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cpftrf.f 15 kB

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  1. *> \brief \b CPFTRF
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CPFTRF + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cpftrf.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cpftrf.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cpftrf.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CPFTRF( TRANSR, UPLO, N, A, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER TRANSR, UPLO
  25. * INTEGER N, INFO
  26. * ..
  27. * .. Array Arguments ..
  28. * COMPLEX A( 0: * )
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> CPFTRF computes the Cholesky factorization of a complex Hermitian
  37. *> positive definite matrix A.
  38. *>
  39. *> The factorization has the form
  40. *> A = U**H * U, if UPLO = 'U', or
  41. *> A = L * L**H, 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. *> = 'C': The Conjugate-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 COMPLEX array, dimension ( N*(N+1)/2 );
  73. *> On entry, the Hermitian 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 = 'C' then RFP is
  77. *> the Conjugate-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. *> 'C'. 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**H*U or RFP A = L*L**H.
  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 minor of order i is not
  95. *> positive definite, and the factorization could not be
  96. *> completed.
  97. *>
  98. *> Further Notes on RFP Format:
  99. *> ============================
  100. *>
  101. *> We first consider Standard Packed Format when N is even.
  102. *> We give an example where N = 6.
  103. *>
  104. *> AP is Upper AP is Lower
  105. *>
  106. *> 00 01 02 03 04 05 00
  107. *> 11 12 13 14 15 10 11
  108. *> 22 23 24 25 20 21 22
  109. *> 33 34 35 30 31 32 33
  110. *> 44 45 40 41 42 43 44
  111. *> 55 50 51 52 53 54 55
  112. *>
  113. *> Let TRANSR = 'N'. RFP holds AP as follows:
  114. *> For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last
  115. *> three columns of AP upper. The lower triangle A(4:6,0:2) consists of
  116. *> conjugate-transpose of the first three columns of AP upper.
  117. *> For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first
  118. *> three columns of AP lower. The upper triangle A(0:2,0:2) consists of
  119. *> conjugate-transpose of the last three columns of AP lower.
  120. *> To denote conjugate we place -- above the element. This covers the
  121. *> case N even and TRANSR = 'N'.
  122. *>
  123. *> RFP A RFP A
  124. *>
  125. *> -- -- --
  126. *> 03 04 05 33 43 53
  127. *> -- --
  128. *> 13 14 15 00 44 54
  129. *> --
  130. *> 23 24 25 10 11 55
  131. *>
  132. *> 33 34 35 20 21 22
  133. *> --
  134. *> 00 44 45 30 31 32
  135. *> -- --
  136. *> 01 11 55 40 41 42
  137. *> -- -- --
  138. *> 02 12 22 50 51 52
  139. *>
  140. *> Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
  141. *> transpose of RFP A above. One therefore gets:
  142. *>
  143. *> RFP A RFP A
  144. *>
  145. *> -- -- -- -- -- -- -- -- -- --
  146. *> 03 13 23 33 00 01 02 33 00 10 20 30 40 50
  147. *> -- -- -- -- -- -- -- -- -- --
  148. *> 04 14 24 34 44 11 12 43 44 11 21 31 41 51
  149. *> -- -- -- -- -- -- -- -- -- --
  150. *> 05 15 25 35 45 55 22 53 54 55 22 32 42 52
  151. *>
  152. *> We next consider Standard Packed Format when N is odd.
  153. *> We give an example where N = 5.
  154. *>
  155. *> AP is Upper AP is Lower
  156. *>
  157. *> 00 01 02 03 04 00
  158. *> 11 12 13 14 10 11
  159. *> 22 23 24 20 21 22
  160. *> 33 34 30 31 32 33
  161. *> 44 40 41 42 43 44
  162. *>
  163. *> Let TRANSR = 'N'. RFP holds AP as follows:
  164. *> For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last
  165. *> three columns of AP upper. The lower triangle A(3:4,0:1) consists of
  166. *> conjugate-transpose of the first two columns of AP upper.
  167. *> For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first
  168. *> three columns of AP lower. The upper triangle A(0:1,1:2) consists of
  169. *> conjugate-transpose of the last two columns of AP lower.
  170. *> To denote conjugate we place -- above the element. This covers the
  171. *> case N odd and TRANSR = 'N'.
