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- SUBROUTINE SPOTRFF( 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
- * March 31, 1993
- *
- * .. Scalar Arguments ..
- CHARACTER UPLO
- INTEGER INFO, LDA, N
- * ..
- * .. Array Arguments ..
- REAL A( LDA, * )
- * ..
- *
- * Purpose
- * =======
- *
- * SPOTRF computes the Cholesky factorization of a real symmetric
- * positive definite matrix A.
- *
- * The factorization has the form
- * A = U**T * U, if UPLO = 'U', or
- * A = L * L**T, if UPLO = 'L',
- * where U is an upper triangular matrix and L is lower triangular.
- *
- * This is the block version of the algorithm, calling Level 3 BLAS.
- *
- * Arguments
- * =========
- *
- * UPLO (input) CHARACTER*1
- * = 'U': Upper triangle of A is stored;
- * = 'L': Lower triangle of A is stored.
- *
- * N (input) INTEGER
- * The order of the matrix A. N >= 0.
- *
- * A (input/output) REAL array, dimension (LDA,N)
- * On entry, the symmetric 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**T*U or A = L*L**T.
- *
- * LDA (input) INTEGER
- * The leading dimension of the array A. LDA >= max(1,N).
- *
- * INFO (output) INTEGER
- * = 0: successful exit
- * < 0: if INFO = -i, the i-th argument had an illegal value
- * > 0: if INFO = i, the leading minor of order i is not
- * positive definite, and the factorization could not be
- * completed.
- *
- * =====================================================================
- *
- * .. Parameters ..
- REAL ONE
- PARAMETER ( ONE = 1.0E+0 )
- * ..
- * .. Local Scalars ..
- LOGICAL UPPER
- INTEGER J, JB, NB
- * ..
- * .. External Functions ..
- LOGICAL LSAME
- EXTERNAL LSAME
- * ..
- * .. External Subroutines ..
- EXTERNAL SGEMM, SPOTF2, SSYRK, STRSM, XERBLA
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC MAX, MIN
- * ..
- * .. 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( 'SPOTRF', -INFO )
- RETURN
- END IF
- *
- * Quick return if possible
- *
- IF( N.EQ.0 )
- $ RETURN
- *
- * Determine the block size for this environment.
- *
- NB = 56
-
- IF( NB.LE.1 .OR. NB.GE.N ) THEN
- *
- * Use unblocked code.
- *
- CALL SPOTF2( UPLO, N, A, LDA, INFO )
- ELSE
- *
- * Use blocked code.
- *
- IF( UPPER ) THEN
- *
- * Compute the Cholesky factorization A = U'*U.
- *
- DO 10 J = 1, N, NB
- *
- * Update and factorize the current diagonal block and test
- * for non-positive-definiteness.
- *
- JB = MIN( NB, N-J+1 )
- CALL SSYRK( 'Upper', 'Transpose', JB, J-1, -ONE,
- $ A( 1, J ), LDA, ONE, A( J, J ), LDA )
- CALL SPOTF2( 'Upper', JB, A( J, J ), LDA, INFO )
- IF( INFO.NE.0 )
- $ GO TO 30
- IF( J+JB.LE.N ) THEN
- *
- * Compute the current block row.
- *
- CALL SGEMM( 'Transpose', 'No transpose', JB, N-J-JB+1,
- $ J-1, -ONE, A( 1, J ), LDA, A( 1, J+JB ),
- $ LDA, ONE, A( J, J+JB ), LDA )
- CALL STRSM( 'Left', 'Upper', 'Transpose', 'Non-unit',
- $ JB, N-J-JB+1, ONE, A( J, J ), LDA,
- $ A( J, J+JB ), LDA )
- END IF
- 10 CONTINUE
- *
- ELSE
- *
- * Compute the Cholesky factorization A = L*L'.
- *
- DO 20 J = 1, N, NB
- *
- * Update and factorize the current diagonal block and test
- * for non-positive-definiteness.
- *
- JB = MIN( NB, N-J+1 )
- CALL SSYRK( 'Lower', 'No transpose', JB, J-1, -ONE,
- $ A( J, 1 ), LDA, ONE, A( J, J ), LDA )
- CALL SPOTF2( 'Lower', JB, A( J, J ), LDA, INFO )
- IF( INFO.NE.0 )
- $ GO TO 30
- IF( J+JB.LE.N ) THEN
- *
- * Compute the current block column.
- *
- CALL SGEMM( 'No transpose', 'Transpose', N-J-JB+1, JB,
- $ J-1, -ONE, A( J+JB, 1 ), LDA, A( J, 1 ),
- $ LDA, ONE, A( J+JB, J ), LDA )
- CALL STRSM( 'Right', 'Lower', 'Transpose', 'Non-unit',
- $ N-J-JB+1, JB, ONE, A( J, J ), LDA,
- $ A( J+JB, J ), LDA )
- END IF
- 20 CONTINUE
- END IF
- END IF
- GO TO 40
- *
- 30 CONTINUE
- INFO = INFO + J - 1
- *
- 40 CONTINUE
- RETURN
- *
- * End of SPOTRF
- *
- END
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