--- /dev/null
+#include "clapack.h"
+
+/* Table of constant values */
+
+static integer c__1 = 1;
+static doublereal c_b10 = -1.;
+static doublereal c_b12 = 1.;
+
+/* Subroutine */ int dpotf2_(char *uplo, integer *n, doublereal *a, integer *
+ lda, integer *info)
+{
+ /* System generated locals */
+ integer a_dim1, a_offset, i__1, i__2, i__3;
+ doublereal d__1;
+
+ /* Builtin functions */
+ double sqrt(doublereal);
+
+ /* Local variables */
+ integer j;
+ doublereal ajj;
+ extern doublereal ddot_(integer *, doublereal *, integer *, doublereal *,
+ integer *);
+ extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *,
+ integer *);
+ extern logical lsame_(char *, char *);
+ extern /* Subroutine */ int dgemv_(char *, integer *, integer *,
+ doublereal *, doublereal *, integer *, doublereal *, integer *,
+ doublereal *, doublereal *, integer *);
+ logical upper;
+ extern /* Subroutine */ int xerbla_(char *, integer *);
+
+
+/* -- LAPACK routine (version 3.1) -- */
+/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
+/* November 2006 */
+
+/* .. Scalar Arguments .. */
+/* .. */
+/* .. Array Arguments .. */
+/* .. */
+
+/* Purpose */
+/* ======= */
+
+/* DPOTF2 computes the Cholesky factorization of a real symmetric */
+/* positive definite matrix A. */
+
+/* The factorization has the form */
+/* A = U' * U , if UPLO = 'U', or */
+/* A = L * L', if UPLO = 'L', */
+/* where U is an upper triangular matrix and L is lower triangular. */
+
+/* This is the unblocked version of the algorithm, calling Level 2 BLAS. */
+
+/* Arguments */
+/* ========= */
+
+/* UPLO (input) CHARACTER*1 */
+/* Specifies whether the upper or lower triangular part of the */
+/* symmetric matrix A is stored. */
+/* = 'U': Upper triangular */
+/* = 'L': Lower triangular */
+
+/* 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'*U or A = L*L'. */
+
+/* LDA (input) INTEGER */
+/* The leading dimension of the array A. LDA >= max(1,N). */
+
+/* INFO (output) INTEGER */
+/* = 0: successful exit */
+/* < 0: if INFO = -k, the k-th argument had an illegal value */
+/* > 0: if INFO = k, the leading minor of order k 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_("DPOTF2", &i__1);
+ return 0;
+ }
+
+/* Quick return if possible */
+
+ if (*n == 0) {
+ return 0;
+ }
+
+ if (upper) {
+
+/* Compute the Cholesky factorization A = U'*U. */
+
+ i__1 = *n;
+ for (j = 1; j <= i__1; ++j) {
+
+/* Compute U(J,J) and test for non-positive-definiteness. */
+
+ i__2 = j - 1;
+ ajj = a[j + j * a_dim1] - ddot_(&i__2, &a[j * a_dim1 + 1], &c__1,
+ &a[j * a_dim1 + 1], &c__1);
+ if (ajj <= 0.) {
+ a[j + j * a_dim1] = ajj;
+ goto L30;
+ }
+ ajj = sqrt(ajj);
+ a[j + j * a_dim1] = ajj;
+
+/* Compute elements J+1:N of row J. */
+
+ if (j < *n) {
+ i__2 = j - 1;
+ i__3 = *n - j;
+ dgemv_("Transpose", &i__2, &i__3, &c_b10, &a[(j + 1) * a_dim1
+ + 1], lda, &a[j * a_dim1 + 1], &c__1, &c_b12, &a[j + (
+ j + 1) * a_dim1], lda);
+ i__2 = *n - j;
+ d__1 = 1. / ajj;
+ dscal_(&i__2, &d__1, &a[j + (j + 1) * a_dim1], lda);
+ }
+/* L10: */
+ }
+ } else {
+
+/* Compute the Cholesky factorization A = L*L'. */
+
+ i__1 = *n;
+ for (j = 1; j <= i__1; ++j) {
+
+/* Compute L(J,J) and test for non-positive-definiteness. */
+
+ i__2 = j - 1;
+ ajj = a[j + j * a_dim1] - ddot_(&i__2, &a[j + a_dim1], lda, &a[j
+ + a_dim1], lda);
+ if (ajj <= 0.) {
+ a[j + j * a_dim1] = ajj;
+ goto L30;
+ }
+ ajj = sqrt(ajj);
+ a[j + j * a_dim1] = ajj;
+
+/* Compute elements J+1:N of column J. */
+
+ if (j < *n) {
+ i__2 = *n - j;
+ i__3 = j - 1;
+ dgemv_("No transpose", &i__2, &i__3, &c_b10, &a[j + 1 +
+ a_dim1], lda, &a[j + a_dim1], lda, &c_b12, &a[j + 1 +
+ j * a_dim1], &c__1);
+ i__2 = *n - j;
+ d__1 = 1. / ajj;
+ dscal_(&i__2, &d__1, &a[j + 1 + j * a_dim1], &c__1);
+ }
+/* L20: */
+ }
+ }
+ goto L40;
+
+L30:
+ *info = j;
+
+L40:
+ return 0;
+
+/* End of DPOTF2 */
+
+} /* dpotf2_ */
projects / opencv / blobdiff