  172. *>
  173. *> RFP A RFP A
  174. *>
  175. *> -- --
  176. *> 02 03 04 00 33 43
  177. *> --
  178. *> 12 13 14 10 11 44
  179. *>
  180. *> 22 23 24 20 21 22
  181. *> --
  182. *> 00 33 34 30 31 32
  183. *> -- --
  184. *> 01 11 44 40 41 42
  185. *>
  186. *> Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
  187. *> transpose of RFP A above. One therefore gets:
  188. *>
  189. *> RFP A RFP A
  190. *>
  191. *> -- -- -- -- -- -- -- -- --
  192. *> 02 12 22 00 01 00 10 20 30 40 50
  193. *> -- -- -- -- -- -- -- -- --
  194. *> 03 13 23 33 11 33 11 21 31 41 51
  195. *> -- -- -- -- -- -- -- -- --
  196. *> 04 14 24 34 44 43 44 22 32 42 52
  197. *> \endverbatim
  198. *
  199. * Authors:
  200. * ========
  201. *
  202. *> \author Univ. of Tennessee
  203. *> \author Univ. of California Berkeley
  204. *> \author Univ. of Colorado Denver
  205. *> \author NAG Ltd.
  206. *
  207. *> \date November 2011
  208. *
  209. *> \ingroup complexOTHERcomputational
  210. *
  211. * =====================================================================
  212. SUBROUTINE CPFTRF( TRANSR, UPLO, N, A, INFO )
  213. *
  214. * -- LAPACK computational routine (version 3.4.0) --
  215. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  216. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  217. * November 2011
  218. *
  219. * .. Scalar Arguments ..
  220. CHARACTER TRANSR, UPLO
  221. INTEGER N, INFO
  222. * ..
  223. * .. Array Arguments ..
  224. COMPLEX A( 0: * )
  225. *
  226. * =====================================================================
  227. *
  228. * .. Parameters ..
  229. REAL ONE
  230. COMPLEX CONE
  231. PARAMETER ( ONE = 1.0E+0, CONE = ( 1.0E+0, 0.0E+0 ) )
  232. * ..
  233. * .. Local Scalars ..
  234. LOGICAL LOWER, NISODD, NORMALTRANSR
  235. INTEGER N1, N2, K
  236. * ..
  237. * .. External Functions ..
  238. LOGICAL LSAME
  239. EXTERNAL LSAME
  240. * ..
  241. * .. External Subroutines ..
  242. EXTERNAL XERBLA, CHERK, CPOTRF, CTRSM
  243. * ..
  244. * .. Intrinsic Functions ..
  245. INTRINSIC MOD
  246. * ..
  247. * .. Executable Statements ..
  248. *
  249. * Test the input parameters.
  250. *
  251. INFO = 0
  252. NORMALTRANSR = LSAME( TRANSR, 'N' )
  253. LOWER = LSAME( UPLO, 'L' )
  254. IF( .NOT.NORMALTRANSR .AND. .NOT.LSAME( TRANSR, 'C' ) ) THEN
  255. INFO = -1
  256. ELSE IF( .NOT.LOWER .AND. .NOT.LSAME( UPLO, 'U' ) ) THEN
  257. INFO = -2
  258. ELSE IF( N.LT.0 ) THEN
  259. INFO = -3
  260. END IF
  261. IF( INFO.NE.0 ) THEN
  262. CALL XERBLA( 'CPFTRF', -INFO )
  263. RETURN
  264. END IF
  265. *
  266. * Quick return if possible
  267. *
  268. IF( N.EQ.0 )
  269. $ RETURN
  270. *
  271. * If N is odd, set NISODD = .TRUE.
  272. * If N is even, set K = N/2 and NISODD = .FALSE.
