numeric-linalg

Educational material on the SciPy implementation of numerical linear algebra algorithms

Name	Size	Mode
..
lapack/SRC/zpptrf.f	6415B	-rw-r--r--

*> \brief \b ZPPTRF
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download ZPPTRF + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zpptrf.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zpptrf.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zpptrf.f">
*> [TXT]</a>
*> \endhtmlonly
*
*  Definition:
*  ===========
*
*       SUBROUTINE ZPPTRF( UPLO, N, AP, INFO )
*
*       .. Scalar Arguments ..
*       CHARACTER          UPLO
*       INTEGER            INFO, N
*       ..
*       .. Array Arguments ..
*       COMPLEX*16         AP( * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> ZPPTRF computes the Cholesky factorization of a complex Hermitian
*> positive definite matrix A stored in packed format.
*>
*> 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.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] UPLO
*> \verbatim
*>          UPLO is CHARACTER*1
*>          = 'U':  Upper triangle of A is stored;
*>          = 'L':  Lower triangle of A is stored.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The order of the matrix A.  N >= 0.
*> \endverbatim
*>
*> \param[in,out] AP
*> \verbatim
*>          AP is COMPLEX*16 array, dimension (N*(N+1)/2)
*>          On entry, the upper or lower triangle of the Hermitian 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 triangular factor U or L from the
*>          Cholesky factorization A = U**H*U or A = L*L**H, in the same
*>          storage format as A.
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*>          INFO is INTEGER
*>          = 0:  successful exit
*>          < 0:  if INFO = -i, the i-th argument had an illegal value
*>          > 0:  if INFO = i, the leading principal minor of order i
*>                is not positive, 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.
*
*> \ingroup pptrf
*
*> \par Further Details:
*  =====================
*>
*> \verbatim
*>
*>  The packed storage scheme is illustrated by the following example
*>  when N = 4, UPLO = 'U':
*>
*>  Two-dimensional storage of the Hermitian 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 ]
*> \endverbatim
*>
*  =====================================================================
      SUBROUTINE ZPPTRF( UPLO, N, AP, INFO )
*
*  -- LAPACK computational routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      CHARACTER          UPLO
      INTEGER            INFO, N
*     ..
*     .. Array Arguments ..
      COMPLEX*16         AP( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ZERO, ONE
      PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            UPPER
      INTEGER            J, JC, JJ
      DOUBLE PRECISION   AJJ
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      COMPLEX*16         ZDOTC
      EXTERNAL           LSAME, ZDOTC
*     ..
*     .. External Subroutines ..
      EXTERNAL           XERBLA, ZDSCAL, ZHPR, ZTPSV
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          DBLE, 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
      END IF
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'ZPPTRF', -INFO )
         RETURN
      END IF
*
*     Quick return if possible
*
      IF( N.EQ.0 )
     $   RETURN
*
      IF( UPPER ) THEN
*
*        Compute the Cholesky factorization A = U**H * U.
*
         JJ = 0
         DO 10 J = 1, N
            JC = JJ + 1
            JJ = JJ + J
*
*           Compute elements 1:J-1 of column J.
*
            IF( J.GT.1 )
     $         CALL ZTPSV( 'Upper', 'Conjugate transpose',
     $                     'Non-unit',
     $                     J-1, AP, AP( JC ), 1 )
*
*           Compute U(J,J) and test for non-positive-definiteness.
*
            AJJ = DBLE( AP( JJ ) ) - DBLE( ZDOTC( J-1,
     $            AP( JC ), 1, AP( JC ), 1 ) )
            IF( AJJ.LE.ZERO ) THEN
               AP( JJ ) = AJJ
               GO TO 30
            END IF
            AP( JJ ) = SQRT( AJJ )
   10    CONTINUE
      ELSE
*
*        Compute the Cholesky factorization A = L * L**H.
*
         JJ = 1
         DO 20 J = 1, N
*
*           Compute L(J,J) and test for non-positive-definiteness.
*
            AJJ = DBLE( AP( JJ ) )
            IF( AJJ.LE.ZERO ) THEN
               AP( JJ ) = AJJ
               GO TO 30
            END IF
            AJJ = SQRT( AJJ )
            AP( JJ ) = AJJ
*
*           Compute elements J+1:N of column J and update the trailing
*           submatrix.
*
            IF( J.LT.N ) THEN
               CALL ZDSCAL( N-J, ONE / AJJ, AP( JJ+1 ), 1 )
               CALL ZHPR( 'Lower', N-J, -ONE, AP( JJ+1 ), 1,
     $                    AP( JJ+N-J+1 ) )
               JJ = JJ + N - J + 1
            END IF
   20    CONTINUE
      END IF
      GO TO 40
*
   30 CONTINUE
      INFO = J
*
   40 CONTINUE
      RETURN
*
*     End of ZPPTRF
*
      END