273 lines
7.6 KiB
C
273 lines
7.6 KiB
C
/* -- translated by f2c (version 20240504).
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You must link the resulting object file with libf2c:
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on Microsoft Windows system, link with libf2c.lib;
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on Linux or Unix systems, link with .../path/to/libf2c.a -lm
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or, if you install libf2c.a in a standard place, with -lf2c -lm
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-- in that order, at the end of the command line, as in
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cc *.o -lf2c -lm
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Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
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http://www.netlib.org/f2c/libf2c.zip
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*/
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#include "f2c.h"
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/* Table of constant values */
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static integer c__1 = 1;
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static doublereal c_b10 = -1.;
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static doublereal c_b12 = 1.;
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/* > \brief \b DPOTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite matrix (u
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nblocked algorithm).
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=========== DOCUMENTATION ===========
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Online html documentation available at
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http://www.netlib.org/lapack/explore-html/
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> \htmlonly
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> Download DPOTF2 + dependencies
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> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dpotf2.
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f">
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> [TGZ]</a>
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> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dpotf2.
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f">
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> [ZIP]</a>
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> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dpotf2.
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f">
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> [TXT]</a>
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> \endhtmlonly
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Definition:
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===========
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SUBROUTINE DPOTF2( UPLO, N, A, LDA, INFO )
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CHARACTER UPLO
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INTEGER INFO, LDA, N
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DOUBLE PRECISION A( LDA, * )
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> \par Purpose:
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=============
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>
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> \verbatim
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>
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> DPOTF2 computes the Cholesky factorization of a real symmetric
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> positive definite matrix A.
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>
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> The factorization has the form
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> A = U**T * U , if UPLO = 'U', or
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> A = L * L**T, if UPLO = 'L',
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> where U is an upper triangular matrix and L is lower triangular.
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>
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> This is the unblocked version of the algorithm, calling Level 2 BLAS.
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> \endverbatim
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Arguments:
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==========
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> \param[in] UPLO
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> \verbatim
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> UPLO is CHARACTER*1
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> Specifies whether the upper or lower triangular part of the
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> symmetric matrix A is stored.
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> = 'U': Upper triangular
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> = 'L': Lower triangular
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> \endverbatim
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>
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> \param[in] N
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> \verbatim
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> N is INTEGER
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> The order of the matrix A. N >= 0.
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> \endverbatim
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>
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> \param[in,out] A
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> \verbatim
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> A is DOUBLE PRECISION array, dimension (LDA,N)
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> On entry, the symmetric matrix A. If UPLO = 'U', the leading
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> n by n upper triangular part of A contains the upper
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> triangular part of the matrix A, and the strictly lower
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> triangular part of A is not referenced. If UPLO = 'L', the
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> leading n by n lower triangular part of A contains the lower
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> triangular part of the matrix A, and the strictly upper
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> triangular part of A is not referenced.
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>
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> On exit, if INFO = 0, the factor U or L from the Cholesky
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> factorization A = U**T *U or A = L*L**T.
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> \endverbatim
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>
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> \param[in] LDA
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> \verbatim
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> LDA is INTEGER
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> The leading dimension of the array A. LDA >= max(1,N).
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> \endverbatim
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>
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> \param[out] INFO
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> \verbatim
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> INFO is INTEGER
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> = 0: successful exit
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> < 0: if INFO = -k, the k-th argument had an illegal value
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> > 0: if INFO = k, the leading minor of order k is not
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> positive definite, and the factorization could not be
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> completed.
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> \endverbatim
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Authors:
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========
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> \author Univ. of Tennessee
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> \author Univ. of California Berkeley
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> \author Univ. of Colorado Denver
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> \author NAG Ltd.
