DPOTF2 (3) - Linux Manuals

NAME

dpotf2.f -

SYNOPSIS

Functions/Subroutines

subroutine dpotf2 (UPLO, N, A, LDA, INFO)
DPOTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite matrix (unblocked algorithm).

Function/Subroutine Documentation

subroutine dpotf2 (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, integerINFO)

DPOTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite matrix (unblocked algorithm).

Purpose:

 DPOTF2 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 unblocked version of the algorithm, calling Level 2 BLAS.

 

Parameters:

UPLO

          UPLO is CHARACTER*1
          Specifies whether the upper or lower triangular part of the
          symmetric matrix A is stored.
          = 'U':  Upper triangular
          = 'L':  Lower triangular

N

          N is INTEGER
          The order of the matrix A.  N >= 0.

A

          A is 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

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).

INFO

          INFO is 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.

 

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

September 2012

Definition at line 110 of file dpotf2.f.

Author

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