int GMRFLib_comp_posdef_inverse(double *matrix, int dim) { /* * overwrite a symmetric MATRIX with its inverse */ int info = 0, i, j; switch (GMRFLib_blas_level) { case BLAS_LEVEL2: dpotf2_("L", &dim, matrix, &dim, &info, 1); break; case BLAS_LEVEL3: dpotrf_("L", &dim, matrix, &dim, &info, 1); break; default: GMRFLib_ASSERT(1 == 0, GMRFLib_ESNH); break; } if (info) GMRFLib_ERROR(GMRFLib_ESINGMAT); dpotri_("L", &dim, matrix, &dim, &info, 1); if (info) GMRFLib_ERROR(GMRFLib_ESINGMAT); for (i = 0; i < dim; i++) /* fill the U-part */ for (j = i + 1; j < dim; j++) matrix[i + j * dim] = matrix[j + i * dim]; return GMRFLib_SUCCESS; }
int GMRFLib_comp_chol_general(double **chol, double *matrix, int dim, double *logdet, int ecode) { /* * return a malloc'ed cholesky factorisation of MATRIX in *chol and optional the log(determinant). if fail return * `ecode' * */ int info = 0, i, j; double *a = NULL, det; if (dim == 0) { *chol = NULL; return GMRFLib_SUCCESS; } a = Calloc(ISQR(dim), double); memcpy(a, matrix, ISQR(dim) * sizeof(double)); switch (GMRFLib_blas_level) { case BLAS_LEVEL2: dpotf2_("L", &dim, a, &dim, &info, 1); break; case BLAS_LEVEL3: dpotrf_("L", &dim, a, &dim, &info, 1); break; default: GMRFLib_ASSERT(1 == 0, GMRFLib_ESNH); break; } if (info) { Free(a); *chol = NULL; return ecode; } if (logdet) { for (det = 0.0, i = 0; i < dim; i++) { det += log(a[i + i * dim]); } *logdet = 2.0 * det; } for (i = 0; i < dim; i++) { /* set to zero the upper part */ for (j = i + 1; j < dim; j++) { a[i + j * dim] = 0.0; } } *chol = a; return GMRFLib_SUCCESS; }
double dcholfact(int n, double *A, double *L) { /* if A is p.d. , A = L*L' if A is p.s.d. , A + lambda*I = L*L'; */ int indef, i; static double lambda = 1e-3/512/512; memcpy(L, A, sizeof(double)*n*n); dpotf2_("L", &n, L, &n, &indef); if (indef != 0) { memcpy(L, A, sizeof(double)*n*n); for (i=0;i<n;i++) L[i*n+i] += lambda; dpotf2_("L", &n, L, &n, &indef); if (indef != 0) { printf("A is not positive semi-definite\n"); lambda *= 2; } return lambda; } return 0; }
/* Subroutine */ int dpotrf_(char *uplo, integer *n, doublereal *a, integer * lda, integer *info) { /* System generated locals */ integer a_dim1, a_offset, i__1, i__2, i__3, i__4; /* Local variables */ integer j, jb, nb; extern /* Subroutine */ int dgemm_(char *, char *, integer *, integer *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *); extern logical lsame_(char *, char *); extern /* Subroutine */ int dtrsm_(char *, char *, char *, char *, integer *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *); logical upper; extern /* Subroutine */ int dsyrk_(char *, char *, integer *, integer *, doublereal *, doublereal *, integer *, doublereal *, doublereal *, integer *), dpotf2_(char *, integer *, doublereal *, integer *, integer *), xerbla_(char *, integer *); extern integer ilaenv_(integer *, char *, char *, integer *, integer *, integer *, integer *); /* -- LAPACK routine (version 3.2) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* .. 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"); 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_("DPOTRF", &i__1); 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); if (nb <= 1 || nb >= *n) { /* Use unblocked code. */ dpotf2_(uplo, n, &a[a_offset], lda, info); } 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); dpotf2_("Upper", &jb, &a[j + j * a_dim1], lda, info); 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); 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); } /* 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); dpotf2_("Lower", &jb, &a[j + j * a_dim1], lda, info); 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); 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); } /* L20: */ } } } goto L40; L30: *info = *info + j - 1; L40: return 0; /* End of DPOTRF */ } /* dpotrf_ */
/* Subroutine */ HYPRE_Int dpotrf_(char *uplo, integer *n, doublereal *a, integer * lda, integer *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 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. ===================================================================== Test the input parameters. Parameter adjustments */ /* Table of constant values */ static integer c__1 = 1; static integer c_n1 = -1; static doublereal c_b13 = -1.; static doublereal c_b14 = 1.; /* System generated locals */ integer a_dim1, a_offset, i__1, i__2, i__3, i__4; /* Local variables */ static integer j; extern /* Subroutine */ HYPRE_Int dgemm_(char *, char *, integer *, integer *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *); extern logical lsame_(char *, char *); extern /* Subroutine */ HYPRE_Int dtrsm_(char *, char *, char *, char *, integer *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *); static logical upper; extern /* Subroutine */ HYPRE_Int dsyrk_(char *, char *, integer *, integer *, doublereal *, doublereal *, integer *, doublereal *, doublereal *, integer *), dpotf2_(char *, integer *, doublereal *, integer *, integer *); static integer jb, nb; extern /* Subroutine */ HYPRE_Int xerbla_(char *, integer *); extern integer ilaenv_(integer *, char *, char *, integer *, integer *, integer *, integer *, ftnlen, ftnlen); #define a_ref(a_1,a_2) a[(a_2)*a_dim1 + a_1] a_dim1 = *lda; a_offset = 1 + a_dim1 * 1; 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_("DPOTRF", &i__1); 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); } 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_ref(1, j), lda, &c_b14, &a_ref(j, j), lda) ; dpotf2_("Upper", &jb, &a_ref(j, j), lda, info); 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_ref(1, j), lda, &a_ref(1, j + jb), lda, &c_b14, &a_ref(j, j + jb), lda); i__3 = *n - j - jb + 1; dtrsm_("Left", "Upper", "Transpose", "Non-unit", &jb, & i__3, &c_b14, &a_ref(j, j), lda, &a_ref(j, j + jb) , lda) ; } /* 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_ref(j, 1), lda, &c_b14, &a_ref(j, j), lda); dpotf2_("Lower", &jb, &a_ref(j, j), lda, info); 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_ref(j + jb, 1), lda, &a_ref(j, 1), lda, &c_b14, &a_ref(j + jb, j), lda); i__3 = *n - j - jb + 1; dtrsm_("Right", "Lower", "Transpose", "Non-unit", &i__3, & jb, &c_b14, &a_ref(j, j), lda, &a_ref(j + jb, j), lda); } /* L20: */ } } } goto L40; L30: *info = *info + j - 1; L40: return 0; /* End of DPOTRF */ } /* dpotrf_ */
