1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193
|
*> \brief <b> SPOSV computes the solution to system of linear equations A * X = B for PO matrices</b>
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download SPOSV + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sposv.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sposv.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sposv.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE SPOSV( UPLO, N, NRHS, A, LDA, B, LDB, INFO )
*
* .. Scalar Arguments ..
* CHARACTER UPLO
* INTEGER INFO, LDA, LDB, N, NRHS
* ..
* .. Array Arguments ..
* REAL A( LDA, * ), B( LDB, * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> SPOSV computes the solution to a real system of linear equations
*> A * X = B,
*> where A is an N-by-N symmetric positive definite matrix and X and B
*> are N-by-NRHS matrices.
*>
*> The Cholesky decomposition is used to factor A as
*> A = U**T* U, if UPLO = 'U', or
*> A = L * L**T, if UPLO = 'L',
*> where U is an upper triangular matrix and L is a lower triangular
*> matrix. The factored form of A is then used to solve the system of
*> equations A * X = B.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] UPLO
*> \verbatim
*> UPLO is CHARACTER*1
*> = 'U': Upper triangle of A is stored;
*> = 'L': Lower triangle of A is stored.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The number of linear equations, i.e., the order of the
*> matrix A. N >= 0.
*> \endverbatim
*>
*> \param[in] NRHS
*> \verbatim
*> NRHS is INTEGER
*> The number of right hand sides, i.e., the number of columns
*> of the matrix B. NRHS >= 0.
*> \endverbatim
*>
*> \param[in,out] A
*> \verbatim
*> A is REAL array, dimension (LDA,N)
*> On entry, the symmetric matrix A. If UPLO = 'U', the leading
*> N-by-N upper triangular part of A contains the upper
*> triangular part of the matrix A, and the strictly lower
*> triangular part of A is not referenced. If UPLO = 'L', the
*> leading N-by-N lower triangular part of A contains the lower
*> triangular part of the matrix A, and the strictly upper
*> triangular part of A is not referenced.
*>
*> On exit, if INFO = 0, the factor U or L from the Cholesky
*> factorization A = U**T*U or A = L*L**T.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> LDA is INTEGER
*> The leading dimension of the array A. LDA >= max(1,N).
*> \endverbatim
*>
*> \param[in,out] B
*> \verbatim
*> B is REAL array, dimension (LDB,NRHS)
*> On entry, the N-by-NRHS right hand side matrix B.
*> On exit, if INFO = 0, the N-by-NRHS solution matrix X.
*> \endverbatim
*>
*> \param[in] LDB
*> \verbatim
*> LDB is INTEGER
*> The leading dimension of the array B. LDB >= max(1,N).
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is INTEGER
*> = 0: successful exit
*> < 0: if INFO = -i, the i-th argument had an illegal value
*> > 0: if INFO = i, the leading minor of order i of A is not
*> positive definite, so the factorization could not be
*> completed, and the solution has not been computed.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup realPOsolve
*
* =====================================================================
SUBROUTINE SPOSV( UPLO, N, NRHS, A, LDA, B, LDB, INFO )
*
* -- LAPACK driver routine (version 3.4.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Scalar Arguments ..
CHARACTER UPLO
INTEGER INFO, LDA, LDB, N, NRHS
* ..
* .. Array Arguments ..
REAL A( LDA, * ), B( LDB, * )
* ..
*
* =====================================================================
*
* .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
* ..
* .. External Subroutines ..
EXTERNAL SPOTRF, SPOTRS, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC MAX
* ..
* .. Executable Statements ..
*
* Test the input parameters.
*
INFO = 0
IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
INFO = -1
ELSE IF( N.LT.0 ) THEN
INFO = -2
ELSE IF( NRHS.LT.0 ) THEN
INFO = -3
ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
INFO = -5
ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
INFO = -7
END IF
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'SPOSV ', -INFO )
RETURN
END IF
*
* Compute the Cholesky factorization A = U**T*U or A = L*L**T.
*
CALL SPOTRF( UPLO, N, A, LDA, INFO )
IF( INFO.EQ.0 ) THEN
*
* Solve the system A*X = B, overwriting B with X.
*
CALL SPOTRS( UPLO, N, NRHS, A, LDA, B, LDB, INFO )
*
END IF
RETURN
*
* End of SPOSV
*
END
|