Import GotoBLAS2 1.13 BSD version codes.
This commit is contained in:
Xianyi Zhang
175
reference/zpotf2f.f
Normal file
175
reference/zpotf2f.f
Normal file
@@ -0,0 +1,175 @@
|
||||
SUBROUTINE ZPOTF2F( UPLO, N, A, LDA, INFO )
|
||||
*
|
||||
* -- LAPACK routine (version 3.0) --
|
||||
* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
|
||||
* Courant Institute, Argonne National Lab, and Rice University
|
||||
* September 30, 1994
|
||||
*
|
||||
* .. Scalar Arguments ..
|
||||
CHARACTER UPLO
|
||||
INTEGER INFO, LDA, N
|
||||
* ..
|
||||
* .. Array Arguments ..
|
||||
COMPLEX*16 A( LDA, * )
|
||||
* ..
|
||||
*
|
||||
* Purpose
|
||||
* =======
|
||||
*
|
||||
* ZPOTF2 computes the Cholesky factorization of a complex Hermitian
|
||||
* positive definite matrix A.
|
||||
*
|
||||
* The factorization has the form
|
||||
* A = U' * U , if UPLO = 'U', or
|
||||
* A = L * L', if UPLO = 'L',
|
||||
* where U is an upper triangular matrix and L is lower triangular.
|
||||
*
|
||||
* This is the unblocked version of the algorithm, calling Level 2 BLAS.
|
||||
*
|
||||
* Arguments
|
||||
* =========
|
||||
*
|
||||
* UPLO (input) CHARACTER*1
|
||||
* Specifies whether the upper or lower triangular part of the
|
||||
* Hermitian matrix A is stored.
|
||||
* = 'U': Upper triangular
|
||||
* = 'L': Lower triangular
|
||||
*
|
||||
* N (input) INTEGER
|
||||
* The order of the matrix A. N >= 0.
|
||||
*
|
||||
* A (input/output) COMPLEX*16 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'*U or A = L*L'.
|
||||
*
|
||||
* LDA (input) INTEGER
|
||||
* The leading dimension of the array A. LDA >= max(1,N).
|
||||
*
|
||||
* INFO (output) INTEGER
|
||||
* = 0: successful exit
|
||||
* < 0: if INFO = -k, the k-th argument had an illegal value
|
||||
* > 0: if INFO = k, the leading minor of order k is not
|
||||
* positive definite, and the factorization could not be
|
||||
* completed.
|
||||
*
|
||||
* =====================================================================
|
||||
*
|
||||
* .. Parameters ..
|
||||
DOUBLE PRECISION ONE, ZERO
|
||||
PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
|
||||
COMPLEX*16 CONE
|
||||
PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) )
|
||||
* ..
|
||||
* .. Local Scalars ..
|
||||
LOGICAL UPPER
|
||||
INTEGER J
|
||||
DOUBLE PRECISION AJJ
|
||||
* ..
|
||||
* .. External Functions ..
|
||||
LOGICAL LSAME
|
||||
COMPLEX*16 ZDOTC
|
||||
EXTERNAL LSAME, ZDOTC
|
||||
* ..
|
||||
* .. External Subroutines ..
|
||||
EXTERNAL XERBLA, ZDSCAL, ZGEMV, ZLACGV
|
||||
* ..
|
||||
* .. Intrinsic Functions ..
|
||||
INTRINSIC DBLE, 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( 'ZPOTF2', -INFO )
|
||||
RETURN
|
||||
END IF
|
||||
*
|
||||
* Quick return if possible
|
||||
*
|
||||
IF( N.EQ.0 )
|
||||
$ RETURN
|
||||
*
|
||||
IF( UPPER ) THEN
|
||||
*
|
||||
* Compute the Cholesky factorization A = U'*U.
|
||||
*
|
||||
DO 10 J = 1, N
|
||||
*
|
||||
* Compute U(J,J) and test for non-positive-definiteness.
|
||||
*
|
||||
AJJ = DBLE( A( J, J ) ) - ZDOTC( J-1, A( 1, J ), 1,
|
||||
$ A( 1, J ), 1 )
|
||||
IF( AJJ.LE.ZERO ) THEN
|
||||
A( J, J ) = AJJ
|
||||
GO TO 30
|
||||
END IF
|
||||
AJJ = SQRT( AJJ )
|
||||
A( J, J ) = AJJ
|
||||
*
|
||||
* Compute elements J+1:N of row J.
|
||||
*
|
||||
IF( J.LT.N ) THEN
|
||||
CALL ZLACGV( J-1, A( 1, J ), 1 )
|
||||
CALL ZGEMV( 'Transpose', J-1, N-J, -CONE, A( 1, J+1 ),
|
||||
$ LDA, A( 1, J ), 1, CONE, A( J, J+1 ), LDA )
|
||||
CALL ZLACGV( J-1, A( 1, J ), 1 )
|
||||
CALL ZDSCAL( N-J, ONE / AJJ, A( J, J+1 ), LDA )
|
||||
END IF
|
||||
10 CONTINUE
|
||||
ELSE
|
||||
*
|
||||
* Compute the Cholesky factorization A = L*L'.
|
||||
*
|
||||
DO 20 J = 1, N
|
||||
*
|
||||
* Compute L(J,J) and test for non-positive-definiteness.
|
||||
*
|
||||
AJJ = DBLE( A( J, J ) ) - ZDOTC( J-1, A( J, 1 ), LDA,
|
||||
$ A( J, 1 ), LDA )
|
||||
IF( AJJ.LE.ZERO ) THEN
|
||||
A( J, J ) = AJJ
|
||||
GO TO 30
|
||||
END IF
|
||||
AJJ = SQRT( AJJ )
|
||||
A( J, J ) = AJJ
|
||||
*
|
||||
* Compute elements J+1:N of column J.
|
||||
*
|
||||
IF( J.LT.N ) THEN
|
||||
CALL ZLACGV( J-1, A( J, 1 ), LDA )
|
||||
CALL ZGEMV( 'No transpose', N-J, J-1, -CONE, A( J+1, 1 ),
|
||||
$ LDA, A( J, 1 ), LDA, CONE, A( J+1, J ), 1 )
|
||||
CALL ZLACGV( J-1, A( J, 1 ), LDA )
|
||||
CALL ZDSCAL( N-J, ONE / AJJ, A( J+1, J ), 1 )
|
||||
END IF
|
||||
20 CONTINUE
|
||||
END IF
|
||||
GO TO 40
|
||||
*
|
||||
30 CONTINUE
|
||||
INFO = J
|
||||
*
|
||||
40 CONTINUE
|
||||
RETURN
|
||||
*
|
||||
* End of ZPOTF2
|
||||
*
|
||||
END
|
||||
Reference in New Issue
Block a user