#include "f2c.h" #include "blaswrap.h" /* Table of constant values */ static integer c__1 = 1; static doublereal c_b16 = -1.; /* Subroutine */ int dpptrf_(char *uplo, integer *n, doublereal *ap, integer * info) { /* System generated locals */ integer i__1, i__2; doublereal d__1; /* Builtin functions */ double sqrt(doublereal); /* Local variables */ integer j, jc, jj; doublereal ajj; extern doublereal ddot_(integer *, doublereal *, integer *, doublereal *, integer *); extern /* Subroutine */ int dspr_(char *, integer *, doublereal *, doublereal *, integer *, doublereal *), dscal_(integer *, doublereal *, doublereal *, integer *); extern logical lsame_(char *, char *); logical upper; extern /* Subroutine */ int dtpsv_(char *, char *, char *, integer *, doublereal *, doublereal *, integer *), xerbla_(char *, integer *); /* -- LAPACK routine (version 3.1) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* Purpose */ /* ======= */ /* DPPTRF 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) DOUBLE PRECISION 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 .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. External Functions .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. Executable Statements .. */ /* Test the input parameters. */ /* Parameter adjustments */ --ap; /* Function Body */ *info = 0; upper = lsame_(uplo, "U"); if (! upper && ! lsame_(uplo, "L")) { *info = -1; } else if (*n < 0) { *info = -2; } if (*info != 0) { i__1 = -(*info); xerbla_("DPPTRF", &i__1); return 0; } /* Quick return if possible */ if (*n == 0) { return 0; } if (upper) { /* Compute the Cholesky factorization A = U'*U. */ jj = 0; i__1 = *n; for (j = 1; j <= i__1; ++j) { jc = jj + 1; jj += j; /* Compute elements 1:J-1 of column J. */ if (j > 1) { i__2 = j - 1; dtpsv_("Upper", "Transpose", "Non-unit", &i__2, &ap[1], &ap[ jc], &c__1); } /* Compute U(J,J) and test for non-positive-definiteness. */ i__2 = j - 1; ajj = ap[jj] - ddot_(&i__2, &ap[jc], &c__1, &ap[jc], &c__1); if (ajj <= 0.) { ap[jj] = ajj; goto L30; } ap[jj] = sqrt(ajj); /* L10: */ } } else { /* Compute the Cholesky factorization A = L*L'. */ jj = 1; i__1 = *n; for (j = 1; j <= i__1; ++j) { /* Compute L(J,J) and test for non-positive-definiteness. */ ajj = ap[jj]; if (ajj <= 0.) { ap[jj] = ajj; goto L30; } ajj = sqrt(ajj); ap[jj] = ajj; /* Compute elements J+1:N of column J and update the trailing */ /* submatrix. */ if (j < *n) { i__2 = *n - j; d__1 = 1. / ajj; dscal_(&i__2, &d__1, &ap[jj + 1], &c__1); i__2 = *n - j; dspr_("Lower", &i__2, &c_b16, &ap[jj + 1], &c__1, &ap[jj + *n - j + 1]); jj = jj + *n - j + 1; } /* L20: */ } } goto L40; L30: *info = j; L40: return 0; /* End of DPPTRF */ } /* dpptrf_ */