Annotation of rpl/lapack/lapack/zpotrf.f, revision 1.18

1.9       bertrand    1: *> \brief \b ZPOTRF
                      2: *
                      3: *  =========== DOCUMENTATION ===========
                      4: *
1.18    ! bertrand    5: * Online html documentation available at
        !             6: *            http://www.netlib.org/lapack/explore-html/
1.9       bertrand    7: *
                      8: *> \htmlonly
1.18    ! bertrand    9: *> Download ZPOTRF + dependencies
        !            10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zpotrf.f">
        !            11: *> [TGZ]</a>
        !            12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zpotrf.f">
        !            13: *> [ZIP]</a>
        !            14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zpotrf.f">
1.9       bertrand   15: *> [TXT]</a>
1.18    ! bertrand   16: *> \endhtmlonly
1.9       bertrand   17: *
                     18: *  Definition:
                     19: *  ===========
                     20: *
                     21: *       SUBROUTINE ZPOTRF( UPLO, N, A, LDA, INFO )
1.18    ! 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: *       ..
1.18    ! bertrand   30: *
1.9       bertrand   31: *
                     32: *> \par Purpose:
                     33: *  =============
                     34: *>
                     35: *> \verbatim
                     36: *>
                     37: *> ZPOTRF 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 block version of the algorithm, calling Level 3 BLAS.
                     46: *> \endverbatim
                     47: *
                     48: *  Arguments:
                     49: *  ==========
                     50: *
                     51: *> \param[in] UPLO
                     52: *> \verbatim
                     53: *>          UPLO is CHARACTER*1
                     54: *>          = 'U':  Upper triangle of A is stored;
                     55: *>          = 'L':  Lower triangle of A is stored.
                     56: *> \endverbatim
                     57: *>
                     58: *> \param[in] N
                     59: *> \verbatim
                     60: *>          N is INTEGER
                     61: *>          The order of the matrix A.  N >= 0.
                     62: *> \endverbatim
                     63: *>
                     64: *> \param[in,out] A
                     65: *> \verbatim
                     66: *>          A is COMPLEX*16 array, dimension (LDA,N)
                     67: *>          On entry, the Hermitian matrix A.  If UPLO = 'U', the leading
                     68: *>          N-by-N upper triangular part of A contains the upper
                     69: *>          triangular part of the matrix A, and the strictly lower
                     70: *>          triangular part of A is not referenced.  If UPLO = 'L', the
                     71: *>          leading N-by-N lower triangular part of A contains the lower
                     72: *>          triangular part of the matrix A, and the strictly upper
                     73: *>          triangular part of A is not referenced.
                     74: *>
                     75: *>          On exit, if INFO = 0, the factor U or L from the Cholesky
                     76: *>          factorization A = U**H *U or A = L*L**H.
                     77: *> \endverbatim
                     78: *>
                     79: *> \param[in] LDA
                     80: *> \verbatim
                     81: *>          LDA is INTEGER
                     82: *>          The leading dimension of the array A.  LDA >= max(1,N).
                     83: *> \endverbatim
                     84: *>
                     85: *> \param[out] INFO
                     86: *> \verbatim
                     87: *>          INFO is INTEGER
                     88: *>          = 0:  successful exit
                     89: *>          < 0:  if INFO = -i, the i-th argument had an illegal value
                     90: *>          > 0:  if INFO = i, the leading minor of order i is not
                     91: *>                positive definite, and the factorization could not be
                     92: *>                completed.
                     93: *> \endverbatim
                     94: *
                     95: *  Authors:
                     96: *  ========
                     97: *
1.18    ! bertrand   98: *> \author Univ. of Tennessee
        !            99: *> \author Univ. of California Berkeley
        !           100: *> \author Univ. of Colorado Denver
        !           101: *> \author NAG Ltd.
1.9       bertrand  102: *
1.18    ! bertrand  103: *> \date December 2016
1.9       bertrand  104: *
                    105: *> \ingroup complex16POcomputational
                    106: *
                    107: *  =====================================================================
1.1       bertrand  108:       SUBROUTINE ZPOTRF( UPLO, N, A, LDA, INFO )
                    109: *
1.18    ! bertrand  110: *  -- LAPACK computational routine (version 3.7.0) --
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..--
1.18    ! bertrand  113: *     December 2016
1.1       bertrand  114: *
                    115: *     .. Scalar Arguments ..
                    116:       CHARACTER          UPLO
                    117:       INTEGER            INFO, LDA, N
                    118: *     ..
                    119: *     .. Array Arguments ..
                    120:       COMPLEX*16         A( LDA, * )
                    121: *     ..
                    122: *
                    123: *  =====================================================================
                    124: *
                    125: *     .. Parameters ..
                    126:       DOUBLE PRECISION   ONE
                    127:       COMPLEX*16         CONE
                    128:       PARAMETER          ( ONE = 1.0D+0, CONE = ( 1.0D+0, 0.0D+0 ) )
                    129: *     ..
                    130: *     .. Local Scalars ..
                    131:       LOGICAL            UPPER
                    132:       INTEGER            J, JB, NB
                    133: *     ..
                    134: *     .. External Functions ..
                    135:       LOGICAL            LSAME
                    136:       INTEGER            ILAENV
                    137:       EXTERNAL           LSAME, ILAENV
                    138: *     ..
