LAPACK 3.3.1
Linear Algebra PACKage
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00001 SUBROUTINE CPOTRF ( UPLO, N, A, LDA, INFO ) 00002 * 00003 * -- LAPACK routine (version 3.1) -- 00004 * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. 00005 * March 2008 00006 * 00007 * .. Scalar Arguments .. 00008 CHARACTER UPLO 00009 INTEGER INFO, LDA, N 00010 * .. 00011 * .. Array Arguments .. 00012 COMPLEX A( LDA, * ) 00013 * .. 00014 * 00015 * Purpose 00016 * ======= 00017 * 00018 * CPOTRF computes the Cholesky factorization of a real symmetric 00019 * positive definite matrix A. 00020 * 00021 * The factorization has the form 00022 * A = U**H * U, if UPLO = 'U', or 00023 * A = L * L**H, if UPLO = 'L', 00024 * where U is an upper triangular matrix and L is lower triangular. 00025 * 00026 * This is the top-looking block version of the algorithm, calling Level 3 BLAS. 00027 * 00028 * Arguments 00029 * ========= 00030 * 00031 * UPLO (input) CHARACTER*1 00032 * = 'U': Upper triangle of A is stored; 00033 * = 'L': Lower triangle of A is stored. 00034 * 00035 * N (input) INTEGER 00036 * The order of the matrix A. N >= 0. 00037 * 00038 * A (input/output) COMPLEX array, dimension (LDA,N) 00039 * On entry, the symmetric matrix A. If UPLO = 'U', the leading 00040 * N-by-N upper triangular part of A contains the upper 00041 * triangular part of the matrix A, and the strictly lower 00042 * triangular part of A is not referenced. If UPLO = 'L', the 00043 * leading N-by-N lower triangular part of A contains the lower 00044 * triangular part of the matrix A, and the strictly upper 00045 * triangular part of A is not referenced. 00046 * 00047 * On exit, if INFO = 0, the factor U or L from the Cholesky 00048 * factorization A = U**H*U or A = L*L**H. 00049 * 00050 * LDA (input) INTEGER 00051 * The leading dimension of the array A. LDA >= max(1,N). 00052 * 00053 * INFO (output) INTEGER 00054 * = 0: successful exit 00055 * < 0: if INFO = -i, the i-th argument had an illegal value 00056 * > 0: if INFO = i, the leading minor of order i is not 00057 * positive definite, and the factorization could not be 00058 * completed. 00059 * 00060 * ===================================================================== 00061 * 00062 * .. Parameters .. 00063 REAL ONE 00064 COMPLEX CONE 00065 PARAMETER ( ONE = 1.0E+0, CONE = ( 1.0E+0, 0.0E+0 ) ) 00066 * .. 00067 * .. Local Scalars .. 00068 LOGICAL UPPER 00069 INTEGER J, JB, NB 00070 * .. 00071 * .. External Functions .. 00072 LOGICAL LSAME 00073 INTEGER ILAENV 00074 EXTERNAL LSAME, ILAENV 00075 * .. 00076 * .. External Subroutines .. 00077 EXTERNAL CGEMM, CPOTF2, CHERK, CTRSM, XERBLA 00078 * .. 00079 * .. Intrinsic Functions .. 00080 INTRINSIC MAX, MIN 00081 * .. 00082 * .. Executable Statements .. 00083 * 00084 * Test the input parameters. 00085 * 00086 INFO = 0 00087 UPPER = LSAME( UPLO, 'U' ) 00088 IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN 00089 INFO = -1 00090 ELSE IF( N.LT.0 ) THEN 00091 INFO = -2 00092 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN 00093 INFO = -4 00094 END IF 00095 IF( INFO.NE.0 ) THEN 00096 CALL XERBLA( 'CPOTRF', -INFO ) 00097 RETURN 00098 END IF 00099 * 00100 * Quick return if possible 00101 * 00102 IF( N.EQ.0 ) 00103 $ RETURN 00104 * 00105 * Determine the block size for this environment. 00106 * 00107 NB = ILAENV( 1, 'CPOTRF', UPLO, N, -1, -1, -1 ) 00108 IF( NB.LE.1 .OR. NB.GE.N ) THEN 00109 * 00110 * Use unblocked code. 00111 * 00112 CALL CPOTF2( UPLO, N, A, LDA, INFO ) 00113 ELSE 00114 * 00115 * Use blocked code. 00116 * 00117 IF( UPPER ) THEN 00118 * 00119 * Compute the Cholesky factorization A = U'*U. 00120 * 00121 DO 10 J = 1, N, NB 00122 00123 JB = MIN( NB, N-J+1 ) 00124 * 00125 * Compute the current block. 00126 * 00127 CALL CTRSM( 'Left', 'Upper', 'Conjugate Transpose', 00128 $ 'Non-unit', J-1, JB, CONE, A( 1, 1 ), LDA, 00129 $ A( 1, J ), LDA ) 00130 00131 CALL CHERK( 'Upper', 'Conjugate Transpose', JB, J-1, 00132 $ -ONE, A( 1, J ), LDA, ONE, A( J, J ), LDA ) 00133 * 00134 * Update and factorize the current diagonal block and test 00135 * for non-positive-definiteness. 00136 * 00137 CALL CPOTF2( 'Upper', JB, A( J, J ), LDA, INFO ) 00138 IF( INFO.NE.0 ) 00139 $ GO TO 30 00140 00141 10 CONTINUE 00142 * 00143 ELSE 00144 * 00145 * Compute the Cholesky factorization A = L*L'. 00146 * 00147 DO 20 J = 1, N, NB 00148 00149 JB = MIN( NB, N-J+1 ) 00150 * 00151 * Compute the current block. 00152 * 00153 CALL CTRSM( 'Right', 'Lower', 'Conjugate Transpose', 00154 $ 'Non-unit', JB, J-1, CONE, A( 1, 1 ), LDA, 00155 $ A( J, 1 ), LDA ) 00156 00157 CALL CHERK( 'Lower', 'No Transpose', JB, J-1, 00158 $ -ONE, A( J, 1 ), LDA, 00159 $ ONE, A( J, J ), LDA ) 00160 * 00161 * Update and factorize the current diagonal block and test 00162 * for non-positive-definiteness. 00163 * 00164 CALL CPOTF2( 'Lower', JB, A( J, J ), LDA, INFO ) 00165 IF( INFO.NE.0 ) 00166 $ GO TO 30 00167 00168 20 CONTINUE 00169 END IF 00170 END IF 00171 GO TO 40 00172 * 00173 30 CONTINUE 00174 INFO = INFO + J - 1 00175 * 00176 40 CONTINUE 00177 RETURN 00178 * 00179 * End of CPOTRF 00180 * 00181 END