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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 minor of order i is not
  95. *> positive definite, 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. *> \date December 2016
  108. *
  109. *> \ingroup realOTHERcomputational
  110. *
  111. *> \par Further Details:
  112. * =====================
  113. *>
  114. *> \verbatim
  115. *>
  116. *> We first consider Rectangular Full Packed (RFP) Format when N is
  117. *> even. We give an example where N = 6.
  118. *>
  119. *> AP is Upper AP is Lower
  120. *>
  121. *> 00 01 02 03 04 05 00
  122. *> 11 12 13 14 15 10 11
  123. *> 22 23 24 25 20 21 22
  124. *> 33 34 35 30 31 32 33
  125. *> 44 45 40 41 42 43 44
  126. *> 55 50 51 52 53 54 55
  127. *>
  128. *>
  129. *> Let TRANSR = 'N'. RFP holds AP as follows:
  130. *> For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last
  131. *> three columns of AP upper. The lower triangle A(4:6,0:2) consists of
  132. *> the transpose of the first three columns of AP upper.
  133. *> For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first
  134. *> three columns of AP lower. The upper triangle A(0:2,0:2) consists of
  135. *> the transpose of the last three columns of AP lower.
  136. *> This covers the case N even and TRANSR = 'N'.
  137. *>
  138. *> RFP A RFP A
  139. *>
  140. *> 03 04 05 33 43 53
  141. *> 13 14 15 00 44 54
  142. *> 23 24 25 10 11 55
  143. *> 33 34 35 20 21 22
  144. *> 00 44 45 30 31 32
  145. *> 01 11 55 40 41 42
  146. *> 02 12 22 50 51 52
  147. *>
  148. *> Now let TRANSR = 'T'. RFP A in both UPLO cases is just the
  149. *> transpose of RFP A above. One therefore gets:
  150. *>
  151. *>
  152. *> RFP A RFP A
  153. *>
  154. *> 03 13 23 33 00 01 02 33 00 10 20 30 40 50
  155. *> 04 14 24 34 44 11 12 43 44 11 21 31 41 51
  156. *> 05 15 25 35 45 55 22 53 54 55 22 32 42 52
  157. *>
  158. *>
  159. *> We then consider Rectangular Full Packed (RFP) Format when N is
  160. *> odd. We give an example where N = 5.
  161. *>
  162. *> AP is Upper AP is Lower
  163. *>
  164. *> 00 01 02 03 04 00
  165. *> 11 12 13 14 10 11
  166. *> 22 23 24 20 21 22
  167. *> 33 34 30 31 32 33
  168. *> 44 40 41 42 43 44
  169. *>
  170. *>
  171. *> Let TRANSR = 'N'. RFP holds AP as follows:
  172. *> For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last
  173. *> three columns of AP upper. The lower triangle A(3:4,0:1) consists of
  174. *> the transpose of the first two columns of AP upper.
  175. *> For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first
  176. *> three columns of AP lower. The upper triangle A(0:1,1:2) consists of
  177. *> the transpose of the last two columns of AP lower.
  178. *> This covers the case N odd and TRANSR = 'N'.
  179. *>
  180. *> RFP A RFP A
  181. *>
  182. *> 02 03 04 00 33 43
  183. *> 12 13 14 10 11 44
  184. *> 22 23 24 20 21 22
  185. *> 00 33 34 30 31 32
  186. *> 01 11 44 40 41 42
  187. *>
  188. *> Now let TRANSR = 'T'. RFP A in both UPLO cases is just the
  189. *> transpose of RFP A above. One therefore gets:
  190. *>
  191. *> RFP A RFP A
  192. *>
  193. *> 02 12 22 00 01 00 10 20 30 40 50
  194. *> 03 13 23 33 11 33 11 21 31 41 51
  195. *> 04 14 24 34 44 43 44 22 32 42 52
  196. *> \endverbatim
  197. *>
  198. * =====================================================================
  199. SUBROUTINE SPFTRF( TRANSR, UPLO, N, A, INFO )
  200. *
  201. * -- LAPACK computational routine (version 3.7.0) --
  202. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  203. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  204. * December 2016
  205. *
  206. * .. Scalar Arguments ..