                    139: *     .. External Subroutines ..
1.14      bertrand  140:       EXTERNAL           XERBLA, ZGEMM, ZHERK, ZPOTRF2, ZTRSM
1.1       bertrand  141: *     ..
                    142: *     .. Intrinsic Functions ..
                    143:       INTRINSIC          MAX, MIN
                    144: *     ..
                    145: *     .. Executable Statements ..
                    146: *
                    147: *     Test the input parameters.
                    148: *
                    149:       INFO = 0
                    150:       UPPER = LSAME( UPLO, 'U' )
                    151:       IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
                    152:          INFO = -1
                    153:       ELSE IF( N.LT.0 ) THEN
                    154:          INFO = -2
                    155:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
                    156:          INFO = -4
                    157:       END IF
                    158:       IF( INFO.NE.0 ) THEN
                    159:          CALL XERBLA( 'ZPOTRF', -INFO )
                    160:          RETURN
                    161:       END IF
                    162: *
                    163: *     Quick return if possible
                    164: *
                    165:       IF( N.EQ.0 )
                    166:      $   RETURN
                    167: *
                    168: *     Determine the block size for this environment.
                    169: *
                    170:       NB = ILAENV( 1, 'ZPOTRF', UPLO, N, -1, -1, -1 )
                    171:       IF( NB.LE.1 .OR. NB.GE.N ) THEN
                    172: *
                    173: *        Use unblocked code.
                    174: *
1.14      bertrand  175:          CALL ZPOTRF2( UPLO, N, A, LDA, INFO )
1.1       bertrand  176:       ELSE
                    177: *
                    178: *        Use blocked code.
                    179: *
                    180:          IF( UPPER ) THEN
                    181: *
1.8       bertrand  182: *           Compute the Cholesky factorization A = U**H *U.
1.1       bertrand  183: *
                    184:             DO 10 J = 1, N, NB
                    185: *
                    186: *              Update and factorize the current diagonal block and test
                    187: *              for non-positive-definiteness.
                    188: *
                    189:                JB = MIN( NB, N-J+1 )
                    190:                CALL ZHERK( 'Upper', 'Conjugate transpose', JB, J-1,
                    191:      $                     -ONE, A( 1, J ), LDA, ONE, A( J, J ), LDA )
1.14      bertrand  192:                CALL ZPOTRF2( 'Upper', JB, A( J, J ), LDA, INFO )
1.1       bertrand  193:                IF( INFO.NE.0 )
                    194:      $            GO TO 30
                    195:                IF( J+JB.LE.N ) THEN
                    196: *
                    197: *                 Compute the current block row.
                    198: *
                    199:                   CALL ZGEMM( 'Conjugate transpose', 'No transpose', JB,
                    200:      $                        N-J-JB+1, J-1, -CONE, A( 1, J ), LDA,
                    201:      $                        A( 1, J+JB ), LDA, CONE, A( J, J+JB ),
                    202:      $                        LDA )
                    203:                   CALL ZTRSM( 'Left', 'Upper', 'Conjugate transpose',
                    204:      $                        'Non-unit', JB, N-J-JB+1, CONE, A( J, J ),
                    205:      $                        LDA, A( J, J+JB ), LDA )
                    206:                END IF
                    207:    10       CONTINUE
                    208: *
                    209:          ELSE
                    210: *
1.8       bertrand  211: *           Compute the Cholesky factorization A = L*L**H.
1.1       bertrand  212: *
                    213:             DO 20 J = 1, N, NB
                    214: *
                    215: *              Update and factorize the current diagonal block and test
                    216: *              for non-positive-definiteness.
                    217: *
                    218:                JB = MIN( NB, N-J+1 )
                    219:                CALL ZHERK( 'Lower', 'No transpose', JB, J-1, -ONE,
                    220:      $                     A( J, 1 ), LDA, ONE, A( J, J ), LDA )
1.14      bertrand  221:                CALL ZPOTRF2( 'Lower', JB, A( J, J ), LDA, INFO )
1.1       bertrand  222:                IF( INFO.NE.0 )
                    223:      $            GO TO 30
                    224:                IF( J+JB.LE.N ) THEN
                    225: *
                    226: *                 Compute the current block column.
                    227: *
                    228:                   CALL ZGEMM( 'No transpose', 'Conjugate transpose',
                    229:      $                        N-J-JB+1, JB, J-1, -CONE, A( J+JB, 1 ),
                    230:      $                        LDA, A( J, 1 ), LDA, CONE, A( J+JB, J ),
                    231:      $                        LDA )
                    232:                   CALL ZTRSM( 'Right', 'Lower', 'Conjugate transpose',
                    233:      $                        'Non-unit', N-J-JB+1, JB, CONE, A( J, J ),
                    234:      $                        LDA, A( J+JB, J ), LDA )
                    235:                END IF
                    236:    20       CONTINUE
                    237:          END IF
                    238:       END IF
                    239:       GO TO 40
                    240: *
                    241:    30 CONTINUE
                    242:       INFO = INFO + J - 1
                    243: *
                    244:    40 CONTINUE
                    245:       RETURN
                    246: *
                    247: *     End of ZPOTRF
                    248: *
                    249:       END

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