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SUBROUTINE SPPTRF( UPLO, N, AP, INFO )
* * -- LAPACK 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, N * .. * .. Array Arguments .. REAL AP( * ) * .. * * Purpose * ======= * * SPPTRF computes the Cholesky factorization of a real symmetric * positive definite matrix A stored in packed format. * * The factorization has the form * 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 lower triangular. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * AP (input/output) REAL array, dimension (N*(N+1)/2) * On entry, the upper or lower triangle of the symmetric 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 triangular factor U or L from the * Cholesky factorization A = U**T*U or A = L*L**T, in the same * storage format as A. * * 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 is not * positive definite, and the factorization could not be * completed. * * Further Details * ======= ======= * * The packed storage scheme is illustrated by the following example * when N = 4, UPLO = 'U': * * Two-dimensional storage of the symmetric matrix A: * * a11 a12 a13 a14 * a22 a23 a24 * a33 a34 (aij = aji) * a44 * * Packed storage of the upper triangle of A: * * AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ] * * ===================================================================== * * .. Parameters .. REAL ONE, ZERO PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 ) * .. * .. Local Scalars .. LOGICAL UPPER INTEGER J, JC, JJ REAL AJJ * .. * .. External Functions .. LOGICAL LSAME REAL SDOT EXTERNAL LSAME, SDOT * .. * .. External Subroutines .. EXTERNAL SSCAL, SSPR, STPSV, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC 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 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'SPPTRF', -INFO ) RETURN END IF * * Quick return if possible * IF( N.EQ.0 ) $ RETURN * IF( UPPER ) THEN * * Compute the Cholesky factorization A = U**T*U. * JJ = 0 DO 10 J = 1, N JC = JJ + 1 JJ = JJ + J * * Compute elements 1:J-1 of column J. * IF( J.GT.1 ) $ CALL STPSV( 'Upper', 'Transpose', 'Non-unit', J-1, AP, $ AP( JC ), 1 ) * * Compute U(J,J) and test for non-positive-definiteness. * AJJ = AP( JJ ) - SDOT( J-1, AP( JC ), 1, AP( JC ), 1 ) IF( AJJ.LE.ZERO ) THEN AP( JJ ) = AJJ GO TO 30 END IF AP( JJ ) = SQRT( AJJ ) 10 CONTINUE ELSE * * Compute the Cholesky factorization A = L*L**T. * JJ = 1 DO 20 J = 1, N * * Compute L(J,J) and test for non-positive-definiteness. * AJJ = AP( JJ ) IF( AJJ.LE.ZERO ) THEN AP( JJ ) = AJJ GO TO 30 END IF AJJ = SQRT( AJJ ) AP( JJ ) = AJJ * * Compute elements J+1:N of column J and update the trailing * submatrix. * IF( J.LT.N ) THEN CALL SSCAL( N-J, ONE / AJJ, AP( JJ+1 ), 1 ) CALL SSPR( 'Lower', N-J, -ONE, AP( JJ+1 ), 1, $ AP( JJ+N-J+1 ) ) JJ = JJ + N - J + 1 END IF 20 CONTINUE END IF GO TO 40 * 30 CONTINUE INFO = J * 40 CONTINUE RETURN * * End of SPPTRF * END |