*> \brief \b ZPOTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite matrix (unblocked algorithm). * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download ZPOTF2 + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE ZPOTF2( UPLO, N, A, LDA, INFO ) * * .. Scalar Arguments .. * CHARACTER UPLO * INTEGER INFO, LDA, N * .. * .. Array Arguments .. * COMPLEX*16 A( LDA, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> ZPOTF2 computes the Cholesky factorization of a complex Hermitian *> positive definite matrix A. *> *> The factorization has the form *> A = U**H * U , if UPLO = 'U', or *> A = L * L**H, if UPLO = 'L', *> where U is an upper triangular matrix and L is lower triangular. *> *> This is the unblocked version of the algorithm, calling Level 2 BLAS. *> \endverbatim * * Arguments: * ========== * *> \param[in] UPLO *> \verbatim *> UPLO is CHARACTER*1 *> Specifies whether the upper or lower triangular part of the *> Hermitian matrix A is stored. *> = 'U': Upper triangular *> = 'L': Lower triangular *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix A. N >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is COMPLEX*16 array, dimension (LDA,N) *> On entry, the Hermitian matrix A. If UPLO = 'U', the leading *> n by n upper triangular part of A contains the upper *> triangular part of the matrix A, and the strictly lower *> triangular part of A is not referenced. If UPLO = 'L', the *> leading n by n lower triangular part of A contains the lower *> triangular part of the matrix A, and the strictly upper *> triangular part of A is not referenced. *> *> On exit, if INFO = 0, the factor U or L from the Cholesky *> factorization A = U**H *U or A = L*L**H. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,N). *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -k, the k-th argument had an illegal value *> > 0: if INFO = k, the leading minor of order k is not *> positive definite, and the factorization could not be *> completed. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup complex16POcomputational * * ===================================================================== SUBROUTINE ZPOTF2( UPLO, N, A, LDA, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. CHARACTER UPLO INTEGER INFO, LDA, N * .. * .. Array Arguments .. COMPLEX*16 A( LDA, * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE, ZERO PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) COMPLEX*16 CONE PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) ) * .. * .. Local Scalars .. LOGICAL UPPER INTEGER J DOUBLE PRECISION AJJ * .. * .. External Functions .. LOGICAL LSAME, DISNAN COMPLEX*16 ZDOTC EXTERNAL LSAME, ZDOTC, DISNAN * .. * .. External Subroutines .. EXTERNAL XERBLA, ZDSCAL, ZGEMV, ZLACGV * .. * .. Intrinsic Functions .. INTRINSIC DBLE, MAX, SQRT * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 UPPER = LSAME( UPLO, 'U' ) IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -4 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'ZPOTF2', -INFO ) RETURN END IF * * Quick return if possible * IF( N.EQ.0 ) \$ RETURN * IF( UPPER ) THEN * * Compute the Cholesky factorization A = U**H *U. * DO 10 J = 1, N * * Compute U(J,J) and test for non-positive-definiteness. * AJJ = DBLE( A( J, J ) ) - ZDOTC( J-1, A( 1, J ), 1, \$ A( 1, J ), 1 ) IF( AJJ.LE.ZERO.OR.DISNAN( AJJ ) ) THEN A( J, J ) = AJJ GO TO 30 END IF AJJ = SQRT( AJJ ) A( J, J ) = AJJ * * Compute elements J+1:N of row J. * IF( J.LT.N ) THEN CALL ZLACGV( J-1, A( 1, J ), 1 ) CALL ZGEMV( 'Transpose', J-1, N-J, -CONE, A( 1, J+1 ), \$ LDA, A( 1, J ), 1, CONE, A( J, J+1 ), LDA ) CALL ZLACGV( J-1, A( 1, J ), 1 ) CALL ZDSCAL( N-J, ONE / AJJ, A( J, J+1 ), LDA ) END IF 10 CONTINUE ELSE * * Compute the Cholesky factorization A = L*L**H. * DO 20 J = 1, N * * Compute L(J,J) and test for non-positive-definiteness. * AJJ = DBLE( A( J, J ) ) - ZDOTC( J-1, A( J, 1 ), LDA, \$ A( J, 1 ), LDA ) IF( AJJ.LE.ZERO.OR.DISNAN( AJJ ) ) THEN A( J, J ) = AJJ GO TO 30 END IF AJJ = SQRT( AJJ ) A( J, J ) = AJJ * * Compute elements J+1:N of column J. * IF( J.LT.N ) THEN CALL ZLACGV( J-1, A( J, 1 ), LDA ) CALL ZGEMV( 'No transpose', N-J, J-1, -CONE, A( J+1, 1 ), \$ LDA, A( J, 1 ), LDA, CONE, A( J+1, J ), 1 ) CALL ZLACGV( J-1, A( J, 1 ), LDA ) CALL ZDSCAL( N-J, ONE / AJJ, A( J+1, J ), 1 ) END IF 20 CONTINUE END IF GO TO 40 * 30 CONTINUE INFO = J * 40 CONTINUE RETURN * * End of ZPOTF2 * END