aboutsummaryrefslogtreecommitdiffstats
path: root/contrib/libs/clapack/cpptrf.c
blob: 39bf238262330c52c403f2a91b50f35bfa8c456b (plain) (blame)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
/* cpptrf.f -- translated by f2c (version 20061008).
   You must link the resulting object file with libf2c:
	on Microsoft Windows system, link with libf2c.lib;
	on Linux or Unix systems, link with .../path/to/libf2c.a -lm
	or, if you install libf2c.a in a standard place, with -lf2c -lm
	-- in that order, at the end of the command line, as in
		cc *.o -lf2c -lm
	Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,

		http://www.netlib.org/f2c/libf2c.zip
*/

#include "f2c.h"
#include "blaswrap.h"

/* Table of constant values */

static integer c__1 = 1;
static real c_b16 = -1.f;

/* Subroutine */ int cpptrf_(char *uplo, integer *n, complex *ap, integer *
	info)
{
    /* System generated locals */
    integer i__1, i__2, i__3;
    real r__1;
    complex q__1, q__2;

    /* Builtin functions */
    double sqrt(doublereal);

    /* Local variables */
    integer j, jc, jj;
    real ajj;
    extern /* Subroutine */ int chpr_(char *, integer *, real *, complex *, 
	    integer *, complex *);
    extern /* Complex */ VOID cdotc_(complex *, integer *, complex *, integer 
	    *, complex *, integer *);
    extern logical lsame_(char *, char *);
    logical upper;
    extern /* Subroutine */ int ctpsv_(char *, char *, char *, integer *, 
	    complex *, complex *, integer *), csscal_(
	    integer *, real *, complex *, integer *), xerbla_(char *, integer 
	    *);


/*  -- LAPACK routine (version 3.2) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  CPPTRF computes the Cholesky factorization of a complex Hermitian */
/*  positive definite matrix A stored in packed format. */

/*  The factorization has the form */
/*     A = U**H * U,  if UPLO = 'U', or */
/*     A = L  * L**H,  if UPLO = 'L', */
/*  where U is an upper triangular matrix and L is lower triangular. */

/*  Arguments */
/*  ========= */

/*  UPLO    (input) CHARACTER*1 */
/*          = 'U':  Upper triangle of A is stored; */
/*          = 'L':  Lower triangle of A is stored. */

/*  N       (input) INTEGER */
/*          The order of the matrix A.  N >= 0. */

/*  AP      (input/output) COMPLEX array, dimension (N*(N+1)/2) */
/*          On entry, the upper or lower triangle of the Hermitian matrix */
/*          A, packed columnwise in a linear array.  The j-th column of A */
/*          is stored in the array AP as follows: */
/*          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; */
/*          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. */
/*          See below for further details. */

/*          On exit, if INFO = 0, the triangular factor U or L from the */
/*          Cholesky factorization A = U**H*U or A = L*L**H, in the same */
/*          storage format as A. */

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value */
/*          > 0:  if INFO = i, the leading minor of order i is not */
/*                positive definite, and the factorization could not be */
/*                completed. */

/*  Further Details */
/*  =============== */

/*  The packed storage scheme is illustrated by the following example */
/*  when N = 4, UPLO = 'U': */

/*  Two-dimensional storage of the Hermitian matrix A: */

/*     a11 a12 a13 a14 */
/*         a22 a23 a24 */
/*             a33 a34     (aij = conjg(aji)) */
/*                 a44 */

/*  Packed storage of the upper triangle of A: */

/*  AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ] */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input parameters. */

    /* Parameter adjustments */
    --ap;

    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    if (! upper && ! lsame_(uplo, "L")) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CPPTRF", &i__1);
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0) {
	return 0;
    }

    if (upper) {

/*        Compute the Cholesky factorization A = U'*U. */

	jj = 0;
	i__1 = *n;
	for (j = 1; j <= i__1; ++j) {
	    jc = jj + 1;
	    jj += j;

/*           Compute elements 1:J-1 of column J. */

	    if (j > 1) {
		i__2 = j - 1;
		ctpsv_("Upper", "Conjugate transpose", "Non-unit", &i__2, &ap[
			1], &ap[jc], &c__1);
	    }

/*           Compute U(J,J) and test for non-positive-definiteness. */

	    i__2 = jj;
	    r__1 = ap[i__2].r;
	    i__3 = j - 1;
	    cdotc_(&q__2, &i__3, &ap[jc], &c__1, &ap[jc], &c__1);
	    q__1.r = r__1 - q__2.r, q__1.i = -q__2.i;
	    ajj = q__1.r;
	    if (ajj <= 0.f) {
		i__2 = jj;
		ap[i__2].r = ajj, ap[i__2].i = 0.f;
		goto L30;
	    }
	    i__2 = jj;
	    r__1 = sqrt(ajj);
	    ap[i__2].r = r__1, ap[i__2].i = 0.f;
/* L10: */
	}
    } else {

/*        Compute the Cholesky factorization A = L*L'. */

	jj = 1;
	i__1 = *n;
	for (j = 1; j <= i__1; ++j) {

/*           Compute L(J,J) and test for non-positive-definiteness. */

	    i__2 = jj;
	    ajj = ap[i__2].r;
	    if (ajj <= 0.f) {
		i__2 = jj;
		ap[i__2].r = ajj, ap[i__2].i = 0.f;
		goto L30;
	    }
	    ajj = sqrt(ajj);
	    i__2 = jj;
	    ap[i__2].r = ajj, ap[i__2].i = 0.f;

/*           Compute elements J+1:N of column J and update the trailing */
/*           submatrix. */

	    if (j < *n) {
		i__2 = *n - j;
		r__1 = 1.f / ajj;
		csscal_(&i__2, &r__1, &ap[jj + 1], &c__1);
		i__2 = *n - j;
		chpr_("Lower", &i__2, &c_b16, &ap[jj + 1], &c__1, &ap[jj + *n 
			- j + 1]);
		jj = jj + *n - j + 1;
	    }
/* L20: */
	}
    }
    goto L40;

L30:
    *info = j;

L40:
    return 0;

/*     End of CPPTRF */

} /* cpptrf_ */