LAPACK 3.11.0
LAPACK: Linear Algebra PACKage
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dpotrf2.f
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1*> \brief \b DPOTRF2
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8* Definition:
9* ===========
10*
11* RECURSIVE SUBROUTINE DPOTRF2( UPLO, N, A, LDA, INFO )
12*
13* .. Scalar Arguments ..
14* CHARACTER UPLO
15* INTEGER INFO, LDA, N
16* ..
17* .. Array Arguments ..
18* REAL A( LDA, * )
19* ..
20*
21*
22*> \par Purpose:
23* =============
24*>
25*> \verbatim
26*>
27*> DPOTRF2 computes the Cholesky factorization of a real symmetric
28*> positive definite matrix A using the recursive algorithm.
29*>
30*> The factorization has the form
31*> A = U**T * U, if UPLO = 'U', or
32*> A = L * L**T, if UPLO = 'L',
33*> where U is an upper triangular matrix and L is lower triangular.
34*>
35*> This is the recursive version of the algorithm. It divides
36*> the matrix into four submatrices:
37*>
38*> [ A11 | A12 ] where A11 is n1 by n1 and A22 is n2 by n2
39*> A = [ -----|----- ] with n1 = n/2
40*> [ A21 | A22 ] n2 = n-n1
41*>
42*> The subroutine calls itself to factor A11. Update and scale A21
43*> or A12, update A22 then calls itself to factor A22.
44*>
45*> \endverbatim
46*
47* Arguments:
48* ==========
49*
50*> \param[in] UPLO
51*> \verbatim
52*> UPLO is CHARACTER*1
53*> = 'U': Upper triangle of A is stored;
54*> = 'L': Lower triangle of A is stored.
55*> \endverbatim
56*>
57*> \param[in] N
58*> \verbatim
59*> N is INTEGER
60*> The order of the matrix A. N >= 0.
61*> \endverbatim
62*>
63*> \param[in,out] A
64*> \verbatim
65*> A is DOUBLE PRECISION array, dimension (LDA,N)
66*> On entry, the symmetric matrix A. If UPLO = 'U', the leading
67*> N-by-N upper triangular part of A contains the upper
68*> triangular part of the matrix A, and the strictly lower
69*> triangular part of A is not referenced. If UPLO = 'L', the
70*> leading N-by-N lower triangular part of A contains the lower
71*> triangular part of the matrix A, and the strictly upper
72*> triangular part of A is not referenced.
73*>
74*> On exit, if INFO = 0, the factor U or L from the Cholesky
75*> factorization A = U**T*U or A = L*L**T.
76*> \endverbatim
77*>
78*> \param[in] LDA
79*> \verbatim
80*> LDA is INTEGER
81*> The leading dimension of the array A. LDA >= max(1,N).
82*> \endverbatim
83*>
84*> \param[out] INFO
85*> \verbatim
86*> INFO is INTEGER
87*> = 0: successful exit
88*> < 0: if INFO = -i, the i-th argument had an illegal value
89*> > 0: if INFO = i, the leading minor of order i is not
90*> positive definite, and the factorization could not be
91*> completed.
92*> \endverbatim
93*
94* Authors:
95* ========
96*
97*> \author Univ. of Tennessee
98*> \author Univ. of California Berkeley
99*> \author Univ. of Colorado Denver
100*> \author NAG Ltd.
101*
102*> \ingroup doublePOcomputational
103*
104* =====================================================================
105 RECURSIVE SUBROUTINE dpotrf2( UPLO, N, A, LDA, INFO )
106*
107* -- LAPACK computational routine --
108* -- LAPACK is a software package provided by Univ. of Tennessee, --
109* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
110*
111* .. Scalar Arguments ..
112 CHARACTER uplo
113 INTEGER info, lda, n
114* ..
115* .. Array Arguments ..
116 DOUBLE PRECISION a( lda, * )
117* ..
118*
119* =====================================================================
120*
121* .. Parameters ..
122 DOUBLE PRECISION one, zero
123 parameter( one = 1.0d+0, zero = 0.0d+0 )
124* ..
125* .. Local Scalars ..
