Mercurial > hg > octave-nkf
view libcruft/linpack/spofa.f @ 2937:9d26524e2869
[project @ 1997-05-06 05:49:53 by jwe]
author | jwe |
---|---|
date | Tue, 06 May 1997 05:55:13 +0000 |
parents | 30c606bec7a8 |
children |
line wrap: on
line source
SUBROUTINE SPOFA(A,LDA,N,INFO) INTEGER LDA,N,INFO REAL A(LDA,1) C C SPOFA FACTORS A REAL SYMMETRIC POSITIVE DEFINITE MATRIX. C C SPOFA IS USUALLY CALLED BY SPOCO, BUT IT CAN BE CALLED C DIRECTLY WITH A SAVING IN TIME IF RCOND IS NOT NEEDED. C (TIME FOR SPOCO) = (1 + 18/N)*(TIME FOR SPOFA) . C C ON ENTRY C C A REAL(LDA, N) C THE SYMMETRIC MATRIX TO BE FACTORED. ONLY THE C DIAGONAL AND UPPER TRIANGLE ARE USED. C C LDA INTEGER C THE LEADING DIMENSION OF THE ARRAY A . C C N INTEGER C THE ORDER OF THE MATRIX A . C C ON RETURN C C A AN UPPER TRIANGULAR MATRIX R SO THAT A = TRANS(R)*R C WHERE TRANS(R) IS THE TRANSPOSE. C THE STRICT LOWER TRIANGLE IS UNALTERED. C IF INFO .NE. 0 , THE FACTORIZATION IS NOT COMPLETE. C C INFO INTEGER C = 0 FOR NORMAL RETURN. C = K SIGNALS AN ERROR CONDITION. THE LEADING MINOR C OF ORDER K IS NOT POSITIVE DEFINITE. C C LINPACK. THIS VERSION DATED 08/14/78 . C CLEVE MOLER, UNIVERSITY OF NEW MEXICO, ARGONNE NATIONAL LAB. C C SUBROUTINES AND FUNCTIONS C C BLAS SDOT C FORTRAN SQRT C C INTERNAL VARIABLES C REAL SDOT,T REAL S INTEGER J,JM1,K C BEGIN BLOCK WITH ...EXITS TO 40 C C DO 30 J = 1, N INFO = J S = 0.0E0 JM1 = J - 1 IF (JM1 .LT. 1) GO TO 20 DO 10 K = 1, JM1 T = A(K,J) - SDOT(K-1,A(1,K),1,A(1,J),1) T = T/A(K,K) A(K,J) = T S = S + T*T 10 CONTINUE 20 CONTINUE S = A(J,J) - S C ......EXIT IF (S .LE. 0.0E0) GO TO 40 A(J,J) = SQRT(S) 30 CONTINUE INFO = 0 40 CONTINUE RETURN END