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- #include <math.h>
- #include <stdlib.h>
- #include <string.h>
- #include <stdio.h>
- #include <complex.h>
- #ifdef complex
- #undef complex
- #endif
- #ifdef I
- #undef I
- #endif
-
- #if defined(_WIN64)
- typedef long long BLASLONG;
- typedef unsigned long long BLASULONG;
- #else
- typedef long BLASLONG;
- typedef unsigned long BLASULONG;
- #endif
-
- #ifdef LAPACK_ILP64
- typedef BLASLONG blasint;
- #if defined(_WIN64)
- #define blasabs(x) llabs(x)
- #else
- #define blasabs(x) labs(x)
- #endif
- #else
- typedef int blasint;
- #define blasabs(x) abs(x)
- #endif
-
- typedef blasint integer;
-
- typedef unsigned int uinteger;
- typedef char *address;
- typedef short int shortint;
- typedef float real;
- typedef double doublereal;
- typedef struct { real r, i; } complex;
- typedef struct { doublereal r, i; } doublecomplex;
- #ifdef _MSC_VER
- static inline _Fcomplex Cf(complex *z) {_Fcomplex zz={z->r , z->i}; return zz;}
- static inline _Dcomplex Cd(doublecomplex *z) {_Dcomplex zz={z->r , z->i};return zz;}
- static inline _Fcomplex * _pCf(complex *z) {return (_Fcomplex*)z;}
- static inline _Dcomplex * _pCd(doublecomplex *z) {return (_Dcomplex*)z;}
- #else
- static inline _Complex float Cf(complex *z) {return z->r + z->i*_Complex_I;}
- static inline _Complex double Cd(doublecomplex *z) {return z->r + z->i*_Complex_I;}
- static inline _Complex float * _pCf(complex *z) {return (_Complex float*)z;}
- static inline _Complex double * _pCd(doublecomplex *z) {return (_Complex double*)z;}
- #endif
- #define pCf(z) (*_pCf(z))
- #define pCd(z) (*_pCd(z))
- typedef blasint logical;
-
- typedef char logical1;
- typedef char integer1;
-
- #define TRUE_ (1)
- #define FALSE_ (0)
-
- /* Extern is for use with -E */
- #ifndef Extern
- #define Extern extern
- #endif
-
- /* I/O stuff */
-
- typedef int flag;
- typedef int ftnlen;
- typedef int ftnint;
-
- /*external read, write*/
- typedef struct
- { flag cierr;
- ftnint ciunit;
- flag ciend;
- char *cifmt;
- ftnint cirec;
- } cilist;
-
- /*internal read, write*/
- typedef struct
- { flag icierr;
- char *iciunit;
- flag iciend;
- char *icifmt;
- ftnint icirlen;
- ftnint icirnum;
- } icilist;
-
- /*open*/
- typedef struct
- { flag oerr;
- ftnint ounit;
- char *ofnm;
- ftnlen ofnmlen;
- char *osta;
- char *oacc;
- char *ofm;
- ftnint orl;
- char *oblnk;
- } olist;
-
- /*close*/
- typedef struct
- { flag cerr;
- ftnint cunit;
- char *csta;
- } cllist;
-
- /*rewind, backspace, endfile*/
- typedef struct
- { flag aerr;
- ftnint aunit;
- } alist;
-
- /* inquire */
- typedef struct
- { flag inerr;
- ftnint inunit;
- char *infile;
- ftnlen infilen;
- ftnint *inex; /*parameters in standard's order*/
- ftnint *inopen;
- ftnint *innum;
- ftnint *innamed;
- char *inname;
- ftnlen innamlen;
- char *inacc;
- ftnlen inacclen;
- char *inseq;
- ftnlen inseqlen;
- char *indir;
- ftnlen indirlen;
- char *infmt;
- ftnlen infmtlen;
- char *inform;
- ftnint informlen;
- char *inunf;
- ftnlen inunflen;
- ftnint *inrecl;
- ftnint *innrec;
- char *inblank;
- ftnlen inblanklen;
- } inlist;
-
- #define VOID void
-
- union Multitype { /* for multiple entry points */
- integer1 g;
- shortint h;
- integer i;
- /* longint j; */
- real r;
- doublereal d;
- complex c;
- doublecomplex z;
- };
-
- typedef union Multitype Multitype;
-
- struct Vardesc { /* for Namelist */
- char *name;
- char *addr;
- ftnlen *dims;
- int type;
- };
- typedef struct Vardesc Vardesc;
-
- struct Namelist {
- char *name;
- Vardesc **vars;
- int nvars;
- };
- typedef struct Namelist Namelist;
-
- #define abs(x) ((x) >= 0 ? (x) : -(x))
