1*> \brief \b CPOTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite matrix (unblocked algorithm). 2* 3* =========== DOCUMENTATION =========== 4* 5* Online html documentation available at 6* http://www.netlib.org/lapack/explore-html/ 7* 8*> \htmlonly 9*> Download CPOTF2 + dependencies 10*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cpotf2.f"> 11*> [TGZ]</a> 12*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cpotf2.f"> 13*> [ZIP]</a> 14*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cpotf2.f"> 15*> [TXT]</a> 16*> \endhtmlonly 17* 18* Definition: 19* =========== 20* 21* SUBROUTINE CPOTF2( UPLO, N, A, LDA, INFO ) 22* 23* .. Scalar Arguments .. 24* CHARACTER UPLO 25* INTEGER INFO, LDA, N 26* .. 27* .. Array Arguments .. 28* COMPLEX A( LDA, * ) 29* .. 30* 31* 32*> \par Purpose: 33* ============= 34*> 35*> \verbatim 36*> 37*> CPOTF2 computes the Cholesky factorization of a complex Hermitian 38*> positive definite matrix A. 39*> 40*> The factorization has the form 41*> A = U**H * U , if UPLO = 'U', or 42*> A = L * L**H, if UPLO = 'L', 43*> where U is an upper triangular matrix and L is lower triangular. 44*> 45*> This is the unblocked version of the algorithm, calling Level 2 BLAS. 46*> \endverbatim 47* 48* Arguments: 49* ========== 50* 51*> \param[in] UPLO 52*> \verbatim 53*> UPLO is CHARACTER*1 54*> Specifies whether the upper or lower triangular part of the 55*> Hermitian matrix A is stored. 56*> = 'U': Upper triangular 57*> = 'L': Lower triangular 58*> \endverbatim 59*> 60*> \param[in] N 61*> \verbatim 62*> N is INTEGER 63*> The order of the matrix A. N >= 0. 64*> \endverbatim 65*> 66*> \param[in,out] A 67*> \verbatim 68*> A is COMPLEX array, dimension (LDA,N) 69*> On entry, the Hermitian matrix A. If UPLO = 'U', the leading 70*> n by n upper triangular part of A contains the upper 71*> triangular part of the matrix A, and the strictly lower 72*> triangular part of A is not referenced. If UPLO = 'L', the 73*> leading n by n lower triangular part of A contains the lower 74*> triangular part of the matrix A, and the strictly upper 75*> triangular part of A is not referenced. 76*> 77*> On exit, if INFO = 0, the factor U or L from the Cholesky 78*> factorization A = U**H *U or A = L*L**H. 79*> \endverbatim 80*> 81*> \param[in] LDA 82*> \verbatim 83*> LDA is INTEGER 84*> The leading dimension of the array A. LDA >= max(1,N). 85*> \endverbatim 86*> 87*> \param[out] INFO 88*> \verbatim 89*> INFO is INTEGER 90*> = 0: successful exit 91*> < 0: if INFO = -k, the k-th argument had an illegal value 92*> > 0: if INFO = k, the leading minor of order k is not 93*> positive definite, and the factorization could not be 94*> completed. 95*> \endverbatim 96* 97* Authors: 98* ======== 99* 100*> \author Univ. of Tennessee 101*> \author Univ. of California Berkeley 102*> \author Univ. of Colorado Denver 103*> \author NAG Ltd. 104* 105*> \date September 2012 106* 107*> \ingroup complexPOcomputational 108* 109* ===================================================================== 110 SUBROUTINE CPOTF2( UPLO, N, A, LDA, INFO ) 111* 112* -- LAPACK computational routine (version 3.4.2) -- 113* -- LAPACK is a software package provided by Univ. of Tennessee, -- 114* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- 115* September 2012 116* 117* .. Scalar Arguments .. 