Annotation of rpl/lapack/lapack/zpftrf.f, revision 1.13
1.7 bertrand 1: *> \brief \b ZPFTRF
2: *
3: * =========== DOCUMENTATION ===========
4: *
5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
7: *
8: *> \htmlonly
9: *> Download ZPFTRF + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zpftrf.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zpftrf.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zpftrf.f">
15: *> [TXT]</a>
16: *> \endhtmlonly
17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE ZPFTRF( TRANSR, UPLO, N, A, INFO )
22: *
23: * .. Scalar Arguments ..
24: * CHARACTER TRANSR, UPLO
25: * INTEGER N, INFO
26: * ..
27: * .. Array Arguments ..
28: * COMPLEX*16 A( 0: * )
29: *
30: *
31: *> \par Purpose:
32: * =============
33: *>
34: *> \verbatim
35: *>
36: *> ZPFTRF computes the Cholesky factorization of a complex Hermitian
37: *> positive definite matrix A.
38: *>
39: *> The factorization has the form
40: *> A = U**H * U, if UPLO = 'U', or
41: *> A = L * L**H, if UPLO = 'L',
42: *> where U is an upper triangular matrix and L is lower triangular.
43: *>
44: *> This is the block version of the algorithm, calling Level 3 BLAS.
45: *> \endverbatim
46: *
47: * Arguments:
48: * ==========
49: *
50: *> \param[in] TRANSR
51: *> \verbatim
52: *> TRANSR is CHARACTER*1
53: *> = 'N': The Normal TRANSR of RFP A is stored;
54: *> = 'C': The Conjugate-transpose TRANSR of RFP A is stored.
55: *> \endverbatim
56: *>
57: *> \param[in] UPLO
58: *> \verbatim
59: *> UPLO is CHARACTER*1
60: *> = 'U': Upper triangle of RFP A is stored;
61: *> = 'L': Lower triangle of RFP A is stored.
62: *> \endverbatim
63: *>
64: *> \param[in] N
65: *> \verbatim
66: *> N is INTEGER
67: *> The order of the matrix A. N >= 0.
68: *> \endverbatim
69: *>
70: *> \param[in,out] A
71: *> \verbatim
1.12 bertrand 72: *> A is COMPLEX*16 array, dimension ( N*(N+1)/2 );
1.7 bertrand 73: *> On entry, the Hermitian matrix A in RFP format. RFP format is
74: *> described by TRANSR, UPLO, and N as follows: If TRANSR = 'N'
75: *> then RFP A is (0:N,0:k-1) when N is even; k=N/2. RFP A is
76: *> (0:N-1,0:k) when N is odd; k=N/2. IF TRANSR = 'C' then RFP is
77: *> the Conjugate-transpose of RFP A as defined when
78: *> TRANSR = 'N'. The contents of RFP A are defined by UPLO as
79: *> follows: If UPLO = 'U' the RFP A contains the nt elements of
80: *> upper packed A. If UPLO = 'L' the RFP A contains the elements
81: *> of lower packed A. The LDA of RFP A is (N+1)/2 when TRANSR =
82: *> 'C'. When TRANSR is 'N' the LDA is N+1 when N is even and N
83: *> is odd. See the Note below for more details.
84: *>
85: *> On exit, if INFO = 0, the factor U or L from the Cholesky
86: *> factorization RFP A = U**H*U or RFP A = L*L**H.
87: *> \endverbatim
88: *>
89: *> \param[out] INFO
90: *> \verbatim
91: *> INFO is INTEGER
92: *> = 0: successful exit
93: *> < 0: if INFO = -i, the i-th argument had an illegal value
94: *> > 0: if INFO = i, the leading minor of order i is not
95: *> positive definite, and the factorization could not be
96: *> completed.
97: *>
98: *> Further Notes on RFP Format:
99: *> ============================
100: *>
101: *> We first consider Standard Packed Format when N is even.
102: *> We give an example where N = 6.
