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opencv/3rdparty/lapack/dpotrf.c

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#include "clapack.h"
/* Table of constant values */
static integer c__1 = 1;
static integer c_n1 = -1;
static doublereal c_b13 = -1.;
static doublereal c_b14 = 1.;
/* Subroutine */ int dpotrf_(char *uplo, integer *n, doublereal *a, integer *
lda, integer *info)
{
/* System generated locals */
integer a_dim1, a_offset, i__1, i__2, i__3, i__4;
/* Local variables */
integer j, jb, nb;
extern /* Subroutine */ int dgemm_(char *, char *, integer *, integer *,
integer *, doublereal *, doublereal *, integer *, doublereal *,
integer *, doublereal *, doublereal *, integer *);
extern logical lsame_(char *, char *);
extern /* Subroutine */ int dtrsm_(char *, char *, char *, char *,
integer *, integer *, doublereal *, doublereal *, integer *,
doublereal *, integer *);
logical upper;
extern /* Subroutine */ int dsyrk_(char *, char *, integer *, integer *,
doublereal *, doublereal *, integer *, doublereal *, doublereal *,
integer *), dpotf2_(char *, integer *,
doublereal *, integer *, integer *), xerbla_(char *,
integer *);
extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
integer *, integer *);
/* -- LAPACK routine (version 3.1) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* DPOTRF computes the Cholesky factorization of a real symmetric */
/* positive definite matrix A. */
/* The factorization has the form */
/* A = U**T * U, if UPLO = 'U', or */
/* A = L * L**T, if UPLO = 'L', */
/* where U is an upper triangular matrix and L is lower triangular. */
/* This is the block version of the algorithm, calling Level 3 BLAS. */
/* Arguments */
/* ========= */
/* UPLO (input) CHARACTER*1 */
/* = 'U': Upper triangle of A is stored; */
/* = 'L': Lower triangle of A is stored. */
/* N (input) INTEGER */
/* The order of the matrix A. N >= 0. */
/* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) */
/* On entry, the symmetric matrix A. If UPLO = 'U', the leading */
/* N-by-N upper triangular part of A contains the upper */
/* triangular part of the matrix A, and the strictly lower */
/* triangular part of A is not referenced. If UPLO = 'L', the */
/* leading N-by-N lower triangular part of A contains the lower */
/* triangular part of the matrix A, and the strictly upper */
/* triangular part of A is not referenced. */
/* On exit, if INFO = 0, the factor U or L from the Cholesky */
/* factorization A = U**T*U or A = L*L**T. */
/* LDA (input) INTEGER */
/* The leading dimension of the array A. LDA >= max(1,N). */
/* INFO (output) INTEGER */
/* = 0: successful exit */
/* < 0: if INFO = -i, the i-th argument had an illegal value */
/* > 0: if INFO = i, the leading minor of order i is not */
/* positive definite, and the factorization could not be */
/* completed. */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Test the input parameters. */
/* Parameter adjustments */
a_dim1 = *lda;
a_offset = 1 + a_dim1;
a -= a_offset;
/* Function Body */
*info = 0;
upper = lsame_(uplo, "U");
if (! upper && ! lsame_(uplo, "L")) {
*info = -1;
} else if (*n < 0) {
*info = -2;
} else if (*lda < max(1,*n)) {
*info = -4;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DPOTRF", &i__1);
return 0;
}
/* Quick return if possible */
if (*n == 0) {
return 0;
}
/* Determine the block size for this environment. */
nb = ilaenv_(&c__1, "DPOTRF", uplo, n, &c_n1, &c_n1, &c_n1);
if (nb <= 1 || nb >= *n) {
/* Use unblocked code. */
dpotf2_(uplo, n, &a[a_offset], lda, info);
} else {
/* Use blocked code. */
if (upper) {
/* Compute the Cholesky factorization A = U'*U. */
i__1 = *n;
i__2 = nb;
for (j = 1; i__2 < 0 ? j >= i__1 : j <= i__1; j += i__2) {
/* Update and factorize the current diagonal block and test */
/* for non-positive-definiteness. */
/* Computing MIN */
i__3 = nb, i__4 = *n - j + 1;
jb = min(i__3,i__4);
i__3 = j - 1;
dsyrk_("Upper", "Transpose", &jb, &i__3, &c_b13, &a[j *
a_dim1 + 1], lda, &c_b14, &a[j + j * a_dim1], lda);
dpotf2_("Upper", &jb, &a[j + j * a_dim1], lda, info);
if (*info != 0) {
goto L30;
}
if (j + jb <= *n) {
/* Compute the current block row. */
i__3 = *n - j - jb + 1;
i__4 = j - 1;
dgemm_("Transpose", "No transpose", &jb, &i__3, &i__4, &
c_b13, &a[j * a_dim1 + 1], lda, &a[(j + jb) *
a_dim1 + 1], lda, &c_b14, &a[j + (j + jb) *
a_dim1], lda);
i__3 = *n - j - jb + 1;
dtrsm_("Left", "Upper", "Transpose", "Non-unit", &jb, &
i__3, &c_b14, &a[j + j * a_dim1], lda, &a[j + (j
+ jb) * a_dim1], lda);
}
/* L10: */
}
} else {
/* Compute the Cholesky factorization A = L*L'. */
i__2 = *n;
i__1 = nb;
for (j = 1; i__1 < 0 ? j >= i__2 : j <= i__2; j += i__1) {
/* Update and factorize the current diagonal block and test */
/* for non-positive-definiteness. */
/* Computing MIN */
i__3 = nb, i__4 = *n - j + 1;
jb = min(i__3,i__4);
i__3 = j - 1;
dsyrk_("Lower", "No transpose", &jb, &i__3, &c_b13, &a[j +
a_dim1], lda, &c_b14, &a[j + j * a_dim1], lda);
dpotf2_("Lower", &jb, &a[j + j * a_dim1], lda, info);
if (*info != 0) {
goto L30;
}
if (j + jb <= *n) {
/* Compute the current block column. */
i__3 = *n - j - jb + 1;
i__4 = j - 1;
dgemm_("No transpose", "Transpose", &i__3, &jb, &i__4, &
c_b13, &a[j + jb + a_dim1], lda, &a[j + a_dim1],
lda, &c_b14, &a[j + jb + j * a_dim1], lda);
i__3 = *n - j - jb + 1;
dtrsm_("Right", "Lower", "Transpose", "Non-unit", &i__3, &
jb, &c_b14, &a[j + j * a_dim1], lda, &a[j + jb +
j * a_dim1], lda);
}
/* L20: */
}
}
}
goto L40;
L30:
*info = *info + j - 1;
L40:
return 0;
/* End of DPOTRF */
} /* dpotrf_ */
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