| 123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225 | /* dpotf2.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 doublereal c_b10 = -1.;static doublereal c_b12 = 1.;/* Subroutine */ int dpotf2_(char *uplo, integer *n, doublereal *a, integer *	lda, integer *info){    /* System generated locals */    integer a_dim1, a_offset, i__1, i__2, i__3;    doublereal d__1;    /* Builtin functions */    double sqrt(doublereal);    /* Local variables */    integer j;    doublereal ajj;    extern doublereal ddot_(integer *, doublereal *, integer *, doublereal *, 	    integer *);    extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *, 	    integer *);    extern logical lsame_(char *, char *);    extern /* Subroutine */ int dgemv_(char *, integer *, integer *, 	    doublereal *, doublereal *, integer *, doublereal *, integer *, 	    doublereal *, doublereal *, integer *);    logical upper;    extern logical disnan_(doublereal *);    extern /* Subroutine */ int 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 *//*  ======= *//*  DPOTF2 computes the Cholesky factorization of a real symmetric *//*  positive definite matrix A. *//*  The factorization has the form *//*     A = U' * U ,  if UPLO = 'U', or *//*     A = L  * L',  if UPLO = 'L', *//*  where U is an upper triangular matrix and L is lower triangular. *//*  This is the unblocked version of the algorithm, calling Level 2 BLAS. *//*  Arguments *//*  ========= *//*  UPLO    (input) CHARACTER*1 *//*          Specifies whether the upper or lower triangular part of the *//*          symmetric matrix A is stored. *//*          = 'U':  Upper triangular *//*          = 'L':  Lower triangular *//*  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'*U  or A = L*L'. *//*  LDA     (input) INTEGER *//*          The leading dimension of the array A.  LDA >= max(1,N). *//*  INFO    (output) INTEGER *//*          = 0: successful exit *//*          < 0: if INFO = -k, the k-th argument had an illegal value *//*          > 0: if INFO = k, the leading minor of order k 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");    if (! upper && ! lsame_(uplo, "L")) {	*info = -1;    } else if (*n < 0) {	*info = -2;    } else if (*lda < max(1,*n)) {	*info = -4;    }    if (*info != 0) {	i__1 = -(*info);	xerbla_("DPOTF2", &i__1);	return 0;    }/*     Quick return if possible */    if (*n == 0) {	return 0;    }    if (upper) {/*        Compute the Cholesky factorization A = U'*U. */	i__1 = *n;	for (j = 1; j <= i__1; ++j) {/*           Compute U(J,J) and test for non-positive-definiteness. */	    i__2 = j - 1;	    ajj = a[j + j * a_dim1] - ddot_(&i__2, &a[j * a_dim1 + 1], &c__1, 		    &a[j * a_dim1 + 1], &c__1);	    if (ajj <= 0. || disnan_(&ajj)) {		a[j + j * a_dim1] = ajj;		goto L30;	    }	    ajj = sqrt(ajj);	    a[j + j * a_dim1] = ajj;/*           Compute elements J+1:N of row J. */	    if (j < *n) {		i__2 = j - 1;		i__3 = *n - j;		dgemv_("Transpose", &i__2, &i__3, &c_b10, &a[(j + 1) * a_dim1 			+ 1], lda, &a[j * a_dim1 + 1], &c__1, &c_b12, &a[j + (			j + 1) * a_dim1], lda);		i__2 = *n - j;		d__1 = 1. / ajj;		dscal_(&i__2, &d__1, &a[j + (j + 1) * a_dim1], lda);	    }/* L10: */	}    } else {/*        Compute the Cholesky factorization A = L*L'. */	i__1 = *n;	for (j = 1; j <= i__1; ++j) {/*           Compute L(J,J) and test for non-positive-definiteness. */	    i__2 = j - 1;	    ajj = a[j + j * a_dim1] - ddot_(&i__2, &a[j + a_dim1], lda, &a[j 		    + a_dim1], lda);	    if (ajj <= 0. || disnan_(&ajj)) {		a[j + j * a_dim1] = ajj;		goto L30;	    }	    ajj = sqrt(ajj);	    a[j + j * a_dim1] = ajj;/*           Compute elements J+1:N of column J. */	    if (j < *n) {		i__2 = *n - j;		i__3 = j - 1;		dgemv_("No transpose", &i__2, &i__3, &c_b10, &a[j + 1 + 			a_dim1], lda, &a[j + a_dim1], lda, &c_b12, &a[j + 1 + 			j * a_dim1], &c__1);		i__2 = *n - j;		d__1 = 1. / ajj;		dscal_(&i__2, &d__1, &a[j + 1 + j * a_dim1], &c__1);	    }/* L20: */	}    }    goto L40;L30:    *info = j;L40:    return 0;/*     End of DPOTF2 */} /* dpotf2_ */
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