103: *>
104: *> AP is Upper AP is Lower
105: *>
106: *> 00 01 02 03 04 05 00
107: *> 11 12 13 14 15 10 11
108: *> 22 23 24 25 20 21 22
109: *> 33 34 35 30 31 32 33
110: *> 44 45 40 41 42 43 44
111: *> 55 50 51 52 53 54 55
112: *>
113: *> Let TRANSR = 'N'. RFP holds AP as follows:
114: *> For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last
115: *> three columns of AP upper. The lower triangle A(4:6,0:2) consists of
116: *> conjugate-transpose of the first three columns of AP upper.
117: *> For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first
118: *> three columns of AP lower. The upper triangle A(0:2,0:2) consists of
119: *> conjugate-transpose of the last three columns of AP lower.
120: *> To denote conjugate we place -- above the element. This covers the
121: *> case N even and TRANSR = 'N'.
122: *>
123: *> RFP A RFP A
124: *>
125: *> -- -- --
126: *> 03 04 05 33 43 53
127: *> -- --
128: *> 13 14 15 00 44 54
129: *> --
130: *> 23 24 25 10 11 55
131: *>
132: *> 33 34 35 20 21 22
133: *> --
134: *> 00 44 45 30 31 32
135: *> -- --
136: *> 01 11 55 40 41 42
137: *> -- -- --
138: *> 02 12 22 50 51 52
139: *>
140: *> Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
141: *> transpose of RFP A above. One therefore gets:
142: *>
143: *> RFP A RFP A
144: *>
145: *> -- -- -- -- -- -- -- -- -- --
146: *> 03 13 23 33 00 01 02 33 00 10 20 30 40 50
147: *> -- -- -- -- -- -- -- -- -- --
148: *> 04 14 24 34 44 11 12 43 44 11 21 31 41 51
149: *> -- -- -- -- -- -- -- -- -- --
150: *> 05 15 25 35 45 55 22 53 54 55 22 32 42 52
151: *>
152: *> We next consider Standard Packed Format when N is odd.
153: *> We give an example where N = 5.
154: *>
155: *> AP is Upper AP is Lower
156: *>
157: *> 00 01 02 03 04 00
158: *> 11 12 13 14 10 11
159: *> 22 23 24 20 21 22
160: *> 33 34 30 31 32 33
161: *> 44 40 41 42 43 44
162: *>
163: *> Let TRANSR = 'N'. RFP holds AP as follows:
164: *> For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last
165: *> three columns of AP upper. The lower triangle A(3:4,0:1) consists of
166: *> conjugate-transpose of the first two columns of AP upper.
167: *> For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first
168: *> three columns of AP lower. The upper triangle A(0:1,1:2) consists of
169: *> conjugate-transpose of the last two columns of AP lower.
170: *> To denote conjugate we place -- above the element. This covers the
171: *> case N odd and TRANSR = 'N'.
172: *>
173: *> RFP A RFP A
174: *>
175: *> -- --
176: *> 02 03 04 00 33 43
177: *> --
178: *> 12 13 14 10 11 44
179: *>
180: *> 22 23 24 20 21 22
181: *> --
182: *> 00 33 34 30 31 32
183: *> -- --
184: *> 01 11 44 40 41 42
185: *>
186: *> Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
187: *> transpose of RFP A above. One therefore gets:
188: *>
189: *> RFP A RFP A
190: *>
191: *> -- -- -- -- -- -- -- -- --
192: *> 02 12 22 00 01 00 10 20 30 40 50
193: *> -- -- -- -- -- -- -- -- --
194: *> 03 13 23 33 11 33 11 21 31 41 51
195: *> -- -- -- -- -- -- -- -- --
196: *> 04 14 24 34 44 43 44 22 32 42 52
197: *> \endverbatim
198: *
199: * Authors:
200: * ========
201: *
202: *> \author Univ. of Tennessee
203: *> \author Univ. of California Berkeley
204: *> \author Univ. of Colorado Denver
205: *> \author NAG Ltd.
1.1 bertrand 206: *
1.12 bertrand 207: *> \date June 2016
1.1 bertrand 208: *
1.7 bertrand 209: *> \ingroup complex16OTHERcomputational
1.1 bertrand 210: *
1.7 bertrand 211: * =====================================================================
212: SUBROUTINE ZPFTRF( TRANSR, UPLO, N, A, INFO )
213: *
1.12 bertrand 214: * -- LAPACK computational routine (version 3.6.1) --
1.1 bertrand 215: * -- LAPACK is a software package provided by Univ. of Tennessee, --
216: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.12 bertrand 217: * June 2016
1.1 bertrand 218: *
219: * .. Scalar Arguments ..
