Annotation of rpl/lapack/lapack/zpotf2.f, revision 1.19
1.12 bertrand 1: *> \brief \b ZPOTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite matrix (unblocked algorithm).
1.9 bertrand 2: *
3: * =========== DOCUMENTATION ===========
4: *
1.16 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.9 bertrand 7: *
8: *> \htmlonly
1.16 bertrand 9: *> Download ZPOTF2 + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zpotf2.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zpotf2.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zpotf2.f">
1.9 bertrand 15: *> [TXT]</a>
1.16 bertrand 16: *> \endhtmlonly
1.9 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE ZPOTF2( UPLO, N, A, LDA, INFO )
1.16 bertrand 22: *
1.9 bertrand 23: * .. Scalar Arguments ..
24: * CHARACTER UPLO
25: * INTEGER INFO, LDA, N
26: * ..
27: * .. Array Arguments ..
28: * COMPLEX*16 A( LDA, * )
29: * ..
1.16 bertrand 30: *
1.9 bertrand 31: *
32: *> \par Purpose:
33: * =============
34: *>
35: *> \verbatim
36: *>
37: *> ZPOTF2 computes the Cholesky factorization of a complex Hermitian
38: *> positive definite matrix A.
39: *>
40: *> The factorization has the form
41: *> A = U**H * U , if UPLO = 'U', or
42: *> A = L * L**H, if UPLO = 'L',
43: *> where U is an upper triangular matrix and L is lower triangular.
44: *>
45: *> This is the unblocked version of the algorithm, calling Level 2 BLAS.
46: *> \endverbatim
47: *
48: * Arguments:
49: * ==========
50: *
51: *> \param[in] UPLO
52: *> \verbatim
53: *> UPLO is CHARACTER*1
54: *> Specifies whether the upper or lower triangular part of the
55: *> Hermitian matrix A is stored.
56: *> = 'U': Upper triangular
57: *> = 'L': Lower triangular
58: *> \endverbatim
59: *>
60: *> \param[in] N
61: *> \verbatim
62: *> N is INTEGER
63: *> The order of the matrix A. N >= 0.
64: *> \endverbatim
65: *>
66: *> \param[in,out] A
67: *> \verbatim
68: *> A is COMPLEX*16 array, dimension (LDA,N)
69: *> On entry, the Hermitian matrix A. If UPLO = 'U', the leading
70: *> n by n upper triangular part of A contains the upper
71: *> triangular part of the matrix A, and the strictly lower
72: *> triangular part of A is not referenced. If UPLO = 'L', the
73: *> leading n by n lower triangular part of A contains the lower
74: *> triangular part of the matrix A, and the strictly upper
75: *> triangular part of A is not referenced.
76: *>
77: *> On exit, if INFO = 0, the factor U or L from the Cholesky
78: *> factorization A = U**H *U or A = L*L**H.
79: *> \endverbatim
80: *>
81: *> \param[in] LDA
82: *> \verbatim
83: *> LDA is INTEGER
84: *> The leading dimension of the array A. LDA >= max(1,N).
85: *> \endverbatim
86: *>
87: *> \param[out] INFO
88: *> \verbatim
89: *> INFO is INTEGER
90: *> = 0: successful exit
91: *> < 0: if INFO = -k, the k-th argument had an illegal value
92: *> > 0: if INFO = k, the leading minor of order k is not
93: *> positive definite, and the factorization could not be
94: *> completed.
95: *> \endverbatim
96: *
97: * Authors:
98: * ========
99: *
1.16 bertrand 100: *> \author Univ. of Tennessee
101: *> \author Univ. of California Berkeley
102: *> \author Univ. of Colorado Denver
103: *> \author NAG Ltd.
1.9 bertrand 104: *
105: *> \ingroup complex16POcomputational
106: *
107: * =====================================================================
1.1 bertrand 108: SUBROUTINE ZPOTF2( UPLO, N, A, LDA, INFO )
109: *
1.19 ! bertrand 110: * -- LAPACK computational routine --
1.1 bertrand 111: * -- LAPACK is a software package provided by Univ. of Tennessee, --
112: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
113: *
114: * .. Scalar Arguments ..
115: CHARACTER UPLO
116: INTEGER INFO, LDA, N
117: * ..
118: * .. Array Arguments ..
119: COMPLEX*16 A( LDA, * )
120: * ..
