|
- *> \brief \b ZPPTRF
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download ZPPTRF + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zpptrf.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zpptrf.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zpptrf.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE ZPPTRF( UPLO, N, AP, INFO )
- *
- * .. Scalar Arguments ..
- * CHARACTER UPLO
- * INTEGER INFO, N
- * ..
- * .. Array Arguments ..
- * COMPLEX*16 AP( * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> ZPPTRF computes the Cholesky factorization of a complex Hermitian
- *> positive definite matrix A stored in packed format.
- *>
- *> The factorization has the form
- *> A = U**H * U, if UPLO = 'U', or
- *> A = L * L**H, if UPLO = 'L',
- *> where U is an upper triangular matrix and L is lower triangular.
- *> \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] AP
- *> \verbatim
- *> AP is COMPLEX*16 array, dimension (N*(N+1)/2)
- *> On entry, the upper or lower triangle of the Hermitian matrix
- *> A, packed columnwise in a linear array. The j-th column of A
- *> is stored in the array AP as follows:
- *> if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
- *> if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
- *> See below for further details.
- *>
- *> On exit, if INFO = 0, the triangular factor U or L from the
- *> Cholesky factorization A = U**H*U or A = L*L**H, in the same
- *> storage format as A.
- *> \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 principal minor of order i
- *> is not positive, 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.
- *
- *> \ingroup complex16OTHERcomputational
- *
- *> \par Further Details:
- * =====================
- *>
- *> \verbatim
- *>
- *> The packed storage scheme is illustrated by the following example
- *> when N = 4, UPLO = 'U':
- *>
- *> Two-dimensional storage of the Hermitian matrix A:
- *>
- *> a11 a12 a13 a14
- *> a22 a23 a24
- *> a33 a34 (aij = conjg(aji))
- *> a44
- *>
- *> Packed storage of the upper triangle of A:
- *>
- *> AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]
- *> \endverbatim
- *>
- * =====================================================================
- SUBROUTINE ZPPTRF( UPLO, N, AP, INFO )
- *
- * -- LAPACK computational routine --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- *
- * .. Scalar Arguments ..
- CHARACTER UPLO
- INTEGER INFO, N
- * ..
- * .. Array Arguments ..
- COMPLEX*16 AP( * )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- DOUBLE PRECISION ZERO, ONE
- PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
- * ..
- * .. Local Scalars ..
- LOGICAL UPPER
- INTEGER J, JC, JJ
- DOUBLE PRECISION AJJ
- * ..
- * .. External Functions ..
- LOGICAL LSAME
- COMPLEX*16 ZDOTC
- EXTERNAL LSAME, ZDOTC
- * ..
- * .. External Subroutines ..
- EXTERNAL XERBLA, ZDSCAL, ZHPR, ZTPSV
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC DBLE, SQRT
- * ..
- * .. Executable Statements ..
- *
- * Test the input parameters.
- *
- INFO = 0
- UPPER = LSAME( UPLO, 'U' )
- IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
- INFO = -1
- ELSE IF( N.LT.0 ) THEN
- INFO = -2
- END IF
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'ZPPTRF', -INFO )
- RETURN
- END IF
- *
- * Quick return if possible
- *
- IF( N.EQ.0 )
- $ RETURN
- *
- IF( UPPER ) THEN
- *
- * Compute the Cholesky factorization A = U**H * U.
- *
- JJ = 0
- DO 10 J = 1, N
- JC = JJ + 1
- JJ = JJ + J
- *
- * Compute elements 1:J-1 of column J.
- *
- IF( J.GT.1 )
- $ CALL ZTPSV( 'Upper', 'Conjugate transpose', 'Non-unit',
- $ J-1, AP, AP( JC ), 1 )
- *
- * Compute U(J,J) and test for non-positive-definiteness.
- *
- AJJ = DBLE( AP( JJ ) ) - DBLE( ZDOTC( J-1,
- $ AP( JC ), 1, AP( JC ), 1 ) )
- IF( AJJ.LE.ZERO ) THEN
- AP( JJ ) = AJJ
- GO TO 30
- END IF
- AP( JJ ) = SQRT( AJJ )
- 10 CONTINUE
- ELSE
- *
- * Compute the Cholesky factorization A = L * L**H.
- *
- JJ = 1
- DO 20 J = 1, N
- *
- * Compute L(J,J) and test for non-positive-definiteness.
- *
- AJJ = DBLE( AP( JJ ) )
- IF( AJJ.LE.ZERO ) THEN
- AP( JJ ) = AJJ
- GO TO 30
- END IF
- AJJ = SQRT( AJJ )
- AP( JJ ) = AJJ
- *
- * Compute elements J+1:N of column J and update the trailing
- * submatrix.
- *
- IF( J.LT.N ) THEN
- CALL ZDSCAL( N-J, ONE / AJJ, AP( JJ+1 ), 1 )
- CALL ZHPR( 'Lower', N-J, -ONE, AP( JJ+1 ), 1,
- $ AP( JJ+N-J+1 ) )
- JJ = JJ + N - J + 1
- END IF
- 20 CONTINUE
- END IF
- GO TO 40
- *
- 30 CONTINUE
- INFO = J
- *
- 40 CONTINUE
- RETURN
- *
- * End of ZPPTRF
- *
- END
|