  207. CHARACTER TRANSR, UPLO
  208. INTEGER N, INFO
  209. * ..
  210. * .. Array Arguments ..
  211. REAL A( 0: * )
  212. *
  213. * =====================================================================
  214. *
  215. * .. Parameters ..
  216. REAL ONE
  217. PARAMETER ( ONE = 1.0E+0 )
  218. * ..
  219. * .. Local Scalars ..
  220. LOGICAL LOWER, NISODD, NORMALTRANSR
  221. INTEGER N1, N2, K
  222. * ..
  223. * .. External Functions ..
  224. LOGICAL LSAME
  225. EXTERNAL LSAME
  226. * ..
  227. * .. External Subroutines ..
  228. EXTERNAL XERBLA, SSYRK, SPOTRF, STRSM
  229. * ..
  230. * .. Intrinsic Functions ..
  231. INTRINSIC MOD
  232. * ..
  233. * .. Executable Statements ..
  234. *
  235. * Test the input parameters.
  236. *
  237. INFO = 0
  238. NORMALTRANSR = LSAME( TRANSR, 'N' )
  239. LOWER = LSAME( UPLO, 'L' )
  240. IF( .NOT.NORMALTRANSR .AND. .NOT.LSAME( TRANSR, 'T' ) ) THEN
  241. INFO = -1
  242. ELSE IF( .NOT.LOWER .AND. .NOT.LSAME( UPLO, 'U' ) ) THEN
  243. INFO = -2
  244. ELSE IF( N.LT.0 ) THEN
  245. INFO = -3
  246. END IF
  247. IF( INFO.NE.0 ) THEN
  248. CALL XERBLA( 'SPFTRF', -INFO )
  249. RETURN
  250. END IF
  251. *
  252. * Quick return if possible
  253. *
  254. IF( N.EQ.0 )
  255. $ RETURN
  256. *
  257. * If N is odd, set NISODD = .TRUE.
  258. * If N is even, set K = N/2 and NISODD = .FALSE.
  259. *
  260. IF( MOD( N, 2 ).EQ.0 ) THEN
  261. K = N / 2
  262. NISODD = .FALSE.
  263. ELSE
  264. NISODD = .TRUE.
  265. END IF
  266. *
  267. * Set N1 and N2 depending on LOWER
  268. *
  269. IF( LOWER ) THEN
  270. N2 = N / 2
  271. N1 = N - N2
  272. ELSE
  273. N1 = N / 2
  274. N2 = N - N1
  275. END IF
  276. *
  277. * start execution: there are eight cases
  278. *
  279. IF( NISODD ) THEN
  280. *
  281. * N is odd
  282. *
  283. IF( NORMALTRANSR ) THEN
  284. *
  285. * N is odd and TRANSR = 'N'
  286. *
  287. IF( LOWER ) THEN
  288. *
  289. * SRPA for LOWER, NORMAL and N is odd ( a(0:n-1,0:n1-1) )
  290. * T1 -> a(0,0), T2 -> a(0,1), S -> a(n1,0)
  291. * T1 -> a(0), T2 -> a(n), S -> a(n1)
  292. *
  293. CALL SPOTRF( 'L', N1, A( 0 ), N, INFO )
  294. IF( INFO.GT.0 )
  295. $ RETURN
  296. CALL STRSM( 'R', 'L', 'T', 'N', N2, N1, ONE, A( 0 ), N,
  297. $ A( N1 ), N )
  298. CALL SSYRK( 'U', 'N', N2, N1, -ONE, A( N1 ), N, ONE,