121: *
122: * =====================================================================
123: *
124: * .. Parameters ..
125: DOUBLE PRECISION ONE, ZERO
126: PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
127: COMPLEX*16 CONE
128: PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) )
129: * ..
130: * .. Local Scalars ..
131: LOGICAL UPPER
132: INTEGER J
133: DOUBLE PRECISION AJJ
134: * ..
135: * .. External Functions ..
136: LOGICAL LSAME, DISNAN
137: COMPLEX*16 ZDOTC
138: EXTERNAL LSAME, ZDOTC, DISNAN
139: * ..
140: * .. External Subroutines ..
141: EXTERNAL XERBLA, ZDSCAL, ZGEMV, ZLACGV
142: * ..
143: * .. Intrinsic Functions ..
144: INTRINSIC DBLE, MAX, SQRT
145: * ..
146: * .. Executable Statements ..
147: *
148: * Test the input parameters.
149: *
150: INFO = 0
151: UPPER = LSAME( UPLO, 'U' )
152: IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
153: INFO = -1
154: ELSE IF( N.LT.0 ) THEN
155: INFO = -2
156: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
157: INFO = -4
158: END IF
159: IF( INFO.NE.0 ) THEN
160: CALL XERBLA( 'ZPOTF2', -INFO )
161: RETURN
162: END IF
163: *
164: * Quick return if possible
165: *
166: IF( N.EQ.0 )
167: $ RETURN
168: *
169: IF( UPPER ) THEN
170: *
1.8 bertrand 171: * Compute the Cholesky factorization A = U**H *U.
1.1 bertrand 172: *
173: DO 10 J = 1, N
174: *
175: * Compute U(J,J) and test for non-positive-definiteness.
176: *
1.19 ! bertrand 177: AJJ = DBLE( A( J, J ) ) - DBLE( ZDOTC( J-1, A( 1, J ), 1,
! 178: $ A( 1, J ), 1 ) )
1.1 bertrand 179: IF( AJJ.LE.ZERO.OR.DISNAN( AJJ ) ) THEN
180: A( J, J ) = AJJ
181: GO TO 30
182: END IF
183: AJJ = SQRT( AJJ )
184: A( J, J ) = AJJ
185: *
186: * Compute elements J+1:N of row J.
187: *
188: IF( J.LT.N ) THEN
189: CALL ZLACGV( J-1, A( 1, J ), 1 )
190: CALL ZGEMV( 'Transpose', J-1, N-J, -CONE, A( 1, J+1 ),
191: $ LDA, A( 1, J ), 1, CONE, A( J, J+1 ), LDA )
192: CALL ZLACGV( J-1, A( 1, J ), 1 )
193: CALL ZDSCAL( N-J, ONE / AJJ, A( J, J+1 ), LDA )
194: END IF
195: 10 CONTINUE
196: ELSE
197: *
1.8 bertrand 198: * Compute the Cholesky factorization A = L*L**H.
1.1 bertrand 199: *
200: DO 20 J = 1, N
201: *
202: * Compute L(J,J) and test for non-positive-definiteness.
203: *
1.19 ! bertrand 204: AJJ = DBLE( A( J, J ) ) - DBLE( ZDOTC( J-1, A( J, 1 ), LDA,
! 205: $ A( J, 1 ), LDA ) )
1.1 bertrand 206: IF( AJJ.LE.ZERO.OR.DISNAN( AJJ ) ) THEN
207: A( J, J ) = AJJ
208: GO TO 30
209: END IF
210: AJJ = SQRT( AJJ )
211: A( J, J ) = AJJ
212: *
213: * Compute elements J+1:N of column J.
214: *
215: IF( J.LT.N ) THEN
216: CALL ZLACGV( J-1, A( J, 1 ), LDA )
217: CALL ZGEMV( 'No transpose', N-J, J-1, -CONE, A( J+1, 1 ),
218: $ LDA, A( J, 1 ), LDA, CONE, A( J+1, J ), 1 )
219: CALL ZLACGV( J-1, A( J, 1 ), LDA )
220: CALL ZDSCAL( N-J, ONE / AJJ, A( J+1, J ), 1 )
221: END IF
222: 20 CONTINUE
223: END IF
224: GO TO 40
225: *
226: 30 CONTINUE
227: INFO = J
228: *
229: 40 CONTINUE
230: RETURN
231: *
232: * End of ZPOTF2
233: *
234: END
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