- #define dabs(x) (fabs(x))
- #define f2cmin(a,b) ((a) <= (b) ? (a) : (b))
- #define f2cmax(a,b) ((a) >= (b) ? (a) : (b))
- #define dmin(a,b) (f2cmin(a,b))
- #define dmax(a,b) (f2cmax(a,b))
- #define bit_test(a,b) ((a) >> (b) & 1)
- #define bit_clear(a,b) ((a) & ~((uinteger)1 << (b)))
- #define bit_set(a,b) ((a) | ((uinteger)1 << (b)))
-
- #define abort_() { sig_die("Fortran abort routine called", 1); }
- #define c_abs(z) (cabsf(Cf(z)))
- #define c_cos(R,Z) { pCf(R)=ccos(Cf(Z)); }
- #ifdef _MSC_VER
- #define c_div(c, a, b) {Cf(c)._Val[0] = (Cf(a)._Val[0]/Cf(b)._Val[0]); Cf(c)._Val[1]=(Cf(a)._Val[1]/Cf(b)._Val[1]);}
- #define z_div(c, a, b) {Cd(c)._Val[0] = (Cd(a)._Val[0]/Cd(b)._Val[0]); Cd(c)._Val[1]=(Cd(a)._Val[1]/df(b)._Val[1]);}
- #else
- #define c_div(c, a, b) {pCf(c) = Cf(a)/Cf(b);}
- #define z_div(c, a, b) {pCd(c) = Cd(a)/Cd(b);}
- #endif
- #define c_exp(R, Z) {pCf(R) = cexpf(Cf(Z));}
- #define c_log(R, Z) {pCf(R) = clogf(Cf(Z));}
- #define c_sin(R, Z) {pCf(R) = csinf(Cf(Z));}
- //#define c_sqrt(R, Z) {*(R) = csqrtf(Cf(Z));}
- #define c_sqrt(R, Z) {pCf(R) = csqrtf(Cf(Z));}
- #define d_abs(x) (fabs(*(x)))
- #define d_acos(x) (acos(*(x)))
- #define d_asin(x) (asin(*(x)))
- #define d_atan(x) (atan(*(x)))
- #define d_atn2(x, y) (atan2(*(x),*(y)))
- #define d_cnjg(R, Z) { pCd(R) = conj(Cd(Z)); }
- #define r_cnjg(R, Z) { pCf(R) = conjf(Cf(Z)); }
- #define d_cos(x) (cos(*(x)))
- #define d_cosh(x) (cosh(*(x)))
- #define d_dim(__a, __b) ( *(__a) > *(__b) ? *(__a) - *(__b) : 0.0 )
- #define d_exp(x) (exp(*(x)))
- #define d_imag(z) (cimag(Cd(z)))
- #define r_imag(z) (cimagf(Cf(z)))
- #define d_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
- #define r_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
- #define d_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
- #define r_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
- #define d_log(x) (log(*(x)))
- #define d_mod(x, y) (fmod(*(x), *(y)))
- #define u_nint(__x) ((__x)>=0 ? floor((__x) + .5) : -floor(.5 - (__x)))
- #define d_nint(x) u_nint(*(x))
- #define u_sign(__a,__b) ((__b) >= 0 ? ((__a) >= 0 ? (__a) : -(__a)) : -((__a) >= 0 ? (__a) : -(__a)))
- #define d_sign(a,b) u_sign(*(a),*(b))
- #define r_sign(a,b) u_sign(*(a),*(b))
- #define d_sin(x) (sin(*(x)))
- #define d_sinh(x) (sinh(*(x)))
- #define d_sqrt(x) (sqrt(*(x)))
- #define d_tan(x) (tan(*(x)))
- #define d_tanh(x) (tanh(*(x)))
- #define i_abs(x) abs(*(x))
- #define i_dnnt(x) ((integer)u_nint(*(x)))
- #define i_len(s, n) (n)
- #define i_nint(x) ((integer)u_nint(*(x)))
- #define i_sign(a,b) ((integer)u_sign((integer)*(a),(integer)*(b)))
- #define s_cat(lpp, rpp, rnp, np, llp) { ftnlen i, nc, ll; char *f__rp, *lp; ll = (llp); lp = (lpp); for(i=0; i < (int)*(np); ++i) { nc = ll; if((rnp)[i] < nc) nc = (rnp)[i]; ll -= nc; f__rp = (rpp)[i]; while(--nc >= 0) *lp++ = *(f__rp)++; } while(--ll >= 0) *lp++ = ' '; }
- #define s_cmp(a,b,c,d) ((integer)strncmp((a),(b),f2cmin((c),(d))))
- #define s_copy(A,B,C,D) { int __i,__m; for (__i=0, __m=f2cmin((C),(D)); __i<__m && (B)[__i] != 0; ++__i) (A)[__i] = (B)[__i]; }
- #define sig_die(s, kill) { exit(1); }
- #define s_stop(s, n) {exit(0);}
- #define z_abs(z) (cabs(Cd(z)))
- #define z_exp(R, Z) {pCd(R) = cexp(Cd(Z));}
- #define z_sqrt(R, Z) {pCd(R) = csqrt(Cd(Z));}
- #define myexit_() break;
- #define mycycle() continue;
- #define myceiling(w) {ceil(w)}
- #define myhuge(w) {HUGE_VAL}
- //#define mymaxloc_(w,s,e,n) {if (sizeof(*(w)) == sizeof(double)) dmaxloc_((w),*(s),*(e),n); else dmaxloc_((w),*(s),*(e),n);}
- #define mymaxloc(w,s,e,n) {dmaxloc_(w,*(s),*(e),n)}
-
-
- /* -- translated by f2c (version 20000121).
