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authorXianyi Zhang <traits.zhang@gmail.com>2011-01-24 14:54:24 +0000
committerXianyi Zhang <traits.zhang@gmail.com>2011-01-24 14:54:24 +0000
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Import GotoBLAS2 1.13 BSD version codes.
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+ SUBROUTINE SPOTF2F( 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
+* February 29, 1992
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, LDA, N
+* ..
+* .. Array Arguments ..
+ REAL A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* SPOTF2 computes the Cholesky factorization of a real symmetric
+* 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
+* symmetric matrix A is stored.
+* = 'U': Upper triangular
+* = 'L': Lower triangular
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) REAL array, dimension (LDA,N)
+* On entry, the symmetric 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 ..
+ REAL ONE, ZERO
+ PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL UPPER
+ INTEGER J
+ REAL AJJ
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ REAL SDOT
+ EXTERNAL LSAME, SDOT
+* ..
+* .. External Subroutines ..
+ EXTERNAL SGEMV, SSCAL, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC 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( 'SPOTF2', -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 = A( J, J ) - SDOT( 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 SGEMV( 'Transpose', J-1, N-J, -ONE, A( 1, J+1 ),
+ $ LDA, A( 1, J ), 1, ONE, A( J, J+1 ), LDA )
+ CALL SSCAL( 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 = A( J, J ) - SDOT( 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 SGEMV( 'No transpose', N-J, J-1, -ONE, A( J+1, 1 ),
+ $ LDA, A( J, 1 ), LDA, ONE, A( J+1, J ), 1 )
+ CALL SSCAL( 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 SPOTF2
+*
+ END