From ac660e53c02591a62ff3bac9ae1e8c7fd6d1b197 Mon Sep 17 00:00:00 2001 From: Harry Moffat Date: Fri, 29 Apr 2011 23:07:27 +0000 Subject: [PATCH] Added cholesky decomp routines. --- ext/f2c_lapack/Makefile.in | 2 + ext/f2c_lapack/dpotrf.c | 254 +++++++++++++++++++++++++++++++++++++ ext/f2c_lapack/dpotrs.c | 171 +++++++++++++++++++++++++ ext/lapack/Makefile.in | 2 + ext/lapack/dpotrf.f | 184 +++++++++++++++++++++++++++ ext/lapack/dpotrs.f | 133 +++++++++++++++++++ 6 files changed, 746 insertions(+) create mode 100644 ext/f2c_lapack/dpotrf.c create mode 100644 ext/f2c_lapack/dpotrs.c create mode 100644 ext/lapack/dpotrf.f create mode 100644 ext/lapack/dpotrs.f diff --git a/ext/f2c_lapack/Makefile.in b/ext/f2c_lapack/Makefile.in index bb6764363..1a3d00461 100755 --- a/ext/f2c_lapack/Makefile.in +++ b/ext/f2c_lapack/Makefile.in @@ -100,6 +100,8 @@ dormbr.o \ dorml2.o \ dormlq.o \ dormqr.o \ +dpotrf.o \ +dpotrs.o \ drscl.o \ dtrcon.o \ dtrtri.o \ diff --git a/ext/f2c_lapack/dpotrf.c b/ext/f2c_lapack/dpotrf.c new file mode 100644 index 000000000..4f55fb75b --- /dev/null +++ b/ext/f2c_lapack/dpotrf.c @@ -0,0 +1,254 @@ +/* dpotrf.f -- translated by f2c (version 20031025). + 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" + +/* Table of constant values */ + +static integer c__1 = 1; +static integer c_n1 = -1; +static doublereal c_b13 = -1.; +static doublereal c_b14 = 1.; + +/* Subroutine */ int dpotrf_(char *uplo, integer *n, doublereal *a, integer * + lda, integer *info, ftnlen uplo_len) +{ + /* System generated locals */ + integer a_dim1, a_offset, i__1, i__2, i__3, i__4; + + /* Local variables */ + static integer j, jb, nb; + extern /* Subroutine */ int dgemm_(char *, char *, integer *, integer *, + integer *, doublereal *, doublereal *, integer *, doublereal *, + integer *, doublereal *, doublereal *, integer *, ftnlen, ftnlen); + extern logical lsame_(char *, char *, ftnlen, ftnlen); + extern /* Subroutine */ int dtrsm_(char *, char *, char *, char *, + integer *, integer *, doublereal *, doublereal *, integer *, + doublereal *, integer *, ftnlen, ftnlen, ftnlen, ftnlen); + static logical upper; + extern /* Subroutine */ int dsyrk_(char *, char *, integer *, integer *, + doublereal *, doublereal *, integer *, doublereal *, doublereal *, + integer *, ftnlen, ftnlen), dpotf2_(char *, integer *, + doublereal *, integer *, integer *, ftnlen), xerbla_(char *, + integer *, ftnlen); + extern integer ilaenv_(integer *, char *, char *, integer *, integer *, + integer *, integer *, ftnlen, ftnlen); + + +/* -- LAPACK routine (version 3.0) -- */ +/* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., */ +/* Courant Institute, Argonne National Lab, and Rice University */ +/* March 31, 1993 */ + +/* .. Scalar Arguments .. */ +/* .. */ +/* .. Array Arguments .. */ +/* .. */ + +/* Purpose */ +/* ======= */ + +/* DPOTRF computes the Cholesky factorization of a real symmetric */ +/* positive definite matrix A. */ + +/* The factorization has the form */ +/* A = U**T * U, if UPLO = 'U', or */ +/* A = L * L**T, if UPLO = 'L', */ +/* where U is an upper triangular matrix and L is lower triangular. */ + +/* This is the block version of the algorithm, calling Level 3 BLAS. */ + +/* 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. */ + +/* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) */ +/* On entry, the symmetric matrix A. If UPLO = 'U', the leading */ +/* N-by-N upper triangular part of A contains the upper */ +/* triangular part of the matrix A, and the strictly lower */ +/* triangular part of A is not referenced. If UPLO = 'L', the */ +/* leading N-by-N lower triangular part of A contains the lower */ +/* triangular part of the matrix A, and the strictly upper */ +/* triangular part of A is not referenced. */ + +/* On exit, if INFO = 0, the factor U or L from the Cholesky */ +/* factorization A = U**T*U or A = L*L**T. */ + +/* LDA (input) INTEGER */ +/* The leading dimension of the array A. LDA >= max(1,N). */ + +/* 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. */ + +/* ===================================================================== */ + +/* .. Parameters .. */ +/* .. */ +/* .. Local Scalars .. */ +/* .. */ +/* .. External Functions .. */ +/* .. */ +/* .. External Subroutines .. */ +/* .. */ +/* .. Intrinsic Functions .. */ +/* .. */ +/* .. Executable Statements .. */ + +/* Test the input parameters. */ + + /* Parameter adjustments */ + a_dim1 = *lda; + a_offset = 1 + a_dim1; + a -= a_offset; + + /* Function Body */ + *info = 0; + upper = lsame_(uplo, "U", (ftnlen)1, (ftnlen)1); + if (! upper && ! lsame_(uplo, "L", (ftnlen)1, (ftnlen)1)) { + *info = -1; + } else if (*n < 0) { + *info = -2; + } else if (*lda < max(1,*n)) { + *info = -4; + } + if (*info != 0) { + i__1 = -(*info); + xerbla_("DPOTRF", &i__1, (ftnlen)6); + return 0; + } + +/* Quick return if possible */ + + if (*n == 0) { + return 0; + } + +/* Determine the block size for this environment. */ + + nb = ilaenv_(&c__1, "DPOTRF", uplo, n, &c_n1, &c_n1, &c_n1, (ftnlen)6, ( + ftnlen)1); + if (nb <= 1 || nb >= *n) { + +/* Use unblocked code. */ + + dpotf2_(uplo, n, &a[a_offset], lda, info, (ftnlen)1); + } else { + +/* Use blocked code. */ + + if (upper) { + +/* Compute the Cholesky factorization A = U'*U. */ + + i__1 = *n; + i__2 = nb; + for (j = 1; i__2 < 0 ? j >= i__1 : j <= i__1; j += i__2) { + +/* Update and factorize the current diagonal block and test */ +/* for non-positive-definiteness. */ + +/* Computing MIN */ + i__3 = nb, i__4 = *n - j + 1; + jb = min(i__3,i__4); + i__3 = j - 1; + dsyrk_("Upper", "Transpose", &jb, &i__3, &c_b13, &a[j * + a_dim1 + 1], lda, &c_b14, &a[j + j * a_dim1], lda, ( + ftnlen)5, (ftnlen)9); + dpotf2_("Upper", &jb, &a[j + j * a_dim1], lda, info, (ftnlen) + 5); + if (*info != 0) { + goto L30; + } + if (j + jb <= *n) { + +/* Compute the current block row. */ + + i__3 = *n - j - jb + 1; + i__4 = j - 1; + dgemm_("Transpose", "No transpose", &jb, &i__3, &i__4, & + c_b13, &a[j * a_dim1 + 1], lda, &a[(j + jb) * + a_dim1 + 1], lda, &c_b14, &a[j + (j + jb) * + a_dim1], lda, (ftnlen)9, (ftnlen)12); + i__3 = *n - j - jb + 1; + dtrsm_("Left", "Upper", "Transpose", "Non-unit", &jb, & + i__3, &c_b14, &a[j + j * a_dim1], lda, &a[j + (j + + jb) * a_dim1], lda, (ftnlen)4, (ftnlen)5, ( + ftnlen)9, (ftnlen)8); + } +/* L10: */ + } + + } else { + +/* Compute the Cholesky factorization A = L*L'. */ + + i__2 = *n; + i__1 = nb; + for (j = 1; i__1 < 0 ? j >= i__2 : j <= i__2; j += i__1) { + +/* Update and factorize