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243 lines
6.9 KiB
243 lines
6.9 KiB
/* spotrf.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 integer c_n1 = -1; |
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static real c_b13 = -1.f; |
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static real c_b14 = 1.f; |
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/* Subroutine */ int spotrf_(char *uplo, integer *n, real *a, integer *lda, |
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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, i__4; |
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/* Local variables */ |
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integer j, jb, nb; |
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extern logical lsame_(char *, char *); |
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extern /* Subroutine */ int sgemm_(char *, char *, integer *, integer *, |
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integer *, real *, real *, integer *, real *, integer *, real *, |
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real *, integer *); |
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logical upper; |
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extern /* Subroutine */ int strsm_(char *, char *, char *, char *, |
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integer *, integer *, real *, real *, integer *, real *, integer * |
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), ssyrk_(char *, char *, integer |
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*, integer *, real *, real *, integer *, real *, real *, integer * |
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), spotf2_(char *, integer *, real *, integer *, |
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integer *), xerbla_(char *, integer *); |
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extern integer ilaenv_(integer *, char *, char *, integer *, integer *, |
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integer *, 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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/* SPOTRF 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**T * U, if UPLO = 'U', or */ |
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/* A = L * L**T, 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 block version of the algorithm, calling Level 3 BLAS. */ |
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/* Arguments */ |
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/* ========= */ |
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/* UPLO (input) CHARACTER*1 */ |
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/* = 'U': Upper triangle of A is stored; */ |
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/* = 'L': Lower triangle of A is stored. */ |
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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) REAL 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**T*U or A = L*L**T. */ |
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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 = -i, the i-th argument had an illegal value */ |
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/* > 0: if INFO = i, the leading minor of order i 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_("SPOTRF", &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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/* Determine the block size for this environment. */ |
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nb = ilaenv_(&c__1, "SPOTRF", uplo, n, &c_n1, &c_n1, &c_n1); |
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if (nb <= 1 || nb >= *n) { |
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/* Use unblocked code. */ |
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spotf2_(uplo, n, &a[a_offset], lda, info); |
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} else { |
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/* Use blocked code. */ |
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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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i__2 = nb; |
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for (j = 1; i__2 < 0 ? j >= i__1 : j <= i__1; j += i__2) { |
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/* Update and factorize the current diagonal block and test */ |
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/* for non-positive-definiteness. */ |
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/* Computing MIN */ |
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i__3 = nb, i__4 = *n - j + 1; |
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jb = min(i__3,i__4); |
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i__3 = j - 1; |
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ssyrk_("Upper", "Transpose", &jb, &i__3, &c_b13, &a[j * |
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a_dim1 + 1], lda, &c_b14, &a[j + j * a_dim1], lda); |
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spotf2_("Upper", &jb, &a[j + j * a_dim1], lda, info); |
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if (*info != 0) { |
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goto L30; |
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} |
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if (j + jb <= *n) { |
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/* Compute the current block row. */ |
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i__3 = *n - j - jb + 1; |
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i__4 = j - 1; |
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sgemm_("Transpose", "No transpose", &jb, &i__3, &i__4, & |
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c_b13, &a[j * a_dim1 + 1], lda, &a[(j + jb) * |
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a_dim1 + 1], lda, &c_b14, &a[j + (j + jb) * |
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a_dim1], lda); |
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i__3 = *n - j - jb + 1; |
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strsm_("Left", "Upper", "Transpose", "Non-unit", &jb, & |
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i__3, &c_b14, &a[j + j * a_dim1], lda, &a[j + (j |
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+ jb) * 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__2 = *n; |
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i__1 = nb; |
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for (j = 1; i__1 < 0 ? j >= i__2 : j <= i__2; j += i__1) { |
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/* Update and factorize the current diagonal block and test */ |
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/* for non-positive-definiteness. */ |
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/* Computing MIN */ |
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i__3 = nb, i__4 = *n - j + 1; |
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jb = min(i__3,i__4); |
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i__3 = j - 1; |
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ssyrk_("Lower", "No transpose", &jb, &i__3, &c_b13, &a[j + |
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a_dim1], lda, &c_b14, &a[j + j * a_dim1], lda); |
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spotf2_("Lower", &jb, &a[j + j * a_dim1], lda, info); |
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if (*info != 0) { |
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goto L30; |
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} |
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if (j + jb <= *n) { |
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/* Compute the current block column. */ |
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i__3 = *n - j - jb + 1; |
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i__4 = j - 1; |
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sgemm_("No transpose", "Transpose", &i__3, &jb, &i__4, & |
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c_b13, &a[j + jb + a_dim1], lda, &a[j + a_dim1], |
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lda, &c_b14, &a[j + jb + j * a_dim1], lda); |
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i__3 = *n - j - jb + 1; |
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strsm_("Right", "Lower", "Transpose", "Non-unit", &i__3, & |
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jb, &c_b14, &a[j + j * a_dim1], lda, &a[j + jb + |
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j * a_dim1], lda); |
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} |
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/* L20: */ |
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} |
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} |
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} |
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goto L40; |
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L30: |
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*info = *info + j - 1; |
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L40: |
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return 0; |
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/* End of SPOTRF */ |
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} /* spotrf_ */
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