dpbtf2.f.html

来自「famous linear algebra library (LAPACK) p」· HTML 代码 · 共 219 行 · 第 1/2 页

</span>      DOUBLE PRECISION   ONE, ZERO
      PARAMETER          ( ONE = 1.0D+0, ZERO = 0.0D+0 )
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Local Scalars ..
</span>      LOGICAL            UPPER
      INTEGER            J, KLD, KN
      DOUBLE PRECISION   AJJ
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. External Functions ..
</span>      LOGICAL            <a name="LSAME.101"></a><a href="lsame.f.html#LSAME.1">LSAME</a>
      EXTERNAL           <a name="LSAME.102"></a><a href="lsame.f.html#LSAME.1">LSAME</a>
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. External Subroutines ..
</span>      EXTERNAL           DSCAL, DSYR, <a name="XERBLA.105"></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, MIN, 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.115"></a><a href="lsame.f.html#LSAME.1">LSAME</a>( UPLO, <span class="string">'U'</span> )
      IF( .NOT.UPPER .AND. .NOT.<a name="LSAME.116"></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( KD.LT.0 ) THEN
         INFO = -3
      ELSE IF( LDAB.LT.KD+1 ) THEN
         INFO = -5
      END IF
      IF( INFO.NE.0 ) THEN
         CALL <a name="XERBLA.126"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>( <span class="string">'<a name="DPBTF2.126"></a><a href="dpbtf2.f.html#DPBTF2.1">DPBTF2</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>      KLD = MAX( 1, LDAB-1 )
<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 = AB( KD+1, J )
            IF( AJJ.LE.ZERO )
     $         GO TO 30
            AJJ = SQRT( AJJ )
            AB( KD+1, J ) = AJJ
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">           Compute elements J+1:J+KN of row J and update the
</span><span class="comment">*</span><span class="comment">           trailing submatrix within the band.
</span><span class="comment">*</span><span class="comment">
</span>            KN = MIN( KD, N-J )
            IF( KN.GT.0 ) THEN
               CALL DSCAL( KN, ONE / AJJ, AB( KD, J+1 ), KLD )
               CALL DSYR( <span class="string">'Upper'</span>, KN, -ONE, AB( KD, J+1 ), KLD,
     $                    AB( KD+1, J+1 ), KLD )
            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 = AB( 1, J )
            IF( AJJ.LE.ZERO )
     $         GO TO 30
            AJJ = SQRT( AJJ )
            AB( 1, J ) = AJJ
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">           Compute elements J+1:J+KN of column J and update the
</span><span class="comment">*</span><span class="comment">           trailing submatrix within the band.
</span><span class="comment">*</span><span class="comment">
</span>            KN = MIN( KD, N-J )
            IF( KN.GT.0 ) THEN
               CALL DSCAL( KN, ONE / AJJ, AB( 2, J ), 1 )
               CALL DSYR( <span class="string">'Lower'</span>, KN, -ONE, AB( 2, J ), 1,
     $                    AB( 1, J+1 ), KLD )
            END IF
   20    CONTINUE
      END IF
      RETURN
<span class="comment">*</span><span class="comment">
</span>   30 CONTINUE
      INFO = J
      RETURN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     End of <a name="DPBTF2.192"></a><a href="dpbtf2.f.html#DPBTF2.1">DPBTF2</a>
</span><span class="comment">*</span><span class="comment">
</span>      END

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