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> \date September 2012
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> \ingroup doublePOcomputational
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=====================================================================
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Subroutine */ int igraphdpotf2_(char *uplo, integer *n, doublereal *a, integer *
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lda, integer *info)
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{
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/* System generated locals */
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integer a_dim1, a_offset, i__1, i__2, i__3;
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doublereal d__1;
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/* Builtin functions */
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double sqrt(doublereal);
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/* Local variables */
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integer j;
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doublereal ajj;
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extern doublereal igraphddot_(integer *, doublereal *, integer *, doublereal *,
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integer *);
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extern /* Subroutine */ int igraphdscal_(integer *, doublereal *, doublereal *,
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integer *);
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extern logical igraphlsame_(char *, char *);
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extern /* Subroutine */ int igraphdgemv_(char *, integer *, integer *,
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doublereal *, doublereal *, integer *, doublereal *, integer *,
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doublereal *, doublereal *, integer *);
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logical upper;
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extern logical igraphdisnan_(doublereal *);
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extern /* Subroutine */ int igraphxerbla_(char *, integer *, ftnlen);
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/* -- LAPACK computational routine (version 3.4.2) --
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-- LAPACK is a software package provided by Univ. of Tennessee, --
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-- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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September 2012
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=====================================================================
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Test the input parameters.
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Parameter adjustments */
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a_dim1 = *lda;
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a_offset = 1 + a_dim1;
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a -= a_offset;
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/* Function Body */
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*info = 0;
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upper = igraphlsame_(uplo, "U");
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if (! upper && ! igraphlsame_(uplo, "L")) {
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*info = -1;
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} else if (*n < 0) {
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*info = -2;
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} else if (*lda < max(1,*n)) {
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*info = -4;
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}
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if (*info != 0) {
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i__1 = -(*info);
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igraphxerbla_("DPOTF2", &i__1, (ftnlen)6);
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return 0;
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}
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/* Quick return if possible */
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if (*n == 0) {
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return 0;
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}
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if (upper) {
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/* Compute the Cholesky factorization A = U**T *U. */
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i__1 = *n;
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for (j = 1; j <= i__1; ++j) {
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/* Compute U(J,J) and test for non-positive-definiteness. */
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i__2 = j - 1;
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ajj = a[j + j * a_dim1] - igraphddot_(&i__2, &a[j * a_dim1 + 1], &c__1,
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&a[j * a_dim1 + 1], &c__1);
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if (ajj <= 0. || igraphdisnan_(&ajj)) {
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a[j + j * a_dim1] = ajj;
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goto L30;
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}
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ajj = sqrt(ajj);
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a[j + j * a_dim1] = ajj;
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/* Compute elements J+1:N of row J. */
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if (j < *n) {
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i__2 = j - 1;
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i__3 = *n - j;
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igraphdgemv_("Transpose", &i__2, &i__3, &c_b10, &a[(j + 1) * a_dim1
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+ 1], lda, &a[j * a_dim1 + 1], &c__1, &c_b12, &a[j + (
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j + 1) * a_dim1], lda);
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i__2 = *n - j;
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d__1 = 1. / ajj;
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igraphdscal_(&i__2, &d__1, &a[j + (j + 1) * a_dim1], lda);
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}
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/* L10: */
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}
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} else {
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/* Compute the Cholesky factorization A = L*L**T. */
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i__1 = *n;
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for (j = 1; j <= i__1; ++j) {
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/* Compute L(J,J) and test for non-positive-definiteness. */
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i__2 = j - 1;
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ajj = a[j + j * a_dim1] - igraphddot_(&i__2, &a[j + a_dim1], lda, &a[j
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+ a_dim1], lda);
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if (ajj <= 0. || igraphdisnan_(&ajj)) {
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a[j + j * a_dim1] = ajj;
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goto L30;
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}
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ajj = sqrt(ajj);
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a[j + j * a_dim1] = ajj;
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/* Compute elements J+1:N of column J. */
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if (j < *n) {
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i__2 = *n - j;
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i__3 = j - 1;
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igraphdgemv_("No transpose", &i__2, &i__3, &c_b10, &a[j + 1 +
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a_dim1], lda, &a[j + a_dim1], lda, &c_b12, &a[j + 1 +
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j * a_dim1], &c__1);
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i__2 = *n - j;
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d__1 = 1. / ajj;
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igraphdscal_(&i__2, &d__1, &a[j + 1 + j * a_dim1], &c__1);
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}
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/* L20: */
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}
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}
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goto L40;
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L30:
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*info = j;
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L40:
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return 0;
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/* End of DPOTF2 */
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} /* igraphdpotf2_ */
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