/* dpftrf.f -- translated by f2c (version 20061008). You must link the resulting object file with libf2c: on Microsoft Windows system, link with libf2c.lib; on Linux or Unix systems, link with .../path/to/libf2c.a -lm or, if you install libf2c.a in a standard place, with -lf2c -lm -- in that order, at the end of the command line, as in cc *.o -lf2c -lm Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., http://www.netlib.org/f2c/libf2c.zip */ #include "f2c.h" #include "blaswrap.h" /* Table of constant values */ static doublereal c_b12 = 1.; static doublereal c_b15 = -1.; /* Subroutine */ int dpftrf_(char *transr, char *uplo, integer *n, doublereal *a, integer *info) { /* System generated locals */ integer i__1, i__2; /* Local variables */ integer k, n1, n2; logical normaltransr; extern logical lsame_(char *, char *); logical lower; extern /* Subroutine */ int dtrsm_(char *, char *, char *, char *, integer *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *), dsyrk_( char *, char *, integer *, integer *, doublereal *, doublereal *, integer *, doublereal *, doublereal *, integer *), xerbla_(char *, integer *); logical nisodd; extern /* Subroutine */ int dpotrf_(char *, integer *, doublereal *, integer *, integer *); /* -- LAPACK routine (version 3.2) -- */ /* -- Contributed by Fred Gustavson of the IBM Watson Research Center -- */ /* -- November 2008 -- */ /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */ /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */ /* .. */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* Purpose */ /* ======= */ /* DPFTRF computes the Cholesky factorization of a real symmetric */ /* positive definite matrix A. */ /* 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. */ /* This is the block version of the algorithm, calling Level 3 BLAS. */ /* Arguments */ /* ========= */ /* TRANSR (input) CHARACTER */ /* = 'N': The Normal TRANSR of RFP A is stored; */ /* = 'T': The Transpose TRANSR of RFP A is stored. */ /* UPLO (input) CHARACTER */ /* = 'U': Upper triangle of RFP A is stored; */ /* = 'L': Lower triangle of RFP A is stored. */ /* N (input) INTEGER */ /* The order of the matrix A. N >= 0. */ /* A (input/output) DOUBLE PRECISION array, dimension ( N*(N+1)/2 ); */ /* On entry, the symmetric matrix A in RFP format. RFP format is */ /* described by TRANSR, UPLO, and N as follows: If TRANSR = 'N' */ /* then RFP A is (0:N,0:k-1) when N is even; k=N/2. RFP A is */ /* (0:N-1,0:k) when N is odd; k=N/2. IF TRANSR = 'T' then RFP is */ /* the transpose of RFP A as defined when */ /* TRANSR = 'N'. The contents of RFP A are defined by UPLO as */ /* follows: If UPLO = 'U' the RFP A contains the NT elements of */ /* upper packed A. If UPLO = 'L' the RFP A contains the elements */ /* of lower packed A. The LDA of RFP A is (N+1)/2 when TRANSR = */ /* 'T'. When TRANSR is 'N' the LDA is N+1 when N is even and N */ /* is odd. See the Note below for more details. */ /* On exit, if INFO = 0, the factor U or L from the Cholesky */ /* factorization RFP A = U**T*U or RFP A = L*L**T. */ /* 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. */ /* Notes */ /* ===== */ /* We first consider Rectangular Full Packed (RFP) Format when N is */ /* even. We give an example where N = 6. */ /* AP is Upper AP is Lower */ /* 00 01 02 03 04 05 00 */ /* 11 12 13 14 15 10 11 */ /* 22 23 24 25 20 21 22 */ /* 33 34 35 30 31 32 33 */ /* 44 45 40 41 42 43 44 */ /* 55 50 51 52 53 54 55 */ /* Let TRANSR = 'N'. RFP holds AP as follows: */ /* For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last */ /* three columns of AP upper. The lower triangle A(4:6,0:2) consists of */ /* the transpose of the first three columns of AP upper. */ /* For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first */ /* three columns of AP lower. The upper triangle A(0:2,0:2) consists of */ /* the transpose of the last three columns of AP lower. */ /* This covers the case N even and TRANSR = 'N'. */ /* RFP A RFP A */ /* 03 04 05 33 43 53 */ /* 13 14 15 00 44 54 */ /* 23 24 25 10 11 55 */ /* 33 34 35 20 21 22 */ /* 00 44 45 30 31 32 */ /* 01 11 55 40 41 42 */ /* 02 12 22 50 51 52 */ /* Now let TRANSR = 'T'. RFP A in both UPLO cases is just the */ /* transpose of RFP A above. One therefore gets: */ /* RFP A RFP A */ /* 03 13 23 33 00 01 02 33 00 10 20 30 40 50 */ /* 04 14 24 34 44 11 12 43 44 11 21 31 41 51 */ /* 05 15 25 35 45 55 22 53 54 55 22 32 42 52 */ /* We first consider Rectangular Full Packed (RFP) Format when N is */ /* odd. We give an example where N = 5. */ /* AP is Upper AP is Lower */ /* 00 01 02 03 04 00 */ /* 11 12 13 14 10 11 */ /* 22 23 24 20 21 22 */ /* 33 34 30 31 32 33 */ /* 44 40 41 42 43 44 */ /* Let TRANSR = 'N'. RFP holds AP as follows: */ /* For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last */ /* three columns of AP upper. The lower triangle A(3:4,0:1) consists of */ /* the transpose of the first two columns of AP upper. */ /* For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first */ /* three columns of AP lower. The upper triangle A(0:1,1:2) consists of */ /* the transpose of the last two columns of AP lower. */ /* This covers the case N odd and TRANSR = 'N'. */ /* RFP A RFP A */ /* 02 03 04 00 33 43 */ /* 12 13 14 10 11 44 */ /* 22 23 24 20 21 22 */ /* 00 33 34 30 31 32 */ /* 01 11 44 40 41 42 */ /* Now let TRANSR = 'T'. RFP A in both UPLO cases is just the */ /* transpose of RFP A above. One therefore gets: */ /* RFP A RFP A */ /* 02 12 22 00 01 00 10 20 30 40 50 */ /* 03 13 23 33 11 33 11 21 31 41 51 */ /* 04 14 24 34 44 43 44 22 32 42 52 */ /* ===================================================================== */ /* .. Parameters .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. External Functions .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. Executable Statements .. */ /* Test the input parameters. */ *info = 0; normaltransr = lsame_(transr, "N"); lower = lsame_(uplo, "L"); if (! normaltransr && ! lsame_(transr, "T")) { *info = -1; } else if (! lower && ! lsame_(uplo, "U")) { *info = -2; } else if (*n < 0) { *info = -3; } if (*info != 0) { i__1 = -(*info); xerbla_("DPFTRF", &i__1); return 0; } /* Quick return if possible */ if (*n == 0) { return 0; } /* If N is odd, set NISODD = .TRUE. */ /* If N is even, set K = N/2 and NISODD = .FALSE. */ if (*n % 2 == 0) { k = *n / 2; nisodd = FALSE_; } else { nisodd = TRUE_; } /* Set N1 and N2 depending on LOWER */ if (lower) { n2 = *n / 2; n1 = *n - n2; } else { n1 = *n / 2; n2 = *n - n1; } /* start execution: there are eight cases */ if (nisodd) { /* N is odd */ if (normaltransr) { /* N is odd and TRANSR = 'N' */ if (lower) { /* SRPA for LOWER, NORMAL and N is odd ( a(0:n-1,0:n1-1) ) */ /* T1 -> a(0,0), T2 -> a(0,1), S -> a(n1,0) */ /* T1 -> a(0), T2 -> a(n), S -> a(n1) */ dpotrf_("L", &n1, a, n, info); if (*info > 0) { return 0; } dtrsm_("R", "L", "T", "N", &n2, &n1, &c_b12, a, n, &a[n1], n); dsyrk_("U", "N", &n2, &n1, &c_b15, &a[n1], n, &c_b12, &a[*n], n); dpotrf_("U", &n2, &a[*n], n, info); if (*info > 0) { *info += n1; } } else { /* SRPA for UPPER, NORMAL and N is odd ( a(0:n-1,0:n2-1) */ /* T1 -> a(n1+1,0), T2 -> a(n1,0), S -> a(0,0) */ /* T1 -> a(n2), T2 -> a(n1), S -> a(0) */ dpotrf_("L", &n1, &a[n2], n, info); if (*info > 0) { return 0; } dtrsm_("L", "L", "N", "N", &n1, &n2, &c_b12, &a[n2], n, a, n); dsyrk_("U", "T", &n2, &n1, &c_b15, a, n, &c_b12, &a[n1], n); dpotrf_("U", &n2, &a[n1], n, info); if (*info > 0) { *info += n1; } } } else { /* N is odd and TRANSR = 'T' */ if (lower) { /* SRPA for LOWER, TRANSPOSE and N is odd */ /* T1 -> A(0,0) , T2 -> A(1,0) , S -> A(0,n1) */ /* T1 -> a(0+0) , T2 -> a(1+0) , S -> a(0+n1*n1); lda=n1 */ dpotrf_("U", &n1, a, &n1, info); if (*info > 0) { return 0; } dtrsm_("L", "U", "T", "N", &n1, &n2, &c_b12, a, &n1, &a[n1 * n1], &n1); dsyrk_("L", "T", &n2, &n1, &c_b15, &a[n1 * n1], &n1, &c_b12, & a[1], &n1); dpotrf_("L", &n2, &a[1], &n1, info); if (*info > 0) { *info += n1; } } else { /* SRPA for UPPER, TRANSPOSE and N is odd */ /* T1 -> A(0,n1+1), T2 -> A(0,n1), S -> A(0,0) */ /* T1 -> a(n2*n2), T2 -> a(n1*n2), S -> a(0); lda = n2 */ dpotrf_("U", &n1, &a[n2 * n2], &n2, info); if (*info > 0) { return 0; } dtrsm_("R", "U", "N", "N", &n2, &n1, &c_b12, &a[n2 * n2], &n2, a, &n2); dsyrk_("L", "N", &n2, &n1, &c_b15, a, &n2, &c_b12, &a[n1 * n2] , &n2); dpotrf_("L", &n2, &a[n1 * n2], &n2, info); if (*info > 0) { *info += n1; } } } } else { /* N is even */ if (normaltransr) { /* N is even and TRANSR = 'N' */ if (lower) { /* SRPA for LOWER, NORMAL, and N is even ( a(0:n,0:k-1) ) */ /* T1 -> a(1,0), T2 -> a(0,0), S -> a(k+1,0) */ /* T1 -> a(1), T2 -> a(0), S -> a(k+1) */ i__1 = *n + 1; dpotrf_("L", &k, &a[1], &i__1, info); if (*info > 0) { return 0; } i__1 = *n + 1; i__2 = *n + 1; dtrsm_("R", "L", "T", "N", &k, &k, &c_b12, &a[1], &i__1, &a[k + 1], &i__2); i__1 = *n + 1; i__2 = *n + 1; dsyrk_("U", "N", &k, &k, &c_b15, &a[k + 1], &i__1, &c_b12, a, &i__2); i__1 = *n + 1; dpotrf_("U", &k, a, &i__1, info); if (*info > 0) { *info += k; } } else { /* SRPA for UPPER, NORMAL, and N is even ( a(0:n,0:k-1) ) */ /* T1 -> a(k+1,0) , T2 -> a(k,0), S -> a(0,0) */ /* T1 -> a(k+1), T2 -> a(k), S -> a(0) */ i__1 = *n + 1; dpotrf_("L", &k, &a[k + 1], &i__1, info); if (*info > 0) { return 0; } i__1 = *n + 1; i__2 = *n + 1; dtrsm_("L", "L", "N", "N", &k, &k, &c_b12, &a[k + 1], &i__1, a, &i__2); i__1 = *n + 1; i__2 = *n + 1; dsyrk_("U", "T", &k, &k, &c_b15, a, &i__1, &c_b12, &a[k], & i__2); i__1 = *n + 1; dpotrf_("U", &k, &a[k], &i__1, info); if (*info > 0) { *info += k; } } } else { /* N is even and TRANSR = 'T' */ if (lower) { /* SRPA for LOWER, TRANSPOSE and N is even (see paper) */ /* T1 -> B(0,1), T2 -> B(0,0), S -> B(0,k+1) */ /* T1 -> a(0+k), T2 -> a(0+0), S -> a(0+k*(k+1)); lda=k */ dpotrf_("U", &k, &a[k], &k, info); if (*info > 0) { return 0; } dtrsm_("L", "U", "T", "N", &k, &k, &c_b12, &a[k], &n1, &a[k * (k + 1)], &k); dsyrk_("L", "T", &k, &k, &c_b15, &a[k * (k + 1)], &k, &c_b12, a, &k); dpotrf_("L", &k, a, &k, info); if (*info > 0) { *info += k; } } else { /* SRPA for UPPER, TRANSPOSE and N is even (see paper) */ /* T1 -> B(0,k+1), T2 -> B(0,k), S -> B(0,0) */ /* T1 -> a(0+k*(k+1)), T2 -> a(0+k*k), S -> a(0+0)); lda=k */ dpotrf_("U", &k, &a[k * (k + 1)], &k, info); if (*info > 0) { return 0; } dtrsm_("R", "U", "N", "N", &k, &k, &c_b12, &a[k * (k + 1)], & k, a, &k); dsyrk_("L", "N", &k, &k, &c_b15, a, &k, &c_b12, &a[k * k], &k); dpotrf_("L", &k, &a[k * k], &k, info); if (*info > 0) { *info += k; } } } } return 0; /* End of DPFTRF */ } /* dpftrf_ */