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224 lines
6.0 KiB
224 lines
6.0 KiB
/* dpotf2.f -- translated by f2c (version 20061008). |
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You must link the resulting object file with libf2c: |
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on Microsoft Windows system, link with libf2c.lib; |
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on Linux or Unix systems, link with .../path/to/libf2c.a -lm |
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or, if you install libf2c.a in a standard place, with -lf2c -lm |
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-- in that order, at the end of the command line, as in |
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cc *.o -lf2c -lm |
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Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., |
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http://www.netlib.org/f2c/libf2c.zip |
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*/ |
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#include "clapack.h" |
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/* Table of constant values */ |
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static integer c__1 = 1; |
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static doublereal c_b10 = -1.; |
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static doublereal c_b12 = 1.; |
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/* Subroutine */ int dpotf2_(char *uplo, integer *n, doublereal *a, integer * |
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lda, integer *info) |
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{ |
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/* System generated locals */ |
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integer a_dim1, a_offset, i__1, i__2, i__3; |
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doublereal d__1; |
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/* Builtin functions */ |
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double sqrt(doublereal); |
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/* Local variables */ |
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integer j; |
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doublereal ajj; |
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extern doublereal ddot_(integer *, doublereal *, integer *, doublereal *, |
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integer *); |
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extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *, |
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integer *); |
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extern logical lsame_(char *, char *); |
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extern /* Subroutine */ int dgemv_(char *, integer *, integer *, |
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doublereal *, doublereal *, integer *, doublereal *, integer *, |
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doublereal *, doublereal *, integer *); |
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logical upper; |
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extern logical disnan_(doublereal *); |
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extern /* Subroutine */ int xerbla_(char *, integer *); |
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/* -- LAPACK routine (version 3.2) -- */ |
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/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ |
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/* November 2006 */ |
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/* .. Scalar Arguments .. */ |
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/* .. */ |
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/* .. Array Arguments .. */ |
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/* .. */ |
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/* Purpose */ |
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/* ======= */ |
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/* DPOTF2 computes the Cholesky factorization of a real symmetric */ |
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/* positive definite matrix A. */ |
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/* The factorization has the form */ |
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/* A = U' * U , if UPLO = 'U', or */ |
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/* A = L * L', if UPLO = 'L', */ |
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/* where U is an upper triangular matrix and L is lower triangular. */ |
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/* This is the unblocked version of the algorithm, calling Level 2 BLAS. */ |
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/* Arguments */ |
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/* ========= */ |
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/* UPLO (input) CHARACTER*1 */ |
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/* Specifies whether the upper or lower triangular part of the */ |
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/* symmetric matrix A is stored. */ |
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/* = 'U': Upper triangular */ |
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/* = 'L': Lower triangular */ |
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/* N (input) INTEGER */ |
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/* The order of the matrix A. N >= 0. */ |
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/* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) */ |
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/* On entry, the symmetric matrix A. If UPLO = 'U', the leading */ |
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/* n by n upper triangular part of A contains the upper */ |
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/* triangular part of the matrix A, and the strictly lower */ |
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/* triangular part of A is not referenced. If UPLO = 'L', the */ |
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/* leading n by n lower triangular part of A contains the lower */ |
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/* triangular part of the matrix A, and the strictly upper */ |
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/* triangular part of A is not referenced. */ |
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/* On exit, if INFO = 0, the factor U or L from the Cholesky */ |
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/* factorization A = U'*U or A = L*L'. */ |
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/* LDA (input) INTEGER */ |
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/* The leading dimension of the array A. LDA >= max(1,N). */ |
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/* INFO (output) INTEGER */ |
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/* = 0: successful exit */ |
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/* < 0: if INFO = -k, the k-th argument had an illegal value */ |
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/* > 0: if INFO = k, the leading minor of order k is not */ |
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/* positive definite, and the factorization could not be */ |
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/* completed. */ |
