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*> \brief \b CPPTRF
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download CPPTRF + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cpptrf.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cpptrf.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cpptrf.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE CPPTRF( UPLO, N, AP, INFO )
*
* .. Scalar Arguments ..
* CHARACTER UPLO
* INTEGER INFO, N
* ..
* .. Array Arguments ..
* COMPLEX AP( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> CPPTRF computes the Cholesky factorization of a complex Hermitian
*> positive definite matrix A stored in packed format.
*>
*> The factorization has the form
*> 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 lower triangular.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] UPLO
*> \verbatim
*> UPLO is CHARACTER*1
*> = 'U': Upper triangle of A is stored;
*> = 'L': Lower triangle of A is stored.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The order of the matrix A. N >= 0.
*> \endverbatim
*>
*> \param[in,out] AP
*> \verbatim
*> AP is COMPLEX array, dimension (N*(N+1)/2)
*> On entry, the upper or lower triangle of the Hermitian matrix
*> A, packed columnwise in a linear array. The j-th column of A
*> is stored in the array AP as follows:
*> if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
*> if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
*> See below for further details.
*>
*> On exit, if INFO = 0, the triangular factor U or L from the
*> Cholesky factorization A = U**H*U or A = L*L**H, in the same
*> storage format as A.
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is 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 is not
*> positive definite, and the factorization could not be
*> completed.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup complexOTHERcomputational
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> The packed storage scheme is illustrated by the following example
*> when N = 4, UPLO = 'U':
*>
*> Two-dimensional storage of the Hermitian matrix A:
*>
*> a11 a12 a13 a14
*> a22 a23 a24
*> a33 a34 (aij = conjg(aji))
*> a44
*>
*> Packed storage of the upper triangle of A:
*>
*> AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]
*> \endverbatim
*>
* =====================================================================
SUBROUTINE CPPTRF( UPLO, N, AP, INFO )
*
* -- LAPACK computational routine (version 3.4.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Scalar Arguments ..
CHARACTER UPLO
INTEGER INFO, N
* ..
* .. Array Arguments ..
COMPLEX AP( * )
* ..
*
* =====================================================================
*
* .. Parameters ..
REAL ZERO, ONE
PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
* ..
* .. Local Scalars ..
LOGICAL UPPER
INTEGER J, JC, JJ
REAL AJJ
* ..
* .. External Functions ..
LOGICAL LSAME
COMPLEX CDOTC
EXTERNAL LSAME, CDOTC
* ..
* .. External Subroutines ..
EXTERNAL CHPR, CSSCAL, CTPSV, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC REAL, 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
END IF
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'CPPTRF', -INFO )
RETURN
END IF
*
* Quick return if possible
*
IF( N.EQ.0 )
$ RETURN
*
IF( UPPER ) THEN
*
* Compute the Cholesky factorization A = U**H * U.
*
JJ = 0
DO 10 J = 1, N
JC = JJ + 1
JJ = JJ + J
*
* Compute elements 1:J-1 of column J.
*
IF( J.GT.1 )
$ CALL CTPSV( 'Upper', 'Conjugate transpose', 'Non-unit',
$ J-1, AP, AP( JC ), 1 )
*
* Compute U(J,J) and test for non-positive-definiteness.
*
AJJ = REAL( AP( JJ ) ) - CDOTC( J-1, AP( JC ), 1, AP( JC ),
$ 1 )
IF( AJJ.LE.ZERO ) THEN
AP( JJ ) = AJJ
GO TO 30
END IF
AP( JJ ) = SQRT( AJJ )
10 CONTINUE
ELSE
*
* Compute the Cholesky factorization A = L * L**H.
*
JJ = 1
DO 20 J = 1, N
*
* Compute L(J,J) and test for non-positive-definiteness.
*
AJJ = REAL( AP( JJ ) )
IF( AJJ.LE.ZERO ) THEN
AP( JJ ) = AJJ
GO TO 30
END IF
AJJ = SQRT( AJJ )
AP( JJ ) = AJJ
*
* Compute elements J+1:N of column J and update the trailing
* submatrix.
*
IF( J.LT.N ) THEN
CALL CSSCAL( N-J, ONE / AJJ, AP( JJ+1 ), 1 )
CALL CHPR( 'Lower', N-J, -ONE, AP( JJ+1 ), 1,
$ AP( JJ+N-J+1 ) )
JJ = JJ + N - J + 1
END IF
20 CONTINUE
END IF
GO TO 40
*
30 CONTINUE
INFO = J
*
40 CONTINUE
RETURN
*
* End of CPPTRF
*
END
|
