dpotf2 (l)  Linux Manuals
dpotf2: computes the Cholesky factorization of a real symmetric positive definite matrix A
NAME
DPOTF2  computes the Cholesky factorization of a real symmetric positive definite matrix ASYNOPSIS
 SUBROUTINE DPOTF2(
 UPLO, N, A, LDA, INFO )
 CHARACTER UPLO
 INTEGER INFO, LDA, N
 DOUBLE PRECISION A( LDA, * )
PURPOSE
DPOTF2 computes the Cholesky factorization of a real symmetric positive definite matrix A. The factorization has the formA
A
where U is an upper triangular matrix and L is lower triangular. This is the unblocked version of the algorithm, calling Level 2 BLAS.
ARGUMENTS
 UPLO (input) CHARACTER*1

Specifies whether the upper or lower triangular part of the
symmetric matrix A is stored.
= aqUaq: Upper triangular
= aqLaq: Lower triangular  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 = Uaq*U or A = L*Laq.
 LDA (input) INTEGER
 The leading dimension of the array A. LDA >= max(1,N).
 INFO (output) INTEGER

= 0: successful exit
< 0: if INFO = k, the kth 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.