LAPACK  3.6.1
LAPACK: Linear Algebra PACKage
cpotrf2.f
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1 *> \brief \b CPOTRF2
2 *
3 * =========== DOCUMENTATION ===========
4 *
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
7 *
8 * Definition:
9 * ===========
10 *
11 * RECURSIVE SUBROUTINE CPOTRF2( UPLO, N, A, LDA, INFO )
12 *
13 * .. Scalar Arguments ..
14 * CHARACTER UPLO
15 * INTEGER INFO, LDA, N
16 * ..
17 * .. Array Arguments ..
18 * COMPLEX A( LDA, * )
19 * ..
20 *
21 *
22 *> \par Purpose:
23 * =============
24 *>
25 *> \verbatim
26 *>
27 *> CPOTRF2 computes the Cholesky factorization of a real symmetric
28 *> positive definite matrix A using the recursive algorithm.
29 *>
30 *> The factorization has the form
31 *> A = U**H * U, if UPLO = 'U', or
32 *> A = L * L**H, if UPLO = 'L',
33 *> where U is an upper triangular matrix and L is lower triangular.
34 *>
35 *> This is the recursive version of the algorithm. It divides
36 *> the matrix into four submatrices:
37 *>
38 *> [ A11 | A12 ] where A11 is n1 by n1 and A22 is n2 by n2
39 *> A = [ -----|----- ] with n1 = n/2
40 *> [ A21 | A22 ] n2 = n-n1
41 *>
42 *> The subroutine calls itself to factor A11. Update and scale A21
43 *> or A12, update A22 then calls itself to factor A22.
44 *>
45 *> \endverbatim
46 *
47 * Arguments:
48 * ==========
49 *
50 *> \param[in] UPLO
51 *> \verbatim
52 *> UPLO is CHARACTER*1
53 *> = 'U': Upper triangle of A is stored;
54 *> = 'L': Lower triangle of A is stored.
55 *> \endverbatim
56 *>
57 *> \param[in] N
58 *> \verbatim
59 *> N is INTEGER
60 *> The order of the matrix A. N >= 0.
61 *> \endverbatim
62 *>
63 *> \param[in,out] A
64 *> \verbatim
65 *> A is COMPLEX array, dimension (LDA,N)
66 *> On entry, the symmetric matrix A. If UPLO = 'U', the leading
67 *> N-by-N upper triangular part of A contains the upper
68 *> triangular part of the matrix A, and the strictly lower
69 *> triangular part of A is not referenced. If UPLO = 'L', the
70 *> leading N-by-N lower triangular part of A contains the lower
71 *> triangular part of the matrix A, and the strictly upper
72 *> triangular part of A is not referenced.
73 *>
74 *> On exit, if INFO = 0, the factor U or L from the Cholesky
75 *> factorization A = U**H*U or A = L*L**H.
76 *> \endverbatim
77 *>
78 *> \param[in] LDA
79 *> \verbatim
80 *> LDA is INTEGER
81 *> The leading dimension of the array A. LDA >= max(1,N).
82 *> \endverbatim
83 *>
84 *> \param[out] INFO
85 *> \verbatim
86 *> INFO is INTEGER
87 *> = 0: successful exit
88 *> < 0: if INFO = -i, the i-th argument had an illegal value
89 *> > 0: if INFO = i, the leading minor of order i is not
90 *> positive definite, and the factorization could not be
91 *> completed.
92 *> \endverbatim
93 *
94 * Authors:
95 * ========
96 *
97 *> \author Univ. of Tennessee
98 *> \author Univ. of California Berkeley
99 *> \author Univ. of Colorado Denver
100 *> \author NAG Ltd.
101 *
102 *> \date June 2016
103 *
104 *> \ingroup complexPOcomputational
105 *
106 * =====================================================================
107  RECURSIVE SUBROUTINE cpotrf2( UPLO, N, A, LDA, INFO )
108 *
109 * -- LAPACK computational routine (version 3.6.1) --
110 * -- LAPACK is a software package provided by Univ. of Tennessee, --
111 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
112 * June 2016
113 *
114 * .. Scalar Arguments ..
115  CHARACTER UPLO
116  INTEGER INFO, LDA, N
117 * ..
118 * .. Array Arguments ..
119  COMPLEX A( lda, * )
120 * ..
121 *
122 * =====================================================================
123 *
124 * .. Parameters ..
