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spotrf.f 6.5 kB

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  1. C> \brief \b SPOTRF VARIANT: right looking block version of the algorithm, calling Level 3 BLAS.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. * Definition:
  9. * ===========
  10. *
  11. * SUBROUTINE SPOTRF ( UPLO, N, A, LDA, INFO )
  12. *
  13. * .. Scalar Arguments ..
  14. * CHARACTER UPLO
  15. * INTEGER INFO, LDA, N
  16. * ..
  17. * .. Array Arguments ..
  18. * REAL A( LDA, * )
  19. * ..
  20. *
  21. * Purpose
  22. * =======
  23. *
  24. C>\details \b Purpose:
  25. C>\verbatim
  26. C>
  27. C> SPOTRF computes the Cholesky factorization of a real symmetric
  28. C> positive definite matrix A.
  29. C>
  30. C> The factorization has the form
  31. C> A = U**T * U, if UPLO = 'U', or
  32. C> A = L * L**T, if UPLO = 'L',
  33. C> where U is an upper triangular matrix and L is lower triangular.
  34. C>
  35. C> This is the right looking block version of the algorithm, calling Level 3 BLAS.
  36. C>
  37. C>\endverbatim
  38. *
  39. * Arguments:
  40. * ==========
  41. *
  42. C> \param[in] UPLO
  43. C> \verbatim
  44. C> UPLO is CHARACTER*1
  45. C> = 'U': Upper triangle of A is stored;
  46. C> = 'L': Lower triangle of A is stored.
  47. C> \endverbatim
  48. C>
  49. C> \param[in] N
  50. C> \verbatim
  51. C> N is INTEGER
  52. C> The order of the matrix A. N >= 0.
  53. C> \endverbatim
  54. C>
  55. C> \param[in,out] A
  56. C> \verbatim
  57. C> A is REAL array, dimension (LDA,N)
  58. C> On entry, the symmetric matrix A. If UPLO = 'U', the leading
  59. C> N-by-N upper triangular part of A contains the upper
  60. C> triangular part of the matrix A, and the strictly lower
  61. C> triangular part of A is not referenced. If UPLO = 'L', the
  62. C> leading N-by-N lower triangular part of A contains the lower
  63. C> triangular part of the matrix A, and the strictly upper
  64. C> triangular part of A is not referenced.
  65. C> \endverbatim
  66. C> \verbatim
  67. C> On exit, if INFO = 0, the factor U or L from the Cholesky
  68. C> factorization A = U**T*U or A = L*L**T.
  69. C> \endverbatim
  70. C>
  71. C> \param[in] LDA
  72. C> \verbatim
  73. C> LDA is INTEGER
  74. C> The leading dimension of the array A. LDA >= max(1,N).
  75. C> \endverbatim
  76. C>
  77. C> \param[out] INFO
  78. C> \verbatim
  79. C> INFO is INTEGER
  80. C> = 0: successful exit
  81. C> < 0: if INFO = -i, the i-th argument had an illegal value
  82. C> > 0: if INFO = i, the leading principal minor of order i
  83. C> is not positive, and the factorization could not be
  84. C> completed.
  85. C> \endverbatim
  86. C>
  87. *
  88. * Authors:
  89. * ========
  90. *
  91. C> \author Univ. of Tennessee
  92. C> \author Univ. of California Berkeley
  93. C> \author Univ. of Colorado Denver
  94. C> \author NAG Ltd.
  95. *
  96. C> \date December 2016
  97. *
  98. C> \ingroup variantsPOcomputational
  99. *
  100. * =====================================================================
  101. SUBROUTINE SPOTRF ( UPLO, N, A, LDA, INFO )
  102. *
  103. * -- LAPACK computational routine --
  104. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  105. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  106. *
  107. * .. Scalar Arguments ..
  108. CHARACTER UPLO
  109. INTEGER INFO, LDA, N
  110. * ..
  111. * .. Array Arguments ..
  112. REAL A( LDA, * )
  113. * ..
  114. *
  115. * =====================================================================
  116. *
  117. * .. Parameters ..
  118. REAL ONE
  119. PARAMETER ( ONE = 1.0E+0 )
  120. * ..
  121. * .. Local Scalars ..
