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spftrf.f 14 kB

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  1. *> \brief \b SPFTRF
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SPFTRF + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/spftrf.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/spftrf.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/spftrf.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SPFTRF( TRANSR, UPLO, N, A, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER TRANSR, UPLO
  25. * INTEGER N, INFO
  26. * ..
  27. * .. Array Arguments ..
  28. * REAL A( 0: * )
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> SPFTRF computes the Cholesky factorization of a real symmetric
  37. *> positive definite matrix A.
  38. *>
  39. *> The factorization has the form
  40. *> A = U**T * U, if UPLO = 'U', or
  41. *> A = L * L**T, if UPLO = 'L',
  42. *> where U is an upper triangular matrix and L is lower triangular.
  43. *>
  44. *> This is the block version of the algorithm, calling Level 3 BLAS.
  45. *> \endverbatim
  46. *
  47. * Arguments:
  48. * ==========
  49. *
  50. *> \param[in] TRANSR
  51. *> \verbatim
  52. *> TRANSR is CHARACTER*1
  53. *> = 'N': The Normal TRANSR of RFP A is stored;
  54. *> = 'T': The Transpose TRANSR of RFP A is stored.
  55. *> \endverbatim
  56. *>
  57. *> \param[in] UPLO
  58. *> \verbatim
  59. *> UPLO is CHARACTER*1
  60. *> = 'U': Upper triangle of RFP A is stored;
  61. *> = 'L': Lower triangle of RFP A is stored.
  62. *> \endverbatim
  63. *>
  64. *> \param[in] N
  65. *> \verbatim
  66. *> N is INTEGER
  67. *> The order of the matrix A. N >= 0.
  68. *> \endverbatim
  69. *>
  70. *> \param[in,out] A
  71. *> \verbatim
  72. *> A is REAL array, dimension ( N*(N+1)/2 );
  73. *> On entry, the symmetric matrix A in RFP format. RFP format is
  74. *> described by TRANSR, UPLO, and N as follows: If TRANSR = 'N'
  75. *> then RFP A is (0:N,0:k-1) when N is even; k=N/2. RFP A is
  76. *> (0:N-1,0:k) when N is odd; k=N/2. IF TRANSR = 'T' then RFP is
  77. *> the transpose of RFP A as defined when
  78. *> TRANSR = 'N'. The contents of RFP A are defined by UPLO as
  79. *> follows: If UPLO = 'U' the RFP A contains the NT elements of
  80. *> upper packed A. If UPLO = 'L' the RFP A contains the elements
  81. *> of lower packed A. The LDA of RFP A is (N+1)/2 when TRANSR =
  82. *> 'T'. When TRANSR is 'N' the LDA is N+1 when N is even and N
  83. *> is odd. See the Note below for more details.
  84. *>
  85. *> On exit, if INFO = 0, the factor U or L from the Cholesky
  86. *> factorization RFP A = U**T*U or RFP A = L*L**T.
  87. *> \endverbatim
  88. *>
  89. *> \param[out] INFO
  90. *> \verbatim
  91. *> INFO is INTEGER
  92. *> = 0: successful exit
  93. *> < 0: if INFO = -i, the i-th argument had an illegal value
  94. *> > 0: if INFO = i, the leading principal minor of order i
  95. *> is not positive, and the factorization could not be
  96. *> completed.
  97. *> \endverbatim
  98. *
  99. * Authors:
  100. * ========
  101. *
  102. *> \author Univ. of Tennessee
  103. *> \author Univ. of California Berkeley
  104. *> \author Univ. of Colorado Denver
  105. *> \author NAG Ltd.
  106. *
  107. *> \ingroup realOTHERcomputational
  108. *
  109. *> \par Further Details:
  110. * =====================
  111. *>
  112. *> \verbatim
  113. *>
  114. *> We first consider Rectangular Full Packed (RFP) Format when N is
  115. *> even. We give an example where N = 6.
  116. *>
  117. *> AP is Upper AP is Lower
  118. *>
  119. *> 00 01 02 03 04 05 00
  120. *> 11 12 13 14 15 10 11
  121. *> 22 23 24 25 20 21 22
  122. *> 33 34 35 30 31 32 33
  123. *> 44 45 40 41 42 43 44
  124. *> 55 50 51 52 53 54 55
  125. *>
  126. *>
  127. *> Let TRANSR = 'N'. RFP holds AP as follows:
  128. *> For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last
  129. *> three columns of AP upper. The lower triangle A(4:6,0:2) consists of
  130. *> the transpose of the first three columns of AP upper.
  131. *> For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first
  132. *> three columns of AP lower. The upper triangle A(0:2,0:2) consists of
  133. *> the transpose of the last three columns of AP lower.
  134. *> This covers the case N even and TRANSR = 'N'.
