spotf2.f.html

来自「famous linear algebra library (LAPACK) p」· HTML 代码 · 共 192 行

HTML
192 行
字号 
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
 <head>
  <title>spotf2.f</title>
 <meta name="generator" content="emacs 21.3.1; htmlfontify 0.20">
<style type="text/css"><!-- 
body { background: rgb(255, 255, 255);  color: rgb(0, 0, 0);  font-style: normal;  font-weight: 500;  font-stretch: normal;  font-family: adobe-courier;  font-size: 11pt;  text-decoration: none; }
span.default   { background: rgb(255, 255, 255);  color: rgb(0, 0, 0);  font-style: normal;  font-weight: 500;  font-stretch: normal;  font-family: adobe-courier;  font-size: 11pt;  text-decoration: none; }
span.default a { background: rgb(255, 255, 255);  color: rgb(0, 0, 0);  font-style: normal;  font-weight: 500;  font-stretch: normal;  font-family: adobe-courier;  font-size: 11pt;  text-decoration: underline; }
span.string   { color: rgb(188, 143, 143);  background: rgb(255, 255, 255);  font-style: normal;  font-weight: 500;  font-stretch: normal;  font-family: adobe-courier;  font-size: 11pt;  text-decoration: none; }
span.string a { color: rgb(188, 143, 143);  background: rgb(255, 255, 255);  font-style: normal;  font-weight: 500;  font-stretch: normal;  font-family: adobe-courier;  font-size: 11pt;  text-decoration: underline; }
span.comment   { color: rgb(178, 34, 34);  background: rgb(255, 255, 255);  font-style: normal;  font-weight: 500;  font-stretch: normal;  font-family: adobe-courier;  font-size: 11pt;  text-decoration: none; }
span.comment a { color: rgb(178, 34, 34);  background: rgb(255, 255, 255);  font-style: normal;  font-weight: 500;  font-stretch: normal;  font-family: adobe-courier;  font-size: 11pt;  text-decoration: underline; }
 --></style>