  122. LOGICAL UPPER
  123. INTEGER J, JB, NB
  124. * ..
  125. * .. External Functions ..
  126. LOGICAL LSAME
  127. INTEGER ILAENV
  128. EXTERNAL LSAME, ILAENV
  129. * ..
  130. * .. External Subroutines ..
  131. EXTERNAL SGEMM, SPOTF2, SSYRK, STRSM, XERBLA
  132. * ..
  133. * .. Intrinsic Functions ..
  134. INTRINSIC MAX, MIN
  135. * ..
  136. * .. Executable Statements ..
  137. *
  138. * Test the input parameters.
  139. *
  140. INFO = 0
  141. UPPER = LSAME( UPLO, 'U' )
  142. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  143. INFO = -1
  144. ELSE IF( N.LT.0 ) THEN
  145. INFO = -2
  146. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  147. INFO = -4
  148. END IF
  149. IF( INFO.NE.0 ) THEN
  150. CALL XERBLA( 'SPOTRF', -INFO )
  151. RETURN
  152. END IF
  153. *
  154. * Quick return if possible
  155. *
  156. IF( N.EQ.0 )
  157. $ RETURN
  158. *
  159. * Determine the block size for this environment.
  160. *
  161. NB = ILAENV( 1, 'SPOTRF', UPLO, N, -1, -1, -1 )
  162. IF( NB.LE.1 .OR. NB.GE.N ) THEN
  163. *
  164. * Use unblocked code.
  165. *
  166. CALL SPOTF2( UPLO, N, A, LDA, INFO )
  167. ELSE
  168. *
  169. * Use blocked code.
  170. *
  171. IF( UPPER ) THEN
  172. *
  173. * Compute the Cholesky factorization A = U'*U.
  174. *
  175. DO 10 J = 1, N, NB
  176. *
  177. * Update and factorize the current diagonal block and test
  178. * for non-positive-definiteness.
  179. *
  180. JB = MIN( NB, N-J+1 )
  181. CALL SPOTF2( 'Upper', JB, A( J, J ), LDA, INFO )
  182. IF( INFO.NE.0 )
  183. $ GO TO 30
  184. IF( J+JB.LE.N ) THEN
  185. *
  186. * Updating the trailing submatrix.
  187. *
  188. CALL STRSM( 'Left', 'Upper', 'Transpose', 'Non-unit',
  189. $ JB, N-J-JB+1, ONE, A( J, J ), LDA,
  190. $ A( J, J+JB ), LDA )
  191. CALL SSYRK( 'Upper', 'Transpose', N-J-JB+1, JB, -ONE,
  192. $ A( J, J+JB ), LDA,
  193. $ ONE, A( J+JB, J+JB ), LDA )
  194. END IF
  195. 10 CONTINUE
  196. *
  197. ELSE
  198. *
  199. * Compute the Cholesky factorization A = L*L'.
  200. *
  201. DO 20 J = 1, N, NB
  202. *
  203. * Update and factorize the current diagonal block and test
  204. * for non-positive-definiteness.
  205. *
  206. JB = MIN( NB, N-J+1 )
  207. CALL SPOTF2( 'Lower', JB, A( J, J ), LDA, INFO )
  208. IF( INFO.NE.0 )
  209. $ GO TO 30
  210. IF( J+JB.LE.N ) THEN
  211. *
  212. * Updating the trailing submatrix.
  213. *
  214. CALL STRSM( 'Right', 'Lower', 'Transpose', 'Non-unit',
  215. $ N-J-JB+1, JB, ONE, A( J, J ), LDA,
  216. $ A( J+JB, J ), LDA )
  217. CALL SSYRK( 'Lower', 'No Transpose', N-J-JB+1, JB,
  218. $ -ONE, A( J+JB, J ), LDA,
  219. $ ONE, A( J+JB, J+JB ), LDA )
  220. END IF
  221. 20 CONTINUE
  222. END IF
  223. END IF
  224. GO TO 40
  225. *
  226. 30 CONTINUE
  227. INFO = INFO + J - 1
  228. *
  229. 40 CONTINUE
  230. RETURN
  231. *
  232. * End of SPOTRF
  233. *
  234. END