Annotation of rpl/lapack/lapack/dpttrf.f, revision 1.1
1.1 ! bertrand 1: SUBROUTINE DPTTRF( N, D, E, INFO )
! 2: *
! 3: * -- LAPACK 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: INTEGER INFO, N
! 10: * ..
! 11: * .. Array Arguments ..
! 12: DOUBLE PRECISION D( * ), E( * )
! 13: * ..
! 14: *
! 15: * Purpose
! 16: * =======
! 17: *
! 18: * DPTTRF computes the L*D*L' factorization of a real symmetric
! 19: * positive definite tridiagonal matrix A. The factorization may also
! 20: * be regarded as having the form A = U'*D*U.
! 21: *
! 22: * Arguments
! 23: * =========
! 24: *
! 25: * N (input) INTEGER
! 26: * The order of the matrix A. N >= 0.
! 27: *
! 28: * D (input/output) DOUBLE PRECISION array, dimension (N)
! 29: * On entry, the n diagonal elements of the tridiagonal matrix
! 30: * A. On exit, the n diagonal elements of the diagonal matrix
! 31: * D from the L*D*L' factorization of A.
! 32: *
! 33: * E (input/output) DOUBLE PRECISION array, dimension (N-1)
! 34: * On entry, the (n-1) subdiagonal elements of the tridiagonal
! 35: * matrix A. On exit, the (n-1) subdiagonal elements of the
! 36: * unit bidiagonal factor L from the L*D*L' factorization of A.
! 37: * E can also be regarded as the superdiagonal of the unit
! 38: * bidiagonal factor U from the U'*D*U factorization of A.
! 39: *
! 40: * INFO (output) INTEGER
! 41: * = 0: successful exit
! 42: * < 0: if INFO = -k, the k-th argument had an illegal value
! 43: * > 0: if INFO = k, the leading minor of order k is not
! 44: * positive definite; if k < N, the factorization could not
! 45: * be completed, while if k = N, the factorization was
! 46: * completed, but D(N) <= 0.
! 47: *
! 48: * =====================================================================
! 49: *
! 50: * .. Parameters ..
! 51: DOUBLE PRECISION ZERO
! 52: PARAMETER ( ZERO = 0.0D+0 )
! 53: * ..
! 54: * .. Local Scalars ..
! 55: INTEGER I, I4
! 56: DOUBLE PRECISION EI
! 57: * ..
! 58: * .. External Subroutines ..
! 59: EXTERNAL XERBLA
! 60: * ..
! 61: * .. Intrinsic Functions ..
! 62: INTRINSIC MOD
! 63: * ..
! 64: * .. Executable Statements ..
! 65: *
! 66: * Test the input parameters.
! 67: *
! 68: INFO = 0
! 69: IF( N.LT.0 ) THEN
! 70: INFO = -1
! 71: CALL XERBLA( 'DPTTRF', -INFO )
! 72: RETURN
! 73: END IF
! 74: *
! 75: * Quick return if possible
! 76: *
! 77: IF( N.EQ.0 )
! 78: $ RETURN
! 79: *
! 80: * Compute the L*D*L' (or U'*D*U) factorization of A.
! 81: *
! 82: I4 = MOD( N-1, 4 )
! 83: DO 10 I = 1, I4
! 84: IF( D( I ).LE.ZERO ) THEN
! 85: INFO = I
! 86: GO TO 30
! 87: END IF
! 88: EI = E( I )
! 89: E( I ) = EI / D( I )
! 90: D( I+1 ) = D( I+1 ) - E( I )*EI
! 91: 10 CONTINUE
! 92: *
! 93: DO 20 I = I4 + 1, N - 4, 4
! 94: *
! 95: * Drop out of the loop if d(i) <= 0: the matrix is not positive
! 96: * definite.
! 97: *
! 98: IF( D( I ).LE.ZERO ) THEN
! 99: INFO = I
! 100: GO TO 30
! 101: END IF
! 102: *
! 103: * Solve for e(i) and d(i+1).
! 104: *
! 105: EI = E( I )
! 106: E( I ) = EI / D( I )
! 107: D( I+1 ) = D( I+1 ) - E( I )*EI
! 108: *
! 109: IF( D( I+1 ).LE.ZERO ) THEN
! 110: INFO = I + 1
! 111: GO TO 30
! 112: END IF
! 113: *
! 114: * Solve for e(i+1) and d(i+2).
! 115: *
! 116: EI = E( I+1 )
! 117: E( I+1 ) = EI / D( I+1 )
! 118: D( I+2 ) = D( I+2 ) - E( I+1 )*EI
! 119: *
! 120: IF( D( I+2 ).LE.ZERO ) THEN
! 121: INFO = I + 2
! 122: GO TO 30
! 123: END IF
! 124: *
! 125: * Solve for e(i+2) and d(i+3).
! 126: *
! 127: EI = E( I+2 )
! 128: E( I+2 ) = EI / D( I+2 )
! 129: D( I+3 ) = D( I+3 ) - E( I+2 )*EI
! 130: *
! 131: IF( D( I+3 ).LE.ZERO ) THEN
! 132: INFO = I + 3
! 133: GO TO 30
! 134: END IF
! 135: *
! 136: * Solve for e(i+3) and d(i+4).
! 137: *
! 138: EI = E( I+3 )
! 139: E( I+3 ) = EI / D( I+3 )
! 140: D( I+4 ) = D( I+4 ) - E( I+3 )*EI
! 141: 20 CONTINUE
! 142: *
! 143: * Check d(n) for positive definiteness.
! 144: *
! 145: IF( D( N ).LE.ZERO )
! 146: $ INFO = N
! 147: *
! 148: 30 CONTINUE
! 149: RETURN
! 150: *
! 151: * End of DPTTRF
! 152: *
! 153: END
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