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SUBROUTINE DPOSV( UPLO, N, NRHS, A, LDA, B, LDB, INFO )
* * -- LAPACK driver 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..-- * -- April 2011 -- * * .. Scalar Arguments .. CHARACTER UPLO INTEGER INFO, LDA, LDB, N, NRHS * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), B( LDB, * ) * .. * * Purpose * ======= * * DPOSV computes the solution to a real system of linear equations * A * X = B, * where A is an N-by-N symmetric positive definite matrix and X and B * are N-by-NRHS matrices. * * The Cholesky decomposition is used to factor A as * A = U**T* U, if UPLO = 'U', or * A = L * L**T, 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. * * A (input/output) DOUBLE PRECISION 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**T*U or A = L*L**T. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * B (input/output) DOUBLE PRECISION 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. * * ===================================================================== * * .. External Functions .. LOGICAL LSAME EXTERNAL LSAME * .. * .. External Subroutines .. EXTERNAL DPOTRF, DPOTRS, XERBLA * .. * .. 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( LDA.LT.MAX( 1, N ) ) THEN INFO = -5 ELSE IF( LDB.LT.MAX( 1, N ) ) THEN INFO = -7 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DPOSV ', -INFO ) RETURN END IF * * Compute the Cholesky factorization A = U**T*U or A = L*L**T. * CALL DPOTRF( UPLO, N, A, LDA, INFO ) IF( INFO.EQ.0 ) THEN * * Solve the system A*X = B, overwriting B with X. * CALL DPOTRS( UPLO, N, NRHS, A, LDA, B, LDB, INFO ) * END IF RETURN * * End of DPOSV * END |