LAPACK 3.3.0
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00001 SUBROUTINE DPFTRS( TRANSR, UPLO, N, NRHS, A, B, LDB, INFO ) 00002 * 00003 * -- LAPACK routine (version 3.3.0) -- 00004 * 00005 * -- Contributed by Fred Gustavson of the IBM Watson Research Center -- 00006 * November 2010 00007 * 00008 * -- LAPACK is a software package provided by Univ. of Tennessee, -- 00009 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- 00010 * 00011 * .. Scalar Arguments .. 00012 CHARACTER TRANSR, UPLO 00013 INTEGER INFO, LDB, N, NRHS 00014 * .. 00015 * .. Array Arguments .. 00016 DOUBLE PRECISION A( 0: * ), B( LDB, * ) 00017 * .. 00018 * 00019 * Purpose 00020 * ======= 00021 * 00022 * DPFTRS solves a system of linear equations A*X = B with a symmetric 00023 * positive definite matrix A using the Cholesky factorization 00024 * A = U**T*U or A = L*L**T computed by DPFTRF. 00025 * 00026 * Arguments 00027 * ========= 00028 * 00029 * TRANSR (input) CHARACTER*1 00030 * = 'N': The Normal TRANSR of RFP A is stored; 00031 * = 'T': The Transpose TRANSR of RFP A is stored. 00032 * 00033 * UPLO (input) CHARACTER*1 00034 * = 'U': Upper triangle of RFP A is stored; 00035 * = 'L': Lower triangle of RFP A is stored. 00036 * 00037 * N (input) INTEGER 00038 * The order of the matrix A. N >= 0. 00039 * 00040 * NRHS (input) INTEGER 00041 * The number of right hand sides, i.e., the number of columns 00042 * of the matrix B. NRHS >= 0. 00043 * 00044 * A (input) DOUBLE PRECISION array, dimension ( N*(N+1)/2 ). 00045 * The triangular factor U or L from the Cholesky factorization 00046 * of RFP A = U**T*U or RFP A = L*L**T, as computed by DPFTRF. 00047 * See note below for more details about RFP A. 00048 * 00049 * B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS) 00050 * On entry, the right hand side matrix B. 00051 * On exit, the solution matrix X. 00052 * 00053 * LDB (input) INTEGER 00054 * The leading dimension of the array B. LDB >= max(1,N). 00055 * 00056 * INFO (output) INTEGER 00057 * = 0: successful exit 00058 * < 0: if INFO = -i, the i-th argument had an illegal value 00059 * 00060 * Further Details 00061 * =============== 00062 * 00063 * We first consider Rectangular Full Packed (RFP) Format when N is 00064 * even. We give an example where N = 6. 00065 * 00066 * AP is Upper AP is Lower 00067 * 00068 * 00 01 02 03 04 05 00 00069 * 11 12 13 14 15 10 11 00070 * 22 23 24 25 20 21 22 00071 * 33 34 35 30 31 32 33 00072 * 44 45 40 41 42 43 44 00073 * 55 50 51 52 53 54 55 00074 * 00075 * 00076 * Let TRANSR = 'N'. RFP holds AP as follows: 00077 * For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last 00078 * three columns of AP upper. The lower triangle A(4:6,0:2) consists of 00079 * the transpose of the first three columns of AP upper. 00080 * For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first 00081 * three columns of AP lower. The upper triangle A(0:2,0:2) consists of 00082 * the transpose of the last three columns of AP lower. 00083 * This covers the case N even and TRANSR = 'N'. 