dposv.f (3)  Linux Manuals
NAME
dposv.f 
SYNOPSIS
Functions/Subroutines
subroutine dposv (UPLO, N, NRHS, A, LDA, B, LDB, INFO)
DPOSV computes the solution to system of linear equations A * X = B for PO matrices
Function/Subroutine Documentation
subroutine dposv (characterUPLO, integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, * )B, integerLDB, integerINFO)
DPOSV computes the solution to system of linear equations A * X = B for PO matrices
Purpose:

DPOSV computes the solution to a real system of linear equations A * X = B, where A is an NbyN symmetric positive definite matrix and X and B are NbyNRHS matrices. The Cholesky decomposition is used to factor A as 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 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.
NN is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0.
NRHSNRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0.
AA is DOUBLE PRECISION array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = 'U', the leading NbyN 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 NbyN 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.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
BB is DOUBLE PRECISION array, dimension (LDB,NRHS) On entry, the NbyNRHS right hand side matrix B. On exit, if INFO = 0, the NbyNRHS solution matrix X.
LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = i, the ith 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 dposv.f.
Author
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