the current diagonal block and test */ +/* for non-positive-definiteness. */ + +/* Computing MIN */ + i__3 = nb, i__4 = *n - j + 1; + jb = min(i__3,i__4); + i__3 = j - 1; + dsyrk_("Lower", "No transpose", &jb, &i__3, &c_b13, &a[j + + a_dim1], lda, &c_b14, &a[j + j * a_dim1], lda, ( + ftnlen)5, (ftnlen)12); + dpotf2_("Lower", &jb, &a[j + j * a_dim1], lda, info, (ftnlen) + 5); + if (*info != 0) { + goto L30; + } + if (j + jb <= *n) { + +/* Compute the current block column. */ + + i__3 = *n - j - jb + 1; + i__4 = j - 1; + dgemm_("No transpose", "Transpose", &i__3, &jb, &i__4, & + c_b13, &a[j + jb + a_dim1], lda, &a[j + a_dim1], + lda, &c_b14, &a[j + jb + j * a_dim1], lda, ( + ftnlen)12, (ftnlen)9); + i__3 = *n - j - jb + 1; + dtrsm_("Right", "Lower", "Transpose", "Non-unit", &i__3, & + jb, &c_b14, &a[j + j * a_dim1], lda, &a[j + jb + + j * a_dim1], lda, (ftnlen)5, (ftnlen)5, (ftnlen)9, + (ftnlen)8); + } +/* L20: */ + } + } + } + goto L40; + +L30: + *info = *info + j - 1; + +L40: + return 0; + +/* End of DPOTRF */ + +} /* dpotrf_ */ + diff --git a/ext/f2c_lapack/dpotrs.c b/ext/f2c_lapack/dpotrs.c new file mode 100644 index 000000000..e5d632002 --- /dev/null +++ b/ext/f2c_lapack/dpotrs.c @@ -0,0 +1,171 @@ +/* dpotrs.f -- translated by f2c (version 20031025). + 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" + +/* Table of constant values */ + +static doublereal c_b9 = 1.; + +/* Subroutine */ int dpotrs_(char *uplo, integer *n, integer *nrhs, + doublereal *a, integer *lda, doublereal *b, integer *ldb, integer * + info, ftnlen uplo_len) +{ + /* System generated locals */ + integer a_dim1, a_offset, b_dim1, b_offset, i__1; + + /* Local variables */ + extern logical lsame_(char *, char *, ftnlen, ftnlen); + extern /* Subroutine */ int dtrsm_(char *, char *, char *, char *, + integer *, integer *, doublereal *, doublereal *, integer *, + doublereal *, integer *, ftnlen, ftnlen, ftnlen, ftnlen); + static logical upper; + extern /* Subroutine */ int xerbla_(char *, integer *, ftnlen); + + +/* -- LAPACK routine (version 3.0) -- */ +/* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., */ +/* Courant Institute, Argonne National Lab, and Rice University */ +/* March 31, 1993 */ + +/* .. Scalar Arguments .. */ +/* .. */ +/* .. Array Arguments .. */ +/* .. */ + +/* Purpose */ +/* ======= */ + +/* DPOTRS solves a system of linear equations A*X = B with a symmetric */ +/* positive definite matrix A using the Cholesky factorization */ +/* A = U**T*U or A = L*L**T computed by DPOTRF. */ + +/* 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. */ + +/* NRHS (input) INTEGER */ +/* The number of right hand sides, i.e., the number of columns */ +/* of the matrix B. NRHS >= 0. */ + +/* A (input) DOUBLE PRECISION array, dimension (LDA,N) */ +/* The triangular factor U or L from the Cholesky factorization */ +/* A = U**T*U or A = L*L**T, as computed by DPOTRF. */ + +/* LDA (input) INTEGER */ +/* The leading dimension of the array A. LDA >= max(1,N). */ + +/* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS) */ +/* On entry, the right hand side matrix B. */ +/* On exit, the solution matrix X. */ + +/* LDB (input) INTEGER */ +/* The leading dimension of the array B. LDB >= max(1,N). */ + +/* INFO (output) INTEGER */ +/* = 0: successful exit */ +/* < 0: if INFO = -i, the i-th argument had an illegal value */ + +/* ===================================================================== */ + +/* .. Parameters .. */ +/* .. */ +/* .. Local Scalars .. */ +/* .. */ +/* .. External Functions .. */ +/* .. */ +/* .. External Subroutines .. */ +/* .. */ +/* .. Intrinsic Functions .. */ +/* .. */ +/* .. Executable Statements .. */ + +/* Test the input parameters. */ + + /* Parameter adjustments */ + a_dim1 = *lda; + a_offset = 1 + a_dim1; + a -= a_offset; + b_dim1 = *ldb; + b_offset = 1 + b_dim1; + b -= b_offset; + + /* Function Body */ + *info = 0; + upper = lsame_(uplo, "U", (ftnlen)1, (ftnlen)1); + if (! upper && ! lsame_(uplo, "L", (ftnlen)1, (ftnlen)1)) { + *info = -1; + } else if (*n < 0) { + *info = -2; + } else if (*nrhs < 0) { + *info = -3; + } else if (*lda < max(1,*n)) { + *info = -5; + } else if (*ldb < max(1,*n)) { + *info = -7; + } + if (*info != 0) { + i__1 = -(*info); + xerbla_("DPOTRS", &i__1, (ftnlen)6); + return 0; + } + +/* Quick return if possible */ + + if (*n == 0 || *nrhs == 0) { + return 0; + } + + if (upper) { + +/* Solve A*X = B where A = U'*U. */ + +/* Solve U'*X = B, overwriting B with X. */ + + dtrsm_("Left", "Upper", "Transpose", "Non-unit", n, nrhs, &c_b9, &a[ + a_offset], lda, &b[b_offset], ldb, (ftnlen)4, (ftnlen)5, ( + ftnlen)9, (ftnlen)8); + +/* Solve U*X = B, overwriting B with X. */ + + dtrsm_("Left", "Upper", "No transpose", "Non-unit", n, nrhs, &c_b9, & + a[a_offset], lda, &b[b_offset], ldb, (ftnlen)4, (ftnlen)5, ( + ftnlen)12, (ftnlen)8); + } else { + +/* Solve A*X = B where A = L*L'. */ + +/* Solve L*X = B, overwriting B with X. */ + + dtrsm_("Left", "Lower", "No transpose", "Non-unit", n, nrhs, &c_b9, & + a[a_offset], lda, &b[b_offset], ldb, (ftnlen)4, (ftnlen)5, ( + ftnlen)12, (ftnlen)8); + +/* Solve L'*X = B, overwriting B with X. */ + + dtrsm_("Left", "Lower", "Transpose", "Non-unit", n, nrhs, &c_b9, &a[ + a_offset], lda, &b[b_offset], ldb, (ftnlen)4, (ftnlen)5, ( + ftnlen)9, (ftnlen)8); + } + + return 0; + +/* End of DPOTRS */ + +} /* dpotrs_ */ + diff --git a/ext/lapack/Makefile.in b/ext/lapack/Makefile.in index c936ba49f..ca09a36b4 100755 --- a/ext/lapack/Makefile.in +++ b/ext/lapack/Makefile.in @@ -69,6 +69,8 @@ dormbr.o \ dorml2.o \ dormlq.o \ dormqr.o \ +dpotrf.o \ +dpotrs.o \ drscl.o \ dtrcon.o \ dtrtrs.o \ diff --git a/ext/lapack/dpotrf.f b/ext/lapack/dpotrf.f new file mode 100644 index 000000000..c4b0cb459 --- /dev/null +++ b/ext/lapack/dpotrf.f @@ -0,0 +1,184 @@ + SUBROUTINE DPOTRF( UPLO, N, A, LDA, INFO ) +* +* -- LAPACK routine (version 3.0) -- +* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., +* Courant Institute, Argonne National Lab, and Rice University +* March 31, 1993 +* +* .. Scalar Arguments .. + CHARACTER UPLO + INTEGER INFO, LDA, N +* .. +* .. Array Arguments .. + DOUBLE PRECISION A( LDA, * ) +* .. +* +* Purpose +* ======= +* +* DPOTRF computes the Cholesky factorization of a real symmetric +* positive definite matrix A. +* +* The factorization has the form +* A = U**T * U, if UPLO = 'U', or +* A = L * L**T, if UPLO = 'L', +* where U is an upper triangular matrix and L is lower triangular. +* +* This is the block version of the