diff libcruft/lapack/cpotf2.f @ 7789:82be108cc558

First attempt at single precision tyeps * * * corrections to qrupdate single precision routines * * * prefer demotion to single over promotion to double * * * Add single precision support to log2 function * * * Trivial PROJECT file update * * * Cache optimized hermitian/transpose methods * * * Add tests for tranpose/hermitian and ChangeLog entry for new transpose code
author David Bateman <dbateman@free.fr>
date Sun, 27 Apr 2008 22:34:17 +0200
parents
children
line wrap: on
line diff
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/libcruft/lapack/cpotf2.f	Sun Apr 27 22:34:17 2008 +0200
@@ -0,0 +1,174 @@
+      SUBROUTINE CPOTF2( UPLO, N, A, LDA, INFO )
+*
+*  -- LAPACK routine (version 3.1) --
+*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+*     November 2006
+*
+*     .. Scalar Arguments ..
+      CHARACTER          UPLO
+      INTEGER            INFO, LDA, N
+*     ..
+*     .. Array Arguments ..
+      COMPLEX            A( LDA, * )
+*     ..
+*
+*  Purpose
+*  =======
+*
+*  CPOTF2 computes the Cholesky factorization of a complex Hermitian
+*  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
+*          Hermitian matrix A is stored.
+*          = 'U':  Upper triangular
+*          = 'L':  Lower triangular
+*
+*  N       (input) INTEGER
+*          The order of the matrix A.  N >= 0.
+*
+*  A       (input/output) COMPLEX 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'*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 )
+      COMPLEX            CONE
+      PARAMETER          ( CONE = ( 1.0E+0, 0.0E+0 ) )
+*     ..
+*     .. Local Scalars ..
+      LOGICAL            UPPER
+      INTEGER            J
+      REAL               AJJ
+*     ..
+*     .. External Functions ..
+      LOGICAL            LSAME
+      COMPLEX            CDOTC
+      EXTERNAL           LSAME, CDOTC
+*     ..
+*     .. External Subroutines ..
+      EXTERNAL           CGEMV, CLACGV, CSSCAL, XERBLA
+*     ..
+*     .. Intrinsic Functions ..
+      INTRINSIC          MAX, 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
+      ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+         INFO = -4
+      END IF
+      IF( INFO.NE.0 ) THEN
+         CALL XERBLA( 'CPOTF2', -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 = REAL( A( J, J ) ) - CDOTC( 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 CLACGV( J-1, A( 1, J ), 1 )
+               CALL CGEMV( 'Transpose', J-1, N-J, -CONE, A( 1, J+1 ),
+     $                     LDA, A( 1, J ), 1, CONE, A( J, J+1 ), LDA )
+               CALL CLACGV( J-1, A( 1, J ), 1 )
+               CALL CSSCAL( 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 = REAL( A( J, J ) ) - CDOTC( 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 CLACGV( J-1, A( J, 1 ), LDA )
+               CALL CGEMV( 'No transpose', N-J, J-1, -CONE, A( J+1, 1 ),
+     $                     LDA, A( J, 1 ), LDA, CONE, A( J+1, J ), 1 )
+               CALL CLACGV( J-1, A( J, 1 ), LDA )
+               CALL CSSCAL( 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 CPOTF2
+*
+      END