/* Subroutine */ int derrpo_(char *path, integer *nunit) { /* Builtin functions */ integer s_wsle(cilist *), e_wsle(void); /* Subroutine */ int s_copy(char *, char *, ftnlen, ftnlen); /* Local variables */ doublereal a[16] /* was [4][4] */, b[4]; integer i__, j; doublereal w[12], x[4]; char c2[2]; doublereal r1[4], r2[4], af[16] /* was [4][4] */; integer iw[4], info; doublereal anrm, rcond; extern /* Subroutine */ int dpbtf2_(char *, integer *, integer *, doublereal *, integer *, integer *), dpotf2_(char *, integer *, doublereal *, integer *, integer *), alaesm_( char *, logical *, integer *), dpbcon_(char *, integer *, integer *, doublereal *, integer *, doublereal *, doublereal *, doublereal *, integer *, integer *); extern logical lsamen_(integer *, char *, char *); extern /* Subroutine */ int dpbequ_(char *, integer *, integer *, doublereal *, integer *, doublereal *, doublereal *, doublereal *, integer *), dpbrfs_(char *, integer *, integer *, integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, doublereal *, integer *, integer *), dpbtrf_(char *, integer *, integer *, doublereal *, integer *, integer *), dpocon_(char *, integer *, doublereal *, integer *, doublereal *, doublereal *, doublereal *, integer *, integer *), chkxer_(char *, integer *, integer *, logical *, logical *), dppcon_(char *, integer *, doublereal *, doublereal *, doublereal *, doublereal *, integer *, integer *), dpoequ_(integer *, doublereal *, integer *, doublereal *, doublereal *, doublereal *, integer *), dpbtrs_(char *, integer * , integer *, integer *, doublereal *, integer *, doublereal *, integer *, integer *), dporfs_(char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, doublereal *, integer *, integer *), dpotrf_(char *, integer *, doublereal *, integer *, integer *), dpotri_( char *, integer *, doublereal *, integer *, integer *), dppequ_(char *, integer *, doublereal *, doublereal *, doublereal *, doublereal *, integer *), dpprfs_(char *, integer *, integer *, doublereal *, doublereal *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, doublereal *, integer *, integer *), dpptrf_(char *, integer *, doublereal *, integer *), dpptri_(char *, integer *, doublereal *, integer *), dpotrs_(char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *, integer *), dpptrs_(char *, integer *, integer *, doublereal *, doublereal *, integer *, integer *); /* Fortran I/O blocks */ static cilist io___1 = { 0, 0, 0, 0, 0 }; /* -- LAPACK test routine (version 3.1) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* .. Scalar Arguments .. */ /* .. */ /* Purpose */ /* ======= */ /* DERRPO tests the error exits for the DOUBLE PRECISION routines */ /* for symmetric positive definite matrices. */ /* Arguments */ /* ========= */ /* PATH (input) CHARACTER*3 */ /* The LAPACK path name for the routines to be tested. */ /* NUNIT (input) INTEGER */ /* The unit number for output. */ /* ===================================================================== */ /* .. Parameters .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. Local Arrays .. */ /* .. */ /* .. External Functions .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Scalars in Common .. */ /* .. */ /* .. Common blocks .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. Executable Statements .. */ infoc_1.nout = *nunit; io___1.ciunit = infoc_1.nout; s_wsle(&io___1); e_wsle(); s_copy(c2, path + 1, (ftnlen)2, (ftnlen)2); /* Set the variables to innocuous values. */ for (j = 1; j <= 4; ++j) { for (i__ = 1; i__ <= 4; ++i__) { a[i__ + (j << 2) - 5] = 1. / (doublereal) (i__ + j); af[i__ + (j << 2) - 5] = 1. / (doublereal) (i__ + j); /* L10: */ } b[j - 1] = 0.; r1[j - 1] = 0.; r2[j - 1] = 0.; w[j - 1] = 0.; x[j - 1] = 0.; iw[j - 1] = j; /* L20: */ } infoc_1.ok = TRUE_; if (lsamen_(&c__2, c2, "PO")) { /* Test error exits of the routines that use the Cholesky */ /* decomposition of a symmetric positive definite matrix. */ /* DPOTRF */ s_copy(srnamc_1.srnamt, "DPOTRF", (ftnlen)32, (ftnlen)6); infoc_1.infot = 1; dpotrf_("/", &c__0, a, &c__1, &info); chkxer_("DPOTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 2; dpotrf_("U", &c_n1, a, &c__1, &info); chkxer_("DPOTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 4; dpotrf_("U", &c__2, a, &c__1, &info); chkxer_("DPOTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); /* DPOTF2 */ s_copy(srnamc_1.srnamt, "DPOTF2", (ftnlen)32, (ftnlen)6); infoc_1.infot = 1; dpotf2_("/", &c__0, a, &c__1, &info); chkxer_("DPOTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 2; dpotf2_("U", &c_n1, a, &c__1, &info); chkxer_("DPOTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 4; dpotf2_("U", &c__2, a, &c__1, &info); chkxer_("DPOTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); /* DPOTRI */ s_copy(srnamc_1.srnamt, "DPOTRI", (ftnlen)32, (ftnlen)6); infoc_1.infot = 1; dpotri_("/", &c__0, a, &c__1, &info); chkxer_("DPOTRI", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 2; dpotri_("U", &c_n1, a, &c__1, &info); chkxer_("DPOTRI", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 4; dpotri_("U", &c__2, a, &c__1, &info); chkxer_("DPOTRI", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); /* DPOTRS */ s_copy(srnamc_1.srnamt, "DPOTRS", (ftnlen)32, (ftnlen)6); infoc_1.infot = 1; dpotrs_("/", &c__0, &c__0, a, &c__1, b, &c__1, &info); chkxer_("DPOTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 2; dpotrs_("U", &c_n1, &c__0, a, &c__1, b, &c__1, &info); chkxer_("DPOTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 3; dpotrs_("U", &c__0, &c_n1, a, &c__1, b, &c__1, &info); chkxer_("DPOTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 5; dpotrs_("U", &c__2, &c__1, a, &c__1, b, &c__2, &info); chkxer_("DPOTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 7; dpotrs_("U", &c__2, &c__1, a, &c__2, b, &c__1, &info); chkxer_("DPOTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); /* DPORFS */ s_copy(srnamc_1.srnamt, "DPORFS", (ftnlen)32, (ftnlen)6); infoc_1.infot = 1; dporfs_("/", &c__0, &c__0, a, &c__1, af, &c__1, b, &c__1, x, &c__1, r1, r2, w, iw, &info); chkxer_("DPORFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 2; dporfs_("U", &c_n1, &c__0, a, &c__1, af, &c__1, b, &c__1, x, &c__1, r1, r2, w, iw, &info); chkxer_("DPORFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 3; dporfs_("U", &c__0, &c_n1, a, &c__1, af, &c__1, b, &c__1, x, &c__1, r1, r2, w, iw, &info); chkxer_("DPORFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 5; dporfs_("U", &c__2, &c__1, a, &c__1, af, &c__2, b, &c__2, x, &c__2, r1, r2, w, iw, &info); chkxer_("DPORFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 7; dporfs_("U", &c__2, &c__1, a, &c__2, af, &c__1, b, &c__2, x, &c__2, r1, r2, w, iw, &info); chkxer_("DPORFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 9; dporfs_("U", &c__2, &c__1, a, &c__2, af, &c__2, b, &c__1, x, &c__2, r1, r2, w, iw, &info); chkxer_("DPORFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 11; dporfs_("U", &c__2, &c__1, a, &c__2, af, &c__2, b, &c__2, x, &c__1, r1, r2, w, iw, &info); chkxer_("DPORFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); /* DPOCON */ s_copy(srnamc_1.srnamt, "DPOCON", (ftnlen)32, (ftnlen)6); infoc_1.infot = 1; dpocon_("/", &c__0, a, &c__1, &anrm, &rcond, w, iw, &info); chkxer_("DPOCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 2; dpocon_("U", &c_n1, a, &c__1, &anrm, &rcond, w, iw, &info); chkxer_("DPOCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 4; dpocon_("U", &c__2, a, &c__1, &anrm, &rcond, w, iw, &info); chkxer_("DPOCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); /* DPOEQU */ s_copy(srnamc_1.srnamt, "DPOEQU", (ftnlen)32, (ftnlen)6); infoc_1.infot = 1; dpoequ_(&c_n1, a, &c__1, r1, &rcond, &anrm, &info); chkxer_("DPOEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 3; dpoequ_(&c__2, a, &c__1, r1, &rcond, &anrm, &info); chkxer_("DPOEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); } else if (lsamen_(&c__2, c2, "PP")) { /* Test error exits of the routines that use the Cholesky */ /* decomposition of a symmetric positive definite packed matrix. */ /* DPPTRF */ s_copy(srnamc_1.srnamt, "DPPTRF", (ftnlen)32, (ftnlen)6); infoc_1.infot = 1; dpptrf_("/", &c__0, a, &info); chkxer_("DPPTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 2; dpptrf_("U", &c_n1, a, &info); chkxer_("DPPTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); /* DPPTRI */ s_copy(srnamc_1.srnamt, "DPPTRI", (ftnlen)32, (ftnlen)6); infoc_1.infot = 1; dpptri_("/", &c__0, a, &info); chkxer_("DPPTRI", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 2; dpptri_("U", &c_n1, a, &info); chkxer_("DPPTRI", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); /* DPPTRS */ s_copy(srnamc_1.srnamt, "DPPTRS", (ftnlen)32, (ftnlen)6); infoc_1.infot = 1; dpptrs_("/", &c__0, &c__0, a, b, &c__1, &info); chkxer_("DPPTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 2; dpptrs_("U", &c_n1, &c__0, a, b, &c__1, &info); chkxer_("DPPTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 3; dpptrs_("U", &c__0, &c_n1, a, b, &c__1, &info); chkxer_("DPPTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 6; dpptrs_("U", &c__2, &c__1, a, b, &c__1, &info); chkxer_("DPPTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); /* DPPRFS */ s_copy(srnamc_1.srnamt, "DPPRFS", (ftnlen)32, (ftnlen)6); infoc_1.infot = 1; dpprfs_("/", &c__0, &c__0, a, af, b, &c__1, x, &c__1, r1, r2, w, iw, & info); chkxer_("DPPRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 2; dpprfs_("U", &c_n1, &c__0, a, af, b, &c__1, x, &c__1, r1, r2, w, iw, & info); chkxer_("DPPRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 3; dpprfs_("U", &c__0, &c_n1, a, af, b, &c__1, x, &c__1, r1, r2, w, iw, & info); chkxer_("DPPRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 7; dpprfs_("U", &c__2, &c__1, a, af, b, &c__1, x, &c__2, r1, r2, w, iw, & info); chkxer_("DPPRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 9; dpprfs_("U", &c__2, &c__1, a, af, b, &c__2, x, &c__1, r1, r2, w, iw, & info); chkxer_("DPPRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); /* DPPCON */ s_copy(srnamc_1.srnamt, "DPPCON", (ftnlen)32, (ftnlen)6); infoc_1.infot = 1; dppcon_("/", &c__0, a, &anrm, &rcond, w, iw, &info); chkxer_("DPPCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 2; dppcon_("U", &c_n1, a, &anrm, &rcond, w, iw, &info); chkxer_("DPPCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); /* DPPEQU */ s_copy(srnamc_1.srnamt, "DPPEQU", (ftnlen)32, (ftnlen)6); infoc_1.infot = 1; dppequ_("/", &c__0, a, r1, &rcond, &anrm, &info); chkxer_("DPPEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 2; dppequ_("U", &c_n1, a, r1, &rcond, &anrm, &info); chkxer_("DPPEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); } else if (lsamen_(&c__2, c2, "PB")) { /* Test error exits of the routines that use the Cholesky */ /* decomposition of a symmetric positive definite band matrix. */ /* DPBTRF */ s_copy(srnamc_1.srnamt, "DPBTRF", (ftnlen)32, (ftnlen)6); infoc_1.infot = 1; dpbtrf_("/", &c__0, &c__0, a, &c__1, &info); chkxer_("DPBTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 2; dpbtrf_("U", &c_n1, &c__0, a, &c__1, &info); chkxer_("DPBTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 3; dpbtrf_("U", &c__1, &c_n1, a, &c__1, &info); chkxer_("DPBTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 5; dpbtrf_("U", &c__2, &c__1, a, &c__1, &info); chkxer_("DPBTRF", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); /* DPBTF2 */ s_copy(srnamc_1.srnamt, "DPBTF2", (ftnlen)32, (ftnlen)6); infoc_1.infot = 1; dpbtf2_("/", &c__0, &c__0, a, &c__1, &info); chkxer_("DPBTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 2; dpbtf2_("U", &c_n1, &c__0, a, &c__1, &info); chkxer_("DPBTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 3; dpbtf2_("U", &c__1, &c_n1, a, &c__1, &info); chkxer_("DPBTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 5; dpbtf2_("U", &c__2, &c__1, a, &c__1, &info); chkxer_("DPBTF2", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); /* DPBTRS */ s_copy(srnamc_1.srnamt, "DPBTRS", (ftnlen)32, (ftnlen)6); infoc_1.infot = 