244 lines
6.9 KiB
C
244 lines
6.9 KiB
C
/* spotrf.f -- translated by f2c (version 20061008).
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You must link the resulting object file with libf2c:
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on Microsoft Windows system, link with libf2c.lib;
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on Linux or Unix systems, link with .../path/to/libf2c.a -lm
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or, if you install libf2c.a in a standard place, with -lf2c -lm
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-- in that order, at the end of the command line, as in
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cc *.o -lf2c -lm
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Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
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http://www.netlib.org/f2c/libf2c.zip
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*/
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#include "clapack.h"
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/* Table of constant values */
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static integer c__1 = 1;
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static integer c_n1 = -1;
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static real c_b13 = -1.f;
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static real c_b14 = 1.f;
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/* Subroutine */ int spotrf_(char *uplo, integer *n, real *a, integer *lda,
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integer *info)
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{
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/* System generated locals */
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integer a_dim1, a_offset, i__1, i__2, i__3, i__4;
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/* Local variables */
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integer j, jb, nb;
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extern logical lsame_(char *, char *);
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extern /* Subroutine */ int sgemm_(char *, char *, integer *, integer *,
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integer *, real *, real *, integer *, real *, integer *, real *,
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real *, integer *);
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logical upper;
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extern /* Subroutine */ int strsm_(char *, char *, char *, char *,
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integer *, integer *, real *, real *, integer *, real *, integer *
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), ssyrk_(char *, char *, integer
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*, integer *, real *, real *, integer *, real *, real *, integer *
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), spotf2_(char *, integer *, real *, integer *,
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integer *), xerbla_(char *, integer *);
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extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
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integer *, integer *);
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/* -- LAPACK routine (version 3.2) -- */
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/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
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/* November 2006 */
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/* .. Scalar Arguments .. */
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/* .. */
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/* .. Array Arguments .. */
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/* .. */
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/* Purpose */
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/* ======= */
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/* SPOTRF computes the Cholesky factorization of a real symmetric */
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/* positive definite matrix A. */
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/* The factorization has the form */
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/* A = U**T * U, if UPLO = 'U', or */
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/* A = L * L**T, if UPLO = 'L', */
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/* where U is an upper triangular matrix and L is lower triangular. */
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/* This is the block version of the algorithm, calling Level 3 BLAS. */
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/* Arguments */
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/* ========= */
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/* UPLO (input) CHARACTER*1 */
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/* = 'U': Upper triangle of A is stored; */
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/* = 'L': Lower triangle of A is stored. */
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/* N (input) INTEGER */
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/* The order of the matrix A. N >= 0. */
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/* A (input/output) REAL array, dimension (LDA,N) */
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/* On entry, the symmetric matrix A. If UPLO = 'U', the leading */
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/* N-by-N upper triangular part of A contains the upper */
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/* triangular part of the matrix A, and the strictly lower */
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/* triangular part of A is not referenced. If UPLO = 'L', the */
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/* leading N-by-N lower triangular part of A contains the lower */
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/* triangular part of the matrix A, and the strictly upper */
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/* triangular part of A is not referenced. */
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/* On exit, if INFO = 0, the factor U or L from the Cholesky */
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/* factorization A = U**T*U or A = L*L**T. */
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/* LDA (input) INTEGER */
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/* The leading dimension of the array A. LDA >= max(1,N). */
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/* INFO (output) INTEGER */
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/* = 0: successful exit */
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/* < 0: if INFO = -i, the i-th argument had an illegal value */
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/* > 0: if INFO = i, the leading minor of order i is not */
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/* positive definite, and the factorization could not be */
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/* completed. */
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/* ===================================================================== */
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/* .. Parameters .. */
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/* .. */
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/* .. Local Scalars .. */
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/* .. */
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/* .. External Functions .. */
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/* .. */
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/* .. External Subroutines .. */
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/* .. */
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/* .. Intrinsic Functions .. */
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/* .. */
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/* .. Executable Statements .. */