  299. $ A( N ), N )
  300. CALL SPOTRF( 'U', N2, A( N ), N, INFO )
  301. IF( INFO.GT.0 )
  302. $ INFO = INFO + N1
  303. *
  304. ELSE
  305. *
  306. * SRPA for UPPER, NORMAL and N is odd ( a(0:n-1,0:n2-1)
  307. * T1 -> a(n1+1,0), T2 -> a(n1,0), S -> a(0,0)
  308. * T1 -> a(n2), T2 -> a(n1), S -> a(0)
  309. *
  310. CALL SPOTRF( 'L', N1, A( N2 ), N, INFO )
  311. IF( INFO.GT.0 )
  312. $ RETURN
  313. CALL STRSM( 'L', 'L', 'N', 'N', N1, N2, ONE, A( N2 ), N,
  314. $ A( 0 ), N )
  315. CALL SSYRK( 'U', 'T', N2, N1, -ONE, A( 0 ), N, ONE,
  316. $ A( N1 ), N )
  317. CALL SPOTRF( 'U', N2, A( N1 ), N, INFO )
  318. IF( INFO.GT.0 )
  319. $ INFO = INFO + N1
  320. *
  321. END IF
  322. *
  323. ELSE
  324. *
  325. * N is odd and TRANSR = 'T'
  326. *
  327. IF( LOWER ) THEN
  328. *
  329. * SRPA for LOWER, TRANSPOSE and N is odd
  330. * T1 -> A(0,0) , T2 -> A(1,0) , S -> A(0,n1)
  331. * T1 -> a(0+0) , T2 -> a(1+0) , S -> a(0+n1*n1); lda=n1
  332. *
  333. CALL SPOTRF( 'U', N1, A( 0 ), N1, INFO )
  334. IF( INFO.GT.0 )
  335. $ RETURN
  336. CALL STRSM( 'L', 'U', 'T', 'N', N1, N2, ONE, A( 0 ), N1,
  337. $ A( N1*N1 ), N1 )
  338. CALL SSYRK( 'L', 'T', N2, N1, -ONE, A( N1*N1 ), N1, ONE,
  339. $ A( 1 ), N1 )
  340. CALL SPOTRF( 'L', N2, A( 1 ), N1, INFO )
  341. IF( INFO.GT.0 )
  342. $ INFO = INFO + N1
  343. *
  344. ELSE
  345. *
  346. * SRPA for UPPER, TRANSPOSE and N is odd
  347. * T1 -> A(0,n1+1), T2 -> A(0,n1), S -> A(0,0)
  348. * T1 -> a(n2*n2), T2 -> a(n1*n2), S -> a(0); lda = n2
  349. *
  350. CALL SPOTRF( 'U', N1, A( N2*N2 ), N2, INFO )
  351. IF( INFO.GT.0 )
  352. $ RETURN
  353. CALL STRSM( 'R', 'U', 'N', 'N', N2, N1, ONE, A( N2*N2 ),
  354. $ N2, A( 0 ), N2 )
  355. CALL SSYRK( 'L', 'N', N2, N1, -ONE, A( 0 ), N2, ONE,
  356. $ A( N1*N2 ), N2 )
  357. CALL SPOTRF( 'L', N2, A( N1*N2 ), N2, INFO )
  358. IF( INFO.GT.0 )
  359. $ INFO = INFO + N1
  360. *
  361. END IF
  362. *
  363. END IF
  364. *
  365. ELSE
  366. *
  367. * N is even
  368. *
  369. IF( NORMALTRANSR ) THEN
  370. *
  371. * N is even and TRANSR = 'N'
  372. *
  373. IF( LOWER ) THEN
  374. *
  375. * SRPA for LOWER, NORMAL, and N is even ( a(0:n,0:k-1) )
  376. * T1 -> a(1,0), T2 -> a(0,0), S -> a(k+1,0)
  377. * T1 -> a(1), T2 -> a(0), S -> a(k+1)
  378. *
