spotrf2()

recursive subroutine spotrf2	(	character	uplo,
		integer	n,
		real, dimension( lda, * )	a,
		integer	lda,
		integer	info )

SPOTRF2

Purpose:

!>
!> SPOTRF2 computes the Cholesky factorization of a real symmetric
!> positive definite matrix A using the recursive algorithm.
!>
!> 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.
!>
!> This is the recursive version of the algorithm. It divides
!> the matrix into four submatrices:
!>
!>        [  A11 | A12  ]  where A11 is n1 by n1 and A22 is n2 by n2
!>    A = [ -----|----- ]  with n1 = n/2
!>        [  A21 | A22  ]       n2 = n-n1
!>
!> The subroutine calls itself to factor A11. Update and scale A21
!> or A12, update A22 then call itself to factor A22.
!>
!> 

Parameters

[in]	UPLO	!> UPLO is CHARACTER*1 !> = 'U': Upper triangle of A is stored; !> = 'L': Lower triangle of A is stored. !>
[in]	N	!> N is INTEGER !> The order of the matrix A. N >= 0. !>
[in,out]	A	!> A is REAL 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**T*U or A = L*L**T. !>
[in]	LDA	!> LDA is INTEGER !> The leading dimension of the array A. LDA >= max(1,N). !>
[out]	INFO	!> INFO is INTEGER !> = 0: successful exit !> < 0: if INFO = -i, the i-th argument had an illegal value !> > 0: if INFO = i, the leading principal minor of order i !> is not positive, and the factorization could not be !> completed. !>

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 105 of file spotrf2.f.

*
*  -- LAPACK computational routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      CHARACTER          UPLO
      INTEGER            INFO, LDA, N
*     ..
*     .. Array Arguments ..
      REAL               A( LDA, * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               ONE, ZERO
      parameter( one = 1.0e+0, zero=0.0e+0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            UPPER
      INTEGER            N1, N2, IINFO
*     ..
*     .. External Functions ..
      LOGICAL            LSAME, SISNAN
      EXTERNAL           lsame, sisnan
*     ..
*     .. External Subroutines ..
      EXTERNAL           ssyrk, strsm, xerbla
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          max, 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
      ELSE IF( lda.LT.max( 1, n ) ) THEN
         info = -4
      END IF
      IF( info.NE.0 ) THEN
         CALL xerbla( 'SPOTRF2', -info )
         RETURN
      END IF
*
*     Quick return if possible
*
      IF( n.EQ.0 )
     $   RETURN
*
*     N=1 case
*
      IF( n.EQ.1 ) THEN
*
*        Test for non-positive-definiteness
*
         IF( a( 1, 1 ).LE.zero.OR.sisnan( a( 1, 1 ) ) ) THEN
            info = 1
            RETURN
         END IF
*
*        Factor
*
         a( 1, 1 ) = sqrt( a( 1, 1 ) )
*
*     Use recursive code
*
      ELSE
         n1 = n/2
         n2 = n-n1
*
*        Factor A11
*
         CALL spotrf2( uplo, n1, a( 1, 1 ), lda, iinfo )
         IF ( iinfo.NE.0 ) THEN
            info = iinfo
            RETURN
         END IF
*
*        Compute the Cholesky factorization A = U**T*U
*
         IF( upper ) THEN
*
*           Update and scale A12
*
            CALL strsm( 'L', 'U', 'T', 'N', n1, n2, one,
     $                  a( 1, 1 ), lda, a( 1, n1+1 ), lda )
*
*           Update and factor A22
*
            CALL ssyrk( uplo, 'T', n2, n1, -one, a( 1, n1+1 ), lda,
     $                  one, a( n1+1, n1+1 ), lda )
            CALL spotrf2( uplo, n2, a( n1+1, n1+1 ), lda, iinfo )
            IF ( iinfo.NE.0 ) THEN
               info = iinfo + n1
               RETURN
            END IF
*
*        Compute the Cholesky factorization A = L*L**T
*
         ELSE
*
*           Update and scale A21
*
            CALL strsm( 'R', 'L', 'T', 'N', n2, n1, one,
     $                  a( 1, 1 ), lda, a( n1+1, 1 ), lda )
*
*           Update and factor A22
*
            CALL ssyrk( uplo, 'N', n2, n1, -one, a( n1+1, 1 ), lda,
     $                  one, a( n1+1, n1+1 ), lda )
            CALL spotrf2( uplo, n2, a( n1+1, n1+1 ), lda, iinfo )
            IF ( iinfo.NE.0 ) THEN
               info = iinfo + n1
               RETURN
            END IF
         END IF
      END IF
      RETURN
*
*     End of SPOTRF2
*

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