  135. *>
  136. *> RFP A RFP A
  137. *>
  138. *> 03 04 05 33 43 53
  139. *> 13 14 15 00 44 54
  140. *> 23 24 25 10 11 55
  141. *> 33 34 35 20 21 22
  142. *> 00 44 45 30 31 32
  143. *> 01 11 55 40 41 42
  144. *> 02 12 22 50 51 52
  145. *>
  146. *> Now let TRANSR = 'T'. RFP A in both UPLO cases is just the
  147. *> transpose of RFP A above. One therefore gets:
  148. *>
  149. *>
  150. *> RFP A RFP A
  151. *>
  152. *> 03 13 23 33 00 01 02 33 00 10 20 30 40 50
  153. *> 04 14 24 34 44 11 12 43 44 11 21 31 41 51
  154. *> 05 15 25 35 45 55 22 53 54 55 22 32 42 52
  155. *>
  156. *>
  157. *> We then consider Rectangular Full Packed (RFP) Format when N is
  158. *> odd. We give an example where N = 5.
  159. *>
  160. *> AP is Upper AP is Lower
  161. *>
  162. *> 00 01 02 03 04 00
  163. *> 11 12 13 14 10 11
  164. *> 22 23 24 20 21 22
  165. *> 33 34 30 31 32 33
  166. *> 44 40 41 42 43 44
  167. *>
  168. *>
  169. *> Let TRANSR = 'N'. RFP holds AP as follows:
  170. *> For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last
  171. *> three columns of AP upper. The lower triangle A(3:4,0:1) consists of
  172. *> the transpose of the first two columns of AP upper.
  173. *> For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first
  174. *> three columns of AP lower. The upper triangle A(0:1,1:2) consists of
  175. *> the transpose of the last two columns of AP lower.
  176. *> This covers the case N odd and TRANSR = 'N'.
  177. *>
  178. *> RFP A RFP A
  179. *>
  180. *> 02 03 04 00 33 43
  181. *> 12 13 14 10 11 44
  182. *> 22 23 24 20 21 22
  183. *> 00 33 34 30 31 32
  184. *> 01 11 44 40 41 42
  185. *>
  186. *> Now let TRANSR = 'T'. RFP A in both UPLO cases is just the
  187. *> transpose of RFP A above. One therefore gets:
  188. *>
  189. *> RFP A RFP A
  190. *>
  191. *> 02 12 22 00 01 00 10 20 30 40 50
  192. *> 03 13 23 33 11 33 11 21 31 41 51
  193. *> 04 14 24 34 44 43 44 22 32 42 52
  194. *> \endverbatim
  195. *>
  196. * =====================================================================
  197. SUBROUTINE SPFTRF( TRANSR, UPLO, N, A, INFO )
  198. *
  199. * -- LAPACK computational routine --
  200. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  201. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  202. *
  203. * .. Scalar Arguments ..
  204. CHARACTER TRANSR, UPLO
  205. INTEGER N, INFO
  206. * ..
  207. * .. Array Arguments ..
  208. REAL A( 0: * )
  209. *
  210. * =====================================================================
  211. *
  212. * .. Parameters ..
  213. REAL ONE
  214. PARAMETER ( ONE = 1.0E+0 )
  215. * ..
  216. * .. Local Scalars ..
  217. LOGICAL LOWER, NISODD, NORMALTRANSR
  218. INTEGER N1, N2, K
  219. * ..
  220. * .. External Functions ..
  221. LOGICAL LSAME
  222. EXTERNAL LSAME
  223. * ..
  224. * .. External Subroutines ..
  225. EXTERNAL XERBLA, SSYRK, SPOTRF, STRSM
  226. * ..
  227. * .. Intrinsic Functions ..
  228. INTRINSIC MOD
  229. * ..
  230. * .. Executable Statements ..
  231. *
  232. * Test the input parameters.
  233. *
  234. INFO = 0
  235. NORMALTRANSR = LSAME( TRANSR, 'N' )
  236. LOWER = LSAME( UPLO, 'L' )
  237. IF( .NOT.NORMALTRANSR .AND. .NOT.LSAME( TRANSR, 'T' ) ) THEN
  238. INFO = -1
  239. ELSE IF( .NOT.LOWER .AND. .NOT.LSAME( UPLO, 'U' ) ) THEN
  240. INFO = -2
  241. ELSE IF( N.LT.0 ) THEN
  242. INFO = -3
  243. END IF
  244. IF( INFO.NE.0 ) THEN
  245. CALL XERBLA( 'SPFTRF', -INFO )
  246. RETURN
  247. END IF
  248. *
  249. * Quick return if possible
  250. *
  251. IF( N.EQ.0 )
  252. $ RETURN
  253. *
  254. * If N is odd, set NISODD = .TRUE.
