File:  [local] / rpl / lapack / lapack / zpotf2.f
Revision 1.1.1.1 (vendor branch): download - view: text, annotated - select for diffs - revision graph
Tue Jan 26 15:22:46 2010 UTC (14 years, 3 months ago) by bertrand
Branches: JKB
CVS tags: start, rpl-4_0_14, rpl-4_0_13, rpl-4_0_12, rpl-4_0_11, rpl-4_0_10


Commit initial.

    1:       SUBROUTINE ZPOTF2( UPLO, N, A, LDA, 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:       CHARACTER          UPLO
   10:       INTEGER            INFO, LDA, N
   11: *     ..
   12: *     .. Array Arguments ..
   13:       COMPLEX*16         A( LDA, * )
   14: *     ..
   15: *
   16: *  Purpose
   17: *  =======
   18: *
   19: *  ZPOTF2 computes the Cholesky factorization of a complex Hermitian
   20: *  positive definite matrix A.
   21: *
   22: *  The factorization has the form
   23: *     A = U' * U ,  if UPLO = 'U', or
   24: *     A = L  * L',  if UPLO = 'L',
   25: *  where U is an upper triangular matrix and L is lower triangular.
   26: *
   27: *  This is the unblocked version of the algorithm, calling Level 2 BLAS.
   28: *
   29: *  Arguments
   30: *  =========
   31: *
   32: *  UPLO    (input) CHARACTER*1
   33: *          Specifies whether the upper or lower triangular part of the
   34: *          Hermitian matrix A is stored.
   35: *          = 'U':  Upper triangular
   36: *          = 'L':  Lower triangular
   37: *
   38: *  N       (input) INTEGER
   39: *          The order of the matrix A.  N >= 0.
   40: *
   41: *  A       (input/output) COMPLEX*16 array, dimension (LDA,N)
   42: *          On entry, the Hermitian matrix A.  If UPLO = 'U', the leading
   43: *          n by n upper triangular part of A contains the upper
   44: *          triangular part of the matrix A, and the strictly lower
   45: *          triangular part of A is not referenced.  If UPLO = 'L', the
   46: *          leading n by n lower triangular part of A contains the lower
   47: *          triangular part of the matrix A, and the strictly upper
   48: *          triangular part of A is not referenced.
   49: *
   50: *          On exit, if INFO = 0, the factor U or L from the Cholesky
   51: *          factorization A = U'*U  or A = L*L'.
   52: *
   53: *  LDA     (input) INTEGER
   54: *          The leading dimension of the array A.  LDA >= max(1,N).
   55: *
   56: *  INFO    (output) INTEGER
   57: *          = 0: successful exit
   58: *          < 0: if INFO = -k, the k-th argument had an illegal value
   59: *          > 0: if INFO = k, the leading minor of order k is not
   60: *               positive definite, and the factorization could not be
   61: *               completed.
   62: *
   63: *  =====================================================================
   64: *
   65: *     .. Parameters ..
   66:       DOUBLE PRECISION   ONE, ZERO
   67:       PARAMETER          ( ONE = 1.0D+0, ZERO = 0.0D+0 )
   68:       COMPLEX*16         CONE
   69:       PARAMETER          ( CONE = ( 1.0D+0, 0.0D+0 ) )
   70: *     ..
   71: *     .. Local Scalars ..
   72:       LOGICAL            UPPER
   73:       INTEGER            J
   74:       DOUBLE PRECISION   AJJ
   75: *     ..
   76: *     .. External Functions ..
   77:       LOGICAL            LSAME, DISNAN
   78:       COMPLEX*16         ZDOTC
   79:       EXTERNAL           LSAME, ZDOTC, DISNAN
   80: *     ..
   81: *     .. External Subroutines ..
   82:       EXTERNAL           XERBLA, ZDSCAL, ZGEMV, ZLACGV
   83: *     ..
   84: *     .. Intrinsic Functions ..
   85:       INTRINSIC          DBLE, MAX, SQRT
   86: *     ..
   87: *     .. Executable Statements ..
   88: *
   89: *     Test the input parameters.
   90: *
   91:       INFO = 0
   92:       UPPER = LSAME( UPLO, 'U' )
   93:       IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
   94:          INFO = -1
   95:       ELSE IF( N.LT.0 ) THEN
   96:          INFO = -2
   97:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
   98:          INFO = -4
   99:       END IF
  100:       IF( INFO.NE.0 ) THEN
  101:          CALL XERBLA( 'ZPOTF2', -INFO )
  102:          RETURN
  103:       END IF
  104: *
  105: *     Quick return if possible
  106: *
  107:       IF( N.EQ.0 )
  108:      $   RETURN
  109: *
  110:       IF( UPPER ) THEN
  111: *
  112: *        Compute the Cholesky factorization A = U'*U.
  113: *
  114:          DO 10 J = 1, N
  115: *
  116: *           Compute U(J,J) and test for non-positive-definiteness.
  117: *
  118:             AJJ = DBLE( A( J, J ) ) - ZDOTC( J-1, A( 1, J ), 1,
  119:      $            A( 1, J ), 1 )
  120:             IF( AJJ.LE.ZERO.OR.DISNAN( AJJ ) ) THEN
  121:                A( J, J ) = AJJ
  122:                GO TO 30
  123:             END IF
  124:             AJJ = SQRT( AJJ )
  125:             A( J, J ) = AJJ
  126: *
  127: *           Compute elements J+1:N of row J.
  128: *
  129:             IF( J.LT.N ) THEN
  130:                CALL ZLACGV( J-1, A( 1, J ), 1 )
  131:                CALL ZGEMV( 'Transpose', J-1, N-J, -CONE, A( 1, J+1 ),
  132:      $                     LDA, A( 1, J ), 1, CONE, A( J, J+1 ), LDA )
  133:                CALL ZLACGV( J-1, A( 1, J ), 1 )
  134:                CALL ZDSCAL( N-J, ONE / AJJ, A( J, J+1 ), LDA )
  135:             END IF
  136:    10    CONTINUE
  137:       ELSE
  138: *
  139: *        Compute the Cholesky factorization A = L*L'.
  140: *
  141:          DO 20 J = 1, N
  142: *
  143: *           Compute L(J,J) and test for non-positive-definiteness.
  144: *
  145:             AJJ = DBLE( A( J, J ) ) - ZDOTC( J-1, A( J, 1 ), LDA,
  146:      $            A( J, 1 ), LDA )
  147:             IF( AJJ.LE.ZERO.OR.DISNAN( AJJ ) ) THEN
  148:                A( J, J ) = AJJ
  149:                GO TO 30
  150:             END IF
  151:             AJJ = SQRT( AJJ )
  152:             A( J, J ) = AJJ
  153: *
  154: *           Compute elements J+1:N of column J.
  155: *
  156:             IF( J.LT.N ) THEN
  157:                CALL ZLACGV( J-1, A( J, 1 ), LDA )
  158:                CALL ZGEMV( 'No transpose', N-J, J-1, -CONE, A( J+1, 1 ),
  159:      $                     LDA, A( J, 1 ), LDA, CONE, A( J+1, J ), 1 )
  160:                CALL ZLACGV( J-1, A( J, 1 ), LDA )
  161:                CALL ZDSCAL( N-J, ONE / AJJ, A( J+1, J ), 1 )
  162:             END IF
  163:    20    CONTINUE
  164:       END IF
  165:       GO TO 40
  166: *
  167:    30 CONTINUE
  168:       INFO = J
  169: *
  170:    40 CONTINUE
  171:       RETURN
  172: *
  173: *     End of ZPOTF2
  174: *
  175:       END

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