1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
|
*> \brief \b SPTTRF
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition
* ==========
*
* SUBROUTINE SPTTRF( N, D, E, INFO )
*
* .. Scalar Arguments ..
* INTEGER INFO, N
* ..
* .. Array Arguments ..
* REAL D( * ), E( * )
* ..
*
* Purpose
* =======
*
*>\details \b Purpose:
*>\verbatim
*>
*> SPTTRF computes the L*D*L**T factorization of a real symmetric
*> positive definite tridiagonal matrix A. The factorization may also
*> be regarded as having the form A = U**T*D*U.
*>
*>\endverbatim
*
* Arguments
* =========
*
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The order of the matrix A. N >= 0.
*> \endverbatim
*>
*> \param[in,out] D
*> \verbatim
*> D is REAL array, dimension (N)
*> On entry, the n diagonal elements of the tridiagonal matrix
*> A. On exit, the n diagonal elements of the diagonal matrix
*> D from the L*D*L**T factorization of A.
*> \endverbatim
*>
*> \param[in,out] E
*> \verbatim
*> E is REAL array, dimension (N-1)
*> On entry, the (n-1) subdiagonal elements of the tridiagonal
*> matrix A. On exit, the (n-1) subdiagonal elements of the
*> unit bidiagonal factor L from the L*D*L**T factorization of A.
*> E can also be regarded as the superdiagonal of the unit
*> bidiagonal factor U from the U**T*D*U factorization of A.
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is 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; if k < N, the factorization could not
*> be completed, while if k = N, the factorization was
*> completed, but D(N) <= 0.
*> \endverbatim
*>
*
* Authors
* =======
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup auxOTHERcomputational
*
* =====================================================================
SUBROUTINE SPTTRF( N, D, E, INFO )
*
* -- LAPACK computational routine (version 3.3.1) --
* -- 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 ..
INTEGER INFO, N
* ..
* .. Array Arguments ..
REAL D( * ), E( * )
* ..
*
* =====================================================================
*
* .. Parameters ..
REAL ZERO
PARAMETER ( ZERO = 0.0E+0 )
* ..
* .. Local Scalars ..
INTEGER I, I4
REAL EI
* ..
* .. External Subroutines ..
EXTERNAL XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC MOD
* ..
* .. Executable Statements ..
*
* Test the input parameters.
*
INFO = 0
IF( N.LT.0 ) THEN
INFO = -1
CALL XERBLA( 'SPTTRF', -INFO )
RETURN
END IF
*
* Quick return if possible
*
IF( N.EQ.0 )
$ RETURN
*
* Compute the L*D*L**T (or U**T*D*U) factorization of A.
*
I4 = MOD( N-1, 4 )
DO 10 I = 1, I4
IF( D( I ).LE.ZERO ) THEN
INFO = I
GO TO 30
END IF
EI = E( I )
E( I ) = EI / D( I )
D( I+1 ) = D( I+1 ) - E( I )*EI
10 CONTINUE
*
DO 20 I = I4 + 1, N - 4, 4
*
* Drop out of the loop if d(i) <= 0: the matrix is not positive
* definite.
*
IF( D( I ).LE.ZERO ) THEN
INFO = I
GO TO 30
END IF
*
* Solve for e(i) and d(i+1).
*
EI = E( I )
E( I ) = EI / D( I )
D( I+1 ) = D( I+1 ) - E( I )*EI
*
IF( D( I+1 ).LE.ZERO ) THEN
INFO = I + 1
GO TO 30
END IF
*
* Solve for e(i+1) and d(i+2).
*
EI = E( I+1 )
E( I+1 ) = EI / D( I+1 )
D( I+2 ) = D( I+2 ) - E( I+1 )*EI
*
IF( D( I+2 ).LE.ZERO ) THEN
INFO = I + 2
GO TO 30
END IF
*
* Solve for e(i+2) and d(i+3).
*
EI = E( I+2 )
E( I+2 ) = EI / D( I+2 )
D( I+3 ) = D( I+3 ) - E( I+2 )*EI
*
IF( D( I+3 ).LE.ZERO ) THEN
INFO = I + 3
GO TO 30
END IF
*
* Solve for e(i+3) and d(i+4).
*
EI = E( I+3 )
E( I+3 ) = EI / D( I+3 )
D( I+4 ) = D( I+4 ) - E( I+3 )*EI
20 CONTINUE
*
* Check d(n) for positive definiteness.
*
IF( D( N ).LE.ZERO )
$ INFO = N
*
30 CONTINUE
RETURN
*
* End of SPTTRF
*
END
|