220: CHARACTER TRANSR, UPLO
221: INTEGER N, INFO
222: * ..
223: * .. Array Arguments ..
224: COMPLEX*16 A( 0: * )
225: *
226: * =====================================================================
227: *
228: * .. Parameters ..
229: DOUBLE PRECISION ONE
230: COMPLEX*16 CONE
231: PARAMETER ( ONE = 1.0D+0, CONE = ( 1.0D+0, 0.0D+0 ) )
232: * ..
233: * .. Local Scalars ..
234: LOGICAL LOWER, NISODD, NORMALTRANSR
235: INTEGER N1, N2, K
236: * ..
237: * .. External Functions ..
238: LOGICAL LSAME
239: EXTERNAL LSAME
240: * ..
241: * .. External Subroutines ..
242: EXTERNAL XERBLA, ZHERK, ZPOTRF, ZTRSM
243: * ..
244: * .. Intrinsic Functions ..
245: INTRINSIC MOD
246: * ..
247: * .. Executable Statements ..
248: *
249: * Test the input parameters.
250: *
251: INFO = 0
252: NORMALTRANSR = LSAME( TRANSR, 'N' )
253: LOWER = LSAME( UPLO, 'L' )
254: IF( .NOT.NORMALTRANSR .AND. .NOT.LSAME( TRANSR, 'C' ) ) THEN
255: INFO = -1
256: ELSE IF( .NOT.LOWER .AND. .NOT.LSAME( UPLO, 'U' ) ) THEN
257: INFO = -2
258: ELSE IF( N.LT.0 ) THEN
259: INFO = -3
260: END IF
261: IF( INFO.NE.0 ) THEN
262: CALL XERBLA( 'ZPFTRF', -INFO )
263: RETURN
264: END IF
265: *
266: * Quick return if possible
267: *
268: IF( N.EQ.0 )
1.6 bertrand 269: $ RETURN
1.1 bertrand 270: *
271: * If N is odd, set NISODD = .TRUE.
272: * If N is even, set K = N/2 and NISODD = .FALSE.
273: *
274: IF( MOD( N, 2 ).EQ.0 ) THEN
275: K = N / 2
276: NISODD = .FALSE.
277: ELSE
278: NISODD = .TRUE.
279: END IF
280: *
281: * Set N1 and N2 depending on LOWER
282: *
283: IF( LOWER ) THEN
284: N2 = N / 2
285: N1 = N - N2
286: ELSE
287: N1 = N / 2
288: N2 = N - N1
289: END IF
290: *
291: * start execution: there are eight cases
292: *
293: IF( NISODD ) THEN
294: *
295: * N is odd
296: *
297: IF( NORMALTRANSR ) THEN
298: *
299: * N is odd and TRANSR = 'N'
300: *
301: IF( LOWER ) THEN
302: *
303: * SRPA for LOWER, NORMAL and N is odd ( a(0:n-1,0:n1-1) )
304: * T1 -> a(0,0), T2 -> a(0,1), S -> a(n1,0)
305: * T1 -> a(0), T2 -> a(n), S -> a(n1)
306: *
307: CALL ZPOTRF( 'L', N1, A( 0 ), N, INFO )
308: IF( INFO.GT.0 )
1.6 bertrand 309: $ RETURN
1.1 bertrand 310: CALL ZTRSM( 'R', 'L', 'C', 'N', N2, N1, CONE, A( 0 ), N,
1.6 bertrand 311: $ A( N1 ), N )
1.1 bertrand 312: CALL ZHERK( 'U', 'N', N2, N1, -ONE, A( N1 ), N, ONE,
1.6 bertrand 313: $ A( N ), N )
1.1 bertrand 314: CALL ZPOTRF( 'U', N2, A( N ), N, INFO )
315: IF( INFO.GT.0 )
1.6 bertrand 316: $ INFO = INFO + N1
1.1 bertrand 317: *
318: ELSE