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/* ===================================================================== */ |
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/* .. Parameters .. */ |
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/* .. */ |
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/* .. Local Scalars .. */ |
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/* .. */ |
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/* .. External Functions .. */ |
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/* .. */ |
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/* .. External Subroutines .. */ |
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/* .. */ |
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/* .. Intrinsic Functions .. */ |
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/* .. */ |
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/* .. Executable Statements .. */ |
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/* Test the input parameters. */ |
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/* Parameter adjustments */ |
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a_dim1 = *lda; |
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a_offset = 1 + a_dim1; |
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a -= a_offset; |
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/* Function Body */ |
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*info = 0; |
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upper = lsame_(uplo, "U"); |
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if (! upper && ! lsame_(uplo, "L")) { |
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*info = -1; |
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} else if (*n < 0) { |
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*info = -2; |
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} else if (*lda < max(1,*n)) { |
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*info = -4; |
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} |
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if (*info != 0) { |
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i__1 = -(*info); |
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xerbla_("DPOTF2", &i__1); |
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return 0; |
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} |
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/* Quick return if possible */ |
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if (*n == 0) { |
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return 0; |
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} |
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if (upper) { |
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/* Compute the Cholesky factorization A = U'*U. */ |
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i__1 = *n; |
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for (j = 1; j <= i__1; ++j) { |
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/* Compute U(J,J) and test for non-positive-definiteness. */ |
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i__2 = j - 1; |
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ajj = a[j + j * a_dim1] - ddot_(&i__2, &a[j * a_dim1 + 1], &c__1, |
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&a[j * a_dim1 + 1], &c__1); |
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if (ajj <= 0. || disnan_(&ajj)) { |
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a[j + j * a_dim1] = ajj; |
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goto L30; |
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} |
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ajj = sqrt(ajj); |
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a[j + j * a_dim1] = ajj; |
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/* Compute elements J+1:N of row J. */ |
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if (j < *n) { |
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i__2 = j - 1; |
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i__3 = *n - j; |
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dgemv_("Transpose", &i__2, &i__3, &c_b10, &a[(j + 1) * a_dim1 |
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+ 1], lda, &a[j * a_dim1 + 1], &c__1, &c_b12, &a[j + ( |
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j + 1) * a_dim1], lda); |
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i__2 = *n - j; |
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d__1 = 1. / ajj; |
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dscal_(&i__2, &d__1, &a[j + (j + 1) * a_dim1], lda); |
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} |
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/* L10: */ |
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} |
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} else { |
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/* Compute the Cholesky factorization A = L*L'. */ |
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i__1 = *n; |
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for (j = 1; j <= i__1; ++j) { |
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/* Compute L(J,J) and test for non-positive-definiteness. */ |
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i__2 = j - 1; |
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ajj = a[j + j * a_dim1] - ddot_(&i__2, &a[j + a_dim1], lda, &a[j |
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+ a_dim1], lda); |
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if (ajj <= 0. || disnan_(&ajj)) { |
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a[j + j * a_dim1] = ajj; |
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goto L30; |
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} |
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ajj = sqrt(ajj); |
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a[j + j * a_dim1] = ajj; |
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/* Compute elements J+1:N of column J. */ |
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if (j < *n) { |
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i__2 = *n - j; |
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i__3 = j - 1; |
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dgemv_("No transpose", &i__2, &i__3, &c_b10, &a[j + 1 + |
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a_dim1], lda, &a[j + a_dim1], lda, &c_b12, &a[j + 1 + |
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j * a_dim1], &c__1); |
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i__2 = *n - j; |
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d__1 = 1. / ajj; |
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dscal_(&i__2, &d__1, &a[j + 1 + j * a_dim1], &c__1); |
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} |
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/* L20: */ |
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} |
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} |
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goto L40; |
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L30: |
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*info = j; |
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L40: |
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return 0; |
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/* End of DPOTF2 */ |
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} /* dpotf2_ */
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