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zpptrf.f 6.4 kB

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  1. *> \brief \b ZPPTRF
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZPPTRF + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zpptrf.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zpptrf.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zpptrf.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZPPTRF( UPLO, N, AP, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER INFO, N
  26. * ..
  27. * .. Array Arguments ..
  28. * COMPLEX*16 AP( * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> ZPPTRF computes the Cholesky factorization of a complex Hermitian
  38. *> positive definite matrix A stored in packed format.
  39. *>
  40. *> The factorization has the form
  41. *> A = U**H * U, if UPLO = 'U', or
  42. *> A = L * L**H, if UPLO = 'L',
  43. *> where U is an upper triangular matrix and L is lower triangular.
  44. *> \endverbatim
  45. *
  46. * Arguments:
  47. * ==========
  48. *
  49. *> \param[in] UPLO
  50. *> \verbatim
  51. *> UPLO is CHARACTER*1
  52. *> = 'U': Upper triangle of A is stored;
  53. *> = 'L': Lower triangle of A is stored.
  54. *> \endverbatim
  55. *>
  56. *> \param[in] N
  57. *> \verbatim
  58. *> N is INTEGER
  59. *> The order of the matrix A. N >= 0.
  60. *> \endverbatim
  61. *>
  62. *> \param[in,out] AP
  63. *> \verbatim
  64. *> AP is COMPLEX*16 array, dimension (N*(N+1)/2)
  65. *> On entry, the upper or lower triangle of the Hermitian matrix
  66. *> A, packed columnwise in a linear array. The j-th column of A
  67. *> is stored in the array AP as follows:
  68. *> if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
  69. *> if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
  70. *> See below for further details.
  71. *>
  72. *> On exit, if INFO = 0, the triangular factor U or L from the
  73. *> Cholesky factorization A = U**H*U or A = L*L**H, in the same
  74. *> storage format as A.
  75. *> \endverbatim
  76. *>
  77. *> \param[out] INFO
  78. *> \verbatim
  79. *> INFO is INTEGER
  80. *> = 0: successful exit
  81. *> < 0: if INFO = -i, the i-th argument had an illegal value
  82. *> > 0: if INFO = i, the leading minor of order i is not
  83. *> positive definite, and the factorization could not be
  84. *> completed.
  85. *> \endverbatim
  86. *
  87. * Authors:
  88. * ========
  89. *
  90. *> \author Univ. of Tennessee
  91. *> \author Univ. of California Berkeley
  92. *> \author Univ. of Colorado Denver
  93. *> \author NAG Ltd.
  94. *
  95. *> \ingroup complex16OTHERcomputational
  96. *
  97. *> \par Further Details:
  98. * =====================
  99. *>
  100. *> \verbatim
  101. *>
  102. *> The packed storage scheme is illustrated by the following example
  103. *> when N = 4, UPLO = 'U':
  104. *>
  105. *> Two-dimensional storage of the Hermitian matrix A:
  106. *>
  107. *> a11 a12 a13 a14
  108. *> a22 a23 a24
  109. *> a33 a34 (aij = conjg(aji))
  110. *> a44
  111. *>
  112. *> Packed storage of the upper triangle of A:
  113. *>
  114. *> AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]
  115. *> \endverbatim
  116. *>
  117. * =====================================================================
  118. SUBROUTINE ZPPTRF( UPLO, N, AP, INFO )
  119. *
  120. * -- LAPACK computational routine --
  121. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  122. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  123. *
  124. * .. Scalar Arguments ..
  125. CHARACTER UPLO
  126. INTEGER INFO, N
  127. * ..
  128. * .. Array Arguments ..
  129. COMPLEX*16 AP( * )
  130. * ..
  131. *
  132. * =====================================================================
  133. *
  134. * .. Parameters ..
  135. DOUBLE PRECISION ZERO, ONE
  136. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  137. * ..
  138. * .. Local Scalars ..
  139. LOGICAL UPPER
  140. INTEGER J, JC, JJ
  141. DOUBLE PRECISION AJJ
  142. * ..
  143. * .. External Functions ..
  144. LOGICAL LSAME
  145. COMPLEX*16 ZDOTC
  146. EXTERNAL LSAME, ZDOTC
  147. * ..
  148. * .. External Subroutines ..
  149. EXTERNAL XERBLA, ZDSCAL, ZHPR, ZTPSV
  150. * ..
  151. * .. Intrinsic Functions ..
  152. INTRINSIC DBLE, SQRT
  153. * ..
  154. * .. Executable Statements ..
  155. *
  156. * Test the input parameters.
  157. *
  158. INFO = 0
  159. UPPER = LSAME( UPLO, 'U' )
  160. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  161. INFO = -1
  162. ELSE IF( N.LT.0 ) THEN
  163. INFO = -2
  164. END IF
  165. IF( INFO.NE.0 ) THEN
  166. CALL XERBLA( 'ZPPTRF', -INFO )
  167. RETURN
  168. END IF
  169. *
  170. * Quick return if possible
  171. *
  172. IF( N.EQ.0 )
  173. $ RETURN
  174. *
  175. IF( UPPER ) THEN
  176. *
  177. * Compute the Cholesky factorization A = U**H * U.
  178. *
  179. JJ = 0
  180. DO 10 J = 1, N
  181. JC = JJ + 1
  182. JJ = JJ + J
  183. *
  184. * Compute elements 1:J-1 of column J.
  185. *
  186. IF( J.GT.1 )
  187. $ CALL ZTPSV( 'Upper', 'Conjugate transpose', 'Non-unit',
  188. $ J-1, AP, AP( JC ), 1 )
  189. *
  190. * Compute U(J,J) and test for non-positive-definiteness.
  191. *
  192. AJJ = DBLE( AP( JJ ) ) - DBLE( ZDOTC( J-1,
  193. $ AP( JC ), 1, AP( JC ), 1 ) )
  194. IF( AJJ.LE.ZERO ) THEN
  195. AP( JJ ) = AJJ
  196. GO TO 30
  197. END IF
  198. AP( JJ ) = SQRT( AJJ )
  199. 10 CONTINUE
  200. ELSE
  201. *
  202. * Compute the Cholesky factorization A = L * L**H.
  203. *
  204. JJ = 1
  205. DO 20 J = 1, N
  206. *
  207. * Compute L(J,J) and test for non-positive-definiteness.
  208. *
  209. AJJ = DBLE( AP( JJ ) )
  210. IF( AJJ.LE.ZERO ) THEN
  211. AP( JJ ) = AJJ
  212. GO TO 30
  213. END IF
  214. AJJ = SQRT( AJJ )
  215. AP( JJ ) = AJJ
  216. *
  217. * Compute elements J+1:N of column J and update the trailing
  218. * submatrix.
  219. *
  220. IF( J.LT.N ) THEN
  221. CALL ZDSCAL( N-J, ONE / AJJ, AP( JJ+1 ), 1 )
  222. CALL ZHPR( 'Lower', N-J, -ONE, AP( JJ+1 ), 1,
  223. $ AP( JJ+N-J+1 ) )
  224. JJ = JJ + N - J + 1
  225. END IF
  226. 20 CONTINUE
  227. END IF
  228. GO TO 40
  229. *
  230. 30 CONTINUE
  231. INFO = J
  232. *
  233. 40 CONTINUE
  234. RETURN
  235. *
  236. * End of ZPPTRF
  237. *
  238. END