aboutsummaryrefslogtreecommitdiff
path: root/SRC/cpttrf.f
blob: 2f7471435f4378bf6584b4e30b9d932e65c6a392 (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
*> \brief \b CPTTRF
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download CPTTRF + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cpttrf.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cpttrf.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cpttrf.f">
*> [TXT]</a>
*> \endhtmlonly
*
*  Definition:
*  ===========
*
*       SUBROUTINE CPTTRF( N, D, E, INFO )
*
*       .. Scalar Arguments ..
*       INTEGER            INFO, N
*       ..
*       .. Array Arguments ..
*       REAL               D( * )
*       COMPLEX            E( * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> CPTTRF computes the L*D*L**H factorization of a complex Hermitian
*> positive definite tridiagonal matrix A.  The factorization may also
*> be regarded as having the form A = U**H *D*U.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The order of the matrix A.  N >= 0.
*> \endverbatim
*>
*> \param[in,out] D
*> \verbatim
*>          D is REAL array, dimension (N)
*>          On entry, the n diagonal elements of the tridiagonal matrix
*>          A.  On exit, the n diagonal elements of the diagonal matrix
*>          D from the L*D*L**H factorization of A.
*> \endverbatim
*>
*> \param[in,out] E
*> \verbatim
*>          E is COMPLEX array, dimension (N-1)
*>          On entry, the (n-1) subdiagonal elements of the tridiagonal
*>          matrix A.  On exit, the (n-1) subdiagonal elements of the
*>          unit bidiagonal factor L from the L*D*L**H factorization of A.
*>          E can also be regarded as the superdiagonal of the unit
*>          bidiagonal factor U from the U**H *D*U factorization of A.
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*>          INFO is 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; if k < N, the factorization could not
*>               be completed, while if k = N, the factorization was
*>               completed, but D(N) <= 0.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date December 2016
*
*> \ingroup complexPTcomputational
*
*  =====================================================================
      SUBROUTINE CPTTRF( N, D, E, INFO )
*
*  -- LAPACK computational routine (version 3.7.0) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     December 2016
*
*     .. Scalar Arguments ..
      INTEGER            INFO, N
*     ..
*     .. Array Arguments ..
      REAL               D( * )
      COMPLEX            E( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               ZERO
      PARAMETER          ( ZERO = 0.0E+0 )
*     ..
*     .. Local Scalars ..
      INTEGER            I, I4
      REAL               EII, EIR, F, G
*     ..
*     .. External Subroutines ..
      EXTERNAL           XERBLA
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          AIMAG, CMPLX, MOD, REAL
*     ..
*     .. Executable Statements ..
*
*     Test the input parameters.
*
      INFO = 0
      IF( N.LT.0 ) THEN
         INFO = -1
         CALL XERBLA( 'CPTTRF', -INFO )
         RETURN
      END IF
*
*     Quick return if possible
*
      IF( N.EQ.0 )
     $   RETURN
*
*     Compute the L*D*L**H (or U**H *D*U) factorization of A.
*
      I4 = MOD( N-1, 4 )
      DO 10 I = 1, I4
         IF( D( I ).LE.ZERO ) THEN
            INFO = I
            GO TO 20
         END IF
         EIR = REAL( E( I ) )
         EII = AIMAG( E( I ) )
         F = EIR / D( I )
         G = EII / D( I )
         E( I ) = CMPLX( F, G )
         D( I+1 ) = D( I+1 ) - F*EIR - G*EII
   10 CONTINUE
*
      DO 110 I = I4+1, N - 4, 4
*
*        Drop out of the loop if d(i) <= 0: the matrix is not positive
*        definite.
*
         IF( D( I ).LE.ZERO ) THEN
            INFO = I
            GO TO 20
         END IF
*
*        Solve for e(i) and d(i+1).
*
         EIR = REAL( E( I ) )
         EII = AIMAG( E( I ) )
         F = EIR / D( I )
         G = EII / D( I )
         E( I ) = CMPLX( F, G )
         D( I+1 ) = D( I+1 ) - F*EIR - G*EII
*
         IF( D( I+1 ).LE.ZERO ) THEN
            INFO = I+1
            GO TO 20
         END IF
*
*        Solve for e(i+1) and d(i+2).
*
         EIR = REAL( E( I+1 ) )
         EII = AIMAG( E( I+1 ) )
         F = EIR / D( I+1 )
         G = EII / D( I+1 )
         E( I+1 ) = CMPLX( F, G )
         D( I+2 ) = D( I+2 ) - F*EIR - G*EII
*
         IF( D( I+2 ).LE.ZERO ) THEN
            INFO = I+2
            GO TO 20
         END IF
*
*        Solve for e(i+2) and d(i+3).
*
         EIR = REAL( E( I+2 ) )
         EII = AIMAG( E( I+2 ) )
         F = EIR / D( I+2 )
         G = EII / D( I+2 )
         E( I+2 ) = CMPLX( F, G )
         D( I+3 ) = D( I+3 ) - F*EIR - G*EII
*
         IF( D( I+3 ).LE.ZERO ) THEN
            INFO = I+3
            GO TO 20
         END IF
*
*        Solve for e(i+3) and d(i+4).
*
         EIR = REAL( E( I+3 ) )
         EII = AIMAG( E( I+3 ) )
         F = EIR / D( I+3 )
         G = EII / D( I+3 )
         E( I+3 ) = CMPLX( F, G )
         D( I+4 ) = D( I+4 ) - F*EIR - G*EII
  110 CONTINUE
*
*     Check d(n) for positive definiteness.
*
      IF( D( N ).LE.ZERO )
     $   INFO = N
*
   20 CONTINUE
      RETURN
*
*     End of CPTTRF
*
      END