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
|
SUBROUTINE CPOTF2( UPLO, N, A, LDA, INFO )
*
* -- LAPACK routine (version 3.0) --
* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
* Courant Institute, Argonne National Lab, and Rice University
* September 30, 1994
*
* .. Scalar Arguments ..
CHARACTER UPLO
INTEGER INFO, LDA, N
* ..
* .. Array Arguments ..
COMPLEX A( LDA, * )
* ..
*
* Purpose
* =======
*
* CPOTF2 computes the Cholesky factorization of a complex Hermitian
* positive definite matrix A.
*
* The factorization has the form
* A = U' * U , if UPLO = 'U', or
* A = L * L', if UPLO = 'L',
* where U is an upper triangular matrix and L is lower triangular.
*
* This is the unblocked version of the algorithm, calling Level 2 BLAS.
*
* Arguments
* =========
*
* UPLO (input) CHARACTER*1
* Specifies whether the upper or lower triangular part of the
* Hermitian matrix A is stored.
* = 'U': Upper triangular
* = 'L': Lower triangular
*
* N (input) INTEGER
* The order of the matrix A. N >= 0.
*
* A (input/output) COMPLEX array, dimension (LDA,N)
* On entry, the Hermitian 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'*U or A = L*L'.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,N).
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -k, the k-th argument had an illegal value
* > 0: if INFO = k, the leading minor of order k is not
* positive definite, and the factorization could not be
* completed.
*
* =====================================================================
*
* .. Parameters ..
REAL ONE, ZERO
PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
COMPLEX CONE
PARAMETER ( CONE = ( 1.0E+0, 0.0E+0 ) )
* ..
* .. Local Scalars ..
LOGICAL UPPER
INTEGER J
REAL AJJ
* ..
* .. External Functions ..
LOGICAL LSAME
COMPLEX CDOTC
EXTERNAL LSAME, CDOTC
* ..
* .. External Subroutines ..
EXTERNAL CGEMV, CLACGV, CSSCAL, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC MAX, REAL, SQRT
* ..
* .. Executable Statements ..
*
* Test the input parameters.
*
INFO = 0
UPPER = LSAME( UPLO, 'U' )
IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
INFO = -1
ELSE IF( N.LT.0 ) THEN
INFO = -2
ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
INFO = -4
END IF
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'CPOTF2', -INFO )
RETURN
END IF
*
* Quick return if possible
*
IF( N.EQ.0 )
$ RETURN
*
IF( UPPER ) THEN
*
* Compute the Cholesky factorization A = U'*U.
*
DO 10 J = 1, N
*
* Compute U(J,J) and test for non-positive-definiteness.
*
AJJ = REAL( A( J, J ) ) - CDOTC( J-1, A( 1, J ), 1,
$ A( 1, J ), 1 )
IF( AJJ.LE.ZERO ) THEN
A( J, J ) = AJJ
GO TO 30
END IF
AJJ = SQRT( AJJ )
A( J, J ) = AJJ
*
* Compute elements J+1:N of row J.
*
IF( J.LT.N ) THEN
CALL CLACGV( J-1, A( 1, J ), 1 )
CALL CGEMV( 'Transpose', J-1, N-J, -CONE, A( 1, J+1 ),
$ LDA, A( 1, J ), 1, CONE, A( J, J+1 ), LDA )
CALL CLACGV( J-1, A( 1, J ), 1 )
CALL CSSCAL( N-J, ONE / AJJ, A( J, J+1 ), LDA )
END IF
10 CONTINUE
ELSE
*
* Compute the Cholesky factorization A = L*L'.
*
DO 20 J = 1, N
*
* Compute L(J,J) and test for non-positive-definiteness.
*
AJJ = REAL( A( J, J ) ) - CDOTC( J-1, A( J, 1 ), LDA,
$ A( J, 1 ), LDA )
IF( AJJ.LE.ZERO ) THEN
A( J, J ) = AJJ
GO TO 30
END IF
AJJ = SQRT( AJJ )
A( J, J ) = AJJ
*
* Compute elements J+1:N of column J.
*
IF( J.LT.N ) THEN
CALL CLACGV( J-1, A( J, 1 ), LDA )
CALL CGEMV( 'No transpose', N-J, J-1, -CONE, A( J+1, 1 ),
$ LDA, A( J, 1 ), LDA, CONE, A( J+1, J ), 1 )
CALL CLACGV( J-1, A( J, 1 ), LDA )
CALL CSSCAL( N-J, ONE / AJJ, A( J+1, J ), 1 )
END IF
20 CONTINUE
END IF
GO TO 40
*
30 CONTINUE
INFO = J
*
40 CONTINUE
RETURN
*
* End of CPOTF2
*
END
|