  273. *
  274. IF( MOD( N, 2 ).EQ.0 ) THEN
  275. K = N / 2
  276. NISODD = .FALSE.
  277. ELSE
  278. NISODD = .TRUE.
  279. END IF
  280. *
  281. * Set N1 and N2 depending on LOWER
  282. *
  283. IF( LOWER ) THEN
  284. N2 = N / 2
  285. N1 = N - N2
  286. ELSE
  287. N1 = N / 2
  288. N2 = N - N1
  289. END IF
  290. *
  291. * start execution: there are eight cases
  292. *
  293. IF( NISODD ) THEN
  294. *
  295. * N is odd
  296. *
  297. IF( NORMALTRANSR ) THEN
  298. *
  299. * N is odd and TRANSR = 'N'
  300. *
  301. IF( LOWER ) THEN
  302. *
  303. * SRPA for LOWER, NORMAL and N is odd ( a(0:n-1,0:n1-1) )
  304. * T1 -> a(0,0), T2 -> a(0,1), S -> a(n1,0)
  305. * T1 -> a(0), T2 -> a(n), S -> a(n1)
  306. *
  307. CALL CPOTRF( 'L', N1, A( 0 ), N, INFO )
  308. IF( INFO.GT.0 )
  309. $ RETURN
  310. CALL CTRSM( 'R', 'L', 'C', 'N', N2, N1, CONE, A( 0 ), N,
  311. $ A( N1 ), N )
  312. CALL CHERK( 'U', 'N', N2, N1, -ONE, A( N1 ), N, ONE,
  313. $ A( N ), N )
  314. CALL CPOTRF( 'U', N2, A( N ), N, INFO )
  315. IF( INFO.GT.0 )
  316. $ INFO = INFO + N1
  317. *
  318. ELSE
  319. *
  320. * SRPA for UPPER, NORMAL and N is odd ( a(0:n-1,0:n2-1)
  321. * T1 -> a(n1+1,0), T2 -> a(n1,0), S -> a(0,0)
  322. * T1 -> a(n2), T2 -> a(n1), S -> a(0)
  323. *
  324. CALL CPOTRF( 'L', N1, A( N2 ), N, INFO )
  325. IF( INFO.GT.0 )
  326. $ RETURN
  327. CALL CTRSM( 'L', 'L', 'N', 'N', N1, N2, CONE, A( N2 ), N,
  328. $ A( 0 ), N )
  329. CALL CHERK( 'U', 'C', N2, N1, -ONE, A( 0 ), N, ONE,
  330. $ A( N1 ), N )
  331. CALL CPOTRF( 'U', N2, A( N1 ), N, INFO )
  332. IF( INFO.GT.0 )
  333. $ INFO = INFO + N1
  334. *
  335. END IF
  336. *
  337. ELSE
  338. *
  339. * N is odd and TRANSR = 'C'
  340. *
  341. IF( LOWER ) THEN
  342. *
  343. * SRPA for LOWER, TRANSPOSE and N is odd
  344. * T1 -> A(0,0) , T2 -> A(1,0) , S -> A(0,n1)
  345. * T1 -> a(0+0) , T2 -> a(1+0) , S -> a(0+n1*n1); lda=n1
  346. *
  347. CALL CPOTRF( 'U', N1, A( 0 ), N1, INFO )
  348. IF( INFO.GT.0 )
  349. $ RETURN
  350. CALL CTRSM( 'L', 'U', 'C', 'N', N1, N2, CONE, A( 0 ), N1,
  351. $ A( N1*N1 ), N1 )
  352. CALL CHERK( 'L', 'C', N2, N1, -ONE, A( N1*N1 ), N1, ONE,
  353. $ A( 1 ), N1 )
  354. CALL CPOTRF( 'L', N2, A( 1 ), N1, INFO )
  355. IF( INFO.GT.0 )
  356. $ INFO = INFO + N1
  357. *
  358. ELSE
  359. *
  360. * SRPA for UPPER, TRANSPOSE and N is odd
  361. * T1 -> A(0,n1+1), T2 -> A(0,n1), S -> A(0,0)
  362. * T1 -> a(n2*n2), T2 -> a(n1*n2), S -> a(0); lda = n2
  363. *
  364. CALL CPOTRF( 'U', N1, A( N2*N2 ), N2, INFO )
  365. IF( INFO.GT.0 )
  366. $ RETURN
  367. CALL CTRSM( 'R', 'U', 'N', 'N', N2, N1, CONE, A( N2*N2 ),
  368. $ N2, A( 0 ), N2 )
  369. CALL CHERK( 'L', 'N', N2, N1, -ONE, A( 0 ), N2, ONE,
  370. $ A( N1*N2 ), N2 )