- You must link the resulting object file with the libraries:
- -lf2c -lm (in that order)
- */
-
-
-
-
- /* Table of constant values */
-
- static real c_b9 = 1.f;
- static real c_b11 = -1.f;
-
- /* > \brief \b SPOTRF2 */
-
- /* =========== DOCUMENTATION =========== */
-
- /* Online html documentation available at */
- /* http://www.netlib.org/lapack/explore-html/ */
-
- /* Definition: */
- /* =========== */
-
- /* SUBROUTINE SPOTRF2( UPLO, N, A, LDA, INFO ) */
-
- /* CHARACTER UPLO */
- /* INTEGER INFO, LDA, N */
- /* REAL A( LDA, * ) */
-
-
- /* > \par Purpose: */
- /* ============= */
- /* > */
- /* > \verbatim */
- /* > */
- /* > SPOTRF2 computes the Cholesky factorization of a real symmetric */
- /* > positive definite matrix A using the recursive algorithm. */
- /* > */
- /* > The factorization has the form */
- /* > A = U**T * U, if UPLO = 'U', or */
- /* > A = L * L**T, if UPLO = 'L', */
- /* > where U is an upper triangular matrix and L is lower triangular. */
- /* > */
- /* > This is the recursive version of the algorithm. It divides */
- /* > the matrix into four submatrices: */
- /* > */
- /* > [ A11 | A12 ] where A11 is n1 by n1 and A22 is n2 by n2 */
- /* > A = [ -----|----- ] with n1 = n/2 */
- /* > [ A21 | A22 ] n2 = n-n1 */
- /* > */
- /* > The subroutine calls itself to factor A11. Update and scale A21 */
- /* > or A12, update A22 then call itself to factor A22. */
- /* > */
- /* > \endverbatim */
-
- /* Arguments: */
- /* ========== */
-
- /* > \param[in] UPLO */
- /* > \verbatim */
- /* > UPLO is CHARACTER*1 */
- /* > = 'U': Upper triangle of A is stored; */
- /* > = 'L': Lower triangle of A is stored. */
- /* > \endverbatim */
- /* > */
- /* > \param[in] N */
- /* > \verbatim */
- /* > N is INTEGER */
- /* > The order of the matrix A. N >= 0. */
- /* > \endverbatim */
- /* > */
- /* > \param[in,out] A */
- /* > \verbatim */
- /* > A is REAL array, dimension (LDA,N) */
- /* > On entry, the symmetric matrix A. If UPLO = 'U', the leading */
- /* > N-by-N upper triangular part of A contains the upper */
- /* > triangular part of the matrix A, and the strictly lower */
- /* > triangular part of A is not referenced. If UPLO = 'L', the */
- /* > leading N-by-N lower triangular part of A contains the lower */
- /* > triangular part of the matrix A, and the strictly upper */
- /* > triangular part of A is not referenced. */
- /* > */
- /* > On exit, if INFO = 0, the factor U or L from the Cholesky */
- /* > factorization A = U**T*U or A = L*L**T. */
- /* > \endverbatim */
- /* > */
- /* > \param[in] LDA */
- /* > \verbatim */
- /* > LDA is INTEGER */
- /* > The leading dimension of the array A. LDA >= f2cmax(1,N). */
- /* > \endverbatim */
- /* > */
- /* > \param[out] INFO */
- /* > \verbatim */
- /* > INFO is INTEGER */
- /* > = 0: successful exit */
- /* > < 0: if INFO = -i, the i-th argument had an illegal value */
- /* > > 0: if INFO = i, the leading minor of order i is not */
- /* > positive definite, and the factorization could not be */
- /* > completed. */
- /* > \endverbatim */
-
- /* Authors: */
- /* ======== */
-
- /* > \author Univ. of Tennessee */
