SUBROUTINE DPPSV( UPLO, N, NRHS, AP, B, LDB, INFO ) * * -- LAPACK driver routine (version 3.1) -- * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. * November 2006 * * .. Scalar Arguments .. CHARACTER UPLO INTEGER INFO, LDB, N, NRHS * .. * .. Array Arguments .. DOUBLE PRECISION AP( * ), B( LDB, * ) * .. * * Purpose * ======= * * DPPSV computes the solution to a real system of linear equations * A * X = B, * where A is an N-by-N symmetric positive definite matrix stored in * packed format and X and B are N-by-NRHS matrices. * * The Cholesky decomposition is used to factor A as * 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 a lower triangular * matrix. The factored form of A is then used to solve the system of * equations A * X = B. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The number of linear equations, i.e., the order of the * matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 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 factor U or L from the Cholesky * factorization A = U**T*U or A = L*L**T, in the same storage * format as A. * * B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS) * On entry, the N-by-NRHS right hand side matrix B. * On exit, if INFO = 0, the N-by-NRHS solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * 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 of A is not * positive definite, so the factorization could not be * completed, and the solution has not been computed. * * 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 = conjg(aji)) * a44 * * Packed storage of the upper triangle of A: * * AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ] * * ===================================================================== * * .. External Functions .. LOGICAL LSAME EXTERNAL LSAME * .. * .. External Subroutines .. EXTERNAL DPPTRF, DPPTRS, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( NRHS.LT.0 ) THEN INFO = -3 ELSE IF( LDB.LT.MAX( 1, N ) ) THEN INFO = -6 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DPPSV ', -INFO ) RETURN END IF * * Compute the Cholesky factorization A = U'*U or A = L*L'. * CALL DPPTRF( UPLO, N, AP, INFO ) IF( INFO.EQ.0 ) THEN * * Solve the system A*X = B, overwriting B with X. * CALL DPPTRS( UPLO, N, NRHS, AP, B, LDB, INFO ) * END IF RETURN * * End of DPPSV * END