118 CHARACTER UPLO 119 INTEGER INFO, LDA, N 120* .. 121* .. Array Arguments .. 122 COMPLEX A( LDA, * ) 123* .. 124* 125* ===================================================================== 126* 127* .. Parameters .. 128 REAL ONE, ZERO 129 PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 ) 130 COMPLEX CONE 131 PARAMETER ( CONE = ( 1.0E+0, 0.0E+0 ) ) 132* .. 133* .. Local Scalars .. 134 LOGICAL UPPER 135 INTEGER J 136 REAL AJJ 137* .. 138* .. External Functions .. 139 LOGICAL LSAME, SISNAN 140 COMPLEX CDOTC 141 EXTERNAL LSAME, CDOTC, SISNAN 142* .. 143* .. External Subroutines .. 144 EXTERNAL CGEMV, CLACGV, CSSCAL, XERBLA 145* .. 146* .. Intrinsic Functions .. 147 INTRINSIC MAX, REAL, SQRT 148* .. 149* .. Executable Statements .. 150* 151* Test the input parameters. 152* 153 INFO = 0 154 UPPER = LSAME( UPLO, 'U' ) 155 IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN 156 INFO = -1 157 ELSE IF( N.LT.0 ) THEN 158 INFO = -2 159 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN 160 INFO = -4 161 END IF 162 IF( INFO.NE.0 ) THEN 163 CALL XERBLA( 'CPOTF2', -INFO ) 164 RETURN 165 END IF 166* 167* Quick return if possible 168* 169 IF( N.EQ.0 ) 170 $ RETURN 171* 172 IF( UPPER ) THEN 173* 174* Compute the Cholesky factorization A = U**H *U. 175* 176 DO 10 J = 1, N 177* 178* Compute U(J,J) and test for non-positive-definiteness. 179* 180 AJJ = REAL( A( J, J ) ) - CDOTC( J-1, A( 1, J ), 1, 181 $ A( 1, J ), 1 ) 182 IF( AJJ.LE.ZERO.OR.SISNAN( AJJ ) ) THEN 183 A( J, J ) = AJJ 184 GO TO 30 185 END IF 186 AJJ = SQRT( AJJ ) 187 A( J, J ) = AJJ 188* 189* Compute elements J+1:N of row J. 190* 191 IF( J.LT.N ) THEN 192 CALL CLACGV( J-1, A( 1, J ), 1 ) 193 CALL CGEMV( 'Transpose', J-1, N-J, -CONE, A( 1, J+1 ), 194 $ LDA, A( 1, J ), 1, CONE, A( J, J+1 ), LDA ) 195 CALL CLACGV( J-1, A( 1, J ), 1 ) 196 CALL CSSCAL( N-J, ONE / AJJ, A( J, J+1 ), LDA ) 197 END IF 198 10 CONTINUE 199 ELSE 200* 201* Compute the Cholesky factorization A = L*L**H. 202* 203 DO 20 J = 1, N 204* 205* Compute L(J,J) and test for non-positive-definiteness. 206* 207 AJJ = REAL( A( J, J ) ) - CDOTC( J-1, A( J, 1 ), LDA, 208 $ A( J, 1 ), LDA ) 209 IF( AJJ.LE.ZERO.OR.SISNAN( AJJ ) ) THEN 210 A( J, J ) = AJJ 211 GO TO 30 212 END IF 213 AJJ = SQRT( AJJ ) 214 A( J, J ) = AJJ 215* 216* Compute elements J+1:N of column J. 217* 218 IF( J.LT.N ) THEN 219 CALL CLACGV( J-1, A( J, 1 ), LDA ) 220 CALL CGEMV( 'No transpose', N-J, J-1, -CONE, A( J+1, 1 ), 221 $ LDA, A( J, 1 ), LDA, CONE, A( J+1, J ), 1 ) 222 CALL CLACGV( J-1, A( J, 1 ), LDA ) 223 CALL CSSCAL( N-J, ONE / AJJ, A( J+1, J ), 1 ) 224 END IF 225 20 CONTINUE 226 END IF 227 GO TO 40 228* 229 30 CONTINUE 230 INFO = J 231* 232 40 CONTINUE 233 RETURN 234* 235* End of CPOTF2 236* 237 END 238