dpotrf (l) - Linux Manuals

dpotrf: computes the Cholesky factorization of a real symmetric positive definite matrix A

NAME

DPOTRF - computes the Cholesky factorization of a real symmetric positive definite matrix A

SYNOPSIS

SUBROUTINE DPOTRF(

UPLO, N, A, LDA, INFO )

    

CHARACTER UPLO

    

INTEGER INFO, LDA, N

    

DOUBLE PRECISION A( LDA, * )

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 = aqUaq, or

A = L  * L**T,  if UPLO = aqLaq,
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

= aqUaq: Upper triangle of A is stored;
= aqLaq: 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 = aqUaq, 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 = aqLaq, 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.