1; dpbtrs_("/", &c__0, &c__0, &c__0, a, &c__1, b, &c__1, &info); chkxer_("DPBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 2; dpbtrs_("U", &c_n1, &c__0, &c__0, a, &c__1, b, &c__1, &info); chkxer_("DPBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 3; dpbtrs_("U", &c__1, &c_n1, &c__0, a, &c__1, b, &c__1, &info); chkxer_("DPBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 4; dpbtrs_("U", &c__0, &c__0, &c_n1, a, &c__1, b, &c__1, &info); chkxer_("DPBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 6; dpbtrs_("U", &c__2, &c__1, &c__1, a, &c__1, b, &c__1, &info); chkxer_("DPBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 8; dpbtrs_("U", &c__2, &c__0, &c__1, a, &c__1, b, &c__1, &info); chkxer_("DPBTRS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); /* DPBRFS */ s_copy(srnamc_1.srnamt, "DPBRFS", (ftnlen)32, (ftnlen)6); infoc_1.infot = 1; dpbrfs_("/", &c__0, &c__0, &c__0, a, &c__1, af, &c__1, b, &c__1, x, & c__1, r1, r2, w, iw, &info); chkxer_("DPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 2; dpbrfs_("U", &c_n1, &c__0, &c__0, a, &c__1, af, &c__1, b, &c__1, x, & c__1, r1, r2, w, iw, &info); chkxer_("DPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 3; dpbrfs_("U", &c__1, &c_n1, &c__0, a, &c__1, af, &c__1, b, &c__1, x, & c__1, r1, r2, w, iw, &info); chkxer_("DPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 4; dpbrfs_("U", &c__0, &c__0, &c_n1, a, &c__1, af, &c__1, b, &c__1, x, & c__1, r1, r2, w, iw, &info); chkxer_("DPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 6; dpbrfs_("U", &c__2, &c__1, &c__1, a, &c__1, af, &c__2, b, &c__2, x, & c__2, r1, r2, w, iw, &info); chkxer_("DPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 8; dpbrfs_("U", &c__2, &c__1, &c__1, a, &c__2, af, &c__1, b, &c__2, x, & c__2, r1, r2, w, iw, &info); chkxer_("DPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 10; dpbrfs_("U", &c__2, &c__0, &c__1, a, &c__1, af, &c__1, b, &c__1, x, & c__2, r1, r2, w, iw, &info); chkxer_("DPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 12; dpbrfs_("U", &c__2, &c__0, &c__1, a, &c__1, af, &c__1, b, &c__2, x, & c__1, r1, r2, w, iw, &info); chkxer_("DPBRFS", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); /* DPBCON */ s_copy(srnamc_1.srnamt, "DPBCON", (ftnlen)32, (ftnlen)6); infoc_1.infot = 1; dpbcon_("/", &c__0, &c__0, a, &c__1, &anrm, &rcond, w, iw, &info); chkxer_("DPBCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 2; dpbcon_("U", &c_n1, &c__0, a, &c__1, &anrm, &rcond, w, iw, &info); chkxer_("DPBCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 3; dpbcon_("U", &c__1, &c_n1, a, &c__1, &anrm, &rcond, w, iw, &info); chkxer_("DPBCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 5; dpbcon_("U", &c__2, &c__1, a, &c__1, &anrm, &rcond, w, iw, &info); chkxer_("DPBCON", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); /* DPBEQU */ s_copy(srnamc_1.srnamt, "DPBEQU", (ftnlen)32, (ftnlen)6); infoc_1.infot = 1; dpbequ_("/", &c__0, &c__0, a, &c__1, r1, &rcond, &anrm, &info); chkxer_("DPBEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 2; dpbequ_("U", &c_n1, &c__0, a, &c__1, r1, &rcond, &anrm, &info); chkxer_("DPBEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 3; dpbequ_("U", &c__1, &c_n1, a, &c__1, r1, &rcond, &anrm, &info); chkxer_("DPBEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); infoc_1.infot = 5; dpbequ_("U", &c__2, &c__1, a, &c__1, r1, &rcond, &anrm, &info); chkxer_("DPBEQU", &infoc_1.infot, &infoc_1.nout, &infoc_1.lerr, & infoc_1.ok); } /* Print a summary line. */ alaesm_(path, &infoc_1.ok, &infoc_1.nout); return 0; /* End of DERRPO */ } /* derrpo_ */
/* Subroutine */ int dpbtrf_(char *uplo, integer *n, integer *kd, doublereal * ab, integer *ldab, integer *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 Purpose ======= DPBTRF computes the Cholesky factorization of a real symmetric positive definite band 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. 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. KD (input) INTEGER The number of superdiagonals of the matrix A if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KD >= 0. AB (input/output) DOUBLE PRECISION array, dimension (LDAB,N) On entry, the upper or lower triangle of the symmetric band matrix A, stored in the first KD+1 rows of the array. The j-th column of A is stored in the j-th column of the array AB as follows: if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd). On exit, if INFO = 0, the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T of the band matrix A, in the same storage format as A. LDAB (input) INTEGER The leading dimension of the array AB. LDAB >= KD+1. 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 band storage scheme is illustrated by the following example, when N = 6, KD = 2, and UPLO = 'U': On entry: On exit: * * a13 a24 a35 a46 * * u13 u24 u35 u46 * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56 a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66 Similarly, if UPLO = 'L' the format of A is as follows: On entry: On exit: a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66 a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 * a31 a42 a53 a64 * * l31 l42 l53 l64 * * Array elements marked * are not used by the routine. Contributed by Peter Mayes and Giuseppe Radicati, IBM ECSEC, Rome, March 23, 1989 ===================================================================== Test the input parameters. Parameter adjustments */ /* Table of constant values */ static integer c__1 = 1; static integer c_n1 = -1; static doublereal c_b18 = 1.; static doublereal c_b21 = -1.; static integer c__33 = 33; /* System generated locals */ integer ab_dim1, ab_offset, i__1, i__2, i__3, i__4; /* Local variables */ static doublereal work[1056] /* was [33][32] */; static integer i__, j; extern /* Subroutine */ int dgemm_(char *, char *, integer *, integer *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *); extern logical lsame_(char *, char *); extern /* Subroutine */ int dtrsm_(char *, char *, char *, char *, integer *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *); static integer i2, i3; extern /* Subroutine */ int dsyrk_(char *, char *, integer *, integer *, doublereal *, doublereal *, integer *, doublereal *, doublereal *, integer *), dpbtf2_(char *, integer *, integer *, doublereal *, integer *, integer *), dpotf2_(char *, integer *, doublereal *, integer *, integer *); static integer ib, nb, ii, jj; extern /* Subroutine */ int xerbla_(char *, integer *); extern integer ilaenv_(integer *, char *, char *, integer *, integer *, integer *, integer *, ftnlen, ftnlen); #define work_ref(a_1,a_2) work[(a_2)*33 + a_1 - 34] #define ab_ref(a_1,a_2) ab[(a_2)*ab_dim1 + a_1] ab_dim1 = *ldab; ab_offset = 1 + ab_dim1 * 1; ab -= ab_offset; /* Function Body */ *info = 0; if (! lsame_(uplo, "U") && ! lsame_(uplo, "L")) { *info = -1; } else if (*n < 0) { *info = -2; } else if (*kd < 0) { *info = -3; } else if (*ldab < *kd + 1) { *info = -5; } if (*info != 0) { i__1 = -(*info); xerbla_("DPBTRF", &i__1); return 0; } /* Quick return if possible */ if (*n == 0) { return 0; } /* Determine the block size for this environment */ nb = ilaenv_(&c__1, "DPBTRF", uplo, n, kd, &c_n1, &c_n1, (ftnlen)6, ( ftnlen)1); /* The block size must not exceed the semi-bandwidth KD, and must not exceed the limit set by the size of the local array WORK. */ nb = min(nb,32); if (nb <= 1 || nb > *kd) { /* Use unblocked code */ dpbtf2_(uplo, n, kd, &ab[ab_offset], ldab, info); } else { /* Use blocked code */ if (lsame_(uplo, "U")) { /* Compute the Cholesky factorization of a symmetric band matrix, given the upper triangle of the matrix in band storage. Zero the upper triangle of the work array. */ i__1 = nb; for (j = 1; j <= i__1; ++j) { i__2 = j - 1; for (i__ = 1; i__ <= i__2; ++i__) { work_ref(i__, j) = 0.; /* L10: */ } /* L20: */ } /* Process the band matrix one diagonal block at a time. */ i__1 = *n; i__2 = nb; for (i__ = 1; i__2 < 0 ? i__ >= i__1 : i__ <= i__1; i__ += i__2) { /* Computing MIN */ i__3 = nb, i__4 = *n - i__ + 1; ib = min(i__3,i__4); /* Factorize the diagonal block */ i__3 = *ldab - 1; dpotf2_(uplo, &ib, &ab_ref(*kd + 1, i__), &i__3, &ii); if (ii != 0) { *info = i__ + ii - 1; goto L150; } if (i__ + ib <= *n) { /* Update the relevant part of the trailing submatrix. If A11 denotes the diagonal block which has just been factorized, then we need to update the remaining blocks in the diagram: A11 A12 A13 A22 A23 A33 The numbers of rows and columns in the partitioning are IB, I2, I3 respectively. The blocks A12, A22 and A23 are empty if IB = KD. The upper triangle of A13 lies outside the band. Computing MIN */ i__3 = *kd - ib, i__4 = *n - i__ - ib + 1; i2 = min(i__3,i__4); /* Computing MIN */ i__3 = ib, i__4 = *n - i__ - *kd + 1; i3 = min(i__3,i__4); if (i2 > 0) { /* Update A12 */ i__3 = *ldab - 1; i__4 = *ldab - 1; dtrsm_("Left", "Upper", "Transpose", "Non-unit", &ib, &i2, &c_b18, &ab_ref(*kd + 1, i__), &i__3, & ab_ref(*kd + 1 - ib, i__ + ib), &i__4); /* Update A22 */ i__3 = *ldab - 1; i__4 = *ldab - 1; dsyrk_("Upper", "Transpose", &i2, &ib, &c_b21, & ab_ref(*kd + 1 - ib, i__ + ib), &i__3, &c_b18, &ab_ref(*kd + 1, i__ + ib), &i__4); } if (i3 > 0) { /* Copy the lower triangle of A13 into the work array. */ i__3 = i3; for (jj = 1; jj <= i__3; ++jj) { i__4 = ib; for (ii = jj; ii <= i__4; ++ii) { work_ref(ii, jj) = ab_ref(ii - jj + 1, jj + i__ + *kd - 1); /* L30: */ } /* L40: */ } /* Update A13 (in the work array). */ i__3 = *ldab - 1; dtrsm_("Left", "Upper", "Transpose", "Non-unit", &ib, &i3, &c_b18, &ab_ref(*kd + 1, i__), &i__3, work, &c__33); /* Update A23 */ if (i2 > 0) { i__3 = *ldab - 1; i__4 = *ldab - 1; dgemm_("Transpose", "No Transpose", &i2, &i3, &ib, &c_b21, &ab_ref(*kd + 1 - ib, i__ + ib), &i__3, work, &c__33, &c_b18, &ab_ref(ib + 1, i__ + *kd), &i__4); } /* Update A33 */ i__3 = *ldab - 1; dsyrk_("Upper", "Transpose", &i3, &ib, &c_b21, work, & c__33, &c_b18, &ab_ref(*kd + 1, i__ + *kd), & i__3); /* Copy the lower triangle of A13 back into place. */ i__3 = i3; for (jj = 1; jj <= i__3; ++jj) { i__4 = ib; for (ii = jj; ii <= i__4; ++ii) { ab_ref(ii - jj + 1, jj + i__ + *kd - 1) = work_ref(ii, jj); /* L50: */ } /* L60: */ } } } /* L70: */ } } else { /* Compute the Cholesky factorization of a symmetric band matrix, given the lower triangle of the matrix in band storage. Zero the lower triangle of the work array. */ i__2 = nb; for (j = 1; j <= i__2; ++j) { i__1 = nb; for (i__ = j + 1; i__ <= i__1; ++i__) { work_ref(i__, j) = 0.; /* L80: */ } /* L90: */ } /* Process the band matrix one diagonal block at a time. */ i__2 = *n; i__1 = nb; for (i__ = 1; i__1 < 0 ? i__ >= i__2 : i__ <= i__2; i__ += i__1) { /* Computing MIN */ i__3 = nb, i__4 = *n - i__ + 1; ib = min(i__3,i__4); /* Factorize the diagonal block */ i__3 = *ldab - 1; dpotf2_(uplo, &ib, &ab_ref(1, i__), &i__3, &ii); if (ii != 0) { *info = i__ + ii - 1; goto L150; } if (i__ + ib <= *n) { /* Update the relevant part of the trailing submatrix. If A11 denotes the diagonal block which has just been factorized, then we need to update the remaining blocks in the diagram: A11 A21 A22 A31 A32 A33 The numbers of rows and columns in the partitioning are IB, I2, I3 respectively. The blocks A21, A22 and A32 are empty if IB = KD. The lower triangle of A31 lies outside the band. Computing MIN */ i__3 = *kd - ib, i__4 = *n - i__ - ib + 1; i2 = min(i__3,i__4); /* Computing MIN */ i__3 = ib, i__4 = *n - i__ - *kd + 1; i3 = min(i__3,i__4); if (i2 > 0) { /* Update A21 */ i__3 = *ldab - 1; i__4 = *ldab - 1; dtrsm_("Right", "Lower", "Transpose", "Non-unit", &i2, &ib, &c_b18, &ab_ref(1, i__), &i__3, &ab_ref( ib + 1, i__), &i__4); /* Update A22 */ i__3 = *ldab - 1; i__4 = *ldab - 1; dsyrk_("Lower", "No Transpose", &i2, &ib, &c_b21, & ab_ref(ib + 1, i__), &i__3, &c_b18, &ab_ref(1, i__ + ib), &i__4); } if (i3 > 0) { /* Copy the upper triangle of A31 into the work array. */ i__3 = ib; for (jj = 1; jj <= i__3; ++jj) { i__4 = min(jj,i3); for (ii = 1; ii <= i__4; ++ii) { work_ref(ii, jj) = ab_ref(*kd + 1 - jj + ii, jj + i__ - 1); /* L100: */ } /* L110: */ } /* Update A31 (in the work array). */ i__3 = *ldab - 1; dtrsm_("Right", "Lower", "Transpose", "Non-unit", &i3, &ib, &c_b18, &ab_ref(1, i__), &i__3, work, & c__33); /* Update A32 */ if (i2 > 0) { i__3 = *ldab - 1; i__4 = *ldab - 1; dgemm_("No transpose", "Transpose", &i3, &i2, &ib, &c_b21, work, &c__33, &ab_ref(ib + 1, i__), &i__3, &c_b18, &ab_ref(*kd + 1 - ib, i__ + ib), &i__4); } /* Update A33 */ i__3 = *ldab - 1; dsyrk_("Lower", "No Transpose", &i3, &ib, &c_b21, work, &c__33, &c_b18, &ab_ref(1, i__ + *kd), & i__3); /* Copy the upper triangle of A31 back into place. */ i__3 = ib; for (jj = 1; jj <= i__3; ++jj) { i__4 = min(jj,i3); for (ii = 1; ii <= i__4; ++ii) { ab_ref(*kd + 1 - jj + ii, jj + i__ - 1) = work_ref(ii, jj); /* L120: */ } /* L130: */ } } } /* L140: */ } } } return 0; L150: return 0; /* End of DPBTRF */ } /* dpbtrf_ */
