .. |
DOUBLE PRECISION TOL |
DOUBLE PRECISION TOL |
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AJJ = A( PVT, PVT ) |
AJJ = A( PVT, PVT ) |
END IF |
END IF |
END DO |
END DO |
IF( AJJ.EQ.ZERO.OR.DISNAN( AJJ ) ) THEN |
IF( AJJ.LE.ZERO.OR.DISNAN( AJJ ) ) THEN |
RANK = 0 |
RANK = 0 |
INFO = 1 |
INFO = 1 |
GO TO 200 |
GO TO 200 |