spptrf (3) - Linux Manuals

NAME

spptrf.f -

SYNOPSIS

Functions/Subroutines

subroutine spptrf (UPLO, N, AP, INFO)
SPPTRF

Function/Subroutine Documentation

subroutine spptrf (characterUPLO, integerN, real, dimension( * )AP, integerINFO)

SPPTRF

Purpose:

 SPPTRF computes the Cholesky factorization of a real symmetric
 positive definite matrix A stored in packed format.

 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.

 

Parameters:

UPLO

          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.

N

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

AP

          AP is REAL array, dimension (N*(N+1)/2)
          On entry, the upper or lower triangle of the symmetric matrix
          A, packed columnwise in a linear array.  The j-th column of A
          is stored in the array AP as follows:
          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
          See below for further details.

          On exit, if INFO = 0, the triangular factor U or L from the
          Cholesky factorization A = U**T*U or A = L*L**T, in the same
          storage format as A.

INFO

          INFO is 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.

 

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

November 2011

Further Details:

  The packed storage scheme is illustrated by the following example
  when N = 4, UPLO = 'U':

  Two-dimensional storage of the symmetric matrix A:

     a11 a12 a13 a14
         a22 a23 a24
             a33 a34     (aij = aji)
                 a44

  Packed storage of the upper triangle of A:

  AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]

 

Definition at line 120 of file spptrf.f.

Author

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