dpptrf.f

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*> \brief \b DPPTRF
*
*  =========== DOCUMENTATION ===========
*
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*            http://www.netlib.org/lapack/explore-html/ 
*
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*
*  Definition:
*  ===========
*
*       SUBROUTINE DPPTRF( UPLO, N, AP, INFO )
* 
*       .. Scalar Arguments ..
*       CHARACTER          UPLO
*       INTEGER            INFO, N
*       ..
*       .. Array Arguments ..
*       DOUBLE PRECISION   AP( * )
*       ..
*  
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> DPPTRF computes the Cholesky factorization of a real symmetric
*> positive definite matrix A stored in packed format.
*>
*> The factorization has the form
*>    A = U**T * U,  if UPLO = 'U', or
*>    A = L  * L**T,  if UPLO = 'L',
*> where U is an upper triangular matrix and L is lower triangular.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] UPLO
*> \verbatim
*>          UPLO is CHARACTER*1
*>          = 'U':  Upper triangle of A is stored;
*>          = 'L':  Lower triangle of A is stored.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The order of the matrix A.  N >= 0.
*> \endverbatim
*>
*> \param[in,out] AP
*> \verbatim
*>          AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
*>          On entry, the upper or lower triangle of the symmetric matrix
*>          A, packed columnwise in a linear array.  The j-th column of A
*>          is stored in the array AP as follows:
*>          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
*>          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
*>          See below for further details.
*>
*>          On exit, if INFO = 0, the triangular factor U or L from the
*>          Cholesky factorization A = U**T*U or A = L*L**T, in the same
*>          storage format as A.
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*>          INFO is INTEGER
*>          = 0:  successful exit
*>          < 0:  if INFO = -i, the i-th argument had an illegal value
*>          > 0:  if INFO = i, the leading minor of order i is not
*>                positive definite, and the factorization could not be
*>                completed.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee 
*> \author Univ. of California Berkeley 
*> \author Univ. of Colorado Denver 
*> \author NAG Ltd. 
*
*> \date November 2011
*
*> \ingroup doubleOTHERcomputational
*
*> \par Further Details:
*  =====================
*>
*> \verbatim
*>
*>  The packed storage scheme is illustrated by the following example
*>  when N = 4, UPLO = 'U':
*>
*>  Two-dimensional storage of the symmetric matrix A:
*>
*>     a11 a12 a13 a14
*>         a22 a23 a24
*>             a33 a34     (aij = aji)
*>                 a44
*>
*>  Packed storage of the upper triangle of A:
*>
*>  AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]
*> \endverbatim
*>
*  =====================================================================
      SUBROUTINE dpptrf( UPLO, N, AP, INFO )
*
*  -- LAPACK computational routine (version 3.4.0) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     November 2011
*
*     .. Scalar Arguments ..
      CHARACTER          UPLO
      INTEGER            INFO, N
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   AP( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ONE, ZERO
      parameter                ( one = 1.0d+0, zero = 0.0d+0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            UPPER
      INTEGER            J, JC, JJ
      DOUBLE PRECISION   AJJ
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      DOUBLE PRECISION   DDOT
      EXTERNAL           lsame, ddot
*     ..
*     .. External Subroutines ..
      EXTERNAL           dscal, dspr, dtpsv, xerbla
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          sqrt
*     ..
*     .. Executable Statements ..
*
*     Test the input parameters.
*
      info = 0
      upper = lsame( uplo, 'U' )
      IF( .NOT.upper .AND. .NOT.lsame( uplo, 'L' ) ) THEN
         info = -1
      ELSE IF( n.LT.0 ) THEN
         info = -2
      END IF
      IF( info.NE.0 ) THEN
         CALL xerbla( 'DPPTRF', -info )
         RETURN
      END IF
*
*     Quick return if possible
*
      IF( n.EQ.0 )
     $   RETURN
*
      IF( upper ) THEN
*
*        Compute the Cholesky factorization A = U**T*U.
*
         jj = 0
         DO 10 j = 1, n
            jc = jj + 1
            jj = jj + j
*
*           Compute elements 1:J-1 of column J.
*
            IF( j.GT.1 )
     $         CALL dtpsv( 'Upper', 'Transpose', 'Non-unit', j-1, ap,
     $                     ap( jc ), 1 )
*
*           Compute U(J,J) and test for non-positive-definiteness.
*
            ajj = ap( jj ) - ddot( j-1, ap( jc ), 1, ap( jc ), 1 )
            IF( ajj.LE.zero ) THEN
               ap( jj ) = ajj
               GO TO 30
            END IF
            ap( jj ) = sqrt( ajj )
   10    CONTINUE
      ELSE
*
*        Compute the Cholesky factorization A = L*L**T.
*
         jj = 1
         DO 20 j = 1, n
*
*           Compute L(J,J) and test for non-positive-definiteness.
*
            ajj = ap( jj )
            IF( ajj.LE.zero ) THEN
               ap( jj ) = ajj
               GO TO 30
            END IF
            ajj = sqrt( ajj )
            ap( jj ) = ajj
*
*           Compute elements J+1:N of column J and update the trailing
*           submatrix.
*
            IF( j.LT.n ) THEN
               CALL dscal( n-j, one / ajj, ap( jj+1 ), 1 )
               CALL dspr( 'Lower', n-j, -one, ap( jj+1 ), 1,
     $                    ap( jj+n-j+1 ) )
               jj = jj + n - j + 1
            END IF
   20    CONTINUE
      END IF
      GO TO 40
*
   30 CONTINUE
      info = j
*
   40 CONTINUE
      RETURN
*
*     End of DPPTRF
*
      END