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dpttrf.f 5.4 kB

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  1. *> \brief \b DPTTRF
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DPTTRF + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dpttrf.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dpttrf.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dpttrf.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DPTTRF( N, D, E, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, N
  25. * ..
  26. * .. Array Arguments ..
  27. * DOUBLE PRECISION D( * ), E( * )
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> DPTTRF computes the L*D*L**T factorization of a real symmetric
  37. *> positive definite tridiagonal matrix A. The factorization may also
  38. *> be regarded as having the form A = U**T*D*U.
  39. *> \endverbatim
  40. *
  41. * Arguments:
  42. * ==========
  43. *
  44. *> \param[in] N
  45. *> \verbatim
  46. *> N is INTEGER
  47. *> The order of the matrix A. N >= 0.
  48. *> \endverbatim
  49. *>
  50. *> \param[in,out] D
  51. *> \verbatim
  52. *> D is DOUBLE PRECISION array, dimension (N)
  53. *> On entry, the n diagonal elements of the tridiagonal matrix
  54. *> A. On exit, the n diagonal elements of the diagonal matrix
  55. *> D from the L*D*L**T factorization of A.
  56. *> \endverbatim
  57. *>
  58. *> \param[in,out] E
  59. *> \verbatim
  60. *> E is DOUBLE PRECISION array, dimension (N-1)
  61. *> On entry, the (n-1) subdiagonal elements of the tridiagonal
  62. *> matrix A. On exit, the (n-1) subdiagonal elements of the
  63. *> unit bidiagonal factor L from the L*D*L**T factorization of A.
  64. *> E can also be regarded as the superdiagonal of the unit
  65. *> bidiagonal factor U from the U**T*D*U factorization of A.
  66. *> \endverbatim
  67. *>
  68. *> \param[out] INFO
  69. *> \verbatim
  70. *> INFO is INTEGER
  71. *> = 0: successful exit
  72. *> < 0: if INFO = -k, the k-th argument had an illegal value
  73. *> > 0: if INFO = k, the leading principal minor of order k
  74. *> is not positive; if k < N, the factorization could not
  75. *> be completed, while if k = N, the factorization was
  76. *> completed, but D(N) <= 0.
  77. *> \endverbatim
  78. *
  79. * Authors:
  80. * ========
  81. *
  82. *> \author Univ. of Tennessee
  83. *> \author Univ. of California Berkeley
  84. *> \author Univ. of Colorado Denver
  85. *> \author NAG Ltd.
  86. *
  87. *> \ingroup doublePTcomputational
  88. *
  89. * =====================================================================
  90. SUBROUTINE DPTTRF( N, D, E, INFO )
  91. *
  92. * -- LAPACK computational routine --
  93. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  94. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  95. *
  96. * .. Scalar Arguments ..
  97. INTEGER INFO, N
  98. * ..
  99. * .. Array Arguments ..
  100. DOUBLE PRECISION D( * ), E( * )
  101. * ..
  102. *
  103. * =====================================================================
  104. *
  105. * .. Parameters ..
  106. DOUBLE PRECISION ZERO
  107. PARAMETER ( ZERO = 0.0D+0 )
  108. * ..
  109. * .. Local Scalars ..
  110. INTEGER I, I4
  111. DOUBLE PRECISION EI
  112. * ..
  113. * .. External Subroutines ..
  114. EXTERNAL XERBLA
  115. * ..
  116. * .. Intrinsic Functions ..
  117. INTRINSIC MOD
  118. * ..
  119. * .. Executable Statements ..
  120. *
  121. * Test the input parameters.
  122. *
  123. INFO = 0
  124. IF( N.LT.0 ) THEN
  125. INFO = -1
  126. CALL XERBLA( 'DPTTRF', -INFO )
  127. RETURN
  128. END IF
  129. *
  130. * Quick return if possible
  131. *
  132. IF( N.EQ.0 )
  133. $ RETURN
  134. *
  135. * Compute the L*D*L**T (or U**T*D*U) factorization of A.
  136. *
  137. I4 = MOD( N-1, 4 )
  138. DO 10 I = 1, I4
  139. IF( D( I ).LE.ZERO ) THEN
  140. INFO = I
  141. GO TO 30
  142. END IF
  143. EI = E( I )
  144. E( I ) = EI / D( I )
  145. D( I+1 ) = D( I+1 ) - E( I )*EI
  146. 10 CONTINUE
  147. *
  148. DO 20 I = I4 + 1, N - 4, 4
  149. *
  150. * Drop out of the loop if d(i) <= 0: the matrix is not positive
  151. * definite.
  152. *
  153. IF( D( I ).LE.ZERO ) THEN
  154. INFO = I
  155. GO TO 30
  156. END IF
  157. *
  158. * Solve for e(i) and d(i+1).
  159. *
  160. EI = E( I )
  161. E( I ) = EI / D( I )
  162. D( I+1 ) = D( I+1 ) - E( I )*EI
  163. *
  164. IF( D( I+1 ).LE.ZERO ) THEN
  165. INFO = I + 1
  166. GO TO 30
  167. END IF
  168. *
  169. * Solve for e(i+1) and d(i+2).
  170. *
  171. EI = E( I+1 )
  172. E( I+1 ) = EI / D( I+1 )
  173. D( I+2 ) = D( I+2 ) - E( I+1 )*EI
  174. *
  175. IF( D( I+2 ).LE.ZERO ) THEN
  176. INFO = I + 2
  177. GO TO 30
  178. END IF
  179. *
  180. * Solve for e(i+2) and d(i+3).
  181. *
  182. EI = E( I+2 )
  183. E( I+2 ) = EI / D( I+2 )
  184. D( I+3 ) = D( I+3 ) - E( I+2 )*EI
  185. *
  186. IF( D( I+3 ).LE.ZERO ) THEN
  187. INFO = I + 3
  188. GO TO 30
  189. END IF
  190. *
  191. * Solve for e(i+3) and d(i+4).
  192. *
  193. EI = E( I+3 )
  194. E( I+3 ) = EI / D( I+3 )
  195. D( I+4 ) = D( I+4 ) - E( I+3 )*EI
  196. 20 CONTINUE
  197. *
  198. * Check d(n) for positive definiteness.
  199. *
  200. IF( D( N ).LE.ZERO )
  201. $ INFO = N
  202. *
  203. 30 CONTINUE
  204. RETURN
  205. *
  206. * End of DPTTRF
  207. *
  208. END