summaryrefslogtreecommitdiff
path: root/SRC/zppsv.f
blob: 27ccc9d06490dd9b672f4bd9f85832f7f379875b (plain)
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
      SUBROUTINE ZPPSV( UPLO, N, NRHS, AP, B, LDB, INFO )
*
*  -- LAPACK driver routine (version 3.2) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     November 2006
*
*     .. Scalar Arguments ..
      CHARACTER          UPLO
      INTEGER            INFO, LDB, N, NRHS
*     ..
*     .. Array Arguments ..
      COMPLEX*16         AP( * ), B( LDB, * )
*     ..
*
*  Purpose
*  =======
*
*  ZPPSV computes the solution to a complex system of linear equations
*     A * X = B,
*  where A is an N-by-N Hermitian positive definite matrix stored in
*  packed format 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.
*
*  AP      (input/output) COMPLEX*16 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 factor U or L from the Cholesky
*          factorization A = U**H*U or A = L*L**H, in the same storage
*          format as A.
*
*  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.
*
*  Further Details
*  ===============
*
*  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 ]
*
*  =====================================================================
*
*     .. External Functions ..
      LOGICAL            LSAME
      EXTERNAL           LSAME
*     ..
*     .. External Subroutines ..
      EXTERNAL           XERBLA, ZPPTRF, ZPPTRS
*     ..
*     .. 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( LDB.LT.MAX( 1, N ) ) THEN
         INFO = -6
      END IF
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'ZPPSV ', -INFO )
         RETURN
      END IF
*
*     Compute the Cholesky factorization A = U**H *U or A = L*L**H.
*
      CALL ZPPTRF( UPLO, N, AP, INFO )
      IF( INFO.EQ.0 ) THEN
*
*        Solve the system A*X = B, overwriting B with X.
*
         CALL ZPPTRS( UPLO, N, NRHS, AP, B, LDB, INFO )
*
      END IF
      RETURN
*
*     End of ZPPSV
*
      END