319: *
320: * SRPA for UPPER, NORMAL and N is odd ( a(0:n-1,0:n2-1)
321: * T1 -> a(n1+1,0), T2 -> a(n1,0), S -> a(0,0)
322: * T1 -> a(n2), T2 -> a(n1), S -> a(0)
323: *
324: CALL ZPOTRF( 'L', N1, A( N2 ), N, INFO )
325: IF( INFO.GT.0 )
1.6 bertrand 326: $ RETURN
1.1 bertrand 327: CALL ZTRSM( 'L', 'L', 'N', 'N', N1, N2, CONE, A( N2 ), N,
1.6 bertrand 328: $ A( 0 ), N )
1.1 bertrand 329: CALL ZHERK( 'U', 'C', N2, N1, -ONE, A( 0 ), N, ONE,
1.6 bertrand 330: $ A( N1 ), N )
1.1 bertrand 331: CALL ZPOTRF( 'U', N2, A( N1 ), N, INFO )
332: IF( INFO.GT.0 )
1.6 bertrand 333: $ INFO = INFO + N1
1.1 bertrand 334: *
335: END IF
336: *
337: ELSE
338: *
339: * N is odd and TRANSR = 'C'
340: *
341: IF( LOWER ) THEN
342: *
343: * SRPA for LOWER, TRANSPOSE and N is odd
344: * T1 -> A(0,0) , T2 -> A(1,0) , S -> A(0,n1)
345: * T1 -> a(0+0) , T2 -> a(1+0) , S -> a(0+n1*n1); lda=n1
346: *
347: CALL ZPOTRF( 'U', N1, A( 0 ), N1, INFO )
348: IF( INFO.GT.0 )
1.6 bertrand 349: $ RETURN
1.1 bertrand 350: CALL ZTRSM( 'L', 'U', 'C', 'N', N1, N2, CONE, A( 0 ), N1,
1.6 bertrand 351: $ A( N1*N1 ), N1 )
1.1 bertrand 352: CALL ZHERK( 'L', 'C', N2, N1, -ONE, A( N1*N1 ), N1, ONE,
1.6 bertrand 353: $ A( 1 ), N1 )
1.1 bertrand 354: CALL ZPOTRF( 'L', N2, A( 1 ), N1, INFO )
355: IF( INFO.GT.0 )
1.6 bertrand 356: $ INFO = INFO + N1
1.1 bertrand 357: *
358: ELSE
359: *
360: * SRPA for UPPER, TRANSPOSE and N is odd
361: * T1 -> A(0,n1+1), T2 -> A(0,n1), S -> A(0,0)
362: * T1 -> a(n2*n2), T2 -> a(n1*n2), S -> a(0); lda = n2
363: *
364: CALL ZPOTRF( 'U', N1, A( N2*N2 ), N2, INFO )
365: IF( INFO.GT.0 )
1.6 bertrand 366: $ RETURN
1.1 bertrand 367: CALL ZTRSM( 'R', 'U', 'N', 'N', N2, N1, CONE, A( N2*N2 ),
1.6 bertrand 368: $ N2, A( 0 ), N2 )
1.1 bertrand 369: CALL ZHERK( 'L', 'N', N2, N1, -ONE, A( 0 ), N2, ONE,
1.6 bertrand 370: $ A( N1*N2 ), N2 )
1.1 bertrand 371: CALL ZPOTRF( 'L', N2, A( N1*N2 ), N2, INFO )
372: IF( INFO.GT.0 )
1.6 bertrand 373: $ INFO = INFO + N1
1.1 bertrand 374: *
375: END IF
376: *
377: END IF
378: *
379: ELSE
380: *
381: * N is even
382: *
383: IF( NORMALTRANSR ) THEN
384: *
385: * N is even and TRANSR = 'N'
386: *
387: IF( LOWER ) THEN
388: *
389: * SRPA for LOWER, NORMAL, and N is even ( a(0:n,0:k-1) )
390: * T1 -> a(1,0), T2 -> a(0,0), S -> a(k+1,0)
391: * T1 -> a(1), T2 -> a(0), S -> a(k+1)
392: *
393: CALL ZPOTRF( 'L', K, A( 1 ), N+1, INFO )
394: IF( INFO.GT.0 )
1.6 bertrand 395: $ RETURN
1.1 bertrand 396: CALL ZTRSM( 'R', 'L', 'C', 'N', K, K, CONE, A( 1 ), N+1,