- /* > \author Univ. of California Berkeley */
- /* > \author Univ. of Colorado Denver */
- /* > \author NAG Ltd. */
-
- /* > \date November 2017 */
-
- /* > \ingroup realPOcomputational */
-
- /* ===================================================================== */
- /* Subroutine */ void spotrf2_(char *uplo, integer *n, real *a, integer *lda,
- integer *info)
- {
- /* System generated locals */
- integer a_dim1, a_offset, i__1;
-
- /* Local variables */
- extern logical lsame_(char *, char *);
- integer iinfo;
- logical upper;
- integer n1, n2;
- extern /* Subroutine */ void strsm_(char *, char *, char *, char *,
- integer *, integer *, real *, real *, integer *, real *, integer *
- ), ssyrk_(char *, char *, integer
- *, integer *, real *, real *, integer *, real *, real *, integer *
- );
- extern int xerbla_(char *, integer *, ftnlen);
- extern logical sisnan_(real *);
-
-
- /* -- LAPACK computational routine (version 3.8.0) -- */
- /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
- /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
- /* November 2017 */
-
-
- /* ===================================================================== */
-
-
- /* Test the input parameters */
-
- /* Parameter adjustments */
- a_dim1 = *lda;
- a_offset = 1 + a_dim1 * 1;
- a -= a_offset;
-
- /* Function Body */
- *info = 0;
- upper = lsame_(uplo, "U");
- if (! upper && ! lsame_(uplo, "L")) {
- *info = -1;
- } else if (*n < 0) {
- *info = -2;
- } else if (*lda < f2cmax(1,*n)) {
- *info = -4;
- }
- if (*info != 0) {
- i__1 = -(*info);
- xerbla_("SPOTRF2", &i__1, (ftnlen)7);
- return;
- }
-
- /* Quick return if possible */
-
- if (*n == 0) {
- return;
- }
-
- /* N=1 case */
-
- if (*n == 1) {
-
- /* Test for non-positive-definiteness */
-
- if (a[a_dim1 + 1] <= 0.f || sisnan_(&a[a_dim1 + 1])) {
- *info = 1;
- return;
- }
-
- /* Factor */
-
- a[a_dim1 + 1] = sqrt(a[a_dim1 + 1]);
-
- /* Use recursive code */
-
- } else {
- n1 = *n / 2;
- n2 = *n - n1;
-
- /* Factor A11 */
-
- spotrf2_(uplo, &n1, &a[a_dim1 + 1], lda, &iinfo);
- if (iinfo != 0) {
- *info = iinfo;
- return;
- }
-
- /* Compute the Cholesky factorization A = U**T*U */
-
- if (upper) {
-
- /* Update and scale A12 */
-
- strsm_("L", "U", "T", "N", &n1, &n2, &c_b9, &a[a_dim1 + 1], lda, &
- a[(n1 + 1) * a_dim1 + 1], lda);
-
- /* Update and factor A22 */
-
- ssyrk_(uplo, "T", &n2, &n1, &c_b11, &a[(n1 + 1) * a_dim1 + 1],
- lda, &c_b9, &a[n1 + 1 + (n1 + 1) * a_dim1], lda);
- spotrf2_(uplo, &n2, &a[n1 + 1 + (n1 + 1) * a_dim1], lda, &iinfo);
- if (iinfo != 0) {
- *info = iinfo + n1;
- return;
- }
-
- /* Compute the Cholesky factorization A = L*L**T */
-
- } else {
-
- /* Update and scale A21 */
-
- strsm_("R", "L", "T", "N", &n2, &n1, &c_b9, &a[a_dim1 + 1], lda, &
- a[n1 + 1 + a_dim1], lda);
-
- /* Update and factor A22 */
-
- ssyrk_(uplo, "N", &n2, &n1, &c_b11, &a[n1 + 1 + a_dim1], lda, &
- c_b9, &a[n1 + 1 + (n1 + 1) * a_dim1], lda);
- spotrf2_(uplo, &n2, &a[n1 + 1 + (n1 + 1) * a_dim1], lda, &iinfo);
- if (iinfo != 0) {
- *info = iinfo + n1;
- return;
- }
- }
- }
- return;
-
- /* End of SPOTRF2 */
-
- } /* spotrf2_ */
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