126 LOGICAL upper
127 INTEGER n1, n2, iinfo
128* ..
129* .. External Functions ..
130 LOGICAL lsame, disnan
131 EXTERNAL lsame, disnan
132* ..
133* .. External Subroutines ..
134 EXTERNAL dsyrk, dtrsm, xerbla
135* ..
136* .. Intrinsic Functions ..
137 INTRINSIC max, sqrt
138* ..
139* .. Executable Statements ..
140*
141* Test the input parameters
142*
143 info = 0
144 upper = lsame( uplo, 'U' )
145 IF( .NOT.upper .AND. .NOT.lsame( uplo, 'L' ) ) THEN
146 info = -1
147 ELSE IF( n.LT.0 ) THEN
148 info = -2
149 ELSE IF( lda.LT.max( 1, n ) ) THEN
150 info = -4
151 END IF
152 IF( info.NE.0 ) THEN
153 CALL xerbla( 'DPOTRF2', -info )
154 RETURN
155 END IF
156*
157* Quick return if possible
158*
159 IF( n.EQ.0 )
160 $ RETURN
161*
162* N=1 case
163*
164 IF( n.EQ.1 ) THEN
165*
166* Test for non-positive-definiteness
167*
168 IF( a( 1, 1 ).LE.zero.OR.disnan( a( 1, 1 ) ) ) THEN
169 info = 1
170 RETURN
171 END IF
172*
173* Factor
174*
175 a( 1, 1 ) = sqrt( a( 1, 1 ) )
176*
177* Use recursive code
178*
179 ELSE
180 n1 = n/2
181 n2 = n-n1
182*
183* Factor A11
184*
185 CALL dpotrf2( uplo, n1, a( 1, 1 ), lda, iinfo )
186 IF ( iinfo.NE.0 ) THEN
187 info = iinfo
188 RETURN
189 END IF
190*
191* Compute the Cholesky factorization A = U**T*U
192*
193 IF( upper ) THEN
194*
195* Update and scale A12
196*
197 CALL dtrsm( 'L', 'U', 'T', 'N', n1, n2, one,
198 $ a( 1, 1 ), lda, a( 1, n1+1 ), lda )
199*
200* Update and factor A22
201*
202 CALL dsyrk( uplo, 'T', n2, n1, -one, a( 1, n1+1 ), lda,
203 $ one, a( n1+1, n1+1 ), lda )
204 CALL dpotrf2( uplo, n2, a( n1+1, n1+1 ), lda, iinfo )
205 IF ( iinfo.NE.0 ) THEN
206 info = iinfo + n1
207 RETURN
208 END IF
209*
210* Compute the Cholesky factorization A = L*L**T
211*
212 ELSE
213*
214* Update and scale A21
215*
216 CALL dtrsm( 'R', 'L', 'T', 'N', n2, n1, one,
217 $ a( 1, 1 ), lda, a( n1+1, 1 ), lda )
218*
219* Update and factor A22
220*
221 CALL dsyrk( uplo, 'N', n2, n1, -one, a( n1+1, 1 ), lda,
222 $ one, a( n1+1, n1+1 ), lda )
223 CALL dpotrf2( uplo, n2, a( n1+1, n1+1 ), lda, iinfo )
224 IF ( iinfo.NE.0 ) THEN
225 info = iinfo + n1
226 RETURN
227 END IF
228 END IF
229 END IF
230 RETURN
231*
232* End of DPOTRF2
233*
234 END
logical function disnan(DIN)
DISNAN tests input for NaN.
Definition: disnan.f:59
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
logical function lsame(CA, CB)
LSAME
Definition: lsame.f:53
subroutine dtrsm(SIDE, UPLO, TRANSA, DIAG, M, N, ALPHA, A, LDA, B, LDB)
DTRSM
Definition: dtrsm.f:181
subroutine dsyrk(UPLO, TRANS, N, K, ALPHA, A, LDA, BETA, C, LDC)
DSYRK
Definition: dsyrk.f:169
recursive subroutine dpotrf2(UPLO, N, A, LDA, INFO)
DPOTRF2
Definition: dpotrf2.f:106