00084 * 00085 * RFP A RFP A 00086 * 00087 * 03 04 05 33 43 53 00088 * 13 14 15 00 44 54 00089 * 23 24 25 10 11 55 00090 * 33 34 35 20 21 22 00091 * 00 44 45 30 31 32 00092 * 01 11 55 40 41 42 00093 * 02 12 22 50 51 52 00094 * 00095 * Now let TRANSR = 'T'. RFP A in both UPLO cases is just the 00096 * transpose of RFP A above. One therefore gets: 00097 * 00098 * 00099 * RFP A RFP A 00100 * 00101 * 03 13 23 33 00 01 02 33 00 10 20 30 40 50 00102 * 04 14 24 34 44 11 12 43 44 11 21 31 41 51 00103 * 05 15 25 35 45 55 22 53 54 55 22 32 42 52 00104 * 00105 * 00106 * We then consider Rectangular Full Packed (RFP) Format when N is 00107 * odd. We give an example where N = 5. 00108 * 00109 * AP is Upper AP is Lower 00110 * 00111 * 00 01 02 03 04 00 00112 * 11 12 13 14 10 11 00113 * 22 23 24 20 21 22 00114 * 33 34 30 31 32 33 00115 * 44 40 41 42 43 44 00116 * 00117 * 00118 * Let TRANSR = 'N'. RFP holds AP as follows: 00119 * For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last 00120 * three columns of AP upper. The lower triangle A(3:4,0:1) consists of 00121 * the transpose of the first two columns of AP upper. 00122 * For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first 00123 * three columns of AP lower. The upper triangle A(0:1,1:2) consists of 00124 * the transpose of the last two columns of AP lower. 00125 * This covers the case N odd and TRANSR = 'N'. 00126 * 00127 * RFP A RFP A 00128 * 00129 * 02 03 04 00 33 43 00130 * 12 13 14 10 11 44 00131 * 22 23 24 20 21 22 00132 * 00 33 34 30 31 32 00133 * 01 11 44 40 41 42 00134 * 00135 * Now let TRANSR = 'T'. RFP A in both UPLO cases is just the 00136 * transpose of RFP A above. One therefore gets: 00137 * 00138 * RFP A RFP A 00139 * 00140 * 02 12 22 00 01 00 10 20 30 40 50 00141 * 03 13 23 33 11 33 11 21 31 41 51 00142 * 04 14 24 34 44 43 44 22 32 42 52 00143 * 00144 * ===================================================================== 00145 * 00146 * .. Parameters .. 00147 DOUBLE PRECISION ONE 00148 PARAMETER ( ONE = 1.0D+0 ) 00149 * .. 00150 * .. Local Scalars .. 00151 LOGICAL LOWER, NORMALTRANSR 00152 * .. 00153 * .. External Functions .. 00154 LOGICAL LSAME 00155 EXTERNAL LSAME 00156 * .. 00157 * .. External Subroutines .. 00158 EXTERNAL XERBLA, DTFSM 00159 * .. 00160 * .. Intrinsic Functions .. 00161 INTRINSIC MAX 00162 * .. 00163 * .. Executable Statements .. 00164 * 00165 * Test the input parameters. 00166 * 00167 INFO = 0 00168 NORMALTRANSR = LSAME( TRANSR, 'N' ) 00169 LOWER = LSAME( UPLO, 'L' ) 00170 IF( .NOT.NORMALTRANSR .AND. .NOT.LSAME( TRANSR, 'T' ) ) THEN 00171 INFO = -1 00172 ELSE IF( .NOT.LOWER .AND. .NOT.LSAME( UPLO, 'U' ) ) THEN 00173 INFO = -2 00174 ELSE IF( N.LT.0 ) THEN 00175 INFO = -3 00176 ELSE IF( NRHS.LT.0 ) THEN 00177 INFO = -4 00178 ELSE IF( LDB.LT.MAX( 1, N ) ) THEN 00179 INFO = -7 00180 END IF 00181 IF( INFO.NE.0 ) THEN 00182 CALL XERBLA( 'DPFTRS', -INFO ) 00183 RETURN 00184 END IF 00185 * 00186 * Quick return if possible 00187 * 00188 IF( N.EQ.0 .OR. NRHS.EQ.0 ) 00189 + RETURN 00190 * 00191 * start execution: there are two triangular solves 00192 * 00193 IF( LOWER ) THEN 00194 CALL DTFSM( TRANSR, 'L', UPLO, 'N', 'N', N, NRHS, ONE, A, B, 00195 + LDB ) 00196 CALL DTFSM( TRANSR, 'L', UPLO, 'T', 'N', N, NRHS, ONE, A, B, 00197 + LDB ) 00198 ELSE 00199 CALL DTFSM( TRANSR, 'L', UPLO, 'T', 'N', N, NRHS, ONE, A, B, 00200 + LDB ) 00201 CALL DTFSM( TRANSR, 'L', UPLO, 'N', 'N', N, NRHS, ONE, A, B, 00202 + LDB ) 00203 END IF 00204 * 00205 RETURN 00206 * 00207 * End of DPFTRS 00208 * 00209 END