cposv.f.html
来自「famous linear algebra library (LAPACK) p」· HTML 代码 · 共 146 行
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SUBROUTINE <a name="CPOSV.1"></a><a href="cposv.f.html#CPOSV.1">CPOSV</a>( UPLO, N, NRHS, A, LDA, B, LDB, INFO )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> -- LAPACK driver 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, LDB, N, NRHS
<span class="comment">*</span><span class="comment"> ..
</span><span class="comment">*</span><span class="comment"> .. Array Arguments ..
</span> COMPLEX A( LDA, * ), B( LDB, * )
<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="CPOSV.18"></a><a href="cposv.f.html#CPOSV.1">CPOSV</a> computes the solution to a complex system of linear equations
</span><span class="comment">*</span><span class="comment"> A * X = B,
</span><span class="comment">*</span><span class="comment"> where A is an N-by-N Hermitian positive definite matrix and X and B
</span><span class="comment">*</span><span class="comment"> are N-by-NRHS matrices.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> The Cholesky decomposition is used to factor A as
</span><span class="comment">*</span><span class="comment"> A = U**H* U, if UPLO = 'U', or
</span><span class="comment">*</span><span class="comment"> A = L * L**H, if UPLO = 'L',
</span><span class="comment">*</span><span class="comment"> where U is an upper triangular matrix and L is a lower triangular
</span><span class="comment">*</span><span class="comment"> matrix. The factored form of A is then used to solve the system of
</span><span class="comment">*</span><span class="comment"> equations A * X = B.
</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"> = 'U': Upper triangle of A is stored;
</span><span class="comment">*</span><span class="comment"> = 'L': Lower triangle of A is stored.
</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 number of linear equations, i.e., the order of the
</span><span class="comment">*</span><span class="comment"> matrix A. N >= 0.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> NRHS (input) INTEGER
</span><span class="comment">*</span><span class="comment"> The number of right hand sides, i.e., the number of columns
</span><span class="comment">*</span><span class="comment"> of the matrix B. NRHS >= 0.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> A (input/output) COMPLEX array, dimension (LDA,N)
</span><span class="comment">*</span><span class="comment"> On entry, the Hermitian 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**H*U or A = L*L**H.
</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 >= max(1,N).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> B (input/output) COMPLEX array, dimension (LDB,NRHS)
</span><span class="comment">*</span><span class="comment"> On entry, the N-by-NRHS right hand side matrix B.
</span><span class="comment">*</span><span class="comment"> On exit, if INFO = 0, the N-by-NRHS solution matrix X.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> LDB (input) INTEGER
</span><span class="comment">*</span><span class="comment"> The leading dimension of the array B. LDB >= 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"> < 0: if INFO = -i, the i-th argument had an illegal value
</span><span class="comment">*</span><span class="comment"> > 0: if INFO = i, the leading minor of order i of A is not
</span><span class="comment">*</span><span class="comment"> positive definite, so the factorization could not be
</span><span class="comment">*</span><span class="comment"> completed, and the solution has not been computed.
</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"> .. External Functions ..
</span> LOGICAL <a name="LSAME.77"></a><a href="lsame.f.html#LSAME.1">LSAME</a>
EXTERNAL <a name="LSAME.78"></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 <a name="CPOTRF.81"></a><a href="cpotrf.f.html#CPOTRF.1">CPOTRF</a>, <a name="CPOTRS.81"></a><a href="cpotrs.f.html#CPOTRS.1">CPOTRS</a>, <a name="XERBLA.81"></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
<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
IF( .NOT.<a name="LSAME.91"></a><a href="lsame.f.html#LSAME.1">LSAME</a>( UPLO, <span class="string">'U'</span> ) .AND. .NOT.<a name="LSAME.91"></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( NRHS.LT.0 ) THEN
INFO = -3
ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
INFO = -5
ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
INFO = -7
END IF
IF( INFO.NE.0 ) THEN
CALL <a name="XERBLA.103"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>( <span class="string">'<a name="CPOSV.103"></a><a href="cposv.f.html#CPOSV.1">CPOSV</a> '</span>, -INFO )
RETURN
END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Compute the Cholesky factorization A = U'*U or A = L*L'.
</span><span class="comment">*</span><span class="comment">
</span> CALL <a name="CPOTRF.109"></a><a href="cpotrf.f.html#CPOTRF.1">CPOTRF</a>( UPLO, N, A, LDA, INFO )
IF( INFO.EQ.0 ) THEN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Solve the system A*X = B, overwriting B with X.
</span><span class="comment">*</span><span class="comment">
</span> CALL <a name="CPOTRS.114"></a><a href="cpotrs.f.html#CPOTRS.1">CPOTRS</a>( UPLO, N, NRHS, A, LDA, B, LDB, INFO )
<span class="comment">*</span><span class="comment">
</span> END IF
RETURN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> End of <a name="CPOSV.119"></a><a href="cposv.f.html#CPOSV.1">CPOSV</a>
</span><span class="comment">*</span><span class="comment">
</span> END
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