LAPACK  3.6.1
LAPACK: Linear Algebra PACKage
sppsv.f
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1 *> \brief <b> SPPSV computes the solution to system of linear equations A * X = B for OTHER matrices</b>
2 *
3 * =========== DOCUMENTATION ===========
4 *
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
7 *
8 *> \htmlonly
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13 *> [ZIP]</a>
14 *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sppsv.f">
15 *> [TXT]</a>
16 *> \endhtmlonly
17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE SPPSV( UPLO, N, NRHS, AP, B, LDB, INFO )
22 *
23 * .. Scalar Arguments ..
24 * CHARACTER UPLO
25 * INTEGER INFO, LDB, N, NRHS
26 * ..
27 * .. Array Arguments ..
28 * REAL AP( * ), B( LDB, * )
29 * ..
30 *
31 *
32 *> \par Purpose:
33 * =============
34 *>
35 *> \verbatim
36 *>
37 *> SPPSV computes the solution to a real system of linear equations
38 *> A * X = B,
39 *> where A is an N-by-N symmetric positive definite matrix stored in
40 *> packed format and X and B are N-by-NRHS matrices.
41 *>
42 *> The Cholesky decomposition is used to factor A as
43 *> A = U**T* U, if UPLO = 'U', or
44 *> A = L * L**T, if UPLO = 'L',
45 *> where U is an upper triangular matrix and L is a lower triangular
46 *> matrix. The factored form of A is then used to solve the system of
47 *> equations A * X = B.
48 *> \endverbatim
49 *
50 * Arguments:
51 * ==========
52 *
53 *> \param[in] UPLO
54 *> \verbatim
55 *> UPLO is CHARACTER*1
56 *> = 'U': Upper triangle of A is stored;
57 *> = 'L': Lower triangle of A is stored.
58 *> \endverbatim
59 *>
60 *> \param[in] N
61 *> \verbatim
62 *> N is INTEGER
63 *> The number of linear equations, i.e., the order of the
64 *> matrix A. N >= 0.
65 *> \endverbatim
66 *>
67 *> \param[in] NRHS
68 *> \verbatim
69 *> NRHS is INTEGER
70 *> The number of right hand sides, i.e., the number of columns
71 *> of the matrix B. NRHS >= 0.
72 *> \endverbatim
73 *>
74 *> \param[in,out] AP
75 *> \verbatim
76 *> AP is REAL array, dimension (N*(N+1)/2)
77 *> On entry, the upper or lower triangle of the symmetric matrix
78 *> A, packed columnwise in a linear array. The j-th column of A
79 *> is stored in the array AP as follows:
80 *> if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
81 *> if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
82 *> See below for further details.
83 *>
84 *> On exit, if INFO = 0, the factor U or L from the Cholesky
85 *> factorization A = U**T*U or A = L*L**T, in the same storage
86 *> format as A.
87 *> \endverbatim
88 *>
89 *> \param[in,out] B
90 *> \verbatim
91 *> B is REAL array, dimension (LDB,NRHS)
92 *> On entry, the N-by-NRHS right hand side matrix B.
93 *> On exit, if INFO = 0, the N-by-NRHS solution matrix X.
94 *> \endverbatim
95 *>
96 *> \param[in] LDB
97 *> \verbatim
98 *> LDB is INTEGER
99 *> The leading dimension of the array B. LDB >= max(1,N).
100 *> \endverbatim
101 *>
102 *> \param[out] INFO
103 *> \verbatim
104 *> INFO is INTEGER
105 *> = 0: successful exit
106 *> < 0: if INFO = -i, the i-th argument had an illegal value
107 *> > 0: if INFO = i, the leading minor of order i of A is not
108 *> positive definite, so the factorization could not be
109 *> completed, and the solution has not been computed.
110 *> \endverbatim
111 *
112 * Authors:
113 * ========
114 *
115 *> \author Univ. of Tennessee
116 *> \author Univ. of California Berkeley
117 *> \author Univ. of Colorado Denver
118 *> \author NAG Ltd.
119 *
120 *> \date November 2011
121 *
122 *> \ingroup realOTHERsolve
123 *
124 *> \par Further Details:
125 * =====================
126 *>
127 *> \verbatim
128 *>
129 *> The packed storage scheme is illustrated by the following example
130 *> when N = 4, UPLO = 'U':
131 *>
132 *> Two-dimensional storage of the symmetric matrix A:
133 *>
134 *> a11 a12 a13 a14
135 *> a22 a23 a24
136 *> a33 a34 (aij = conjg(aji))
137 *> a44
138 *>
139 *> Packed storage of the upper triangle of A:
140 *>
141 *> AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]
142 *> \endverbatim
143 *>
144 * =====================================================================
145  SUBROUTINE sppsv( UPLO, N, NRHS, AP, B, LDB, INFO )
146 *
147 * -- LAPACK driver routine (version 3.4.0) --
148 * -- LAPACK is a software package provided by Univ. of Tennessee, --
149 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
150 * November 2011
151 *
152 * .. Scalar Arguments ..
153  CHARACTER UPLO
154  INTEGER INFO, LDB, N, NRHS
155 * ..
156 * .. Array Arguments ..
157  REAL AP( * ), B( ldb, * )
158 * ..
159 *
160 * =====================================================================
161 *
162 * .. External Functions ..
163  LOGICAL LSAME
164  EXTERNAL lsame
165 * ..
166 * .. External Subroutines ..
167  EXTERNAL spptrf, spptrs, xerbla
168 * ..
169 * .. Intrinsic Functions ..
170  INTRINSIC max
171 * ..
172 * .. Executable Statements ..
173 *
174 * Test the input parameters.
175 *
176  info = 0
177  IF( .NOT.lsame( uplo, 'U' ) .AND. .NOT.lsame( uplo, 'L' ) ) THEN
178  info = -1
179  ELSE IF( n.LT.0 ) THEN
180  info = -2
181  ELSE IF( nrhs.LT.0 ) THEN
182  info = -3
183  ELSE IF( ldb.LT.max( 1, n ) ) THEN
184  info = -6
185  END IF
186  IF( info.NE.0 ) THEN
187  CALL xerbla( 'SPPSV ', -info )
188  RETURN
189  END IF
190 *
191 * Compute the Cholesky factorization A = U**T*U or A = L*L**T.
192 *
193  CALL spptrf( uplo, n, ap, info )
194  IF( info.EQ.0 ) THEN
195 *
196 * Solve the system A*X = B, overwriting B with X.
197 *
198  CALL spptrs( uplo, n, nrhs, ap, b, ldb, info )
199 *
200  END IF
201  RETURN
202 *
203 * End of SPPSV
204 *
205  END
subroutine spptrs(UPLO, N, NRHS, AP, B, LDB, INFO)
SPPTRS
Definition: spptrs.f:110
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:62
subroutine sppsv(UPLO, N, NRHS, AP, B, LDB, INFO)
SPPSV computes the solution to system of linear equations A * X = B for OTHER matrices ...
Definition: sppsv.f:146
subroutine spptrf(UPLO, N, AP, INFO)
SPPTRF
Definition: spptrf.f:121