dpotrf (l)  Linux Man Pages
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 ASYNOPSIS
 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 formA
A
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 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 = aqLaq, 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.
 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 ith 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.