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author | jason <jason@8a072113-8704-0410-8d35-dd094bca7971> | 2008-10-28 01:38:50 +0000 |
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committer | jason <jason@8a072113-8704-0410-8d35-dd094bca7971> | 2008-10-28 01:38:50 +0000 |
commit | baba851215b44ac3b60b9248eb02bcce7eb76247 (patch) | |
tree | 8c0f5c006875532a30d4409f5e94b0f310ff00a7 /SRC/zposv.f | |
download | lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.tar.gz lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.tar.bz2 lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.zip |
Move LAPACK trunk into position.
Diffstat (limited to 'SRC/zposv.f')
-rw-r--r-- | SRC/zposv.f | 121 |
1 files changed, 121 insertions, 0 deletions
diff --git a/SRC/zposv.f b/SRC/zposv.f new file mode 100644 index 00000000..6bcaf60a --- /dev/null +++ b/SRC/zposv.f @@ -0,0 +1,121 @@ + SUBROUTINE ZPOSV( UPLO, N, NRHS, A, LDA, B, LDB, INFO ) +* +* -- LAPACK driver routine (version 3.1) -- +* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. +* November 2006 +* +* .. Scalar Arguments .. + CHARACTER UPLO + INTEGER INFO, LDA, LDB, N, NRHS +* .. +* .. Array Arguments .. + COMPLEX*16 A( LDA, * ), B( LDB, * ) +* .. +* +* Purpose +* ======= +* +* ZPOSV 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. +* +* Arguments +* ========= +* +* UPLO (input) CHARACTER*1 +* = 'U': Upper triangle of A is stored; +* = 'L': Lower triangle of A is stored. +* +* N (input) INTEGER +* The number of linear equations, i.e., the order of the +* matrix A. N >= 0. +* +* NRHS (input) INTEGER +* The number of right hand sides, i.e., the number of columns +* of the matrix B. NRHS >= 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**H*U or A = L*L**H. +* +* LDA (input) INTEGER +* The leading dimension of the array A. LDA >= max(1,N). +* +* B (input/output) COMPLEX*16 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. +* +* LDB (input) INTEGER +* The leading dimension of the array B. LDB >= max(1,N). +* +* INFO (output) 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 of A is not +* positive definite, so the factorization could not be +* completed, and the solution has not been computed. +* +* ===================================================================== +* +* .. External Functions .. + LOGICAL LSAME + EXTERNAL LSAME +* .. +* .. External Subroutines .. + EXTERNAL XERBLA, ZPOTRF, ZPOTRS +* .. +* .. Intrinsic Functions .. + INTRINSIC MAX +* .. +* .. Executable Statements .. +* +* Test the input parameters. +* + INFO = 0 + IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN + INFO = -1 + ELSE IF( N.LT.0 ) THEN + INFO = -2 + ELSE IF( NRHS.LT.0 ) THEN + INFO = -3 + ELSE IF( LDA.LT.MAX( 1, N ) ) THEN + INFO = -5 + ELSE IF( LDB.LT.MAX( 1, N ) ) THEN + INFO = -7 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'ZPOSV ', -INFO ) + RETURN + END IF +* +* Compute the Cholesky factorization A = U'*U or A = L*L'. +* + CALL ZPOTRF( UPLO, N, A, LDA, INFO ) + IF( INFO.EQ.0 ) THEN +* +* Solve the system A*X = B, overwriting B with X. +* + CALL ZPOTRS( UPLO, N, NRHS, A, LDA, B, LDB, INFO ) +* + END IF + RETURN +* +* End of ZPOSV +* + END |