  255. * If N is even, set K = N/2 and NISODD = .FALSE.
  256. *
  257. IF( MOD( N, 2 ).EQ.0 ) THEN
  258. K = N / 2
  259. NISODD = .FALSE.
  260. ELSE
  261. NISODD = .TRUE.
  262. END IF
  263. *
  264. * Set N1 and N2 depending on LOWER
  265. *
  266. IF( LOWER ) THEN
  267. N2 = N / 2
  268. N1 = N - N2
  269. ELSE
  270. N1 = N / 2
  271. N2 = N - N1
  272. END IF
  273. *
  274. * start execution: there are eight cases
  275. *
  276. IF( NISODD ) THEN
  277. *
  278. * N is odd
  279. *
  280. IF( NORMALTRANSR ) THEN
  281. *
  282. * N is odd and TRANSR = 'N'
  283. *
  284. IF( LOWER ) THEN
  285. *
  286. * SRPA for LOWER, NORMAL and N is odd ( a(0:n-1,0:n1-1) )
  287. * T1 -> a(0,0), T2 -> a(0,1), S -> a(n1,0)
  288. * T1 -> a(0), T2 -> a(n), S -> a(n1)
  289. *
  290. CALL SPOTRF( 'L', N1, A( 0 ), N, INFO )
  291. IF( INFO.GT.0 )
  292. $ RETURN
  293. CALL STRSM( 'R', 'L', 'T', 'N', N2, N1, ONE, A( 0 ), N,
  294. $ A( N1 ), N )
  295. CALL SSYRK( 'U', 'N', N2, N1, -ONE, A( N1 ), N, ONE,
  296. $ A( N ), N )
  297. CALL SPOTRF( 'U', N2, A( N ), N, INFO )
  298. IF( INFO.GT.0 )
  299. $ INFO = INFO + N1
  300. *
  301. ELSE
  302. *
  303. * SRPA for UPPER, NORMAL and N is odd ( a(0:n-1,0:n2-1)
  304. * T1 -> a(n1+1,0), T2 -> a(n1,0), S -> a(0,0)
  305. * T1 -> a(n2), T2 -> a(n1), S -> a(0)
  306. *
  307. CALL SPOTRF( 'L', N1, A( N2 ), N, INFO )
  308. IF( INFO.GT.0 )
  309. $ RETURN
  310. CALL STRSM( 'L', 'L', 'N', 'N', N1, N2, ONE, A( N2 ), N,
  311. $ A( 0 ), N )
  312. CALL SSYRK( 'U', 'T', N2, N1, -ONE, A( 0 ), N, ONE,
  313. $ A( N1 ), N )
  314. CALL SPOTRF( 'U', N2, A( N1 ), N, INFO )
  315. IF( INFO.GT.0 )
  316. $ INFO = INFO + N1
  317. *
  318. END IF
  319. *
  320. ELSE
  321. *
  322. * N is odd and TRANSR = 'T'
  323. *
  324. IF( LOWER ) THEN
  325. *
  326. * SRPA for LOWER, TRANSPOSE and N is odd
  327. * T1 -> A(0,0) , T2 -> A(1,0) , S -> A(0,n1)
  328. * T1 -> a(0+0) , T2 -> a(1+0) , S -> a(0+n1*n1); lda=n1
  329. *
  330. CALL SPOTRF( 'U', N1, A( 0 ), N1, INFO )
  331. IF( INFO.GT.0 )
  332. $ RETURN
  333. CALL STRSM( 'L', 'U', 'T', 'N', N1, N2, ONE, A( 0 ), N1,
  334. $ A( N1*N1 ), N1 )
  335. CALL SSYRK( 'L', 'T', N2, N1, -ONE, A( N1*N1 ), N1, ONE,
  336. $ A( 1 ), N1 )
  337. CALL SPOTRF( 'L', N2, A( 1 ), N1, INFO )
  338. IF( INFO.GT.0 )
  339. $ INFO = INFO + N1
  340. *
  341. ELSE
  342. *
  343. * SRPA for UPPER, TRANSPOSE and N is odd
  344. * T1 -> A(0,n1+1), T2 -> A(0,n1), S -> A(0,0)
  345. * T1 -> a(n2*n2), T2 -> a(n1*n2), S -> a(0); lda = n2
  346. *
  347. CALL SPOTRF( 'U', N1, A( N2*N2 ), N2, INFO )
  348. IF( INFO.GT.0 )
  349. $ RETURN
  350. CALL STRSM( 'R', 'U', 'N', 'N', N2, N1, ONE, A( N2*N2 ),
  351. $ N2, A( 0 ), N2 )
  352. CALL SSYRK( 'L', 'N', N2, N1, -ONE, A( 0 ), N2, ONE,
  353. $ A( N1*N2 ), N2 )