125  REAL ONE, ZERO
126  parameter ( one = 1.0e+0, zero = 0.0e+0 )
127  COMPLEX CONE
128  parameter ( cone = (1.0e+0, 0.0e+0) )
129 * ..
130 * .. Local Scalars ..
131  LOGICAL UPPER
132  INTEGER N1, N2, IINFO
133  REAL AJJ
134 * ..
135 * .. External Functions ..
136  LOGICAL LSAME, SISNAN
137  EXTERNAL lsame, sisnan
138 * ..
139 * .. External Subroutines ..
140  EXTERNAL cherk, ctrsm, xerbla
141 * ..
142 * .. Intrinsic Functions ..
143  INTRINSIC max, REAL, SQRT
144 * ..
145 * .. Executable Statements ..
146 *
147 * Test the input parameters
148 *
149  info = 0
150  upper = lsame( uplo, 'U' )
151  IF( .NOT.upper .AND. .NOT.lsame( uplo, 'L' ) ) THEN
152  info = -1
153  ELSE IF( n.LT.0 ) THEN
154  info = -2
155  ELSE IF( lda.LT.max( 1, n ) ) THEN
156  info = -4
157  END IF
158  IF( info.NE.0 ) THEN
159  CALL xerbla( 'CPOTRF2', -info )
160  RETURN
161  END IF
162 *
163 * Quick return if possible
164 *
165  IF( n.EQ.0 )
166  $ RETURN
167 *
168 * N=1 case
169 *
170  IF( n.EQ.1 ) THEN
171 *
172 * Test for non-positive-definiteness
173 *
174  ajj = REAL( A( 1, 1 ) )
175  IF( ajj.LE.zero.OR.sisnan( ajj ) ) THEN
176  info = 1
177  RETURN
178  END IF
179 *
180 * Factor
181 *
182  a( 1, 1 ) = sqrt( ajj )
183 *
184 * Use recursive code
185 *
186  ELSE
187  n1 = n/2
188  n2 = n-n1
189 *
190 * Factor A11
191 *
192  CALL cpotrf2( uplo, n1, a( 1, 1 ), lda, iinfo )
193  IF ( iinfo.NE.0 ) THEN
194  info = iinfo
195  RETURN
196  END IF
197 *
198 * Compute the Cholesky factorization A = U**H*U
199 *
200  IF( upper ) THEN
201 *
202 * Update and scale A12
203 *
204  CALL ctrsm( 'L', 'U', 'C', 'N', n1, n2, cone,
205  $ a( 1, 1 ), lda, a( 1, n1+1 ), lda )
206 *
207 * Update and factor A22
208 *
209  CALL cherk( uplo, 'C', n2, n1, -one, a( 1, n1+1 ), lda,
210  $ one, a( n1+1, n1+1 ), lda )
211 *
212  CALL cpotrf2( uplo, n2, a( n1+1, n1+1 ), lda, iinfo )
213 *
214  IF ( iinfo.NE.0 ) THEN
215  info = iinfo + n1
216  RETURN
217  END IF
218 *
219 * Compute the Cholesky factorization A = L*L**H
220 *
221  ELSE
222 *
223 * Update and scale A21
224 *
225  CALL ctrsm( 'R', 'L', 'C', 'N', n2, n1, cone,
226  $ a( 1, 1 ), lda, a( n1+1, 1 ), lda )
227 *
228 * Update and factor A22
229 *
230  CALL cherk( uplo, 'N', n2, n1, -one, a( n1+1, 1 ), lda,
231  $ one, a( n1+1, n1+1 ), lda )
232 *
233  CALL cpotrf2( uplo, n2, a( n1+1, n1+1 ), lda, iinfo )
234 *
235  IF ( iinfo.NE.0 ) THEN
236  info = iinfo + n1
237  RETURN
238  END IF
239 *
240  END IF
241  END IF
242  RETURN
243 *
244 * End of CPOTRF2
245 *
246  END
subroutine cherk(UPLO, TRANS, N, K, ALPHA, A, LDA, BETA, C, LDC)
CHERK
Definition: cherk.f:175
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:62
subroutine ctrsm(SIDE, UPLO, TRANSA, DIAG, M, N, ALPHA, A, LDA, B, LDB)
CTRSM
Definition: ctrsm.f:182
recursive subroutine cpotrf2(UPLO, N, A, LDA, INFO)
CPOTRF2
Definition: cpotrf2.f:108