#include "blaswrap.h" #include "f2c.h" /* Subroutine */ int dpotf2_(char *uplo, integer *n, doublereal *a, integer * lda, integer *info) { /* -- LAPACK routine (version 3.1) -- Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. November 2006 Purpose ======= DPOTF2 computes the Cholesky factorization of a real symmetric positive definite matrix A. The factorization has the form A = U' * U , if UPLO = 'U', or A = L * L', if UPLO = 'L', where U is an upper triangular matrix and L is lower triangular. This is the unblocked version of the algorithm, calling Level 2 BLAS. Arguments ========= UPLO (input) CHARACTER*1 Specifies whether the upper or lower triangular part of the symmetric matrix A is stored. = 'U': Upper triangular = 'L': Lower triangular N (input) INTEGER The order of the matrix A. N >= 0. A (input/output) DOUBLE PRECISION 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'*U or A = L*L'. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). INFO (output) INTEGER = 0: successful exit < 0: if INFO = -k, the k-th argument had an illegal value > 0: if INFO = k, the leading minor of order k is not positive definite, and the factorization could not be completed. ===================================================================== Test the input parameters. Parameter adjustments */ /* Table of constant values */ static integer c__1 = 1; static doublereal c_b10 = -1.; static doublereal c_b12 = 1.; /* System generated locals */ integer a_dim1, a_offset, i__1, i__2, i__3; doublereal d__1; /* Builtin functions */ double sqrt(doublereal); /* Local variables */ static integer j; static doublereal ajj; extern doublereal ddot_(integer *, doublereal *, integer *, doublereal *, integer *); extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *, integer *); extern logical lsame_(char *, char *); extern /* Subroutine */ int dgemv_(char *, integer *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *); static logical upper; extern /* Subroutine */ int xerbla_(char *, integer *); a_dim1 = *lda; a_offset = 1 + a_dim1; 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 < max(1,*n)) { *info = -4; } if (*info != 0) { i__1 = -(*info); xerbla_("DPOTF2", &i__1); return 0; } /* Quick return if possible */ if (*n == 0) { return 0; } if (upper) { /* Compute the Cholesky factorization A = U'*U. */ i__1 = *n; for (j = 1; j <= i__1; ++j) { /* Compute U(J,J) and test for non-positive-definiteness. */ i__2 = j - 1; ajj = a[j + j * a_dim1] - ddot_(&i__2, &a[j * a_dim1 + 1], &c__1, &a[j * a_dim1 + 1], &c__1); if (ajj <= 0.) { a[j + j * a_dim1] = ajj; goto L30; } ajj = sqrt(ajj); a[j + j * a_dim1] = ajj; /* Compute elements J+1:N of row J. */ if (j < *n) { i__2 = j - 1; i__3 = *n - j; dgemv_("Transpose", &i__2, &i__3, &c_b10, &a[(j + 1) * a_dim1 + 1], lda, &a[j * a_dim1 + 1], &c__1, &c_b12, &a[j + ( j + 1) * a_dim1], lda); i__2 = *n - j; d__1 = 1. / ajj; dscal_(&i__2, &d__1, &a[j + (j + 1) * a_dim1], lda); } /* L10: */ } } else { /* Compute the Cholesky factorization A = L*L'. */ i__1 = *n; for (j = 1; j <= i__1; ++j) { /* Compute L(J,J) and test for non-positive-definiteness. */ i__2 = j - 1; ajj = a[j + j * a_dim1] - ddot_(&i__2, &a[j + a_dim1], lda, &a[j + a_dim1], lda); if (ajj <= 0.) { a[j + j * a_dim1] = ajj; goto L30; } ajj = sqrt(ajj); a[j + j * a_dim1] = ajj; /* Compute elements J+1:N of column J. */ if (j < *n) { i__2 = *n - j; i__3 = j - 1; dgemv_("No transpose", &i__2, &i__3, &c_b10, &a[j + 1 + a_dim1], lda, &a[j + a_dim1], lda, &c_b12, &a[j + 1 + j * a_dim1], &c__1); i__2 = *n - j; d__1 = 1. / ajj; dscal_(&i__2, &d__1, &a[j + 1 + j * a_dim1], &c__1); } /* L20: */ } } goto L40; L30: *info = j; L40: return 0; /* End of DPOTF2 */ } /* dpotf2_ */