1.6 bertrand 397: $ A( K+1 ), N+1 )
1.1 bertrand 398: CALL ZHERK( 'U', 'N', K, K, -ONE, A( K+1 ), N+1, ONE,
1.6 bertrand 399: $ A( 0 ), N+1 )
1.1 bertrand 400: CALL ZPOTRF( 'U', K, A( 0 ), N+1, INFO )
401: IF( INFO.GT.0 )
1.6 bertrand 402: $ INFO = INFO + K
1.1 bertrand 403: *
404: ELSE
405: *
406: * SRPA for UPPER, NORMAL, and N is even ( a(0:n,0:k-1) )
407: * T1 -> a(k+1,0) , T2 -> a(k,0), S -> a(0,0)
408: * T1 -> a(k+1), T2 -> a(k), S -> a(0)
409: *
410: CALL ZPOTRF( 'L', K, A( K+1 ), N+1, INFO )
411: IF( INFO.GT.0 )
1.6 bertrand 412: $ RETURN
1.1 bertrand 413: CALL ZTRSM( 'L', 'L', 'N', 'N', K, K, CONE, A( K+1 ),
1.6 bertrand 414: $ N+1, A( 0 ), N+1 )
1.1 bertrand 415: CALL ZHERK( 'U', 'C', K, K, -ONE, A( 0 ), N+1, ONE,
1.6 bertrand 416: $ A( K ), N+1 )
1.1 bertrand 417: CALL ZPOTRF( 'U', K, A( K ), N+1, INFO )
418: IF( INFO.GT.0 )
1.6 bertrand 419: $ INFO = INFO + K
1.1 bertrand 420: *
421: END IF
422: *
423: ELSE
424: *
425: * N is even and TRANSR = 'C'
426: *
427: IF( LOWER ) THEN
428: *
429: * SRPA for LOWER, TRANSPOSE and N is even (see paper)
430: * T1 -> B(0,1), T2 -> B(0,0), S -> B(0,k+1)
431: * T1 -> a(0+k), T2 -> a(0+0), S -> a(0+k*(k+1)); lda=k
432: *
433: CALL ZPOTRF( 'U', K, A( 0+K ), K, INFO )
434: IF( INFO.GT.0 )
1.6 bertrand 435: $ RETURN
1.1 bertrand 436: CALL ZTRSM( 'L', 'U', 'C', 'N', K, K, CONE, A( K ), N1,
1.6 bertrand 437: $ A( K*( K+1 ) ), K )
1.1 bertrand 438: CALL ZHERK( 'L', 'C', K, K, -ONE, A( K*( K+1 ) ), K, ONE,
1.6 bertrand 439: $ A( 0 ), K )
1.1 bertrand 440: CALL ZPOTRF( 'L', K, A( 0 ), K, INFO )
441: IF( INFO.GT.0 )
1.6 bertrand 442: $ INFO = INFO + K
1.1 bertrand 443: *
444: ELSE
445: *
446: * SRPA for UPPER, TRANSPOSE and N is even (see paper)
447: * T1 -> B(0,k+1), T2 -> B(0,k), S -> B(0,0)
448: * T1 -> a(0+k*(k+1)), T2 -> a(0+k*k), S -> a(0+0)); lda=k
449: *
450: CALL ZPOTRF( 'U', K, A( K*( K+1 ) ), K, INFO )
451: IF( INFO.GT.0 )
1.6 bertrand 452: $ RETURN
1.1 bertrand 453: CALL ZTRSM( 'R', 'U', 'N', 'N', K, K, CONE,
1.6 bertrand 454: $ A( K*( K+1 ) ), K, A( 0 ), K )
1.1 bertrand 455: CALL ZHERK( 'L', 'N', K, K, -ONE, A( 0 ), K, ONE,
1.6 bertrand 456: $ A( K*K ), K )
1.1 bertrand 457: CALL ZPOTRF( 'L', K, A( K*K ), K, INFO )
458: IF( INFO.GT.0 )
1.6 bertrand 459: $ INFO = INFO + K
1.1 bertrand 460: *
461: END IF
462: *
463: END IF
464: *
465: END IF
466: *
467: RETURN
468: *
469: * End of ZPFTRF
470: *
471: END
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