  354. CALL SPOTRF( 'L', N2, A( N1*N2 ), N2, INFO )
  355. IF( INFO.GT.0 )
  356. $ INFO = INFO + N1
  357. *
  358. END IF
  359. *
  360. END IF
  361. *
  362. ELSE
  363. *
  364. * N is even
  365. *
  366. IF( NORMALTRANSR ) THEN
  367. *
  368. * N is even and TRANSR = 'N'
  369. *
  370. IF( LOWER ) THEN
  371. *
  372. * SRPA for LOWER, NORMAL, and N is even ( a(0:n,0:k-1) )
  373. * T1 -> a(1,0), T2 -> a(0,0), S -> a(k+1,0)
  374. * T1 -> a(1), T2 -> a(0), S -> a(k+1)
  375. *
  376. CALL SPOTRF( 'L', K, A( 1 ), N+1, INFO )
  377. IF( INFO.GT.0 )
  378. $ RETURN
  379. CALL STRSM( 'R', 'L', 'T', 'N', K, K, ONE, A( 1 ), N+1,
  380. $ A( K+1 ), N+1 )
  381. CALL SSYRK( 'U', 'N', K, K, -ONE, A( K+1 ), N+1, ONE,
  382. $ A( 0 ), N+1 )
  383. CALL SPOTRF( 'U', K, A( 0 ), N+1, INFO )
  384. IF( INFO.GT.0 )
  385. $ INFO = INFO + K
  386. *
  387. ELSE
  388. *
  389. * SRPA for UPPER, NORMAL, and N is even ( a(0:n,0:k-1) )
  390. * T1 -> a(k+1,0) , T2 -> a(k,0), S -> a(0,0)
  391. * T1 -> a(k+1), T2 -> a(k), S -> a(0)
  392. *
  393. CALL SPOTRF( 'L', K, A( K+1 ), N+1, INFO )
  394. IF( INFO.GT.0 )
  395. $ RETURN
  396. CALL STRSM( 'L', 'L', 'N', 'N', K, K, ONE, A( K+1 ),
  397. $ N+1, A( 0 ), N+1 )
  398. CALL SSYRK( 'U', 'T', K, K, -ONE, A( 0 ), N+1, ONE,
  399. $ A( K ), N+1 )
  400. CALL SPOTRF( 'U', K, A( K ), N+1, INFO )
  401. IF( INFO.GT.0 )
  402. $ INFO = INFO + K
  403. *
  404. END IF
  405. *
  406. ELSE
  407. *
  408. * N is even and TRANSR = 'T'
  409. *
  410. IF( LOWER ) THEN
  411. *
  412. * SRPA for LOWER, TRANSPOSE and N is even (see paper)
  413. * T1 -> B(0,1), T2 -> B(0,0), S -> B(0,k+1)
  414. * T1 -> a(0+k), T2 -> a(0+0), S -> a(0+k*(k+1)); lda=k
  415. *
  416. CALL SPOTRF( 'U', K, A( 0+K ), K, INFO )
  417. IF( INFO.GT.0 )
  418. $ RETURN
  419. CALL STRSM( 'L', 'U', 'T', 'N', K, K, ONE, A( K ), N1,
  420. $ A( K*( K+1 ) ), K )
  421. CALL SSYRK( 'L', 'T', K, K, -ONE, A( K*( K+1 ) ), K, ONE,
  422. $ A( 0 ), K )
  423. CALL SPOTRF( 'L', K, A( 0 ), K, INFO )
  424. IF( INFO.GT.0 )
  425. $ INFO = INFO + K
  426. *
  427. ELSE
  428. *
  429. * SRPA for UPPER, TRANSPOSE and N is even (see paper)
  430. * T1 -> B(0,k+1), T2 -> B(0,k), S -> B(0,0)
  431. * T1 -> a(0+k*(k+1)), T2 -> a(0+k*k), S -> a(0+0)); lda=k
  432. *
  433. CALL SPOTRF( 'U', K, A( K*( K+1 ) ), K, INFO )
  434. IF( INFO.GT.0 )
  435. $ RETURN
  436. CALL STRSM( 'R', 'U', 'N', 'N', K, K, ONE,
  437. $ A( K*( K+1 ) ), K, A( 0 ), K )
  438. CALL SSYRK( 'L', 'N', K, K, -ONE, A( 0 ), K, ONE,
  439. $ A( K*K ), K )
  440. CALL SPOTRF( 'L', K, A( K*K ), K, INFO )
  441. IF( INFO.GT.0 )
  442. $ INFO = INFO + K
  443. *
  444. END IF
  445. *
  446. END IF
  447. *
  448. END IF
  449. *
  450. RETURN
  451. *
  452. * End of SPFTRF
  453. *
  454. END