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dpotrs.f 5.3 kB

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  1. *> \brief \b DPOTRS
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DPOTRS + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dpotrs.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dpotrs.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dpotrs.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DPOTRS( UPLO, N, NRHS, A, LDA, B, LDB, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER INFO, LDA, LDB, N, NRHS
  26. * ..
  27. * .. Array Arguments ..
  28. * DOUBLE PRECISION A( LDA, * ), B( LDB, * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> DPOTRS solves a system of linear equations A*X = B with a symmetric
  38. *> positive definite matrix A using the Cholesky factorization
  39. *> A = U**T*U or A = L*L**T computed by DPOTRF.
  40. *> \endverbatim
  41. *
  42. * Arguments:
  43. * ==========
  44. *
  45. *> \param[in] UPLO
  46. *> \verbatim
  47. *> UPLO is CHARACTER*1
  48. *> = 'U': Upper triangle of A is stored;
  49. *> = 'L': Lower triangle of A is stored.
  50. *> \endverbatim
  51. *>
  52. *> \param[in] N
  53. *> \verbatim
  54. *> N is INTEGER
  55. *> The order of the matrix A. N >= 0.
  56. *> \endverbatim
  57. *>
  58. *> \param[in] NRHS
  59. *> \verbatim
  60. *> NRHS is INTEGER
  61. *> The number of right hand sides, i.e., the number of columns
  62. *> of the matrix B. NRHS >= 0.
  63. *> \endverbatim
  64. *>
  65. *> \param[in] A
  66. *> \verbatim
  67. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  68. *> The triangular factor U or L from the Cholesky factorization
  69. *> A = U**T*U or A = L*L**T, as computed by DPOTRF.
  70. *> \endverbatim
  71. *>
  72. *> \param[in] LDA
  73. *> \verbatim
  74. *> LDA is INTEGER
  75. *> The leading dimension of the array A. LDA >= max(1,N).
  76. *> \endverbatim
  77. *>
  78. *> \param[in,out] B
  79. *> \verbatim
  80. *> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
  81. *> On entry, the right hand side matrix B.
  82. *> On exit, the solution matrix X.
  83. *> \endverbatim
  84. *>
  85. *> \param[in] LDB
  86. *> \verbatim
  87. *> LDB is INTEGER
  88. *> The leading dimension of the array B. LDB >= max(1,N).
  89. *> \endverbatim
  90. *>
  91. *> \param[out] INFO
  92. *> \verbatim
  93. *> INFO is INTEGER
  94. *> = 0: successful exit
  95. *> < 0: if INFO = -i, the i-th argument had an illegal value
  96. *> \endverbatim
  97. *
  98. * Authors:
  99. * ========
  100. *
  101. *> \author Univ. of Tennessee
  102. *> \author Univ. of California Berkeley
  103. *> \author Univ. of Colorado Denver
  104. *> \author NAG Ltd.
  105. *
  106. *> \ingroup doublePOcomputational
  107. *
  108. * =====================================================================
  109. SUBROUTINE DPOTRS( UPLO, N, NRHS, A, LDA, B, LDB, INFO )
  110. *
  111. * -- LAPACK computational routine --
  112. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  113. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  114. *
  115. * .. Scalar Arguments ..
  116. CHARACTER UPLO
  117. INTEGER INFO, LDA, LDB, N, NRHS
  118. * ..
  119. * .. Array Arguments ..
  120. DOUBLE PRECISION A( LDA, * ), B( LDB, * )
  121. * ..
  122. *
  123. * =====================================================================
  124. *
  125. * .. Parameters ..
  126. DOUBLE PRECISION ONE
  127. PARAMETER ( ONE = 1.0D+0 )
  128. * ..
  129. * .. Local Scalars ..
  130. LOGICAL UPPER
  131. * ..
  132. * .. External Functions ..
  133. LOGICAL LSAME
  134. EXTERNAL LSAME
  135. * ..
  136. * .. External Subroutines ..
  137. EXTERNAL DTRSM, XERBLA
  138. * ..
  139. * .. Intrinsic Functions ..
  140. INTRINSIC MAX
  141. * ..
  142. * .. Executable Statements ..
  143. *
  144. * Test the input parameters.
  145. *
  146. INFO = 0
  147. UPPER = LSAME( UPLO, 'U' )
  148. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  149. INFO = -1
  150. ELSE IF( N.LT.0 ) THEN
  151. INFO = -2
  152. ELSE IF( NRHS.LT.0 ) THEN
  153. INFO = -3
  154. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  155. INFO = -5
  156. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  157. INFO = -7
  158. END IF
  159. IF( INFO.NE.0 ) THEN
  160. CALL XERBLA( 'DPOTRS', -INFO )
  161. RETURN
  162. END IF
  163. *
  164. * Quick return if possible
  165. *
  166. IF( N.EQ.0 .OR. NRHS.EQ.0 )
  167. $ RETURN
  168. *
  169. IF( UPPER ) THEN
  170. *
  171. * Solve A*X = B where A = U**T *U.
  172. *
  173. * Solve U**T *X = B, overwriting B with X.
  174. *
  175. CALL DTRSM( 'Left', 'Upper', 'Transpose', 'Non-unit', N, NRHS,
  176. $ ONE, A, LDA, B, LDB )
  177. *
  178. * Solve U*X = B, overwriting B with X.
  179. *
  180. CALL DTRSM( 'Left', 'Upper', 'No transpose', 'Non-unit', N,
  181. $ NRHS, ONE, A, LDA, B, LDB )
  182. ELSE
  183. *
  184. * Solve A*X = B where A = L*L**T.
  185. *
  186. * Solve L*X = B, overwriting B with X.
  187. *
  188. CALL DTRSM( 'Left', 'Lower', 'No transpose', 'Non-unit', N,
  189. $ NRHS, ONE, A, LDA, B, LDB )
  190. *
  191. * Solve L**T *X = B, overwriting B with X.
  192. *
  193. CALL DTRSM( 'Left', 'Lower', 'Transpose', 'Non-unit', N, NRHS,
  194. $ ONE, A, LDA, B, LDB )
  195. END IF
  196. *
  197. RETURN
  198. *
  199. * End of DPOTRS
  200. *
  201. END