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cpttrf.f 6.0 kB

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  1. *> \brief \b CPTTRF
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CPTTRF + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cpttrf.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cpttrf.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cpttrf.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CPTTRF( N, D, E, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, N
  25. * ..
  26. * .. Array Arguments ..
  27. * REAL D( * )
  28. * COMPLEX E( * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> CPTTRF computes the L*D*L**H factorization of a complex Hermitian
  38. *> positive definite tridiagonal matrix A. The factorization may also
  39. *> be regarded as having the form A = U**H *D*U.
  40. *> \endverbatim
  41. *
  42. * Arguments:
  43. * ==========
  44. *
  45. *> \param[in] N
  46. *> \verbatim
  47. *> N is INTEGER
  48. *> The order of the matrix A. N >= 0.
  49. *> \endverbatim
  50. *>
  51. *> \param[in,out] D
  52. *> \verbatim
  53. *> D is REAL array, dimension (N)
  54. *> On entry, the n diagonal elements of the tridiagonal matrix
  55. *> A. On exit, the n diagonal elements of the diagonal matrix
  56. *> D from the L*D*L**H factorization of A.
  57. *> \endverbatim
  58. *>
  59. *> \param[in,out] E
  60. *> \verbatim
  61. *> E is COMPLEX array, dimension (N-1)
  62. *> On entry, the (n-1) subdiagonal elements of the tridiagonal
  63. *> matrix A. On exit, the (n-1) subdiagonal elements of the
  64. *> unit bidiagonal factor L from the L*D*L**H factorization of A.
  65. *> E can also be regarded as the superdiagonal of the unit
  66. *> bidiagonal factor U from the U**H *D*U factorization of A.
  67. *> \endverbatim
  68. *>
  69. *> \param[out] INFO
  70. *> \verbatim
  71. *> INFO is INTEGER
  72. *> = 0: successful exit
  73. *> < 0: if INFO = -k, the k-th argument had an illegal value
  74. *> > 0: if INFO = k, the leading minor of order k is not
  75. *> positive definite; if k < N, the factorization could not
  76. *> be completed, while if k = N, the factorization was
  77. *> completed, but D(N) <= 0.
  78. *> \endverbatim
  79. *
  80. * Authors:
  81. * ========
  82. *
  83. *> \author Univ. of Tennessee
  84. *> \author Univ. of California Berkeley
  85. *> \author Univ. of Colorado Denver
  86. *> \author NAG Ltd.
  87. *
  88. *> \date September 2012
  89. *
  90. *> \ingroup complexPTcomputational
  91. *
  92. * =====================================================================
  93. SUBROUTINE CPTTRF( N, D, E, INFO )
  94. *
  95. * -- LAPACK computational routine (version 3.4.2) --
  96. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  97. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  98. * September 2012
  99. *
  100. * .. Scalar Arguments ..
  101. INTEGER INFO, N
  102. * ..
  103. * .. Array Arguments ..
  104. REAL D( * )
  105. COMPLEX E( * )
  106. * ..
  107. *
  108. * =====================================================================
  109. *
  110. * .. Parameters ..
  111. REAL ZERO
  112. PARAMETER ( ZERO = 0.0E+0 )
  113. * ..
  114. * .. Local Scalars ..
  115. INTEGER I, I4
  116. REAL EII, EIR, F, G
  117. * ..
  118. * .. External Subroutines ..
  119. EXTERNAL XERBLA
  120. * ..
  121. * .. Intrinsic Functions ..
  122. INTRINSIC AIMAG, CMPLX, MOD, REAL
  123. * ..
  124. * .. Executable Statements ..
  125. *
  126. * Test the input parameters.
  127. *
  128. INFO = 0
  129. IF( N.LT.0 ) THEN
  130. INFO = -1
  131. CALL XERBLA( 'CPTTRF', -INFO )
  132. RETURN
  133. END IF
  134. *
  135. * Quick return if possible
  136. *
  137. IF( N.EQ.0 )
  138. $ RETURN
  139. *
  140. * Compute the L*D*L**H (or U**H *D*U) factorization of A.
  141. *
  142. I4 = MOD( N-1, 4 )
  143. DO 10 I = 1, I4
  144. IF( D( I ).LE.ZERO ) THEN
  145. INFO = I
  146. GO TO 20
  147. END IF
  148. EIR = REAL( E( I ) )
  149. EII = AIMAG( E( I ) )
  150. F = EIR / D( I )
  151. G = EII / D( I )
  152. E( I ) = CMPLX( F, G )
  153. D( I+1 ) = D( I+1 ) - F*EIR - G*EII
  154. 10 CONTINUE
  155. *
  156. DO 110 I = I4+1, N - 4, 4
  157. *
  158. * Drop out of the loop if d(i) <= 0: the matrix is not positive
  159. * definite.
  160. *
  161. IF( D( I ).LE.ZERO ) THEN
  162. INFO = I
  163. GO TO 20
  164. END IF
  165. *
  166. * Solve for e(i) and d(i+1).
  167. *
  168. EIR = REAL( E( I ) )
  169. EII = AIMAG( E( I ) )
  170. F = EIR / D( I )
  171. G = EII / D( I )
  172. E( I ) = CMPLX( F, G )
  173. D( I+1 ) = D( I+1 ) - F*EIR - G*EII
  174. *
  175. IF( D( I+1 ).LE.ZERO ) THEN
  176. INFO = I+1
  177. GO TO 20
  178. END IF
  179. *
  180. * Solve for e(i+1) and d(i+2).
  181. *
  182. EIR = REAL( E( I+1 ) )
  183. EII = AIMAG( E( I+1 ) )
  184. F = EIR / D( I+1 )
  185. G = EII / D( I+1 )
  186. E( I+1 ) = CMPLX( F, G )
  187. D( I+2 ) = D( I+2 ) - F*EIR - G*EII
  188. *
  189. IF( D( I+2 ).LE.ZERO ) THEN
  190. INFO = I+2
  191. GO TO 20
  192. END IF
  193. *
  194. * Solve for e(i+2) and d(i+3).
  195. *
  196. EIR = REAL( E( I+2 ) )
  197. EII = AIMAG( E( I+2 ) )
  198. F = EIR / D( I+2 )
  199. G = EII / D( I+2 )
  200. E( I+2 ) = CMPLX( F, G )
  201. D( I+3 ) = D( I+3 ) - F*EIR - G*EII
  202. *
  203. IF( D( I+3 ).LE.ZERO ) THEN
  204. INFO = I+3
  205. GO TO 20
  206. END IF
  207. *
  208. * Solve for e(i+3) and d(i+4).
  209. *
  210. EIR = REAL( E( I+3 ) )
  211. EII = AIMAG( E( I+3 ) )
  212. F = EIR / D( I+3 )
  213. G = EII / D( I+3 )
  214. E( I+3 ) = CMPLX( F, G )
  215. D( I+4 ) = D( I+4 ) - F*EIR - G*EII
  216. 110 CONTINUE
  217. *
  218. * Check d(n) for positive definiteness.
  219. *
  220. IF( D( N ).LE.ZERO )
  221. $ INFO = N
  222. *
  223. 20 CONTINUE
  224. RETURN
  225. *
  226. * End of CPTTRF
  227. *
  228. END