  371. CALL CPOTRF( 'L', N2, A( N1*N2 ), N2, INFO )
  372. IF( INFO.GT.0 )
  373. $ INFO = INFO + N1
  374. *
  375. END IF
  376. *
  377. END IF
  378. *
  379. ELSE
  380. *
  381. * N is even
  382. *
  383. IF( NORMALTRANSR ) THEN
  384. *
  385. * N is even and TRANSR = 'N'
  386. *
  387. IF( LOWER ) THEN
  388. *
  389. * SRPA for LOWER, NORMAL, and N is even ( a(0:n,0:k-1) )
  390. * T1 -> a(1,0), T2 -> a(0,0), S -> a(k+1,0)
  391. * T1 -> a(1), T2 -> a(0), S -> a(k+1)
  392. *
  393. CALL CPOTRF( 'L', K, A( 1 ), N+1, INFO )
  394. IF( INFO.GT.0 )
  395. $ RETURN
  396. CALL CTRSM( 'R', 'L', 'C', 'N', K, K, CONE, A( 1 ), N+1,
  397. $ A( K+1 ), N+1 )
  398. CALL CHERK( 'U', 'N', K, K, -ONE, A( K+1 ), N+1, ONE,
  399. $ A( 0 ), N+1 )
  400. CALL CPOTRF( 'U', K, A( 0 ), N+1, INFO )
  401. IF( INFO.GT.0 )
  402. $ INFO = INFO + K
  403. *
  404. ELSE
  405. *
  406. * SRPA for UPPER, NORMAL, and N is even ( a(0:n,0:k-1) )
  407. * T1 -> a(k+1,0) , T2 -> a(k,0), S -> a(0,0)
  408. * T1 -> a(k+1), T2 -> a(k), S -> a(0)
  409. *
  410. CALL CPOTRF( 'L', K, A( K+1 ), N+1, INFO )
  411. IF( INFO.GT.0 )
  412. $ RETURN
  413. CALL CTRSM( 'L', 'L', 'N', 'N', K, K, CONE, A( K+1 ),
  414. $ N+1, A( 0 ), N+1 )
  415. CALL CHERK( 'U', 'C', K, K, -ONE, A( 0 ), N+1, ONE,
  416. $ A( K ), N+1 )
  417. CALL CPOTRF( 'U', K, A( K ), N+1, INFO )
  418. IF( INFO.GT.0 )
  419. $ INFO = INFO + K
  420. *
  421. END IF
  422. *
  423. ELSE
  424. *
  425. * N is even and TRANSR = 'C'
  426. *
  427. IF( LOWER ) THEN
  428. *
  429. * SRPA for LOWER, TRANSPOSE and N is even (see paper)
  430. * T1 -> B(0,1), T2 -> B(0,0), S -> B(0,k+1)
  431. * T1 -> a(0+k), T2 -> a(0+0), S -> a(0+k*(k+1)); lda=k
  432. *
  433. CALL CPOTRF( 'U', K, A( 0+K ), K, INFO )
  434. IF( INFO.GT.0 )
  435. $ RETURN
  436. CALL CTRSM( 'L', 'U', 'C', 'N', K, K, CONE, A( K ), N1,
  437. $ A( K*( K+1 ) ), K )
  438. CALL CHERK( 'L', 'C', K, K, -ONE, A( K*( K+1 ) ), K, ONE,
  439. $ A( 0 ), K )
  440. CALL CPOTRF( 'L', K, A( 0 ), K, INFO )
  441. IF( INFO.GT.0 )
  442. $ INFO = INFO + K
  443. *
  444. ELSE
  445. *
  446. * SRPA for UPPER, TRANSPOSE and N is even (see paper)
  447. * T1 -> B(0,k+1), T2 -> B(0,k), S -> B(0,0)
  448. * T1 -> a(0+k*(k+1)), T2 -> a(0+k*k), S -> a(0+0)); lda=k
  449. *
  450. CALL CPOTRF( 'U', K, A( K*( K+1 ) ), K, INFO )
  451. IF( INFO.GT.0 )
  452. $ RETURN
  453. CALL CTRSM( 'R', 'U', 'N', 'N', K, K, CONE,
  454. $ A( K*( K+1 ) ), K, A( 0 ), K )
  455. CALL CHERK( 'L', 'N', K, K, -ONE, A( 0 ), K, ONE,
  456. $ A( K*K ), K )
  457. CALL CPOTRF( 'L', K, A( K*K ), K, INFO )
  458. IF( INFO.GT.0 )
  459. $ INFO = INFO + K
  460. *
  461. END IF
  462. *
  463. END IF
  464. *
  465. END IF
  466. *
  467. RETURN
  468. *
  469. * End of CPFTRF
  470. *
  471. END