LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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◆ cposv()

subroutine cposv ( character  uplo,
integer  n,
integer  nrhs,
complex, dimension( lda, * )  a,
integer  lda,
complex, dimension( ldb, * )  b,
integer  ldb,
integer  info 
)

CPOSV computes the solution to system of linear equations A * X = B for PO matrices

Download CPOSV + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 CPOSV computes the solution to a complex system of linear equations
    A * X = B,
 where A is an N-by-N Hermitian positive definite matrix and X and B
 are N-by-NRHS matrices.

 The Cholesky decomposition is used to factor A as
    A = U**H* U,  if UPLO = 'U', or
    A = L * L**H,  if UPLO = 'L',
 where U is an upper triangular matrix and  L is a lower triangular
 matrix.  The factored form of A is then used to solve the system of
 equations A * X = B.
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 number of linear equations, i.e., the order of the
          matrix A.  N >= 0.
[in]NRHS
          NRHS is INTEGER
          The number of right hand sides, i.e., the number of columns
          of the matrix B.  NRHS >= 0.
[in,out]A
          A is COMPLEX array, dimension (LDA,N)
          On entry, the Hermitian 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**H*U or A = L*L**H.
[in]LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
[in,out]B
          B is COMPLEX array, dimension (LDB,NRHS)
          On entry, the N-by-NRHS right hand side matrix B.
          On exit, if INFO = 0, the N-by-NRHS solution matrix X.
[in]LDB
          LDB is INTEGER
          The leading dimension of the array B.  LDB >= 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
                of A is not positive, so the factorization could not
                be completed, and the solution has not been computed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.

Definition at line 129 of file cposv.f.

130*
131* -- LAPACK driver routine --
132* -- LAPACK is a software package provided by Univ. of Tennessee, --
133* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
134*
135* .. Scalar Arguments ..
136 CHARACTER UPLO
137 INTEGER INFO, LDA, LDB, N, NRHS
138* ..
139* .. Array Arguments ..
140 COMPLEX A( LDA, * ), B( LDB, * )
141* ..
142*
143* =====================================================================
144*
145* .. External Functions ..
146 LOGICAL LSAME
147 EXTERNAL lsame
148* ..
149* .. External Subroutines ..
150 EXTERNAL cpotrf, cpotrs, xerbla
151* ..
152* .. Intrinsic Functions ..
153 INTRINSIC max
154* ..
155* .. Executable Statements ..
156*
157* Test the input parameters.
158*
159 info = 0
160 IF( .NOT.lsame( uplo, 'U' ) .AND. .NOT.lsame( uplo, 'L' ) ) THEN
161 info = -1
162 ELSE IF( n.LT.0 ) THEN
163 info = -2
164 ELSE IF( nrhs.LT.0 ) THEN
165 info = -3
166 ELSE IF( lda.LT.max( 1, n ) ) THEN
167 info = -5
168 ELSE IF( ldb.LT.max( 1, n ) ) THEN
169 info = -7
170 END IF
171 IF( info.NE.0 ) THEN
172 CALL xerbla( 'CPOSV ', -info )
173 RETURN
174 END IF
175*
176* Compute the Cholesky factorization A = U**H*U or A = L*L**H.
177*
178 CALL cpotrf( uplo, n, a, lda, info )
179 IF( info.EQ.0 ) THEN
180*
181* Solve the system A*X = B, overwriting B with X.
182*
183 CALL cpotrs( uplo, n, nrhs, a, lda, b, ldb, info )
184*
185 END IF
186 RETURN
187*
188* End of CPOSV
189*
subroutine xerbla(srname, info)
Definition cblat2.f:3285
logical function lsame(ca, cb)
LSAME
Definition lsame.f:48
subroutine cpotrf(uplo, n, a, lda, info)
CPOTRF
Definition cpotrf.f:107
subroutine cpotrs(uplo, n, nrhs, a, lda, b, ldb, info)
CPOTRS
Definition cpotrs.f:110
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