00001 /* dposv.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 dposv_(char *uplo, integer *n, integer *nrhs, doublereal 00017 *a, integer *lda, doublereal *b, integer *ldb, integer *info) 00018 { 00019 /* System generated locals */ 00020 integer a_dim1, a_offset, b_dim1, b_offset, i__1; 00021 00022 /* Local variables */ 00023 extern logical lsame_(char *, char *); 00024 extern /* Subroutine */ int xerbla_(char *, integer *), dpotrf_( 00025 char *, integer *, doublereal *, integer *, integer *), 00026 dpotrs_(char *, integer *, integer *, doublereal *, integer *, 00027 doublereal *, integer *, 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 /* DPOSV 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 and X and B */ 00045 /* 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 /* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) */ 00070 /* On entry, the symmetric matrix A. If UPLO = 'U', the leading */ 00071 /* N-by-N upper triangular part of A contains the upper */ 00072 /* triangular part of the matrix A, and the strictly lower */ 00073 /* triangular part of A is not referenced. If UPLO = 'L', the */ 00074 /* leading N-by-N lower triangular part of A contains the lower */ 00075 /* triangular part of the matrix A, and the strictly upper */ 00076 /* triangular part of A is not referenced. */ 00077 00078 /* On exit, if INFO = 0, the factor U or L from the Cholesky */ 00079 /* factorization A = U**T*U or A = L*L**T. */ 00080 00081 /* LDA (input) INTEGER */ 00082 /* The leading dimension of the array A. LDA >= max(1,N). */ 00083 00084 /* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS) */ 00085 /* On entry, the N-by-NRHS right hand side matrix B. */ 00086 /* On exit, if INFO = 0, the N-by-NRHS solution matrix X. */ 00087 00088 /* LDB (input) INTEGER */ 00089 /* The leading dimension of the array B. LDB >= max(1,N). */ 00090 00091 /* INFO (output) INTEGER */ 00092 /* = 0: successful exit */ 00093 /* < 0: if INFO = -i, the i-th argument had an illegal value */ 00094 /* > 0: if INFO = i, the leading minor of order i of A is not */ 00095 /* positive definite, so the factorization could not be */ 00096 /* completed, and the solution has not been computed. */ 00097 00098 /* ===================================================================== */ 00099 00100 /* .. External Functions .. */ 00101 /* .. */ 00102 /* .. External Subroutines .. */ 00103 /* .. */ 00104 /* .. Intrinsic Functions .. */ 00105 /* .. */ 00106 /* .. Executable Statements .. */ 00107 00108 /* Test the input parameters. */ 00109 00110 /* Parameter adjustments */ 00111 a_dim1 = *lda; 00112 a_offset = 1 + a_dim1; 00113 a -= a_offset; 00114 b_dim1 = *ldb; 00115 b_offset = 1 + b_dim1; 00116 b -= b_offset; 00117 00118 /* Function Body */ 00119 *info = 0; 00120 if (! lsame_(uplo, "U") && ! lsame_(uplo, "L")) { 00121 *info = -1; 00122 } else if (*n < 0) { 00123 *info = -2; 00124 } else if (*nrhs < 0) { 00125 *info = -3; 00126 } else if (*lda < max(1,*n)) { 00127 *info = -5; 00128 } else if (*ldb < max(1,*n)) { 00129 *info = -7; 00130 } 00131 if (*info != 0) { 00132 i__1 = -(*info); 00133 xerbla_("DPOSV ", &i__1); 00134 return 0; 00135 } 00136 00137 /* Compute the Cholesky factorization A = U'*U or A = L*L'. */ 00138 00139 dpotrf_(uplo, n, &a[a_offset], lda, info); 00140 if (*info == 0) { 00141 00142 /* Solve the system A*X = B, overwriting B with X. */ 00143 00144 dpotrs_(uplo, n, nrhs, &a[a_offset], lda, &b[b_offset], ldb, info); 00145 00146 } 00147 return 0; 00148 00149 /* End of DPOSV */ 00150 00151 } /* dposv_ */