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cposv-f(3)

cposv.f –

Synopsis

Functions/Subroutines

subroutine cposv (UPLO, N, NRHS, A, LDA, B, LDB, INFO)
CPOSV computes the solution to system of linear equations A * X = B for PO matrices

Function/Subroutine Documentation

subroutine cposv (characterUPLO, integerN, integerNRHS, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldb, * )B, integerLDB, integerINFO)

CPOSV computes the solution to system of linear equations A * X = B for PO matrices

Purpose:

 CPOSV computes the solution to a complex system of linear equations
 A * X = B,
 where A is an N-by-N Hermitian positive definite matrix and X and B
 are N-by-NRHS matrices.
 The Cholesky decomposition is used to factor A as
 A = U**H* U, if UPLO = 'U', or
 A = L * L**H, if UPLO = 'L',
 where U is an upper triangular matrix and L is a lower triangular
 matrix. The factored form of A is then used to solve the system of
 equations A * X = B.

 

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 number of linear equations, i.e., the order of the
 matrix A. N >= 0.

NRHS

 NRHS is INTEGER
 The number of right hand sides, i.e., the number of columns
 of the matrix B. NRHS >= 0.

A

 A is COMPLEX array, dimension (LDA,N)
 On entry, the Hermitian 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**H*U or A = L*L**H.

LDA

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

B

 B is COMPLEX array, dimension (LDB,NRHS)
 On entry, the N-by-NRHS right hand side matrix B.
 On exit, if INFO = 0, the N-by-NRHS solution matrix X.

LDB

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

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 of A is not
 positive definite, so the factorization could not be
 completed, and the solution has not been computed.

 

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

November 2011

Definition at line 131 of file cposv.f.

Author

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