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/* Test the input parameters. */
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/* Parameter adjustments */
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a_dim1 = *lda;
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a_offset = 1 + a_dim1;
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a -= a_offset;
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/* Function Body */
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*info = 0;
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upper = lsame_(uplo, "U");
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if (! upper && ! lsame_(uplo, "L")) {
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*info = -1;
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} else if (*n < 0) {
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*info = -2;
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} else if (*lda < max(1,*n)) {
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*info = -4;
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}
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if (*info != 0) {
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i__1 = -(*info);
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xerbla_("SPOTRF", &i__1);
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return 0;
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}
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/* Quick return if possible */
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if (*n == 0) {
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return 0;
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}
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/* Determine the block size for this environment. */
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nb = ilaenv_(&c__1, "SPOTRF", uplo, n, &c_n1, &c_n1, &c_n1);
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if (nb <= 1 || nb >= *n) {
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/* Use unblocked code. */
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spotf2_(uplo, n, &a[a_offset], lda, info);
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} else {
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/* Use blocked code. */
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if (upper) {
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/* Compute the Cholesky factorization A = U'*U. */
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i__1 = *n;
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i__2 = nb;
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for (j = 1; i__2 < 0 ? j >= i__1 : j <= i__1; j += i__2) {
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/* Update and factorize the current diagonal block and test */
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/* for non-positive-definiteness. */
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/* Computing MIN */
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i__3 = nb, i__4 = *n - j + 1;
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jb = min(i__3,i__4);
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i__3 = j - 1;
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ssyrk_("Upper", "Transpose", &jb, &i__3, &c_b13, &a[j *
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a_dim1 + 1], lda, &c_b14, &a[j + j * a_dim1], lda);
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spotf2_("Upper", &jb, &a[j + j * a_dim1], lda, info);
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if (*info != 0) {
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goto L30;
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}
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if (j + jb <= *n) {
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/* Compute the current block row. */
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i__3 = *n - j - jb + 1;
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i__4 = j - 1;
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sgemm_("Transpose", "No transpose", &jb, &i__3, &i__4, &
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c_b13, &a[j * a_dim1 + 1], lda, &a[(j + jb) *
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a_dim1 + 1], lda, &c_b14, &a[j + (j + jb) *
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a_dim1], lda);
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i__3 = *n - j - jb + 1;
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strsm_("Left", "Upper", "Transpose", "Non-unit", &jb, &
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i__3, &c_b14, &a[j + j * a_dim1], lda, &a[j + (j
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+ jb) * a_dim1], lda);
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}
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/* L10: */
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}
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} else {
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/* Compute the Cholesky factorization A = L*L'. */
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i__2 = *n;
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i__1 = nb;
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for (j = 1; i__1 < 0 ? j >= i__2 : j <= i__2; j += i__1) {
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/* Update and factorize the current diagonal block and test */
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/* for non-positive-definiteness. */
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/* Computing MIN */
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i__3 = nb, i__4 = *n - j + 1;
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jb = min(i__3,i__4);
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i__3 = j - 1;
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ssyrk_("Lower", "No transpose", &jb, &i__3, &c_b13, &a[j +
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a_dim1], lda, &c_b14, &a[j + j * a_dim1], lda);
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spotf2_("Lower", &jb, &a[j + j * a_dim1], lda, info);
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if (*info != 0) {
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goto L30;
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}
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if (j + jb <= *n) {
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/* Compute the current block column. */
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i__3 = *n - j - jb + 1;
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i__4 = j - 1;
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sgemm_("No transpose", "Transpose", &i__3, &jb, &i__4, &
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c_b13, &a[j + jb + a_dim1], lda, &a[j + a_dim1],
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lda, &c_b14, &a[j + jb + j * a_dim1], lda);
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i__3 = *n - j - jb + 1;
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strsm_("Right", "Lower", "Transpose", "Non-unit", &i__3, &
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jb, &c_b14, &a[j + j * a_dim1], lda, &a[j + jb +
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j * a_dim1], lda);
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}
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/* L20: */
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}
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}
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}
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goto L40;
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L30:
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*info = *info + j - 1;
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L40:
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return 0;
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/* End of SPOTRF */
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} /* spotrf_ */
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