00001 /* dppsv.f -- translated by f2c (version 20061008). 00002 You must link the resulting object file with libf2c: 00003 on Microsoft Windows system, link with libf2c.lib; 00004 on Linux or Unix systems, link with .../path/to/libf2c.a -lm 00005 or, if you install libf2c.a in a standard place, with -lf2c -lm 00006 -- in that order, at the end of the command line, as in 00007 cc *.o -lf2c -lm 00008 Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., 00009 00010 http://www.netlib.org/f2c/libf2c.zip 00011 */ 00012 00013 #include "f2c.h" 00014 #include "blaswrap.h" 00015 00016 /* Subroutine */ int dppsv_(char *uplo, integer *n, integer *nrhs, doublereal 00017 *ap, doublereal *b, integer *ldb, integer *info) 00018 { 00019 /* System generated locals */ 00020 integer b_dim1, b_offset, i__1; 00021 00022 /* Local variables */ 00023 extern logical lsame_(char *, char *); 00024 extern /* Subroutine */ int xerbla_(char *, integer *), dpptrf_( 00025 char *, integer *, doublereal *, integer *), dpptrs_(char 00026 *, integer *, integer *, doublereal *, doublereal *, integer *, 00027 integer *); 00028 00029 00030 /* -- LAPACK driver routine (version 3.2) -- */ 00031 /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ 00032 /* November 2006 */ 00033 00034 /* .. Scalar Arguments .. */ 00035 /* .. */ 00036 /* .. Array Arguments .. */ 00037 /* .. */ 00038 00039 /* Purpose */ 00040 /* ======= */ 00041 00042 /* DPPSV computes the solution to a real system of linear equations */ 00043 /* A * X = B, */ 00044 /* where A is an N-by-N symmetric positive definite matrix stored in */ 00045 /* packed format and X and B are N-by-NRHS matrices. */ 00046 00047 /* The Cholesky decomposition is used to factor A as */ 00048 /* A = U**T* U, if UPLO = 'U', or */ 00049 /* A = L * L**T, if UPLO = 'L', */ 00050 /* where U is an upper triangular matrix and L is a lower triangular */ 00051 /* matrix. The factored form of A is then used to solve the system of */ 00052 /* equations A * X = B. */ 00053 00054 /* Arguments */ 00055 /* ========= */ 00056 00057 /* UPLO (input) CHARACTER*1 */ 00058 /* = 'U': Upper triangle of A is stored; */ 00059 /* = 'L': Lower triangle of A is stored. */ 00060 00061 /* N (input) INTEGER */ 00062 /* The number of linear equations, i.e., the order of the */ 00063 /* matrix A. N >= 0. */ 00064 00065 /* NRHS (input) INTEGER */ 00066 /* The number of right hand sides, i.e., the number of columns */ 00067 /* of the matrix B. NRHS >= 0. */ 00068 00069 /* AP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2) */ 00070 /* On entry, the upper or lower triangle of the symmetric matrix */ 00071 /* A, packed columnwise in a linear array. The j-th column of A */ 00072 /* is stored in the array AP as follows: */ 00073 /* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; */ 00074 /* if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. */ 00075 /* See below for further details. */ 00076 00077 /* On exit, if INFO = 0, the factor U or L from the Cholesky */ 00078 /* factorization A = U**T*U or A = L*L**T, in the same storage */ 00079 /* format as A. */ 00080 00081 /* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS) */ 00082 /* On entry, the N-by-NRHS right hand side matrix B. */ 00083 /* On exit, if INFO = 0, the N-by-NRHS solution matrix X. */ 00084 00085 /* LDB (input) INTEGER */ 00086 /* The leading dimension of the array B. LDB >= max(1,N). */ 00087 00088 /* INFO (output) INTEGER */ 00089 /* = 0: successful exit */ 00090 /* < 0: if INFO = -i, the i-th argument had an illegal value */ 00091 /* > 0: if INFO = i, the leading minor of order i of A is not */ 00092 /* positive definite, so the factorization could not be */ 00093 /* completed, and the solution has not been computed. */ 00094 00095 /* Further Details */ 00096 /* =============== */ 00097 00098 /* The packed storage scheme is illustrated by the following example */ 00099 /* when N = 4, UPLO = 'U': */ 00100 00101 /* Two-dimensional storage of the symmetric matrix A: */ 00102 00103 /* a11 a12 a13 a14 */ 00104 /* a22 a23 a24 */ 00105 /* a33 a34 (aij = conjg(aji)) */ 00106 /* a44 */ 00107 00108 /* Packed storage of the upper triangle of A: */ 00109 00110 /* AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ] */ 00111 00112 /* ===================================================================== */ 00113 00114 /* .. External Functions .. */ 00115 /* .. */ 00116 /* .. External Subroutines .. */ 00117 /* .. */ 00118 /* .. Intrinsic Functions .. */ 00119 /* .. */ 00120 /* .. Executable Statements .. */ 00121 00122 /* Test the input parameters. */ 00123 00124 /* Parameter adjustments */ 00125 --ap; 00126 b_dim1 = *ldb; 00127 b_offset = 1 + b_dim1; 00128 b -= b_offset; 00129 00130 /* Function Body */ 00131 *info = 0; 00132 if (! lsame_(uplo, "U") && ! lsame_(uplo, "L")) { 00133 *info = -1; 00134 } else if (*n < 0) { 00135 *info = -2; 00136 } else if (*nrhs < 0) { 00137 *info = -3; 00138 } else if (*ldb < max(1,*n)) { 00139 *info = -6; 00140 } 00141 if (*info != 0) { 00142 i__1 = -(*info); 00143 xerbla_("DPPSV ", &i__1); 00144 return 0; 00145 } 00146 00147 /* Compute the Cholesky factorization A = U'*U or A = L*L'. */ 00148 00149 dpptrf_(uplo, n, &ap[1], info); 00150 if (*info == 0) { 00151 00152 /* Solve the system A*X = B, overwriting B with X. */ 00153 00154 dpptrs_(uplo, n, nrhs, &ap[1], &b[b_offset], ldb, info); 00155 00156 } 00157 return 0; 00158 00159 /* End of DPPSV */ 00160 00161 } /* dppsv_ */