dpttrf.f

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      SUBROUTINE DPTTRF( N, D, E, INFO )
*
*  -- LAPACK routine (version 3.2) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     November 2006
*
*     .. Scalar Arguments ..
      INTEGER            INFO, N
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   D( * ), E( * )
*     ..
*
*  Purpose
*  =======
*
*  DPTTRF computes the L*D*L' factorization of a real symmetric
*  positive definite tridiagonal matrix A.  The factorization may also
*  be regarded as having the form A = U'*D*U.
*
*  Arguments
*  =========
*
*  N       (input) INTEGER
*          The order of the matrix A.  N >= 0.
*
*  D       (input/output) DOUBLE PRECISION array, dimension (N)
*          On entry, the n diagonal elements of the tridiagonal matrix
*          A.  On exit, the n diagonal elements of the diagonal matrix
*          D from the L*D*L' factorization of A.
*
*  E       (input/output) DOUBLE PRECISION array, dimension (N-1)
*          On entry, the (n-1) subdiagonal elements of the tridiagonal
*          matrix A.  On exit, the (n-1) subdiagonal elements of the
*          unit bidiagonal factor L from the L*D*L' factorization of A.
*          E can also be regarded as the superdiagonal of the unit
*          bidiagonal factor U from the U'*D*U factorization of A.
*
*  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; if k < N, the factorization could not
*               be completed, while if k = N, the factorization was
*               completed, but D(N) <= 0.
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ZERO
      PARAMETER          ( ZERO = 0.0D+0 )
*     ..
*     .. Local Scalars ..
      INTEGER            I, I4
      DOUBLE PRECISION   EI
*     ..
*     .. External Subroutines ..
      EXTERNAL           XERBLA
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          MOD
*     ..
*     .. Executable Statements ..
*
*     Test the input parameters.
*
      INFO = 0
      IF( N.LT.0 ) THEN
         INFO = -1
         CALL XERBLA( 'DPTTRF', -INFO )
         RETURN
      END IF
*
*     Quick return if possible
*
      IF( N.EQ.0 )
     $   RETURN
*
*     Compute the L*D*L' (or U'*D*U) factorization of A.
*
      I4 = MOD( N-1, 4 )
      DO 10 I = 1, I4
         IF( D( I ).LE.ZERO ) THEN
            INFO = I
            GO TO 30
         END IF
         EI = E( I )
         E( I ) = EI / D( I )
         D( I+1 ) = D( I+1 ) - E( I )*EI
   10 CONTINUE
*
      DO 20 I = I4 + 1, N - 4, 4
*
*        Drop out of the loop if d(i) <= 0: the matrix is not positive
*        definite.
*
         IF( D( I ).LE.ZERO ) THEN
            INFO = I
            GO TO 30
         END IF
*
*        Solve for e(i) and d(i+1).
*
         EI = E( I )
         E( I ) = EI / D( I )
         D( I+1 ) = D( I+1 ) - E( I )*EI
*
         IF( D( I+1 ).LE.ZERO ) THEN
            INFO = I + 1
            GO TO 30
         END IF
*
*        Solve for e(i+1) and d(i+2).
*
         EI = E( I+1 )
         E( I+1 ) = EI / D( I+1 )
         D( I+2 ) = D( I+2 ) - E( I+1 )*EI
*
         IF( D( I+2 ).LE.ZERO ) THEN
            INFO = I + 2
            GO TO 30
         END IF
*
*        Solve for e(i+2) and d(i+3).
*
         EI = E( I+2 )
         E( I+2 ) = EI / D( I+2 )
         D( I+3 ) = D( I+3 ) - E( I+2 )*EI
*
         IF( D( I+3 ).LE.ZERO ) THEN
            INFO = I + 3
            GO TO 30
         END IF
*
*        Solve for e(i+3) and d(i+4).
*
         EI = E( I+3 )
         E( I+3 ) = EI / D( I+3 )
         D( I+4 ) = D( I+4 ) - E( I+3 )*EI
   20 CONTINUE
*
*     Check d(n) for positive definiteness.
*
      IF( D( N ).LE.ZERO )
     $   INFO = N
*
   30 CONTINUE
      RETURN
*
*     End of DPTTRF
*
      END