122 lines
3.8 KiB
FortranFixed
122 lines
3.8 KiB
FortranFixed
SUBROUTINE DPOSV( UPLO, N, NRHS, A, LDA, B, LDB, INFO )
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*
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* -- LAPACK driver routine (version 3.1) --
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* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
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* November 2006
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*
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* .. Scalar Arguments ..
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CHARACTER UPLO
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INTEGER INFO, LDA, LDB, N, NRHS
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* ..
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* .. Array Arguments ..
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DOUBLE PRECISION A( LDA, * ), B( LDB, * )
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* ..
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*
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* Purpose
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* =======
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*
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* DPOSV computes the solution to a real system of linear equations
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* A * X = B,
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* where A is an N-by-N symmetric positive definite matrix and X and B
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* are N-by-NRHS matrices.
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*
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* The Cholesky decomposition is used to factor A as
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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 a lower triangular
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* matrix. The factored form of A is then used to solve the system of
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* equations A * X = B.
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*
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* Arguments
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* =========
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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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*
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* N (input) INTEGER
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* The number of linear equations, i.e., the order of the
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* matrix A. N >= 0.
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*
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* NRHS (input) INTEGER
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* The number of right hand sides, i.e., the number of columns
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* of the matrix B. NRHS >= 0.
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*
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* A (input/output) DOUBLE PRECISION 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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*
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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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*
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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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*
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* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
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* On entry, the N-by-NRHS right hand side matrix B.
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* On exit, if INFO = 0, the N-by-NRHS solution matrix X.
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*
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* LDB (input) INTEGER
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* The leading dimension of the array B. LDB >= max(1,N).
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*
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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 of A is not
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* positive definite, so the factorization could not be
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* completed, and the solution has not been computed.
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*
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* =====================================================================
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*
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* .. External Functions ..
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LOGICAL LSAME
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EXTERNAL LSAME
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* ..
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* .. External Subroutines ..
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EXTERNAL DPOTRF, DPOTRS, XERBLA
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC MAX
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* ..
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* .. Executable Statements ..
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*
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* Test the input parameters.
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*
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INFO = 0
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IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
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INFO = -1
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ELSE IF( N.LT.0 ) THEN
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INFO = -2
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ELSE IF( NRHS.LT.0 ) THEN
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INFO = -3
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ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
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INFO = -5
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ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
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INFO = -7
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END IF
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IF( INFO.NE.0 ) THEN
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CALL XERBLA( 'DPOSV ', -INFO )
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RETURN
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END IF
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*
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* Compute the Cholesky factorization A = U'*U or A = L*L'.
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*
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CALL DPOTRF( UPLO, N, A, LDA, INFO )
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IF( INFO.EQ.0 ) THEN
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*
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* Solve the system A*X = B, overwriting B with X.
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*
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CALL DPOTRS( UPLO, N, NRHS, A, LDA, B, LDB, INFO )
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*
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END IF
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RETURN
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*
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* End of DPOSV
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*
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END
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