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
NN is INTEGER The order of the matrix A. N >= 0.
AA 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.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
INFOINFO 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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