 </head>
  <body>

<pre>
      SUBROUTINE <a name="SPOTF2.1"></a><a href="spotf2.f.html#SPOTF2.1">SPOTF2</a>( UPLO, N, A, LDA, INFO )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  -- LAPACK routine (version 3.1) --
</span><span class="comment">*</span><span class="comment">     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
</span><span class="comment">*</span><span class="comment">     November 2006
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     .. Scalar Arguments ..
</span>      CHARACTER          UPLO
      INTEGER            INFO, LDA, N
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Array Arguments ..
</span>      REAL               A( LDA, * )
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Purpose
</span><span class="comment">*</span><span class="comment">  =======
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  <a name="SPOTF2.18"></a><a href="spotf2.f.html#SPOTF2.1">SPOTF2</a> computes the Cholesky factorization of a real symmetric
</span><span class="comment">*</span><span class="comment">  positive definite matrix A.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  The factorization has the form
</span><span class="comment">*</span><span class="comment">     A = U' * U ,  if UPLO = 'U', or
</span><span class="comment">*</span><span class="comment">     A = L  * L',  if UPLO = 'L',
</span><span class="comment">*</span><span class="comment">  where U is an upper triangular matrix and L is lower triangular.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  This is the unblocked version of the algorithm, calling Level 2 BLAS.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Arguments
</span><span class="comment">*</span><span class="comment">  =========
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  UPLO    (input) CHARACTER*1
</span><span class="comment">*</span><span class="comment">          Specifies whether the upper or lower triangular part of the
</span><span class="comment">*</span><span class="comment">          symmetric matrix A is stored.
</span><span class="comment">*</span><span class="comment">          = 'U':  Upper triangular
</span><span class="comment">*</span><span class="comment">          = 'L':  Lower triangular
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  N       (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The order of the matrix A.  N &gt;= 0.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  A       (input/output) REAL array, dimension (LDA,N)
</span><span class="comment">*</span><span class="comment">          On entry, the symmetric matrix A.  If UPLO = 'U', the leading
</span><span class="comment">*</span><span class="comment">          n by n upper triangular part of A contains the upper
</span><span class="comment">*</span><span class="comment">          triangular part of the matrix A, and the strictly lower
</span><span class="comment">*</span><span class="comment">          triangular part of A is not referenced.  If UPLO = 'L', the
</span><span class="comment">*</span><span class="comment">          leading n by n lower triangular part of A contains the lower
</span><span class="comment">*</span><span class="comment">          triangular part of the matrix A, and the strictly upper
</span><span class="comment">*</span><span class="comment">          triangular part of A is not referenced.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">          On exit, if INFO = 0, the factor U or L from the Cholesky
</span><span class="comment">*</span><span class="comment">          factorization A = U'*U  or A = L*L'.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  LDA     (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The leading dimension of the array A.  LDA &gt;= max(1,N).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  INFO    (output) INTEGER
</span><span class="comment">*</span><span class="comment">          = 0: successful exit
</span><span class="comment">*</span><span class="comment">          &lt; 0: if INFO = -k, the k-th argument had an illegal value
</span><span class="comment">*</span><span class="comment">          &gt; 0: if INFO = k, the leading minor of order k is not
</span><span class="comment">*</span><span class="comment">               positive definite, and the factorization could not be
</span><span class="comment">*</span><span class="comment">               completed.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  =====================================================================
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     .. Parameters ..
</span>      REAL               ONE, ZERO
      PARAMETER          ( ONE = 1.0E+0, ZERO = 0.0E+0 )
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Local Scalars ..
</span>      LOGICAL            UPPER
      INTEGER            J
      REAL               AJJ
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. External Functions ..
</span>      LOGICAL            <a name="LSAME.74"></a><a href="lsame.f.html#LSAME.1">LSAME</a>
      REAL               SDOT
      EXTERNAL           <a name="LSAME.76"></a><a href="lsame.f.html#LSAME.1">LSAME</a>, SDOT
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. External Subroutines ..
</span>      EXTERNAL           SGEMV, SSCAL, <a name="XERBLA.79"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Intrinsic Functions ..
</span>      INTRINSIC          MAX, SQRT
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Executable Statements ..
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Test the input parameters.
</span><span class="comment">*</span><span class="comment">
</span>      INFO = 0
      UPPER = <a name="LSAME.89"></a><a href="lsame.f.html#LSAME.1">LSAME</a>( UPLO, <span class="string">'U'</span> )
      IF( .NOT.UPPER .AND. .NOT.<a name="LSAME.90"></a><a href="lsame.f.html#LSAME.1">LSAME</a>( UPLO, <span class="string">'L'</span> ) ) 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 <a name="XERBLA.98"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>( <span class="string">'<a name="SPOTF2.98"></a><a href="spotf2.f.html#SPOTF2.1">SPOTF2</a>'</span>, -INFO )
         RETURN
      END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Quick return if possible
</span><span class="comment">*</span><span class="comment">
</span>      IF( N.EQ.0 )
     $   RETURN
<span class="comment">*</span><span class="comment">
</span>      IF( UPPER ) THEN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">        Compute the Cholesky factorization A = U'*U.
</span><span class="comment">*</span><span class="comment">
</span>         DO 10 J = 1, N
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">           Compute U(J,J) and test for non-positive-definiteness.
</span><span class="comment">*</span><span class="comment">
</span>            AJJ = A( J, J ) - SDOT( J-1, A( 1, J ), 1, A( 1, J ), 1 )
            IF( AJJ.LE.ZERO ) THEN
               A( J, J ) = AJJ
               GO TO 30
            END IF
            AJJ = SQRT( AJJ )
            A( J, J ) = AJJ
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">           Compute elements J+1:N of row J.
</span><span class="comment">*</span><span class="comment">
</span>            IF( J.LT.N ) THEN
               CALL SGEMV( <span class="string">'Transpose'</span>, J-1, N-J, -ONE, A( 1, J+1 ),
     $                     LDA, A( 1, J ), 1, ONE, A( J, J+1 ), LDA )
               CALL SSCAL( N-J, ONE / AJJ, A( J, J+1 ), LDA )
            END IF
   10    CONTINUE
      ELSE
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">        Compute the Cholesky factorization A = L*L'.
</span><span class="comment">*</span><span class="comment">
</span>         DO 20 J = 1, N
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">           Compute L(J,J) and test for non-positive-definiteness.
</span><span class="comment">*</span><span class="comment">
</span>            AJJ = A( J, J ) - SDOT( J-1, A( J, 1 ), LDA, A( J, 1 ),
     $            LDA )
            IF( AJJ.LE.ZERO ) THEN
               A( J, J ) = AJJ
               GO TO 30
            END IF
            AJJ = SQRT( AJJ )
            A( J, J ) = AJJ
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">           Compute elements J+1:N of column J.
</span><span class="comment">*</span><span class="comment">
</span>            IF( J.LT.N ) THEN
               CALL SGEMV( <span class="string">'No transpose'</span>, N-J, J-1, -ONE, A( J+1, 1 ),
     $                     LDA, A( J, 1 ), LDA, ONE, A( J+1, J ), 1 )
               CALL SSCAL( N-J, ONE / AJJ, A( J+1, J ), 1 )
            END IF
   20    CONTINUE
      END IF
      GO TO 40
<span class="comment">*</span><span class="comment">
</span>   30 CONTINUE
      INFO = J
<span class="comment">*</span><span class="comment">
</span>   40 CONTINUE
      RETURN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     End of <a name="SPOTF2.165"></a><a href="spotf2.f.html#SPOTF2.1">SPOTF2</a>
</span><span class="comment">*</span><span class="comment">
</span>      END

</pre>

 </body>
</html>

spotf2.f.html - 源码说明

本页面展示了「famous linear algebra library (LAPACK) ports to windows」中的 spotf2.f.html 源码文件，采用 HTML 编程语言编写，共 192 行代码。您可以在线阅读完整代码内容，也可以返回资源详情页下载完整源码包进行本地学习和开发。

虫虫下载站收录了大量与algebra相关的技术资源，包括源代码、技术文档、电路图等，是电子工程师和嵌入式开发者的专业学习平台。

⌨️ 快捷键说明

复制代码Ctrl + C
搜索代码Ctrl + F
全屏模式F11
增大字号Ctrl + =
减小字号Ctrl + -
显示快捷键?