/* Subroutine */ int dpbtrf_(char *uplo, integer *n, integer *kd, doublereal * ab, integer *ldab, integer *info) { /* System generated locals */ integer ab_dim1, ab_offset, i__1, i__2, i__3, i__4; /* Local variables */ integer i__, j, i2, i3, ib, nb, ii, jj; doublereal work[1056] /* was [33][32] */; /* -- LAPACK routine (version 3.2) -- */ /* November 2006 */ /* Purpose */ /* ======= */ /* DPBTRF computes the Cholesky factorization of a real symmetric */ /* positive definite band 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. */ /* 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. */ /* KD (input) INTEGER */ /* The number of superdiagonals of the matrix A if UPLO = 'U', */ /* or the number of subdiagonals if UPLO = 'L'. KD >= 0. */ /* AB (input/output) DOUBLE PRECISION array, dimension (LDAB,N) */ /* On entry, the upper or lower triangle of the symmetric band */ /* matrix A, stored in the first KD+1 rows of the array. The */ /* j-th column of A is stored in the j-th column of the array AB */ /* as follows: */ /* if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; */ /* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd). */ /* On exit, if INFO = 0, the triangular factor U or L from the */ /* Cholesky factorization A = U**T*U or A = L*L**T of the band */ /* matrix A, in the same storage format as A. */ /* LDAB (input) INTEGER */ /* The leading dimension of the array AB. LDAB >= KD+1. */ /* 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 band storage scheme is illustrated by the following example, when */ /* N = 6, KD = 2, and UPLO = 'U': */ /* On entry: On exit: */ /* * * a13 a24 a35 a46 * * u13 u24 u35 u46 */ /* * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56 */ /* a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66 */ /* Similarly, if UPLO = 'L' the format of A is as follows: */ /* On entry: On exit: */ /* a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66 */ /* a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 * */ /* a31 a42 a53 a64 * * l31 l42 l53 l64 * * */ /* Array elements marked * are not used by the routine. */ /* Contributed by */ /* Peter Mayes and Giuseppe Radicati, IBM ECSEC, Rome, March 23, 1989 */ /* ===================================================================== */ /* Test the input parameters. */ /* Parameter adjustments */ ab_dim1 = *ldab; ab_offset = 1 + ab_dim1; ab -= ab_offset; /* Function Body */ *info = 0; if (! lsame_(uplo, "U") && ! lsame_(uplo, "L")) { *info = -1; } else if (*n < 0) { *info = -2; } else if (*kd < 0) { *info = -3; } else if (*ldab < *kd + 1) { *info = -5; } if (*info != 0) { i__1 = -(*info); xerbla_("DPBTRF", &i__1); return 0; } /* Quick return if possible */ if (*n == 0) { return 0; } /* Determine the block size for this environment */ nb = ilaenv_(&c__1, "DPBTRF", uplo, n, kd, &c_n1, &c_n1); /* The block size must not exceed the semi-bandwidth KD, and must not */ /* exceed the limit set by the size of the local array WORK. */ nb = min(nb,32); if (nb <= 1 || nb > *kd) { /* Use unblocked code */ dpbtf2_(uplo, n, kd, &ab[ab_offset], ldab, info); } else { /* Use blocked code */ if (lsame_(uplo, "U")) { /* Compute the Cholesky factorization of a symmetric band */ /* matrix, given the upper triangle of the matrix in band */ /* storage. */ /* Zero the upper triangle of the work array. */ i__1 = nb; for (j = 1; j <= i__1; ++j) { i__2 = j - 1; for (i__ = 1; i__ <= i__2; ++i__) { work[i__ + j * 33 - 34] = 0.; } } /* Process the band matrix one diagonal block at a time. */ i__1 = *n; i__2 = nb; for (i__ = 1; i__2 < 0 ? i__ >= i__1 : i__ <= i__1; i__ += i__2) { /* Computing MIN */ i__3 = nb, i__4 = *n - i__ + 1; ib = min(i__3,i__4); /* Factorize the diagonal block */ i__3 = *ldab - 1; dpotf2_(uplo, &ib, &ab[*kd + 1 + i__ * ab_dim1], &i__3, &ii); if (ii != 0) { *info = i__ + ii - 1; goto L150; } if (i__ + ib <= *n) { /* Update the relevant part of the trailing submatrix. */ /* If A11 denotes the diagonal block which has just been */ /* factorized, then we need to update the remaining */ /* blocks in the diagram: */ /* A11 A12 A13 */ /* A22 A23 */ /* A33 */ /* The numbers of rows and columns in the partitioning */ /* are IB, I2, I3 respectively. The blocks A12, A22 and */ /* A23 are empty if IB = KD. The upper triangle of A13 */ /* lies outside the band. */ /* Computing MIN */ i__3 = *kd - ib, i__4 = *n - i__ - ib + 1; i2 = min(i__3,i__4); /* Computing MIN */ i__3 = ib, i__4 = *n - i__ - *kd + 1; i3 = min(i__3,i__4); if (i2 > 0) { /* Update A12 */ i__3 = *ldab - 1; i__4 = *ldab - 1; dtrsm_("Left", "Upper", "Transpose", "Non-unit", &ib, &i2, &c_b18, &ab[*kd + 1 + i__ * ab_dim1], & i__3, &ab[*kd + 1 - ib + (i__ + ib) * ab_dim1] , &i__4); /* Update A22 */ i__3 = *ldab - 1; i__4 = *ldab - 1; dsyrk_("Upper", "Transpose", &i2, &ib, &c_b21, &ab[* kd + 1 - ib + (i__ + ib) * ab_dim1], &i__3, & c_b18, &ab[*kd + 1 + (i__ + ib) * ab_dim1], & i__4); } if (i3 > 0) { /* Copy the lower triangle of A13 into the work array. */ i__3 = i3; for (jj = 1; jj <= i__3; ++jj) { i__4 = ib; for (ii = jj; ii <= i__4; ++ii) { work[ii + jj * 33 - 34] = ab[ii - jj + 1 + ( jj + i__ + *kd - 1) * ab_dim1]; } } /* Update A13 (in the work array). */ i__3 = *ldab - 1; dtrsm_("Left", "Upper", "Transpose", "Non-unit", &ib, &i3, &c_b18, &ab[*kd + 1 + i__ * ab_dim1], & i__3, work, &c__33); /* Update A23 */ if (i2 > 0) { i__3 = *ldab - 1; i__4 = *ldab - 1; dgemm_("Transpose", "No Transpose", &i2, &i3, &ib, &c_b21, &ab[*kd + 1 - ib + (i__ + ib) * ab_dim1], &i__3, work, &c__33, &c_b18, & ab[ib + 1 + (i__ + *kd) * ab_dim1], &i__4); } /* Update A33 */ i__3 = *ldab - 1; dsyrk_("Upper", "Transpose", &i3, &ib, &c_b21, work, & c__33, &c_b18, &ab[*kd + 1 + (i__ + *kd) * ab_dim1], &i__3); /* Copy the lower triangle of A13 back into place. */ i__3 = i3; for (jj = 1; jj <= i__3; ++jj) { i__4 = ib; for (ii = jj; ii <= i__4; ++ii) { ab[ii - jj + 1 + (jj + i__ + *kd - 1) * ab_dim1] = work[ii + jj * 33 - 34]; } } } } } } else { /* Compute the Cholesky factorization of a symmetric band */ /* matrix, given the lower triangle of the matrix in band */ /* storage. */ /* Zero the lower triangle of the work array. */ i__2 = nb; for (j = 1; j <= i__2; ++j) { i__1 = nb; for (i__ = j + 1; i__ <= i__1; ++i__) { work[i__ + j * 33 - 34] = 0.; } } /* Process the band matrix one diagonal block at a time. */ i__2 = *n; i__1 = nb; for (i__ = 1; i__1 < 0 ? i__ >= i__2 : i__ <= i__2; i__ += i__1) { /* Computing MIN */ i__3 = nb, i__4 = *n - i__ + 1; ib = min(i__3,i__4); /* Factorize the diagonal block */ i__3 = *ldab - 1; dpotf2_(uplo, &ib, &ab[i__ * ab_dim1 + 1], &i__3, &ii); if (ii != 0) { *info = i__ + ii - 1; goto L150; } if (i__ + ib <= *n) { /* Update the relevant part of the trailing submatrix. */ /* If A11 denotes the diagonal block which has just been */ /* factorized, then we need to update the remaining */ /* blocks in the diagram: */ /* A11 */ /* A21 A22 */ /* A31 A32 A33 */ /* The numbers of rows and columns in the partitioning */ /* are IB, I2, I3 respectively. The blocks A21, A22 and */ /* A32 are empty if IB = KD. The lower triangle of A31 */ /* lies outside the band. */ /* Computing MIN */ i__3 = *kd - ib, i__4 = *n - i__ - ib + 1; i2 = min(i__3,i__4); /* Computing MIN */ i__3 = ib, i__4 = *n - i__ - *kd + 1; i3 = min(i__3,i__4); if (i2 > 0) { /* Update A21 */ i__3 = *ldab - 1; i__4 = *ldab - 1; dtrsm_("Right", "Lower", "Transpose", "Non-unit", &i2, &ib, &c_b18, &ab[i__ * ab_dim1 + 1], &i__3, & ab[ib + 1 + i__ * ab_dim1], &i__4); /* Update A22 */ i__3 = *ldab - 1; i__4 = *ldab - 1; dsyrk_("Lower", "No Transpose", &i2, &ib, &c_b21, &ab[ ib + 1 + i__ * ab_dim1], &i__3, &c_b18, &ab[( i__ + ib) * ab_dim1 + 1], &i__4); } if (i3 > 0) { /* Copy the upper triangle of A31 into the work array. */ i__3 = ib; for (jj = 1; jj <= i__3; ++jj) { i__4 = min(jj,i3); for (ii = 1; ii <= i__4; ++ii) { work[ii + jj * 33 - 34] = ab[*kd + 1 - jj + ii + (jj + i__ - 1) * ab_dim1]; } } /* Update A31 (in the work array). */ i__3 = *ldab - 1; dtrsm_("Right", "Lower", "Transpose", "Non-unit", &i3, &ib, &c_b18, &ab[i__ * ab_dim1 + 1], &i__3, work, &c__33); /* Update A32 */ if (i2 > 0) { i__3 = *ldab - 1; i__4 = *ldab - 1; dgemm_("No transpose", "Transpose", &i3, &i2, &ib, &c_b21, work, &c__33, &ab[ib + 1 + i__ * ab_dim1], &i__3, &c_b18, &ab[*kd + 1 - ib + (i__ + ib) * ab_dim1], &i__4); } /* Update A33 */ i__3 = *ldab - 1; dsyrk_("Lower", "No Transpose", &i3, &ib, &c_b21, work, &c__33, &c_b18, &ab[(i__ + *kd) * ab_dim1 + 1], &i__3); /* Copy the upper triangle of A31 back into place. */ i__3 = ib; for (jj = 1; jj <= i__3; ++jj) { i__4 = min(jj,i3); for (ii = 1; ii <= i__4; ++ii) { ab[*kd + 1 - jj + ii + (jj + i__ - 1) * ab_dim1] = work[ii + jj * 33 - 34]; } } } } } } } return 0; L150: return 0; /* End of DPBTRF */ } /* dpbtrf_ */
/* Subroutine */ void qpbtrf_(char *uplo, int *n, int *kd, LONG DOUBLE * #endif ab, int *ldab, int *info) { /* -- LAPACK routine (version 2.0) -- Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., Courant Institute, Argonne National Lab, and Rice University March 31, 1993 Purpose ======= DPBTRF computes the Cholesky factorization of a real symmetric positive definite band 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. 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. KD (input) INTEGER The number of superdiagonals of the matrix A if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KD >= 0. AB (input/output) LONG DOUBLE PRECISION array, dimension (LDAB,N) On entry, the upper or lower triangle of the symmetric band matrix A, stored in the first KD+1 rows of the array. The j-th column of A is stored in the j-th column of the array AB as follows: if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for MAX(1,j-kd)<=i<=j; if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=MIN(n,j+kd). On exit, if INFO = 0, the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T of the band matrix A, in the same storage format as A. LDAB (input) INTEGER The leading dimension of the array AB. LDAB >= KD+1. 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 band storage scheme is illustrated by the following example, when N = 6, KD = 2, and UPLO = 'U': On entry: On exit: * * a13 a24 a35 a46 * * u13 u24 u35 u46 * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56 a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66 Similarly, if UPLO = 'L' the format of A is as follows: On entry: On exit: a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66 a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 * a31 a42 a53 a64 * * l31 l42 l53 l64 * * Array elements marked * are not used by the routine. Contributed by Peter Mayes and Giuseppe Radicati, IBM ECSEC, Rome, March 23, 1989 ===================================================================== Test the input parameters. Parameter adjustments Function Body */ /* Table of constant values */ static int c__1 = 1; static int c_n1 = -1; static LONG DOUBLE c_b18 = 1.; static LONG DOUBLE c_b21 = -1.; static int c__33 = 33; /* System generated locals */ int i__1, i__2, i__3, i__4; /* Local variables */ static LONG DOUBLE work[1056] /* was [33][32] */; static int i, j; #ifdef PETSC_PREFIX_SUFFIX extern /* Subroutine */ void dgemm_(char *, char *, int *, int *, #endif #ifdef Q_C_PREFIX_SUFFIX extern /* Subroutine */ void qgemm(char *, char *, int *, int *, #endif #ifdef Q_NORMAL_PREFIX_SUFFIX extern /* Subroutine */ void qgemm_(char *, char *, int *, int *, #endif int *, LONG DOUBLE *, LONG DOUBLE *, int *, LONG DOUBLE *, int *, LONG DOUBLE *, LONG DOUBLE *, int *); extern long int lsame_(char *, char *); #ifdef PETSC_PREFIX_SUFFIX extern /* Subroutine */ void dtrsm_(char *, char *, char *, char *, #endif #ifdef Q_C_PREFIX_SUFFIX extern /* Subroutine */ void qtrsm(char *, char *, char *, char *, #endif #ifdef Q_NORMAL_PREFIX_SUFFIX extern /* Subroutine */ void qtrsm_(char *, char *, char *, char *, #endif int *, int *, LONG DOUBLE *, LONG DOUBLE *, int *, LONG DOUBLE *, int *); static int i2, i3; #ifdef PETSC_PREFIX_SUFFIX extern /* Subroutine */ void dsyrk_(char *, char *, int *, int *, #endif #ifdef Q_C_PREFIX_SUFFIX extern /* Subroutine */ void qsyrk(char *, char *, int *, int *, #endif #ifdef Q_NORMAL_PREFIX_SUFFIX extern /* Subroutine */ void qsyrk_(char *, char *, int *, int *, #endif LONG DOUBLE *, LONG DOUBLE *, int *, LONG DOUBLE *, LONG DOUBLE *, #ifdef PETSC_PREFIX_SUFFIX int *), dpbtf2_(char *, int *, int *, #endif #ifdef Q_C_PREFIX_SUFFIX int *), qpbtf2(char *, int *, int *, #endif #ifdef Q_NORMAL_PREFIX_SUFFIX int *), qpbtf2_(char *, int *, int *, #endif #ifdef PETSC_PREFIX_SUFFIX LONG DOUBLE *, int *, int *), dpotf2_(char *, #endif #ifdef Q_C_PREFIX_SUFFIX LONG DOUBLE *, int *, int *), qpotf2(char *, #endif #ifdef Q_NORMAL_PREFIX_SUFFIX LONG DOUBLE *, int *, int *), qpotf2_(char *, #endif int *, LONG DOUBLE *, int *, int *); static int ib, nb, ii, jj; extern /* Subroutine */ void xerbla_(char *, int *); extern int ilaenv_(int *, char *, char *, int *, int *, int *, int *, long int, long int); #define WORK(I) work[(I)] #define WAS(I) was[(I)] #define AB(I,J) ab[(I)-1 + ((J)-1)* ( *ldab)] *info = 0; if (! lsame_(uplo, "U") && ! lsame_(uplo, "L")) { *info = -1; } else if (*n < 0) { *info = -2; } else if (*kd < 0) { *info = -3; } else if (*ldab < *kd + 1) { *info = -5; } if (*info != 0) { i__1 = -(*info); xerbla_("DPBTRF", &i__1); return; } /* Quick return if possible */ if (*n == 0) { return; } /* Determine the block size for this environment */ nb = ilaenv_(&c__1, "DPBTRF", uplo, n, kd, &c_n1, &c_n1, 6L, 1L); /* The block size must not exceed the semi-bandwidth KD, and must not exceed the limit set by the size of the local array WORK. */ nb = MIN(nb,32); if (nb <= 1 || nb > *kd) { /* Use unblocked code */ #ifdef PETSC_PREFIX_SUFFIX dpbtf2_(uplo, n, kd, &AB(1,1), ldab, info); #endif #ifdef Q_C_PREFIX_SUFFIX qpbtf2(uplo, n, kd, &AB(1,1), ldab, info); #endif #ifdef Q_NORMAL_PREFIX_SUFFIX qpbtf2_(uplo, n, kd, &AB(1,1), ldab, info); #endif } else { /* Use blocked code */ if (lsame_(uplo, "U")) { /* Compute the Cholesky factorization of a symmetric ban d matrix, given the upper triangle of the matrix in ban d storage. Zero the upper triangle of the work array. */ i__1 = nb; for (j = 1; j <= nb; ++j) { i__2 = j - 1; for (i = 1; i <= j-1; ++i) { WORK(i + j * 33 - 34) = 0.; /* L10: */ } /* L20: */ } /* Process the band matrix one diagonal block at a time. */ i__1 = *n; i__2 = nb; for (i = 1; nb < 0 ? i >= *n : i <= *n; i += nb) { /* Computing MIN */ i__3 = nb, i__4 = *n - i + 1; ib = MIN(i__3,i__4); /* Factorize the diagonal block */ i__3 = *ldab - 1; #ifdef PETSC_PREFIX_SUFFIX dpotf2_(uplo, &ib, &AB(*kd+1,i), &i__3, &ii) #endif #ifdef Q_C_PREFIX_SUFFIX qpotf2(uplo, &ib, &AB(*kd+1,i), &i__3, &ii) #endif #ifdef Q_NORMAL_PREFIX_SUFFIX qpotf2_(uplo, &ib, &AB(*kd+1,i), &i__3, &ii) #endif ; if (ii != 0) { *info = i + ii - 1; goto L150; } if (i + ib <= *n) { /* Update the relevant part of the trailin g submatrix. If A11 denotes the diagonal block which has just been factorized, then we need to update the remaining blocks in the diagram: A11 A12 A13 A22 A23 A33 The numbers of rows and columns in the partitioning are IB, I2, I3 respectively. The blocks A12, A22 and A23 are empty if IB = KD. The upper tri angle of A13 lies outside the band. Computing MIN */ i__3 = *kd - ib, i__4 = *n - i - ib + 1; i2 = MIN(i__3,i__4); /* Computing MIN */ i__3 = ib, i__4 = *n - i - *kd + 1; i3 = MIN(i__3,i__4); if (i2 > 0) { /* Update A12 */ i__3 = *ldab - 1; i__4 = *ldab - 1; #ifdef PETSC_PREFIX_SUFFIX dtrsm_("Left", "Upper", "Transpose", "Non-unit", &ib, #endif #ifdef Q_C_PREFIX_SUFFIX qtrsm("Left", "Upper", "Transpose", "Non-unit", &ib, #endif #ifdef Q_NORMAL_PREFIX_SUFFIX qtrsm_("Left", "Upper", "Transpose", "Non-unit", &ib, #endif &i2, &c_b18, &AB(*kd+1,i), & i__3, &AB(*kd+1-ib,i+ib), &i__4); /* Update A22 */ i__3 = *ldab - 1; i__4 = *ldab - 1; #ifdef PETSC_PREFIX_SUFFIX dsyrk_("Upper", "Transpose", &i2, &ib, &c_b21, &AB(*kd+1-ib,i+ib), &i__3, & #endif #ifdef Q_C_PREFIX_SUFFIX qsyrk("Upper", "Transpose", &i2, &ib, &c_b21, &AB(*kd+1-ib,i+ib), &i__3, & #endif #ifdef Q_NORMAL_PREFIX_SUFFIX qsyrk_("Upper", "Transpose", &i2, &ib, &c_b21, &AB(*kd+1-ib,i+ib), &i__3, & #endif c_b18, &AB(*kd+1,i+ib), & i__4); } if (i3 > 0) { /* Copy the lower triangle of A13 i nto the work array. */ i__3 = i3; for (jj = 1; jj <= i3; ++jj) { i__4 = ib; for (ii = jj; ii <= ib; ++ii) { WORK(ii + jj * 33 - 34) = AB(ii-jj+1,jj+i+*kd-1); /* L30: */ } /* L40: */ } /* Update A13 (in the work array). */ i__3 = *ldab - 1; #ifdef PETSC_PREFIX_SUFFIX dtrsm_("Left", "Upper", "Transpose", "Non-unit", &ib, #endif #ifdef Q_C_PREFIX_SUFFIX qtrsm("Left", "Upper", "Transpose", "Non-unit", &ib, #endif #ifdef Q_NORMAL_PREFIX_SUFFIX qtrsm_("Left", "Upper", "Transpose", "Non-unit", &ib, #endif &i3, &c_b18, &AB(*kd+1,i), & i__3, work, &c__33); /* Update A23 */ if (i2 > 0) { i__3 = *ldab - 1; i__4 = *ldab - 1; #ifdef PETSC_PREFIX_SUFFIX dgemm_("Transpose", "No Transpose", &i2, &i3, &ib, #endif #ifdef Q_C_PREFIX_SUFFIX qgemm("Transpose", "No Transpose", &i2, &i3, &ib, #endif #ifdef Q_NORMAL_PREFIX_SUFFIX qgemm_("Transpose", "No Transpose", &i2, &i3, &ib, #endif &c_b21, &AB(*kd+1-ib,i+ib), &i__3, work, &c__33, &c_b18, & AB(ib+1,i+*kd), &i__4); } /* Update A33 */ i__3 = *ldab - 1; #ifdef PETSC_PREFIX_SUFFIX dsyrk_("Upper", "Transpose", &i3, &ib, &c_b21, work, & #endif #ifdef Q_C_PREFIX_SUFFIX qsyrk("Upper", "Transpose", &i3, &ib, &c_b21, work, & #endif #ifdef Q_NORMAL_PREFIX_SUFFIX qsyrk_("Upper", "Transpose", &i3, &ib, &c_b21, work, & #endif c__33, &c_b18, &AB(*kd+1,i+*kd), &i__3); /* Copy the lower triangle of A13 b ack into place. */ i__3 = i3; for (jj = 1; jj <= i3; ++jj) { i__4 = ib; for (ii = jj; ii <= ib; ++ii) { AB(ii-jj+1,jj+i+*kd-1) = WORK(ii + jj * 33 - 34); /* L50: */ } /* L60: */ } }