algorithm, calling Level 3 BLAS. +* +* 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. +* +* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) +* On entry, the symmetric matrix A. If UPLO = 'U', the leading +* N-by-N upper triangular part of A contains the upper +* triangular part of the matrix A, and the strictly lower +* triangular part of A is not referenced. If UPLO = 'L', the +* leading N-by-N lower triangular part of A contains the lower +* triangular part of the matrix A, and the strictly upper +* triangular part of A is not referenced. +* +* On exit, if INFO = 0, the factor U or L from the Cholesky +* factorization A = U**T*U or A = L*L**T. +* +* LDA (input) INTEGER +* The leading dimension of the array A. LDA >= max(1,N). +* +* 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. +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ONE + PARAMETER ( ONE = 1.0D+0 ) +* .. +* .. Local Scalars .. + LOGICAL UPPER + INTEGER J, JB, NB +* .. +* .. External Functions .. + LOGICAL LSAME + INTEGER ILAENV + EXTERNAL LSAME, ILAENV +* .. +* .. External Subroutines .. + EXTERNAL DGEMM, DPOTF2, DSYRK, DTRSM, XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC MAX, MIN +* .. +* .. Executable Statements .. +* +* Test the input parameters. +* + INFO = 0 + UPPER = LSAME( UPLO, 'U' ) + IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN + INFO = -1 + ELSE IF( N.LT.0 ) THEN + INFO = -2 + ELSE IF( LDA.LT.MAX( 1, N ) ) THEN + INFO = -4 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'DPOTRF', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + IF( N.EQ.0 ) + $ RETURN +* +* Determine the block size for this environment. +* + NB = ILAENV( 1, 'DPOTRF', UPLO, N, -1, -1, -1 ) + IF( NB.LE.1 .OR. NB.GE.N ) THEN +* +* Use unblocked code. +* + CALL DPOTF2( UPLO, N, A, LDA, INFO ) + ELSE +* +* Use blocked code. +* + IF( UPPER ) THEN +* +* Compute the Cholesky factorization A = U'*U. +* + DO 10 J = 1, N, NB +* +* Update and factorize the current diagonal block and test +* for non-positive-definiteness. +* + JB = MIN( NB, N-J+1 ) + CALL DSYRK( 'Upper', 'Transpose', JB, J-1, -ONE, + $ A( 1, J ), LDA, ONE, A( J, J ), LDA ) + CALL DPOTF2( 'Upper', JB, A( J, J ), LDA, INFO ) + IF( INFO.NE.0 ) + $ GO TO 30 + IF( J+JB.LE.N ) THEN +* +* Compute the current block row. +* + CALL DGEMM( 'Transpose', 'No transpose', JB, N-J-JB+1, + $ J-1, -ONE, A( 1, J ), LDA, A( 1, J+JB ), + $ LDA, ONE, A( J, J+JB ), LDA ) + CALL DTRSM( 'Left', 'Upper', 'Transpose', 'Non-unit', + $ JB, N-J-JB+1, ONE, A( J, J ), LDA, + $ A( J, J+JB ), LDA ) + END IF + 10 CONTINUE +* + ELSE +* +* Compute the Cholesky factorization A = L*L'. +* + DO 20 J = 1, N, NB +* +* Update and factorize the current diagonal block and test +* for non-positive-definiteness. +* + JB = MIN( NB, N-J+1 ) + CALL DSYRK( 'Lower', 'No transpose', JB, J-1, -ONE, + $ A( J, 1 ), LDA, ONE, A( J, J ), LDA ) + CALL DPOTF2( 'Lower', JB, A( J, J ), LDA, INFO ) + IF( INFO.NE.0 ) + $ GO TO 30 + IF( J+JB.LE.N ) THEN +* +* Compute the current block column. +* + CALL DGEMM( 'No transpose', 'Transpose', N-J-JB+1, JB, + $ J-1, -ONE, A( J+JB, 1 ), LDA, A( J, 1 ), + $ LDA, ONE, A( J+JB, J ), LDA ) + CALL DTRSM( 'Right', 'Lower', 'Transpose', 'Non-unit', + $ N-J-JB+1, JB, ONE, A( J, J ), LDA, + $ A( J+JB, J ), LDA ) + END IF + 20 CONTINUE + END IF + END IF + GO TO 40 +* + 30 CONTINUE + INFO = INFO + J - 1 +* + 40 CONTINUE + RETURN +* +* End of DPOTRF +* + END diff --git a/ext/lapack/dpotrs.f b/ext/lapack/dpotrs.f new file mode 100644 index 000000000..ae3ab2f31 --- /dev/null +++ b/ext/lapack/dpotrs.f @@ -0,0 +1,133 @@ + SUBROUTINE DPOTRS( UPLO, N, NRHS, A, LDA, B, LDB, INFO ) +* +* -- LAPACK routine (version 3.0) -- +* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., +* Courant Institute, Argonne National Lab, and Rice University +* March 31, 1993 +* +* .. Scalar Arguments .. + CHARACTER UPLO + INTEGER INFO, LDA, LDB, N, NRHS +* .. +* .. Array Arguments .. + DOUBLE PRECISION A( LDA, * ), B( LDB, * ) +* .. +* +* Purpose +* ======= +* +* DPOTRS solves a system of linear equations A*X = B with a symmetric +* positive definite matrix A using the Cholesky factorization +* A = U**T*U or A = L*L**T computed by DPOTRF. +* +* 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. +* +* NRHS (input) INTEGER +* The number of right hand sides, i.e., the number of columns +* of the matrix B. NRHS >= 0. +* +* A (input) DOUBLE PRECISION array, dimension (LDA,N) +* The triangular factor U or L from the Cholesky factorization +* A = U**T*U or A = L*L**T, as computed by DPOTRF. +* +* LDA (input) INTEGER +* The leading dimension of the array A. LDA >= max(1,N). +* +* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS) +* On entry, the right hand side matrix B. +* On exit, the solution matrix X. +* +* LDB (input) INTEGER +* The leading dimension of the array B. LDB >= max(1,N). +* +* INFO (output) INTEGER +* = 0: successful exit +* < 0: if INFO = -i, the i-th argument had an illegal value +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ONE + PARAMETER ( ONE = 1.0D+0 ) +* .. +* .. Local Scalars .. + LOGICAL UPPER +* .. +* .. External Functions .. + LOGICAL LSAME + EXTERNAL LSAME +* .. +* .. External Subroutines .. + EXTERNAL DTRSM, XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC MAX +* .. +* .. Executable Statements .. +* +* Test the input parameters. +* + INFO = 0 + UPPER = LSAME( UPLO, 'U' ) + IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN + INFO = -1 + ELSE IF( N.LT.0 ) THEN + INFO = -2 + ELSE IF( NRHS.LT.0 ) THEN + INFO = -3 + ELSE IF( LDA.LT.MAX( 1, N ) ) THEN + INFO = -5 + ELSE IF( LDB.LT.MAX( 1, N ) ) THEN + INFO = -7 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'DPOTRS', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + IF( N.EQ.0 .OR. NRHS.EQ.0 ) + $ RETURN +* + IF( UPPER ) THEN +* +* Solve A*X = B where A = U'*U. +* +* Solve U'*X = B, overwriting B with X. +* + CALL DTRSM( 'Left', 'Upper', 'Transpose', 'Non-unit', N, NRHS, + $ ONE, A, LDA, B, LDB ) +* +* Solve U*X = B, overwriting B with X. +* + CALL DTRSM( 'Left', 'Upper', 'No transpose', 'Non-unit', N, + $ NRHS, ONE, A, LDA, B, LDB ) + ELSE +* +* Solve A*X = B where A = L*L'. +* +* Solve L*X = B, overwriting B with X. +* + CALL DTRSM( 'Left', 'Lower', 'No transpose', 'Non-unit', N, + $ NRHS, ONE, A, LDA, B, LDB ) +* +* Solve L'*X = B, overwriting B with X. +* + CALL DTRSM( 'Left', 'Lower', 'Transpose', 'Non-unit', N, NRHS, + $ ONE, A, LDA, B, LDB ) + END IF +* + RETURN +* +* End of DPOTRS +* + END