You can not select more than 25 topics Topics must start with a chinese character,a letter or number, can include dashes ('-') and can be up to 35 characters long.

sppsv.f 5.9 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205
  1. *> \brief <b> SPPSV computes the solution to system of linear equations A * X = B for OTHER matrices</b>
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SPPSV + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sppsv.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sppsv.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sppsv.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SPPSV( UPLO, N, NRHS, AP, B, LDB, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER INFO, LDB, N, NRHS
  26. * ..
  27. * .. Array Arguments ..
  28. * REAL AP( * ), B( LDB, * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> SPPSV computes the solution to a real system of linear equations
  38. *> A * X = B,
  39. *> where A is an N-by-N symmetric positive definite matrix stored in
  40. *> packed format and X and B are N-by-NRHS matrices.
  41. *>
  42. *> The Cholesky decomposition is used to factor A as
  43. *> A = U**T* U, if UPLO = 'U', or
  44. *> A = L * L**T, if UPLO = 'L',
  45. *> where U is an upper triangular matrix and L is a lower triangular
  46. *> matrix. The factored form of A is then used to solve the system of
  47. *> equations A * X = B.
  48. *> \endverbatim
  49. *
  50. * Arguments:
  51. * ==========
  52. *
  53. *> \param[in] UPLO
  54. *> \verbatim
  55. *> UPLO is CHARACTER*1
  56. *> = 'U': Upper triangle of A is stored;
  57. *> = 'L': Lower triangle of A is stored.
  58. *> \endverbatim
  59. *>
  60. *> \param[in] N
  61. *> \verbatim
  62. *> N is INTEGER
  63. *> The number of linear equations, i.e., the order of the
  64. *> matrix A. N >= 0.
  65. *> \endverbatim
  66. *>
  67. *> \param[in] NRHS
  68. *> \verbatim
  69. *> NRHS is INTEGER
  70. *> The number of right hand sides, i.e., the number of columns
  71. *> of the matrix B. NRHS >= 0.
  72. *> \endverbatim
  73. *>
  74. *> \param[in,out] AP
  75. *> \verbatim
  76. *> AP is REAL array, dimension (N*(N+1)/2)
  77. *> On entry, the upper or lower triangle of the symmetric matrix
  78. *> A, packed columnwise in a linear array. The j-th column of A
  79. *> is stored in the array AP as follows:
  80. *> if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
  81. *> if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
  82. *> See below for further details.
  83. *>
  84. *> On exit, if INFO = 0, the factor U or L from the Cholesky
  85. *> factorization A = U**T*U or A = L*L**T, in the same storage
  86. *> format as A.
  87. *> \endverbatim
  88. *>
  89. *> \param[in,out] B
  90. *> \verbatim
  91. *> B is REAL array, dimension (LDB,NRHS)
  92. *> On entry, the N-by-NRHS right hand side matrix B.
  93. *> On exit, if INFO = 0, the N-by-NRHS solution matrix X.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] LDB
  97. *> \verbatim
  98. *> LDB is INTEGER
  99. *> The leading dimension of the array B. LDB >= max(1,N).
  100. *> \endverbatim
  101. *>
  102. *> \param[out] INFO
  103. *> \verbatim
  104. *> INFO is INTEGER
  105. *> = 0: successful exit
  106. *> < 0: if INFO = -i, the i-th argument had an illegal value
  107. *> > 0: if INFO = i, the leading minor of order i of A is not
  108. *> positive definite, so the factorization could not be
  109. *> completed, and the solution has not been computed.
  110. *> \endverbatim
  111. *
  112. * Authors:
  113. * ========
  114. *
  115. *> \author Univ. of Tennessee
  116. *> \author Univ. of California Berkeley
  117. *> \author Univ. of Colorado Denver
  118. *> \author NAG Ltd.
  119. *
  120. *> \date December 2016
  121. *
  122. *> \ingroup realOTHERsolve
  123. *
  124. *> \par Further Details:
  125. * =====================
  126. *>
  127. *> \verbatim
  128. *>
  129. *> The packed storage scheme is illustrated by the following example
  130. *> when N = 4, UPLO = 'U':
  131. *>
  132. *> Two-dimensional storage of the symmetric matrix A:
  133. *>
  134. *> a11 a12 a13 a14
  135. *> a22 a23 a24
  136. *> a33 a34 (aij = conjg(aji))
  137. *> a44
  138. *>
  139. *> Packed storage of the upper triangle of A:
  140. *>
  141. *> AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]
  142. *> \endverbatim
  143. *>
  144. * =====================================================================
  145. SUBROUTINE SPPSV( UPLO, N, NRHS, AP, B, LDB, INFO )
  146. *
  147. * -- LAPACK driver routine (version 3.7.0) --
  148. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  149. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  150. * December 2016
  151. *
  152. * .. Scalar Arguments ..
  153. CHARACTER UPLO
  154. INTEGER INFO, LDB, N, NRHS
  155. * ..
  156. * .. Array Arguments ..
  157. REAL AP( * ), B( LDB, * )
  158. * ..
  159. *
  160. * =====================================================================
  161. *
  162. * .. External Functions ..
  163. LOGICAL LSAME
  164. EXTERNAL LSAME
  165. * ..
  166. * .. External Subroutines ..
  167. EXTERNAL SPPTRF, SPPTRS, XERBLA
  168. * ..
  169. * .. Intrinsic Functions ..
  170. INTRINSIC MAX
  171. * ..
  172. * .. Executable Statements ..
  173. *
  174. * Test the input parameters.
  175. *
  176. INFO = 0
  177. IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  178. INFO = -1
  179. ELSE IF( N.LT.0 ) THEN
  180. INFO = -2
  181. ELSE IF( NRHS.LT.0 ) THEN
  182. INFO = -3
  183. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  184. INFO = -6
  185. END IF
  186. IF( INFO.NE.0 ) THEN
  187. CALL XERBLA( 'SPPSV ', -INFO )
  188. RETURN
  189. END IF
  190. *
  191. * Compute the Cholesky factorization A = U**T*U or A = L*L**T.
  192. *
  193. CALL SPPTRF( UPLO, N, AP, INFO )
  194. IF( INFO.EQ.0 ) THEN
  195. *
  196. * Solve the system A*X = B, overwriting B with X.
  197. *
  198. CALL SPPTRS( UPLO, N, NRHS, AP, B, LDB, INFO )
  199. *
  200. END IF
  201. RETURN
  202. *
  203. * End of SPPSV
  204. *
  205. END