  379. CALL SPOTRF( 'L', K, A( 1 ), N+1, INFO )
  380. IF( INFO.GT.0 )
  381. $ RETURN
  382. CALL STRSM( 'R', 'L', 'T', 'N', K, K, ONE, A( 1 ), N+1,
  383. $ A( K+1 ), N+1 )
  384. CALL SSYRK( 'U', 'N', K, K, -ONE, A( K+1 ), N+1, ONE,
  385. $ A( 0 ), N+1 )
  386. CALL SPOTRF( 'U', K, A( 0 ), N+1, INFO )
  387. IF( INFO.GT.0 )
  388. $ INFO = INFO + K
  389. *
  390. ELSE
  391. *
  392. * SRPA for UPPER, NORMAL, and N is even ( a(0:n,0:k-1) )
  393. * T1 -> a(k+1,0) , T2 -> a(k,0), S -> a(0,0)
  394. * T1 -> a(k+1), T2 -> a(k), S -> a(0)
  395. *
  396. CALL SPOTRF( 'L', K, A( K+1 ), N+1, INFO )
  397. IF( INFO.GT.0 )
  398. $ RETURN
  399. CALL STRSM( 'L', 'L', 'N', 'N', K, K, ONE, A( K+1 ),
  400. $ N+1, A( 0 ), N+1 )
  401. CALL SSYRK( 'U', 'T', K, K, -ONE, A( 0 ), N+1, ONE,
  402. $ A( K ), N+1 )
  403. CALL SPOTRF( 'U', K, A( K ), N+1, INFO )
  404. IF( INFO.GT.0 )
  405. $ INFO = INFO + K
  406. *
  407. END IF
  408. *
  409. ELSE
  410. *
  411. * N is even and TRANSR = 'T'
  412. *
  413. IF( LOWER ) THEN
  414. *
  415. * SRPA for LOWER, TRANSPOSE and N is even (see paper)
  416. * T1 -> B(0,1), T2 -> B(0,0), S -> B(0,k+1)
  417. * T1 -> a(0+k), T2 -> a(0+0), S -> a(0+k*(k+1)); lda=k
  418. *
  419. CALL SPOTRF( 'U', K, A( 0+K ), K, INFO )
  420. IF( INFO.GT.0 )
  421. $ RETURN
  422. CALL STRSM( 'L', 'U', 'T', 'N', K, K, ONE, A( K ), N1,
  423. $ A( K*( K+1 ) ), K )
  424. CALL SSYRK( 'L', 'T', K, K, -ONE, A( K*( K+1 ) ), K, ONE,
  425. $ A( 0 ), K )
  426. CALL SPOTRF( 'L', K, A( 0 ), K, INFO )
  427. IF( INFO.GT.0 )
  428. $ INFO = INFO + K
  429. *
  430. ELSE
  431. *
  432. * SRPA for UPPER, TRANSPOSE and N is even (see paper)
  433. * T1 -> B(0,k+1), T2 -> B(0,k), S -> B(0,0)
  434. * T1 -> a(0+k*(k+1)), T2 -> a(0+k*k), S -> a(0+0)); lda=k
  435. *
  436. CALL SPOTRF( 'U', K, A( K*( K+1 ) ), K, INFO )
  437. IF( INFO.GT.0 )
  438. $ RETURN
  439. CALL STRSM( 'R', 'U', 'N', 'N', K, K, ONE,
  440. $ A( K*( K+1 ) ), K, A( 0 ), K )
  441. CALL SSYRK( 'L', 'N', K, K, -ONE, A( 0 ), K, ONE,
  442. $ A( K*K ), K )
  443. CALL SPOTRF( 'L', K, A( K*K ), K, INFO )
  444. IF( INFO.GT.0 )
  445. $ INFO = INFO + K
  446. *
  447. END IF
  448. *
  449. END IF
  450. *
  451. END IF
  452. *
  453. RETURN
  454. *
  455. * End of SPFTRF
  456. *
  457. END